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ADMIRAL: A data mining based financial trading system

ADMIRAL: A data mining based financial trading system

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1st IEEE Symposium on Computational Intelligence and Data Mining, CIDM 2007

作者： Rachlin, Gil Last, Mark Alberg, Dima Kandel, Abraham Ben-Gurion University of the Negev Department of Information Systems Engineering Beer-Sheva 84105 Israel Dept. of Computer Science and Engineering University of South-Florida Tampa FL 33620 United States

ISBN: (纸本)1424407052

This paper presents a novel framework for predicting stock trends and making financial trading decisions based on a combination of Data and Text Mining techniques. The prediction models of the proposed system are based on the textual content of time-stamped web documents in addition to traditional numerical time series data, which is also available from the Web. The financial trading system based on the model predictions (ADMIRAL) is using three different trading strategies. In this paper, the ADMIRAL system is simulated and evaluated on real-world series of news stories and stocks data using the C4.5 Decision Tree Induction Algorithm. The main performance measures are the predictive accuracy of the induced models and, more importantly, the profitability of each trading strategy using these predictions. © 2007 IEEE.

关键词： Data mining

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Maternal and fetal heart rate extraction from abdominal recordings using multi-scale principal components analysis

Maternal and fetal heart rate extraction from abdominal reco...

引用

29th Annual International Conference of IEEE-EMBS, engineering in Medicine and Biology Society, EMBC'07

作者： Karvounis, Evaggelos C. Fotiadis, Dimitrios I. IEEE Department of Material Science and Engineering Unit of Medical Technology and Intelligent Information Systems University of Ioannina GR 45110 Ioannina Greece Unit of Medical Technology and Intelligent Information Systems Dept. of Computer Science Department University of Ioannina GR 45110 Ioannina Greece

ISBN: (纸本)1424407885

A three-stage methodology for the extraction of maternal and fetal heart rate using abdominal ECG leads, is presented. In the first stage, the maternal R-peaks and fiducial points (maternal QRS onset and offset) are detected, using multiscale principal components analysis (MSPCA) and the Smoothed Nonlinear Energy Operator (SNEO). Maternal fiducial points are used to eliminate the maternal QRS complexes from the abdominal ECG recordings. In the second stage, again MSPCA and SNEO are employed in order to detect the fetal heart beats that do not overlap with the maternal QRSs (eliminated from the first stage). The extraction of the fetal heart rate is accomplished in the last stage, using a histogram based technique in order to identify the positions of the fetal heart beats that overlap with the maternal QRSs. Real signals, recorded from different pregnant women and different weeks of gestation, are used for the evaluation of the proposed methodology and the obtained results indicate high performance (accuracy 95%). © 2007 IEEE.

关键词： Living systems studies

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A metrics tool for multi-language software 11

A metrics tool for multi-language software

引用

11th IASTED International Conference on software engineering and Applications, SEA 2007

作者： Linos, Panos Lucas, Whitney Myers, Sig Maier, Ezekiel Butler University Computer Science and Software Engineering Dept. IndianapolisIN46208 United States Walker Information Inc. 3939 Priority Way South Dr. IndianapolisIN46240 United States

ISBN: (纸本)9780889867055

In this paper, we present a prototype tool that automates the process of detecting, gathering and visualizing multi-language software metrics at an intermediate-language level. More specifically, the current version of our tool focuses on code written using the Microsoft Visual Studio .NET software development environment. It facilitates the process of locating and extracting software metrics found at the MSIL (Microsoft Intermediate Language) level. We illustrate the basic functionality of our tool and we discuss a preliminary case study performed in order to verify its functionality and validate its usefulness. Based on the results of this study, we continue improving the tool. Our broader research goal is to show that complexity analysis of multi-language software, when it is done at an intermediate language level, it can be as effective as when conducted at the level of each individual language. This will eventually eliminate the need for developing different syntax parsers for each programming language used to develop multi-language software. The prototype tool described in this paper is the first step towards accomplishing such an objective.

关键词： software design

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RELT - Visualizing trees on mobile devices

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9th International Conference on Visual information systems, VISUAL 2007

作者： Hao, Jie Zhang, Kang Huang, Mao Lin Dept. of Computer Science Erik Jonsson School of Engineering and Computer Science University of Texas at Dallas Richardson TX 75083-0688 United States Department of Computer Systems Faculty of Information Technology University of Technology Sydney PO Box 123 Broadway NSW 2007 Australia

ISBN: (纸本)9783540764137

The small screens on increasingly used mobile devices challenge the traditional visualization methods designed for desktops. This paper presents a method called "Radial Edgeless Tree" (RELT) for visualizing trees in a 2-dimensional space. It combines the existing connection tree drawing with the space-filling approach to achieve the efficient display of trees in a small geometrical area, such as the screen that are commonly used in mobile devices. We recursively calculate a set of non-overlapped polygonal nodes that are adjacent in the hierarchical manner. Thus, the display space is fully used for displaying nodes, while the hierarchical relationships among the nodes are presented by the adjacency (or boundary-sharing) of the nodes. It is different from the other traditional connection approaches that use a node-link diagram to present the parent-child relationships which waste the display space. The hierarchy spreads from north-west to south-east in a top-down manner which naturally follows the traditional way of human perception of hierarchies. We discuss the characteristics, advantages and limitations of this new technique and suggestions for future research. © Springer-Verlag Berlin Heidelberg 2007.

关键词： Mobile devices

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Pseudo trust: Zero-knowledge based authentication in anonymous peer-to-peer protocols

Pseudo trust: Zero-knowledge based authentication in anonymo...

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21st International Parallel and Distributed Processing Symposium, IPDPS 2007

作者： Lu, Li Han, Jinsong Hu, Lei Huai, Jinpeng Liu, Yunhao Ni, Lionel M. State Key Lab. of Information Security Graduate School Chinese Academy of Sciences Beijing China Dept. of Computer Science and Engineering Hong Kong University of Science and Technology Kowloon Hong Kong School of Computer Science Beihang University Beijing China State Key Lab. of Software Developing Environment Beihang University Beijing China

ISBN: (纸本)1424409101

Most of the current trust models in peer-to-peer (P2P) systems are identity based, which means that in order for one peer to trust another, it needs to know the other peer's identity. Hence, there exists an inherent tradeoff between trust and anonymity. To the best of our knowledge, there is currently no P2P protocol that provides complete mutual anonymity as well as authentication and trust management. We propose a zero-knowledge authentication scheme called Pseudo Trust (PT), where each peer, instead of using its real identity, generates an unforgeable and verifiable pseudonym using a one-way hash function. A novel authentication scheme based on Zero-Knowledge Proof is designed so peers can be authenticated without leaking any sensitive information. With the help of PT, most existing identity-based trust management schemes become applicable in mutual anonymous P2P systems. We analyze the levels of security and anonymity in PT, and evaluate its performance using trace-driven simulations and a prototype implementation. The strengths of Pseudo Trust include the lack of need for a centralized trusted party or CA, high scalability and security, low traffic and cryptography processing overheads, and man-in-middle attack resistance. We aim for the Pseudo Trust design to be included in the P2P trust and anonymity context. © 2007 IEEE.

关键词： Distributed computer systems

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A connection degree-based rough sets model and its application to knowledge reduction

A connection degree-based rough sets model and its applicati...

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SNPD 2007: 8th ACIS International Conference on software engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing

作者： Liuling, Dai Bing, Huang Dongxiao, Yang School of Software Beijing Institute of Technology Beijing 100081 China School of Computer Science and Technology Nanjing Audit University Nanjing 210029 China School of Management and Engineering Nanjing University Nanjing 210093 China Dept. of Information Science and Technology Jining Medical College Jining 272013 China

ISBN: (纸本)0769529097

Knowledge reduction is one of the most important issues in rough sets theory. Many works are related to connection-degree-based rough sets model to treat incomplete information systems. However, the model is not used to knowledge reduction. In this paper, a connection-degree-based rough sets model is proposed and used to knowledge reduction. Two ways for knowledge reduction are proposed and the relationships between them are shown. A knowledge reduction algorithm is also shown for incomplete information systems. The algorithm is based on elementary discernibility matrix and the significance degree of an attribute. Examples are used to show that the validity of the algorithm. © 2007 IEEE.

关键词： Learning algorithms

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Economics-driven software mining

Economics-driven software mining

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1st International Workshop on the Economics of software and Computation, ESC'07

作者： Bahsoon, Rami Emmerich, Wolfgang School of Engineering and Applied Science Computer Sc Aston University Birmingham Aston Triangle B4 7ET Birmingham United Kingdom London Software Systems Dept. of Computer Science University College London Gower Street WC1E 6BT London United Kingdom

ISBN: (纸本)0769529550

Economics-driven software mining (EDSM) sifts through the repository data to extract information that could be useful for reasoning about not only the technical aspects but also the economics properties related to the development and/or evolution of software systems, and in relation to the environments in which they are procured, developed, evolved and used. The objective is to provide the analyst with insights into investment decisions related to the development, maintenance, and evolution of software systems. EDSM can also assist the analyst in resource planning and utilization. In this position paper, we define EDSM, describe possible scenarios for realizing EDSM and highlight some challenges. © 2007 IEEE.

关键词： Data mining

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E-mail Clustering Based on Profile and Multi-attribute Values

E-mail Clustering Based on Profile and Multi-attribute Value...

引用

International Conference on Advanced Language Processing and Web information Technology (ALPIT)

作者： Samuel Sangkon Lee Masami Shishibori Kazuaki Ando Dept. of Computer Science and Engineering Jeonju University Wansan Gu Chonbuk Jeonju Republic of Korea Dept. of Information Science and Intelligent Systems Tokushima University Tokushima Japan Dept. of Reliability-based Information Systems Engineering Kagawa University Kagawa Japan

ISBN: (纸本)9780769529301;0769529305

Although modern day people gather many data from the network, the users want only the information needed. Using this technology, the users can extract on the data that satisfy the query. As the previous studies use the single data in the document, frequency of the data for example, it cannot be considered as the effective data clustering method. What is needed is the effective clustering technology that can process the electronic network documents such as the e-mail or XML that contain the tags of various formats. This paper describes the study of extracting the information from the user query based on the multi-attributes. It proposes a method of extracting the data such as the sender, text type, time limit syntax in the text, and title from the e-mail and using such data for filtering. It also describes the experiment to verify that the multi-attribute based clustering method is more accurate than the existing clustering methods using only the word frequency.

关键词： Electronic mail Data mining Clustering methods Chapters Frequency XML information filtering information filters Search engines information technology

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Headlight prefetching for mobile media streaming

Headlight prefetching for mobile media streaming

引用

MobiDE'07: 6th ACM International Workshop on Data engineering for Wireless and Mobile Access

作者： Wu, Shiow-Yang Hsu, Jungchu Chen, Chieh-Ming Dept. of Computer Science and Information Engineering National Dong Hwa Univ. Hualien Taiwan E-TEN Information Systems Co. Ltd No.256 Yangguang Street Neihu Chui Taipei Taiwan Microelectronics Technology Inc. Hsinchu Science-based Industrial Park 1 Innovation Road II Hsinchu Taiwan

ISBN: (纸本)159593765X

Multimedia information services in mobile environments are becoming more and more important with the proliferation of 3G technologies. Media streaming, in particular, is a promising technology for providing services such as news clips, live sports, and hot movies on the fly. To avoid service interruption when the users keep moving, proper data management strategies must be employed. We propose a new headlight prefetching technique for the streaming access points to deal with the uncertainty of client movement and the requirement of seamless service hand-off. For each mobile client, we maintain a virtual fan-shaped prefetching zone along the direction of movement similar to the headlight of a moving vehicle. The overlapping area and the accumulated virtual illuminance of the headlight zone on a particular cell determines the degree and volume of prefetching to be made by the streaming access point of that cell. Headlight prefetching solves the issues of identifying the streaming access points responsible for prefetching, the timing and the amount of data to prefetch in a single mechanism which is simple and effective. Simulation results demonstrate that our techniques can significantly decrease streaming disruptions, reduce bandwidth consumption, increase cache utilization and improve service response time. Copyright 2007 ACM.

关键词： information management

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Experiments of E-Mail Filtering Method Based on Sender, Sentence Type, Existence of Time Expression, and Subject of Mail Contents

Experiments of E-Mail Filtering Method Based on Sender, Sent...

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IEEE International Conference on Natural Language Processing and Knowledge engineering (NLP-KE)

作者： Samuel Sangkon Lee Masami Shishibori Kazuaki Ando Dept. of Computer Science and Engineering Jeonju University Jeonju Chonbuk Wansan Gu Republic of Korea Department of Reliability-based Information Systems Engineering Faculty of Engineering Kagawa University Takamatsu Kagawa Japan Dept. of Information Science and Intelligent Systems Tokushima University Tokushima Japan Department of Information Science and Intel-light Systems University of Tokushima Tokushima Japan Dept. of Reliability-based Information Systems Engineering Kagawa University Kagawa Japan

Filtering is a method of attaining only the wanted data and blocking the unwanted ones. Using this technology, the users can extract on the data that satisfy the query. As the previous studies use the single data, frequency of the data for example, it cannot be considered as the effective filtering method. What is needed is the effective technology that can process the electronic network documents such as the e-mail that contain the tags of various formats. This paper describes the study of extracting the information from the user query based on multi-attributes. It proposes a method of extracting the data such as the sender, text type, time limit syntax in the text, and title from the e-mail. It also describes the experiment to verify that multi-attribute based filtering method is more accurate than the existing filtering method.

关键词： Electronic mail Postal services Data mining computer network reliability Reliability engineering Frequency information filtering information filters Search engines computer science

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