Download e-book for kindle: Advanced Techniques for Knowledge Engineering and Innovative by Atsuko K. Yamazaki, Kaoru Eto, Akane Nakabayashi, Hitomi

By Atsuko K. Yamazaki, Kaoru Eto, Akane Nakabayashi, Hitomi Shimada (auth.), Jeffrey W. Tweedale, Lakhmi C. Jain (eds.)

ISBN-10: 3642420168

ISBN-13: 9783642420160

ISBN-10: 3642420176

ISBN-13: 9783642420177

This ebook constitutes the completely refereed lawsuits of the sixteenth foreign convention on Knowledge-Based clever details and Engineering structures, KES 2012, held in San Sebastian, Spain, in September 2012. The 21 revised papers have been conscientiously reviewed and chosen from 254 submissions. themes of curiosity comprise the exploitation of AI strategies, latest examine in info applied sciences and dynamic ontologies.

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Additional info for Advanced Techniques for Knowledge Engineering and Innovative Applications: 16th International Conference, KES 2012, San Sebastian, Spain, September 10-12, 2012, Revised Selected Papers

Example text

2 Eigenvalue Problem of Correlation Matrix for Stock Prices The methodology of the RMT-PCA is outlined as folows. The first step is to prepare the price time series into an N×(T+1) matrix named S, whose i-th row contains the price time series of length T+1. This matrix S is converted into a matrix of log-return as follows r(t) = log(S(t + Δ t)) − log(S(t)) (1) Each string of time series is normalized by xi (t) = ri (t) − ri (i = 1, . . , N) σi (2) The correlation Ci, j between two stocks, i and j, can be written as the inner product of the two log-profit time series, xi (t) and x j (t), Ci, j = 1 T T ∑ xi (t)x j (t) (3) t=1 Here the suffix i indicates the time series on the i-th member of the total N stocks.

Trends of 16 years from 1994 to 2009 are shown. The sector H (Information Technology) and J (Utility) are the most eminent sectors in this period. Fig. 4. Trends of 8 years, 1994-2001 (left) and 2002-2009 (right). In 1994-2001, the sector J (Utility) and H (Information Technology) dominance, but in 2002-2009, A (Energy) and G (Financial) dominance the market. Fig. 5. Trends of 4 years each are shown. Both in 1994-1997 and 1998-2001, J (Utility) and H (Information Technology) dominance, while A (Energy) and H (Information Technology)dominance in 2002-2005 and A (Energy) and G (Financial) dominance in 2006-2009.

Automatic extraction of failure stories from Weblogs. In: The 26th Annual Conference of the Japanese Society for Artificial Intelligence, 4I1-R-9-4, pp. 1–4 (2012) 10. : Abuse expressions extraction for 2 channel. In: The 16th Annual Conference of the Association for Natural Language Processing, pp. 178–181 (2010) 11. : Question Answering using Common Sense Knowledge latent in Corpora and Utility Maximization Principle. Study group of Natural language processing, pp. 131–138 (2004) 12. : Artificial Intelligence: A Modern Approach.

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Advanced Techniques for Knowledge Engineering and Innovative Applications: 16th International Conference, KES 2012, San Sebastian, Spain, September 10-12, 2012, Revised Selected Papers by Atsuko K. Yamazaki, Kaoru Eto, Akane Nakabayashi, Hitomi Shimada (auth.), Jeffrey W. Tweedale, Lakhmi C. Jain (eds.)


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