Rule extraction from technology IPOs in the US stock market

Machine learning techniques for prediction and rule extraction from artificial neural network methods are used. The hypothesis that market sentiment and IPO specific attributes are equally responsible for first-day IPO returns in the US stock market is tested. Machine learning methods used are Bayesian classifications, support vector machines, decision tree techniques, rule learners and artificial neural networks. The outcomes of the research are predictions and rules associated With first-day returns of technology IPOs. The hypothesis that first-day returns of technology IPOs are equally determined by IPO specific and market sentiment is rejected. Instead lower yielding IPOs are determined by IPO specific and market sentiment attributes, while higher yielding IPOs are largely dependent on IPO specific attributes.

Classifying an opponent's behaviour in robot soccer

This paper illustrates the prediction of opponent behaviour in a competitive, highly dynamic, multi-agent and partially observableenvironment, namely RoboCup small size league robot soccer. The performance is illustrated in the context of the highly successful robot soccer team, the RoboRoos. The project is broken into three tasks; classification of behaviours, modelling and prediction of behaviours and integration of the predictions into the existing planning system. A probabilistic approach is taken to dealing with the uncertainty in the observations and with representing the uncertainty in the prediction of the behaviours. Results are shown for a classification system using a Naïve Bayesian Network that determines the opponent’s current behaviour. These results are compared to an expert designed fuzzy behaviour classification system. The paper illustrates how the modelling system will use the information from behaviour classification to produce probability distributions that model the manner with which the opponents perform their behaviours. These probability distributions are show to match well with the existing multi-agent planning system (MAPS) that forms the core of the RoboRoos system.

A IMPORTÂNCIA DAS TICS E DA EDUCAÇÃO COMO PROCESSO COMUNICACIONAL DIALÓGICO NO ENSINO SUPERIOR: Um Estudo da Universidade Estadual de Mato Grosso do Sul

Esta tese teve por objetivo saber como o corpo docente da Universidade Estadual de Mato Grosso do Sul (UEMS) percebe, entende e reage ante a incorporação e utilização das Tecnologias de Informação e Comunicação (TICs) nos cursos de graduação dessa Instituição, considerando os novos processos comunicacionais dialógicos que elas podem proporcionar na sociedade atual. Metodologicamente, a tese é composta por pesquisa bibliográfica, buscando fundamentar as áreas da Educação e Comunicação, assim como a Educomunicação; pesquisa documental para contextualização do lócus da pesquisa e de uma pesquisa exploratória a partir da aplicação de um questionário online a 165 docentes da UEMS, que responderam voluntariamente. Verificou-se que os professores utilizam as TICs cotidianamente nas atividades pessoais e, em menor escala, nos ambientes profissionais. Os desafios estão em se formar melhor esse docente e oferecer capacitação continuada para que utilizem de forma mais eficaz as TICs nas salas de aula. Destaca-se ainda que os avanços em tecnologia e os novos ecossistemas comunicacionais construíram novas e outras realidades, tornando a aprendizagem um fator não linear, exigindo-se revisão nos projetos pedagógicos na educação superior para que estes viabilizem diálogos propositivos entre a comunicação e a educação. A infraestrutura institucional para as TICs é outro entrave apontado, tanto na aquisição como na manutenção desses aparatos tecnológicos pela Universidade. Ao final, propõe-se realizar estudos e pesquisas que possam discutir alterações nos regimes contratuais de trabalho dos docentes, uma vez que, para atuar com as TICs de maneira apropriada, exige-se mais tempo e dedicação do docente.

Mechatronic system for performing blood pre-transfusion tests

The blood types determination is essential to perform safe blood transfusions. In emergency situations isadministrated the “universal donor” blood type. However, sometimes, this blood type can cause incom-patibilities in the transfusion receptor. A mechatronic prototype was developed to solve this problem.The prototype was built to meet specific goals, incorporating all the necessary components. The obtainedsolution is close to the final system that will be produced later, at industrial scale, as a medical device.The prototype is a portable and low cost device, and can be used in remote locations. A computer appli-cation, previously developed is used to operate with the developed mechatronic prototype, and obtainautomatically test results. It allows image acquisition, processing and analysis, based on Computer Visionalgorithms, Machine Learning algorithms and deterministic algorithms. The Machine Learning algorithmsenable the classification of occurrence, or alack of agglutination in the mixture (blood/reagents), and amore reliable and a safer methodology as test data are stored in a database. The work developed allowsthe administration of a compatible blood type in emergency situations, avoiding the discontinuity of the“universal donor” blood type stocks, and reducing the occurrence of human errors in the transfusion practice.

The ontology: Chimaera or Pegasus

In the context of the needs of the Semantic Web and Knowledge Management, we consider what the requirements are of ontologies. The ontology as an artifact of knowledge representation is in danger of becoming a Chimera. We present a series of facts concerning the foundations on which automated ontology construction must build. We discuss a number of different functions that an ontology seeks to fulfill, and also a wish list of ideal functions. Our objective is to stimulate discussion as to the real requirements of ontology engineering and take the view that only a selective and restricted set of requirements will enable the beast to fly.

Rule induction for data exploration

This paper describes how the statistical technique of cluster analysis and the machine learning technique of rule induction can be combined to explore a database. The ways in which such an approach alleviates the problems associated with other techniques for data analysis are discussed. We report the results of experiments carried out on a database from the medical diagnosis domain. Finally we describe the future developments which we plan to carry out to build on our current work.

Neural networks

An overview of neural networks, covering multilayer perceptrons, radial basis functions, constructive algorithms, Kohonen and K-means unupervised algorithms, RAMnets, first and second order training methods, and Bayesian regularisation methods.

Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Leading edge forecasting techniques for exchange rate prediction

This paper describes how modern machine learning techniques can be used in conjunction with statistical methods to forecast short term movements in exchange rates, producing models suitable for use in trading. It compares the results achieved by two different techniques, and shows how they can be used in a complementary fashion. The paper draws on experience of both inter- and intra-day forecasting taken from earlier studies conducted by Logica and Chemical Bank Quantitative Research and Trading (QRT) group's experience in developing trading models.

A generative model for separating illumination and reflectance from images

It is well known that even slight changes in nonuniform illumination lead to a large image variability and are crucial for many visual tasks. This paper presents a new ICA related probabilistic model where the number of sources exceeds the number of sensors to perform an image segmentation and illumination removal, simultaneously. We model illumination and reflectance in log space by a generalized autoregressive process and Hidden Gaussian Markov random field, respectively. The model ability to deal with segmentation of illuminated images is compared with a Canny edge detector and homomorphic filtering. We apply the model to two problems: synthetic image segmentation and sea surface pollution detection from intensity images.

ICA for watermarking digital images

A domain independent ICA-based approach to watermarking is presented. This approach can be used on images, music or video to embed either a robust or fragile watermark. In the case of robust watermarking, the method shows high information rate and robustness against malicious and non-malicious attacks, while keeping a low induced distortion. The fragile watermarking scheme, on the other hand, shows high sensitivity to tampering attempts while keeping the requirement for high information rate and low distortion. The improved performance is achieved by employing a set of statistically independent sources (the independent components) as the feature space and principled statistical decoding methods. The performance of the suggested method is compared to other state of the art approaches. The paper focuses on applying the method to digitized images although the same approach can be used for other media, such as music or video.

miniDVMS v1.8 : A user manual(The data visualization and modeling system)

Today, the data available to tackle many scientific challenges is vast in quantity and diverse in nature. The exploration of heterogeneous information spaces requires suitable mining algorithms as well as effective visual interfaces. miniDVMS v1.8 provides a flexible visual data mining framework which combines advanced projection algorithms developed in the machine learning domain and visual techniques developed in the information visualisation domain. The advantage of this interface is that the user is directly involved in the data mining process. Principled projection methods, such as generative topographic mapping (GTM) and hierarchical GTM (HGTM), are integrated with powerful visual techniques, such as magnification factors, directional curvatures, parallel coordinates, and user interaction facilities, to provide this integrated visual data mining framework. The software also supports conventional visualisation techniques such as principal component analysis (PCA), Neuroscale, and PhiVis. This user manual gives an overview of the purpose of the software tool, highlights some of the issues to be taken care while creating a new model, and provides information about how to install and use the tool. The user manual does not require the readers to have familiarity with the algorithms it implements. Basic computing skills are enough to operate the software.

Improving the use of visual interactive simulation as a knowledge elicitation tool

Knowledge elicitation is a well-known bottleneck in the production of knowledge-based systems (KBS). Past research has shown that visual interactive simulation (VIS) could effectively be used to elicit episodic knowledge that is appropriate for machine learning purposes, with a view to building a KBS. Nonetheless, the VIS-based elicitation process still has much room for improvement. Based in the Ford Dagenham Engine Assembly Plant, a research project is being undertaken to investigate the individual/joint effects of visual display level and mode of problem case generation on the elicitation process. This paper looks at the methodology employed and some issues that have been encountered to date. Copyright © 2007 Inderscience Enterprises Ltd.

Causality and synchronisation in complex systems with applications to neuroscience

This thesis presents an investigation, of synchronisation and causality, motivated by problems in computational neuroscience. The thesis addresses both theoretical and practical signal processing issues regarding the estimation of interdependence from a set of multivariate data generated by a complex underlying dynamical system. This topic is driven by a series of problems in neuroscience, which represents the principal background motive behind the material in this work. The underlying system is the human brain and the generative process of the data is based on modern electromagnetic neuroimaging methods . In this thesis, the underlying functional of the brain mechanisms are derived from the recent mathematical formalism of dynamical systems in complex networks. This is justified principally on the grounds of the complex hierarchical and multiscale nature of the brain and it offers new methods of analysis to model its emergent phenomena. A fundamental approach to study the neural activity is to investigate the connectivity pattern developed by the brain’s complex network. Three types of connectivity are important to study: 1) anatomical connectivity refering to the physical links forming the topology of the brain network; 2) effective connectivity concerning with the way the neural elements communicate with each other using the brain’s anatomical structure, through phenomena of synchronisation and information transfer; 3) functional connectivity, presenting an epistemic concept which alludes to the interdependence between data measured from the brain network. The main contribution of this thesis is to present, apply and discuss novel algorithms of functional connectivities, which are designed to extract different specific aspects of interaction between the underlying generators of the data. Firstly, a univariate statistic is developed to allow for indirect assessment of synchronisation in the local network from a single time series. This approach is useful in inferring the coupling as in a local cortical area as observed by a single measurement electrode. Secondly, different existing methods of phase synchronisation are considered from the perspective of experimental data analysis and inference of coupling from observed data. These methods are designed to address the estimation of medium to long range connectivity and their differences are particularly relevant in the context of volume conduction, that is known to produce spurious detections of connectivity. Finally, an asymmetric temporal metric is introduced in order to detect the direction of the coupling between different regions of the brain. The method developed in this thesis is based on a machine learning extensions of the well known concept of Granger causality. The thesis discussion is developed alongside examples of synthetic and experimental real data. The synthetic data are simulations of complex dynamical systems with the intention to mimic the behaviour of simple cortical neural assemblies. They are helpful to test the techniques developed in this thesis. The real datasets are provided to illustrate the problem of brain connectivity in the case of important neurological disorders such as Epilepsy and Parkinson’s disease. The methods of functional connectivity in this thesis are applied to intracranial EEG recordings in order to extract features, which characterize underlying spatiotemporal dynamics before during and after an epileptic seizure and predict seizure location and onset prior to conventional electrographic signs. The methodology is also applied to a MEG dataset containing healthy, Parkinson’s and dementia subjects with the scope of distinguishing patterns of pathological from physiological connectivity.