Search results for: unconstrained binary quadratic programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1060

Search results for: unconstrained binary quadratic programming

940 JConqurr - A Multi-Core Programming Toolkit for Java

Authors: G.A.C.P. Ganegoda, D.M.A. Samaranayake, L.S. Bandara, K.A.D.N.K. Wimalawarne

Abstract:

With the popularity of the multi-core and many-core architectures there is a great requirement for software frameworks which can support parallel programming methodologies. In this paper we introduce an Eclipse toolkit, JConqurr which is easy to use and provides robust support for flexible parallel progrmaming. JConqurr is a multi-core and many-core programming toolkit for Java which is capable of providing support for common parallel programming patterns which include task, data, divide and conquer and pipeline parallelism. The toolkit uses an annotation and a directive mechanism to convert the sequential code into parallel code. In addition to that we have proposed a novel mechanism to achieve the parallelism using graphical processing units (GPU). Experiments with common parallelizable algorithms have shown that our toolkit can be easily and efficiently used to convert sequential code to parallel code and significant performance gains can be achieved.

Keywords: Multi-core, parallel programming patterns, GPU, Java, Eclipse plugin, toolkit,

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939 Applying GQM Approach towards Development of Criterion-Referenced Assessment Model for OO Programming Courses

Authors: Norazlina Khamis, Sufian Idris, Rodina Ahmad

Abstract:

The most influential programming paradigm today is object oriented (OO) programming and it is widely used in education and industry. Recognizing the importance of equipping students with OO knowledge and skills, it is not surprising that most Computer Science degree programs offer OO-related courses. How do we assess whether the students have acquired the right objectoriented skills after they have completed their OO courses? What are object oriented skills? Currently none of the current assessment techniques would be able to provide this answer. Traditional forms of OO programming assessment provide a ways for assigning numerical scores to determine letter grades. But this rarely reveals information about how students actually understand OO concept. It appears reasonable that a better understanding of how to define and assess OO skills is needed by developing a criterion referenced model. It is even critical in the context of Malaysia where there is currently a growing concern over the level of competency of Malaysian IT graduates in object oriented programming. This paper discussed the approach used to develop the criterion-referenced assessment model. The model can serve as a guideline when conducting OO programming assessment as mentioned. The proposed model is derived by using Goal Questions Metrics methodology, which helps formulate the metrics of interest. It concluded with a few suggestions for further study.

Keywords: Object-oriented programming, programmingassessment, criterion-referenced assessment model, goal questionsmetrics.

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938 Optimal Control Strategies for Speed Control of Permanent-Magnet Synchronous Motor Drives

Authors: Roozbeh Molavi, Davood A. Khaburi

Abstract:

The permanent magnet synchronous motor (PMSM) is very useful in many applications. Vector control of PMSM is popular kind of its control. In this paper, at first an optimal vector control for PMSM is designed and then results are compared with conventional vector control. Then, it is assumed that the measurements are noisy and linear quadratic Gaussian (LQG) methodology is used to filter the noises. The results of noisy optimal vector control and filtered optimal vector control are compared to each other. Nonlinearity of PMSM and existence of inverter in its control circuit caused that the system is nonlinear and time-variant. With deriving average model, the system is changed to nonlinear time-invariant and then the nonlinear system is converted to linear system by linearization of model around average values. This model is used to optimize vector control then two optimal vector controls are compared to each other. Simulation results show that the performance and robustness to noise of the control system has been highly improved.

Keywords: Kalman filter, Linear quadratic Gaussian (LQG), Linear quadratic regulator (LQR), Permanent-Magnet synchronousmotor (PMSM).

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937 A Fast Cyclic Reduction Algorithm for A Quadratic Matrix Equation Arising from Overdamped Systems

Authors: Ning Dong, Bo Yu

Abstract:

We are concerned with a class of quadratic matrix equations arising from the overdamped mass-spring system. By exploring the structure of coefficient matrices, we propose a fast cyclic reduction algorithm to calculate the extreme solutions of the equation. Numerical experiments show that the proposed algorithm outperforms the original cyclic reduction and the structure-preserving doubling algorithm.

Keywords: Fast algorithm, Cyclic reduction, Overdampedquadratic matrix equation, Structure-preserving doubling algorithm

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936 A Programming Assessment Software Artefact Enhanced with the Help of Learners

Authors: Romeo A. Botes, Imelda Smit

Abstract:

The demands of an ever changing and complex higher education environment, along with the profile of modern learners challenge current approaches to assessment and feedback. More learners enter the education system every year. The younger generation expects immediate feedback. At the same time, feedback should be meaningful. The assessment of practical activities in programming poses a particular problem, since both lecturers and learners in the information and computer science discipline acknowledge that paper-based assessment for programming subjects lacks meaningful real-life testing. At the same time, feedback lacks promptness, consistency, comprehensiveness and individualisation. Most of these aspects may be addressed by modern, technology-assisted assessment. The focus of this paper is the continuous development of an artefact that is used to assist the lecturer in the assessment and feedback of practical programming activities in a senior database programming class. The artefact was developed using three Design Science Research cycles. The first implementation allowed one programming activity submission per assessment intervention. This pilot provided valuable insight into the obstacles regarding the implementation of this type of assessment tool. A second implementation improved the initial version to allow multiple programming activity submissions per assessment. The focus of this version is on providing scaffold feedback to the learner – allowing improvement with each subsequent submission. It also has a built-in capability to provide the lecturer with information regarding the key problem areas of each assessment intervention.

Keywords: Programming, computer-aided assessment, technology-assisted assessment, programming assessment software, design science research, mixed-method.

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935 CScheme in Traditional Concurrency Problems

Authors: Nathar Shah, Visham Cheerkoot

Abstract:

CScheme, a concurrent programming paradigm based on scheme concept enables concurrency schemes to be constructed from smaller synchronization units through a GUI based composer and latter be reused on other concurrency problems of a similar nature. This paradigm is particularly important in the multi-core environment prevalent nowadays. In this paper, we demonstrate techniques to separate concurrency from functional code using the CScheme paradigm. Then we illustrate how the CScheme methodology can be used to solve some of the traditional concurrency problems – critical section problem, and readers-writers problem - using synchronization schemes such as Single Threaded Execution Scheme, and Readers Writers Scheme.

Keywords: Concurrent Programming, Object Oriented Programming, Environments for multiple-processor systems, Programming paradigms.

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934 Observer Design for Chaos Synchronization of Time-delayed Power Systems

Authors: Jui-Sheng Lin, Yi-Sung Yang, Meei-Ling Hung, Teh-Lu Liao, Jun-Juh Yan

Abstract:

The global chaos synchronization for a class of time-delayed power systems is investigated via observer-based approach. By employing the concepts of quadratic stability theory and generalized system model, a new sufficient criterion for constructing an observer is deduced. In contrast to the previous works, this paper proposes a theoretical and systematic design procedure to realize chaos synchronization for master-slave power systems. Finally, an illustrative example is given to show the applicability of the obtained scheme.

Keywords: Chaos, Synchronization, Quadratic stability theory, Observer

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933 On Pattern-Based Programming towards the Discovery of Frequent Patterns

Authors: Kittisak Kerdprasop, Nittaya Kerdprasop

Abstract:

The problem of frequent pattern discovery is defined as the process of searching for patterns such as sets of features or items that appear in data frequently. Finding such frequent patterns has become an important data mining task because it reveals associations, correlations, and many other interesting relationships hidden in a database. Most of the proposed frequent pattern mining algorithms have been implemented with imperative programming languages. Such paradigm is inefficient when set of patterns is large and the frequent pattern is long. We suggest a high-level declarative style of programming apply to the problem of frequent pattern discovery. We consider two languages: Haskell and Prolog. Our intuitive idea is that the problem of finding frequent patterns should be efficiently and concisely implemented via a declarative paradigm since pattern matching is a fundamental feature supported by most functional languages and Prolog. Our frequent pattern mining implementation using the Haskell and Prolog languages confirms our hypothesis about conciseness of the program. The comparative performance studies on line-of-code, speed and memory usage of declarative versus imperative programming have been reported in the paper.

Keywords: Frequent pattern mining, functional programming, pattern matching, logic programming.

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932 Optimum Stratification of a Skewed Population

Authors: D.K. Rao, M.G.M. Khan, K.G. Reddy

Abstract:

The focus of this paper is to develop a technique of solving a combined problem of determining Optimum Strata Boundaries(OSB) and Optimum Sample Size (OSS) of each stratum, when the population understudy isskewed and the study variable has a Pareto frequency distribution. The problem of determining the OSB isformulated as a Mathematical Programming Problem (MPP) which is then solved by dynamic programming technique. A numerical example is presented to illustrate the computational details of the proposed method. The proposed technique is useful to obtain OSB and OSS for a Pareto type skewed population, which minimizes the variance of the estimate of population mean.

Keywords: Stratified sampling, Optimum strata boundaries, Optimum sample size, Pareto distribution, Mathematical programming problem, Dynamic programming technique.

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931 A Genetic Algorithm Approach for Solving Fuzzy Linear and Quadratic Equations

Authors: M. Hadi Mashinchi, M. Reza Mashinchi, Siti Mariyam H. J. Shamsuddin

Abstract:

In this paper a genetic algorithms approach for solving the linear and quadratic fuzzy equations Ãx̃=B̃ and Ãx̃2 + B̃x̃=C̃ , where Ã, B̃, C̃ and x̃ are fuzzy numbers is proposed by genetic algorithms. Our genetic based method initially starts with a set of random fuzzy solutions. Then in each generation of genetic algorithms, the solution candidates converge more to better fuzzy solution x̃b . In this proposed method the final reached x̃b is not only restricted to fuzzy triangular and it can be fuzzy number.

Keywords: Fuzzy coefficient, fuzzy equation, genetic algorithms.

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930 A Study of General Attacks on Elliptic Curve Discrete Logarithm Problem over Prime Field and Binary Field

Authors: Tun Myat Aung, Ni Ni Hla

Abstract:

This paper begins by describing basic properties of finite field and elliptic curve cryptography over prime field and binary field. Then we discuss the discrete logarithm problem for elliptic curves and its properties. We study the general common attacks on elliptic curve discrete logarithm problem such as the Baby Step, Giant Step method, Pollard’s rho method and Pohlig-Hellman method, and describe in detail experiments of these attacks over prime field and binary field. The paper finishes by describing expected running time of the attacks and suggesting strong elliptic curves that are not susceptible to these attacks.c

Keywords: Discrete logarithm problem, general attacks, elliptic curves, strong curves, prime field, binary field, attack experiments.

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929 Composite Programming for Electric Passenger Car Selection in Multiple Criteria Decision Making

Authors: C. Ardil

Abstract:

This paper discusses the use of the composite programming method to identify the optimum electric passenger automobile in multiple criteria decision making. With the composite programming approach, a set of alternatives are compared using an optimality measure that gauges how far apart they are from the optimum solution. In this paper, some key factors (range, battery, engine, maximum speed, acceleration) that customers should consider while purchasing an electric passenger car for daily use are discussed. A numerical illustration is provided to demonstrate the validity and applicability of the proximity measure approach

Keywords: electric passenger car selection, multiple criteria decision making, proximity measure method, composite programming, entropic weight method

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928 Measurement and Prediction of Speed of Sound in Petroleum Fluids

Authors: S. Ghafoori, A. Al-Harbi, B. Al-Ajmi, A. Al-Shaalan, A. Al-Ajmi, M. Ali Juma

Abstract:

Seismic methods play an important role in the exploration for hydrocarbon reservoirs. However, the success of the method depends strongly on the reliability of the measured or predicted information regarding the velocity of sound in the media. Speed of sound has been used to study the thermodynamic properties of fluids. In this study, experimental data are reported and analyzed on the speed of sound in toluene and octane binary mixture. Three-factor three-level Box-Benhkam design is used to determine the significance of each factor, the synergetic effects of the factors, and the most significant factors on speed of sound. The developed mathematical model and statistical analysis provided a critical analysis of the simultaneous interactive effects of the independent variables indicating that the developed quadratic models were highly accurate and predictive.

Keywords: Experimental design, octane, speed of sound, toluene.

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927 Assessment of the Effect of Feed Plate Location on Interactions for a Binary Distillation Column

Authors: A. Khelassi, R. Bendib

Abstract:

The paper considers the effect of feed plate location on the interactions in a seven plate binary distillation column. The mathematical model of the distillation column is deduced based on the equations of mass and energy balances for each stage, detailed model for both reboiler and condenser, and heat transfer equations. The Dynamic Relative Magnitude Criterion, DRMC is used to assess the interactions in different feed plate locations for a seven plate (Benzene-Toluene) binary distillation column ( the feed plate is originally at stage 4). The results show that whenever we go far from the optimum feed plate position, the level of interaction augments.

Keywords: Distillation column, assessment of interactions, feedplate location, DRMC.

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926 On the Use of Correlated Binary Model in Social Network Analysis

Authors: Elsayed A. Habib Elamir

Abstract:

In social network analysis the mean nodal degree and density of the graph can be considered as a measure of the activity of all actors in the network and this is an important property of a graph and for making comparisons among networks. Since subjects in a family or organization are subject to common environment factors, it is prime interest to study the association between responses. Therefore, we study the distribution of the mean nodal degree and density of the graph under correlated binary units. The cross product ratio is used to capture the intra-units association among subjects. Computer program and an application are given to show the benefits of the method.

Keywords: Correlated Binary data, cross product ratio, densityof the graph, multiplicative binomial distribution.

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925 Probabilistic Electrical Power Generation Modeling Using Decimal to Binary Conversion

Authors: Ahmed S. Al-Abdulwahab

Abstract:

Generation system reliability assessment is an important task which can be performed using deterministic or probabilistic techniques. The probabilistic approaches have significant advantages over the deterministic methods. However, more complicated modeling is required by the probabilistic approaches. Power generation model is a basic requirement for this assessment. One form of the generation models is the well known capacity outage probability table (COPT). Different analytical techniques have been used to construct the COPT. These approaches require considerable mathematical modeling of the generating units. The unit-s models are combined to build the COPT which will add more burdens on the process of creating the COPT. Decimal to Binary Conversion (DBC) technique is widely and commonly applied in electronic systems and computing This paper proposes a novel utilization of the DBC to create the COPT without engaging in analytical modeling or time consuming simulations. The simple binary representation , “0 " and “1 " is used to model the states o f generating units. The proposed technique is proven to be an effective approach to build the generation model.

Keywords: Decimal to Binary, generation, reliability.

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924 Biosorption of Cu (II) and Zn (II) from Real Wastewater onto Cajanus cajan Husk

Authors: Mallappa A. Devani, John U. Kennedy Oubagaranadin, Basudeb Munshi

Abstract:

In this preliminary work, locally available husk of Cajanus cajan (commonly known in India as Tur or Arhar), a bio-waste, has been used in its physically treated and chemically activated form for the removal of binary Cu (II) and Zn(II) ions from the real waste water obtained from an electroplating industry in Bangalore, Karnataka, India and from laboratory prepared binary solutions having almost similar composition of the metal ions, for comparison. The real wastewater after filtration and dilution for five times was used for biosorption studies at the normal pH of the solutions at room temperature. Langmuir's binary model was used to calculate the metal uptake capacities of the biosorbents. It was observed that Cu(II) is more competitive than Zn(II) in biosorption. In individual metal biosorption, Cu(II) uptake was found to be more than that of the Zn(II) and a similar trend was observed in the binary metal biosorption from real wastewater and laboratory prepared solutions. FTIR analysis was carried out to identify the functional groups in the industrial wastewater and EDAX for the elemental analysis of the biosorbents after experiments.

Keywords: Biosorption, Cajanus cajan, multi metal remediation, wastewater.

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923 Reducing Cognitive Load in Learning Computer Programming

Authors: Muhammed Yousoof, Mohd Sapiyan, Khaja Kamaluddin

Abstract:

Many difficulties are faced in the process of learning computer programming. This paper will propose a system framework intended to reduce cognitive load in learning programming. In first section focus is given on the process of learning and the shortcomings of the current approaches to learning programming. Finally the proposed prototype is suggested along with the justification of the prototype. In the proposed prototype the concept map is used as visualization metaphor. Concept maps are similar to the mental schema in long term memory and hence it can reduce cognitive load well. In addition other method such as part code method is also proposed in this framework to can reduce cognitive load.

Keywords: Cognitive load, concept maps, working memory, split attention effect, partial code programs.

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922 Feature-Based Machining using Macro

Authors: M. Razak, A. Jusoh, A. Zakaria

Abstract:

This paper presents an on-going research work on the implementation of feature-based machining via macro programming. Repetitive machining features such as holes, slots, pockets etc can readily be encapsulated in macros. Each macro consists of methods on how to machine the shape as defined by the feature. The macro programming technique comprises of a main program and subprograms. The main program allows user to select several subprograms that contain features and define their important parameters. With macros, complex machining routines can be implemented easily and no post processor is required. A case study on machining of a part that comprised of planar face, hole and pocket features using the macro programming technique was carried out. It is envisaged that the macro programming technique can be extended to other feature-based machining fields such as the newly developed STEP-NC domain.

Keywords: Feature-based machining, CNC, Macro, STEP-NC.

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921 On Generalizing Rough Set Theory via using a Filter

Authors: Serkan Narlı, Ahmet Z. Ozcelik

Abstract:

The theory of rough sets is generalized by using a filter. The filter is induced by binary relations and it is used to generalize the basic rough set concepts. The knowledge representations and processing of binary relations in the style of rough set theory are investigated.

Keywords: Rough set, fuzzy set, membership function, knowledge representation and processing, information theory

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920 Selecting Stealth Aircraft Using Determinate Fuzzy Preference Programming in Multiple Criteria Decision Making

Authors: C. Ardil

Abstract:

This paper investigates the application of the determinate fuzzy preference programming method for a more nuanced and comprehensive evaluation of stealth aircraft. Traditional methods often struggle to incorporate subjective factors and uncertainties inherent in complex systems like stealth aircraft. Determinate fuzzy preference programming addresses this limitation by leveraging the strengths of determinate fuzzy sets. The proposed novel multiple criteria decision-making algorithm integrates these concepts to consider aspects and criteria influencing aircraft performance. This approach aims to provide a more holistic assessment by enabling decision-makers to observe positive and negative outranking flows simultaneously. By demonstrating the validity and effectiveness of this approach through a practical example of selecting a stealth aircraft, this paper aims to establish the determinate fuzzy preference programming method as a valuable tool for informed decision-making in this critical domain.

Keywords: Determinate fuzzy set, stealth aircraft selection, distance function, decision making, uncertainty, preference programming. MCDM

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919 Novel Sinusoidal Pulse Width Modulation with Least Correlated Noise

Authors: Shiang-Hwua Yu, Han-Sheng Tseng

Abstract:

This paper presents a novel sinusoidal modulation scheme that features least correlated noise and high linearity. The modulation circuit, which is composed of a quantizer, a resonator, and a comparator, is capable of eliminating correlated modulation noise while doing modulation. The proposed modulation scheme combined with the linear quadratic optimal control is applied to a single-phase voltage source inverter and validated with the experiment results. The experiments show that the inverter supplies stable 60Hz 110V AC power with a total harmonic distortion of less than 1%, under the DC input variation from 190 V to 300 V and the output power variation from 0 to 600 W.

Keywords: Pulse width modulation, feedback dithering, linear quadratic control, inverter.

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918 Solution of Fuzzy Differential Equation under Generalized Differentiability by Genetic Programming

Authors: N. Kumaresan, J. Kavikumar, M. Kumudthaa, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by genetic programming (GP). The obtained solution in this method is equivalent or very close to the exact solution of the problem. Accuracy of the solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, Genetic programming and H-difference.

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917 Rule-Based Message Passing for Collaborative Application in Distributed Environments

Authors: Wataru Yamazaki, Hironori Hiraishi, Fumio Mizoguchi

Abstract:

In this paper, we describe a rule-based message passing method to support developing collaborative applications, in which multiple users share resources in distributed environments. Message communications of applications in collaborative environments tend to be very complex because of the necessity to manage context situations such as sharing events, access controlling of users, and network places. In this paper, we propose a message communications method based on unification of artificial intelligence and logic programming for defining rules of such context information in a procedural object-oriented programming language. We also present an implementation of the method as java classes.

Keywords: agent programming, logic programming, multi-media application, collaborative application.

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916 Supplementary JAVA Programming Course for e-Learning with Small-Group Instruction

Authors: Eiko Takaoka, Yuji Osawa

Abstract:

We have designed and implemented e-Learning materials for a JAVA programming course since 2004 and have found that “normal” students, meaning motivated and capable students, can successfully learn the course material taught in a fully online manner. However, for “weaker” students, meaning those lacking motivation, experience, and/or aptitude, the results have been unsatisfactory, and such students thus fall into the supplementary category. From 2007 to 2008, we offered a face-to-face class with small-group instruction for the weaker students, while we provided the fully online course for the normal students. Consequently, we succeeded in helping the weaker students to overcome their programming phobia and develop the ability to create basic programs.

Keywords: e-learning, JAVA Programming Course, Small-Group Instruction, Supplementary.

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915 Generic Model for Timetabling Problems by Integer Linear Programming Approach

Authors: N. A. H. Aizam, V. Uvaraja

Abstract:

The agenda of showing the scheduled time for performing certain tasks is known as timetabling. It is widely used in many departments such as transportation, education, and production. Some difficulties arise to ensure all tasks happen in the time and place allocated. Therefore, many researchers invented various programming models to solve the scheduling problems from several fields. However, the studies in developing the general integer programming model for many timetabling problems are still questionable. Meanwhile, this thesis describes about creating a general model which solves different types of timetabling problems by considering the basic constraints. Initially, the common basic constraints from five different fields are selected and analyzed. A general basic integer programming model was created and then verified by using the medium set of data obtained randomly which is much similar to realistic data. The mathematical software, AIMMS with CPLEX as a solver has been used to solve the model. The model obtained is significant in solving many timetabling problems easily since it is modifiable to all types of scheduling problems which have same basic constraints.

Keywords: AIMMS mathematical software, integer linear programming, scheduling problems, timetabling.

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914 Graphical Programming of Programmable Logic Controllers -Case Study for a Punching Machine-

Authors: Vasile Marinescu, Ionut Clementin Constantin, Alexandru Epureanu, Virgil Teodor

Abstract:

The Programmable Logic Controller (PLC) plays a vital role in automation and process control. Grafcet is used for representing the control logic, and traditional programming languages are used for describing the pure algorithms. Grafcet is used for dividing the process to be automated in elementary sequences that can be easily implemented. Each sequence represent a step that has associated actions programmed using textual or graphical languages after case. The programming task is simplified by using a set of subroutines that are used in several steps. The paper presents an example of implementation for a punching machine for sheets and plates. The use the graphical languages the programming of a complex sequential process is a necessary solution. The state of Grafcet can be used for debugging and malfunction determination. The use of the method combined with a set of knowledge acquisition for process application reduces the downtime of the machine and improve the productivity.

Keywords: Grafcet, Petrinet, PLC, punching.

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913 Isobaric Vapor-Liquid Equilibrium of Binary Mixture of Methyl Acetate with Isopropylbenzene at 97.3 kPa

Authors: Seema Kapoor, Baljinder K. Gill, V. K. Rattan

Abstract:

Isobaric vapor-liquid equilibrium measurements are reported for the binary mixture of Methyl acetate and Isopropylbenzene at 97.3 kPa. The measurements have been performed using a vapor recirculating type (modified Othmer's) equilibrium still. The mixture shows positive deviation from ideality and does not form an azeotrope. The activity coefficients have been calculated taking into consideration the vapor phase nonideality. The data satisfy the thermodynamic consistency tests of Herington and Black. The activity coefficients have been satisfactorily correlated by means of the Margules, NRTL, and Black equations. A comparison of the values of activity coefficients obtained by experimental data with the UNIFAC model has been made.

Keywords: Binary mixture, Isopropylbenzene, Methyl acetate, Vapor-liquid equilibrium.

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912 Modeling Approaches for Large-Scale Reconfigurable Engineering Systems

Authors: Kwa-Sur Tam

Abstract:

This paper reviews various approaches that have been used for the modeling and simulation of large-scale engineering systems and determines their appropriateness in the development of a RICS modeling and simulation tool. Bond graphs, linear graphs, block diagrams, differential and difference equations, modeling languages, cellular automata and agents are reviewed. This tool should be based on linear graph representation and supports symbolic programming, functional programming, the development of noncausal models and the incorporation of decentralized approaches.

Keywords: Interdisciplinary, dynamic, functional programming, object-oriented.

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911 A Hybrid Expert System for Generating Stock Trading Signals

Authors: Hosein Hamisheh Bahar, Mohammad Hossein Fazel Zarandi, Akbar Esfahanipour

Abstract:

In this paper, a hybrid expert system is developed by using fuzzy genetic network programming with reinforcement learning (GNP-RL). In this system, the frame-based structure of the system uses the trading rules extracted by GNP. These rules are extracted by using technical indices of the stock prices in the training time period. For developing this system, we applied fuzzy node transition and decision making in both processing and judgment nodes of GNP-RL. Consequently, using these method not only did increase the accuracy of node transition and decision making in GNP's nodes, but also extended the GNP's binary signals to ternary trading signals. In the other words, in our proposed Fuzzy GNP-RL model, a No Trade signal is added to conventional Buy or Sell signals. Finally, the obtained rules are used in a frame-based system implemented in Kappa-PC software. This developed trading system has been used to generate trading signals for ten companies listed in Tehran Stock Exchange (TSE). The simulation results in the testing time period shows that the developed system has more favorable performance in comparison with the Buy and Hold strategy.

Keywords: Fuzzy genetic network programming, hybrid expert system, technical trading signal, Tehran stock exchange.

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