2019
Authors
Castilho, D; Gama, J; Mundim, LR; de Carvalho, ACPLF;
Publication
COMPUTATIONAL SCIENCE - ICCS 2019, PT III
Abstract
Portfolio optimization in stock markets has been investigated by many researchers. It looks for a subset of assets able to maintain a good trade-off control between risk and return. Several algorithms have been proposed to portfolio management. These algorithms use known return and correlation data to build subset of recommended assets. Dynamic stock correlation networks, whose vertices represent stocks and edges represent the correlation between them, can also be used as input by these algorithms. This study proposes the definition of constants of the classical mean-variance analysis using machine learning and weighted link prediction in stock networks (method named as MLink). To assess the performance of MLink, experiments were performed using real data from the Brazilian Stock Exchange. In these experiments, MLink was compared with mean-variance analysis (MVA), a popular method to portfolio optimization. According to the experimental results, using weighted link prediction in stock networks as input considerably increases the performance in portfolio optimization task, resulting in a gross capital increase of 41% in 84 days.
2019
Authors
Li, G; Gama, J; Yang, J;
Publication
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Abstract
2019
Authors
Li, G; Gama, J; Yang, J;
Publication
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Abstract
2019
Authors
Gama, J;
Publication
Communications in Computer and Information Science
Abstract
2019
Authors
Andrade, T; Cancela, B; Gama, J;
Publication
Progress in Artificial Intelligence, 19th EPIA Conference on Artificial Intelligence, EPIA 2019, Vila Real, Portugal, September 3-6, 2019, Proceedings, Part II.
Abstract
Different activities are performed by people during the day and many aspects of life are associated with places of human mobility patterns. Among those activities, there are some that are recurrent and demand displacement of the individual between regular places like going to work, going to school, going back home from wherever the individual is located. To accomplish these recurrent daily activities, people tend to follow regular paths with similar temporal and spatial characteristics. In this paper, we propose a method for discovering common pathways across users’ habits. By using density-based clustering algorithms, we detect the users’ most preferable locations and apply a Gaussian Mixture Model (GMM) over these locations to automatically separate the trajectories that follow patterns of days and hours, in order to discover the representations of individual’s habits. Over the set of users’ habits, we search for the trajectories that are more common among them by using the Longest Common Sub-sequence (LCSS) algorithm considering the distance that pairs of users travel on the same path. To evaluate the proposed method we use a real-world GPS dataset. The results show that the method is able to find common routes between users that have similar habits paving the way for future recommendation, prediction and carpooling research techniques. © 2019, Springer Nature Switzerland AG.
2019
Authors
Lima, WS; Souto, E; El Khatib, K; Jalali, R; Gama, J;
Publication
SENSORS
Abstract
The ubiquity of smartphones and the growth of computing resources, such as connectivity, processing, portability, and power of sensing, have greatly changed people's lives. Today, many smartphones contain a variety of powerful sensors, including motion, location, network, and direction sensors. Motion or inertial sensors (e.g., accelerometer), specifically, have been widely used to recognize users' physical activities. This has opened doors for many different and interesting applications in several areas, such as health and transportation. In this perspective, this work provides a comprehensive, state of the art review of the current situation of human activity recognition (HAR) solutions in the context of inertial sensors in smartphones. This article begins by discussing the concepts of human activities along with the complete historical events, focused on smartphones, which shows the evolution of the area in the last two decades. Next, we present a detailed description of the HAR methodology, focusing on the presentation of the steps of HAR solutions in the context of inertial sensors. For each step, we cite the main references that use the best implementation practices suggested by the scientific community. Finally, we present the main results about HAR solutions from the perspective of the inertial sensors embedded in smartphones.
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