Pub. online:20 Nov 2020Type:Research ArticleOpen Access
Journal:Informatica
Volume 32, Issue 2 (2021), pp. 397–424
Abstract
Blockchain is a decentralized database, which can protect the safety of trade and avoid double payment. Due to the widespread attention of researchers, the studies of this field have increased sharply in recent years. It is meaningful to reveal the development level and trends based on this literature. This paper adopts bibliometric methods to study the collaboration characteristics from the levels of author, institution and country. Furthermore, several kinds of collaboration networks and their centrality analysis are also presented, which not only display the development level and collaboration degree but also the evolution of author collaboration modes in different phases.
Pub. online:1 Jan 2019Type:Research ArticleOpen Access
Journal:Informatica
Volume 30, Issue 1 (2019), pp. 73–90
Abstract
Integration of algorithms of investment theory and artificial intelligence allows one to create a support system for investors in exchange markets based on the ensemble of long-short-term-memory (LSTM) based recurrent neural networks (RNN). The proposed support system contains five stages: preparation of historical data, prediction by an ensemble of LSTM RNNs, assessment of prediction distributions, investment portfolio formation and verification. The prediction process outputs a multi-modal distribution, which provides useful information for investors. The research compares four different strategies based on a combination of distribution forecasting models. The high-low strategy helps decision-makers in exchange markets to recognize signals of transactions and fix limits for expectations. A combination of high-low-daily-weekly predictions helps investors to make daily transactions with knowing distribution of exchange rates during the week. The shift in time of five hours between London and New York inspired us to create a UK-NY strategy, which allows investors to recognize the signals of the market in a very short time. The joined high-low-UK-NY strategy increases the possibility of recognizing the signals of transactions in a very short time and of fixing the limits for day trading. So, this support system for investors is verified as a profitable tool for speculators in the relatively risky currency market.
Pub. online:1 Jan 2017Type:Research ArticleOpen Access
Journal:Informatica
Volume 28, Issue 4 (2017), pp. 609–628
Abstract
Fuzzy sets can be used in many old-fashioned aspects of our lives in order to reach better performance and make fairer judgments. Evaluation through examination is typically conducted by educational centers, and multiple choice question (MCQ) exams are widely applied to score the examinees. Since scoring is potentially a difficult process to judge, we propose to evaluate examinees by fuzzy evaluation method. This method can overcome the main shortcoming of the classical MCQs, i.e. the random selection of the choices. The evaluation of the proposed fuzzy MCQ is more accurate and its ranking of examinees is fairer than classical MCQ.
Journal:Informatica
Volume 13, Issue 4 (2002), pp. 465–484
Abstract
The presented article is about a research using artificial neural network (ANN) methods for compound (technical and fundamental) analysis and prognosis of Lithuania's National Stock Exchange (LNSE) indices LITIN, LITIN-A and LITIN-VVP. We employed initial pre-processing (analysis for entropy and correlation) for filtering out model input variables (LNSE indices, macroeconomic indicators, Stock Exchange indices of other countries such as the USA – Dow Jones and S&P, EU – Eurex, Russia – RTS). Investigations for the best approximation and forecasting capabilities were performed using different backpropagation ANN learning algorithms, configurations, iteration numbers, data form-factors, etc. A wide spectrum of different results has shown a high sensitivity to ANN parameters. ANN autoregressive, autoregressive causative and causative trend model performances were compared in the approximation and forecasting by a linear discriminant analysis.
Journal:Informatica
Volume 13, Issue 2 (2002), pp. 177–208
Abstract
The objective of expert systems is the use of Artificial Intelligence tools so as to solve problems within specific prefixed applications. Even when such systems are widely applied in diverse applications, as manufacturing or control systems, until now, there is an important gap in the development of a theory being applicable to a description of the involved problems in a unified way. This paper is an attempt in supplying a simple formal description of expert systems together with an application to a robot manipulator case.