Efficient financial time series prediction with evolutionary virtual data position exploration

Prediction of stock index remains a challenging task of the financial time series prediction process. Random fluctuations in the stock index make it difficult to predict. Usually the time series prediction is based on the observations of past trend over a period of time. In general, the curve the time series data follows has a linear part and a non-linear part. Prediction of the linear part with past history is not a difficult task, but the prediction of non linear segments is difficult. Though different non-linear prediction models are in use, but their prediction accuracy does not improve beyond a certain level. It is observed that close enough data positions are more informative where as far away data positions mislead prediction of such non linear segments. Apart from the existing data positions, exploration of few more close enough data positions enhance the prediction accuracy of the non-linear segments significantly. In this study, an evolutionary virtual data position (EVDP) exploration method for financial time series is proposed. It uses multilayer perceptron and genetic algorithm to build this model. Performance of the proposed model is compared with three deterministic methods such as linear, Lagrange and Taylor interpolation as well as two stochastic methods such as Uniform and Gaussian method. Ten different stock indices from across the globe are used for this experiment and it is observed that in majority of the cases performance of the proposed EVDP exploration method is better. Some stylized facts exhibited by the financial time series are also documented.

     

Orientation-Dependent Developments in Misorientation and Residual Stress in Rolled Aluminum: The Defining Role of Dislocation Interactions

Orientation-dependent developments in misorientation and residual stress, in rolled aluminum, were quantified experimentally and simulated numerically. The latter involved analysis using a crystal plasticity finite element model, accounting for anisotropies in slip system hardening but neglecting near-neighbor interactions, and discrete dislocation dynamics of the single crystals. Both were successful in capturing the experimental patterns of orientation dependence. Numerical simulations, without slip transfer across the neighboring grains, thus established the defining role of dislocation interactions in establishing orientation-sensitive microstructural evolution.     

Yield and Functional Properties of Taro Starch as Affected by Ultrasound

Effect of ultrasound pretreatment on yield and functional properties of taro starch was investigated. A three-factor two-level factorial design was employed with treatment time (5 and 10 min), treatment cycle (0.5 and 1), and amplitude of ultrasound (50 and 100 %). Starch yield from ultrasonic treatment varied from 17.45 to 18.97 % compared to 15.29 % in conventional method. The highest yield of 18.97 % was obtained with treatment time 10 min, treatment cycle 0.5, and amplitude 50 %. A significant increase in swelling, solubility, pasting, and texture properties of the ultrasonically extracted starch was observed. A slight decrease in clarity of the starch pastes was also observed after ultrasonic pretreatment, but the differences were not much significant. Freeze-thaw stability of the ultrasonically extracted starches was found to be better compared to starch extracted using conventional method, making them suitable for foods subjected to refrigeration. The whiteness of the ultrasonically extracted starch powders was lower compared to conventionally extracted starch, but the differences were not statistically significant.     

Thermoelectric Properties of Two-Phase PbTe with Indium Inclusions

The thermoelectric figure of merit (zT) can be increased by introduction of additional interfaces in the bulk to reduce the thermal conductivity. In this work, PbTe with a dispersed indium (In) phase was synthesized by a matrix encapsulation technique for different In concentrations. x-Ray diffraction analysis showed single-phase PbTe with In secondary phase. Rietveld analysis did not show In substitution at either the Pb or Te site, and this was further confirmed by room-temperature Raman data. Low-magnification (~1500×) scanning electron microscopy images showed micrometer-sized In dispersed throughout the PbTe matrix, while at high magnification (150,000×) an agglomeration of PbTe particles in the hot-pressed samples could be seen. The electrical resistivity (ρ) and Seebeck coefficient (S) were measured from 300 K to 723 K. Negative Seebeck values showed all the samples to be n-type. A systematic increase in resistivity and higher Seebeck coefficient values with increasing In content indicated the role of PbTe-In interfaces in the scattering of electrons. This was further confirmed by the thermal conductivity (κ), measured from 423 K to 723 K, where a greater reduction in the electronic as compared with the lattice contribution was found for In-added samples. It was found that, despite the high lattice mismatch at the PbTe-In interface, phonons were not scattered as effectively as electrons. The highest zT obtained was 0.78 at 723 K for the sample with the lowest In content.     

Oxime-Modified Aluminum(III) Isopropoxide: A Promising Sol–Gel Precursor for Corrosion Resistive Nano-Alumina Coating on an Aluminum Alloy

Protection of Metals and Physical Chemistry of Surfaces - Dense alumina coatings were fabricated over aluminum alloy via dip coating method using oxime-modified aluminum(III) isopropoxide as a...     

C5: A Step Towards Smart World with Enhanced Holistic Wellbeing

Wireless Personal Communications - Internet of things (IoTs) has been the smartest technology proven worldwide these days. The application products of IoTs are Mobile ad hoc network (MANET) and...     

Gestational Exposure to Bisphenol A Affects Testicular Morphology,Germ Cell Associations,and Functions of Spermatogonial Stem Cells in Male Offspring

Exposure to bisphenol A (BPA) in the gestational period damages the reproductive health of offspring; detailed evidence regarding BPA-induced damage in testicular germ cells of offspring is still limited. In this study, pregnant mice (F0) were gavaged with three BPA doses (50 μg, 5 mg, and 50 mg/kg body weight (bw)/day; tolerable daily intake (TDI), no-observed-adverse-effect-level (NOAEL), and lowest-observed-adverse-effect level (LOAEL), respectively) on embryonic days 7 to 14, followed by investigation of the transgenerational effects of such exposure in male offspring. We observed that the NOAEL- and LOAEL-exposed F1 offspring had abnormalities in anogenital distance, nipple retention, and pubertal onset (days), together with differences in seminiferous epithelial stages and testis morphology. These effects were eradicated in the next F2 and F3 generations. Moreover, there was an alteration in the ratio of germ cell population and the apoptosis rate in germ cells increased in F1 offspring at the LOAEL dose. However, the total number of spermatogonia remained unchanged. Finally, a reduction in the stemness properties of spermatogonial stem cells in F1 offspring was observed upon LOAEL exposure. Therefore, we provide evidence of BPA-induced disruption of physiology and functions in male germ cells during the gestational period. This may lead to several reproductive health issues and infertility in offspring.