Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents: Second International Conference Shatin, N.T., Hong Kong, China, December 13–15, 2000 Proceedings

Janne Sinkkonen, Samuel Kaski (auth.), Kwong Sak Leung, Lai-Wan Chan, Helen Meng (eds.)3540414509, 9783540414506

X Table of Contents Table of Contents XI XII Table of Contents Table of Contents XIII XIV Table of Contents Table of Contents XV XVI Table of Contents K.S. Leung, L.-W. Chan, and H. Meng (Eds.): IDEAL 2000, LNCS 1983, pp. 3›8, 2000. Springer-Verlag Berlin Heidelberg 2000 4 J. Sinkkonen and S. Kaski Clustering by Similarity in an Auxiliary Space 5 6 J. Sinkkonen and S. Kaski Clustering by Similarity in an Auxiliary Space 7 0.6 1.5 0.4 1 0.2 0.5 0 0 10 100 1000 10000 10 100 1000 Mutual information (bits) Mutual information (bits) 8 J. Sinkkonen and S. Kaski 20 10 0 0.1 0.3 0.5 0.7 Mutual information (mbits) Analyses on the Generalised Lotto-Type Competitive Learning Andrew Luk St B&P Neural Investments Pty Limited, Australia Abstract, In generalised lotto-type competitive learning algorithm more than one winner exist. The winners are divided into a number of tiers (or divisions), with each tier being rewarded differently. All the losers are penalised (which can be equally or differently). In order to study the various properties of the generalised lotto-type competitive learning, a set of equations, which governs its operations, is formulated. This is then used to analyse the stability and other dynamic properties of the generalised lotto-type competitive learning.

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Table of contents :
Clustering by Similarity in an Auxiliary Space….Pages 3-8
Analyses on the Generalised Lotto-Type Competitive Learning….Pages 9-16
Extended K-means with an Efficient Estimation of the Number of Clusters….Pages 17-22
An Interactive Approach to Building Classiffication Models by Clustering and Cluster Validation….Pages 23-28
A New Distributed Algorithm for Large Data Clustering….Pages 29-34
A NEW NONHIERARCHICAL CLUSTERING PROCEDURE FOR SYMBOLIC OBJECTS….Pages 35-41
Quantization of Continuous Input Variables for Binary Classification….Pages 42-47
Information-Based Classification by Aggregating Emerging Patterns….Pages 48-53
Boosting the Margin Distribution….Pages 54-59
Detecting a Compact Decision Tree Based on an Appropriate Abstraction….Pages 60-70
A New Algorithm to Select Learning Examples from Learning Data….Pages 71-78
Data Ranking Based on Spatial Partitioning….Pages 78-84
Logical Decision Rules: Teaching C4.5 to Speak Prolog….Pages 85-90
Visualisation of Temporal Interval Association Rules….Pages 91-96
Lithofacies Characteristics Discovery from Well Log Data Using Association Rules….Pages 97-102
Fuzzy Hydrocyclone Modelling for Particle Separation Using Fuzzy Rule Interpolation….Pages 103-108
A Data-Driven Fuzzy Approach to Robot Navigation Among Moving Obstacles….Pages 109-115
Best Harmony Learning….Pages 116-125
Observational Learning with Modular Networks….Pages 126-132
Finding Essential Attributes in Binary Data….Pages 133-138
A Heuristic Optimal Reduct Algorithm….Pages 139-144
A Note on Learning Automata Based Schemes for Adaptation of BP Parameters….Pages 145-151
A Note on Covariances for Categorical Data….Pages 152-157
A General Class of Neural Networks for Principal Component Analysis and Factor Analysis….Pages 158-163
Generalised Canonical Correlation Analysis….Pages 164-173
Integrating KPCA with an Improved Evolutionary Algorithm for Knowledge Discovery in Fault Diagnosis….Pages 174-179
Temporal Data Mining Using Multilevel-Local Polynomial Models….Pages 180-186
First Experiments for Mining Sequential Patterns on Distributed Sites with Multi-Agents….Pages 187-192
Nonlinear and Noisy Time Series Prediction Using a Hybrid Nonlinear Neural Predictor….Pages 193-198
Genetic Programming Prediction of Solar Activity….Pages 199-205
Interpretation of the Richardson Plot in Time Series Representation….Pages 206-211
Wavelet Methods in PDE Valuation of Financial Derivatives….Pages 215-238
Fast Algorithms for Computing Corporate Default Probabilities….Pages 239-243
Variance-Penalized Reinforcement Learning for Risk-Averse Asset Allocation….Pages 244-249
Applying Mutual Information to Adaptive Mixture Models….Pages 250-255
Stability Analysis of Financial Ratios….Pages 256-261
Modeling of the German Yield Curve by Error Correction Neural Networks….Pages 262-267
Feature Selection for Support Vector Machines in Financial Time Series Forecasting….Pages 268-273
ε -Descending Support Vector Machines for Financial Time Series Forecasting….Pages 274-279
Classifying Market States with WARS….Pages 280-285
“Left Shoulder” Detection in Korea Composite Stock Price Index Using an Auto-Associative Neural Network….Pages 286-291
A Computational Framework for Convergent Agents….Pages 295-300
Multi-agent Integer Programming….Pages 301-306
Building an Ontology for Financial Investment….Pages 308-313
A Multi-Agent Negotiation Algorithm for Load Balancing in CORBA-Based Environment….Pages 314-319
Existence of Minority in Multi-Agent Systems using Voronoi Tessellation….Pages 320-325
Combining Exploitation-Based and Exploration-Based Approach in Reinforcement Learning….Pages 326-331
A Probabilistic Agent Approach to the Trafic Jam Problem….Pages 332-337
Round-Table Architecture for Communication in Multi-agent Softbot Systems….Pages 338-343
Mobile Agents for Reliable Migration in Networks….Pages 344-351
A Construction of the Adapted Ontology Server in EC….Pages 355-360
A Design and Implementation of Cyber Banking Process and Settlement System for Internet Commerce….Pages 361-367
A Shopping Agent That Automatically Constructs Wrappers for Semi-Structured Online Vendors….Pages 368-373
Real-time Web Data Mining and Visualisation….Pages 374-379
Web Guide : Filtering and Constraining Site Browsing through Web Walker Techniques….Pages 380-385
Topic Spotting on News Articles with Topic Repository by Controlled Indexing….Pages 386-391
Validating the Behavior of Self-Interested Agents in an Information Market Scenario….Pages 392-397
Discovering User Behavior Patterns in Personalized Interface Agents….Pages 398-403
An Agent-Based Personalized Search on a Multi-search Engine Based on Internet Search Service….Pages 404-409
A Case-Based Transformation from HTML to XML….Pages 410-415
Persistent DOM: An architecture for XML repositories in relational databases….Pages 416-421
Automatic News Video Caption Extraction and Recognition….Pages 425-430
Advanced Multilevel Successive Elimination Algorithms for Motion Estimation in Video Coding….Pages 431-442
News Content Highlight via Fast Caption Text Detection on Compressed Video….Pages 443-448
Texture-based Text Location for Video Indexing….Pages 449-454
Video Segmentation by Two Measures and Two Thresholds….Pages 455-460
Ink Retrieval from Handwritten Documents….Pages 461-466
An Off-Line Recognizer for Hand-Written Chinese Characters….Pages 467-472
Bayesian Learning for Image Retrieva Using Multiple Features….Pages 473-478
A Content-Based Image Retrieval Method Using Third- Order Color Feature Relations….Pages 479-483
Hierarchical Discriminant Regression for Incremental and Real-Time Image Classification….Pages 484-489
Distinguishing Real and Virtual Edge Intersection in Pairs of Uncalibrated Images….Pages 490-496
Stereo Correspondence Using GA-Based Segmentation….Pages 497-502
How Adaptive Agents in Stock Market Perform in the Presence of Random News: A Genetic Algorithm Approach….Pages 505-510
Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data….Pages 511-516
Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming….Pages 517-531
Combining Ordinal Financial Predictions with Genetic Programming….Pages 532-537
Applying Independent Component Analysis to Factor Model in Finance….Pages 538-544
Web-Based Cluster Analysis System for China and Hong Kong’s Stock Market….Pages 545-550
Arbitrage-Free Asset Pricing in General State Space….Pages 551-558
A Tabu Search Based Algorithm for Clustering Categorical Data Sets….Pages 559-564
A New Methodology to Compare Algorithms….Pages 565-570