AN ARTIFICIAL INTELLIGENCE APPROACH TO COURSE TIMETABLING

2008 ◽  
Vol 17 (01) ◽  
pp. 223-240 ◽  
Author(s):  
LIEN F. LAI ◽  
CHAO-CHIN WU ◽  
NIEN-LIN HSUEH ◽  
LIANG-TSUNG HUANG ◽  
SHIOW-FEN HWANG

Course Timetabling is a complex problem that cannot be dealt with by using only a few general principles. The various actors (the administrator, the chairman, the instructor and the student) have their own objectives, and these objectives usually conflict. The complexity of the relationships among time slots, classes, classrooms, and instructors makes it difficult to achieve a feasible solution. In this article, we propose an artificial intelligence approach that integrates expert systems and constraint programming to implement a course timetabling system. Expert systems are utilized to incorporate knowledge into the timetabling system and to provide a reasoning capability for knowledge deduction. Separating out the knowledge base, the facts, and the inference engine in expert systems provides greater flexibility in supporting changes. The constraint hierarchy and the constraint network are utilized to capture hard and soft constraints and to reason about constraints by using constraint satisfaction and relaxation techniques. In addition, object-oriented software engineering is applied to improve the development and maintenance of the course timetabling system. A course timetabling system in the Department of Computer Science and Information Engineering at the National Changhua University of Education (NCUE) is used as an illustrative example of the proposed approach.

2021 ◽  
Author(s):  
Arwin Datumaya Wahyudi Sumari ◽  
Rosa Andrie Asmara ◽  
Dimas Rossiawan Hendra Putra ◽  
Ika Noer Syamsiana

2021 ◽  
Vol 9 (4) ◽  
pp. 58
Author(s):  
Ivan Cherednik

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper. It proved to be successful in extensive historical and real-time experiments. Momentum risk-taking is one of the key components of general decision-making, a challenge for artificial intelligence and machine learning. We begin with a new mathematical approach to news impact on share prices, which models well their power-type growth, periodicity, and the market phenomena like price targets and profit-taking. This theory generally requires Bessel and hypergeometric functions. Its discretization results in some tables of bids, basically, expected returns for main investment horizons, the key in our trading system. A preimage of our approach is a new contract card game. There are relations to random processes and the fractional Brownian motion. The ODE we obtained, especially those of Bessel-type, appeared to give surprisingly accurate modeling of the spread of COVID-19.


2021 ◽  
Vol 413 ◽  
pp. 125358
Author(s):  
Mehrdad Mesgarpour ◽  
Javad Mohebbi Najm Abad ◽  
Rasool Alizadeh ◽  
Somchai Wongwises ◽  
Mohammad Hossein Doranehgard ◽  
...  

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