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。     

A three-dimensional surface measurement system implemented with Gaussian process based adaptive sampling

Self-adaptive surface measurements that can reduce data redundancy and improve time efficiency are in high demand in many fields of science and technology. For this purpose, a system implemented with Gaussian process (GP) adaptive sampling is developed. The non-parametric GP model is applied to reconstruct the topography and guide the subsequent sampling position, which is determined from the inference uncertainty estimation. A criterion is proposed to terminate the GP adaptive measurement automatically without any prior model or data of the topography. Experiments on typical surfaces validate the intelligence, adaptability, and high accuracy of the GP method along with the stabilization of the automatic iteration termination. Compared with traditional raster sampling, data redundancy is reduced and the time efficiency is improved without sacrificing the surface reconstruction accuracy. The proposed method can be implemented in other systems with similar measurement principles, thus benefitting surface characterizations.     

腔磁力系统中的诱导透明和快慢光传播

为了在腔磁力系统中实现可控的磁子诱导透明、磁力诱导透明以及快慢光传播,建立了一个混合腔磁力系统.该系统由一个含有YIG球的微波腔和在z方向对球施加一个均匀的偏置磁场组成,并用强泵浦场驱动磁子和弱探测场驱动微波腔.研究表明,通过调节腔与磁子之间的相互作用强度和微波腔与磁子的耗散比,可以增加磁子诱导透明(MIT)、磁力诱导透明(MMIT)的效果和提高快慢光传播的速度.该研究结果可为磁力诱导放大、量子光学操纵和量子信息存储以及灵敏光开关的研究提供参考.     

Development of autonomous monitoring and performance evaluation system of grid-tied photovoltaic station

This work aims to improve the existing monitoring systems MS for two grid-connected PV stations GCPVS of URERMS ADRAR, to eliminate its limitations. This improvement consists of developing an MS which is used for two PV stations with different configurations. This MS contains new LabVIEW-based monitoring software for visualizing real-time measured data and evaluating GCPVS performance. In addition, it illustrates the 2D and 3D real-time relationships of PV system parameters, which allow us to understand the dynamic behavior of PV system components. This developed monitoring software synchronizes also the various data acquisition units DAU of GCPVS, allowing simultaneous data access.To perform a reliable performance analysis and a comparative study of different GCPVS based on accurate measurements, the sensor's calibration is performed with its DAU. The MS autonomy is ensured by integrating developed PV-UPS. A graphical user interface is provided for the evaluation of PV-UPS performance.     

结合优化支持向量机与K-means++的工控系统入侵检测方法

针对工业控制系统传统单一检测算法模型对不同攻击类型检测率和检测速度不佳的问题，提出一种优化支持向量机和K-means++算法结合的入侵检测模型。首先利用主成分分析法（PCA）对原始数据集进行预处理，消除其相关性；其次在粒子群优化（PSO）算法的基础上加入自适应变异过程避免在训练的过程中陷入局部最优解；然后利用自适应变异粒子群优化（AMPSO）算法优化支持向量机的核函数和惩罚参数；最后利用密度中心法改进K-means算法与优化后的支持向量机组合成入侵检测模型，从而实现工业控制系统的异常检测。实验结果表明，所提方法在检测速度和对各类攻击的检测率上得到明显提升。     

Potential of renewable energy system utilisation at decentralised level in the state of Uttarakhand in India

ABSTRACT

Design and implementation of an effective dissemination programme for decentralised renewable energy system necessitate an accurate estimate of its utilisation potential. Hence, in this study, an attempt has been made to develop frameworks to estimate the utilisation potential of decentralised renewable energy systems in the state of Uttarakhand in India. Estimations imply large resource, technical and economic potentials of the domestic solar water heater, solar home system, solar lantern, family size biogas plant and improved biomass cookstove in Uttarakhand. With higher impact on the purchasing power of households, prevailing soft loan scheme has been found to be more appropriate than a capital subsidy for promoting the usage of decentralised renewable energy systems.     

Rogowski coil current transducer compensation method for harmonic active power error

In the harmonic active power measurement, the highest uncertainties are generally introduced by the current and voltage transducers. In a previous paper, the authors showed that the current transformer (CT) can introduce significant errors in such measurement, especially if the phase shift between voltage and current is close to ±90°. In such condition the errors on harmonic power measurement are mainly due to the CT phase displacement. This paper shows that better results can be achieved with more linear transducers, such as the Rogowski coil current transducers (RCCTs), whose metrological performance in distorted condition can be improved, by means of a proper compensation method. The proposed method for RCCTs compensation is based on the frequency response and it allows to reduce the errors on harmonic power measurement, also for phase shift close to ±90°. The study is supported by several experimental tests.     

基于Matlab的制芯机器人夹持器稳定性研究与分析

由于铸造厂制芯机器人的工作环境恶劣,机器人抓取砂芯的稳定性较差,时常出现掉砂芯、夹伤砂芯的问题。针对上述问题建立以夹持器、气压、机械振动的系统数学模型,采用高阶系统极点在[s]平面的分布法来判定该系统的稳定性。在确保高阶系统极点值不变的情况下,通过改变系统的零点值来观察零点值对系统稳定性、振荡衰减时间的影响。用Matlab的pzmap和impulse函数分别对系统的零点、极点分布和零点值的不同对系统响应进行仿真,运用仿真结果与现场试验进行优化参数,结果表明采用一种刚度与柔度各为1/2的夹持器对制芯机器人的稳定性具有较好优化效果。     

含有蓄能器的液压伺服系统动态特性仿真设计

该文以一类常见的电动液压能源为对象,建立了含有蓄能器的电动液压能源的仿真模型,并对能源的启动特性以及负载工作所要求的多种信号的跟踪能力进行了仿真分析。