A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

C4.5: um recurso para geração de árvores de decisão.

O Sistema de Indução C4.5. Requerimentos-chave para a utilização do software. Um exemplo ilustrativo. Algumas dicas de uso.

Predicting gene function in Saccharomyces cerevisiae

Clare, A. and King R.D. (2003) Predicting gene function in Saccharomyces cerevisiae. 2nd European Conference on Computational Biology (ECCB '03). (published as a journal supplement in Bioinformatics 19: ii42-ii49)

Poly-transformation

King, R. D. and Ouali, M. (2004) Poly-transformation. In proceedings of 5th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2004). Springer LNCS 3177 p99-107

JUSTEIS (JISC Usage Surveys: Trends in Electronic Information Services) Strand A: survey of end users of all electronic information services (HE and FE), with Action research report. Final report 2002/2003 Cycle Four.

Urquhart, C. (editor for JUSTEIS team), Spink, S., Thomas, R., Yeoman, A., Durbin, J., Turner, J., Armstrong, A., Lonsdale, R. & Fenton, R. (2003). JUSTEIS (JISC Usage Surveys: Trends in Electronic Information Services) Strand A: survey of end users of all electronic information services (HE and FE), with Action research report. Final report 2002/2003 Cycle Four. Aberystwyth: Department of Information Studies, University of Wales Aberystwyth with Information Automation Ltd (CIQM). Sponsorship: JISC

Rough sets, their extensions and applications

Q. Shen and R. Jensen, 'Rough sets, their extensions and applications,' International Journal of Automation and Computing (IJAC), vol. 4, no. 3, pp. 217-218, 2007.

Performing Feature Selection with ACO

R. Jensen, 'Performing Feature Selection with ACO. Swarm Intelligence and Data Mining,' A. Abraham, C. Grosan and V. Ramos (eds.), Studies in Computational Intelligence, vol. 34, pp. 45-73. 2006.

Finding Rough Set Reducts with SAT.

R. Jensen, Q. Shen and A. Tuson, 'Finding Rough Set Reducts with SAT,' Proceedings of the 10th International Conference on Rough Sets, Fuzzy Sets, Data Mining and Granular Computing, LNAI 3641, pp. 194-203, 2005.

Evolutionary approaches to fuzzy modelling for classification

M. Galea, Q. Shen and J. Levine. Evolutionary approaches to fuzzy modelling. Knowledge Engineering Review, 19(1):27-59, 2004.

Simultaneous ant colony optimisation algorithms for learning linguistic fuzzy rules

M. Galea and Q. Shen. Simultaneous ant colony optimisation algorithms for learning linguistic fuzzy rules. A. Abraham, C. Grosan and V. Ramos (Eds.), Swarm Intelligence in Data Mining, pages 75-99.

Fuzzy-Rough Feature Significance for Fuzzy Decision Trees

R. Jensen and Q. Shen, 'Fuzzy-Rough Feature Significance for Fuzzy Decision Trees,' in Proceedings of the 2005 UK Workshop on Computational Intelligence, pp. 89-96, 2005.

Generalized Methods for Discovering Frequent Poly-Regions in DNA

The problem of discovering frequent poly-regions (i.e. regions of high occurrence of a set of items or patterns of a given alphabet) in a sequence is studied, and three efficient approaches are proposed to solve it. The first one is entropy-based and applies a recursive segmentation technique that produces a set of candidate segments which may potentially lead to a poly-region. The key idea of the second approach is the use of a set of sliding windows over the sequence. Each sliding window covers a sequence segment and keeps a set of statistics that mainly include the number of occurrences of each item or pattern in that segment. Combining these statistics efficiently yields the complete set of poly-regions in the given sequence. The third approach applies a technique based on the majority vote, achieving linear running time with a minimal number of false negatives. After identifying the poly-regions, the sequence is converted to a sequence of labeled intervals (each one corresponding to a poly-region). An efficient algorithm for mining frequent arrangements of intervals is applied to the converted sequence to discover frequently occurring arrangements of poly-regions in different parts of DNA, including coding regions. The proposed algorithms are tested on various DNA sequences producing results of significant biological meaning.

Information Fusion and Hierarchical Knowledge Discovery by ARTMAP Neural Networks

Mapping novel terrain from sparse, complex data often requires the resolution of conflicting information from sensors working at different times, locations, and scales, and from experts with different goals and situations. Information fusion methods help resolve inconsistencies in order to distinguish correct from incorrect answers, as when evidence variously suggests that an object's class is car, truck, or airplane. The methods developed here consider a complementary problem, supposing that information from sensors and experts is reliable though inconsistent, as when evidence suggests that an objects class is car, vehicle, or man-made. Underlying relationships among objects are assumed to be unknown to the automated system of the human user. The ARTMAP information fusion system uses distributed code representations that exploit the neural network's capacity for one-to-many learning in order to produce self-organizing expert systems that discover hierarchial knowledge structures. The system infers multi-level relationships among groups of output classes, without any supervised labeling of these relationships. The procedure is illustrated with two image examples.

Self-Organizing Hierarchical Knowledge Discovery by an ARTMAP Image Fusion System

Classifying novel terrain or objects front sparse, complex data may require the resolution of conflicting information from sensors working at different times, locations, and scales, and from sources with different goals and situations. Information fusion methods can help resolve inconsistencies, as when evidence variously suggests that an object's class is car, truck, or airplane. The methods described here consider a complementary problem, supposing that information from sensors and experts is reliable though inconsistent, as when evidence suggests that an object's class is car, vehicle, and man-made. Underlying relationships among objects are assumed to be unknown to the automated system or the human user. The ARTMAP information fusion system used distributed code representations that exploit the neural network's capacity for one-to-many learning in order to produce self-organizing expert systems that discover hierarchical knowledge structures. The system infers multi-level relationships among groups of output classes, without any supervised labeling of these relationships.

Self-Organizing Information Fusion and Hierarchical Knowledge Discovery: A New Framework Using Artmap Neural Networks

Classifying novel terrain or objects from sparse, complex data may require the resolution of conflicting information from sensors woring at different times, locations, and scales, and from sources with different goals and situations. Information fusion methods can help resolve inconsistencies, as when eveidence variously suggests that and object's class is car, truck, or airplane. The methods described her address a complementary problem, supposing that information from sensors and experts is reliable though inconsistent, as when evidence suggests that an object's class is car, vehicle, and man-made. Underlying relationships among classes are assumed to be unknown to the autonomated system or the human user. The ARTMAP information fusion system uses distributed code representations that exploit the neural network's capacity for one-to-many learning in order to produce self-organizing expert systems that discover hierachical knowlege structures. The fusion system infers multi-level relationships among groups of output classes, without any supervised labeling of these relationships. The procedure is illustrated with two image examples, but is not limited to image domain.