Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets.

Since financial assets on stock exchanges were created, investors have sought to predict their future values. Currently, cryptocurrencies are also seen as assets. Machine learning is increasingly adopted to assist and automate investments. The main objective of this paper is to make daily predictions about the movement direction of financial time series through classification models, financial time series preprocessing methods, and feature selection with genetic algorithms. The target time series are Bitcoin, Ibovespa, and Vale. The methodology of this paper includes the following steps: collecting time series of financial assets; data preprocessing; feature selection with genetic algorithms; and the training and testing of machine learning models. The results were obtained by evaluating the models with the area under the ROC curve metric. For the best prediction models for Bitcoin, Ibovespa, and Vale, values of 0.61, 0.62, and 0.58 were obtained, respectively. In conclusion, the feature selection allowed the improvement of performance in most models, and the input series in the form of percentage variation obtained a good performance, although it was composed of fewer attributes in relation to the other sets tested.

An Experimental Analysis on Multicepstral Projection Representation Strategies for Dysphonia Detection.

Biometrics-based authentication has become the most well-established form of user recognition in systems that demand a certain level of security. For example, the most commonplace social activities stand out, such as access to the work environment or to one's own bank account. Among all biometrics, voice receives special attention due to factors such as ease of collection, the low cost of reading devices, and the high quantity of literature and software packages available for use. However, these biometrics may have the ability to represent the individual impaired by the phenomenon known as dysphonia, which consists of a change in the sound signal due to some disease that acts on the vocal apparatus. As a consequence, for example, a user with the flu may not be properly authenticated by the recognition system. Therefore, it is important that automatic voice dysphonia detection techniques be developed. In this work, we propose a new framework based on the representation of the voice signal by the multiple projection of cepstral coefficients to promote the detection of dysphonic alterations in the voice through machine learning techniques. Most of the best-known cepstral coefficient extraction techniques in the literature are mapped and analyzed separately and together with measures related to the fundamental frequency of the voice signal, and its representation capacity is evaluated on three classifiers. Finally, the experiments on a subset of the Saarbruecken Voice Database prove the effectiveness of the proposed material in detecting the presence of dysphonia in the voice.

A New Frequency Analysis Operator for Population Improvement in Genetic Algorithms to Solve the Job Shop Scheduling Problem.

Job Shop Scheduling is currently one of the most addressed planning and scheduling optimization problems in the field. Due to its complexity, as it belongs to the NP-Hard class of problems, meta-heuristics are one of the most commonly used approaches in its resolution, with Genetic Algorithms being one of the most effective methods in this category. However, it is well known that this meta-heuristic is affected by phenomena that worsen the quality of its population, such as premature convergence and population concentration in regions of local optima. To circumvent these difficulties, we propose, in this work, the use of a guidance operator responsible for modifying ill-adapted individuals using genetic material from well-adapted individuals. We also propose, in this paper, a new method of determining the genetic quality of individuals using genetic frequency analysis. Our method is evaluated over a wide range of modern GAs and considers two case studies defined by well-established JSSP benchmarks in the literature. The results show that the use of the proposed operator assists in managing individuals with poor fitness values, which improves the population quality of the algorithms and, consequently, leads to obtaining better results in the solution of JSSP instances. Finally, the use of the proposed operator in the most elaborate GA-like method in the literature was able to reduce its mean relative error from 1.395% to 0.755%, representing an improvement of 45.88%.

NE-Motion: Visual Analysis of Stroke Patients Using Motion Sensor Networks.

A large number of stroke survivors suffer from a significant decrease in upper extremity (UE) function, requiring rehabilitation therapy to boost recovery of UE motion. Assessing the efficacy of treatment strategies is a challenging problem in this context, and is typically accomplished by observing the performance of patients during their execution of daily activities. A more detailed assessment of UE impairment can be undertaken with a clinical bedside test, the UE Fugl-Meyer Assessment, but it fails to examine compensatory movements of functioning body segments that are used to bypass impairment. In this work, we use a graph learning method to build a visualization tool tailored to support the analysis of stroke patients. Called NE-Motion, or Network Environment for Motion Capture Data Analysis, the proposed analytic tool handles a set of time series captured by motion sensors worn by patients so as to enable visual analytic resources to identify abnormalities in movement patterns. Developed in close collaboration with domain experts, NE-Motion is capable of uncovering important phenomena, such as compensation while revealing differences between stroke patients and healthy individuals. The effectiveness of NE-Motion is shown in two case studies designed to analyze particular patients and to compare groups of subjects.

A Modified Genetic Algorithm with Local Search Strategies and Multi-Crossover Operator for Job Shop Scheduling Problem.

It is not uncommon for today's problems to fall within the scope of the well-known class of NP-Hard problems. These problems generally do not have an analytical solution, and it is necessary to use meta-heuristics to solve them. The Job Shop Scheduling Problem (JSSP) is one of these problems, and for its solution, techniques based on Genetic Algorithm (GA) form the most common approach used in the literature. However, GAs are easily compromised by premature convergence and can be trapped in a local optima. To address these issues, researchers have been developing new methodologies based on local search schemes and improvements to standard mutation and crossover operators. In this work, we propose a new GA within this line of research. In detail, we generalize the concept of a massive local search operator; we improved the use of a local search strategy in the traditional mutation operator; and we developed a new multi-crossover operator. In this way, all operators of the proposed algorithm have local search functionality beyond their original inspirations and characteristics. Our method is evaluated in three different case studies, comprising 58 instances of literature, which prove the effectiveness of our approach compared to traditional JSSP solution methods.