1,721,169 research outputs found
Forecasting financial time series with Boltzmann entropy through neural networks
Full text linkNeural networks have recently been established as state-of-the-art in forecasting financial time series. However, many studies show how one architecture, the Long-Short Term Memory, is the most widespread in financial sectors due to its high performance over time series. Considering some stocks traded in financial markets and a crypto ticker, this paper tries to study the effectiveness of the Boltzmann entropy as a financial indicator to improve forecasting, comparing it with financial analysts’ most commonly used indicators. The results show how Boltzmann’s entropy, born from an Agent-Based Model, is an efficient indicator that can also be applied to stocks and cryptocurrencies alone and in combination with some classic indicators. This critical fact allows obtaining good results in prediction ability using Network architecture that is not excessively complex
Optimal multivariate mixture: a genetic algorithm approach
No full textThe Optimal Multivariate Mixture Problem (OMMP) consists of finding an optimal mixture which, starting from a set of elements (items) described by a set of variables (features), is as close as possible to an ideal solution. This problem has numerous applications spanning various fields, including food science, agriculture, chemistry, materials science, medicine, and pharmaceuticals. The OMMP is a class of optimization problems that can be addressed using traditional Operations Research (OR) approaches. However, it can also be effectively tackled using meta-heuristic techniques within Artificial Intelligence (AI). This paper aims to present an Artificial Intelligence perspective. It proposes a Genetic Algorithm (GA) for Optimal Multivariate Mixture (GA-OMM), a novel improved version of a GA whose modified genetic operators prove to improve the exploration efficiency. Here, the algorithm is described in its general framework, and a test case 8-items 5-features is conducted to evaluate efficiency by exploring various combinations of hyperparameters. Test cases are also set up for the previous version, as well as a linear programming (LP) approach. The data experiments indicate that the proposed GA is efficient, converges towards the global optimum, consistently outperforms its predecessor, and delivers highly competitive results. In particular, GA-OMM shows an average fitness of GA-OMMP/LP and standard deviation with an order of magnitude ranging between to . Moreover, it consistently outperforms its predecessor, which exhibits similar values around $10^{−3}
Ant Colony Optimization for solving Directed Chinese Postman Problem
No full textThe Chinese Postman Problem (CPP) is a well-known optimization problem involving determining the shortest route, modeling the system as an undirected graph, for delivering mail, ensuring all roads are traversed while returning to the post office. The Directed Chinese Postman Problem (DCPP) extends the Chinese Postman Problem (CPP), where the underlying graph representing the system incorporates exclusively directed edges. Similarly to CPP, this problem has plenty of applications in route optimization, interactive system analysis, and circuit design problems. However, due to the added constraint (directionality of edges), DCPP results are more challenging to solve. Although methods to solve it in literature are proposed, typically by using minimum-cost-flow algorithms, the meta-heuristics approaches proposed to deal with it are very limited. In this paper, we propose an innovative meta-heuristic approach to solve DCPP by using an ant colony optimization (ACO) algorithm, i.e., an algorithm that simulates in a simplified way the behavior of some species of ants to solve optimization problems. The efficiency of our ant colony optimization for solving the Directed Chinese Postman Problem (ACO-DCPP) is measured by comparing the ACO outcomes with the results obtained by a recursive algorithm that explores all the possible solutions. Results show that ACO-DCPP is stable and gets the global optimum frequently by using an extremely limited number of solutions explored
Directional derivatives in non-Hausdorff TVS: topological filter techniques without metric structures
No full textIn this work, we introduce and give some results about directional derivatives in non-Hausdorff Topological Vector Space over general Topological Division Ring. Through the paper, we use some topological filter techniques that are needful for the development of the theory because of the total lack of a metric structure of the spaces, but most of all for the non-uniqueness of the limits due to the absence of the T2 bond
Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach
Full text linkIn this paper we try to build a statistical ensemble to describe a cryptocurrency-based system, emphasizing an "affinity" between the system of agents trading in these currencies and statistical mechanics. We focus our study on the concept of entropy in the sense of Boltzmann and we try to extend such a definition to a model in which the particles are replaced by N agents completely described by their ability to buy and to sell a certain quantity of cryptocurrencies. After providing some numerical examples, we show that entropy can be used as an indicator to forecast the price trend of cryptocurrencies
Online control of UV and UV/H2O2 processes targeted for the removal of contaminants of emerging concern (CEC) by a fluorescence sensor
No full textReal-time wastewater quality monitoring by fluorescence sensors: Validation for COD and CEC monitoring and implication for carbon footprint reduction
No full textFluorescence sensor enabled control of contaminants of emerging concern in reclaimed wastewater using ozone-based treatment processes
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