In the present work we address the problem of evaluating the historical performance of a trading strategy or a certain portfolio of assets. Common indicators such as the Sharpe ratio and the risk adjusted return have significant drawbacks. In particular, they are global indices, that is they do not preserve any local information about the performance dynamics either in time or for a particular ...

deregulation policy has caused some changes in the concepts of power systems reliability assessment and enhancement. in this paper, generation reliability is considered, and a method for its assessment using intelligent systems is proposed. also, because of power market and generators’ forced outages stochastic behavior, monte carlo simulation is used for reliability evaluation. generation r...

the lane change maneuver is among the most popular driving behaviors. it is also the basic element of important maneuvers like overtaking maneuver. therefore, it is chosen as the focus of this study and novel multi-input multi-output adaptive neuro-fuzzy inference system models (manfis) are proposed for this behavior. these models are able to simulate and predict the future behavior of a driver...

This paper presents work-in-progress towards the development of an intelligent mobile agent-based e-marketplace system called InterMarket. InterMarket aims at enabling mobile access and automated trading in e-marketplaces based on integration of mobile agents and intelligent decision-making agents offered as an add-on component to a commercial e-marketplace platform. The paper overviews the pro...

Typical Double Auction (DA) models assume that trading agents are one-way traders. With this limitation, they cannot directly reflect the fact individual traders in financial markets (the most popular application of double auction) choose their trading directions dynamically. To address this issue, we introduce the Bi-directional Double Auction (BDA) market which is populated by two-way traders...

introduction: diagnosis, prediction and control of oral lesions is usually done classically based on clinical signs and histopathologic features. due to lack of timely diagnosis in all conventional methods or differential diagnosis, biopsy of patient is needed. therefore, the patient might be irritated. so, an intelligent method for quick and accurate diagnosis would be crucial. intelligent sys...

In this thesis I present a framework for intelligent software agents to manage risk in electronic marketplaces using Option Derivatives. To compare the performance of agents that trade Option Derivatives with agents not using them, I create a simulation of a financial marketplace in which software agents are vested with decision rules for buying and selling assets and Options. The motivation of...

In this paper we develop a notion of “objective trust” for Software Agents, that is trust of, or between, Agents based on actual experiences between those Agents. Experiential objective trust allows Agents to make decisions about how to select other Agents when a choice has to be made. We define a mechanism for such an “objective Trust-Based Agent” (oTB-Agent), and present experimental results ...

In this paper we develop a notion of “objective trust” for Software Agents, that is trust of, or between, Agents based on actual experiences between those Agents. Experiential objective trust allows Agents to make decisions about how to select other Agents when a choice has to be made. We define a mechanism for such an “objective Trust-Based Agent” (oTB-Agent), and present experimental results ...