1 Adaptive Technical Analysis in the Financial Markets Using Machine Learning: a Statistical View |
|
|
David Edelman and Pam Davy |
|
|
|
1.1 'Technical Analysis' in Finance: a Brief Background |
|
|
1 | (1) |
|
1.2 The 'Moving Windows' Paradigm |
|
|
2 | (1) |
|
1.3 Post-Hoc Performance Assessment |
|
|
3 | (4) |
|
1.3.1 The Effect of Dividends |
|
|
5 | (1) |
|
1.3.2 Transaction Costs Approximations |
|
|
6 | (1) |
|
|
7 | (3) |
|
1.5 Support-Vector Machines |
|
|
10 | (2) |
|
|
12 | (2) |
|
|
14 | (1) |
|
|
15 | (2) |
2 Higher Order Neural Networks for Satellite Weather Prediction |
|
|
Ming Zhang and John Fulcher |
|
|
|
|
17 | (1) |
|
2.2 Higher Order Neural Networks |
|
|
18 | (15) |
|
2.2.1 Polynomial Higher-Order Neural Networks |
|
|
20 | (3) |
|
2.2.2 Trigonometric Higher-Order Neural Networks |
|
|
23 | (7) |
|
Output Neurons in THONN Model#1 |
|
|
24 | (3) |
|
Second Hidden Layer Neurons in THONN Model#l |
|
|
27 | (3) |
|
First Hidden Layer Neurons in THONN Model#1 |
|
|
30 | (1) |
|
2.2.3 Neuron-Adaptive Higher-Order Neural Network |
|
|
30 | (3) |
|
2.3 Artificial Neural Network Groups |
|
|
33 | (2) |
|
|
33 | (1) |
|
2.3.2 PHONN, THONN & NAHONN Groups |
|
|
34 | (1) |
|
2.4 Weather Forecasting & ANNs |
|
|
35 | (1) |
|
2.5 HONN Models for Half-hour Rainfall Prediction |
|
|
36 | (3) |
|
|
36 | (1) |
|
|
37 | (1) |
|
|
38 | (1) |
|
2.5.4 Satellite Rainfall Estimation Results |
|
|
38 | (1) |
|
2.6 ANSER System for Rainfall Estimation |
|
|
39 | (8) |
|
|
40 | (1) |
|
|
41 | (2) |
|
2.6.3 Reasoning Network Based on ANN Groups |
|
|
43 | (2) |
|
2.6.4 Rainfall Estimation Results |
|
|
45 | (2) |
|
|
47 | (1) |
|
|
47 | (1) |
|
|
47 | (4) |
|
Appendix-A Second Hidden Layer (multiply) Neurons |
|
|
51 | (3) |
|
Appendix-B First Hidden Layer Neurons |
|
|
54 | (5) |
3 Independent Component Analysis |
|
|
|
|
|
59 | (1) |
|
3.2 Independent Component Analysis Methods |
|
|
60 | (15) |
|
3.2.1 Basic Principles and Background |
|
|
60 | (2) |
|
3.2.2 Mutual Information Methods |
|
|
62 | (2) |
|
3.2.3 InfoMax ICA Algorithm |
|
|
64 | (1) |
|
3.2.4 Natural/Relative Gradient Methods |
|
|
65 | (1) |
|
|
66 | (1) |
|
3.2.6 Adaptive Mutual Information |
|
|
66 | (2) |
|
3.2.7 Fixed Point ICA Algorithm |
|
|
68 | (1) |
|
3.2.8 Decorrelation and Rotation Methods |
|
|
69 | (2) |
|
3.2.9 Comon Decorrelation and Rotation Algorithm |
|
|
71 | (1) |
|
3.2.10 Temporal Decorrelation Methods |
|
|
71 | (1) |
|
3.2.11 Molgedey and Schuster Temporal Correlation Algorithm |
|
|
72 | (1) |
|
3.2.12 Spatio-temporal ICA Methods |
|
|
73 | (1) |
|
3.2.13 Cumulant Tensor Methods |
|
|
74 | (1) |
|
3.2.14 Nonlinear Decorrelation Methods |
|
|
75 | (1) |
|
|
75 | (1) |
|
3.3.1 Guidelines for Applications of ICA |
|
|
75 | (1) |
|
3.3.2 Biomedical Signal Processing |
|
|
76 | (1) |
|
3.3.3 Extracting Speech from Noise |
|
|
77 | (1) |
|
3.3.4 Unsupervised Classification Using ICA |
|
|
78 | (1) |
|
3.3.5 Computational Finance |
|
|
81 | (2) |
|
3.4 Open Problems for ICA Research |
|
|
83 | (2) |
|
|
85 | (1) |
|
|
86 | (9) |
|
Appendix - Selected ICA Resources |
|
|
95 | (2) |
4 Regulatory Applications of Artificial Intelligence |
|
|
|
|
|
97 | (1) |
|
4.2 Solution Spaces, Data and Mining |
|
|
98 | (4) |
|
4.3 Artificial Intelligence in Context |
|
|
102 | (2) |
|
4.4 Anomaly Detection: ANNs for Prediction/Classification |
|
|
104 | (1) |
|
4.4.1 Training to Classify on Spare Data Sets |
|
|
105 | (1) |
|
4.4.2 Training to Predict on Dense Data Sets |
|
|
106 | (1) |
|
4.4.3 Feature Selection for and Performance of Anomaly Detection Suites |
|
|
109 | (1) |
|
4.4.4 Interpreting Anomalies |
|
|
113 | (1) |
|
4.4.5 Other Approaches to Anomaly Detection |
|
|
115 | (1) |
|
4.4.6 Variations of BackProp' ANNs for Use with Complex Data Sets |
|
|
120 | (1) |
|
4.5 Formulating Expert Systems to Identify Common Events of Interest |
|
|
121 | (9) |
|
|
130 | (1) |
|
|
130 | (1) |
|
|
130 | (3) |
5 An Introduction to Collective Intelligence |
|
|
|
|
5.1 Collective Intelligence |
|
|
133 | (1) |
|
5.1.1 A Simple Example of Stigmergy at Work |
|
|
134 | (2) |
|
5.2 The Power of Collective Action |
|
|
136 | (2) |
|
|
138 | (1) |
|
5.3.1 Optimisation in General |
|
|
138 | (1) |
|
5.3.2 Shades of Optimisation |
|
|
139 | (1) |
|
5.3.3 Exploitation versus Exploration |
|
|
139 | (1) |
|
5.3.4 Example of Common Optimisation Problems |
|
|
140 | (1) |
|
|
140 | (1) |
|
|
140 | (1) |
|
|
141 | (1) |
|
Multi-Component Optimisation |
|
|
141 | (1) |
|
5.4 Ant Colony Optimisation |
|
|
141 | (1) |
|
5.4.1 Ant Systems - the Basic Algorithm |
|
|
143 | (22) |
|
|
143 | (1) |
|
|
144 | (1) |
|
5.4.3 Ant Multi-Tour System (AMTS) |
|
|
145 | (1) |
|
5.4.4 Limiting the Pheromone Density - the Max-Min Ant System |
|
|
145 | (1) |
|
5.4.5 An Example: Using Ants to Solve a (simple) TSP |
|
|
146 | (8) |
|
5.4.6 Practical Considerations |
|
|
154 | (1) |
|
5.4.7 Adding a Local Heuristic |
|
|
155 | (2) |
|
|
157 | (1) |
|
|
158 | (4) |
|
An Example of Sorting Using ACO |
|
|
162 | (3) |
|
5.5 Particle Swarm Optimisation |
|
|
165 | (1) |
|
5.5.1 The Basic Particle Swarm Optimisation Algorithm |
|
|
165 | (1) |
|
5.5.2 Limitations of the Basic Algorithm |
|
|
166 | (1) |
|
5.5.3 Modifications to the Basic PSO Algorithm |
|
|
167 | (12) |
|
|
167 | (1) |
|
The Problem of a finite t |
|
|
168 | (1) |
|
Aggressively Searching Swarms |
|
|
168 | (1) |
|
Adding Memory to Each Particle |
|
|
169 | (1) |
|
|
170 | (1) |
|
5.5.5 Solving TSP Problems Using PSO |
|
|
171 | (1) |
|
|
172 | (3) |
|
5.5.6 Practical Considerations |
|
|
175 | (1) |
|
5.5.7 Scalability and Adaptability |
|
|
176 | (1) |
|
|
177 | (2) |
6 Where are all the Mobile Robots? |
|
|
|
|
|
179 | (2) |
|
6.2 Commercial Applications |
|
|
181 | (1) |
|
|
182 | (1) |
|
6.2.2 Robot Vacuum Cleaners |
|
|
183 | (1) |
|
|
187 | (1) |
|
6.2.4 Robot Pool Cleaners |
|
|
189 | (1) |
|
6.2.5 Robot People Transporter |
|
|
191 | (1) |
|
|
193 | (1) |
|
|
195 | (1) |
|
6.2.8 Getting a Robot to Market |
|
|
195 | (1) |
|
6.2.9 Wheeled Mobile Robot Research |
|
|
196 | (1) |
|
|
197 | (1) |
|
|
198 | (1) |
|
|
199 | (1) |
|
|
199 | (2) |
7 Building Intelligent Legal Decision Support Systems: Past Practice and Future Challenges |
|
|
|
|
|
201 | (1) |
|
7.1.1 Benefits of Legal Decision Support Systems to the Legal Profession |
|
|
202 | (1) |
|
7.1.2 Current Research in AI and Law |
|
|
204 | (4) |
|
7.2 Jurisprudential Principles for Developing Intelligent Legal Knowledge-Based Systems |
|
|
208 | (1) |
|
7.2.1 Reasoning with Open Texture |
|
|
209 | (1) |
|
7.2.2 The Inadequacies of Modelling Law as a Series of Rules |
|
|
210 | (1) |
|
7.2.3 Landmark and Commonplace Cases |
|
|
211 | (3) |
|
7.3 Early Legal Decision Support Systems |
|
|
214 | (1) |
|
7.3.1 Rule-Based Reasoning |
|
|
214 | (1) |
|
7.3.2 Case-Based Reasoning and Hybrid Systems |
|
|
219 | (1) |
|
7.3.3 Knowledge Discovery in Legal Databases |
|
|
222 | (1) |
|
7.3.4 Evaluation of Legal Knowledge-Based Systems |
|
|
222 | (1) |
|
7.3.5 Explanation and Argumentation in Legal Knowledge-Based Systems |
|
|
231 | (2) |
|
7.4 Legal Decision Support on the World Wide Web |
|
|
233 | (1) |
|
7.4.1 Legal Knowledge on the WWW |
|
|
233 | (1) |
|
|
234 | (1) |
|
7.4.3 Negotiation Support Systems |
|
|
240 | (6) |
|
|
246 | (1) |
|
|
247 | (1) |
|
|
247 | (8) |
8 Forming Human-Agent Teams within Hostile Environments |
|
|
Christos Sioutis, Pierre Urlings, Jeffrey Tweedale, and Nikhil Ichalkaranje |
|
|
|
|
255 | (1) |
|
|
256 | (1) |
|
8.3 Cognitive Engineering |
|
|
257 | (1) |
|
|
258 | (1) |
|
8.4.1 Human-Agent Teaming |
|
|
258 | (1) |
|
|
260 | (2) |
|
8.5 The Research Environment |
|
|
262 | (1) |
|
8.5.1 The Concept of Situational Awareness |
|
|
262 | (1) |
|
8.5.2 The Unreal Tournament Game Platform |
|
|
263 | (1) |
|
|
263 | (1) |
|
8.6 The Research Application |
|
|
264 | (1) |
|
8.6.1 The Human Agent Team |
|
|
264 | (1) |
|
8.6.2 The Simulated World Within Unreal Tournament |
|
|
265 | (1) |
|
8.6.3 Interacting With Unreal Tournament |
|
|
267 | (1) |
|
|
268 | (1) |
|
|
269 | (1) |
|
|
270 | (1) |
|
8.7.1 Wrapping Behaviours in Capabilities |
|
|
271 | (1) |
|
8.7.2 The Exploring Behaviours |
|
|
272 | (1) |
|
8.7.3 The Defending Behaviour |
|
|
273 | (2) |
|
|
275 | (1) |
|
|
276 | (1) |
|
|
276 | (5) |
9 Fuzzy Multivariate Auto-Regression Method and its Application |
|
|
N Arzu Sisman-Yilmaz, Ferda NAlpaslan and Lakhmi C Jain |
|
|
|
|
281 | (1) |
|
|
282 | (1) |
|
|
282 | (1) |
|
9.2.2 Fuzzy Time Series Analysis |
|
|
284 | (1) |
|
9.2.3 Fuzzy Linear Regression (FLR) |
|
|
285 | (1) |
|
|
285 | (1) |
|
Linear Programming Problem |
|
|
285 | (1) |
|
9.3 Fuzzy Multivariate Auto-Regression Algorithm |
|
|
286 | (9) |
|
Example - Gas Furnace Data Processed by MAR |
|
|
287 | (1) |
|
|
288 | (1) |
|
9.3.2 Motivation for FLR in Fuzzy MAR |
|
|
289 | (1) |
|
9.3.3 Fuzzification of Multivariate Auto-Regression |
|
|
290 | (1) |
|
9.3.4 Bayesian Information Criterion in Fuzzy MAR |
|
|
291 | (1) |
|
9.3.5 Obtaining a Linear Function for a Variable |
|
|
292 | (1) |
|
9.3.6 Processing of Multivariate Data |
|
|
293 | (2) |
|
|
295 | (1) |
|
9.4.1 Experiments with Gas Furnace Data |
|
|
295 | (1) |
|
9.4.2 Experiments with Interest Rate Data |
|
|
296 | (1) |
|
9.4.3 Discussion of Experimental Results |
|
|
298 | (1) |
|
|
299 | (1) |
|
|
299 | (2) |
10 Selective Attention Adaptive Resonance theory and Object Recognition |
|
|
Peter Lozo, Jason Westmacott, Quoc V Do, Lakhmi C Jain and Lai Wu |
|
|
|
|
301 | (1) |
|
10.2 Adaptive Resonance Theory (ART) |
|
|
302 | (1) |
|
10.2.1 Limitations of ART's Attentional Subsystem with Cluttered Inputs |
|
|
303 | (2) |
|
10.3 Selective Attention Adaptive Resonance Theory |
|
|
305 | (1) |
|
10.3.1 Neural Network Implementation of SAART |
|
|
306 | (12) |
|
Postsynaptic Cellular Activity |
|
|
309 | (1) |
|
Excitatory Postsynaptic Potential |
|
|
309 | (1) |
|
|
309 | (1) |
|
|
310 | (2) |
|
10.3.2 Translation-invariant 2D Shape Recognition |
|
|
312 | (5) |
|
|
317 | (1) |
|
|
318 | (3) |
Index |
|
321 | |