We present an overview of various learning techniques used in automated theorem provers. We characterize the main problems arising in this context and classify the solutions to these problems from published approaches. We analyze the suitability of several combinations of solutions for different approaches to theorem proving and place these combinations in a spectrum ranging from provers using very specialized learning approaches to optimally adapt to a small class of proof problems, to provers that learn more general kinds of knowledge, resulting in systems that are less efficient in special cases but show improved performance for a wide range of problems. Finally, we suggest combinations of solutions for various proof philosophies.
Although it is acknowledged that internal iterators are easier and safer to use than conventional external iterators, it is commonly assumed that they are not applicable in languages without builtin support for closures and that they are less flexible than external iterators. We present an iteration framework that uses objects to emulate closures, separates structure exploration and data consumption, and generalizes on folding, thereby invalidating both the above statements. Our proposed "transfold" scheme allows processing one or more data structures simultaneously without exposing structure representations and without writing explicit loops. We show that the use of two functional concepts (function parameterization and lazy evaluation) within an object-oriented language allows combining the safety and economic usage of internal iteration with the flexibility and client control of external iteration. Sample code is provided using the statically typed EIFFEL language.
As the properties of components have gradually become clearer, attention has started to turn to the architectural issues which govern their interaction and composition. In this paper we identify some of the major architectural questions affecting component-based software develop-ment and describe the predominant architectural dimensions. Of these, the most interesting is the "architecture hierarchy" which we believe is needed to address the "interface vicissitude" problem that arises whenever interaction refinement is explicitly documented within a component-based system. We present a solution to this problem based on the concept of stratified architectures and object metamorphosis Finally, we describe how these concepts may assist in increasing the tailorability of component-based frameworks.
The value of software inspection for uncovering defects early in the development lifecycle has been well documented. Of the various types of inspection methods published to date, experiments have shown perspective-based inspection to be one of the most effective, because of its enhanced coverage of the defect space. However, inspections in general, and perspective-based inspections in particular, have so far been applied predominantly in the context of conventional structured development methods, and then almost always to textual artifacts, such as requirements documents or code modules. Object oriented-models, particularly of the graphical form, have so far not been adequately addressed by inspection methods. This paper tackles this problem by first discussing the difficulties involved in tailoring the perspective-based inspection approach to object-oriented development methods and, second, by presenting a generalization of the approach which overcomes these limitations. The new version of the approach is illustrated in the context of UML-based object-oriented development.
The interation of particular slender bodies with low Reynolds-number flows is in the limit 'slenderness to 0' described by a linear Fredholm integral equation of the second kind. The integral operator of this equation has a denumerable set of polynomial eigenfunctions whose corresponding eigenvalues are non-positive and of logarithmic growth. A theorem similiar to a classical result of Plemelj-Privalov for integral operators with Cauchy kernels is proven. In contrast to Cauchy kernel operators, the integral operator maps no Hölder space into itself. A spectral analysis of the integral operator restricted to an appropriate class of analytic functions is performed. The spectral properties of this restricted integral operator suggest a collocation-like method to solve the integral equation numerically. For this numerical scheme, convergence is proven and several computations are presented.
We consider nonparametric generalization of various well-known financial time series models and study estimates of the trend and volatility functions and forecasts based on kernel smoothers as well as on neural networks.
In this paper we deal with the problem of fitting an autoregression of order p to given data coming from a stationary autoregressive process with infinite order. The paper is mainly concerned with the selection of an appropriate order of the autoregressive model. Based on the so-called final prediction error (FPE) a bootstrap order selection can be proposed, because it turns out that one relevant expression occuring in the FPE is ready for the application of the bootstrap principle. Some asymptotic properties of the bootstrap order selection are proved. To carry through the bootstrap procedure an autoregression with increasing but non-stochastic order is fitted to the given data. The paper is concluded by some simulations.
Neural networks are now a well-established tool for solving classification and forecasting problems in financial applications (compare, e.g., Bol et al., 1996, Evans, 1997, Rehkugler and Zimmermann, 1994, Refenes 1995, and Refenes et al. 1996a) though many practioners are still suspicious against too evident success stories. One reason may be that the construction of an appropriate network which provides a reasonable solution to a complex data-analytic problem is rarely made explicit in the literature. In this paper, we try to contribute to filling this gap by discussing in detail the problem of dynamically allocating capital to various components of a currency portfolio in such a manner that the average gain will be larger than for certain benchmark portfolios. We base our solution on feedforward neural networks which are constructed employing various statistical model selection procedures described in, e.g., (Anders, 1997, or Refenes et al., 1996b). Neural networks which are used as the basis of trading strategies in finance should be assessed differently than in technical applications. The task is not to construct a network which provides good forecasts with respect to mean-square error of some quantities of interest or to provide good approximation of some given target values, but to achieve a good performance in economic terms. For portfolio allocation, the main goal is to achieve on the average a large return combined with a small risk. Therefore, we do not consider forecasts of the foreign exchange (FX-) rate time series using neural networks, but we try to get the allocation directly as the output of a network. Furthermore, we do not minimize some estimation or prediction error, but we try to maximize an economically meaningful performance measure, the risk-adjusted return, directly (compare also Heitkamp, 1996). In the subsequent chapter, we describe the details of the portfolio allocation problem. The following two chapters provide some technical information on how the networks were fitted to the available data and how the network inputs and outputs were selected. In chapter 5, finally, we discuss the promising results.