Thursday, July 5, 2007

fuzzy computing references

These references fall into one of 3 categories:

  • fuzzy logic soft computing methods, theory & applications
  • conventional (hard) computing methods, for comparative purposes
  • background to some problems possibly amenable to a fuzzy logic approach


    1. BISC - Berkeley Initiative for Soft Computing
      This site was updated .... it now includes Zadeh's papers, including the original ones from the 1960's & 70's, that were previously difficult to obtain (without paying publisher fees):. More current papers through 2005 are also included.

    2. robert.engle-Financial Econometrics - A New Discipline With New Methods.394.pdf
    3. robert.engle.hi-frequency-data-econometrica-ucsd9615.pdf
      Econometrics is financial signal processing. These articles illustrate standard Econometrics methods - ARCH, GARCH, time series analysis.

    4. Quantitative analysis of Energy Markets - world.sci-6352_chap01.pdf
    5. Quantitative analysis of Energy Markets - world.sci-6352_toc.pdf
      Lukewarm treatment of a hot topic

    6. 2002 - Society for Industrial and Applied Math - Ross,Booker,Parkinson.pdf
      Attempting to bridge the gap between fuzzy logic and classical probability methods

    7. 199X-Arnold-Shapiro-Actuarial-Dept-Penn-State.pdf
    8. 2003-Arnold-Shapiro-Actuarial-Dept-Penn-State.pdf
      Interesting, a Penn State financial actuarial professor's view on fuzzy neural methods

    9. Genetic Programming of Fuzzy Logic Rules Financial Trading-scientio.com.pdf
      Plausible application of fuzzy logic methods to trading problems

    10. 2005-TAC-Adaptive Trading Agent for Supply Chain.pdf
      not convinced

    11. 2006-Italian-economists-ALTERNATIVE APPROACH TO FIRMS’ EVALUATION.pdf
      Interesting application of fuzzy logic to financial statement analysis

    12. 2001-Agent bidding strategy based on fuzzy logic in a continuous double auction-ACM.pdf
      Needs a second read

    13. 1999-Preist-Commodity trading using an agent-based iterated double auction.pdf
      Not convinced

    14. 1985-Tutorial on fuzzy logic in simulation-NASA-grant.pdf
      Intro level, not much on simulation

    15. Kandel,Meyer,Rundus-the triad of fuzzy theory.pdf
      Fuzzy logic, set theory, and mathematics ... discusses confusion and the burden of proof

    16. 1994-Fuzzy systems - an overview-ACM.pdf
      Good introduction, factual tables and graphs; perhaps at times over-exhuberant

    17. 1998-Object oriented process modeling with fuzzy logic-ACM.pdf
      Not pursuaded

    18. 1995-Dubois,Prade-What does fuzzy logic bring to AI-ACM.pdf
      Discussion of fuzzy logic and AI; highlights the burden of proof on the former

    19. 1999-Hierarchical fuzzy configuration of implementation strategies-ACM.pdf
      First read: Does this added complexity subtract from the essence and the value proposition of fuzzy logic.
      Requires a second read

    20. Mamdani-Application of fuzzy logic to approximate reasoning using linguistic synthesis.pdf
      Mamdani contributed the major concepts of Fuzzy systems control and linguistic synthesis.

    21. Review - Essentials of Fuzzy Modeling and Control by Ronald R. Yager and Dimitar P. Filev (John Wiley, 1994).pdf
      Bought the book based upon this review

    22. 1994-Comparison of fuzzy to Proportional-Derivative control systems.pdf
      Comparison of fuzzy systems control to conventional PD systems control

    23. 1994-fuzzy model-based optimal control strategy-Schlumberger-ACM.pdf
      Schlumberger Corporation research on fuzzy control systems

    24. Siemens-Fuzzy signals in control loops.pdf
      Siemens Corporation research on fuzzy control systems

    25. Ontonix Stochastic (optimal) vs Fuzzy (robust) Methods.pdf
      interesting presentation - comparison of stochastic and fuzzy logic methods

    26. 2002-FuzzyDamageDetection.pdf
      Fuzzy logic expert systems

    27. 2007 - FUZZY LOGIC FOR BUSINESS, FINANCE - Bojadziev, World Science chap01.pdf
      My introduction to fuzzy logic - consistent notation, good delivery - free download

    28. 2003-Fuzzy-Modeling Imprecise Factors in Environmental Policy.pdf
      Application of fuzzy logic to environmental policy

    29. 1976-Fuzzy reasoning and the logics of uncertainty - p179-gaines.pdf
      Includes 100 references, need to re-read

    30. 2000-fuzzy logic and OOD- ACM-marcelloni.pdf
      A fuzzy logic solution to the problem of object oriented design. Not pursuaded.

    31. 2005-Fuzzy Logic Controller (FLC) for shortening the TCP.pdf
      Nice example of a TCP/IP fuzzy logic controller.

    32. 2005 Larsen Lecture Notes - Fundamentals of fuzzy sets and fuzzy logic.pdf
      Excellent - my first introduction to fuzzy set theory

    33. NickolasTufillaro-nonlinear systems-quadratic_map_lab.pdf
      Example of non-linear, non-stable systems behaviour (stabiity is not a given ...)

    34. 2007 - StreamBase Algo_Trading1.07.pdf
      Algorithm trading vendor solution ... questionable

    35. 2005-Online Trading Algorithms and Robust Option Pricing.pdf
      Stanford Business School options analysis ... questionable

    36. 2005-Mertacor A Successful Autonomous Trading Agent.pdf
      Fuzzy logic online trading application ... questionable

    37. LOTFI A. ZADEH, Fuzzy Logic, Neural Networks, and SoFt Computing, Communications of the ACM, March 1994, Volume 37 No. 3.pdf
      Great article from the inventor of Soft Computing and fuzzy logic.

    38. wilmott - Stochastic Volatility and Mean Variance analysis.pdf
      Topics in Stochastic Volatility and Mean Variance ...

    39. 2007 Cisco - trading_floor_architecture.pdf
      High frequency signal processing vendor solution

    40. Monte Carlo -Long winded diatribe.pdf
      Meditation and intuition of the Monte Carlo method.
      Can soft computing provide an alternative, approximate solution to the Monte Carlo method.

    41. black-scholes - laplaceTransform - 020310_skachkov.pdf
      Interesting ... alternative LaPlace Transform solution to Black Scholes

    42. 2007-Grid Computing Financial Services Report.pdf
      Grid processing solutions in the financial services

    43. BC_FPGA_Datasheet.pdf
      Field programmable gate array (FPGA) vendor

    44. 2001-Hellmann fuzzyLogic Introduction.pdf
      Good fuzzy logic introduction and great color pictures

      Priemer,Nigam Murmur_Detection_2006.doc
      Simplicity-Based Fuzzy Clustering Approach for Detection and Extraction of Murmurs from the Phonocardiogram

    45. Priemer,Kolodzjc-Stable and Dynamic Fuzzy Controller.pdf
      Design of a Stable and Dynamic Fuzzy Controller to Achieve Linguistic Closed Loop System Performance Specifications

    46. fuzzy author index 06004490.pdf
      2006 Author Title index of fuzzy systems papers

    47. Intel - multi-core programming - 2006 MCP_SampleCh01.pdf
      Concurrent systems programming, Intel multi-core

    48. parallel programming with GCC - rhs2006.pdf
      Concurrent systems programming, parallel programming GCC extensions

    49. XtremeData-NathanWoods_FPGA_2007_presentation.pdf
      FPGA vendor, systems architecture overview

    50. XtremeData-FPGA_Acceleration_in_HPC.pdf
      FPGA vendor, systems architecture overview, financial analytics case Study

    51. Information (Quantum) Mechanics - John L. Haller Jr. - 0106081.pdf
      Information mechanics ... is hard to relate to soft computing

    52. 2003-java-messaging-p2p-junginger-masters-thesis.pdf
      An M.S. thesis on HPC and java messaging.

    53. 2006-nonextensive approach to the dynamics of financial observables.pdf
      Application of statistical mechanics to finance ... close to information mechanics

    54. 2004-robert.engle Analysis of High Frequency Financial Data.pdf
      High frequency financial signal processing

    55. 2003 - Kalman filtering for fuzzy discrete time dynamic systems.pdf
      Integration of fuzzy systems and Kalman filters, Dan Simon

    56. thesis - Stefano Mazzocchi.pdf
      Thesis from the creator of Apache Cocoon, JServ and other open source projects [nothing to do with FL]

    57. Kalman filter Taygeta Scientific
      Taygeta Scientific Inc ... Kalman filtering, non-linear systems

    58. ALEXANDER LIPTON-LIFSCHITZ
      UIC professor and financial engineering leader

    59. Kalman Filtering for Fuzzy Dynamic Systems
      Kalman Filtering for Fuzzy Dynamic Systems, Academic, Dan Simon

    60. Kalman filtering
      Kalman filtering development, Corporate, Dan Simon

    61. wikipedia fuzzy_logic
    62. wikipedia fuzzy_set
    63. wikipedia control_theory
    64. wikipedia triangular_norm
    65. wikipedia princile_of_bivalence
    66. wikipedia multi-valued_logic
    67. wikipedia fourier_transform
    68. wikipedia fast_fourier_transform
    69. wikipedia fuzzy_system
    70. wikipedia Uncertainty_principle
    71. wikipedia Characteristic_function
    72. wikipedia Indicator_function
    73. wikipedia Maximum_likelihood
    74. wikipedia Multivariate_random_variable

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