Search results for: similarity theory and Hilbert Huang Transform.

Authors: R. M. Farouk

Abstract:

In this paper, we present an analytical analysis of the representation of images as the magnitudes of their transform with the discrete wavelets. Such a representation plays as a model for complex cells in the early stage of visual processing and of high technical usefulness for image understanding, because it makes the representation insensitive to small local shifts. We found that if the signals are band limited and of zero mean, then reconstruction from the magnitudes is unique up to the sign for almost all signals. We also present an iterative reconstruction algorithm which yields very good reconstruction up to the sign minor numerical errors in the very low frequencies.

Keywords: Wavelets, Image processing signal processing, Image reconstruction

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Authors: Asmatullah Chaudhry, Anwar M. Mirza

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We present a general comparison of punctual kriging based image restoration for different neighbourhood sizes. The formulation of the technique under consideration is based on punctual kriging and fuzzy concepts for image restoration in spatial domain. Three different neighbourhood windows are considered to estimate the semivariance at different lags for studying its effect in reduction of negative weights resulted in punctual kriging, consequently restoration of degraded images. Our results show that effect of neighbourhood size higher than 5x5 on reduction in negative weights is insignificant. In addition, image quality measures, such as structure similarity indices, peak signal to noise ratios and the new variogram based quality measures; show that 3x3 window size gives better performance as compared with larger window sizes.

Keywords: Image restoration, punctual kriging, semi-variance, structure similarity index, negative weights in punctual kriging.

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Authors: Hadeer R. M. Tawfik, Rania A. K. Birry, Amani A. Saad

Abstract:

Eyes are considered to be the most sensitive and important organ for human being. Thus, any eye disorder will affect the patient in all aspects of life. Cataract is one of those eye disorders that lead to blindness if not treated correctly and quickly. This paper demonstrates a model for automatic detection, classification, and grading of cataracts based on image processing techniques and artificial intelligence. The proposed system is developed to ease the cataract diagnosis process for both ophthalmologists and patients. The wavelet transform combined with 2D Log Gabor Wavelet transform was used as feature extraction techniques for a dataset of 120 eye images followed by a classification process that classified the image set into three classes; normal, early, and advanced stage. A comparison between the two used classifiers, the support vector machine SVM and the artificial neural network ANN were done for the same dataset of 120 eye images. It was concluded that SVM gave better results than ANN. SVM success rate result was 96.8% accuracy where ANN success rate result was 92.3% accuracy.

Keywords: Cataract, classification, detection, feature extraction, grading, log-gabor, neural networks, support vector machines, wavelet.

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Authors: H. N. Suresh, Dr. V. Udaya Shankara

Abstract:

A technique proposed for the automatic detection of spikes in electroencephalograms (EEG). A multi-resolution approach and a non-linear energy operator are exploited. The signal on each EEG channel is decomposed into three sub bands using a non-decimated wavelet transform (WT). The WT is a powerful tool for multi-resolution analysis of non-stationary signal as well as for signal compression, recognition and restoration. Each sub band is analyzed by using a non-linear energy operator, in order to detect spikes. A decision rule detects the presence of spikes in the EEG, relying upon the energy of the three sub-bands. The effectiveness of the proposed technique was confirmed by analyzing both test signals and EEG layouts.

Keywords: EEG, Spike, SNEO, Wavelet Transform

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Authors: Abdesselem Dakhli, Wajdi Bellil, Chokri Ben Amar

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DNA Barcode provides good sources of needed information to classify living species. The classification problem has to be supported with reliable methods and algorithms. To analyze species regions or entire genomes, it becomes necessary to use the similarity sequence methods. A large set of sequences can be simultaneously compared using Multiple Sequence Alignment which is known to be NP-complete. However, all the used methods are still computationally very expensive and require significant computational infrastructure. Our goal is to build predictive models that are highly accurate and interpretable. In fact, our method permits to avoid the complex problem of form and structure in different classes of organisms. The empirical data and their classification performances are compared with other methods. Evenly, in this study, we present our system which is consisted of three phases. The first one, is called transformation, is composed of three sub steps; Electron-Ion Interaction Pseudopotential (EIIP) for the codification of DNA Barcodes, Fourier Transform and Power Spectrum Signal Processing. Moreover, the second phase step is an approximation; it is empowered by the use of Multi Library Wavelet Neural Networks (MLWNN). Finally, the third one, is called the classification of DNA Barcodes, is realized by applying the algorithm of hierarchical classification.

Keywords: DNA Barcode, Electron-Ion Interaction Pseudopotential, Multi Library Wavelet Neural Networks.

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Authors: Alpesh Adeshara, Rajendrasinh Jadeja, Praghnesh Bhatt

Abstract:

Implementation of advanced technologies requires sophisticated instruments that deal with the operation, control, restoration and protection of rapidly growing power system network under normal and abnormal conditions. Presently, the applications of Phasor Measurement Unit (PMU) are widely found in real time operation, monitoring, controlling and analysis of power system network as it eliminates the various limitations of supervisory control and data acquisition system (SCADA) conventionally used in power system. The use of PMU data is very rapidly increasing its importance for online and offline analysis. Wide area measurement system (WAMS) is developed as new technology by use of multiple PMUs in power system. The present paper proposes a model of Matlab based PMU using Discrete Fourier Transform (DFT) algorithm and evaluation of its operation under different contingencies. In this paper, PMU based two bus system having WAMS network is presented as a case study.

Keywords: DFT-Discrete Fourier Transform, GPS-Global Positioning System, PMU-Phasor Measurement System, WAMS-Wide Area Monitoring System.

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Authors: D. O. Omondi, M. K. Walingo, G. M. Mbagaya, L. O. A. Othuon

Abstract:

Understanding patient factors related to physical activity behavior is important in the management of Type 2 Diabetes. This study applied the Theory of Planned Behavior model to understand physical activity behavior among sampled Type 2 diabetics in Kenya. The study was conducted within the diabetic clinic at Kisii Level 5 Hospital and adopted sequential mixed methods design beginning with qualitative phase and ending with quantitative phase. Qualitative data was analyzed using grounded theory analysis method. Structural equation modeling using maximum likelihood was used to analyze quantitative data. The common fit indices revealed that the theory of planned behavior fitted the data acceptably well among the Type 2 diabetes and within physical activity behavior {¤ç2 = 213, df = 84, n=230, p = .061, ¤ç2/df = 2.53; TLI = .97; CFI =.96; RMSEA (90CI) = .073(.029, .08)}. This theory proved to be useful in understanding physical activity behavior among Type 2 diabetics.

Keywords: Physical activity, Theory of Planned Behavior, Type2 diabetes, Kenya.

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Authors: Sevil Igit, Merve Meric, Sarp Erturk

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In this paper, it is proposed to improve Daisy Descriptor based face recognition using a novel One-Bit Transform (1BT) based pre-registration approach. The 1BT based pre-registration procedure is fast and has low computational complexity. It is shown that the face recognition accuracy is improved with the proposed approach. The proposed approach can facilitate highly accurate face recognition using DAISY descriptor with simple matching and thereby facilitate a low-complexity approach.

Keywords: Face Recognition, Daisy Descriptor, One-Bit Transform, Image Registration.

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Authors: Chang-Hung Hsu, Chun-Yao Lee, Guan-Lin Liao, Yung-Tsan Jou, Jin-Maun Ho, Yu-Hua Hsieh, Yi-Xing Shen

Abstract:

This article simulates the wind generator set which has two fault bearing collar rail destruction and the gear box oil leak fault. The electric current signal which produced by the generator, We use Empirical Mode Decomposition (EMD) as well as Fast Fourier Transform (FFT) obtains the frequency range-s signal figure and characteristic value. The last step is use a kind of Artificial Neural Network (ANN) classifies which determination fault signal's type and reason. The ANN purpose of the automatic identification wind generator set fault..

Keywords: Wind-driven generator, Fast Fourier Transform, Neural network

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Authors: Mamta Patel, R. N. Patel

Abstract:

Transmission and distribution lines are vital links between the generating unit and consumers. They are exposed to atmosphere, hence chances of occurrence of fault in transmission line is very high which has to be immediately taken care of in order to minimize damage caused by it. In this paper Discrete wavelet transform of voltage signals at the two ends of transmission lines have been analyzed. The transient energy of the detail information of level five is calculated for different fault conditions. It is observed that the variation of transient energy of healthy and faulted line can give important information which can be very useful in classifying and locating the fault.

Keywords: Wavelet, Discrete wavelet transform, Multiresolution analysis, Transient energy

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Authors: Mubarak Saif Mohsen, Zurinahni Zainol, Rosalina Abdul Salam, Wahidah Husain

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One of the major problems in genomic field is to perform sequence comparison on DNA and protein sequences. Executing sequence comparison on the DNA and protein data is a computationally intensive task. Sequence comparison is the basic step for all algorithms in protein sequences similarity. Parallel computing is an attractive solution to provide the computational power needed to speedup the lengthy process of the sequence comparison. Our main research is to enhance the protein sequence algorithm using dynamic programming method. In our approach, we parallelize the dynamic programming algorithm using multithreaded program to perform the sequence comparison and also developed a distributed protein database among many PCs using Remote Method Interface (RMI). As a result, we showed how different sizes of protein sequences data and computation of scoring matrix of these protein sequence on different number of processors affected the processing time and speed, as oppose to sequential processing.

Keywords: Protein sequence algorithm, dynamic programming algorithm, multithread

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Authors: Chien-Hung Huang, Chia-Wei Weng, Chang-Chih Chiang, Shih-Hua Wu, Chih-Hsien Huang, Ka-Lok Ng

Abstract:

MicroRNAs (miRNAs) are a class of non-coding RNAs that hybridize to mRNAs and induce either translation repression or mRNA cleavage. Recently, it has been reported that miRNAs could possibly play an important role in human diseases. By integrating miRNA target genes, cancer genes, miRNA and mRNA expression profiles information, a database is developed to link miRNAs to cancer target genes. The database provides experimentally verified human miRNA target genes information, including oncogenes and tumor suppressor genes. In addition, fragile sites information for miRNAs, and the strength of the correlation of miRNA and its target mRNA expression level for nine tissue types are computed, which serve as an indicator for suggesting miRNAs could play a role in human cancer. The database is freely accessible at http://ppi.bioinfo.asia.edu.tw/mirna_target/index.html.

Keywords: MicroRNA, miRNA expression profile, mRNAexpression profile, cancer genes, oncogene, tumor suppressor gene

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Authors: Y. Huang, Q. J. Tian, L. T. Du, J. Liu, S. S. Li

Abstract:

Understanding how precipitation inter-annually changes and its implication in agricultural drought and production change in winter wheat (Triticum aestivum L.) growth season is critical for crop production in China. MODIS Temperature-Vegetation Dryness Index (TVDI) and daily mean precipitation time series for the main growth season(Feb. to May) of winter wheat from 2000 to 2010 were used to analyze the distribution of trends of precipitation, agricultural drought and winter wheat yield change respectively, and relationships between them in North China region(Huang-huai-hai region, HHH region), China. The results indicated that the trend of precipitation in HHH region past 11 years was increasing, which had induced generally corresponding decreasing trend of agricultural drought and increasing trend of wheat yield, while the trend of drought was spatially diverse. The study could provide a basis for agricultural drought research during winter wheat season in HHH region under the ground of climate change.

Keywords: drought, MODIS, precipitation change, TVDI, winter wheat production

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Authors: Mohammed Meziani, Pierre-Louis Cayrel

Abstract:

In this paper we propose two first non-generic constructions of multisignature scheme based on coding theory. The first system make use of the CFS signature scheme and is secure in random oracle while the second scheme is based on the KKS construction and is a few times. The security of our construction relies on a difficult problems in coding theory: The Syndrome Decoding problem which has been proved NP-complete [4].

Keywords: Post-quantum cryptography, Coding-based cryptography, Digital signature, Multisignature scheme.

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Authors: Hu Haibo, Tu Chunmei, Fu Chunlei, Fu Li, Mao Fan, Ma Yuan

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Chinese Idioms are a type of traditional Chinese idiomatic expressions with specific meanings and stereotypes structure which are widely used in classical Chinese and are still common in vernacular written and spoken Chinese today. Currently, Chinese Idioms are retrieved in glossary with key character or key word in morphology or pronunciation index that can not meet the need of searching semantically. OCIRS is proposed to search the desired idiom in the case of users only knowing its meaning without any key character or key word. The user-s request in a sentence or phrase will be grammatically analyzed in advance by word segmentation, key word extraction and semantic similarity computation, thus can be mapped to the idiom domain ontology which is constructed to provide ample semantic relations and to facilitate description logics-based reasoning for idiom retrieval. The experimental evaluation shows that OCIRS realizes the function of searching idioms via semantics, obtaining preliminary achievement as requested by the users.

Keywords: Chinese idiom, idiom retrieval, semantic searching, ontology, semantics similarity.

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Authors: Abdelaziz Khernane, Naceur Khelil, Leila Djerou

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The aim of this work is to study the numerical implementation of the Hilbert Uniqueness Method for the exact boundary controllability of Euler-Bernoulli beam equation. This study may be difficult. This will depend on the problem under consideration (geometry, control and dimension) and the numerical method used. Knowledge of the asymptotic behaviour of the control governing the system at time T may be useful for its calculation. This idea will be developed in this study. We have characterized as a first step, the solution by a minimization principle and proposed secondly a method for its resolution to approximate the control steering the considered system to rest at time T.

Keywords: Boundary control, exact controllability, finite difference methods, functional optimization.

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Authors: Pyotr Tsyba, Olga Razina, Ertan Güdekli, Ratbay Myrzakulov

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In this paper we consider the equation of motion for the F (R, T) gravity on their property of conformal invariance. It is shown that in the general case, such a theory is not conformal invariant. Studied special cases for the functions v and u in which can appear properties of the theory. Also we consider cosmological aspects F (R, T) theory of gravity, having considered particular case F (R, T) = μR+νT^2. Showed that in this case there is a nonlinear dependence of the parameter equation of state from time to time, which affects its evolution.

Keywords: Conformally invariance, F (R, T) gravity, metric FRW, equation of motion, dark energy.

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Authors: Efendi Zaenudin, Chien-Hung Huang, Ka-Lok Ng

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Essential genes play an important role in the survival of an organism. It has been shown that cancer-associated essential genes are genes necessary for cancer cell proliferation, where these genes are potential therapeutic targets. Also, it was demonstrated that mutations of the cancer-associated essential genes give rise to the resistance of immunotherapy for patients with tumors. In the present study, we focus on studying the biological effects of the essential genes from a network perspective. We hypothesize that one can analyze a biological molecular network by decomposing it into both three-node and four-node digraphs (subgraphs). These network subgraphs encode the regulatory interaction information among the network’s genetic elements. In this study, the frequency of occurrence of the subgraph-associated essential genes in a molecular network was quantified by using the statistical parameter, odds ratio. Biological effects of subgraph-associated essential genes are discussed. In summary, the subgraph approach provides a systematic method for analyzing molecular networks and it can capture useful biological information for biomedical research.

Keywords: Biological molecular networks, essential genes, graph theory, network subgraphs.

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Authors: Jaedo Kim, Youngjoon Han, Hernsoo Hahn

Abstract:

This paper propose the robust character segmentation method for license plate with topological transform such as twist,rotation. The first step of the proposed method is to find a candidate region for character and license plate. The character or license plate must be appeared as closed loop in the edge image. In the case of detecting candidate for character region, the evaluation of detected region is using topological relationship between each character. When this method decides license plate candidate region, character features in the region with binarization are used. After binarization for the detected candidate region, each character region is decided again. In this step, each character region is fitted more than previous step. In the next step, the method checks other character regions with different scale near the detected character regions, because most license plates have license numbers with some meaningful characters around them. The method uses perspective projection for geometrical normalization. If there is topological distortion in the character region, the method projects the region on a template which is defined as standard license plate using perspective projection. In this step, the method is able to separate each number region and small meaningful characters. The evaluation results are tested with a number of test images.

Keywords: License Plate Detection, Character Segmentation, Perspective Projection, Topological Transform.

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Authors: Nazar Zaki, Safaai Deris

Abstract:

The amount of the information being churned out by the field of biology has jumped manifold and now requires the extensive use of computer techniques for the management of this information. The predominance of biological information such as protein sequence similarity in the biological information sea is key information for detecting protein evolutionary relationship. Protein sequence similarity typically implies homology, which in turn may imply structural and functional similarities. In this work, we propose, a learning method for detecting remote protein homology. The proposed method uses a transformation that converts protein sequence into fixed-dimensional representative feature vectors. Each feature vector records the sensitivity of a protein sequence to a set of amino acids substrings generated from the protein sequences of interest. These features are then used in conjunction with support vector machines for the detection of the protein remote homology. The proposed method is tested and evaluated on two different benchmark protein datasets and it-s able to deliver improvements over most of the existing homology detection methods.

Keywords: Protein homology detection; support vectormachine; string kernel.

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Authors: W. P. Hu, J. V. Kumar, Jeffrey J. P. Tsai

Abstract:

The inhibition of SH2 domain regulated protein-protein interactions is an attractive target for developing an effective chemotherapeutic approach in the treatment of disease. Molecular simulation is a useful tool for developing new drugs and for studying molecular recognition. In this study, we searched potential drug compounds for the inhibition of SH2 domain by performing structural similarity search in PubChem Compound Database. A total of 37 compounds were screened from the database, and then we used the LibDock docking program to evaluate the inhibition effect. The best three compounds (AP22408, CID 71463546 and CID 9917321) were chosen for MD simulations after the LibDock docking. Our results show that the compound CID 9917321 can produce a more stable protein-ligand complex compared to other two currently known inhibitors of Src SH2 domain. The compound CID 9917321 may be useful for the inhibition of SH2 domain based on these computational results. Subsequently experiments are needed to verify the effect of compound CID 9917321 on the SH2 domain in the future studies.

Keywords: Nonpeptide inhibitor, Src SH2 domain, LibDock, molecular dynamics simulation.

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Authors: Razib M. Othman, Safaai Deris, Rosli M. Illias

Abstract:

Annotation of a protein sequence is pivotal for the understanding of its function. Accuracy of manual annotation provided by curators is still questionable by having lesser evidence strength and yet a hard task and time consuming. A number of computational methods including tools have been developed to tackle this challenging task. However, they require high-cost hardware, are difficult to be setup by the bioscientists, or depend on time intensive and blind sequence similarity search like Basic Local Alignment Search Tool. This paper introduces a new method of assigning highly correlated Gene Ontology terms of annotated protein sequences to partially annotated or newly discovered protein sequences. This method is fully based on Gene Ontology data and annotations. Two problems had been identified to achieve this method. The first problem relates to splitting the single monolithic Gene Ontology RDF/XML file into a set of smaller files that can be easy to assess and process. Thus, these files can be enriched with protein sequences and Inferred from Electronic Annotation evidence associations. The second problem involves searching for a set of semantically similar Gene Ontology terms to a given query. The details of macro and micro problems involved and their solutions including objective of this study are described. This paper also describes the protein sequence annotation and the Gene Ontology. The methodology of this study and Gene Ontology based protein sequence annotation tool namely extended UTMGO is presented. Furthermore, its basic version which is a Gene Ontology browser that is based on semantic similarity search is also introduced.

Keywords: automatic clustering, bioinformatics tool, gene ontology, protein sequence annotation, semantic similarity search

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Authors: Haiyan Wang

Abstract:

Micro-reading is a new way of reading depended on short messages of mobile phones, network articles and short literary forms, which impacts greatly on traditional way of reading. The effect of "micro-reading" is deeper especially for those growing middle school students and college students. Aiming at the problem with the development of college students' micro-reading and based on the influence of schema theory on the research of cognition of reading, this paper is to analyze the comparison between micro-reading and traditional reading and explore reading strategies in micro-era based on the negative and positive effect which schema theory has on micro-reading.

Keywords: Schema theory, comparative analysis, micro-reading, traditional reading

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Authors: Khaled. M. Faqih

Abstract:

A model of vortex wake is suggested to determine the induced power during animal hovering flight. The wake is modeled by a series of equi-spaced rigid rectangular vortex plates, positioned horizontally and moving vertically downwards with identical speeds; each plate is generated during powering of the functionally wing stroke. The vortex representation of the wake considered in the current theory allows a considerable loss of momentum to occur. The current approach accords well with the nature of the wingbeat since it considers the unsteadiness in the wake as an important fluid dynamical characteristic. Induced power in hovering is calculated as the aerodynamic power required to generate the vortex wake system. Specific mean induced power to mean wing tip velocity ratio is determined by solely the normal spacing parameter (f) for a given wing stroke amplitude. The current theory gives much higher specific induced power estimate than anticipated by classical methods.

Keywords: vortex theory, hovering flight, induced power, Prandlt's tip theory.

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Authors: Renju Gangadharan, G. N. Pillai, Indra Gupta

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In this paper a novel method for finding the fault zone on a Thyristor Controlled Series Capacitor (TCSC) incorporated transmission line is presented. The method makes use of the Support Vector Machine (SVM), used in the classification mode to distinguish between the zones, before or after the TCSC. The use of Discrete Wavelet Transform is made to prepare the features which would be given as the input to the SVM. This method was tested on a 400 kV, 50 Hz, 300 Km transmission line and the results were highly accurate.

Keywords: Flexible ac transmission system (FACTS), thyristorcontrolled series-capacitor (TCSC), discrete wavelet transforms(DWT), support vector machine (SVM).

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Authors: Meysam Mohamad pour, Fardad Farokhi

Abstract:

In this paper in consideration of each available techniques deficiencies for speech recognition, an advanced method is presented that-s able to classify speech signals with the high accuracy (98%) at the minimum time. In the presented method, first, the recorded signal is preprocessed that this section includes denoising with Mels Frequency Cepstral Analysis and feature extraction using discrete wavelet transform (DWT) coefficients; Then these features are fed to Multilayer Perceptron (MLP) network for classification. Finally, after training of neural network effective features are selected with UTA algorithm.

Keywords: Multilayer perceptron (MLP) neural network, Discrete Wavelet Transform (DWT) , Mels Scale Frequency Filter , UTA algorithm.

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Authors: Eda Gök

Abstract:

Peridynamics is a new modeling concept of non-local interactions for solid structures. The formulations of Peridynamic (PD) theory are based on integral equations rather than differential equations. Through, undefined equations of associated problems are avoided. PD theory might be defined as continuum version of molecular dynamics. The medium is usually modeled with mass particles bonded together. Particles interact with each other directly across finite distances through central forces named as bonds. The main assumption of this theory is that the body is composed of material points which interact with other material points within a finite distance. Although, PD theory developed for discontinuities, it gives good results for structures which have no discontinuities. In this paper, displacement control of the isotropic plate under the effect of tensile and bending loading has been investigated by means of PD theory. A MATLAB code is generated to create PD bonds and corresponding surface correction factors. Using generated MATLAB code the geometry of the specimen is generated, and the code is implemented in Finite Element Software. The results obtained from non-local continuum theory are compared with the Finite Element Analysis results and analytical solution. The results show good agreement.

Keywords: Flexural loading, non-local continuum mechanics, Peridynamic theory, solid structures, tensile loading.

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Authors: Ahmed S. Elamary

Abstract:

Ultimate shear resistance (USR) of slender plate girders can be predicted theoretically using Cardiff theory or Höglund theory. This paper will be concerned with predicting the USR using Höglund theory and EC3. Two main factors can affect the USR, the panel width “b” and the web depth “d”, consequently, the panel aspect ratio (b/d) has to be identified by limits. In most of the previous study, there is no limit for panel aspect ratio indicated. In this paper theoretical analysis has been conducted to study the effect of (b/d) on the USR. The analysis based on ninety six test results of steel plate girders subjected to shear executed and collected by others. New formula proposed to predict the percentage of the distance between the plastic hinges form in the flanges “c” to panel width “b”. Conservative limits of (c/b) have been suggested to get a consistent value of USR.

Keywords: Ultimate shear resistance, Plate Girder, Höglund’s theory, EC3.

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Authors: Sanaz Gharehzadeh Shirazi, Subira Gharehzadeh Shirazi, Fariba Jafari

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The present article comprises a theoretical study of structures Performat radical (HCO3) with H2O molecule. We make use of ab initio quantum chemical methods. Unrestricted Hartee-Fock (UHF) with the basis set6-311+g(2df,2p) and density functional theory (B3LYP) with the basis set 6-311+g(2df,2p) and also we done atoms in molecules (AIM) theory for them. We have found four stable geometries the PerformatRadical(HCO3) with H2O.

Keywords: Hydrogen binding, Performat Radical, Water, Gaussian, Atoms in molecules (AIM) theory

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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