An Agent-based System for Issuing Stock Trading Signals

The evolution of the Internet of Things (IoT) has promoted the prevalence of the financial industry as a variety of stock prediction models have been able to accurately predict various IoT‐based financial services. In practice, it is crucial to obtain relatively accurate stock trading signals. Considering various factors, finding profitable stock trading signals is very attractive to investors, but it is also not easy. In the past, researchers have been devoted to the study of trading signals. A genetic algorithm (GA) is often used to find the optimal solution. In this study, a long short‐term (LSTM) memory neural network is used to study stock price fluctuations, and then, genetic algorithms are used to obtain appropriate trading signals. A genetic algorithm is a search algorithm that solves optimization. In this paper, the optimal threshold is found to determine the trading signal. In addition to trading signals, a suitable trading strategy is also crucial. In addition, this research uses the Kelly criterion for fund management; that is, the Kelly criterion is used to calculate the optimal investment score. Effective capital management can not only help investors increase their returns but also help investors reduce their losses.

Volkswagen vs. Porsche: A Power-Index Analysis

Artificial intelligence has been applied in wildfire science and management since the 1990s, with early applications including neural networks and expert systems. Since then, the field has rapidly progressed congruently with the wide adoption of machine learning (ML) methods in the environmental sciences. Here, we present a scoping review of ML applications in wildfire science and management. Our overall objective is to improve awareness of ML methods among wildfire researchers and managers, as well as illustrate the diverse and challenging range of problems in wildfire science available to ML data scientists. To that end, we first present an overview of popular ML approaches used in wildfire science to date and then review the use of ML in wildfire science as broadly categorized into six problem domains, including (i) fuels characterization, fire detection, and mapping; (ii) fire weather and climate change; (iii) fire occurrence, susceptibility, and risk; (iv) fire behavior prediction; (v) fire effects; and (vi) fire management. Furthermore, we discuss the advantages and limitations of various ML approaches relating to data size, computational requirements, generalizability, and interpretability, as well as identify opportunities for future advances in the science and management of wildfires within a data science context. In total, to the end of 2019, we identified 300 relevant publications in which the most frequently used ML methods across problem domains included random forests, MaxEnt, artificial neural networks, decision trees, support vector machines, and genetic algorithms. As such, there exists opportunities to apply more current ML methods — including deep learning and agent-based learning — in the wildfire sciences, especially in instances involving very large multivariate datasets. We must recognize, however, that despite the ability of ML models to learn on their own, expertise in wildfire science is necessary to ensure realistic modelling of fire processes across multiple scales, while the complexity of some ML methods such as deep learning requires a dedicated and sophisticated knowledge of their application. Finally, we stress that the wildfire research and management communities play an active role in providing relevant, high-quality, and freely available wildfire data for use by practitioners of ML methods.

This paper describes an autonomous adaptive agent model of the UK market in electricity, where the agents represent electricity generating companies. We briefly describe the UK market in electricity generation, then detail the simplifications we have made. Our current model consists of a single adaptive agent bidding against several non-adaptive agents. The adaptive agent uses a hierarchical agent structure with two Learning Classifier Systems to evolve market bidding rules to meet two objectives. We detail how the agent interacts with its environment, the particular problems this environment presents to the agent and the agent and classifier architectures we used in our experiments. We present the results and conclude that using our structure can improve performance.

Inspired by the work of Elaine Aron, in this paper a human-like adaptive computational agent model of the internal processes of a highly sensitive person (HSP) is presented. This agent model was used to get a better understanding of what goes wrong in these internal processes once this person gets upset. A scenario is addressed where a highly sensitive person will get upset by an external stimulus and will not be able to calm down by herself. Yet in a social context the interaction with a second person (without high sensitivity) will calm the HSP down, thus contributing to regulation. To obtain an adaptive model a Hebbian learning connection was integrated. During interaction with a second person this Hebbian learning link will become stronger, which makes it possible for a HSP to become independent after some time and be able to regulate upsetting external stimuli all by herself.

In recent years, the topic of emotion reading has increasingly received attention from researchers in Cognitive Science and Artificial Intelligence. To study this phenomenon, in this paper an adaptive agent model is presented with capabilities to interpret another agent’s emotions. The presented agent model is based on recent advances in neurological context. First a non-adaptive agent model for emotion reading is described involving (preparatory) mirroring body states of the other agent. Here emotion reading is modelled taking into account the Simulation Theory perspective as known from the literature, involving the own body states and emotions in reading somebody else’s emotions. This models an agent that first develops the same feeling, and after feeling the emotion imputes it to the other agent. Next the agent model is extended to an adaptive model based on a Hebbian learning principle to develop a direct connection between a sensed stimulus concerning another agent’s body state (e.g., face expression) and the emotion recognition state. In this adaptive agent model the emotion is imputed to the other agent before it is actually felt. The agent model has been designed based on principles of neural modelling, and as such has a close relation to a neurological realisation.Keywordsagent modelemotion readingcognitivetheory of mindadaptive

Maintenance accounts for a major cost of software development. The design of software systems from the very beginning phase to achieve adaptive behaviour should, therefore, be recognised of its importance in practice. Adaptive Agent Model (AAM) is aimed towards this end via using Agent-oriented Model-Driven Architecture. Models are derived from requirements and reconfigured continuously by domain experts to reflect changing business needs. Agents interpret these models, at runtime, to choose alternative partners in collaboration or reusable components in computation, in an adaptive manner. Adopting an event-driven architecture at runtime, AAM has its agents and knowledge-based control readily applicable to robots and their on-board control extension. The paper describes work towards this goal and ultimately, this will demonstrate the feasibility of AAM in software adaptivity via the robot platform, and also help to achieve robot adaptivity through corresponding AAM support.

Conversational agents have been widely adopted in dialogue systems for various business purposes. Many existing conversational agents are rule-based and require significant human intervention to adapt the knowledge and conversational flow. In this paper, we propose a graph-based adaptive conversational agent model which is capable of learning knowledge from human beings and adapting the knowledge-base according to human-agent interactions. Studies to evaluate the proposed model are conducted and presented, which compare the responses from the proposed adaptive agent model and a conventional agent.

As one of the most commonly used data types, methods in testing or designing a trial for binary endpoints from two independent populations are still being developed until recently. However, the power and the minimum required sample size comparisons between different tests may not be valid if their type I errors are not controlled at the same level. In this article, we unify all related testing procedures into a decision framework, including both frequentist and Bayesian methods. Sufficient conditions of the type I error attained at the boundary of hypotheses are derived, which help reduce the magnitude of the exact calculations and lay out a foundation for developing computational algorithms to correctly specify the actual type I error. The efficient algorithms are thus proposed to calculate the cutoff value in a deterministic decision rule and the probability value in a randomized decision rule, such that the actual type I error is under but closest to, or equal to, the intended level, respectively. The algorithm may also be used to calculate the sample size to achieve the prespecified type I error and power. The usefulness of the proposed methodology is further demonstrated in the power calculation for designing superiority and noninferiority trials.

Simple SummaryMachine learning (ML) offers new approaches for analyzing data and is particularly interesting for large datasets. Dairy farmers implement a wide range of sensors, which create large amounts of data, in farming. Therefore, they offer an interesting area for data-driven research. In this review, we show how ML methods have already been used in the scientific literature and describe the potential that these may offer for the future. We found that ML methods were applied to predict data in a variety of areas in dairy farming such as milk yield or energy consumption; however, larger integrated datasets are required to improve the reliability of the algorithms developed.Dairy farmers use herd management systems, behavioral sensors, feeding lists, breeding schedules, and health records to document herd characteristics. Consequently, large amounts of dairy data are becoming available. However, a lack of data integration makes it difficult for farmers to analyze the data on their dairy farm, which indicates that these data are currently not being used to their full potential. Hence, multiple issues in dairy farming such as low longevity, poor performance, and health issues remain. We aimed to evaluate whether machine learning (ML) methods can solve some of these existing issues in dairy farming. This review summarizes peer-reviewed ML papers published in the dairy sector between 2015 and 2020. Ultimately, 97 papers from the subdomains of management, physiology, reproduction, behavior analysis, and feeding were considered in this review. The results confirm that ML algorithms have become common tools in most areas of dairy research, particularly to predict data. Despite the quantity of research available, most tested algorithms have not performed sufficiently for a reliable implementation in practice. This may be due to poor training data. The availability of data resources from multiple farms covering longer periods would be useful to improve prediction accuracies. In conclusion, ML is a promising tool in dairy research, which could be used to develop and improve decision support for farmers. As the cow is a multifactorial system, ML algorithms could analyze integrated data sources that describe and ultimately allow managing cows according to all relevant influencing factors. However, both the integration of multiple data sources and the obtainability of public data currently remain challenging.

Technology Focus Machine-learning methods have gained tremendous attention in the last decade. These methods are tackling and solving complex problems with impressive results in many different areas. Buzzwords such as “big data” and “deep learning” are now part of our everyday vocabulary. The underlying idea behind machine learning is that computers can identify patterns and learn from data with minimal human intervention. This is not very different from the notion of automatic history matching. Actually, the similarities are more profound: Both machine learning and history-matching methods use the same mathematical tools, such as linear algebra, optimization, Bayesian inference, and Monte Carlo sampling. In fact, I believe that machine learning is a natural research direction to improve our current history-matching methods. At this point, some readers must be thinking about the risks of automated processes. They may very well claim that there are no surrogates for experience, a thorough understanding of the reservoir production mechanisms, and attention to the practical aspects and limitations of the models. After all, if machines can learn, humans can think. I am not trying to say otherwise. My only point is that we cannot ignore the recent developments in machine learning and we must not turn a blind eye to what computer-aided strategies can offer. If used responsibly, they can help us achieve better results in less time. To conclude, I would like to point out that machine-learning methods may also find very interesting applications in data-driven production forecasts. In fact, data-driven methods are not new in the petroleum literature; see, for example, decline-curve analysis. These methods are used currently as complements (and often alternatives) to model-driven approaches. Machine-learning methods have much to offer in this regard, especially in cases with an abundance of data. Recommended additional reading at OnePetro: www.onepetro.org. SPE 191473 An Automatic History-Matching Work Flow for Unconventional Coupling MCMC and Nonintrusive EDFM Methods by Wei Yu, The University of Texas at Austin, et al. SPE 191516 Robust Uncertainty Quantification Through Integration of Distributed Gauss-Newton Optimization With Gaussian Mixture Modeling and Parallelized Sampling Algorithms by Guohua Gao, Shell, et al. SPE 191655 An Efficient Probabilistic Assisted History-Matching Tool Using Gaussian Process Proxy Models: Application to Coalbed Methane Reservoir by Sachin Rana, The Pennsylvania State University, et al.

The routine monitoring of eutrophication is an important measure for observing the variation in water quality and protecting the ecological health of lakes. However, in situ information reflects eutrophication levels within a limited distance and period. In this study, we retrieved the trophic level index (TLI) based on Landsat 8 remote sensing images and using a machine learning (ML) method in Liangzi Lake in Hubei Province, China. The results showed that random forest (RF) outperformed other ML algorithms in estimating the TLI, evaluated by its higher fitness through the Monte Carlo method (median values of R2, RMSE, and MAE are 0.54, 0.047, and 0.037, respectively). In general, 8% of the areas of Liangzi Lake presented an increasing eutrophication level from 2014 to 2022, and 20.1% of the areas reached a mild eutrophication level in 2022. In addition, we found that temperature and anthropogenic activities may impact the eutrophication conditions of the lake. This work uses remote sensing imagery and a ML method to monitor the dynamics of the lake’s eutrophication status, thereby providing a valuable reference for pollution control measures and enhancing the efficiency of water resource management.

A special issue on ‘the emergence of language: neural and adaptive agent models’

This paper presents the population-based sampling genetic algorithm, which allows for discrete design optimization under uncertainty. The population-based sampling approach uses the genetic algorithm population to provide samples for the probabilistic evaluation of aggregate uncertain constraint or objective functions. In population-based sampling, large numbers of samples are accumulated to evaluate the fitness values of good designs during the genetic algorithm run, whereas the computational cost spent on designs with poor fitness is minimal. Using Monte Carlo sampling with a genetic algorithm for optimization under uncertainty is a currently accepted approach; however, this approach incurs a large computational cost. In this paper, the genetic algorithm with population-based sampling generates solutions to a discrete optimization problem under uncertainty associated with a commercial satellite design that was solved in previous work via a genetic algorithm with Monte Carlo sampling. The genetic algorithm with population-based sampling and genetic algorithm with Monte Carlo sampling approaches are compared in terms of efficiency (computational cost) and effectiveness (solution quality). The comparison also examines the scalability of the algorithms' performance when solving three additional problem sizes. Furthermore, two population-based sampling variants are introduced, namely, the variable population-based sampling approach, which combines the concepts of population-based sampling and Monte Carlo sampling, and the generalized population-based sampling approach, which removes the restriction in population-based sampling that the uncertain parameters associated with the design variables all have Gaussian probability distributions.

A combined Monte Carlo (MC) simulation and Genetic Algorithm (GA) method was proposed by other researchers for the optimisation of spare parts allocation. From case studies, it was found that the number of simulation trials of the existing method tended to be either excessive or inadequate. Thus, a simulation replication number control method making full use of the advance simulation effort is proposed and implemented into the existing method. A numerical example shows significant improvement on overall simulation efficiency and that at the same time the required accuracy is guaranteed. Furthermore, it is argued that application-specific knowledge should be embedded into the general GA procedure so that the evolution process can be more efficient. Heuristic methods for initial population preparation for GA with and without considering component cost difference are proposed and illustrated for spare parts allocation. A computing experiment was designed and performed to examine the influence of parameters for replication number control and initial population preparation. The generation of availability–cost curve further indicates the necessity to adopt heuristic methods to improve searching efficiency in GA.