Models in decision making & data @nalysis
D
MIND
Prof. Francesco Archetti
Prof. Enza Messina
Main Activities
•Research Areas:
o Machine Learning Algorithms
o Probabilistic and Relational Models
o Optimization Under Uncertainty
o World Wide Web
o Risk Management
o Supply Chain
o Multimedia
o Life Sciences
o Ambient Intelligence
•Applicative Domains:
Machine Learning Algorithms
Our methodological skills
Our methodological skills
•Predictive and descriptive models
•Probabilistic Models
•Feature selection
•Time series analysis
Design, analysis and implementation of algorithms for
pattern analysis, classification, clustering and prediction
Applications of interest
Applications of interest
World Wide Web
Document clustering
Recommendation Systems
Life Sciences
Docking prediction
Pharmacogenomic prediction
Supply Chain
Forecasting models
Ambient Intelligence
Anomaly Detection
User’s query
Hierarchical Document Clustering
AB C D E F G I H 1 μ 2 μ
Taxonomy
Group documents on the same
topic into the same cluster,
producing a taxonomy
World Wide Web
- Machine Learning
Algorithms-•
Recommendation systems
:
o
Hidden Markov Models for dynamic user
behaviour using click streams
o
Combined content and click stream
analysis for profiling web users
molecular descriptors
docking energy
•
Analysis of molecular docking
– Evaluation of target-drug chemical
interactions based on chemical descriptors.
• Analysis of Drug Response
– Cell lines derived from a variety of
cancer tissues.
gene expression
level
drug response
- Machine Learning
Ambient Intelligence
Probabilistic Models
Anomaly Detection using Markov chain
based models
Tracking using Kalman Filter and
Genetic Progamming:
- Counting vehicles
- Tracking objects
Algorithms-Relational Models
Our methodological skills
Our methodological skills
•
Relational Clustering
•
Relational Dynamic Bayesian
Networks
•
Social Network Analysis
•
Probabilistic Relational Models
Development of algorithms which take into account
(complex) relationships among a collection of different
objects
Applications of interest
Applications of interest
Multimedia
Video summarization
Emotion Recognition
Ambient Intelligence
Unattended goods detection
World Wide Web
Document clustering
Document ranking
Life Sciences
Emotion Recognition
Relational Models
-Multimedia
Fusion of Multimedia Sources for
L.color(t) L.shape(t) P.hairColor(t) P.shirtColor(t) L.color(t+1) L.shape(t+1) P.hairColor(t+1) P.shirtColor(t+1) distance(L,P,t) distance(L,P,t+1) t
Unattended Goods
Relational Dynamic Bayesian
Network are able to track and
make data association in complex
systems
Sensing and tracking the relations
between different objects can be
more effective than working
directly on them.
Ambient Intelligence
-What is the relation degree between the
document “entity” and an image-block
“entity”?
World Wide Web
Document representation
-• Clustering of Web Search Results:
o Network of documents instead of
single web pages
o Degree of relationship among
documents
o Noisy content cleaning
• Relationship among gene
expression profile and drug
activity patterns for cancer
treatment
World Wide Web
Life Sciences
Relational Models
Optimization Under Uncertainty
Our methodological skills
Our methodological skills
•
Stochastic Linear Programming
•
Stochastic Integer Programming
•
Scenario Generation
•
Simulation
Development of model and algorithms for decision
making under uncertainty
Applications of interest
Applications of interest
Risk Management
Scenario analysis
Resource allocation models
Pharmaceutical Marketing
Call Planning
Marketing mix optimization
Life Sciences
Metabolic network analysis
Gene regulatory network
Dynamic time series modelling
o Switching models
o Forecasting
o Scenario generation
Stochastic Programming models
o Portfolio planning
o Asset and Liability Management
o Environmental Real Option Pricing
o Capacity planning
Optimization Under Uncertainty
Physicians
Targeting
Relational models
Prescriptions
Call Planning
Response functions
o Optimization models for call planning based on
aggregate response functions
o System Dynamics for optimizing marketing mix
o Social networks for targeting
Marketing Mix
Pharmaceutical Marketing
-Life Sciences
Timed Stochastic Petri Nets to simulate
Biological Networks
Mathematical Programming Models for
optimizing Biological Networks
m
1P
1D
1m
2D
2D
3 Cellular membraneP
4P
3m
3P
2D
4-People
Patrick Valente, now IT Manager at Barclays
Capital, UK
Nico Di Domenica, now Senior Risk Analyst
at Royal Bank of Scotland, UK
Valentina Bosetti, now Senior Researcher at
FEEM, Italy
Toscani Daniele, now Researcher at CMR,
Italy
Francesco Archetti
Enza Messina
Guglielmo Lulli
Cristina Elena Manfredotti
Elisabetta Fersini
Ilaria Giordani
A cooperation network for research
projects and student mobility
University of Toronto Massachusset Institute of Technology Norwegian University of Science and Technology Brunel University Centre of Research and Technology Hellas Aachen University Hungarian Academy of Sciences -TXT e-Solutions -Siemens -Project Automation -Aegate Ltd -OptiRisk -Astra Zeneca -DELOS -Comerson CARISMA Research Center
Projects
o JUMAS – Judicial Management by Digital
Libraries Semantics, EU FP7
o INSYEME - Integrated System for Emergency
Management, MUR
o TRADE - Tracking RFID-based Agents in
Distributed Environments, Regione Lombardia
o An integrated system for 3D image processing, (Fondo per
l’innovazione tecnologica Ministero per lo sviluppo economico, in
collaborazione con Comerson s.r.l.)
o Call Plan, Astra Zeneca
o Bayesian Fusion of Stochastic Models, TXT
o E-RelationHub, TXT
Journal Publications (1)
F. Archetti, E. Fersini, E. Messina “Enhancing Web Page Classification using Visual Block Analysis”. To appear in Information Processing and Management.
F. Archetti, S. Lanzeni, E. Messina, L. Vanneschi, “Genetic Programming for Computational Pharmacokinetics in Drug Discovery and Development”. To appear in Genetic Programming and Evolvable Machines.
E. Messina, D. Toscani “Hidden Markov Models for Scenario Generation”. To appear in IMA Journal of Management Mathematics.
F. Archetti, S. Lanzeni, E.Messina, "Graph Models and Mathematical Programming in Biochemical Networks Analysis and Metabolic Engineering Design“. To appear in Computers & Mathematics with Applications.
G. Lulli, M. Romauch: “A Mathematical Program to Refine Gene Regulatory Networks”, to appear in Discrete Applied Mathematics. G. Andreatta, G. Lulli, “A Multi-period TSP with Stochastic Regular and Urgent Demands”, European Journal of Operations Research, 185,
1, pp. 122-132, 2008.
P. Dell’Olmo, A. Iovanella, G. Lulli, B. Scoppola, “Exploiting incomplete information to manage multiprocessor”, to appear in Computers and Operations Research, 35, 5 , pp. 1589-1600, 2008.
G. Lulli, A.R. Odoni, “The European Air Traffic Flow Management Problem”, Transportation Science, 41, 4, pp. 1-13. (short version accepted for the 11th IFAC Symposium on Control in Transportations Systems, August 2006, Delft - The Netherlands), 2007.
G. Lulli, S. Sen, “A Heuristic Algorithm for Stochastic Integer Program with Complete Recourse”, European Journal of Operations Research, 171, 3, pp. 879-890, 2006.
E. Messina, V. Bosetti, “Integrating stochastic programming and decision tree techniques in land conversion problems”, Annals of Operations Research, 142, pp. 243-258, 2006.
M.O. Ball, G. Lulli, “Ground Delay Programs: Optimizing over the Included Flight Set Based on Distance”, Air Traffic Control Quarterly, 12, pp. 1-25, 2004.
G. Lulli, S. Sen, “A Branch-and-Price Algorithm for Multi-stage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems”,Management Science,50, 6,pp. 786-796, 2004.
P. Dell'Olmo, G. Lulli, “Planning Activities in a Network of Logistic Platforms with Limited Capacity”, Annals of Operations Research,
V. Bosetti, J.M.Conrad, E. Messina, “The Value of Flexibility: Preservation, Remediation, or Development for Ginostra?” Environmental and Resource Economics, 29, 2, pp. 219-229, 2004.
P. Dell'Olmo, G. Lulli, “A new hierarchical architecture for Air Traffic Management: Optimisation of airway's capacity in a free flight scenario”, European Journal of Operations Research, 144, 1, pp. 179-193, 2003.
P. Dell'Olmo, G. Lulli, “A Dynamic Programming Approach for the Airport Capacity Allocation Problem”, IMA Journal of Management Mathematics, 14, pp. 235-249, 2003.
E. Messina, V. Bosetti, “Uncertainty and Option Value in Land Allocation Problems”, Annals of Operations Research 124, pp. 165-182, 2003.
V. Bosetti, E. Messina, P. Valente, "Optimisation Technologies and Environmental Applications". IMA Journal of Management Mathematics, 13, pp. 167-185, 2002.
S.A. Mir Hassani, C. Lucas, E. Messina, G. Mitra, “Computational Solution of Capacity Planning Models under Uncertainty”, Parallel Computing, 26, pp. 511-538, 2000.
E. Messina, G. Mitra, "Modelling and analysis of multistage stochastic programming problems: a software environment” European Journal of Operational Research, 101, pp. 343-359, 1997.
P. Baricelli, C. Lucas, E. Messina, G. Mitra “A model for strategic planning under uncertainty”, TOP: O.R. in Practice, 4, 2, pp.361-384, 1996.
A. Gaivoronski, E. Messina, A. Sciomachen, “A statistical generalized programming algorithm for stochastic optimization problems”, Annals of Operations Research, 58, pp. 297-321, 1995.
A. Gaivoronski, E. Messina, A. Sciomachen, “A stochastic optimization approach for robot scheduling”, Annals of Operations Research, 56, pp. 109-133, 1995.
F. Archetti, E. Messina, A. Sciomachen, "A graph theoretical approach to the performance analysis of highly concurrent systems", Journal of Combinatorial, Information and System Science, 19, 1-2, pp.87-95, 1994.
E. Messina, A. Sciomachen, "Evaluation of resource allocation policies in a production line using Petri nets", Robotics & Computer-Integrated Manufacturing, 10, 6, pp.413-422, 1993.
International Conference Proceedings
and Book Chapters (1)
D. Bertsimas, G. Lulli, A. Odoni: The Air Traffic Flow Management Problem: An Integer Optimization Approach. To appear in Proceedings of 13th International Conference IPCO 2008 - Bertinoro, to appear in LNCS.
K.F. Doerner, W. J. Gutjahr, R.F. Hartl, G. Lulli, “Stochastic Local Search Procedures for the Probabilistic Two-Day Vehicle Routing Problem”, to appear in A. Fink and F. Rothlauf eds., Advances in Computational Intelligence in Transportation and Logistics, Springer Series on Studies in Computational Intelligence.
E. Fersini, C. Manfredotti, E. Messina, F. Archetti. “Relational Clustering for Gene Expression Profiles and Drug Activity Pattern Analysis”. SysBioHealth Symposium (ISBN: 978-88-903154-0-4), 2007.
I. Giordani, L. Vanneschi, E. Fersini. “Modelling the Relationship between the Microarray Data of the NCI-60 Anticancer Dataset with Therapeutic Responses by Genetic Programming”. SysBioHealth Symposium (ISBN: 978-88-903154-0-4), 2007.
S. Lanzeni, E. Messina, F. Archetti, “Towards metabolic networks phylogeny using Petri Net-based expansional analysis”, BMC Systems Biology 2007, 1(Suppl 1).
F. Archetti, S. Lanzeni, E. Messina, L. Vanneschi "Genetic Programming and other Machine Learning approaches to predict Median Oral Lethal Dose (LD50) and Plasma Protein Binding levels (%PPB) of drugs" Lecture Notes in Computer Sciences, Evolutionary Computation,Machine Learning and Data Mining in Bioinformatics, 5th European Conference, EvoBIO 2007.
F. Archetti, C. Manfredotti, M. Matteucci, E. Messina and D. G. Sorrenti, “Multiple Hypotesis Markov Chains For On-Line Anomaly Detection in Traffic Video Surveillance”, Proceedings ICDP 2006: Imaging for Crime Detection and Prevention, 13-14 June 2006.
F.Archetti, C.E. Manfredotti, E. Messina, and D. G. Sorrenti “Foreground-to-ghost Discrimination in Single-difference Pre-processing”, Lecture Notes in Computer Science: Advanced Concepts for Intelligent Vision Systems, ACIVS’06, 263-274, 2006.
F. Archetti, S. Lanzeni, E. Messina, L. Vanneschi, “Genetic Programming for Human Oral Availability of Drugs”, Lecture notes
in Computer Science: Genetic and Evolutionary Computation (GECCO’06), 2006.
F. Archetti, E. Messina, D. Toscani, L. Vanneschi, "Classifying and Counting Vehicles in Traffic Control Applications" Lecture Notes in Computer Science: Applications of Evolutionary Computing, 2006.
International Conference Proceedings
and Book Chapters (2)
F. Archetti, E. Fersini, P. Campanelli, E. Messina, "A Hierarchical Document Clustering Environment Based on the Induced Bisecting k-Means" Lecture Notes in Computer Science: Flexible Query Answering Systems, 2006.
F. Archetti, E. Messina, D. Toscani, "UP-DRES User Profiling for a Dynamic REcommendation System", Lecture Notes in Computer Science: Advances in Data Mining. Applications in Medicine, Web Mining, Marketing, Image and Signal Mining,, 2006.
G. Andreatta, G. Lulli: The 2-period Probabilistic TSP: a Markov Decision Model, Proceedings of the EWGT2006 Joint Conferences: The 11th Meeting of the EURO Working Group on Trasportation “Advances in Traffic and Transportation Systems Analysis” and Extra EURO Conference “Handling Uncertainty in Transportation”, Technical University of Bari, September 27-29, pp. 672-676 (ISBN: 88-901798-2-1), 2006.
F. De Paoli, G. Lulli, A. Maurino. “Design of Quality-based Composite Services”. In Proceedings of 4th International Conference on Service Oriented Computing - ICSOC 2006 - Chicago, USA LNCSvol. 4294, pp. 153-164, 2006.
G. Lulli, G. Andreatta, “Congestion Pricing and Queue Theory” in Proceedings of the 1st International Conference on Research in Air Transportation, Žilina, ISBN 80-8070-196-2, 2004.
P. Dell’Olmo, G. Lulli, “Models and Algorithms for the Airport Capacity Allocation Problem”, in T. Ciriani et al. ed., OR is Space and Air, Kluwer Academic Publisher, pp. 351 – 368, 2003.
G. Lulli, S. Sen, “Stochastic Batch-Sizing Problems: Models and Algorithms”, in D.L. Woodruff ed., Stochastic Integer Programming and Network Interdiction Models, Kluwer Academic Publisher, pp. 85-104, 2002.
P. Dell’Olmo, G. Lulli, “A Mathematical Programming Approach to Optimize Airport Capacity” in: Proceedings of the Fifth International Conference on Mathematical Programming and Applications, Varenna, 2002.
G. Lulli, S. Sen, “Scenario Updating Method for Stochastic Mixed-integer Programming Problems” in: U. Leopold-Wildburger, F. Rendl and G. Wäscher (eds), The OR 2002 proceedings, Springer Verlag, Klagenfurt, 2002.
L. Bianco, P. Dell’Olmo, S. Giordani, G. Lulli, “Models and Algorithms for Multi-airport Traffic Flow Coordination” in: Galati and Zellweger (ed.), Proceedings of the International ATM’02 Workshop, Capri, 2002.
International Conference Proceedings
and Book Chapters (3)
F. Archetti, E. Messina, F. Stella, “Modellazione e simulazione del traffico urbano: un approccio basato su agenti autonomi”, Proceedings Convegno PFT2, Taormina, 1997.
F. Archetti, E. Messina, B. Mishra, F. Stella, (1997) “CATS: a Complex Adaptive Traffic Simulator”, Proceedings of the IFAC\IFIP\IFORS Symposium on Transportation Systems, Chania, Greece, Vol. 3, pp. 1340-1344, 1997.
F. Fantauzzi, A. Gaivoronski, E. Messina, “Decomposition methods for network optimization problems in the presence of uncertainty”, Lecture Notes on Economics and Mathematical Systems: Network Optimization, P. M. Pardalos, D.W.Hearn, W.W. Hager (Eds.), Gainesville, Florida, Vol. 450, pp. 234-248, 1996.
A. Gaivoronski, E. Messina, “Optimization of stationary behavior of general stochastic discrete event dynamic systems”, Proceedings WODES96-International Workshop on Discrete Event Systems, IEEE, pp. 238-243, Edimburg, U.K., 1996.
C. Lucas, E. Messina, G. Mitra, “Risk and return analysis of multi-period strategic planning problems”, Lecture Notes in Economics and Mathematical Systems: Stochastic Modelling in Innovation Manufacturing, A.H. Christer, S. Osaki, L.C. Thomas (Eds.), Springer-Verlag, Cambridge, pp. 81-96, 1995.
F. Archetti, E. Messina, “Process flexibility through stochastic optimization: a computational approach”, Optimization in Industry, A. Sciomachen editor, John Wiley, Vol. 3, pp. 109-125, 1995.
E. Messina, M. Colombo, "Application of Linear Programming reduction procedures to manufacturing models", Intelligent Automation
and Soft Computing: Trends in Research, Development and Applications, M. Jamshidi, J. Yuh, C. C. Nguyen and R. Lumia eds.,
V.2, pp. 35-38, 1994.
A. Gaivoronski, E. Messina, “Stochastic optimization algorithms for regenerative DEDS”, Lecture Notes in Control and Information Sciences: System Modelling and Optimization, J. Henry and J-P. Yvon eds., Springer Verlag, Vol. 197, pp. 320-331, 1993.
E. Messina, A. Sciomachen “Optimal sequencing via structural simulation”, Proceedings of the 36th annual Conference Automation, Genova (Italy), Vol 3, pp 197-210, 1992.
