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.     

陈四楼煤矿“123456双重预防体系”的建设与应用

针对煤矿“双重预防体系”如何落地生根问题，结合陈四楼煤矿在风险分级管控和隐患排查治理方面的实用方法和“双重预防体系”的建设经验，深入研究了“双重预防体系”的相关标准、风险隐患事故之间的关系及其各自的产生和发展机理、安全风险的有关辨识评估方法、事故隐患的排查和治理方法，分析了传统安全管理模式与“双重预防体系”的新型安全管理模式的差别，总结出了“123456双重预防体系”这个囊括了事前安全风险辨识、事中隐患排查治理、事后安全现状评估的创新成果，实现了“事前、事中、事后”的全过程控制，对夯实煤矿安全管理根基、促进矿井平稳有序发展发挥着越来越重要的作用，为煤炭行业“双重预防体系”的落地生根提供了借鉴和参考。     

电信运营商信息安全管控架构及集中策略研究

本文对运营商信息安全集中管控架构演进和信息安全管控策略面临的问题进行了深入分析，提出了信息安全集中管控架构的演进方向建议及对信息安全监控策略工作优化的若干意见。     

基于二元水循环的水量-水质-水效联合调控模型开发与应用

为将我国最严格水资源管理制度的实践与二元水循环理论相结合，提高“三条红线”控制指标的科学性与合理性，本文以SWAT模型为基础，通过改进子流域划分方法、添加经济社会模块和人工用水模块，对其人工侧支循环模拟进行了系统的完善，开发了基于SWAT的水量-水质-水效联合调控模型SWAT_WAQER。以广西南流江流域为例，从国民经济用水量、河道径流与水质等方面对模型进行校验，并在此基础上划分了2030年“三条红线”控制指标。结果表明：该模型性能良好，能够用于不同节水情景下的国民经济用水量、污染物排放量、水功能区水质达标结果分析，可以作为科学制定“三条红线”控制指标的有力支撑工具。     

无失效数据机载多余度EWIS可靠性研究

针对高可靠度机载多余度EWIS各组成部分寿命服从指数分布但参数未知的情况，提出采用无失效数据可靠度分析方法评估EWIS的可靠度水平。通过Monte-Carlo仿真方法对连接形式为“先并联、后串联”EWIS各组成部分寿命进行抽样，利用“最小最大值”方法获得系统寿命的抽样值，用概率纸检验法初步判断EWIS寿命是否服从威布尔分布，再用Pearson拟合优度检验法判断EWIS寿命是否服从威布尔分布。结合无故障飞行时间的样本值与EWIS寿命服从威布尔分布的假设，采用无失效数据分析方法评估EWIS的可靠度水平。研究方法对机载多余度EWIS无失效数据可靠度分析有一定的贡献。     

基于GIS单线图的配网停电单模拟操作应用研究

配电网停电会造成电力系统供配电可靠性以及服务质量下降,研究基于地理信息系统(GIS)单线图的配网停电单模拟操作应用。利用网格长度作为基本单位建立坐标系,以选取起始点与终止点为基础,通过四参数法将GIS坐标映射至图纸网格内,实现配网内设备初步布局,将杆塔、站房和整体均匀分布作为优化目标,设置多目标优化目标函数实现GIS单线图最终优化。选取某电力公司配网作为单模拟操作应用对象,模拟结果表明,单模拟操作配网停电后,该配网各负荷点年故障率、次平均停电时间以及年停电时间均有所减少,可有效提升配网的供配电可靠性。     

马尔可夫跳变线性系统最优控制的研究现状与进展

马尔可夫跳变线性系统（MJLS）是一种具有多个模态的随机系统，系统在各个模态之间的跳变转移由一组马尔可夫链来决定。MJLS模型因其在表示过程中可以产生突变而更能精确的描述实际工程应用中的系统。近年来，MJLS的最优控制问题成为了研究的热点，动态规划、极大值原理以及线性矩阵不等式等成为了解决此类问题的主流方法。本文对MJLS最优控制领域的研究现状进行了综述。分别对一般情况下、带有噪声的情况下、带有时滞的情况下以及某些特定情况下的MLJS最优控制问题的国内外研究现状进行论述。最后进行了总结并提出MJLS最优控制领域未来值得关注的研究方向。     

A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market

Insider trading is a kind of criminal behavior in stock market by using nonpublic information. In recent years, it has become the major illegal activity in China’s stock market. In this study, a combination approach of GBDT (Gradient Boosting Decision Tree) and DE (Differential Evolution) is proposed to identify insider trading activities by using data of relevant indicators. First, insider trading samples occurred from year 2007 to 2017 and corresponding non-insider trading samples are collected. Next, the proposed method is trained by the GBDT, and initial parameters of the GBDT are optimized by the DE. Finally, out-of-samples are classified by the trained GBDT–DE model and its performances are evaluated. The experiment results show that our proposed method performed the best for insider trading identification under time window length of ninety days, indicating the relevant indicators under 90-days time window length are relatively more useful. Additionally, under all three time window lengths, relative importance result shows that several indicators are consistently crucial for insider trading identification. Furthermore, the proposed approach significantly outperforms other benchmark methods, demonstrating that it could be applied as an intelligent system to improve identification accuracy and efficiency for insider trading regulation in China stock market.     

澳大利亚“基于能力本位的评估”模式及对我国高职教育 质量评估的启 示

澳大利亚职业教育在全球享有较高的声誉,这与其坚持严格的"基于能力本位的评估"(competency based assessment, CBA)密不可分。介绍了澳大利亚CBA的内涵特征,并详细描述"准备评估、开发评估工具、开展评估、对评估结果进行评估"的CBA运作过程,关注评估工具的开发和后续常规系统性检查及完善,以期对我国的高等职业教育质量评估起到启示和借鉴作用。