Informatica

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.

In the paper we propose a genetic algorithm based on insertion heuristics for the vehicle routing problem with constraints. A random insertion heuristic is used to construct initial solutions and to reconstruct the existing ones. The location where a randomly chosen node will be inserted is selected by calculating an objective function. The process of random insertion preserves stochastic characteristics of the genetic algorithm and preserves feasibility of generated individuals. The defined crossover and mutation operators incorporate random insertion heuristics, analyse individuals and select which parts should be reinserted. Additionally, the second population is used in the mutation process. The second population increases the probability that the solution, obtained in the mutation process, will survive in the first population and increase the probability to find the global optimum. The result comparison shows that the solutions, found by the proposed algorithm, are similar to the optimal solutions obtained by other genetic algorithms. However, in most cases the proposed algorithm finds the solution in a shorter time and it makes this algorithm competitive with others.

This paper develops a representation of multi‐model based controllers by using artificial intelligence typical structures. These structures will be neural networks, genetic algorithms and fuzzy logic. The interpretation of multimodel controllers in an artificial intelligence frame will allow the application of each specific technique to the design of improved multimodel based controllers. The obtained artificial intelligence based multimodel controllers are compared with classical single model based ones. It is shown through simulation examples that a transient response improvement can be achieved by using multiestimation based techniques. Furthermore, a method for synthesizing multimodel based neural network controllers from already designed single model based ones is presented. The proposed methodology allows to extend the existing single model based neural controllers to multimodel based ones, extending the applicability of this kind of techniques to a more general type of controllers. Also, some applications of genetic algorithms and fuzzy logic to multimodel controller design are proposed. Thus, the mutation operation from genetic algorithms inspires a robustness test which consists of a random modification of the estimates which is used to select the estimates leading to the better identification performance towards parameterizing online the adaptive controller. Such a test is useful for plants operating in a noisy environment. The proposed robustness test improves the selection of the plant model used to parameterize the adaptive controller in comparison to classical multimodel schemes where the controller parameterization choice is basically taken based on the identification accuracy of each model. Moreover, the fuzzy logic approach suggests new ideas to the design of multiestimation structures which can be applied to a broad variety of adaptive controllers such as robotic manipulator controller design.

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.

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.