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Building computational models of agents in dynamic, partially observable and stochastic environments is challenging. We propose a cognitive computational model of sugarcane growers’ daily decision-making to examine sugarcane supply chain complexities. Growers make decisions based on uncertain weather forecasts; cane dryness; unforeseen emergencies; and the mill’s unexpected call for delivery of a different amount of cane. The Belief-Desire-Intention (BDI) architecture has been used to model cognitive agents in many domains, including agriculture. However, typical implementations of this architecture have represented beliefs symbolically, so uncertain beliefs are usually not catered for. Here we show that a BDI architecture, enhanced with a dynamic decision network (DDN), suitably models sugarcane grower agents’ repeated daily decisions. Using two complex scenarios, we demonstrate that the agent selects the appropriate intention, and suggests how the grower should act adaptively and proactively to achieve his goals. In addition, we provide a mapping for using a DDN in a BDI architecture. This architecture can be used for modelling sugarcane grower agents in an agent-based simulation. The mapping of the DDN’s use in the BDI architecture enables this work to be applied to other domains for modelling agents’ repeated decisions in partially observable, stochastic and dynamic environments.

@article{488,
  author = {C. Sue Price, Deshen Moodley, Anban Pillay, Gavin Rens},
  title = {An adaptive probabilistic agent architecture for modelling sugarcane growers’ decision-making},
  abstract = {Building computational models of agents in dynamic, partially observable and stochastic environments is challenging.  We propose a cognitive computational model of sugarcane growers’ daily decision-making to examine sugarcane supply chain complexities.  Growers make decisions based on uncertain weather forecasts; cane dryness; unforeseen emergencies; and the mill’s unexpected call for delivery of a different amount of cane.  The Belief-Desire-Intention (BDI) architecture has been used to model cognitive agents in many domains, including agriculture.  However, typical implementations of this architecture have represented beliefs symbolically, so uncertain beliefs are usually not catered for.  Here we show that a BDI architecture, enhanced with a dynamic decision network (DDN), suitably models sugarcane grower agents’ repeated daily decisions.  Using two complex scenarios, we demonstrate that the agent selects the appropriate intention, and suggests how the grower should act adaptively and proactively to achieve his goals.  In addition, we provide a mapping for using a DDN in a BDI architecture.  This architecture can be used for modelling sugarcane grower agents in an agent-based simulation.  The mapping of the DDN’s use in the BDI architecture enables this work to be applied to other domains for modelling agents’ repeated decisions in partially observable, stochastic and dynamic environments.},
  year = {2022},
  journal = {South African Computer Journal},
  volume = {34},
  pages = {152-191},
  issue = {1},
  url = {https://sacj.cs.uct.ac.za/index.php/sacj/article/view/857},
  doi = {https://doi.org/10.18489/sacj.v34i1.857},
}

We explore how machine learning (ML) and Bayesian networks (BNs) can be combined in a personal health agent (PHA) for the detection and interpretation of electrocardiogram (ECG) characteristics. We propose a PHA that uses ECG data from wearables to monitor heart activity, and interprets and explains the observed readings. We focus on atrial fibrillation (AF), the commonest type of arrhythmia. The absence of a P-wave in an ECG is the hallmark indication of AF. Four ML models are trained to classify an ECG signal based on the presence or absence of the P-wave: multilayer perceptron (MLP), logistic regression, support vector machine, and random forest. The MLP is the best performing model with an accuracy of 89.61% and an F1 score of 88.68%. A BN representing AF risk factors is developed based on expert knowledge from the literature and evaluated using Pitchforth and Mengersen’s validation framework. The P-wave presence or absence as determined by the ML model is input into the BN. The PHA is evaluated using sample use cases to illustrate how the BN can explain the occurrence of AF using diagnostic reasoning. This gives the most likely AF risk factors for the individual

@inbook{478,
  author = {Tezira Wanyana, Mbithe Nzomo, C. Sue Price, Deshen Moodley},
  title = {Combining Machine Learning and Bayesian Networks for ECG Interpretation and Explanation},
  abstract = {We explore how machine learning (ML) and Bayesian networks (BNs) can be combined in a personal health agent (PHA) for the detection and interpretation of electrocardiogram (ECG) characteristics. We propose a PHA that uses ECG data from wearables to monitor heart activity, and interprets and explains the observed readings. We focus on atrial fibrillation (AF), the commonest type of arrhythmia. The absence of a P-wave in an ECG is the hallmark indication of AF. Four ML models are trained to classify an ECG signal based on the presence or absence of the P-wave: multilayer perceptron (MLP), logistic regression, support vector machine, and random forest. The MLP is the best performing model with an accuracy of 89.61% and an F1 score of 88.68%. A BN representing AF risk factors is developed based on expert knowledge from the literature and evaluated using Pitchforth and Mengersen’s validation framework. The P-wave presence or absence as determined by the ML model is input into the BN. The PHA is evaluated using sample use cases to illustrate how the BN can explain the occurrence of AF using diagnostic reasoning. This gives the most likely AF risk factors for the individual},
  year = {2022},
  journal = {Proceedings of the 8th International Conference on Information and Communication Technologies for Ageing Well and e-Health - ICT4AWE},
  pages = {81-92},
  publisher = {SciTePress},
  address = {INSTICC},
  isbn = {978-989-758-566-1},
  doi = {https://doi.org/10.5220/0011046100003188},
}

Stock markets are dynamic systems that exhibit complex intra-share and inter-share temporal dependencies. Spatial-temporal graph neural networks (ST-GNN) are emerging DNN architectures that have yielded high performance for flow prediction in dynamic systems with complex spatial and temporal dependencies such as city traffic networks. In this research, we apply three state-of-the-art ST-GNN architectures, i.e. Graph WaveNet, MTGNN and StemGNN, to predict the closing price of shares listed on the Johannesburg Stock Exchange (JSE) and attempt to capture complex inter-share dependencies. The results show that ST-GNN architectures, specifically Graph WaveNet, produce superior performance relative to an LSTM and are potentially capable of capturing complex intra-share and inter-share temporal dependencies in the JSE. We found that Graph WaveNet outperforms the other approaches over short-term and medium-term horizons. This work is one of the first studies to apply these ST-GNNs to share price prediction.

@article{443,
  author = {Kialan Pillay, Deshen Moodley},
  title = {Exploring Graph Neural Networks for Stock Market Prediction on the JSE},
  abstract = {Stock markets are dynamic systems that exhibit complex intra-share and inter-share temporal dependencies. Spatial-temporal graph neural networks (ST-GNN) are emerging DNN architectures that have yielded high performance for flow prediction in dynamic systems with complex spatial and temporal dependencies such as city traffic networks. In this research, we apply three state-of-the-art ST-GNN architectures, i.e. Graph WaveNet, MTGNN and StemGNN, to predict the closing price of shares listed on the Johannesburg Stock Exchange (JSE) and attempt to capture complex inter-share dependencies. The results show that ST-GNN architectures, specifically Graph WaveNet, produce superior performance relative to an LSTM and are potentially capable of capturing complex intra-share and inter-share temporal dependencies in the JSE. We found that Graph WaveNet outperforms the other approaches over short-term and medium-term horizons. This work is one of the first studies to apply these ST-GNNs to share price prediction.},
  year = {2022},
  journal = {Communications in Computer and Information Science},
  volume = {1551},
  pages = {95-110},
  publisher = {Springer},
  address = {Cham},
  isbn = {978-3-030-95070-5},
  url = {https://link.springer.com/chapter/10.1007/978-3-030-95070-5_7},
  doi = {10.1007/978-3-030-95070-5_7},
}

This research proposes an architecture and prototype implementation of a knowledge-based system for automating share evaluation and investment decision making on the Johannesburg Stock Exchange (JSE). The knowledge acquired from an analysis of the investment domain for a value investing approach is represented in an ontology. A Bayesian network, developed using the ontology, is used to capture the complex causal relations between different factors that influence the quality and value of individual shares. The system was found to adequately represent the decision-making process of investment professionals and provided superior returns to selected benchmark JSE indices from 2012 to 2018.

@{442,
  author = {Rachel Drake, Deshen Moodley},
  title = {INVEST: Ontology Driven Bayesian Networks for Investment Decision Making on the JSE},
  abstract = {This research proposes an architecture and prototype implementation of a knowledge-based system for automating share evaluation and investment decision making on the Johannesburg Stock Exchange (JSE). The knowledge acquired from an analysis of the investment domain for a value investing approach is represented in an ontology. A Bayesian network, developed using the ontology, is used to capture the complex causal relations between different factors that influence the quality and value of individual shares. The system was found to adequately represent the decision-making process of investment professionals and provided superior returns to selected benchmark JSE indices from 2012 to 2018.},
  year = {2022},
  journal = {Second Southern African Conference for AI Research (SACAIR 2022)},
  pages = {252-273},
  month = {06/12/2021-10/12/2021},
  address = {Online},
  isbn = {978-0-620-94410-6},
  url = {https://protect-za.mimecast.com/s/OFYSCpgo02fL1l9gtDHUkY},
}

The abductive theory of method (ATOM) was recently proposed to describe the process that scientists use for knowledge discovery. In this paper we propose an agent architecture for knowledge discovery and evolution (KDE) based on ATOM. The agent incorporates a combination of ontologies, rules and Bayesian networks for representing different aspects of its internal knowledge. The agent uses an external AI service to detect unexpected situations from incoming observations. It then uses rules to analyse the current situation and a Bayesian network for finding plausible explanations for unexpected situations. The architecture is evaluated and analysed on a use case application for monitoring daily household electricity consumption patterns.

@inbook{425,
  author = {Tezira Wanyana, Deshen Moodley},
  title = {An Agent Architecture for Knowledge Discovery and Evolution},
  abstract = {The abductive theory of method (ATOM) was recently proposed to describe the process that scientists use for knowledge discovery. In this paper we propose an agent architecture for knowledge discovery and evolution (KDE) based on ATOM. The agent incorporates a combination of ontologies, rules and Bayesian networks for representing different aspects of its internal knowledge. The agent uses an external AI service to detect unexpected situations from incoming observations. It then uses rules to analyse the current situation and a Bayesian network for finding plausible explanations for unexpected situations. The architecture is evaluated and analysed on a use case application for monitoring daily household electricity consumption patterns.},
  year = {2021},
  journal = {KI 2021: Advances in Artificial Intelligence},
  edition = {volume 12873},
  pages = {241-256},
  publisher = {Springer International Publishing},
  address = {Cham},
  isbn = {978-3-030-87626-5},
  doi = {https://doi.org/10.1007/978-3-030-87626-5_18},
}