Search results for: Clusterization and classification algorithms
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2445

Search results for: Clusterization and classification algorithms

1275 Research on Software Security Testing

Authors: Gu Tian-yang, Shi Yin-sheng, Fang You-yuan

Abstract:

Software security testing is an important means to ensure software security and trustiness. This paper first mainly discusses the definition and classification of software security testing, and investigates methods and tools of software security testing widely. Then it analyzes and concludes the advantages and disadvantages of various methods and the scope of application, presents a taxonomy of security testing tools. Finally, the paper points out future focus and development directions of software security testing technology.

Keywords: security testing, security functional testing, securityvulnerability testing, testing method, testing tool

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5127
1274 Rapid Monitoring of Earthquake Damages Using Optical and SAR Data

Authors: Saeid Gharechelou, Ryutaro Tateishi

Abstract:

Earthquake is an inevitable catastrophic natural disaster. The damages of buildings and man-made structures, where most of the human activities occur are the major cause of casualties from earthquakes. A comparison of optical and SAR data is presented in the case of Kathmandu valley which was hardly shaken by 2015-Nepal Earthquake. Though many existing researchers have conducted optical data based estimated or suggested combined use of optical and SAR data for improved accuracy, however finding cloud-free optical images when urgently needed are not assured. Therefore, this research is specializd in developing SAR based technique with the target of rapid and accurate geospatial reporting. Should considers that limited time available in post-disaster situation offering quick computation exclusively based on two pairs of pre-seismic and co-seismic single look complex (SLC) images. The InSAR coherence pre-seismic, co-seismic and post-seismic was used to detect the change in damaged area. In addition, the ground truth data from field applied to optical data by random forest classification for detection of damaged area. The ground truth data collected in the field were used to assess the accuracy of supervised classification approach. Though a higher accuracy obtained from the optical data then integration by optical-SAR data. Limitation of cloud-free images when urgently needed for earthquak evevent are and is not assured, thus further research on improving the SAR based damage detection is suggested. Availability of very accurate damage information is expected for channelling the rescue and emergency operations. It is expected that the quick reporting of the post-disaster damage situation quantified by the rapid earthquake assessment should assist in channeling the rescue and emergency operations, and in informing the public about the scale of damage.

Keywords: Sentinel-1A data, Landsat-8, earthquake damage, InSAR, rapid monitoring, 2015-Nepal earthquake.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1047
1273 Clustered Signatures for Modeling and Recognizing 3D Rigid Objects

Authors: H. B. Darbandi, M. R. Ito, J. Little

Abstract:

This paper describes a probabilistic method for three-dimensional object recognition using a shared pool of surface signatures. This technique uses flatness, orientation, and convexity signatures that encode the surface of a free-form object into three discriminative vectors, and then creates a shared pool of data by clustering the signatures using a distance function. This method applies the Bayes-s rule for recognition process, and it is extensible to a large collection of three-dimensional objects.

Keywords: Object recognition, modeling, classification, computer vision.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1275
1272 A Computational Model for Resolving Pronominal Anaphora in Turkish Using Hobbs- Naïve Algorithm

Authors: Pınar Tüfekçi, Yılmaz Kılıçaslan

Abstract:

In this paper we present a computational model for pronominal anaphora resolution in Turkish. The model is based on Hobbs’ Naїve Algorithm [4, 5, 6], which exploits only the surface syntax of sentences in a given text.

Keywords: Anaphora Resolution, Pronoun Resolution, Syntax based Algorithms, Naїve Algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3233
1271 Iterative Solutions to Some Linear Matrix Equations

Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan

Abstract:

In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.

Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1851
1270 Person Identification using Gait by Combined Features of Width and Shape of the Binary Silhouette

Authors: M.K. Bhuyan, Aragala Jagan.

Abstract:

Current image-based individual human recognition methods, such as fingerprints, face, or iris biometric modalities generally require a cooperative subject, views from certain aspects, and physical contact or close proximity. These methods cannot reliably recognize non-cooperating individuals at a distance in the real world under changing environmental conditions. Gait, which concerns recognizing individuals by the way they walk, is a relatively new biometric without these disadvantages. The inherent gait characteristic of an individual makes it irreplaceable and useful in visual surveillance. In this paper, an efficient gait recognition system for human identification by extracting two features namely width vector of the binary silhouette and the MPEG-7-based region-based shape descriptors is proposed. In the proposed method, foreground objects i.e., human and other moving objects are extracted by estimating background information by a Gaussian Mixture Model (GMM) and subsequently, median filtering operation is performed for removing noises in the background subtracted image. A moving target classification algorithm is used to separate human being (i.e., pedestrian) from other foreground objects (viz., vehicles). Shape and boundary information is used in the moving target classification algorithm. Subsequently, width vector of the outer contour of binary silhouette and the MPEG-7 Angular Radial Transform coefficients are taken as the feature vector. Next, the Principal Component Analysis (PCA) is applied to the selected feature vector to reduce its dimensionality. These extracted feature vectors are used to train an Hidden Markov Model (HMM) for identification of some individuals. The proposed system is evaluated using some gait sequences and the experimental results show the efficacy of the proposed algorithm.

Keywords: Gait Recognition, Gaussian Mixture Model, PrincipalComponent Analysis, MPEG-7 Angular Radial Transform.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1906
1269 Modeling Language for Machine Learning

Authors: Tsuyoshi Okita, Tatsuya Niwa

Abstract:

For a given specific problem an efficient algorithm has been the matter of study. However, an alternative approach orthogonal to this approach comes out, which is called a reduction. In general for a given specific problem this reduction approach studies how to convert an original problem into subproblems. This paper proposes a formal modeling language to support this reduction approach. We show three examples from the wide area of learning problems. The benefit is a fast prototyping of algorithms for a given new problem.

Keywords: Formal language, statistical inference problem, reduction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1609
1268 Balancing Tourism and Environment: The ETM Model

Authors: U.V Jose, Muhammed Nahar, Vijayakumar S., Sonia Jose

Abstract:

Environment both endowed and built are essential for tourism. However tourism and environment maintains a complex relationship, where in most cases environment is at the receiving end. Many tourism development activities have adverse environmental effects, mainly emanating from construction of general infrastructure and tourism facilities. These negative impacts of tourism can lead to the destruction of precious natural resources on which it depends. These effects vary between locations; and its effect on a hill destination is highly critical. This study aims at developing a Sustainable Tourism Planning Model for an environmentally sensitive tourism destination in Kerala, India. Being part of the Nilgiri mountain ranges, Munnar falls in the Western Ghats, one of the biological hotspots in the world. Endowed with a unique high altitude environment Munnar inherits highly significant ecological wealth. Giving prime importance to the protection of this ecological heritage, the study proposes a tourism planning model with resource conservation and sustainability as the paramount focus. Conceiving a novel approach towards sustainable tourism planning, the study proposes to assess tourism attractions using Ecological Sensitivity Index (ESI) and Tourism Attractiveness Index (TAI). Integration of these two indices will form the Ecology – Tourism Matrix (ETM), outlining the base for tourism planning in an environmentally sensitive destination. The ETM Matrix leads to a classification of tourism nodes according to its Conservation Significance and Tourism Significance. The spatial integration of such nodes based on the Hub & Spoke Principle constitutes sub – regions within the STZ. Ensuing analyses lead to specific guidelines for the STZ as a whole, specific tourism nodes, hubs and sub-regions. The study results in a multi – dimensional output, viz., (1) Classification system for tourism nodes in an environmentally sensitive region/ destination (2) Conservation / Tourism Development Strategies and Guidelines for the micro and macro regions and (3) A Sustainable Tourism Planning Tool particularly for Ecologically Sensitive Destinations, which can be adapted for other destinations as well.

Keywords: Tourism, Environment, Spatial Planning, Model

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2805
1267 ISTER (Immune System - Tumor Efficiency Rate): An Important Key for Planning in Radiotherapic Facilities

Authors: O. Sotolongo-Grau, D. Rodriguez-Perez, J. A. Santos-Miranda, M. M. Desco, O. Sotolongo-Costa, J. C. Antoranz

Abstract:

The use of the oncologic index ISTER allows for a more effective planning of the radiotherapic facilities in the hospitals. Any change in the radiotherapy treatment, due to unexpected stops, may be adapted by recalculating the doses to the new treatment duration while keeping the optimal prognosis. The results obtained in a simulation model on millions of patients allow the definition of optimal success probability algorithms.

Keywords: Mathematical model, radiation oncology, dynamical systems applications.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1539
1266 Using the Monte Carlo Simulation to Predict the Assembly Yield

Authors: C. Chahin, M. C. Hsu, Y. H. Lin, C. Y. Huang

Abstract:

Electronics Products that achieve high levels of integrated communications, computing and entertainment, multimedia features in small, stylish and robust new form factors are winning in the market place. Due to the high costs that an industry may undergo and how a high yield is directly proportional to high profits, IC (Integrated Circuit) manufacturers struggle to maximize yield, but today-s customers demand miniaturization, low costs, high performance and excellent reliability making the yield maximization a never ending research of an enhanced assembly process. With factors such as minimum tolerances, tighter parameter variations a systematic approach is needed in order to predict the assembly process. In order to evaluate the quality of upcoming circuits, yield models are used which not only predict manufacturing costs but also provide vital information in order to ease the process of correction when the yields fall below expectations. For an IC manufacturer to obtain higher assembly yields all factors such as boards, placement, components, the material from which the components are made of and processes must be taken into consideration. Effective placement yield depends heavily on machine accuracy and the vision of the system which needs the ability to recognize the features on the board and component to place the device accurately on the pads and bumps of the PCB. There are currently two methods for accurate positioning, using the edge of the package and using solder ball locations also called footprints. The only assumption that a yield model makes is that all boards and devices are completely functional. This paper will focus on the Monte Carlo method which consists in a class of computational algorithms (information processed algorithms) which depends on repeated random samplings in order to compute the results. This method utilized in order to recreate the simulation of placement and assembly processes within a production line.

Keywords: Monte Carlo simulation, placement yield, PCBcharacterization, electronics assembly

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2163
1265 Variable Step-Size APA with Decorrelation of AR Input Process

Authors: Jae Wook Shin, Ju-man Song, Hyun-Taek Choi, Poo Gyeon Park

Abstract:

This paper introduces a new variable step-size APA with decorrelation of AR input process is based on the MSD analysis. To achieve a fast convergence rate and a small steady-state estimation error, he proposed algorithm uses variable step size that is determined by minimising the MSD. In addition, experimental results show that the proposed algorithm is achieved better performance than the other algorithms.

Keywords: adaptive filter, affine projection algorithm, variable step size.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893
1264 Some Improvements on Kumlander-s Maximum Weight Clique Extraction Algorithm

Authors: Satoshi Shimizu, Kazuaki Yamaguchi, Toshiki Saitoh, Sumio Masuda

Abstract:

Some fast exact algorithms for the maximum weight clique problem have been proposed. Östergard’s algorithm is one of them. Kumlander says his algorithm is faster than it. But we confirmed that the straightforwardly implemented Kumlander’s algorithm is slower than O¨ sterga˚rd’s algorithm. We propose some improvements on Kumlander’s algorithm.

Keywords: Maximum weight clique, exact algorithm, branch-andbound, NP-hard.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1852
1263 Variable Regularization Parameter Normalized Least Mean Square Adaptive Filter

Authors: Young-Seok Choi

Abstract:

We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.

Keywords: Regularization, normalized LMS, system identification, robustness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1873
1262 Solving of the Fourth Order Differential Equations with the Neumann Problem

Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1424
1261 Computations of Bezier Geodesic-like Curves on Spheres

Authors: Sheng-Gwo Chen, Wen-Haw Chen

Abstract:

It is an important problem to compute the geodesics on a surface in many fields. To find the geodesics in practice, however, the traditional discrete algorithms or numerical approaches can only find a list of discrete points. The first author proposed in 2010 a new, elegant and accurate method, the geodesic-like method, for approximating geodesics on a regular surface. This paper will present by use of this method a computation of the Bezier geodesic-like curves on spheres.

Keywords: Geodesics, Geodesic-like curve, Spheres, Bezier.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1616
1260 A Comparative Study on Different Approaches to Evaluate Ship Equilibrium Point

Authors: Alessandro A. Zizzari, Francesca Calabrese, Giovanni Indiveri, Andrea Coraddu, Diego Villa

Abstract:

The aim of this paper is to present a comparative study on two different methods for the evaluation of the equilibrium point of a ship, core issue for designing an On Board Stability System (OBSS) module that, starting from geometry information of a ship hull, described by a discrete model in a standard format, and the distribution of all weights onboard calculates the ship floating conditions (in draught, heel and trim).

Keywords: Algorithms, Computer applications, Equilibrium, Marine applications, Stability System.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2158
1259 Atrial Fibrillation Analysis Based on Blind Source Separation in 12-lead ECG

Authors: Pei-Chann Chang, Jui-Chien Hsieh, Jyun-Jie Lin, Feng-Ming Yeh

Abstract:

Atrial Fibrillation is the most common sustained arrhythmia encountered by clinicians. Because of the invisible waveform of atrial fibrillation in atrial activation for human, it is necessary to develop an automatic diagnosis system. 12-Lead ECG now is available in hospital and is appropriate for using Independent Component Analysis to estimate the AA period. In this research, we also adopt a second-order blind identification approach to transform the sources extracted by ICA to more precise signal and then we use frequency domain algorithm to do the classification. In experiment, we gather a significant result of clinical data.

Keywords: 12-Lead ECG, Atrial Fibrillation, Blind SourceSeparation, Kurtosis

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1806
1258 Optimization of Inverse Kinematics of a 3R Robotic Manipulator using Genetic Algorithms

Authors: J. Ramírez A., A. Rubiano F.

Abstract:

In this paper the direct kinematic model of a multiple applications three degrees of freedom industrial manipulator, was developed using the homogeneous transformation matrices and the Denavit - Hartenberg parameters, likewise the inverse kinematic model was developed using the same method, verifying that in the workload border the inverse kinematic presents considerable errors, therefore a genetic algorithm was implemented to optimize the model improving greatly the efficiency of the model.

Keywords: Direct Kinematic, Genetic Algorithm, InverseKinematic, Optimization, Robot Manipulator

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3328
1257 Techniques Used in String Matching for Network Security

Authors: Jamuna Bhandari

Abstract:

String matching also known as pattern matching is one of primary concept for network security. In this area the effectiveness and efficiency of string matching algorithms is important for applications in network security such as network intrusion detection, virus detection, signature matching and web content filtering system. This paper presents brief review on some of string matching techniques used for network security.

Keywords: Filtering, honeypot, network telescope, pattern, string, signature.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2696
1256 Unconditionally Secure Quantum Payment System

Authors: Essam Al-Daoud

Abstract:

A potentially serious problem with current payment systems is that their underlying hard problems from number theory may be solved by either a quantum computer or unanticipated future advances in algorithms and hardware. A new quantum payment system is proposed in this paper. The suggested system makes use of fundamental principles of quantum mechanics to ensure the unconditional security without prior arrangements between customers and vendors. More specifically, the new system uses Greenberger-Home-Zeilinger (GHZ) states and Quantum Key Distribution to authenticate the vendors and guarantee the transaction integrity.

Keywords: Bell state, GHZ state, Quantum key distribution, Quantum payment system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1546
1255 A New Algorithm to Stereo Correspondence Using Rank Transform and Morphology Based On Genetic Algorithm

Authors: Razagh Hafezi, Ahmad Keshavarz, Vida Moshfegh

Abstract:

This paper presents a novel algorithm of stereo correspondence with rank transform. In this algorithm we used the genetic algorithm to achieve the accurate disparity map. Genetic algorithms are efficient search methods based on principles of population genetic, i.e. mating, chromosome crossover, gene mutation, and natural selection. Finally morphology is employed to remove the errors and discontinuities.

Keywords: genetic algorithm, morphology, rank transform, stereo correspondence

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2166
1254 A Combined Meta-Heuristic with Hyper-Heuristic Approach to Single Machine Production Scheduling Problem

Authors: C. E. Nugraheni, L. Abednego

Abstract:

This paper is concerned with minimization of mean tardiness and flow time in a real single machine production scheduling problem. Two variants of genetic algorithm as metaheuristic are combined with hyper-heuristic approach are proposed to solve this problem. These methods are used to solve instances generated with real world data from a company. Encouraging results are reported.

Keywords: Hyper-heuristics, evolutionary algorithms, production scheduling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2404
1253 Analysing and Classifying VLF Transients

Authors: Ernst D. Schmitter

Abstract:

Monitoring lightning electromagnetic pulses (sferics) and other terrestrial as well as extraterrestrial transient radiation signals is of considerable interest for practical and theoretical purposes in astro- and geophysics as well as meteorology. Managing a continuous flow of data, automation of the analysis and classification process is important. Features based on a combination of wavelet and statistical methods proved efficient for this task and serve as input into a radial basis function network that is trained to discriminate transient shapes from pulse like to wave like. We concentrate on signals in the Very Low Frequency (VLF, 3 -30 kHz) range in this paper, but the developed methods are independent of this specific choice.

Keywords: Transient signals, statistics, wavelets, neural networks

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1873
1252 Comparison of Performance between Different SVM Kernels for the Identification of Adult Video

Authors: Hajar Bouirouga, Sanaa El Fkihi , Abdeilah Jilbab, Driss Aboutajdine

Abstract:

In this paper we propose a method for recognition of adult video based on support vector machine (SVM). Different kernel features are proposed to classify adult videos. SVM has an advantage that it is insensitive to the relative number of training example in positive (adult video) and negative (non adult video) classes. This advantage is illustrated by comparing performance between different SVM kernels for the identification of adult video.

Keywords: Skin detection, Support vector machine, Pornographic videos, Feature extraction, Video filtering, Classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2302
1251 Combining Bagging and Additive Regression

Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636
1250 Financial Ethics: A Review of 2010 Flash Crash

Authors: Omer Farooq, Salman Ahmed Khan, Sadaf Khalid

Abstract:

Modern day stock markets have almost entirely became automated. Even though it means increased profits for the investors by algorithms acting upon the slightest price change in order of microseconds, it also has given birth to many ethical dilemmas in the sense that slightest mistake can cause people to lose all of their livelihoods. This paper reviews one such event that happened on May 06, 2010 in which $1 trillion dollars disappeared from the Dow Jones Industrial Average. We are going to discuss its various aspects and the ethical dilemmas that have arisen due to it.

Keywords: Flash Crash, Market Crash, Stock Market, Stock Market Crash.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1853
1249 A Novel FFT-Based Frequency Offset Estimator for OFDM Systems

Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam

Abstract:

This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.

Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1489
1248 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 687
1247 Using Genetic Algorithm to Improve Information Retrieval Systems

Authors: Ahmed A. A. Radwan, Bahgat A. Abdel Latef, Abdel Mgeid A. Ali, Osman A. Sadek

Abstract:

This study investigates the use of genetic algorithms in information retrieval. The method is shown to be applicable to three well-known documents collections, where more relevant documents are presented to users in the genetic modification. In this paper we present a new fitness function for approximate information retrieval which is very fast and very flexible, than cosine similarity fitness function.

Keywords: Cosine similarity, Fitness function, Genetic Algorithm, Information Retrieval, Query learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2749
1246 Semantic Web as an Enabling Technology for Better e-Services Addoption

Authors: Luka Pavlič, Marjan Heričko

Abstract:

E-services have significantly changed the way of doing business in recent years. We can, however, observe poor use of these services. There is a large gap between supply and actual eservices usage. This is why we started a project to provide an environment that will encourage the use of e-services. We believe that only providing e-service does not automatically mean consumers would use them. This paper shows the origins of our project and its current position. We discuss the decision of using semantic web technologies and their potential to improve e-services usage. We also present current knowledge base and its real-world classification. In the paper, we discuss further work to be done in the project. Current state of the project is promising.

Keywords: E-Services, E-Services Repository, Ontologies, Semantic Web

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1398