This paper presents an adaptation of the flying ant colony optimization (FACO) algorithm to solve the traveling salesman problem (TSP). This new modification is called dynamic flying ant colony optimization (DFACO). FACO was originally proposed to solve the quality of service (QoS)-aware web service selection problem. Many researchers have addressed the TSP, but most solutions could not avoid the stagnation problem. In FACO, a flying ant deposits a pheromone by injecting it from a distance; therefore, not only the nodes on the path but also the neighboring nodes receive the pheromone. The amount of pheromone a neighboring node receives is inversely proportional to the distance between it and the node on the path. In this work, we modified the FACO algorithm to make it suitable for TSP in several ways. For example, the number of neighboring nodes that received pheromones varied depending on the quality of the solution compared to the rest of the solutions. This helped to balance the exploration and exploitation strategies. We also embedded the 3-Opt algorithm to improve the solution by mitigating the effect of the stagnation problem. Moreover, the colony contained a combination of regular and flying ants. These modifications aim to help the DFACO algorithm obtain better solutions in less processing time and avoid getting stuck in local minima. This work compared DFACO with (1) ACO and five different methods using 24 TSP datasets and (2) parallel ACO (PACO)-3Opt using 22 TSP datasets. The empirical results showed that DFACO achieved the best results compared with ACO and the five different methods for most of the datasets (23 out of 24) in terms of the quality of the solutions. Further, it achieved better results compared with PACO-3Opt for most of the datasets (20 out of 21) in terms of solution quality and execution time.

Stock market forecasting using technical indicators (TIs) is widely applied by investors and researchers. Using a minimal number of input features is crucial for successful prediction. However, there is no consensus about what constitutes a suitable collection of TIs. The choice of TIs suitable for a given forecasting model remains an area of active research. This study presents a detailed investigation of the selection of a minimal number of relevant TIs with the aim of increasing accuracy, reducing misclassification cost, and improving investment return. Fifty widely used TIs were ranked using five different feature selection methods. Experiments were conducted using nine classifiers, with several feature selection methods and various alternatives for the number of TIs. A proposed cost-sensitive fine-tuned naove Bayes classifier managed to achieve better overall investment performance than other classifiers. Experiments were conducted on datasets consisting of daily time series of 99 stocks and the TASI market index.

This work augments the Naïve Bayesian learning algorithm with a second training phase in an attempt to improve its classification accuracy. This is achieved by finding more accurate estimations of the needed probability terms. This approach helps in

Text classification is one domain in which the naive Bayesian (NB) learning algorithm performs remarkably well. However, making further improvement in performance using ensemble-building techniques proved to be a challenge because NB is a stable algorithm. This work shows that, while an ensemble of NB classifiers achieves little or no improvement in terms of classification accuracy, an ensemble of fine-tuned NB classifiers can achieve a remarkable improvement in accuracy. We propose a fine-tuning algorithm for text classification that is both more accurate and less stable than the NB algorithm and the fine-tuning NB (FTNB) algorithm. This improvement makes it more suitable than the FTNB algorithm for building ensembles of classifiers using bagging. Our empirical experiments, using 16-benchmark text-classification data sets, show significant improvement for most data sets.