NDLI: An Agent Based Trading Game for Risk Adversity Level Estimation

Please wait, while we are loading the content...

2014 6th International Conference of Soft Computing and Pattern Recognition (SoCPaR)

2013 International Conference on Soft Computing and Pattern Recognition (SoCPaR)

2011 International Conference of Soft Computing and Pattern Recognition (SoCPaR)

2010 International Conference of Soft Computing and Pattern Recognition

2009 International Conference of Soft Computing and Pattern Recognition

Table of Contents

Welcome from the General Chairs

Welcome from the Program Chairs

Conference Committees

Program Committee

Additional Reviewers

Special Sessions Committees

Technical Support and Sponsors

Plenary Keynotes

Industrial Talk

BiSim: A Simple and Efficient Biclustering Algorithm

CBGP: Classification Based on Gradual Patterns

Initial Result of Clustering Strategy to Euclidean TSP

A New Clustering Method Based on Weighted Kernel K-Means for Non-linear Data

A Review of Recent Alignment-Free Clustering Algorithms in Expressed Sequence Tag

Parameter Study and Optimization of a Color-Based Object Classification System

Arrhythmia Beat Classification Using Pruned Fuzzy K-Nearest Neighbor Classifier

League Championship Algorithm: A New Algorithm for Numerical Function Optimization

An Improved Discrete Particle Swarm Optimization in Evacuation Planning

Cat Swarm Optimization for Clustering

Implementing Particle Swarm Optimization to Solve Economic Load Dispatch Problem

Automatic Multilevel Thresholding Using Binary Particle Swarm Optimization for Image Segmentation

PSO-Based Optimization of State Feedback Tracking Controller for a Flexible Link Manipulator

Freeman Chain Code Extraction Using Differential Evolution (DE) and Particle Swarm Optimization (PSO)

Mixed Impulse Fuzzy Filter Based on MAD, ROAD, and Genetic Algorithms

A New Solution Approach for Grouping Problems Based on Evolution Strategies

A Novel Fuzzy Histogram Based Estimation of Distribution Algorithm for Global Numerical Optimization

Modeling Permutations for Genetic Algorithms

Investigations of Factors Affecting the Genetic Algorithm for Shortest Driving Time

A New Approach to Solve Traveling Salesman Problem Using Genetic Algorithm Based on Heuristic Crossover and Mutation Operator

An Agent Based Trading Game for Risk Adversity Level Estimation

Mining Up-to-Date Knowledge Based on Tree Structures

Rule Modeling Engine for Optimizing Complex Event Processing Patterns

A Hierarchy-Based Method for Synthesizing Frequent Itemsets Extracted from Temporal Windows

Correlation Research of Association Rules and Application in the Data about Coronary Heart Disease

DTM - Extracting Data Records from Search Engine Results Page Using Tree Matching Algorithm

Automatic Diagnostic System of Electrical Equipment Using Infrared Thermography

Linear Antenna Array Synthesis with Invasive Weed Optimization Algorithm

Computing the Autopilot Control Algorithm Using Predictive Functional Control for Unstable Model

Robust Type-2 Fuzzy Control of an Automatic Guided Vehicle for Wall-Following

A New Parallel Asynchronous Cellular Genetic Algorithm for de Novo Genomic Sequencing

System Identification for Modelling Gas Flow with a Leakage

Ensemble for Solving Quadratic Assignment Problems

A Modified Differential Evolution Algorithm and Its Application to Engineering Problems

Template Design Using Extremal Optimization with Multiple Search Operators

Efficient Security-Aware Virtual Memory Management

Improved Intrusion Detection System Using Fuzzy Logic for Detecting Anamoly and Misuse Type of Attacks

The Inquiry and Page Procedure in Bluetooth Connection

Finite Difference Recursive Update on Decomposed RBF Networks for System Identification with Lost Packet

A Choice Function to Dynamic Selection of Enumeration Strategies Solving Constraint Satisfaction Problems

A New Secure Steganographic Method Based on Predictive Coding and Quantization Index Modulation

A Hybrid Approach for Segmenting and Validating T1-Weighted Normal Brain MR Images by Employing ACM and ANN

Automated Grading of Palm Oil Fresh Fruit Bunches (FFB) Using Neuro-fuzzy Technique

Chemical Field Effect Transistor Response with Post Processing Supervised Neural Network

An Artificial Neural Network Model for Multi Dimension Reduction and Data Structure Exploration

Telecommunication Fraud Prediction Using Backpropagation Neural Network

Synergistic-ANN Recognizers for Monitoring and Diagnosis of Multivariate Process Shift Patterns

Investigation on Image Processing Techniques for Diagnosing Paddy Diseases

Accelerating Multi-scale Image Fusion Algorithms Using CUDA

Image Semantic Extraction Using Latent Semantic Indexing on Image Retrieval Automatic-Annotation

Capturing Image Outlines Using Soft Computing Approach with Conic Splines

Fast 4x4 Tchebichef Moment Image Compression

An Ensemble of Deep Support Vector Machines for Image Categorization

Improvement Speed of Fractal Image Compression through Gray Level Difference and Normal Variance

Image Based Analysis of Tomato Leaves to Determine the Number of Petioles

Object Recognition Using Fourier Descriptors and Genetic Algorithm

A Function Principle Approach to Jaccard Ranking Fuzzy Numbers

On Fuzzy Inference System Based Failure Mode and Effect Analysis (FMEA) Methodology

A Novel Image Segmentation Algorithm Based on Harmony Fuzzy Search Algorithm

Effects of the Use of Multiple Fuzzy Partitions on the Search Ability of Multiobjective Fuzzy Genetics-Based Machine Learning

A Study on TODO Task Management at Home

Effects of Including Single-Objective Optimal Solutions in an Initial Population on Evolutionary Multiobjective Optimization

Decision Support Based on Integration of Fuzzy Clusering and Multiobjective Optimization Problem for Non Player Character in Business Game

A Comparison Study on Hand Recognition Approaches

Facial Features Classification Using the Temporal Correlation Matrix Memory (TCMML)

Automatically Early Detection of Skin Cancer: Study Based on Nueral Netwok Classification

Face Sketch Multiple Features Detection Using Simultaneously Shape and Landmark Movement

Performance Comparison of 2D-Discrete Cosine Transform and 2D-Discrete Wavelet Transform for Neural Network-Based Face Detection

Fast Algorithm for Iris Localization Using Daugman Circular Integro Differential Operator

Face Detection Using Radial Basis Function Neural Networks with Variance Spread Value

3D Volumetric CT Liver Segmentation Using Hybrid Segmentation Techniques

CPCO: Contourlet Based PCO Quantification System

Profile Adaptation in Adaptive Information Filtering: An Immune Inspired Approach

Motif Discovery Using Evolutionary Algorithms

A New ACO Transition Rule for Set Partitioning and Covering Problems

Keyword Combination Extraction in Text Categorization Based on Ant Colony Optimization

Protein Fold Pattern Recognition Using Bayesian Ensemble of RBF Neural Networks

Temporal Speech Normalization Methods Comparison in Speech Recognition Using Neural Network

A Survey of Pattern Recognition Applications in Cancer Diagnosis

Feature Extraction for Traditional Malay Musical Instruments Classification System

Evaluation of Student's Performance and Learning Efficiency Based on ANFIS

A Hybrid of Rule and Frame Based Approach in Solving Hajj Complex Problems

The Application of the Locally Linear Model Tree on Customer Churn Prediction

OntRel: An Ontology Indexer to Store OWL-DL Ontologies and Its Instances

The Phylogenetic Tree of RNA Polymerase Constructed Using MOM Method

Text-Based Protein Structure Modeling for Structure Comparison

YAPS: Yet Another Protein Similarity

The Effect of Using Different Thermodynamic Models with Harmony Search Algorithm in the Accuracy of RNA Secondary Structure Prediction

Feature Extraction and Image Matching of 3D Lung Cancer Cell Image

Experimental Study of Different FSAs in Classifying Protein Function

Economic and Synergistic Pedestrian Tracking System for Indoor Environments

Service Design in Movie Theaters Using Auction Mechanism with Seat Reservations

Data Collecting Strategies for the Improvement of Healthcare Service: Analyzing Dispensing Errors in a Hospital Pharmacy

Toward Computational Modeling of the Consumer Based on a Large-Scale Dataset Observed in a Real Service

Damageless Digital Watermarking by Machine Learning: A Method of Key Generation for Information Extraction Using Artificial Neural Networks

Sensitivity Analysis of Bayesian Networks and Its Application for Service Engineering

Ripe Tomato Recognition and Localization for a Tomato Harvesting Robotic System

Toward a Solution to Multi-agent Credit Assignment Problem

Efficient Handling of Over/Under-exposure in Stereo Vision

Disparity Mapping for Navigation of Stereo Vision Autonomous Guided Vehicle

Application of Hybrid Multi-resolution Wavelet Decomposition Method in Detecting Human Walking Gait Events

Fuzzy Logic Based Implementation of a Real-Time Gait Phase Detection Algorithm Using Kinematical Parameters for Walking

A Simple Wearable Hand Gesture Recognition Device Using iMEMS

Intelligent Pedestrian Detection System in Semi-dark Environment

Detection and Recognition of Human in Videos Using Adaptive Method and Neural Net

A Real Time Vibrotactile Biofeedback System for Improving Lower Extremity Kinematic Motion during Sports Training

Situation-Awareness and Sensor Stream Mining for Sustainable Human Life

Instrumented Dynamic Platform for Observing Human Postural Sway: A Preliminary Study

Competitive Learning for Genaralized Motion Tracking

An Application of SMS Technology for Customer Service Centre

An Intelligent Real-Time Communication Assistant for the Disabled

Optimization of LRT Route for Mobile Web Application Engine

Experimental Investigation of PSO Based Web User Session Clustering

Using Incremental Fuzzy Clustering to Web Usage Mining

Exploiting Routing Information Encoded into Backlinks to Improve Topical Crawling

Integration of Visualization Techniques and Completion Strategy to Improve Learning in Computer Programming

Offline Handwritten Signature Identification and Verification Using Contourlet Transform

Study of Data Fusion of AIS and Radar

Adaptive Case Based Reasoning for Fault Diagnosis

AODV Routing Protocol with Selective Flooding

Putting the Intelligent Collaboration Model in Practice within the Cleverpal Environment

Development of Kernel Fisher Discriminant Model Using the Cross-Entropy Method

Integrated Feature Selection and Parameter Optimization for Evolving Spiking Neural Networks Using Quantum Inspired Particle Swarm Optimization

Review of Artificial Immune System in Web Personalization

Real-Time Process Management System in a Restaurant by Sharing Food Order Information

Surface Defect Characterization in Polishing Process Using Contour Dispersion

Comparison of Fuzzy Control Rules Using MATLAB Toolbox and Simulink for DC Induction Motor-Speed Control

Disaster Management in Malaysia: An Application Framework of Integrated Routing Application for Emergency Response Management System

Detecting Human Pulse in P-SPICE Model Using Lock-In Amplifier

Quantum-Inspired Evolution Strategy

Design and Development of a Closed Room Monitoring System

Contour Based Path Planning for Unmanned Aerial Vehicles (UAVs) over Hostile Terrain

Iris Biometric Cryptography for Identity Document

A Multi-agent Model for Product Reuse Service Markets

Fuzzy Logic Based Algorithm for Disk Scheduling Policy

Navigation and Browsing of Image Databases

Two-Factor Face Authentication: Topographic Independent Component Analysis (TICA) and Multispace Random Projection (MRP)

Publisher's Information

An Agent Based Trading Game for Risk Adversity Level Estimation

Content Provider	IEEE Xplore Digital Library
Author	Pandey, P. Hemant, S. Van Khanh, D.
Copyright Year	2009
Abstract	Portfolio optimization based on the behavior and risk appetite of the heterogeneous investor community in financial markets has been very difficult to model and predict accurately. In this paper, firstly we attempt to simulate a multi-agent based stock market; where different types of agents are modeled to trade stocks using various strategies. The observations from trading activity of the user are in turn used to assess the risk adversity level (RAL) by using a suitable fuzzy logic model. RAL score from the fuzzy model serves as input to perform portfolio optimization using Genetic algorithm. We further analyze and evaluate the optimum portfolio performance for different risk adversity level
Starting Page	117
Ending Page	122
File Size	407277
Page Count	6
File Format	PDF
ISBN	9781424453306
DOI	10.1109/SoCPaR.2009.34
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-12-04
Publisher Place	Malaysia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Fuzzy logic Computational modeling Genetic algorithm Agent based modelling Predictive models Pattern recognition Electronic mail Performance analysis Risk analysis Stock markets Portfolios Genetic algorithms
Content Type	Text
Resource Type	Article

Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302

See location in the Map
03222 282435
Mail: support@ndl.gov.in

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in