Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

Improvements on the KNN classifier

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Protein recovery, separation and purification: selection of optimal techniques using an expert system

The paper discusses the utilization of new techniques ot select processes for protein recovery, separation and purification. It describesa rational approach that uses fundamental databases of proteins molecules to simplify the complex problem of choosing high resolution separation methods for multi component mixtures. It examines the role of modern computer techniques to help solving these questions.

Human biology: cibernética y biología humana en el nuevo discurso expositivo de la década de 1970

En este trabajo se explica cuáles fueron las estrategias utilizadas y los resultados obtenidos en la primera exposición del nuevo esquema museográfico del Museo de Historia Natural de Londres, concebido por Roger Miles, Jefe del Departamento de Servicios Públicos de esa prestigiada institución. Esta iniciativa pretendía atraer a un mayor número de visitantes a partir de exposiciones basadas en modelos y módulos interactivos que relegaban a los objetos de las colecciones a un segundo plano. La exposición se tituló Human Biology y fue inaugurada el 24 de mayo de 1977. El tema de la exposición fue la biología humana, pero como se argumenta en este trabajo, Human Biology sirvió también como medio para legitimar el discurso modernizador de la biología humana, en tanto disciplina más rigurosa por las herramientas y técnicas más precisas que las utilizadas por la antropología física tradicional. Se buscaba también generar una audiencia para reforzar el campo interdisciplinario de la ciencia cognitiva y en particular la inteligencia artificial. El equipo de asesores científicos de la exposición contó entre sus miembros con personalidades que jugaron un papel protagónico en el desarrollo de esas disciplinas, y necesitaban demostrar su validez y utilidad ante los no especialistas y el público en general.

Research in psychopathology: epistemologic issues.

Etiologic research in psychiatry relies on an objectivist epistemology positing that human cognition is specified by the "reality" of the outer world, which consists of a totality of mind-independent objects. Truth is considered as some sort of correspondence relation between words and external objects, and mind as a mirror of nature. In our view, this epistemology considerably impedes etiologic research. Objectivist epistemology has been recently confronting a growing critique from diverse scientific fields. Alternative models in neurosciences (neuronal selection), artificial intelligence (connectionism), and developmental psychology (developmental biodynamics) converge in viewing living organisms as self-organizing systems. In this perspective, the organism is not specified by the outer world, but enacts its environment by selecting relevant domains of significance that constitute its world. The distinction between mind and body or organism and environment is a matter of observational perspective. These models from empirical sciences are compatible with fundamental tenets of philosophical phenomenology and hermeneutics. They imply consequences for research in psychopathology: symptoms cannot be viewed as disconnected manifestations of discrete localized brain dysfunctions. Psychopathology should therefore focus on how the person's self-coherence is maintained and on the understanding and empirical investigation of the systemic laws that govern neurodevelopment and the organization of human cognition.

Intel·ligència artificial aplicada a un joc beat'em up en 2D

Creació d'un joc del tipus Arcade beat'em up en 2D utilitzant escenaris amb una certa profunditat de moviment i dotant als personatges no jugadors i altres objectes d'Intel·ligència Artificial de manera que el seu comportament no sigui sempre lineal i aprofitant-ho per afegir nivells de dificultat.

Representing diffusion MRI in 5D for segmentation of white matter tracts with a level set method.

We present a method for segmenting white matter tracts from high angular resolution diffusion MR. images by representing the data in a 5 dimensional space of position and orientation. Whereas crossing fiber tracts cannot be separated in 3D position space, they clearly disentangle in 5D position-orientation space. The segmentation is done using a 5D level set method applied to hyper-surfaces evolving in 5D position-orientation space. In this paper we present a methodology for constructing the position-orientation space. We then show how to implement the standard level set method in such a non-Euclidean high dimensional space. The level set theory is basically defined for N-dimensions but there are several practical implementation details to consider, such as mean curvature. Finally, we will show results from a synthetic model and a few preliminary results on real data of a human brain acquired by high angular resolution diffusion MRI.

Collective intelligence

Estudio e implantación de algoritmos de recomendación, búsqueda, ranking y aprendizaje.

Estudi i implementació d'un sistema multiagent intel·ligent i la seva aplicació a sistemes difusos

Estudi i implementació d'un sistema multiagent intel·ligent i la seva aplicació a sistemes difusos. Utilització de les llibreries JADE i JFuzzyLogic.

Mejora diagnóstica de hepatopatías de afectación difusa mediante técnicas de inteligencia artificial

The automatic diagnostic discrimination is an application of artificial intelligence techniques that can solve clinical cases based on imaging. Diffuse liver diseases are diseases of wide prominence in the population and insidious course, yet early in its progression. Early and effective diagnosis is necessary because many of these diseases progress to cirrhosis and liver cancer. The usual technique of choice for accurate diagnosis is liver biopsy, an invasive and not without incompatibilities one. It is proposed in this project an alternative non-invasive and free of contraindications method based on liver ultrasonography. The images are digitized and then analyzed using statistical techniques and analysis of texture. The results are validated from the pathology report. Finally, we apply artificial intelligence techniques as Fuzzy k-Means or Support Vector Machines and compare its significance to the analysis Statistics and the report of the clinician. The results show that this technique is significantly valid and a promising alternative as a noninvasive diagnostic chronic liver disease from diffuse involvement. Artificial Intelligence classifying techniques significantly improve the diagnosing discrimination compared to other statistics.

Infohabitants: laboratori per la simulació d’ infohabitants com agents recomanadors (SIRA)

L’ objectiu del projecte és la implementació d’un simulador de sistema de recomanació que permeti estudiar algoritmes de dissociació entre agent-recomanador i usuari, combinant-los amb diverses tècniques de recomanació i fent servir infohabitants com Agents Recomanadors i veure com treballen en un sistema recomanador

Inteligencia artificial en vehiculo

Desarrollo de un robot seguidor de líneas, en el que se implementan diversas soluciones de las áreas de sistemas embebidos e inteligencia artificial.

A multidimensional segmentation evaluation for medical image data.

Evaluation of segmentation methods is a crucial aspect in image processing, especially in the medical imaging field, where small differences between segmented regions in the anatomy can be of paramount importance. Usually, segmentation evaluation is based on a measure that depends on the number of segmented voxels inside and outside of some reference regions that are called gold standards. Although some other measures have been also used, in this work we propose a set of new similarity measures, based on different features, such as the location and intensity values of the misclassified voxels, and the connectivity and the boundaries of the segmented data. Using the multidimensional information provided by these measures, we propose a new evaluation method whose results are visualized applying a Principal Component Analysis of the data, obtaining a simplified graphical method to compare different segmentation results. We have carried out an intensive study using several classic segmentation methods applied to a set of MRI simulated data of the brain with several noise and RF inhomogeneity levels, and also to real data, showing that the new measures proposed here and the results that we have obtained from the multidimensional evaluation, improve the robustness of the evaluation and provides better understanding about the difference between segmentation methods.

A Negotiation Style Recommender Based on Computational Ecology in Open Negotiation Environments

The system described herein represents the first example of a recommender system in digital ecosystems where agents negotiate services on behalf of small companies. The small companies compete not only with price or quality, but with a wider service-by-service composition by subcontracting with other companies. The final result of these offerings depends on negotiations at the scale of millions of small companies. This scale requires new platforms for supporting digital business ecosystems, as well as related services like open-id, trust management, monitors and recommenders. This is done in the Open Negotiation Environment (ONE), which is an open-source platform that allows agents, on behalf of small companies, to negotiate and use the ecosystem services, and enables the development of new agent technologies. The methods and tools of cyber engineering are necessary to build up Open Negotiation Environments that are stable, a basic condition for predictable business and reliable business environments. Aiming to build stable digital business ecosystems by means of improved collective intelligence, we introduce a model of negotiation style dynamics from the point of view of computational ecology. This model inspires an ecosystem monitor as well as a novel negotiation style recommender. The ecosystem monitor provides hints to the negotiation style recommender to achieve greater stability of an open negotiation environment in a digital business ecosystem. The greater stability provides the small companies with higher predictability, and therefore better business results. The negotiation style recommender is implemented with a simulated annealing algorithm at a constant temperature, and its impact is shown by applying it to a real case of an open negotiation environment populated by Italian companies