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.     

Experimental investigations of enhanced glow based on a pulsed hollow-cathode discharge

In this work, the pulsed hollow cathode discharges at low pressure argon with an axial magnetic field were studied. The results indicate that the pulsed discharge is operated in an enhanced glow(EG) mode. Under the same conditions, the discharge current of the pulsed discharge is two or three orders higher than that of the direct current discharge. The spatial and temporal evolution of the light emission shows that, the current fluctuation at the rising edge of the pulse plays an important role for the EG discharge of pulsed hollow cathode, which forms a high-density, highcurrent and long-distance plasma column outside the cavity.     

Contribution of metal vapor mass at periphery part of pulsed arc to electromagnetic force in weld pool

The arc welding has been used in various welding methods because it is inexpensive and high in strength after welding. However, it is a problem that accidents such as collapse of the bridge occur because of the welding defects. The welding of low cost and high productivity is required without the welding defects. The pulsed TIG welding is inexpensive and capable of high‐quality welding. The electromagnetic force contributing to penetration changes because the transient response of arc temperature and iron vapor generated from anode occurs. However, the analysis of pulsed TIG welding with metal vapor has been elucidated only metal vapor concentration near anode with transient phenomenon and heat flux. Thus, the theoretical elucidation of penetration depth with control factor has not been researched. In this paper, the contribution of metal vapor mass at the periphery part of pulsed arc to the electromagnetic force in the weld pool is elucidated. As a result, the iron vapor mass at periphery part decreased with increasing the frequency. The iron vapor was stagnated at axial center within one cycle. The electromagnetic force to the penetration depth direction in weld pool increased at axial center. Therefore, the metal vapor mass at periphery part plays an important role for the electromagnetic force increment at axial center.     

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.     

一种基于小字典不对等语料的跨语言词嵌入方法

双语词嵌入通常采用从源语言空间到目标语言空间映射,通过源语言映射嵌入到目标语言空间的最小距离线性变换实现跨语言词嵌入。然而大型的平行语料难以获得,词嵌入的准确率难以提高。针对语料数量不对等、双语语料稀缺情况下的跨语言词嵌入问题,该文提出一种基于小字典不对等语料的跨语言词嵌入方法,首先对单语词向量进行归一化,对小字典词对正交最优线性变换求得梯度下降初始值,然后通过对大型源语言(英语)语料进行聚类,借助小字典找到与每一聚类簇相对应的源语言词,取聚类得到的每一簇词向量均值和源语言与目标语言对应的词向量均值,建立新的双语词向量对应关系,将新建立的双语词向量扩展到小字典中,使得小字典得以泛化和扩展。最后,利用泛化扩展后的字典对跨语言词嵌入映射模型进行梯度下降求得最优值。在英语—意大利语、德语和芬兰语上进行了实验验证,实验结果证明该文方法可以在跨语言词嵌入中减少梯度下降迭代次数,减少训练时间,同时在跨语言词嵌入上表现出较好的正确率。     

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.