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Genetic programming is now a common research tool in financial applications. One classic line of exploration is their use to find effective trading rules for individual stocks or for groups of stocks (such as an index). The classic work in this area (Allen & Karjaleinen, 99) found profitable rules, but which did not outperform a straightforward ??buy and hold?? strategy. Several later works report...
This paper presents a new diversity guided particle swarm optimization algorithm (PSO) named beta mutation PSO or BMPSO for solving global optimization problems. The BMPSO algorithm makes use of an evolutionary programming based mutation operator to maintain the level of diversity in the swarm population, thereby maintaining a good balance between the exploration and exploitation phenomena and preventing...
This paper investigates the effect of initiating the population with various probability distributions and low discrepancy sequences on the behavior of Particle Swarm Optimization (PSO). The probability distributions: Gaussian, Exponential, Beta and Gamma distribution and the low discrepancy sequences: Van der Corput and Sobol are considered in this study. Based on these probability distributions,...
In this study, we discuss recent advances in the theory and practice of exemplar-based clustering. In the context of clustering, exemplars are those representative objects in the data sets. A recently proposed approach called convex clustering with exemplar-based models, referred as (CCE), adopts a convex objective function with a global solution. Although the existing frame work of CCE is attractive,...
Intrusion detection system (IDS) is a crucial part of network security area and is widely employed. Signature-based matching mechanisms require a completed analysis of attack patterns and the availability of knowledge detection beforehand. To cope with new attacks, IDS tools require to be continuously updated with the signature rules. In this paper, we present anomaly detection technique by using...
In the paper, the extension of the Givens and Householder matrices to rational matrix function case is given. Both techniques can be used to triangularize polynomial matrices. Presented results are illustrated by examples including orthogonal 2-D FIR system synthesis.
We evaluate the error performance of a selection diversity (SD) receiver over generalized-K fading channels. The bit-error rate (BER) expression is obtained directly from the cumulative distribution function (CDF), and thus eliminating the need for differentiating the CDF of the combiner output as in the analysis technique used hitherto. Using this approach, we are able to conveniently analyze the...
The intermittent characteristics of wind energy seriously affect the reliability and output power of wind turbine generator (WTG). The paper outlines a method to evaluate the distribution of WTG operator's daily cash-flow by developing an algorithm based on Monte-Carlo technique. Two-parameter Weibull type probability density function (PDF) is used to model wind profile at two locations. WTG's output...
Advancements in nano-scale Integrated Circuits manufacturing technology has resulted in variability of performance metrics. The performance parameters such as Power and Delay are no longer represented deterministically. As a result, circuit designers and manufacturers need to make use of statistical analysis to estimate performance of Integrated Circuits. In this paper we present a new methodology...
A novel method of watermarking in image spatial domains is proposed in this paper. The level transformation previously proposed for embedding watermark bits into each pixel of a source image is used adaptively with estimating the resulting subjective image quality. Thus, a desired subjective quality can be achieved on the watermarked image. First, the measurements of image quality by subjective evaluations...
The amount of speaker specific information in speech signal varies from frame to frame depending on spoken text and environmental conditions. A frame selection at the preprocessing stage can be an added advantage in this context. In pre-quantization (PQ) we select a new sequence of frames Y from the original frames X such that length of Y is less than X. In this paper, we first analyze a number of...
In this paper an approach to testbench development for synchronous parallel-pipeline designs is considered. The approach is based on cycle-accurate formal specifications of a design under verification. Specifications include descriptions of control flow graphs of the design's operations and definitions of the microoperations with the help of Hoare triples. The approach allows to automate testbench...
Communication through intermediate relay node, splits the channel between source and destination into two possibly shorter links, which improves link quality as well as combat with harsh multi-path fading. Close form expressions of average received SNR, outage probability and average bit error rate (BER) have been derived, for the case when communication between source and multi-antenna destination...
Secure Multi-Party Computation (SMC) allows parties with similar background to compute results upon their private data, minimizing the threat of disclosure. The exponential increase in sensitive data that needs to be passed upon networked computers and the stupendous growth of internet has precipitated vast opportunities for cooperative computation, where parties come together to facilitate computations...
In aggregation problems different types of information items can occur. In spite of such diversity, it is possible to reinterpret them approximately in a unique formal setting by means of profiles: an extension of fuzzy set membership functions. Then the original aggregation problem can be modelled by an appropriate profile aggregation. Therefore, in this paper we concentrate on and reconsider some...
Mean wind speeds and mean wind directions are important input parameters for environmental models and applications. In many practical cases, anemometer sensor provides measurements of direction and wind speed, supposed to be Gaussian and piecewise stationary. In this work we use a von Mises distribution and a Log-normal distribution in order to model sensor data with distributions having a physical...
This paper describes the first trial of implementation of generalized unitary Jacobi-like rotation (device is called as EGURM-rotator, further as rotator) into Altera's FPGA. Basics and examples of the generalized rotation matrix are given. Algorithms for implementation of parametrical rotator are provided. Architectures of rotator are briefly described. Different rotator versions are compared by...
'Separation of concerns' in the field of software engineering has been an important issue for quite some time. And this issue is very much related to aspect oriented software development. This is so because aspects happen to be certain concerns that get interleaved with the core-functionalities in such a way that they become inseparable. As a result of which the coder, who is supposed to be concerned...
Although there are some recent characterizations of Multivariate Gauss Markov-Random Field (MGMRF) models, these are limited to cases where the interaction matrix coefficients are modeled with some special form. We extend the modeling and parameter estimation for the interaction matrix coefficients for a general anisotropic MGMRF. Although the MGMRF is a natural generalization of its univariate counterpart,...
Recursive moment computation for RCL interconnect trees is reformulated in a novel symbolic representation. A hybrid data structure consisting of a capacitor tree and a multi-root binary decision diagram, both isomorphic to the circuit topology, is constructed for this symbolic representation. Moments up to any order can be computed more efficiently by this representation. Derivatives of high-order...
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