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A Fast, Efficient Technique for Finding a Path through Multiple Destinations

A Fast, Efficient Technique for Finding a Path through Multi...

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IEEE International Conference on Electro Information technology (EIT)

作者： Das, Siddharth Evergreen Valley High Sch San Jose CA 95135 USA

ISBN: (纸本)9781509047673

In a real world situation, employees of different companies or organizations often need to travel to multiple destinations without passing through the same place twice. However, the problem of identifying an efficient path to travel through multiple destinations can be extremely difficult and time-consuming. In this work, I propose an algorithm to find an efficient path in real world scenarios, within a short amount of time. This heuristic uses Dijkstra's algorithm to find different paths between pairs of destinations and then determines the efficiency of each path. It runs in a recursive manner until it covers all of the destinations, including returning back to the starting location. With that, the algorithm creates an efficient path through all of the destinations. As a result, this approach allows people and organizations to save time, and money which could be used in other places. In order to test how beneficial this technique is, I have run several sample test situations involving between 5 and 50 destinations. My data shows that the algorithm produces an efficient path within 20 to 150 seconds, depending on the number of destinations. Since it requires very little time and knowledge, this approach will be quite appealing and useful to the companies and organizations.

关键词： Algorithms and Theory Computational Intelligence Systems and Software Engineering computing in management technology

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A Volatility-driven Stock Trading Framework based on Automated, Short-term Recommendation Method 7

A Volatility-driven Stock Trading Framework based on Automat...

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7th IEEE Annual computing and Communication Workshop and Conference (IEEE CCWC)

作者： Das, Siddharth Evergreen Valley High Sch San Jose CA 95135 USA

ISBN: (纸本)9781509042289

In modern economy, investment in the stock market is a key strategy for growing wealth. With the high volatility in the stock market, there is a strong need for investment techniques to exploit the high volatility in the market. In this work, we propose a volatility-driven, medium-frequency stock trading framework. Our primary goal is to capitalize on little fluctuations that occur in individual stock prices in one day or within a span of few days. In our suggested framework, we perform a price-analysis in the morning, after the stock market opens and decide whether to purchase a given stock. Then, towards the end of the trading day, we perform another type of analysis to decide whether any specific stock form the portfolio should be sold. We have evaluated the effectiveness and performance of our proposed approach on all the 30 stocks of Dow Jones Industrial Average and on the portfolio of Warren Buffet, as of mid-2016. We compared the return obtained from our investment approach against the return obtained from the traditional long term buy-and-hold investment strategy. Our experimental data-set indicates that our approach produces 38% to 118% more profit, on an average. This proposed methodology is practical and extremely easy to use. Since it requires very little time and knowledge, this approach will be quite appealing and useful to the common investors.

关键词： Algorithms and Theory Computational Intelligence Systems and Software Engineering computing in management technology Pattern Recognition and Analysis Self-organization self-stabilization and autonomic computing

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