arXiv subjects

Ajith Abraham

Publications and source records attributed to Ajith Abraham.

59 records · Page 4Linked to original sources

arXiv2004

Modeling Chaotic Behavior of Stock Indices Using Intelligent Paradigms

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and soft computing techniques. To demonstrate the different techniques, we considered Nasdaq-100 index of Nasdaq Stock MarketS and the S&P CNX NIFTY stock index. We analyzed 7 year's Nasdaq 100 main index values and 4 year's NIFTY index values. This paper investigates the development of a reliable and efficient technique to model the seemingly chaotic behavior of stock markets. We considered an artificial neural network trained using Levenberg-Marquardt algorithm, Support Vector Machine (SVM), Takagi-Sugeno neuro-fuzzy model and a Difference Boosting Neural Network (DBNN). This paper briefly explains how the different connectionist paradigms could be formulated using different learning methods and then investigates whether they can provide the required level of performance, which are sufficiently good and robust so as to provide a reliable forecast model for stock market indices. Experiment results reveal that all the connectionist paradigms considered could represent the stock indices behavior very accurately.

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arXiv2004

Hybrid Fuzzy-Linear Programming Approach for Multi Criteria Decision Making Problems

The purpose of this paper is to point to the usefulness of applying a linear mathematical formulation of fuzzy multiple criteria objective decision methods in organising business activities. In this respect fuzzy parameters of linear programming are modelled by preference-based membership functions. This paper begins with an introduction and some related research followed by some fundamentals of fuzzy set theory and technical concepts of fuzzy multiple objective decision models. Further a real case study of a manufacturing plant and the implementation of the proposed technique is presented. Empirical results clearly show the superiority of the fuzzy technique in optimising individual objective functions when compared to non-fuzzy approach. Furthermore, for the problem considered, the optimal solution helps to infer that by incorporating fuzziness in a linear programming model either in constraints, or both in objective functions and constraints, provides a similar (or even better) level of satisfaction for obtained results compared to non-fuzzy linear programming.

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arXiv2004

A Comparative Study of Fuzzy Classification Methods on Breast Cancer Data

In this paper, we examine the performance of four fuzzy rule generation methods on Wisconsin breast cancer data. The first method generates fuzzy if then rules using the mean and the standard deviation of attribute values. The second approach generates fuzzy if then rules using the histogram of attributes values. The third procedure generates fuzzy if then rules with certainty of each attribute into homogeneous fuzzy sets. In the fourth approach, only overlapping areas are partitioned. The first two approaches generate a single fuzzy if then rule for each class by specifying the membership function of each antecedent fuzzy set using the information about attribute values of training patterns. The other two approaches are based on fuzzy grids with homogeneous fuzzy partitions of each attribute. The performance of each approach is evaluated on breast cancer data sets. Simulation results show that the Modified grid approach has a high classification rate of 99.73 %.

cs.AI↗

arXiv2004

Intelligent Systems: Architectures and Perspectives

The integration of different learning and adaptation techniques to overcome individual limitations and to achieve synergetic effects through the hybridization or fusion of these techniques has, in recent years, contributed to a large number of new intelligent system designs. Computational intelligence is an innovative framework for constructing intelligent hybrid architectures involving Neural Networks (NN), Fuzzy Inference Systems (FIS), Probabilistic Reasoning (PR) and derivative free optimization techniques such as Evolutionary Computation (EC). Most of these hybridization approaches, however, follow an ad hoc design methodology, justified by success in certain application domains. Due to the lack of a common framework it often remains difficult to compare the various hybrid systems conceptually and to evaluate their performance comparatively. This chapter introduces the different generic architectures for integrating intelligent systems. The designing aspects and perspectives of different hybrid archirectures like NN-FIS, EC-FIS, EC-NN, FIS-PR and NN-FIS-EC systems are presented. Some conclusions are also provided towards the end.

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arXiv2004

Evolving a Stigmergic Self-Organized Data-Mining

Self-organizing complex systems typically are comprised of a large number of frequently similar components or events. Through their process, a pattern at the global-level of a system emerges solely from numerous interactions among the lower-level components of the system. Moreover, the rules specifying interactions among the system's components are executed using only local information, without reference to the global pattern, which, as in many real-world problems is not easily accessible or possible to be found. Stigmergy, a kind of indirect communication and learning by the environment found in social insects is a well know example of self-organization, providing not only vital clues in order to understand how the components can interact to produce a complex pattern, as can pinpoint simple biological non-linear rules and methods to achieve improved artificial intelligent adaptive categorization systems, critical for Data-Mining. On the present work it is our intention to show that a new type of Data-Mining can be designed based on Stigmergic paradigms, taking profit of several natural features of this phenomenon. By hybridizing bio-inspired Swarm Intelligence with Evolutionary Computation we seek for an entire distributed, adaptive, collective and cooperative self-organized Data-Mining. As a real-world, real-time test bed for our proposal, World-Wide-Web Mining will be used. Having that purpose in mind, Web usage Data was collected from the Monash University's Web site (Australia), with over 7 million hits every week. Results are compared to other recent systems, showing that the system presented is by far promising.

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