Search results for: multi objective.

Authors: Mauricio Pe˜na, Adriana Luna, Carol Rodr´ıguez

Abstract:

In the following article we begin from a multi-parameter unstable nonlinear model of a Quadrotor. We design a control to stabilize and assure the attitude of the device, starting off a linearized system at the equilibrium point of the null angles of Euler (hover), which provides us a control with limited capacities at small angles of rotation of the vehicle in three dimensions. In order to clear this obstacle, we propose the identification of models in different angles by means of simulations and the design of a controller specifically implemented for the identification task, that in future works will allow the development of controllers according to fast and agile angles of Euler for Quadrotor.

Keywords: Quadrotor, model, control, identification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2734

Authors: A. Bekbaev, M. Dzhamanbaev, R. Abitaeva, A. Karbozova, G. Nabyeva

Abstract:

In this paper, the regression dependence of dancing intensity from wind speed and length of span was established due to the statistic data obtained from multi-year observations on line wires dancing accumulated by power systems of Kazakhstan and the Russian Federation. The lower and upper limitations of the equations parameters were estimated, as well as the adequacy of the regression model. The constructed model will be used in research of dancing phenomena for the development of methods and means of protection against dancing and for zoning plan of the territories of line wire dancing.

Keywords: Power lines, line wire dancing, dancing intensity, regression equation, dancing area intensity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1200

Authors: Ekaterina Y. Lukianova-Hleb, Dmitri O. Lapotko

Abstract:

Cell processing techniques for gene and cell therapies use several separate procedures for gene transfer and cell separation or elimination, because no current technology can offer simultaneous multi-functional processing of specific cell sub-sets in heterogeneous cell systems. Using our novel on-demand nonstationary intracellular events instead of permanent materials, plasmonic nanobubbles, generated with a short laser pulse only in target cells, we achieved simultaneous multifunctional cell-specific processing with the rate up to 50 million cells per minute.

Keywords: Delivery, cell separation, graft, laser, plasmonic nanobubble, cell therapy, gold nanoparticle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1722

Authors: M. K. Benhaoua, A. K. Singh, A. E. H. Benyamina, A. Kumar, P. Boulet

Abstract:

In this paper, we propose a new packing strategy to find a free resource for run-time mapping of application tasks to NoC-based Heterogeneous MPSoC. The proposed strategy minimizes the task mapping time in addition to placing the communicating tasks close to each other. To evaluate our approach, a comparative study is carried out for a platform containing single task supported PEs. Experiments show that our strategy provides better results when compared to latest dynamic mapping strategies reported in the literature.

Keywords: Multi-Processor Systems-on-Chip (MPSoCs), Network-on-Chip (NoC), Heterogeneous architectures, Dynamic mapping heuristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2254

Authors: Hideyuki Shintani, Ichiro Koshijima

Abstract:

In Cyber Physical System (CPS), if there are a large number of persons in the process, a role of person in CPS might be different comparing with the one-man system. It is also necessary to consider how Human-in-The-Loop Cyber Physical Systems (HiTLCPS) ensure safety of each person in the loop process. In this paper, the authors discuss a system safety framework with an illustrative example with STAMP model to clarify what point for safety should be considered and what role of person in the should have.

Keywords: Cyber Physical System, Human-in-The-Loop, Safety, STAMP model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1519

Authors: Е. V. Kutsina, S. A. Tarasova

Abstract:

In this article we present a methodology which enables preschool and primary school unlanguaged children to remember words, phrases and texts with the help of graphic signs - letters, syllables and words. Reading for a child becomes a support for speech development. Teaching is based on the principle "from simple to complex", "a letter - a syllable - a word - a proposal - a text." Availability of multi-level texts allows using this methodology for working with children who have different levels of speech development.

Keywords: Alalia, analytic-synthetic method, development of coherent speech, formation of vocabulary, learning to read, , sentence formation, three-level stories, unlanguaged children.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1938

Authors: Fouzia Brihmat

Abstract:

Economic planning models, which are used to build microgrids and Distributed Energy Resources (DER), are the current norm for expressing such confidence. These models often decide both short-term DER dispatch and long-term DER investments. This research investigates the most cost-effective hybrid (photovoltaic-diesel) renewable energy system (HRES) based on Total Net Present Cost (TNPC) in an Algerian Saharan area, which has a high potential for solar irradiation and has a production capacity of 1 GW/h. Lead-acid batteries have been around much longer and are easier to understand, but have limited storage capacity. Lithium-ion batteries last longer, are lighter, but generally more expensive. By combining the advantages of each chemistry, we produce cost-effective high-capacity battery banks that operate solely on AC coupling. The financial implications of this research describe the corrosion process that occurs at the interface between the active material and grid material of the positive plate of a lead-acid battery. The best cost study for the HRES is completed with the assistance of the HOMER Pro MATLAB Link. Additionally, during the course of the project's 20 years, the system is simulated for each time step. In this model, which takes into consideration decline in solar efficiency, changes in battery storage levels over time, and rises in fuel prices above the rate of inflation, the trade-off is that the model is more accurate, but the computation takes longer. We initially utilized the optimizer to run the model without multi-year in order to discover the best system architecture. The optimal system for the single-year scenario is the Danvest generator, which has 760 kW, 200 kWh of the necessary quantity of lead-acid storage, and a somewhat lower Cost Of Energy (COE) of $0.309/kWh. Different scenarios that account for fluctuations in the gasified biomass generator's production of electricity have been simulated, and various strategies to guarantee the balance between generation and consumption have been investigated.

Keywords: Battery, Corrosion, Diesel, Economic planning optimization, Hybrid energy system, HES, Lead-acid battery, Li-ion battery, multi-year planning, microgrid, price forecast, total net present cost, wind.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 158

Authors: Ali E. Abbas

Abstract:

This paper highlights some of the normative issues that might result by setting independent thresholds in risk analyses and particularly with safety regions. A second objective is to explain how such regions can be specified appropriately in a meaningful way. We start with a review of the importance of setting deterministic trade-offs among target requirements. We then show how to determine safety regions for risk analysis appropriately using utility functions.

Keywords: Decision analysis, thresholds, risk, reliability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1093

Authors: Mihai Caramihai, Irina Severin

Abstract:

Bioprocesses are appreciated as difficult to control because their dynamic behavior is highly nonlinear and time varying, in particular, when they are operating in fed batch mode. The research objective of this study was to develop an appropriate control method for a complex bioprocess and to implement it on a laboratory plant. Hence, an intelligent control structure has been designed in order to produce biomass and to maximize the specific growth rate.

Keywords: Fed batch bioprocess, mass-balance model, fuzzy control

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1463

Authors: Younis R. Elhaddad, Aiman S.Gannous

Abstract:

The particular interests of this paper is to explore if the simple Genetic Algorithms (GA) starts with population of only two individuals and applying different crossover technique over these parents to produced 104 children, each one has different attributes inherited from their parents; is better than starting with population of 100 individuals; and using only one type crossover (order crossover OX). For this reason we implement GA with 52 different crossover techniques; each one produce two children; which means 104 different children will be produced and this may discover more search space, also we implement classic GA with order crossover and many experiments were done over 3 Travel Salesman Problem (TSP) to find out which method is better, and according to the results we can say that GA with Multi-crossovers is much better.

Keywords: Artificial intelligence, genetic algorithm, order crossover, travel salesman problem.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1411

Authors: Keunhong Chae, Seokho Yoon

Abstract:

We propose a code acquisition scheme called improved multiple-shift (IMS) for optical code division multiple access systems, where the optical orthogonal code is used instead of the pseudo noise code. Although the IMS algorithm has a similar process to that of the conventional MS algorithm, it has a better code acquisition performance than the conventional MS algorithm. We analyze the code acquisition performance of the IMS algorithm and compare the code acquisition performances of the MS and the IMS algorithms in single-user and multi-user environments.

Keywords: Code acquisition, optical CDMA, optical orthogonal code, serial algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2152

Authors: Said Baadel, Fadi Thabtah, Joan Lu

Abstract:

Clustering involves the partitioning of n objects into k clusters. Many clustering algorithms use hard-partitioning techniques where each object is assigned to one cluster. In this paper we propose an overlapping algorithm MCOKE which allows objects to belong to one or more clusters. The algorithm is different from fuzzy clustering techniques because objects that overlap are assigned a membership value of 1 (one) as opposed to a fuzzy membership degree. The algorithm is also different from other overlapping algorithms that require a similarity threshold be defined a priori which can be difficult to determine by novice users.

Keywords: Data mining, k-means, MCOKE, overlapping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2747

Authors: Halim Djerroud, Arab Ali Cherif

Abstract:

We assume that conscious functions are implemented automatically. In other words that consciousness as well as the non-consciousness aspect of human thought, planning and perception, are produced by biologically adaptive algorithms. We propose that the mechanisms of consciousness can be produced using similar adaptive algorithms to those executed by the mechanism. In this paper, we present a computational model of consciousness, the ”Global Abstraction Workspace” which is an internal environmental modelling perceived as a multi-agent system. This system is able to evolve and generate new data and processes as well as actions in the environment.

Keywords: Artificial consciousness, cognitive architecture, global abstraction workspace, mutli-agents system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1577

Authors: M. S. Kelaiaia, H. Labar, S. Kelaiaia, T. Mesbah

Abstract:

The development of the power electronics has allowed increasing the precision and reliability of the electrical devices, thanks to the adjustable inverters, as the Pulse Wide Modulation (PWM) applied to the three level inverters, which is the object of this study. The authors treat the relation between the law order adopted for a given system and the oscillations of the electrical and mechanical parameters of which the tolerance depends on the process with which they are integrated (paper factory, lifting of the heavy loads, etc.).Thus, the best choice of the regulation indexes allows us to achieve stability and safety training without investment (management of existing equipment). The optimal behavior of any electric device can be achieved by the minimization of the stored electrical and mechanical energy.

Keywords: Multi level inverter, PWM, Harmonics, oscillation, control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1370

Authors: F. Fekak, A. Gravouil, M. Brun, B. Depale

Abstract:

During an earthquake, a bridge crane may be subjected to multiple impacts between crane wheels and rail. In order to model such phenomena, a time-history dynamic analysis with a multi-scale approach is performed. The high frequency aspect of the impacts between wheels and rails is taken into account by a Lagrange explicit event-capturing algorithm based on a velocity-impulse formulation to resolve contacts and impacts. An implicit temporal scheme is used for the rest of the structure. The numerical coupling between the implicit and the explicit schemes is achieved with a heterogeneous asynchronous time-integrator.

Keywords: Earthquake, bridge crane, heterogeneous asynchronous time-integrator, impacts.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1425

Authors: Fereidoon Nowshiravan Rahatabad, Mohammad Hassan Moradi, Vahid Reza Nafisi

Abstract:

Nothing that an effective cure for infertility happens when we can find a unique solution, a great deal of study has been done in this field and this is a hot research subject for to days study. So we could analyze the men-s seaman and find out about fertility and infertility and from this find a true cure for this, since this will be a non invasive and low risk procedure, it will be greatly welcomed. In this research, the procedure has been based on few Algorithms enhancement and segmentation of images which has been done on the images taken from microscope in different fertility institution and have obtained a suitable result from the computer images which in turn help us to distinguish these sperms from fluids and its surroundings.

Keywords: Computer-Assisted Sperm Analysis (CASA), Spermidentification, Segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1634

Authors: Anju S. Pillai, T.B. Isha

Abstract:

With the necessity of increased processing capacity with less energy consumption; power aware multiprocessor system has gained more attention in the recent future. One of the additional challenges that is to be solved in a multi-processor system when compared to uni-processor system is job allocation. This paper presents a novel task dependent job allocation algorithm: Energy centric- Allocation (Ec-A) and Rate Monotonic (RM) scheduling to minimize energy consumption in a multiprocessor system. A simulation analysis is carried out to verify the performance increase with reduction in energy consumption and required number of processors in the system.

Keywords: Energy consumption, Job allocation, Multiprocessor systems, Task dependent.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2181

Authors: Mihai Caramihai Ana A Chirvase, Irina Severin

Abstract:

Bioprocesses are appreciated as difficult to control because their dynamic behavior is highly nonlinear and time varying, in particular, when they are operating in fed batch mode. The research objective of this study was to develop an appropriate control method for a complex bioprocess and to implement it on a laboratory plant. Hence, an intelligent control structure has been designed in order to produce biomass and to maximize the specific growth rate.

Keywords: Fed batch bioprocess, mass-balance model, fuzzy control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1552

Authors: Xizhi Li, Qinming He

Abstract:

A trend in agent community or enterprises is that they are shifting from closed to open architectures composed of a large number of autonomous agents. One of its implications could be that interface agent framework is getting more important in multi-agent system (MAS); so that systems constructed for different application domains could share a common understanding in human computer interface (HCI) methods, as well as human-agent and agent-agent interfaces. However, interface agent framework usually receives less attention than other aspects of MAS. In this paper, we will propose an interface web agent framework which is based on our former project called WAF and a Distributed HCI template. A group of new functionalities and implications will be discussed, such as web agent presentation, off-line agent reference, reconfigurable activation map of agents, etc. Their enabling techniques and current standards (e.g. existing ontological framework) are also suggested and shown by examples from our own implementation in WAF.

Keywords: HCI, Interface agent, MAS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1646

Authors: Patrick Innocenti, Elias Montini, Silvia Menato, Marzio Sorlini

Abstract:

Documented experiences of industrial symbiosis are always triggered and driven only by economic goals: environmental and (even rarely) social results are sometimes assessed and declared as effects of virtuous behaviours, but are merely casual and un-pursued side externalities. Even worse: all the symbiotic project candidates entailing economic loss for just one of the (also dozen) partners are simply stopped without considering the overall benefit for the whole partnership. The here-presented approach aims at providing methodologies and tools to effectively manage these situations and fostering the implementation of virtuous symbiotic investments in manufacturing aggregations for a more sustainable production.

Keywords: Business model, industrial symbiosis, industrial agglomerations, sustainability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1005

Authors: J. K. Visser, H. T. Malan

Abstract:

A need exists to identify the sources of risks associated with the process automation systems within petrochemical companies or similar energy related industries. These companies use many different process automation technologies in its value chain. A crucial part of the process automation system is the information technology component featuring in the supervisory control layer. The ever-changing technology within the process automation layers and the rate at which it advances pose a risk to safe and predictable automation system performance. The age of the automation equipment also provides challenges to the operations and maintenance managers of the plant due to obsolescence and unavailability of spare parts. The main objective of this research was to determine the risk sources associated with the equipment that is part of the process automation systems. A secondary objective was to establish whether technology managers and technicians were aware of the risks and share the same viewpoint on the importance of the risks associated with automation systems. A conceptual model for risk sources of automation systems was formulated from models and frameworks in literature. This model comprised six categories of risk which forms the basis for identifying specific risks. This model was used to develop a questionnaire that was sent to 172 instrument technicians and technology managers in the company to obtain primary data. 75 completed and useful responses were received. These responses were analyzed statistically to determine the highest risk sources and to determine whether there was difference in opinion between technology managers and technicians. The most important risks that were revealed in this study are: 1) the lack of skilled technicians, 2) integration capability of third-party system software, 3) reliability of the process automation hardware, 4) excessive costs pertaining to performing maintenance and migrations on process automation systems, and 5) requirements of having third-party communication interfacing compatibility as well as real-time communication networks.

Keywords: Distributed control system, identification of risks, information technology, process automation system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 955

Authors: Omid Sojodishijani, Saeed Ebrahimijam, Vahid Rostami

Abstract:

This paper presents an optimized algorithm for robot localization which increases the correctness and accuracy of the estimating position of mobile robot to more than 150% of the past methods [1] in the uncertain and noisy environment. In this method the odometry and vision sensors are combined by an adapted well-known discrete kalman filter [2]. This technique also decreased the computation process of the algorithm by DKF simple implementation. The experimental trial of the algorithm is performed on the robocup middle size soccer robot; the system can be used in more general environments.

Keywords: Discrete Kalman filter, odometry sensor, omnidirectional vision sensor, Robot Localization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1426

Authors: Abdulrahman A. Bahaddad, Mohammed Beshir

Abstract:

The objective of this paper is to demonstrate and describe eight different types of power generation technologies and to understand the history and future trends of each technology. In addition, a comparative analysis between these technologies will be presented with respect to their cost analysis and associated performance.

Keywords: Conventional power generation, economic analysis, environmental impact, renewable energy power generation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1238

Authors: Esra İpekci, Murad Aydın Sanda

Abstract:

The flora of Bozdağ (Konya) and its surroundings were investigated between 2003 and 2005 years; 700 herbarium specimens belonging to 482 taxa, 257 genera and 57 families were collected and identified from the area. The families which have the most taxa in research area are Asteraceae 67 (14.0%), Fabaceae 60 (12.6%), Lamiaceae 57 (11.9%), Brassicaceae 34 (7.1%), Poaceae 30 (6.3%), Rosaceae 24 (5.0%), Caryophyllaceae 23 (4.8%), Liliaceae 19 (4.0%), Boraginaceae 17 (3.6%), and Apiaceae 13 (2.7%). The research area is in the district of Konya and is in the B4 square according to the Grid System. The phytogeographic elements are represented in the study area as follows; Irano-Turanian 91 (18.9%), Mediterranean 72 (14.9%), Euro-Siberian 21 (4.3%). The phytogeographic regions of 273 (56.6%) taxa are either multi-regional or unknown. The number of endemic taxa is 79 (16.3%).

Keywords: Bozdağ, Flora, Konya, Sızma, Turkey.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3331

Authors: K. S. Hui, K. N. Hui, Seong Kon Lee

Abstract:

Zeolite A and MCM-41 have extensive applications in basic science, petrochemical science, energy conservation/storage, medicine, chemical sensor, air purification, environmentally benign composite structure and waste remediation. However, the use of zeolite A and MCM-41 in these areas, especially environmental remediation, are restricted due to prohibitive production cost. Efficient recycling of and resource recovery from coal fly ash has been a major topic of current international research interest, aimed at achieving sustainable development of human society from the viewpoints of energy, economy, and environmental strategy. This project reported an original, novel, green and fast methods to produce nano-porous zeolite A and MCM-41 materials from coal fly ash. For zeolite A, this novel production method allows a reduction by half of the total production time while maintaining a high degree of crystallinity of zeolite A which exists in a narrower particle size distribution. For MCM-41, this remarkably green approach, being an environmentally friendly process and reducing generation of toxic waste, can produce pure and long-range ordered MCM-41 materials from coal fly ash. This approach took 24 h at 25 oC to produce 9 g of MCM-41 materials from 30 g of the coal fly ash, which is the shortest time and lowest reaction temperature required to produce pure and ordered MCM-41 materials (having the largest internal surface area) compared to the values reported in the literature. Performance evaluation of the produced zeolite A and MCM-41 materials in wastewater treatment and air pollution control were reported. The residual fly ash was also converted to zeolite Na-P1 which showed good performance in removal of multi-metal ions in wastewater. In wastewater treatment, compared to commercial-grade zeolite A, adsorbents produced from coal fly ash were effective in removing multi heavy metal ions in water and could be an alternative material for treatment of wastewater. In methane emission abatement, the zeolite A (produced from coal fly ash) achieved similar methane removal efficiency compared to the zeolite A prepared from pure chemicals. This report provides the guidance for production of zeolite A and MCM-41 from coal fly ash by a cost-effective approach which opens potential applications of these materials in environmental industry. Finally, environmental and economic aspects of production of zeolite A and MCM-41 from coal fly ash were discussed.

Keywords: Metal ions, waste water, methane, volatile organic compounds

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2250

Authors: Akram Keramat, Behrouz Marivani, Mehdi Samsami

Abstract:

Drought is a phenomenon caused by environmental and climatic changes. This phenomenon is affected by shortage of rainfall and temperature. Dust is one of important environmental problems caused by climate change and drought. With recent multi-year drought, many environmental crises caused by dust in Iran and Middle East. Dust in the vast areas of the provinces occurs with high frequency. By dust affecting many problems created in terms of health, social and economic. In this study, we tried to study the most important factors causing dust. In this way we have used the satellite images and meteorological data. Finally, strategies to deal with the dust will be mentioned.

Keywords: Drought, Environment, Dust.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3638

Authors: R. AliMohammadzadeh, M. Rahgozar, A. Zarnani

Abstract:

The inherent flexibilities of XML in both structure and semantics makes mining from XML data a complex task with more challenges compared to traditional association rule mining in relational databases. In this paper, we propose a new model for the effective extraction of generalized association rules form a XML document collection. We directly use frequent subtree mining techniques in the discovery process and do not ignore the tree structure of data in the final rules. The frequent subtrees based on the user provided support are split to complement subtrees to form the rules. We explain our model within multi-steps from data preparation to rule generation.

Keywords: XML, Data Mining, Association Rule Mining.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1627

Authors: Jennifer Leopold, Alton Coalter, Leong Lee

Abstract:

An ontology is a data model that represents a set of concepts in a given field and the relationships among those concepts. As the emphasis on achieving a semantic web continues to escalate, ontologies for all types of domains increasingly will be developed. These ontologies may become large and complex, and as their size and complexity grows, so will the need for multi-user interfaces for ontology curation. Herein a functionally comprehensive, generic approach to maintaining an ontology as a relational database is presented. Unlike many other ontology editors that utilize a database, this approach is entirely domain-generic and fully supports Webbased, collaborative editing including the designation of different levels of authorization for users.

Keywords: Ontology Editor, Relational Database, CollaborativeCuration.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1439

Authors: Carol Anne Hargreaves

Abstract:

A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market.

Keywords: Machine learning, stock market trading, logistic principal component analysis, automated stock investment system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1094

Authors: Omar M. Sallabi, Younis El-Haddad

Abstract:

The Genetic Algorithm (GA) is one of the most important methods used to solve many combinatorial optimization problems. Therefore, many researchers have tried to improve the GA by using different methods and operations in order to find the optimal solution within reasonable time. This paper proposes an improved GA (IGA), where the new crossover operation, population reformulates operation, multi mutation operation, partial local optimal mutation operation, and rearrangement operation are used to solve the Traveling Salesman Problem. The proposed IGA was then compared with three GAs, which use different crossover operations and mutations. The results of this comparison show that the IGA can achieve better results for the solutions in a faster time.

Keywords: AI, Genetic algorithms, TSP.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2608