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Reinforcement of the Performances of the Soft Computing Techniques & Utilization of the learning Automaton-Challenges Toward Nonstationary Environment

Research Project

Project/Area Number 18500173
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Sensitivity informatics/Soft computing
Research InstitutionOsaka Kyoiku University

Principal Investigator

BABA Norio  Osaka Kyoiku University, Education, Professor (30035654)

Project Period (FY) 2006 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥2,370,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥270,000)
Fiscal Year 2007: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2006: ¥1,200,000 (Direct Cost: ¥1,200,000)
KeywordsNonstationary Multiteacher Environment / HSLA / Mobile Robot / Maze Passing / DGPA & SERI / COMMONS GAME / Evolutionary Computation / Prediction of Golden Cross and Dead Cross by Neura / 学習オートマトン / ニューラルネット / 非定常環境 / 融合技術 / 知能工学 / ソフトコンピューテイング / 学習と適応
Research Abstract

In the followings, we shall briefly touch upon our research results:
1) We have proposed a new learning algorithm of the HSLA operating in the nonstationary multiteacher environment. We have shown that the proposed algorithm ensures convergence to the optimal set of actions with probability 1 under the general NME.
2) We have generalized the DGPA algorithm to be used in the hierarchical structure learning automata model. We have shown that the generalized algorithm is ε optimal under the rather general condition. We have also presented several computer simulation results concerning the maze passing problem of the mobile robots that suggest the efficacy of the generalized algorithm.
3) We have carried out large numbers of computer simulations in order to compare the efficacy of our algorithm in the nonstationary multiteacher switching environment with those of the generalized DGPA algorithm & the generalized SE_<RI> algorithm. Almost all of the computer simulation results confirm the effectiveness of our algorithm.
4) We have tried to utilize two kinds of EAs, ie., the MOEA and the FEP for making the COMMONS GAME exciting. The MOEA has been used for generating various types of skilled players. Further the FEP has been introduced to find out appropriate combinations of the point of each card. We have succeeded in finding highly advanced rules compared with that of the original COMMONS GAME.
5) We have proposed a new derision support system (DSS) for dealing stocks which improves the traditional technical analysis by using neural networks. In the proposed system, neural networks are utilized in order to predict the "Golden Cross" ('Dead Cross") several weeks it occurs. Computer simulation results concerning the dealings of the TOPIX and Nikkei-225 have confirmed the effectiveness of our approach.

Report

(3 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • Research Products

    (30 results)

All 2008 2007 2006

All Journal Article (11 results) (of which Peer Reviewed: 2 results) Presentation (16 results) Book (3 results)

  • [Journal Article] Advanced Intelligent Paradigms in Computer Games2007

    • Author(s)
      N, Baba, L, C, Jain, H, Handa
    • Journal Title

      Springer

      Pages: 1-201

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Hierarchical Structure Learning Automata and Their Applications to the Intelligent Behavior of the Mobile Robots in a Maze2007

    • Author(s)
      Norio Baba, Yoshio Mogami
    • Journal Title

      Proceedings of the International Symposium on Management Engineering (Kita Kyushu, Japan) Vol. 1

    • Related Report
      2006 Annual Research Report
  • [Journal Article] A Relative Reward-Strength Algorithm for the Hierarchical Structure Learning Automata Operating in the General Nonstationary Multiteacher Environment2006

    • Author(s)
      N>Baba and Y. Mogami
    • Journal Title

      IEEE Trans. Systems, Man, and Cybernetics, Part B 36巻

      Pages: 781-794

    • NAID

      120001060563

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] ニューラルネットを活用した従来型テクニカル分析手法改善の試み2006

    • Author(s)
      馬場則夫、西田将人、甲斐良隆
    • Journal Title

      電気学会論文誌C 126巻

      Pages: 1324-1331

    • NAID

      10018318294

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] A Relative Reward-Strength Algorithm for the Hierarchical Structure Learning Automata Operating in the General Nonstationary Multiteacher Environment2006

    • Author(s)
      N, Baba, Y, Mogami
    • Journal Title

      IEEE Transactions on Systems, Man, and Cybernetics, Part B

      Pages: 781-794

    • NAID

      120001060563

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Trial for Improving the Traditional Technical Analysis Which Utilizes Neural Networks2006

    • Author(s)
      N, Baba, M, Nishida, Y, Kai
    • Journal Title

      IEEJ Trans. EIS Vol. 126, No. 11

      Pages: 1324-1331

    • NAID

      10018318294

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Relative Reward-Strength Algorithm for the Hierarchical Structure Learning Automata Operating in the General Nonstationary Multiteacher Environment2006

    • Author(s)
      Norio Baba, Yoshio Mogami
    • Journal Title

      IEEE Transactions on Systems, Man, and Cybernetics-Part B Vol.36, No. 4

      Pages: 781-794

    • NAID

      120001060563

    • Related Report
      2006 Annual Research Report
  • [Journal Article] ニューラルネットを活用した従来型テクニカル分析手法改善の試み2006

    • Author(s)
      馬場則夫, 西田将人, 甲斐良隆
    • Journal Title

      電気学会論文誌 C (電子・情報・システム部門) 126巻・11号

      Pages: 1324-1331

    • NAID

      10018318294

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Utilization of NNs for Improving the Traditional Technical Analysis in the Financial Markets2006

    • Author(s)
      Norio Baba
    • Journal Title

      Proceedings of the KES2006 (Bournemouth, U.K.) (B. Gabrys et al, Editors) (Springer) 3

      Pages: 663-669

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Gaming : A Helpful Approach for City Planning2006

    • Author(s)
      Norio Baba
    • Journal Title

      Proceedings of the SICE-ICASE International Joint Conference (Busan, Korea)

      Pages: 4877-4880

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Utilization of Evolutionary Algorithms to Increase Excitement of the COMMONS Game2006

    • Author(s)
      Norio Baba, Hisashi Handa
    • Journal Title

      Proceedings of the SAB' 06 Workshop (Rome, Italy)

      Pages: 1-10

    • Related Report
      2006 Annual Research Report
  • [Presentation] Learning Behaviors of Automata Operating in an Unknown Nonstationary Environment2008

    • Author(s)
      N. Baba and Y. Mogami
    • Organizer
      ISME2008 国際会議
    • Place of Presentation
      早稲田大学(北九州)
    • Year and Date
      2008-03-17
    • Related Report
      2007 Annual Research Report
  • [Presentation] Learning Behaviors of Automata Operating in an Unknown Nonstationary Environment2008

    • Author(s)
      N. Baba and Y. Mogami
    • Organizer
      ISME2008
    • Place of Presentation
      早稲田大学(北九州)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Learning Behaviors of Automata Operating in an Unknown Nonstationary Environment2008

    • Author(s)
      N, Baba, Y, Mogami
    • Organizer
      ISME2008
    • Place of Presentation
      Waseda Univ, Kita-Kyushu
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Utilization of Evolutionary Algorithms for Making the Environmental Game Much More Exciting2007

    • Author(s)
      N. Baba and H. Handa
    • Organizer
      ICCAS2007 国際会議
    • Place of Presentation
      COEX, Seoul, Korea
    • Year and Date
      2007-10-20
    • Related Report
      2007 Annual Research Report
  • [Presentation] A Consideration on the Learning Performances of the Hierarchical Structure Learning Automata(HSLA)Operating in the General Nonstationary Multiteacher Environment2007

    • Author(s)
      N. Baba and Y. Mogami
    • Organizer
      KES2007 国際会議
    • Place of Presentation
      イタリアサレルノのLloyd's Baia Hotel
    • Year and Date
      2007-09-14
    • Related Report
      2007 Annual Research Report
  • [Presentation] Prediction of Golden Cross & Dead Cross by Neural Networks and Its Utilization2007

    • Author(s)
      N. Baba and K. Nin
    • Organizer
      KES2007 国際会議
    • Place of Presentation
      イタリアサレルノのLloyd's Baia Hotel
    • Year and Date
      2007-09-13
    • Related Report
      2007 Annual Research Report
  • [Presentation] "Hierarchical Structure Learning Automata and Their Applications to the Intelligent Behavior of the Mobile Robots in a Maze2007

    • Author(s)
      N. Baba and Y. Mogami
    • Organizer
      ISME2007
    • Place of Presentation
      早稲田大学(北九州)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Prediction of Golden Cross & Dead Cross by Neural Networks and Its Utilization"2007

    • Author(s)
      N. Baba and K. Nin
    • Organizer
      KES2007
    • Place of Presentation
      イタリア(サレルノ)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] A Consideration on the Learning Performances of the Hierarchical Structure Learning Automata (HSLA) Operating in the General Nonstationary Multiteaqcher Environment"2007

    • Author(s)
      N. Baba and Y. Mogami
    • Organizer
      KES2007
    • Place of Presentation
      イタリア(サレルノ)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Hierarchical Structure Learning Automata and Their Applications to the Intelligent Behavior of the Mobile Robots in a Maze2007

    • Author(s)
      N, Baba, Y, Mogami
    • Organizer
      ISME2007
    • Place of Presentation
      Waseda Univ., Kita-Kyushu
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Prediction of Golden Cross & Dead Cross by Neural Networks and Its Utilization2007

    • Author(s)
      N, Baba, K, Nin
    • Organizer
      KES2007
    • Place of Presentation
      Salerno, Italy
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Learning Automata (HSLA) Operating in the General Nonstationary Multiteaqcher Environment2007

    • Author(s)
      N, Baba, Y, Mogami
    • Organizer
      KES2007
    • Place of Presentation
      Salerno, Italy
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Utilization of NNs for Improving the Traditional Technical Analysis in the Financial Markets2006

    • Author(s)
      N. Baba
    • Organizer
      KES2006
    • Place of Presentation
      イギリス(Bournemouth)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Utilization of Evolutionary Algorithms to Increase Excitement of the COMMONS GAME2006

    • Author(s)
      N. Baba and H. Handa
    • Organizer
      SAB'06 Workshop
    • Place of Presentation
      イタリア(ローマ)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Utilization of NNs for Improving the Traditional Technical Analysis in the Financial Markets2006

    • Author(s)
      N, Baba
    • Organizer
      KES2006
    • Place of Presentation
      Bournemouth, U.K.
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Utilization of Evolutionary Algorithms to Increase Excitement of the COMMONS GAME2006

    • Author(s)
      N, Baba, H, Handa
    • Organizer
      SAB'06 Workshop
    • Place of Presentation
      Rome, Italy
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] Advanced Intelligent Paradigms in Computer Games2007

    • Author(s)
      N. Baba, L.C. Jain, H. Handa
    • Total Pages
      201
    • Publisher
      Springer
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] Advanced Intelligent Paradigms in Computer Games2007

    • Author(s)
      N. Baba, L. C. Jain, H. Handa
    • Total Pages
      201
    • Publisher
      Springer-Verlag
    • Related Report
      2007 Annual Research Report
  • [Book] Advanced Intelligent Paradigms in Computer Games2007

    • Author(s)
      N.Baba, L.C.Jain, H.Handa
    • Total Pages
      200
    • Publisher
      Springer (Berlin) (To be published)
    • Related Report
      2006 Annual Research Report

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Published: 2006-04-01   Modified: 2016-04-21  

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