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51.
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. 相似文献
52.
Silicon nitride (Si3N4) based ceramics were fabricated with β-SiAlON and Si3N4 powders synthesized by combustion synthesis method via power injection molding (PIM). In the PIM process, the solids loading for each material was first determined from the results of the torque rheometer experiment. The mixing process was repeated to produce the homogeneous feedstock, and homogeneity of feedstocks was evaluated by observing the shear viscosity with time at a constant shear rate. The rheological behavior of feedstocks was investigated using capillary rheometer. It found that both feedstocks have no problem in injection molding. The binder decomposition behavior was also investigated, and a wax-polymer binder system was nearly removed by the optimized solvent and thermal debinding processes. Thereafter, the debound samples were sintered at 1750 and 1800 °C for 4 h in nitrogen atmosphere. Regardless of sintering temperature, the relative density of higher than about 96% was achieved. When comparing mechanical properties including bending strength, Vickers hardness and fracture toughness, Si3N4 with 2 wt% Y2O3 and 5 wt% Al2O3 (Si3N4+2Y5A) had higher values than β-SiAlON with 4 wt% Y2O3 (β-SiAlON+4Y) regardless of sintering temperature. It was supported by observing the microstructures of the plasma-etched samples. 相似文献
53.
The variability of river inflows affects the energy production of hydropower generators and may result in reductions in revenues that can be financially disruptive for these producers. Recent climatic changes have highlighted the risks involved in hydroelectriciy production in Brazil. In this paper, we propose a different approach to formulating a collar derivative, namely an Inverted Collar, to mitigate hydrological risk considering the particularities of Brazil's energy regulatory environment. In addition, we propose a customized collar-by-difference as a variation of the collar model. The effect of these derivatives is analyzed considering electricity market price and power generation uncertainty for a typical hydro generator. The results suggest that these derivatives are effective tools to manage hydrological risk during period of great climatic volatility, such as the height of the drought period experienced by Brazil in 2016. The results also indicate that our models outperform traditional commercial hedging commonly practiced by hydropower producers in the country. 相似文献
54.
The rate of penetration (ROP) model is of great importance in achieving a high efficiency in the complex geological drilling process. In this paper, a novel two-level intelligent modeling method is proposed for the ROP considering the drilling characteristics of data incompleteness, couplings, and strong nonlinearities. Firstly, a piecewise cubic Hermite interpolation method is introduced to complete the lost drilling data. Then, a formation drillability (FD) fusion submodel is established by using Nadaboost extreme learning machine (Nadaboost-ELM) algorithm, and the mutual information method is used to obtain the parameters, strongly correlated with the ROP. Finally, a ROP submodel is established by a neural network with radial basis function optimized by the improved particle swarm optimization (RBFNN-IPSO). This two-level ROP model is applied to a real drilling process and the proposed method shows the best performance in ROP prediction as compared with conventional methods. The proposed ROP model provides the basis for intelligent optimization and control in the complex geological drilling process. 相似文献
55.
《材料科学技术学报》2019,35(7):1309-1314
Degenerate pattern is a seemingly disordered morphology but it exhibits the inherently ordered crystal connected with tip-splitting and limited stability which makes it difficult to observe in the metallic system. Here we employ (100)[011] orientated planar-front seeds using directional solidification and reveal the fundamental origins of the degenerate pattern growth in an Al-4.5 wt% Cu alloy. We find that the spacing of the tip-splitting (λ) in the degenerate of the alloys followed a power law, λ∝V−0.5, and the frequency (f) of the splitting was related to the growth velocity (V) by ƒ∝V1.5. The dimensionless growth direction (θ/θ0) increased monotonously and approached 0.6 with faster velocity, attributed to its anisotropy in the interface kinetics. Once growth velocity exceeded a threshold, two types of pattern transitions from degenerate to regular dendrites were proposed. One of them exhibited a random and chaotic mode and the other underwent a rotation in growth direction. 相似文献
56.
High temperature erosion tests were conducted on spark plasma sintered ZrB2-SiC based multiphase ceramic composites at 1073 K in thermo-erosive environment for 1200 s with a net energy deposition per unit area of 50.5 MJ/m2. The thermo-erosive mechanisms were qualitatively discussed using XRD and SEM-EDS analyses. Efforts were made to assess feasibility of identified reactions at the computed temperatures to support reaction mechanism for oxide formation in eroded region. Finite element (FE) analysis with high-quality structural elements was used to determine the spatial temperature and stress distribution in the eroded region. Taken together, the present study highlights the significance of combined approach of computational and experimental analysis in understanding the thermo-erosive-structural stability in applications where erosion can limit the performance of ceramic composites. 相似文献
57.
《Intermetallics》2015
Raney-type Ni precursor alloys containing 75 at.% Al and doped with 0, 0.75, 1.5 and 3.0 at.% Ti have been produced by a gas atomization process. The resulting powders have been classified by size fraction with subsequent investigation by powder XRD, SEM and EDX analysis. The undoped powders contain, as expected, the phases Ni2Al3, NiAl3 and an Al-eutectic. The Ti-doped powders contain an additional phase with the TiAl3 DO22 crystal structure. However, quantitative analysis of the XRD results indicate a far greater fraction of the TiAl3 phase is present than could be accounted for by a simple mass balance on Ti. This appears to be a (TixNi1−x)Al3 phase in which higher cooling rates favour small x (low Ti-site occupancy by Ti atoms). SEM and EDX analysis reveal that virtually all the available Ti is contained within the TiAl3 phase, with negligible Ti dissolved in either the Ni2Al3 or NiAl3 phases. 相似文献
58.
This study demonstrates the application of an improved Evolutionary optimization Algorithm (EA), titled Multi-Objective Complex Evolution Global Optimization Method with Principal Component Analysis and Crowding Distance Operator (MOSPD), for the hydropower reservoir operation of the Oroville–Thermalito Complex (OTC) – a crucial head-water resource for the California State Water Project (SWP). In the OTC's water-hydropower joint management study, the nonlinearity of hydropower generation and the reservoir's water elevation–storage relationship are explicitly formulated by polynomial function in order to closely match realistic situations and reduce linearization approximation errors. Comparison among different curve-fitting methods is conducted to understand the impact of the simplification of reservoir topography. In the optimization algorithm development, techniques of crowding distance and principal component analysis are implemented to improve the diversity and convergence of the optimal solutions towards and along the Pareto optimal set in the objective space. A comparative evaluation among the new algorithm MOSPD, the original Multi-Objective Complex Evolution Global Optimization Method (MOCOM), the Multi-Objective Differential Evolution method (MODE), the Multi-Objective Genetic Algorithm (MOGA), the Multi-Objective Simulated Annealing approach (MOSA), and the Multi-Objective Particle Swarm Optimization scheme (MOPSO) is conducted using the benchmark functions. The results show that best the MOSPD algorithm demonstrated the best and most consistent performance when compared with other algorithms on the test problems. The newly developed algorithm (MOSPD) is further applied to the OTC reservoir releasing problem during the snow melting season in 1998 (wet year), 2000 (normal year) and 2001 (dry year), in which the more spreading and converged non-dominated solutions of MOSPD provide decision makers with better operational alternatives for effectively and efficiently managing the OTC reservoirs in response to the different climates, especially drought, which has become more and more severe and frequent in California. 相似文献
59.
Motion of a stick-slip piezo actuator is generally controlled by the parameters related to its mechanical design and characteristics of the driving pulses applied to piezoceramic shear plates. The goal of the proposed optimization method is to find the driving pulse parameters leading to the fastest and the most reliable actuator operation. In the paper the method is tested on a rotary stick-slip piezo actuating system utilized in an atomic force microscope.The optimization is based on the measurement of the actuator response to driving pulses of different shapes and repetition frequencies at various load forces. To provide it, a computer controlled testing system generating the driving pulses, and detecting and recording the corresponding angular motion response of the actuator by a position sensitive photo detector (PSPD) in real time has been developed. To better understand and interpret the experimental results, supportive methods based on a simple analytical model and numerical simulations were used as well.In this way the shapes of the single driving pulses and values of the load force providing the biggest actuator steps were determined. Generally, the maximal steps were achieved for such a combination of the pulse shapes and load forces providing high velocities at the end of the sticking mode of the actuator motion and, at the same time, lower decelerations during the slipping mode.As for the multiple driving pulses, the pulse shapes and values of repetition frequency ensuring the sticking mode of the actuator motion during the pulse rise time together with the maximum average angular rotor velocity were specified. In this way the effective and stable operation conditions of the actuator were provided.In principle, the presented method can be applied for the testing and optimization of any linear or angular stick-slip actuator. 相似文献
60.
The present paper tests experimentally the through-thickness electrical conductivity of carbon fiber-reinforced polymer (CFRP) composites laminates for aircraft applications. Two types of samples were prepared: Type A samples with carbon nanotubes (CNTs) and Type B samples without CNTs. During the electrical experiments, electrical currents of several mA were injected through the specimens. Electrical resistance was monitored simultaneously in order to deduce the changes in the through-the-thickness electrical conductivity caused by the addition of CNTs. Improvement of electrical conduction by two orders of magnitude was achieved through the addition of 1 wt% carbon nanotubes as compared to classic CFRP without CNTs. For moisture saturated samples, the influence of moisture absorption on such measures was found to be negligible. 相似文献