Search results for " Marko"
showing 10 items of 201 documents
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
2010
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders we fit hidden Markov models to the time series of the sign of the tick by tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a net majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transactions size distributions of …
A Multiresolution Approach Based on MRF and Bak–Sneppen Models for Image Segmentation
2006
The two major Markov Random Fields (MRF) based algorithms for image segmentation are the Simulated Annealing (SA) and Iterated Conditional Modes (ICM). In practice, compared to the SA, the ICM provides reasonable segmentation and shows robust behavior in most of the cases. However, the ICM strongly depends on the initialization phase. In this paper, we combine Bak-Sneppen model and Markov Random Fields to define a new image segmentation approach. We introduce a multiresolution technique in order to speed up the segmentation process and to improve the restoration process. Image pixels are viewed as lattice species of Bak-Sneppen model. The a-posteriori probability corresponds to a local fitn…
A new Multi-Layers Method to Analyze Gene Expression
2007
In the paper a new Multi-Layers approach (called Multi-Layers Model MLM) for the analysis of stochastic signals and its application to the analysis of gene expression data is presented. It consists in the generation of sub-samples from the input signal by applying a threshold technique based on cut-set optimal conditions. The MLM has been applied on synthetic and real microarray data for the identification of particular regions across DNA called nucleosomes and linkers. Nucleosomes are the fundamental repeating subunits of all eukaryotic chromatin, and their positioning provides useful information regarding the regulation of gene expression in eukaryotic cells. Results have shown a good rec…
System Times and Channel Availability for Secondary Transmissions in CRNs: A Dependability Theory based Analysis
2017
[EN] Reliability is of fundamental importance for the performance of secondary networks in cognitive radio networks (CRNs). To date, most studies have focused on predicting reliability parameters based on prior statistics of traffic patterns from user behavior. In this paper, we define a few reliability metrics for channel access in multichannel CRNs that are analogous to the concepts of reliability and availability in classical dependability theory. Continuous-time Markov chains are employed to model channel available and unavailable time intervals based on channel occupancy status. The impact on user access opportunities based on channel availability is investigated by analyzing the stead…
A probabilistic approach to learning a visually grounded language model through human-robot interaction
2010
A Language is among the most fascinating and complex cognitive activities that develops rapidly since the early months of infants' life. The aim of the present work is to provide a humanoid robot with cognitive, perceptual and motor skills fundamental for the acquisition of a rudimentary form of language. We present a novel probabilistic model, inspired by the findings in cognitive sciences, able to associate spoken words with their perceptually grounded meanings. The main focus is set on acquiring the meaning of various perceptual categories (e. g. red, blue, circle, above, etc.), rather than specific world entities (e. g. an apple, a toy, etc.). Our probabilistic model is based on a varia…
Hidden Markov Random Fields and Direct Search Methods for Medical Image Segmentation
2016
The goal of image segmentation is to simplify the representation of an image to items meaningful and easier to analyze. Medical image segmentation is one of the fundamental problems in image processing field. It aims to provide a crucial decision support to physicians. There is no one way to perform the segmentation. There are several methods based on HMRF. Hidden Markov Random Fields (HMRF) constitute an elegant way to model the problem of segmentation. This modelling leads to the minimization of an energy function. In this paper we investigate direct search methods that are Nelder-Mead and Torczon methods to solve this optimization problem. The quality of segmentation is evaluated on grou…
Sequence Q-learning: A memory-based method towards solving POMDP
2015
Partially observable Markov decision process (POMDP) models a control problem, where states are only partially observable by an agent. The two main approaches to solve such tasks are these of value function and direct search in policy space. This paper introduces the Sequence Q-learning method which extends the well known Q-learning algorithm towards the ability to solve POMDPs through adding a special sequence management framework by advancing from action values to “sequence” values and including the “sequence continuity principle”.
A markovian model as a tool for optimization of maintenance planning on the railway lines
2008
This paper is designed to develop a procedure which defines a planning criterion for railway superstructure maintenance by means of Markov decision processes. This methodology allows to formulate a specific policy π which carries out the best configuration of budget allocation (min. Ф), and at the same time to guarantee the highest efficiency level in the railway superstructure. Thanks to the dynamic programming technique applied to decision processes, the report has examined the possibility of establishing the best management policy in order to maintain adequate safety levels of implementation and quality speed levels, in the presence of budget constraints, thus optimizing the available re…
A Fuzzy One Class Classifier for Multi Layer Model
2009
The paper describes an application of a fuzzy one-class classifier (FOC ) for the identification of different signal patterns embedded in a noise structured background. The classification phase is applied after a preprocessing phase based on a Multi Layer Model (MLM ) that provides a preliminary signal segmentation in an interval feature space. The FOC has been tested on synthetic and real microarray data in the specific problem of DNA nucleosome and linker regions identification. Results have shown, in both cases, a good recognition rate.
Mimicking biological mechanisms for sensory information fusion
2013
Current Artificial Intelligence systems are bound to become increasingly interconnected to their surrounding environment in the view of the newly rising Ambient Intelligence (AmI) perspective. In this paper, we present a comprehensive AmI framework for performing fusion of raw data, perceived by sensors of different nature, in order to extract higher-level information according to a model structured so as to resemble the perceptual signal processing occurring in the human nervous system. Following the guidelines of the greater BICA challenge, we selected the specific task of user presence detection in a locality of the system as a representative application clarifying the potentialities of …