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.     

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.     

Modeling the effect of deep traps on the capacitance–voltage characteristics of p-type Si-doped GaAs Schottky diodes grown on high index GaAs substrates

Numerical simulation, using SILVACO-TCAD, is carried out to explain experimentally observed effects of different types of deep levels on the capacitance–voltage characteristics of p-type Si-doped GaAs Schottky diodes grown on high index GaAs substrates. Two diodes were grown on (311)A and (211)A oriented GaAs substrates using Molecular Beam Epitaxy (MBE). Although, deep levels were observed in both structures, the measured capacitance–voltage characteristics show a negative differential capacitance (NDC) for the (311)A diodes, while the (211)A devices display a usual behaviour. The NDC is related to the nature and spatial distribution of the deep levels, which are characterized by the Deep Level Transient Spectroscopy (DLTS) technique. In the (311)A structure only majority deep levels (hole traps) were observed while both majority and minority deep levels were present in the (211)A diodes. The simulation, which calculates the capacitance–voltage characteristics in the absence and presence of different types of deep levels, agrees well with the experimentally observed behaviour.     

采用信息增益率的混合入侵检测模型设计

针对现有混合入侵检测模型仅定性选取特征而导致检测精度较低的问题，同时为了充分结合误用检测模型和异常检测模型的优势，提出一种采用信息增益率的混合入侵检测模型.首先，利用信息增益率定量地选择特征子集，最大程度地保留样本信息；其次，采用余弦时变粒子群算法确定支持向量机参数构建误用检测模型，使其更好地平衡粒子在全局和局部的搜索能力，然后，选取灰狼算法确定单类支持向量机参数构建异常检测模型，以此来提高对最优参数的搜索效率和精细程度，综合提高混合入侵检测模型对攻击的检测效果；最后，通过两种数据集进行仿真实验，验证了所提混合入侵检测模型具有较好的检测性能.     

In vivo evaluation of a mucoadhesive polymeric caplet for intravaginal anti-HIV-1 delivery and development of a molecular mechanistic model for thermochemical characterization

Context and objective: The aim of this study was to develop, characterize and evaluate a mucoadhesive caplet resulting from a polymeric blend (polymeric caplet) for intravaginal anti-HIV-1 delivery.

Materials and methods: Poly(lactic-co-glycolic) acid, ethylcellulose, poly(vinylalcohol), polyacrylic acid and modified polyamide 6, 10 polymers were blended and compressed to a caplet-shaped device, with and without two model drugs 3′-azido-3′-deoxythymidine (AZT) and polystyrene sulfonate (PSS). Thermal analysis, infrared spectroscopy and microscopic analysis were carried out on the caplets employing temperature-modulated DSC (TMDSC), Fourier transform infra-red (FTIR) spectrometer and scanning electron microscope, respectively. In vitro and in vivo drug release analyses as well as the histopathological toxicity studies were carried out on the drug-loaded caplets. Furthermore, molecular mechanics (MM) simulations were carried out on the drug-loaded caplets to corroborate the experimental findings.

Results and discussion: There was a big deviation between the T_g of the polymeric caplet from the T_g's of the constituent polymers indicating a strong interaction between constituent polymers. FTIR spectroscopy confirmed the presence of specific ionic and non-ionic interactions within the caplet. A controlled near zero-order drug release was obtained for AZT (20 d) and PSS (28 d). In vivo results, i.e. the drug concentration in plasma ranged between 0.012–0.332?mg/mL and 0.009–0.256?mg/mL for AZT and PSS over 1–28 d.

Conclusion: The obtained results, which were corroborated by MM simulations, attested that the developed system has the potential for effective delivery of anti-HIV-agents.     

Electromagnetism-like algorithms for optimized tool path planning in 5-axis flank machining

Optimization of tool path planning using metaheuristic algorithms such as ant colony systems (ACS) and particle swarm optimization (PSO) provides a feasible approach to reduce geometrical machining errors in 5-axis flank machining of ruled surfaces. The optimal solutions of these algorithms exhibit an unsatisfactory quality in a high-dimensional search space. In this study, various algorithms derived from the electromagnetism-like mechanism (EM) were applied. The test results of representative surfaces showed that all EM-based methods yield more effective optimal solutions than does PSO, despite a longer search time. A new EM-MSS (electromagnetism-like mechanism with move solution screening) algorithm produces the most favorable results by ensuring the continuous improvement of new searches. Incorporating an SPSA (simultaneous perturbation stochastic approximation) technique further improves the search results with effective initial solutions. This work enhances the practical values of tool path planning by providing a satisfactory machining quality.     

Ions motion algorithm for solving optimization problems

This paper proposes a novel optimization algorithm inspired by the ions motion in nature. In fact, the proposed algorithm mimics the attraction and repulsion of anions and cations to perform optimization. The proposed algorithm is designed in such a way to have the least tuning parameters, low computational complexity, fast convergence, and high local optima avoidance. The performance of this algorithm is benchmarked on 10 standard test functions and compared to four well-known algorithms in the literature. The results demonstrate that the proposed algorithm is able to show very competitive results and has merits in solving challenging optimization problems.     

A novel approach to adaptive relational association rule mining

The paper focuses on the adaptive relational association rule mining problem. Relational association rules represent a particular type of association rules which describe frequent relations that occur between the features characterizing the instances within a data set. We aim at re-mining an object set, previously mined, when the feature set characterizing the objects increases. An adaptive relational association rule method, based on the discovery of interesting relational association rules, is proposed. This method, called ARARM (Adaptive Relational Association Rule Mining) adapts the set of rules that was established by mining the data before the feature set changed, preserving the completeness. We aim to reach the result more efficiently than running the mining algorithm again from scratch on the feature-extended object set. Experiments testing the method's performance on several case studies are also reported. The obtained results highlight the efficiency of the ARARM method and confirm the potential of our proposal.     

Artificial bee colony based algorithm for maximum power point tracking (MPPT) for PV systems operating under partial shaded conditions

Artificial bee colony (ABC) algorithm has several characteristics that make it more attractive than other bio-inspired methods. Particularly, it is simple, it uses fewer control parameters and its convergence is independent of the initial conditions. In this paper, a novel artificial bee colony based maximum power point tracking algorithm (MPPT) is proposed. The developed algorithm, does not allow only overcoming the common drawback of the conventional MPPT methods, but it gives a simple and a robust MPPT scheme. A co-simulation methodology, combining Matlab/Simulink™ and Cadence/Pspice™, is used to verify the effectiveness of the proposed method and compare its performance, under dynamic weather conditions, with that of the Particle Swarm Optimization (PSO) based MPPT algorithm. Moreover, a laboratory setup has been realized and used to experimentally validate the proposed ABC-based MPPT algorithm. Simulation and experimental results have shown the satisfactory performance of the proposed approach.