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A game-theoretic based dynamic stock market modeling & solution

A game-theoretic based dynamic stock market modeling & solut...

引用

IEEE International Conference on Systems, Man and Cybernetics

作者： Armin Zeinali Ashkan Rahimi-Kian School of electrical engineering (Control & Intelligent Processing Center of Excellence) University of Tehran Tehran Iran

In this paper, we examine the applicability of genetic algorithm (GA) for solving a non-cooperative stock-market game. We formulate a repeated game where some agents compete with one another to maximize their expected profit/wealth. Each agent estimates the future prices of the trading stocks in order to maximize its expected profit function. Each agent has two actions (selling its own stocks or buying other agents' stocks) for maximizing its expected profit function over time. Our stock-price model is linear, stochastic, and controlled by the agents' actions. We use the GA algorithm for each agent to optimally select its actions (selling or buying stock) in the market. To test our algorithm, we simulate a 4-player stock-market game for one hundred rounds.

关键词： Stock markets Genomics Bioinformatics Stochastic processes Genetic algorithms Optimization methods Game theory Genetic mutations Computational modeling Testing

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Simulation of echo planar imaging in MRI: Application to assessment of field inhomogeneity and chemical shift

Simulation of echo planar imaging in MRI: Application to ass...

引用

International Symposium on Signal processing and Its Applications (ISSPA)

作者： Ali Reza Mohammadi-Nejad Gholam-Ali Hossein-Zadeh Control and Intelligent Processing Center of Excellence School of ECE Faculty of Engineering University of Tehran Iran

In this paper we simulated echo planar imaging (EPI) pulse sequence in 3D SIMRI simulator based on solution of the Bloch equation. The novelty of our work is the modification of simulator to simulate EPI which has a rectilinear trajectory in k-space. In this flexible simulation we assessed the effect of imaging speed (via number of excitations) on the image quality. We also evaluated the effect of static field inhomogeneity and chemical shift for various types of magnetic resonance (MR) pulse sequences, such as spin-echo (SE), gradient-echo (GE) and True fast imaging with steady state precession (True-FISP) and compared them with that of EPI. The results confirm that with increasing number of shots (in multi-shot EPI) increases the image quality and suppresses the effects of disturbances.

关键词： Magnetic resonance imaging Computational modeling Radio frequency Diffusion tensor imaging Magnetic resonance Pulse measurements Chemical processes Equations Image quality Steady-state

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Optimal Tuning of control Systems over Ethernet

Optimal Tuning of Control Systems over Ethernet

引用

Proceedings of the 46th IEEE Conference on Decision and control, Pages 4135-4592

作者： Babak Tavassoli Parviz Jabehdar Maralani Control & Intelligent Processing Center of Excellence School of Electrical Engineering University of Tehran Tehran Iran

ISBN: (纸本)9781424414970;1424414970

In this paper, a networked control system over Ethernet is considered. A precise modeling of the system is presented and effects of using the communication network are probabilistically characterized. The results can be used to study several control performance issues in stochastic setting. In this work, expected value of a quadratic cost is calculated and the result is used for optimal controller tuning during an example. Network traffic is modeled by a Markov chain and it is shown that it has important effects on control performance.

关键词： control systems Ethernet networks control performance networks(communications) Markov chain tuning controller tuning Networked control systems optimal controllers

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License Plate Detection in Complex Scenes based on Improved Gradient and Match Filtering

License Plate Detection in Complex Scenes based on Improved ...

引用

IEEE International Conference on Signal processing and Communications, ICSPC

作者： Mahdy Nabaee G. Ali Hossein-Zadeh Control and Intelligent Processing Center of Excellence School of Electrical and Computer Engineering University of Tehran Tehran Iran

Locating the license plate in the image is a key initial step in automatic License Plate Recognition via machine vision. This step becomes more complicated when the image scene is arbitrary (complex) and the view-angle of camera and luminance conditions are not calibrated and constant. In this paper, a new License Plate Detection method in complex scenes is proposed. After removing regions that have a low probability of being a part of plate we apply a series of match filters on the image. These filters correspond to various (unknown) possible sizes of license. Novel improved Gradient operator improves the performance of the filtering stage. Finally a decision is made based on the faithfulness of candidate regions. This step extracts the plate template. This method was applied on 80 gray scale images of complex scene. The positive detection rate of this method was 71% and there was 29% false positive detection.

关键词： Licenses Layout Matched filters Image edge detection Filtering intelligent control Cameras Signal processing Automatic control Process control

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Smoothing-Spline based Strain Estimation in Ultrasound Elastography

Smoothing-Spline based Strain Estimation in Ultrasound Elast...

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IEEE International Conference on Signal processing and Communications, ICSPC

作者： A. Khadem S. K. Setarehdan Control and Intelligent Processing Center of Excellence Faculty of Electrical and Computer Engineering University of Tehran Tehran Iran

In ultrasound elastography, the strains in the axial direction are usually calculated by applying gradient operator on the estimated axial displacements. Unfortunately, the direct gradient operation also amplifies the noises. In this paper a novel smoothing-spline based strain estimation (SSSE) method for estimating the distribution of the soft tissue axial strains from displacement estimates is presented. First, a cubic smoothing-spline is estimated to approximate the axial displacements and then axial strains are calculated as derivative of the estimated spline. The simulation and experimental results showed that the new method can improve the elastographic contrast-to-noise ratio (CNR e ) and signal-to-noise ratio (SNR e ) of the estimated elastogram without sacrificing spatial resolution or being very time consuming.

关键词： Capacitive sensors Ultrasonic imaging Biological tissues Spatial resolution Noise reduction Signal to noise ratio Curve fitting Signal processing Displacement control Strain control

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Modulation identification using combined classifiers and co-evolution of classifiers and tests

Modulation identification using combined classifiers and co-...

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International Conference on Information Fusion

作者： M. Mirmomeni B. Moshiri C. Lucas Control and Intelligent Processing Center of Excellence Electrical and Computer Engineering Department University of Tehran Tehran Iran

ISBN: (纸本)9780662478300;0662478304

Nowadays, there are considerable attentions to combined classifier. Recently, the focus has been shifting from practical heuristic solutions of combination methods to give a methodological way of design. In this study a co-evolutionary algorithm is presented for this purpose. The algorithm synthesizes an explicit classifier directly from bserved data produced by intelligently generated tests. The algorithm is composed of two co-evolving populations; one population evolves candidate classifiers. The second population evolves informative tests that either extract new information from the pattern or elicit desirable behavior from it The fitness of candidate classifiers is their ability to classify in response to all tests carried out so far; the fitness of candidate tests is their ability to make the classifiers disagree in their classifications. The generality of this modeling-evaluation algorithm is demonstrated by applying the chosen classifier of this algorithm to identify modulation methods and results depict the power of this algorithm.

关键词： Testing Process control intelligent control Pattern recognition Inference algorithms Evolutionary computation Focusing Design methodology Data mining Power generation

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Fuzzy-model-based exponentially stabilizing perturbed nonlinear systems in the presence of modeling error

Fuzzy-model-based exponentially stabilizing perturbed nonlin...

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IEEE International Conference on Systems, Man and Cybernetics

作者： Farshad Shirani Mohammad Javad Yazdanpanah Babak Nadjar Araabi Control and Intelligent Processing Center of Excellence School of Electrical and Computer Eng University of Tehran Tehran Iran

This paper presents a systematic design procedure of fuzzy controllers for exponentially stabilizing affine nonlinear systems, which are subject to vanishing perturbations. The modeling error, as a key factor in the validity of the stability analysis is also taken into consideration. A unified framework is presented, dealing with the modeling error as the system perturbation. It is shown that the constraints imposed on the modeling error are always satisfied for affine nonlinear systems, when they are modeled by Takagi-Sugeno fuzzy model through currently available methods. The constraints required to guarantee the exponential stability of the original nonlinear system and design the controller are transformed into LMIs. Finally, the way to utilize the presented method for a stabilizing problem is demonstrated using two examples.

关键词： Nonlinear systems Fuzzy systems Nonlinear control systems Stability analysis Fuzzy control control systems Closed loop systems Automatic control Robust control Uncertainty

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Architecture design of an intelligent information fusion agent for information retrieval from dynamic environments

Architecture design of an intelligent information fusion age...

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International Conference on Information Fusion

作者： Kaveh Kavousi Behzad Moshiri Control and Intelligent Processing Center of Excellence (CIPCE) School of Electrical and Computer Engineering University of Tehran Tehran Iran

ISBN: (纸本)9780662478300;0662478304

Nowadays, the need for intelligent software systems as personal meta search engines which are capable of supplying user by needed information from massive information resources is sensible. Moreover, the current tools have many deficiencies. In a meta search engine, proper queries based upon user's interests are sent to different search engines (or in general, information servers). Then, the returned results are refined and made available for the user based on their priorities. On the same direction in this study we try to design, implement and examine a complete architecture for a customized software intelligent agent which is able to retrieve information from multiple sources based on user interests. The designed architecture is able to use information fusion methods to achieve this goal. Here, the OWA, which is a member of the fuzzy integral operators family, has been used. This agent performs fusion in data, feature, and decision levels. Also the agent is able to extract the behavioral model of each information server against various subjective clusters to increase the intelligence of searching methods and obtain higher quality results in searching process.

关键词： intelligent agent Information retrieval Computer architecture Search engines Metasearch intelligent systems Software systems Information resources Open wireless architecture Data mining

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Learning Cooperative Object Pushing with Variable Contact Point

Learning Cooperative Object Pushing with Variable Contact Po...

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2007 IEEE/ASME International Conference on Advanced intelligent Mechatronics, Pages 805-1210

作者： Abdol Hossein Aminaiee Majid Nili Ahmadabadi Robotics and AI Laboratory Control and Intelligent Processing Center of Excellence Department of Electerical and Computer Engineering University of Tehran

ISBN: (纸本)9781424412631;1424412633

Learning in multi-agent environments where each agent's action directly affects other agents would be an important matter and a complicated task. To reduce the learning time and simplifying the learning process, it is suitable to learn individual skills and then provide cooperation and coordination utilizing the learned individual skills. In the approach proposed in this paper, agents benefit from their individual knowledge obtained in the individual learning phase to cooperate with other agents. Cooperative object pushing system is used as a testbed to our proposed method where cooperation and coordination between agents are needed in these systems. Agents independently learn to push the object to the target by using the proposed fuzzy reinforcement learning method. Agents attain their cooperative behaviors properly making use of the coded knowledge in the Q-table. Simulation and experimental results show that by interpreting the knowledge in the Q-table, agents can achieve high level behaviors with a high degree of cooperation.

关键词： Agents Learning Point contacts pushing variable contact

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Manipulation by Juggling of Planar Polygonal Objects Using Two 3-DOF Manipulators

Manipulation by Juggling of Planar Polygonal Objects Using T...

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2007 IEEE/ASME International Conference on Advanced intelligent Mechatronics, Pages 805-1210

作者： Adel Akbarimajd Majid Nili Ahmadabadi Control and Intelligent Processing Center of Excellence Robotics and AI Lab. ECE Department University of Tehran Iran

ISBN: (纸本)1424412633

Dynamic object manipulation of planar polygonal objects using two 3-DOF planar manipulators is studied. The object rests on the palm of a manipulator and the manipulator throws the object into kinematical workspace of the other one. The second manipulator catches the object and carries it into the goal configuration. Manipulation task is modeled and dynamic grasp condition is obtained for the instances that the manipulators carry the object on their palms. In addition, a manipulation planning strategy is devised. The planning strategy uses time of free flight as a free parameter to determine the throw and catch states. Proposed manipulation method is verified by a set of simulations in ADAMS+SIMULINK.

关键词： Nonprehensile Manipulation Dynamic object manipulation Multirobot object manipulation Juggling

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