Abstract: This paper is motivated by the aspect of uncertainty in
financial decision making, and how artificial intelligence and soft
computing, with its uncertainty reducing aspects can be used for
algorithmic trading applications that trade in high frequency.
This paper presents an optimized high frequency trading system that
has been combined with various moving averages to produce a hybrid
system that outperforms trading systems that rely solely on moving
averages. The paper optimizes an adaptive neuro-fuzzy inference
system that takes both the price and its moving average as input,
learns to predict price movements from training data consisting of
intraday data, dynamically switches between the best performing
moving averages, and performs decision making of when to buy or
sell a certain currency in high frequency.
Abstract: This paper evaluates performances of an adaptive noise
cancelling (ANC) based target detection algorithm on a set of real test
data supported by the Defense Evaluation Research Agency (DERA
UK) for multi-target wideband active sonar echolocation system. The
hybrid algorithm proposed is a combination of an adaptive ANC
neuro-fuzzy scheme in the first instance and followed by an iterative
optimum target motion estimation (TME) scheme. The neuro-fuzzy
scheme is based on the adaptive noise cancelling concept with the
core processor of ANFIS (adaptive neuro-fuzzy inference system) to
provide an effective fine tuned signal. The resultant output is then
sent as an input to the optimum TME scheme composed of twogauge
trimmed-mean (TM) levelization, discrete wavelet denoising
(WDeN), and optimal continuous wavelet transform (CWT) for
further denosing and targets identification. Its aim is to recover the
contact signals in an effective and efficient manner and then determine
the Doppler motion (radial range, velocity and acceleration) at very
low signal-to-noise ratio (SNR). Quantitative results have shown that
the hybrid algorithm have excellent performance in predicting targets-
Doppler motion within various target strength with the maximum
false detection of 1.5%.
Abstract: This paper presents a time control liquids mixing
system in the tanks as an application of fuzzy time control discrete
model. The system is designed for a wide range of industrial
applications. The simulation design of control system has three
inputs: volume, viscosity, and selection of product, along with the
three external control adjustments for the system calibration or to
take over the control of the system autonomously in local or
distributed environment. There are four controlling elements: rotatory
motor, grinding motor, heating and cooling units, and valves
selection, each with time frame limit. The system consists of three
controlled variables measurement through its sensing mechanism for
feed back control. This design also facilitates the liquids mixing
system to grind certain materials in tanks and mix with fluids under
required temperature controlled environment to achieve certain
viscous level. Design of: fuzzifier, inference engine, rule base,
deffuzifiers, and discrete event control system, is discussed. Time
control fuzzy rules are formulated, applied and tested using
MATLAB simulation for the system.