{"title":"BIS: A New Swarm-Based Optimisation Algorithm","authors":"Fevzi Tugrul Varna, P. Husbands","doi":"10.1109/SSCI47803.2020.9308590","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308590","url":null,"abstract":"This paper presents a novel swarm-based search algorithm: the bio-breeding intelligent swarm (BIS) algorithm. BIS agents imitate the offspring and maturity phases of the typical lifecycle of an animal. As in nature, the BIS algorithm makes gender distinction among agents and the main search strategy exploits competition between male agents in an attempt to provide a better location for females. BIS agents embark on various nature-inspired mating strategies and the inspiration for the reproduction model is derived from temperature-dependent sex determination (TSD), a reptilian reproduction system. The BIS algorithm’s TSD inspired reproduction model enables female agents to control the gender of offsprings based on guidance provided by their male mates, subsequently resulting in regulation of the male-female ratio in the swarm which in turn auto-controls the balance of exploration and exploitation within the population of agents. The efficiency of the BIS algorithm was tested over a wide range of benchmarks including unconstrained high dimensional and real-world problems. The BIS algorithm performed very well in comparison with a number of leading population-based stochastic search methods, finding the highest number of global optimums.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"52 6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133857310","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility","authors":"You Liang, A. Thavaneswaran, Md. Erfanul Hoque","doi":"10.1109/SSCI47803.2020.9308360","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308360","url":null,"abstract":"The explosion of algorithmic trading has been one of the most prominent recent trends in the finance industry. Regularized estimating functions including Kalman filtering (KF) allow dynamic data scientists and algo traders to enhance the predictive power of statistical models and improve trading strategies. Recently there has been a growing interest in using KF in pairs trading. However, a major drawback is that the innovation volatility estimate calculated by using a KF algorithm is always affected by the initial values and outliers. A simple yet effective data-driven approach to estimate the innovation volatility with some robustness properties is presented in this paper. The results show that the performance of the trading strategy based on the data-driven innovation volatility forecast (DDIVF) is better than the commonly used KF-based innovation volatility forecast (KFIVF). Autocorrelations of the absolute values of the innovations in multiple trading are used to demonstrate that the innovations are non-normal with time-varying volatility. We describe and analyze experiments on three cointegrated exchange-traded funds (ETFs) and explain how our approach can improve the performance of the trading strategies. A proposed novel trading strategy for multiple trading with robustness to initial values and to the volatile stock market is also discussed in some detail by using a training sample and a test sample.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"257 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115871586","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Efficacy of Financial Ratios for Fraud Detection Using Self Organising Maps","authors":"W. Mongwe, K. Malan","doi":"10.1109/SSCI47803.2020.9308602","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308602","url":null,"abstract":"In recent times, financial statement fraud has resulted in billions of dollars being lost from the financial system. Financial statement fraud is a problem for both listed and local government entities. The present focus in the literature has been on analysing listed entities, and the analysis is typically framed as a supervised learning problem with the labels being audit opinions. In this paper we assess the efficacy of using financial ratios for detecting fraud in financial statements of local government entities. The problem is framed as an unsupervised learning problem. Self organising maps are used due to their visual nature and the resulting accessibility of information to decision makers. The analysis shows that financial ratios are useful in the detection of fraud in the public sector. Using qualified audit opinions as an indication of fraud, the analysis shows that a high current ratio is associated with entities that have unqualified audits (i.e. non-fraudulent), while entities that are fraudulent have a high debt to revenue ratio.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124347781","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Unexpected Virtue of Problem Reductions or How to Solve Problems Being Lazy but Wise","authors":"Luke Mathieson, P. Moscato","doi":"10.1109/SSCI47803.2020.9308295","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308295","url":null,"abstract":"The generalization of one problem to another is a useful technique in theoretical computer science; reductions among problems are a well established mathematical approach to demonstrate the structural relationships between problems. However, most of the reductions used to obtain theoretical results are relatively coarse-grained and chosen for their amenability in supporting mathematical proof, and represent a selection amongst many possible reduction schemas. We propose reexamining reductions as a practical tool, since choosing one reduction scheme over another may be decisive in solving a given instance in practical settings. In this work, we examine the impact of several new reduction schema. A total of 100 experiments were conducted using challenging Hamiltonian Cycle Problem instances using Concorde, a well known and effective TSP solver, and example of a complete memetic algorithm (MA). Benefits of using MA are that it uses multi-parent recombination, local search and also provides an optimality guarantee through its implicit enumeration complete search. We show that the choice of reduction scheme can result in dramatic speed-ups in practice, suggesting that when using general solvers, it pays “to be wise” and to explore alternative representations of instances.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"2016 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114496871","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
M. Amos, R. Middleton, Alexander Biddulph, Alexandre Mendes
{"title":"Implementation and analysis of dynamic stability for bipedal robotic motion","authors":"M. Amos, R. Middleton, Alexander Biddulph, Alexandre Mendes","doi":"10.1109/SSCI47803.2020.9308374","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308374","url":null,"abstract":"This work presents the design and simulation of a stable balance and locomotion approach for a bipedal robot. The torque response of a falling body is modelled and a low-pass filter was designed and implemented for the angular position of actuators within the robot’s legs. A torque control method is also described, akin to using proportional and derivative control of the angular position of the actuators. Finally, a Zero Moment Point based capture step is described and implemented within simulation. With torque control alone, the result is a stable bipedal recovery from disturbances along the saggital plane of up to 11.25N of force, from a standing pose. In comparison, the previous implementation without dynamic stability leads to the robot falling after a minor disturbance of 2N. When capture step is included in the approach, the robot can recover from disturbances of up to 45N. The codebase is open-source and provides a humanoid robot simulation platform for research teams working in this area.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123435445","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Gabriel A. Lima, R. Monteiro, Paulo Rocha, Anthony Lins, C. J. A. B. Filho
{"title":"Mild Cognitive Impairment Diagnosis and Detecting Possible Labeling Errors in Alzheimer’s Disease with an Unsupervised Learning-based Approach","authors":"Gabriel A. Lima, R. Monteiro, Paulo Rocha, Anthony Lins, C. J. A. B. Filho","doi":"10.1109/SSCI47803.2020.9308451","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308451","url":null,"abstract":"The diagnosis of cognitive disabilities like dementia and mild cognitive impairment is challenging because several factors are non-linearly related to these pathologies. Thereby, classification errors committed by a specialist can become more frequent. In this work, we propose a methodology for detecting possible labeling errors. For this, we use a classification technique capable of learning patient profiles in an unsupervised manner, then add semantic value to each profile by applying the majority voting technique. Our goal is to make a tool robust against labeling errors present in the data. We achieved a mean accuracy of 89.33%, which is not an improvement considering this as a standalone tool. Then, we compare the labels with the labels provided by an artificial neural network trained in a supervised manner. We could experimentally find pieces of evidence of possible labeling errors in 9.14% of this dataset samples. It shows that our contribution is valuable since it can indicate possible labeling errors.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117095238","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Fernando Ishikawa, Leandro Z. Trovões, Leonardo Carmo, F. O. França, D. Fantinato
{"title":"Playing Mega Man II with Neuroevolution","authors":"Fernando Ishikawa, Leandro Z. Trovões, Leonardo Carmo, F. O. França, D. Fantinato","doi":"10.1109/SSCI47803.2020.9308303","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308303","url":null,"abstract":"The problem of developing Game-Playing Agents provides a controlled environment with varying levels of difficulty in order to test different Artificial Intelligence algorithms. A recently proposed framework for testing such algorithms is called EvoMan and was created based on a classic and challenging game called MegaMan II. In this framework, the agent must defeat a number of different enemies equipped with a diverse set of weapons with different behaviors. This paper follows up the Evoman: Game-playing Competition hosted at the World Conference on Computational Intelligence in 2020 with the objective of finding a general strategy capable of defeating all of the bosses training only on a subset of those. Our approach is composed of manually crafted inputs based on the available sensors fed into a Neuroevolution algorithm composed of a Genetic Algorithm evolving the weights of a Multilayer Perceptron. Our results obtained the first place on the competition and was capable of defeating the entire set of enemies.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125743360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Cheng Tang, Ryota Inoue, Kohei Oshio, M. Tsujimoto, K. Taniguchi, N. Kubota
{"title":"Automation of Illuminance measurement in a large scene by an autonomous Mobile Robot","authors":"Cheng Tang, Ryota Inoue, Kohei Oshio, M. Tsujimoto, K. Taniguchi, N. Kubota","doi":"10.1109/SSCI47803.2020.9308595","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308595","url":null,"abstract":"In recent years, due to the shortage of labor caused by an aging population and low birth rate in Japan, various research on autonomous mobile robots has been conducted. There are many industries in which applying autonomous mobile robots are important, for instance, the illuminance measurement industry. Illuminance measurement is a time-consuming task and the accuracy in a vast environment is still a problem due to the accumulative error. Therefore, with the purpose of improving the accuracy of illuminance measurement in a large environment by an autonomous mobile robot, various methods have been proposed in the past, including loop closing, sensor fusion, and motion analysis. In this paper, we proposed a method that reduces the accumulative error simultaneously while measuring the illuminance of the surroundings. The proposed method is based on an occupancy grid map and evolution strategy (ES). We used the data gathered by laser range finders to calculate the fitness of robot position in both the ground-truth map and constructed map. By monitoring the fitness of the robot’s position, the adjustments will be conducted using evolution strategy to overcome the accumulative error. The proposed method is analyzed and evaluated in terms of accuracy through a series of real robot experiments in real-world environments.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125871615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Investigation of a Human’s Opinion Affected by Social Influence of a Group Norm in a Human-Robot Group After a Human-Robot Scenario","authors":"Yotaro Fuse, Masataka Tokumaru","doi":"10.1109/SSCI47803.2020.9308320","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308320","url":null,"abstract":"In this study, we investigate whether a humanrobot scenario continuously influenced participants after an experimental human-robot scenario. Many studies have been conducted on the social behaviors of robots. It is important that these robots try to naturally participate in a human community and behave in a human-like way. As robots get sociable, humans that interact with the robots are likely to be affected by the robots that behave in a human-like manner like they are affected by other humans. In particular, some studies showed that robots had an influence on humans in some human-robot experimental scenarios. Although previous studies on social robots investigated the social influence on a human from robots in the human-robot scenario, long-lasting influence on a human after the scenario is still incompletely understood. This study investigates the longlasting effect on human decision-making in an experimental scenario of human-robot groups, which included robots learning group norms. We assess this influence by analyzing the results of two kinds of questionnaires that the participants answered during the experimental human-robot scenario and more than one week after the scenario. The questionnaire results reveal that some participants’ decision makings was limited by a group norm developed in a human-robot group more than one week after the experimental scenario.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125960659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Cooperative Multi-agent Inverse Reinforcement Learning Based on Selfish Expert and its Behavior Archives","authors":"Yukiko Fukumoto, Masakazu Tadokoro, K. Takadama","doi":"10.1109/SSCI47803.2020.9308491","DOIUrl":"https://doi.org/10.1109/SSCI47803.2020.9308491","url":null,"abstract":"This paper explores the multi-agent inverse reinforcement learning (MAIRL) method which enables the agents to acquire their cooperative behaviors based on selfish expert behaviors (i.e., it is generated from the viewpoint of a single agent). Since such selfish expert behaviors may not derive cooperative behaviors among agents, this paper tackles this problem by archiving the cooperative behaviors found in the learning process and by replacing the original expert behaviors with the archived one at a certain interval. For this issue, this paper proposes AMAIRL (Archive Multi-Agent Inverse Reinforcement Learning). Through the intensive simulations of the maze problem for our method, the following implications have been revealed: (1) AMAIRL is superior to MaxEntIRL in terms of finding cooperative behavior; (2) AMAIRL requires a long interval period to acquire the cooperative behaviors. In particular, AMAIRL with the long interval can find the cooperative behaviors that are hard to be found in AMAIRL with the short interval.","PeriodicalId":413489,"journal":{"name":"2020 IEEE Symposium Series on Computational Intelligence (SSCI)","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124648624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}