An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming

Stock market automated investing is an area of strong interest for the academia, casual, and professional investors. In addition to conventional market methods, various sophisticated techniques have been employed to deal with such a problem, such as ARCH/GARCH predictors, artificial neural networks, fuzzy logic, etc. A computational system that combines a conventional market method (technical analysis), genetic programming, and multiobjective optimization is proposed in this work. This system was tested in six historical time series of representative assets from Brazil stock exchange market (BOVESPA). The proposed method led to profits considerably higher than the variation of the assets in the period. The financial return was positive even in situations in which the share lost market value.     

A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection

The literature of portfolio optimization is extensive and covers several important aspects of the asset allocation problem. However, previous works consider simplified linear borrowing cost functions that leads to suboptimal allocations. This paper aims at efficiently solving the leveraged portfolio selection problem with a thorough borrowing cost representation comprising a number lenders with different rates and credit limits. We propose a two-stage stochastic programming model for asset and debt allocation considering a CVaR-based risk constraint and a convex piecewise-linear borrowing cost function. We compare our model to its counterpart with the fixed borrowing rate approximation used in literature. Numerical results show our model significantly improves performance in terms of risk-return trade-off.     

A macro-element strategy based upon spectral finite elements and mortar elements for transient wave propagation modeling. Application to ultrasonic testing of laminate composite materials

Proposing efficient numerical modeling tools for high-frequency wave propagation in realistic configurations, such as the one appearing in ultrasonic testing experiments, is a major challenge, especially in the perspective of inversion loops or parametric studies. We propose a numerical methodology addressing this challenge and based upon the combination of the spectral finite element method and the mortar element method. From a prior decomposition of the scene of interest into “macro-elements,” we show how one can improve the performances of the standard finite element procedures in terms of memory footprint and computational load. Additionally, using this decomposition, we are able to efficiently reconstruct important modeling features on-the-fly, such as orientations of anisotropic materials or splitting directions of perfectly matched layers formulations, altogether in a robust and efficient manner. We believe that this strategy is particularly suitable for parametric studies and sensitivity analysis. We illustrate our strategy by simulating the propagation of an ultrasonic wave into an immersed and curved anisotropic laminate 3D specimen flawed with an internal circular delamination of varying size, thus showing the efficiency and the robustness of our approach.     

Accidents with sharp instruments in nurses in a university hospital in Campinas, Sao Paolo

To investigate the role of the sympathetic nervous system in angiotensin II (AngII)-stimulated medial and neointimal smooth muscle cell (SMC) replication, we sympathectomized rats with 6-hydroxydopamine (6-OHDA) in which the left carotid artery was injured by a balloon catheter. Balloon injury is associated with a loss of specific [3H]-prazosin binding. AngII (250 ng/kg/min), infused 2 weeks after balloon injury of the rat left carotid artery, increased systolic blood pressure by approximately 70 mm Hg. There was no effect of 6-OHDA on this pressor response. AngII increased the cumulative 5-bromo-2'-deoxyuridine (BrdU) labeling fraction (LF) in the uninjured right carotid media and the injured left carotid neointima as compared to controls (5.7+/-1.6% vs. 0.4+/-0.1%, p<0.05; 10.6+/-0.9% vs. 5.0+/-0.8%, p<0.05, respectively). 6-OHDA decreased the AngII-induced increase in LF in the media of the uninjured right carotid artery (AngII/6-OHDA 0.9+/-0.2% vs. AngII 5.7+/-1.6%, p < 0.05). 6-OHDA did not decrease the AngII-induced increase in LF in both the injured left carotid media and neointima at 4 weeks after balloon injury. The effects of chemical sympathectomy were comparable with those obtained 12 weeks after balloon injury. Thus, the data show that the sympathetic nervous system mediates the AngII-induced increase in SMC DNA synthesis, but only in the uninjured carotid media. This indicates a differential regulation of AngII-induced SMC replication in injured and uninjured vessels.     

Polymer/layered silicate nanocomposites by combined intercalative polymerization and melt intercalation: a masterbatch process

Poly(ε-caprolactone) (PCL) and poly(vinyl chloride) (PVC) layered silicate nanocomposites were prepared by combination of intercalative polymerization and melt intercalation. In a first step, high clay content PCL nanocomposites were prepared by in situ polymerization of ε-caprolactone intercalated between selected organo-modified silicate layers. The polymerization was catalyzed with dibutyltin dimethoxide in the presence of montmorillonites, the surface of which were previously exchanged with (functionalized) long alkyl chains ammonium cations. Then, these highly filled PCL nanocomposites were added as masterbatches in commercial PCL and PVC by melt blending. The intercalation of PCL chains within the silicate layers by in situ polymerization proved to be very efficient, leading to the formation of intercalated and/or exfoliated structures depending on the organo-clay. These masterbatches were readily dispersed into the molten PCL and PVC matrices yielding intercalated/exfoliated layered silicate nanocomposites which could not be obtained by melt blending the matrix directly with the same organo-modified clays. The formation of nanocomposites was assessed both by X-ray diffraction and transmission electronic microscopy. Interestingly, this so-called ‘masterbatch’ two-step process allowed for preparing PCL nanocomposites even with non-modified natural clay, i.e. sodium montmorillonite, which showed a material stiffness much higher than the corresponding microcomposites recovered by direct melt intercalation. The thermal stability of PCL nanocomposites as a function of clay content was investigated by thermogravimetry (TGA).     

Flexible polymer composite electromagnetic crystals

The dielectric properties of a ceramic powder (BaTiO₃) filled thermoplastic elastomer (EPDM TPE) were investigated for use in a flexible electromagnetic crystal. Materials were produced that had a high dielectric constant (approximately 9) and low loss tangent (less than 0.01). Materials were extruded and injection molded so as to povide low‐cost processing. Mechanical and electromagnetic test results showed the effect of processing conditions on the final quality of the composite. The shear rate during processing and the number of mixing cycles were found to affect the final material characteristics significantly. An electromagnetic crystal woven from extruded rods showed good reflectivity in the 10–15 GHz region.     

From coffee industry waste materials to skin‐friendly products with improved skin fat levels

Spent coffee grounds (SCG), which are the residue obtained from the treatment of coffee with hot water or steam, can be used for industrial applications, due to the high content in lipids. The cosmetic products might be a suitable application for these types of residues because the barrier properties of the stratum corneum (SC) are largely dependent on the intactness of the lipid lamellae that surrounds the corneocytes. The purpose of this work was to assess the feasibility of using the lipid fraction of SCG extracted with supercritical carbon dioxide in the development of new cosmetic formulations with improved skin lipids (sebum) and hydration. The use of spent coffee lipid extract in cosmetic industry seems to be a suitable approach to recycle the wastes from coffee industry. Emulsion containing 10% of the lipid fraction of SCG (SpentCofOil cream) presented promising characteristics in the improvement of sebum skin levels with a good acceptance by consumers when compared to an emulsion containing 10% w/w of green coffee oil (GreenCofOil cream) and a placebo without coffee oil (NoCofOil cream). Practical applications: In this work, the authors develop and characterize a cream containing 10% of the lipid fraction of SCG extracted with supercritical carbon dioxide with improved skin lipids (sebum) and hydration.     

Effect of Clay Modification on the Mechanism of Local Deformations in PA6 Nanocomposites

PA nanocomposites are prepared from clays organophilized with a phosphonium and an ammonium salt, and sodium montmorillonite is used as reference. The analysis of mechanical and micromechanical properties of the composites reveal that several micromechanical deformation processes occur in the PA/MMT composites. The matrix cavitates at relatively small stress. Processes related to non‐exfoliated clay structural units are initiated at larger stresses. Sound is emitted mainly by the fracture of particles, but debonding may also occur. The plastic deformation of the matrix dominates at larger stresses and deformations. The various local deformations are independent of each other and composite properties are not determined by silicate related processes but by the deformation of the matrix.