A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price

Creating an intelligent system that can accurately predict stock price in a robust way has always been a subject of great interest for many investors and financial analysts. Predicting future trends of financial markets is more remarkable these days especially after the recent global financial crisis. So traders who access to a powerful engine for extracting helpful information throw raw data can meet the success. In this paper we propose a new intelligent model in a multi-agent framework called bat-neural network multi-agent system (BNNMAS) to predict stock price. The model performs in a four layer multi-agent framework to predict eight years of DAX stock price in quarterly periods. The capability of BNNMAS is evaluated by applying both on fundamental and technical DAX stock price data and comparing the outcomes with the results of other methods such as genetic algorithm neural network (GANN) and some standard models like generalized regression neural network (GRNN), etc. The model tested for predicting DAX stock price a period of time that global financial crisis was faced to economics. The results show that BNNMAS significantly performs accurate and reliable, so it can be considered as a suitable tool for predicting stock price specially in a long term periods.     

Congestion management by determining optimal location of series FACTS devices using hybrid bacterial foraging and Nelder–Mead algorithm

In this paper, the Thyristor-Controlled Series-Compensated (TCSC) devices are located for congestion management in the power system by considering the non-smooth fuel cost function and penalty cost of emission. For this purpose, it is considered that the objective function of the proposed optimal power flow (OPF) problem is minimizing fuel and emission penalty cost of generators. A hybrid method that is the combination of the bacterial foraging (BF) algorithm with Nelder–Mead (NM) method (BF-NM) is employed to solve the OPF problems. The optimal location of the TCSC devices are then determined for congestion management. The size of the TCSC is obtained by using of the BF-NM algorithm to minimize the cost of generation, cost of emission, and cost of TCSC. The simulation results on IEEE 30-bus, modified IEEE 30-bus and IEEE 118-bus test system confirm the efficiency of the proposed method for finding the optimal location of the TCSC with non-smooth non-convex cost function and emission for congestion management in the power system. In addition, the results clearly show that a better solution can be achieved by using the proposed OPF problem in comparison with other intelligence methods.     

Lagrangian relaxation hybrid with evolutionary algorithm for short-term generation scheduling

Short-term generation scheduling is an important function in daily operational planning of power systems. It is defined as optimal scheduling of power generators over a scheduling period while respecting various generator constraints and system constraints. Objective of the problem includes costs associated with energy production, start-up cost and shut-down cost along with profits. The resulting problem is a large scale nonlinear mixed-integer optimization problem for which there is no exact solution technique available. The solution to the problem can be obtained only by complete enumeration, often at the cost of a prohibitively computation time requirement for realistic power systems. This paper presents a hybrid algorithm which combines Lagrangian Relaxation (LR) together with Evolutionary Algorithm (EA) to solve the problem in cooperative and competitive energy environments. Simulation studies were carried out on different systems containing various numbers of units. The outcomes from different algorithms are compared with that from the proposed hybrid algorithm and the advantages of the proposed algorithm are briefly discussed.     

Augmented context-based recommendation service framework using knowledge over the Linked Open Data cloud

This research proposes ACARDS (Augmented-Context bAsed RecommenDation Service) framework that is able to utilize knowledge over the Linked Open Data (LOD) cloud to recommend context-based services to users. To improve the level of user satisfaction with the result of the recommendation, the ACARDS framework implements a novel recommendation algorithm that can utilize the knowledge over the LOD cloud. In addition, the noble algorithm is able to use new concepts like the enriched tags and the augmented tags that originate from the hashtags on the SNSs materials. These tags are utilized to recommend the most appropriate services in the user’s context, which can change dynamically. Last but not least, the ACARDS framework implements the context-based reshaping algorithm on the augmented tag cloud. In the reshaping process, the ACARDS framework can recommend the highly receptive services in the users’ context and their preferences. To evaluate the performance of the ACARDS framework, we conduct four kinds of experiments using the Instagram materials and the LOD cloud. As a result, we proved that the ACARDS framework contributes to increasing the query efficiency by reducing the search space and improving the user satisfaction on the recommended services.     

Ca2+ doping effects on the structural and electrical properties of Na0.5Bi4.5Ti4O15 piezoceramics

Bismuth layer structured Na_0.5Bi_4.5Ti₄O₁₅ (NBT) ferroelectric is one of the most promising materials for potential applications at high temperature. However, it is challenged to achieve a balance between high Curie temperature piezoelectric coefficient and excellent thermal stability for NBT piezoceramics. Here, through chemical modification at the A site of NBT with Ca²⁺, novel (Na_0.5Bi_0.5)_1-xCa_xBi₄Ti₄O₁₅ piezoceramics with excellent properties fabricated by solid state reaction were studied. After doping of Ca²⁺, the Curie temperature T_C increased from 648 °C to 662 °C while the piezoelectric coefficient d₃₃ increased from 14 pC/N to 22 pC/N which can be attributed to the intrinsic contribution of TiO₆ octahedral lattice distortion (tilting and rotation) and the extrinsic contribution of the increased density of domain walls. The composition of (Na_0.5Bi_0.5)_0.95Ca_0.05Bi₄Ti₄O₁₅ ceramics with x = 0.05 has the optimal performance with high T_C of 655 °C, large d₃₃ of 22 pC/N, high electrical resistivity ρ close to 10⁷ Ω cm at 500 °C and especially excellent thermal stability of d₃₃ only about 5% reduction after being annealed at 625 °C. The work effectively reveals the great potential of CNBT-5 ceramics for high-temperature piezoelectric applications.     

罩式退火温度对高强IF钢组织及性能的影响

为研究不同退火温度下高强IF钢的组织性能及织构的变化规律,采用温箱式电阻炉加热模拟罩式退火工艺,研究了不同退火温度下高强IF钢210P1冷轧板力学性能;对不同退火温度钢板的r90进行了统计并对其进行显微组织观察;采用X射线衍射仪及热场发射扫描电镜对不同退火温度的罩式退火成品板进行了织构分析。结果表明,在高强IF钢210P1冷轧板的罩式退火过程中,提高退火温度将使晶粒明显长大。随着退火温度的升高,屈服强度及抗拉强度下降,伸长率升高,n值略有上升,板材横向r值增加较明显,有利织构{111}取向密度增加,不利织构{100}取向密度降低。     

Update on the Diagnostic Pitfalls of Autopsy and Post-Mortem Genetic Testing in Cardiomyopathies

Inherited cardiomyopathies are frequent causes of sudden cardiac death (SCD), especially in young patients. Despite at the autopsy they usually have distinctive microscopic and/or macroscopic diagnostic features, their phenotypes may be mild or ambiguous, possibly leading to misdiagnoses or missed diagnoses. In this review, the main differential diagnoses of hypertrophic cardiomyopathy (e.g., athlete’s heart, idiopathic left ventricular hypertrophy), arrhythmogenic cardiomyopathy (e.g., adipositas cordis, myocarditis) and dilated cardiomyopathy (e.g., acquired forms of dilated cardiomyopathy, left ventricular noncompaction) are discussed. Moreover, the diagnostic issues in SCD victims affected by phenotype-negative hypertrophic cardiomyopathy and the relationship between myocardial bridging and hypertrophic cardiomyopathy are analyzed. Finally, the applications/limits of virtopsy and post-mortem genetic testing in this field are discussed, with particular attention to the issues related to the assessment of the significance of the genetic variants.     

Two-level intelligent modeling method for the rate of penetration in complex geological drilling process

The rate of penetration (ROP) model is of great importance in achieving a high efficiency in the complex geological drilling process. In this paper, a novel two-level intelligent modeling method is proposed for the ROP considering the drilling characteristics of data incompleteness, couplings, and strong nonlinearities. Firstly, a piecewise cubic Hermite interpolation method is introduced to complete the lost drilling data. Then, a formation drillability (FD) fusion submodel is established by using Nadaboost extreme learning machine (Nadaboost-ELM) algorithm, and the mutual information method is used to obtain the parameters, strongly correlated with the ROP. Finally, a ROP submodel is established by a neural network with radial basis function optimized by the improved particle swarm optimization (RBFNN-IPSO). This two-level ROP model is applied to a real drilling process and the proposed method shows the best performance in ROP prediction as compared with conventional methods. The proposed ROP model provides the basis for intelligent optimization and control in the complex geological drilling process.     

基于粒子群优化和支持向量机的花粉浓度预测模型

为了提高花粉浓度预报的准确率，解决现有花粉浓度预报准确率不高的问题，提出了一种基于粒子群优化（PSO）算法和支持向量机（SVM）的花粉浓度预报模型。首先，综合考虑气温、气温日较差、相对湿度、降水量、风力、日照时数等多种气象要素，选择与花粉浓度相关性较强的气象要素构成特征向量；其次，利用特征向量与花粉浓度数据建立SVM预测模型，并使用PSO算法找出最优参数；然后利用最优参数优化花粉浓度预测模型；最后，使用优化后的模型对花粉未来24 h浓度进行预测，并与未优化的SVM、多元线性回归法（MLR）、反向神经网络（BPNN）作对比。此外使用优化后的模型对某市南郊观象台和密云两个站点进行逐日花粉浓度预测。实验结果表明，相比其他预报方法，所提方法能有效提高花粉浓度未来24 h预测精度，并具有较高的泛化能力。