知訊者與非知訊者資訊不對稱之議題在學術殿堂一直廣為學者所研究討論，且各國證管機關為了維持證券市場公平性、保護非知訊者權益並且維持股票市場的穩定運作，適度的資訊揭露以維持證券市場的公平性一直都是各國證券交易所重視的政策目標。 是故，本研究利用代理人基人工股票市場來探討資訊揭露對於金融市場之影響。在此架構下之交易者皆已有限理性方式來呈現。他們是以遺傳規劃(genetic programming)之方式來學習並修正他們對於未來之金融市場之預期。在透過即時的模擬價格之資訊揭露，我們嘗試探討此資訊揭露之金融政策措施對於市場之波動性、市場之流動性之影響。 / The topic of asymmetric information between the informed traders and uninformed traders has been widely discussed by researchers in academics. To maintain the fairness of securities market, an appropriate information disclosure is quite important for authorities of securities regulation to protect the rights and interests of uninformed traders, and to maintain the operations of securities market stable. Based on these reasons, we construct an agent-based artificial stock market to investigate how information disclosure affects a financial market. In this framework of artificial stock market, all traders are characterized by bounded rationality. The traders are able to learn and adjust their predictions of financial market by means of a genetic programming algorithm. We try to understand how market transparency affects the volatility and the liquidity of a securities market.

Black-Scholes選擇權定價模型是各種選擇定價的開山始祖，無論在理論或實務上均獲致許多的便利及好評，美中不足的是，這種既定模型下結構化參數的估計問題，在真實體系的結構訊息未知或是不明朗時，或是模式錯誤，亦或政治結構或金融環境不知時，該模型在實證資料的評價上會面臨價格偏誤的窘境。是故，許多的數值演算法（numerical algorithms）便因應而生，這些方法一則源於對此基本模型的修正，一則是屬於逼近的數值解。 評價選擇權的方法雖不一而足，然所有的這些理論或模型可分為二大類即模型驅動的理論（model-drive approach）及資料驅動的理論（data-driven approach）。前者是建構在許多重要的假設，當這些假設成立時，則選擇權的價格可用如Black-Scholes偏微分方程來表示，而後再用數值解法求算出，許多的數值方法即屬於此類的範疇；而資料驅動的理論（data-driven approach），其理論的特色是它的有效性（validity）不像前者是依其假設，職是之故，他在處理現實世界的財務資料時更顯見其具有極大的彈性。這些以計算智慧（computation intelligence）為主的財務計量方法，如人工神經網路（ANNs），遺傳演算法（GAs），遺傳規劃（GP）已在財務工程（financial engineering）領域上萌芽，並有日趨蓬勃的態勢，而將機器學習技術（machine learning techniques）應用在衍生性商品的定價，應是目前財務應用上最複雜及困難，亦是最富挑戰性的問題。 本文除了對現有文獻的整理評析外，在人工神經網路方面，除用於S&P 500的實證外，並用於台灣剛推行不久的認購構證評價之實證研究；而遺傳規劃在計算智慧發展的領域中，算是較年輕的一員，但發展卻相當的快速，雖目前在經濟及財務上已有一些文獻，但就目前所知的二篇文獻選擇權定價理論的文獻中，仍是試圖學習Black-Scholes選擇權定價模型，而本文則提出修正模型，使之成為完全以資料驅動的模型，應用於S&P 500實證，亦證實可行。最後，本文結合計算智慧中的遺傳演算法（ genetic algorithms）及數學上的加權殘差法（weight-residual method）來建構一條除二項式定價模型，人工神經網路定價模型，遺傳規劃定價模型等資料驅動模型之外的另一種具適應性學習能力的選擇權定價模式。 / The option pricing development rapid in recent years. However, the recent rapid development of theory and the application can be traced to the pathbreaking paper by Fischer Black and Myron Scholes(1973). In that pioneer paper, they provided the first explicit general equilibrium solution to the option pricing problem for simple calls and puts and formed a basis for the contingent claim asset pricing and many subsequent academic studies. Although the Black-Scholes option pricing model has enjoyed tremendous success both in practice and research, Nevertheless, it produce biased price estimates. So, many numerical algorithms have advanced to modify the basic model. I classified these traditional numerical algorithms and computational intelligence methods into two categories. Namely, the model-driven approach and the data-driven approach. The model-driven approach is built on several major assumptions. When these assumption hold, the option price usually can be described as a partial differential equation such as the Black-Scholes formula and can be solved numerically. Several numerical methods can be regarded as a member of this category. There are the Galerkin method, finite-difference method, Monte-Carlo method, etc. Another is the data-driven approach. The validity of this approach does not rests on the assumptions usually made for the model-driven one, and hence has a great flexibility in handling real world financial data. Artificial neural networks, genetic algorithms and genetic programming are a member of this approach. In my dissertation, I take a literature review about option pricing. I use artificial neural networks in S & P 500 index option and Taiwan stock call warrant pricing empirical study. On the other hand, genetic programming development rapid in recent three years, I modified the past model and contruct a data-driven genetic programming model. andThen, I usd it to S & P 500 index option empirical study. In the last, I combined genetic algorithms and weight-residual method to develop a option pricing model.

Submitted by Franciele Moreira (francielemoreyra@gmail.com) on 2018-10-30T13:30:59Z No. of bitstreams: 2 Dissertação - Diogo Machado de Freitas - 2018.pdf: 1477764 bytes, checksum: 73759c5ece96bf48ffd4d698f14026b9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-10-30T13:41:38Z (GMT) No. of bitstreams: 2 Dissertação - Diogo Machado de Freitas - 2018.pdf: 1477764 bytes, checksum: 73759c5ece96bf48ffd4d698f14026b9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-10-30T13:41:38Z (GMT). No. of bitstreams: 2 Dissertação - Diogo Machado de Freitas - 2018.pdf: 1477764 bytes, checksum: 73759c5ece96bf48ffd4d698f14026b9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-09-24 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Fault Localization is one stage of the software life cycle, which demands important resources such as time and effort spent on a project. There are several initiatives towards the automation of the fault localization process and the reduction of the associated resources. Many techniques are based on heuristics that use information obtained (spectrum) from the execution of test cases, in order to measure the suspiciousness of each program element to be defective. Spectrum data generally refers to code coverage and test results (positive or negative). The present work presents two approaches based on the Genetic Programming algorithm for the problem of Fault Localization: a method to compose a new heuristic from a set of existing ones; and a method for constructing heuristics based on data from program mutation analysis. The innovative aspects of both methods refer to the joint investigation of: (i) specialization of heuristics for certain programs; (ii) application of an evolutionary approach to the generation of heuristics with non-linear equations; (iii) creation of heuristics based on the combination of traditional heuristics; (iv) use of coverage and mutation spectra extracted from the test activity; (v) analyzing and comparing the efficacy of methods that use coverage and mutation spectra for fault localization; and (vi) quality analysis of the mutation spectra as a data source for fault localization. The results have pointed to the competitiveness of both approaches in their contexts. / Localização de Defeitos é uma etapa do ciclo de vida de software, que demanda recursos importantes tais como o tempo e o esforço gastos em um projeto. Existem diversas iniciativas na direção da automação do processo de localização de defeitos e da redução dos recursos associados. Muitas técnicas são baseadas heurísticas que utilizam informação obtida (espectro) a partir da execução de casos de teste, visando a medir a suspeita de cada elemento de programa para ser defeituoso. Os dados de espectro referem-se, em geral, à cobertura de código e aos resultados dos teste (positivo ou negativo). O presente trabalho apresenta duas abordagens baseadas no algoritmo Programação Genética para o problema de Localização de Defeitos: um método para compor automaticamente novas heurísticas a partir de um conjunto de heurísticas existentes; e um método para a construção de heurísticas baseadas em dados oriundos da análise de mutação de programas. Os aspectos inovadores de ambos os métodos referem-se à investigação conjunta de: (i) especialização de heurísticas para determinados programas; (ii) aplicação de abordagem evolutiva para a geração de heurísticas com equações não lineares; (iii) criação de heurísticas a partir da combinação de heurísticas tradicionais; (iv) uso de espectro de cobertura e de mutação extraídos da atividade de teste; (v) análise e comparação da eficácia de métodos que usam os espectros de cobertura e de mutação para a localização de defeitos; e (vi) análise da qualidade dos espectros de mutação como fonte de dados para a localização de defeitos. Os resultados apontaram competitividade de ambas as abordagens em seus contextos.

This diploma thesis deals with the cryptanalysis of symmetric encryption algorithms. The aim of this thesis is to show different point of view on this issues. The dissimilar way, compared to the recent methods, lies in the use of the power of evolutionary principles which are in the cryptanalytic system applied with help of genetic programming. In the theoretical part the cryptography, cryptanalysis of symmetric encryption algorithms and genetic programming are described. On the ground of the obtained information a project of cryptanalytic system which uses evolutionary principles is represented. Practical part deals with implementation of symmetric encrypting algorithm, linear cryptanalysis and simulation instrument of genetic programming. The end of the thesis represents experiments together with projected cryptanalytic system which uses genetic programming and evaluates reached results.

The aim of the thesis is to verify synergy of genetic programming and neural networks. Solution is provided by set of experiments with implemented library built upon benchmark tasks. I've done experiments with directly and also indirectly encoded neural netwrok. I focused on finding robust solutions and the best calculation of configurations, overfitting detection and advanced stimulations of solution with fitness function. Generally better solutions were found using lower values of parameters n_c and n_r. These solutions tended less to be overfitted. I was able to evolve neurocontroller eliminating oscilations in pole balancing problem. In cancer detection problem, precision of provided solution was over 98%, which overcame compared techniques. I succeeded also in designing of maze model, where agent was able to perform multistep tasks.

This Master's thesis deals with question of the development of self-checking polymorphic circuits. It deals with a traditional way of creating reliable and self-checking circuits, presenting basic principles and methods. Also a method of Cartesian Genetic Programming for development of combinational circuits is explained. This thesis describes concepts of polymorphic gates and circuits and their benefits in practical use. Some existing self-checking polymorphic circuits are presented and their self-checking capabilities are analyzed. A proposal of realization of a design system for self-checking polymorphic circuits is given. A design system has been built based on presented specification and an application allowing simulations and analysis of system-proposed solutions has been created. Variety of experiments have been performed at created system and several interesting solutions have been acquired. At the end, conclusion is given and benefits of MSc. project are discussed.

Rozšiřování moderních vestavěných a mobilních systémů napájených bateriemi zvyšuje požadavky na návrh těchto systémů s ohledem na příkon. Přestože moderní návrhové techniky optimalizují příkon, elektrická spotřeba těchto obvodů stále roste díky jejich složitosti. Nicméně existuje celá řada aplikací, kde nepotřebujeme získat úplně přesný výstup. Díky tomu se objevuje technika zvaná aproximativní (přibližné) počítání, která umožňuje za cenu zanesení malé chyby do výpočtu významně redukovat příkon obvodů. V práci se zaměřujeme na použití evolučních algoritmů v této oblasti. Ačkoliv již tyto algoritmy byly úspěšně použity v syntéze přesných i aproximativních obvodů, objevují se problémy škálovatelnosti - schopnosti aproximovat složité obvody. Cílem této disertační práce je ukázat, že aproximační logická syntéza založená na genetickém programování umožňuje dosáhnout vynikajícího kompromisu mezi spotřebou a chybou. Byla provedena analýza čtyř různých aplikacích na třech úrovních popisu. Pomocí kartézského genetického programování s modifikovanou reprezentací jsme snížili spotřebu malých obvodů popsaných na úrovni tranzistorů použitelných například v technologické knihovně. Dále jsme zavedli novou metodu pro aproximaci aritmetických obvodů, jako jsou sčítačky a násobičky, popsaných na úrovni hradel. S využitím metod formální verifikace navíc celý návrhový proces umožňuje garantovat stanovenou chybu aproximace. Tyto obvody byly využity pro významné snížení příkonu v neuronových sítích pro rozpoznávání obrázků a v diskrétní kosinově transformaci v HEVC kodéru. Pomocí nové chybové metriky nezávislé na rozložení vstupních dat jsme navrhli komplexní aproximativní mediánové filtry vhodné pro zpracování signálů. Disertační práce reprezentuje ucelenou metodiku pro návrh aproximativních obvodů na různých úrovních popisu, která navíc garantuje nepřekročení zadané chyby aproximace.