Enhanced decision making mechanism of rule-based genetic network programming for creating stock trading signals

Evolutionary computation generally aims to create the optimal individual which represents optimal action rules when it is applied to agent systems. Genetic Network Programming (GNP) has been proposed as one of the graph-based evolutionary computations in order to create optimal individuals. GNP with rule accumulation is an extended algorithm of GNP, which extracts a large number of rules throughout the generations and stores them in rule pools, which is different from general evolutionary computations. Concretely, the individuals of GNP with rule accumulation are regarded as evolving rule generators in the training phase and the generated rules in the rule pools are actually used for decision making. In this paper, GNP with rule accumulation is enhanced in terms of its rule extraction and classification abilities for generating stock trading signals considering up and down trends and occurrence frequency of specific buying/selling timing. A large number of buying and selling rules are extracted by the individuals evolved in the training period. Then, a unique classification mechanism is used to appropriately determine whether to buy or sell stocks based on the extracted rules. In the testing simulations, the stock trading is carried out using the extracted rules and it is confirmed that the rule-based trading model shows higher profits than the conventional individual-based trading model.     

Electrical characterization of high-k gate dielectrics fabricated using plasma oxidation and post-deposition annealing of a Hf/SiO2/Si structure

High permittivity (high-k) gate dielectrics were fabricated using the plasma oxidation of Hf metal/SiO₂/Si followed by the post-deposition annealing (PDA), which induced a solid-phase reaction between HfO_x and SiO₂. The oxidation time and PDA temperature affected the equivalent oxide thickness (EOT) and the leakage current density of the high-k dielectric films. The interfacial structure of the high-k dielectric film/Si was transformed from HfO_x/SiO₂/Si to HfSi_xO_y/Si after the PDA, which led to a reduction in EOT to 1.15 nm due to a decrease in the thickness of SiO₂. These high-k dielectric film structures were investigated by X-ray photoelectron spectroscopy. The leakage current density of high-k dielectric film was approximately four orders of magnitude lower than that of SiO₂.     

Change in cathode spot behavior in vacuum arc cleaning with application of polyethylene glycol

The authors investigated the effect of polyethylene glycol (PEG) application on the oxide removal action of cathode spots. Experimental observations revealed that the cathode spots formed on the oxide layer on the metal surface can be classified into two different sub-types, slow cathode spot (SCS) and fast cathode spot (FCS). Two different sub-types of cathode spots could exist in a same test piece at a same time. The removal rate of oxide depends on the mixture ratio between FCS and SCS. The more the cathode spots belonged to FCS, the faster the oxide layer is removed. The application of PEG enhances the probability of the presence of FCS.     

The influence of investor's behavioral biases on the usefulness of the Dual Moving Average Crossovers

The so called Dual Moving Average Crossovers are said to be useful signals for forecasting trends of stock prices, as one of the technical analysis methods. First, we examined the usefulness of these crossovers by using historical daily closing price data and tick by tick price data of Japanese stocks. The results revealed that these crossovers were useful as confirmatory signals for forecasting market trends. Second, we tried to identify the underlying reasons for the usefulness of the crossovers. A model, which followed the Efficient Market Hypothesis, was found to fail to generate the price fluctuation where the crossovers were useful. We then developed a model that incorporated investor's suspicion about current price validity and two famous behavioral biases: conservativeness and representativeness. We identified the mechanism that those crossovers were closely related to investor's suspicion and the behavioral biases. Kotaro Miwa: He is a Ph.D. candidate at the University of Tokyo. He is also a quantitative financial analyst and fund manager at Tokio Marine Asset Managements. He received his B.A. degree from the Faculty of Engineering at the University of Tokyo in 2001. He also received M.A. degree from the Department of Systems Science at the University of Tokyo in 2003. His current research interests include behavioral finance and financial engineering. Kazuhiro Ueda, Ph.D.: He is an associate professor at the University of Tokyo. He received his B.A. degree from the Faculty of Liberal Arts and Science at the University of Tokyo in 1988. He also received M.A. and Ph.D. degrees in cognitive science from the Department of Systems Science at the University of Tokyo in 1990 and 1993. His current research interests include cognitive analysis on scientific problem solving, adaptive human-machine interface, artificial market and behavioral finance and cognitive robotics.     

Effects of Pb Intercalation on the Structural and Electronic Properties of Epitaxial Graphene on SiC

The effects of Pb intercalation on the structural and electronic properties of epitaxial single‐layer graphene grown on SiC(0001) substrate are investigated using scanning tunneling microscopy (STM), noncontact atomic force microscopy, Kelvin probe force microscopy (KPFM), X‐ray photoelectron spectroscopy, and angle‐resolved photoemission spectroscopy (ARPES) methods. The STM results show the formation of an ordered moiré superstructure pattern induced by Pb atom intercalation underneath the graphene layer. ARPES measurements reveal the presence of two additional linearly dispersing π‐bands, providing evidence for the decoupling of the buffer layer from the underlying SiC substrate. Upon Pb intercalation, the Si 2p core level spectra show a signature for the existence of Pb? Si chemical bonds at the interface region, as manifested in a shift of 1.2 eV of the bulk SiC component toward lower binding energies. The Pb intercalation gives rise to hole‐doping of graphene and results in a shift of the Dirac point energy by about 0.1 eV above the Fermi level, as revealed by the ARPES measurements. The KPFM experiments have shown that decoupling of the graphene layer by Pb intercalation is accompanied by a work function increase. The observed increase in the work function is attributed to the suppression of the electron transfer from the SiC substrate to the graphene layer. The Pb intercalated structure is found to be stable in ambient conditions and at high temperatures up to 1250 °C. These results demonstrate that the construction of a graphene‐capped Pb/SiC system offers a possibility of tuning the graphene electronic properties and exploring intriguing physical properties such as superconductivity and spintronics.     

Evaluation of writing motion using principal component analysis and scaling analysis

Artificial Life and Robotics - The control of voluntary movements is a dual structure consisting of cognitive and physical controls; cognitive control, unlike physical control requires attentional...     

Capacitive touchscreen‐integrated electrostatic tactile display with localized sensation

An electrostatic tactile display with a projected capacitive touchscreen integrated into a single panel was demonstrated. Every electrode on the panel is driven for both tactile presentation and the touch sensor. The functions are both time and spatially multiplexed, and a reference–node‐driven high‐pass filter in the touch controller filters out the noise from the tactile driving signals.     

Neutral-fixing reactive dyes for cotton. Part 1 —synthesis and application of quaternised S-triazinyl reactive dyes

A number of different tertiary amines have been employed to prepare the corresponding quaternised triazines from a selected monochloro-s-triazine reactive dye. Preparation conditions have been established along with suitable analytical methods. The reactivity of the quaternised dyes with cellulose has been determined, special attention being paid to neutral fixation at high temperatures (100°C). Good neutral fixation was achieved with all the tertiary amine derivatives studied. In the case of the nicotinamide derivative an anomalous hydrolysis reaction involving ring opening was noted; this reaction led to the formation of aminotriazine rather than the expected hydroxytriazine.     

Output power leveling of wind turbine generator by pitch angle control using H∞ control

Effective utilization of renewable energies such as wind energy is expected instead of the fossil fuels. Wind energy is not constant and windmill output is proportional to the cube of wind speed, which causes fluctuating power of wind turbine generator (WTG). In order to reduce the fluctuating power of WTG, this paper presents an output power leveling technique of WTG by pitch angle control using H_∞ control, and the control input of WTG linear model is separated from the disturbance. The simulation results using actual detailed model for WTG show the effectiveness of the proposed method. © 2007 Wiley Periodicals, Inc. Electr Eng Jpn, 162(4): 17–24, 2008; Published online in Wiley InterScience ( www.interscience. wiley.com ). DOI 10.1002/eej.20657