Intelligent Data Engineering and Automated Learning - Ideal 2000 : Data Mining, Financial Engineering and Intelligent Agents - Second International Conference Shatin, N. T. , Hong Kong, China, December 2000, Proceedings

by IDEAL 2000 (2000 : Hong Kong, China); Leung, Kwong-Sak; Chan, Lai-Wan; Meng, Helen

• ISBN13: 9783540414506
• ISBN10: 3540414509
• Format: Paperback
• Copyright: 2001-03-01
• Publisher: Springer-Verlag New York Inc

Summary

This book constitutes the refereed proceedings of the Second International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2000, held in Shatin, N.T., Hong Kong, China in December 2000. The 81 revised papers presented were carefully reviewed and selected from numerous submissions. The book is divided in topical sections on data mining and automated learning, financial engineering, intelligent agents, Internet applications, multimedia processing, and genetic programming.

Table of Contents

Data Mining and Automated Learning
Clustering
Clustering by Similarity in an Auxiliary Space	p. 3
Analyses on the Generalised Lotto-Type Competitive Learning	p. 9
A New Methodology to Compare Clustering Algorithms	p. 565
Extended K-means with an Efficient Estimation of the Number of Clusters	p. 17
An Interactive Approach to Building Classification Models by Clustering and Cluster Validation	p. 23
A New Distributed Algorithm for Large Data Clustering	p. 29
A New Nonhierarchical Clustering Procedure for Symbolic Objects	p. 35
Classification
Quantization of Continuous Input Variables for Binary Classification	p. 42
Information-Based Classification by Aggregating Emerging Patterns	p. 48
Boosting the Margin Distribution	p. 54
Detecting a Compact Decision Tree Based on an Appropriate Abstraction	p. 60
A New Algorithm to Select Learning Examples from Learning Data	p. 71
Data Ranking Based on Spatial Partitioning	p. 78
Association Rules and Fuzzy Rules
Logical Decision Rules : Teaching C4.5 to Speak Prolog	p. 85
Visualisation of Temporal Interval Association Rules	p. 91
Lithofacies Characteristics Discovery from Well Log Data Using Association Rules	p. 97
Fuzzy Hydrocyclone Modelling for Particle Separation Using Fuzzy Rule Interpolation	p. 103
A Data-Driven Fuzzy Approach to Robot Navigation Among Moving Obstacles	p. 109
Learning Systems
Best Harmony Learning	p. 116
Observational Learning with Modular Networks	p. 126
Finding Essential Attributes in Binary Data	p. 133
A Heuristic Optimal Reduct Algorithm	p. 139
A Note on Learning Automata Based Schemes for Adaptation of BP Parameters	p. 145
Factor and Correlation Analysis
A Note on Covariances for Categorical Data	p. 150
A General Class of Neural Networks for Principal Component Analysis and Factor Analysis	p. 158
Generalised Canonical Correlation Analysis	p. 164
Integrating KPCA with an Improved Evolutionary Algorithm for Knowledge Discovery in Fault Diagnosis	p. 174
Temporal Data Mining
Temporal Data Mining Using Multilevel-Local Polynomial Models	p. 180
First Experiments for Mining Sequential Patterns on Distributed Sites with Multi-Agents	p. 187
Nonlinear and Noisy Time Series Prediction Using a Hybrid Nonlinear Neural Predictor	p. 193
Genetic Programming Prediction of Solar Activity	p. 199
Interpretation of the Richardson Plot in Time Series Representation	p. 206
Financial Engineering
Wavelet Methods in PDE Valuation of Financial Derivatives (Keynote Paper)	p. 215
Fast Algorithms for Computing Corporate Default Probabilities	p. 239
Variance-Penalized Reinforcement Learning for Risk-Averse Asset Allocation	p. 244
Applying Mutual Information to Adaptive Mixture Models	p. 250
Stability Analysis of Financial Ratios	p. 256
Modeling of the German Yield Curve by Error Correction Neural Networks	p. 262
Feature Selection for Support Vector Machines in Financial Time Series Forecasting	p. 268
$(epsilon$)-Descending Support Vector Machines for Financial Time Series Forecasting	p. 274
Classifying Market States with WARS	p. 280
"Left Shoulder" Detection in Korea Composite Stock Price Index Using an Auto-Associative Neural Network	p. 286
Intelligent Agents
A Computational Framework for Convergent Agents (Keynote Paper)	p. 295
Multi-agent Integer Programming	p. 301
Building an Ontology for Financial Investment	p. 308
A Multi-Agent Negotiation Algorithm for Load Balancing in CORBA-Based Environment	p. 314
Existence of Minority in Multi-agent Systems Using Voronoi Tessellation	p. 320
Combining Exploitation-Based and Exploration-Based Approach in Reinforcement Learning	p. 326
A Probabilistic Agent Approach to the Traffic Jam Problem	p. 332
Round-Table Architecture for Communication in Multi-agent Softbot Systems	p. 338
Mobile Agents for Reliable Migration in Networks	p. 344
Internet Applications
A Construction of the Adapted Ontology Server in EC	p. 355
A Design and Implementation of Cyber Banking Process and Settlement System for Internet Commerce	p. 361
A Shopping Agent That Automatically Constructs Wrappers for Semi-Structured Online Vendors	p. 368
Real-Time Web Data Mining and Visualisation	p. 374
WebGuide: Filtering and Constraining Site Browsing through Web Walker Techniques	p. 380
Topic Spotting on News Articles with Topic Repository by Controlled Indexing	p. 386
Validating the Behavior of Self-interested Agents in an Information Market Scenario	p. 392
Discovering User Behavior Patterns in Personalized Interface Agents	p. 398
An Agent-Based Personalized Search on a Multi-Search Engine Based on Internet Search Service	p. 404
A Case-Based Transformation from HTML to XML	p. 410
Persistent DOM: An Architecture for XML Repositories in Relational Databases	p. 416
Multimedia Processing
Video Processing
Automatic News Video Caption Extraction and Recognition	p. 425
Advanced Multilevel Successive Elimination Algorithms for Motion Estimation in Video Coding	p. 431
News Content Highlight via Fast Caption Text Detection on Compressed Video	p. 443
Texture-Based Text Location for Video Indexing	p. 449
Video Segmentation by Two Measures and Two Thresholds	p. 455
Image Processing
Ink Retrieval from Handwritten Documents	p. 461
An Off-Line Recognizer for Hand-Written Chinese Characters	p. 467
Bayesian Learning for Image Retrieval Using Multiple Features	p. 473
A Content-Based Image Retrieval Method Using Third-Order Color Feature Relations	p. 479
Hierarchical Discriminant Regression for Incremental and Real-Time Image Classification	p. 484
Distinguishing Real and Virtual Edge Intersection in Pairs of Uncalibrated Images	p. 490
Stereo Correspondence Using GA-Based Segmentation	p. 497
Special Sessions
Genetic Algorithms and Genetic Programming in Agent-Based Computational Finance
How Adaptive Agents in Stock Market Perform in the Presence of Random News: A Genetic Algorithm Approach	p. 505
Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data	p. 511
Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming	p. 517
Combining Ordinal Financial Predictions with Genetic Programming	p. 532
Data Analysis and Financial Modeling
Applying Independent Component Analysis to Factor Model in Finance	p. 538
Web-Based Cluster Analysis System for China and Hong Kong's Stock Market	p. 545
Arbitrage-Free Asset Pricing in General State Space	p. 551
A Tabu Search Based Algorithm for Clustering Categorical Data Sets	p. 559
A New Methodology to Compare Clustering Algorithms	p. 565
Author Index	p. 571
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