J2EE架构在网上股票交易系统中的应用

主要阐述如何用J2EE构架来架构网上股票交易系统。J2EE不但具有高可用性、安全性、可靠性和可伸缩性,并且能保证与现有系统的集成性和与其它系统的互操作性,这正好满足了网上交易的要求。因此,采用J2EE构架来架构网上股票交易系统就成为了比较理想的选择。     

期货与现货交易计划决策系统的模型及实施

介绍了一套已用于国内某省的年、月、日电力交易计划决策系统的规则、模型和算法，该系统按各厂产际报价结算的规则更适合我国情况，提出的基于out-of-kilter法的非线性网络流法可从任意满足节点流量平衡条件，不一定可行的初始解开始计算，因此可方便地处理“起作用约束”上、下界改变的情况，同时用于考虑爬坡约束及联络线约束的一个体处模型，它们对电力市场下多变的模型及约束有很好的适应性。并介绍了另一基于按边际价格结算的日交易计划系统，实际证明，运行情况良好，建议的规则和模型是合理的，系统和算法也是有效的。     

自适应的期货交易决策支持系统的研究与实现

论述了自适应的期货交易决策支持系统的研究与实现，并在一般的决策支持系统的基础上提出自适应部件的概念及其在系统开发中的实施。     

汽车犯规线识别技术的研究

通过对交通路口的图片进行处理,提出了基于异边结构模型的算法。该算法能够对细化图的干扰信息进行有效处理,保留了有用的犯规线信息,达到了较好的识别。并且根据二值图、细化图像的特点,提出相应的技术和算法。细化时,采用新改进的OPTA算法对图像进行细化,使图像得到较好的细化效果。     

Combining KADS with ZEUS to Develop a Multi-Agent E-Commerce Application

A KADS based requirement analysis for the management of stock trading portfolios is presented. This provides a theoretical foundation for a stock trading system. This system is designed around portfolio management tasks that include eliciting user profiles, collecting information on the user's portfolio position, monitoring the environment on behalf of the user, and making decision suggestions to meet the user's investment goals. The requirement analysis defines a framework for a Multi-Agent System for Stock Trading (MASST). Experiments in task decomposition and agent interaction using a partially implemented system are described.     

The dynamic relations among return volatility,trading imbalance,and trading volume in futures markets

Trading imbalances reflect the quality of market information and may contain more information than the number of trades or trading volume. In order to better understand how trading imbalances play a role different from traditional variables (i.e., number of trades and trading volume) in explaining volatility, we use intraday data to examine the dynamic relations among return volatility, trading imbalances, and traditional variables for E-mini S&P 500 futures and Japanese Yen futures contracts, respectively. The Granger-causality tests indicate strong feedback effects between volatility and trading variables, confirming the information-based and hedging-based trading. We also compare the results of the traditional volumes and trading imbalances through variance decomposition and impulse responses analysis. It is shown that the sequential arrival of private information through trading imbalance is more important in explaining return volatility than the traditional variables, which are a proxy for the public information.     

A generalized model for financial time series representation and prediction

Traditional financial analysis systems utilize low-level price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price data as the training set for classifications or rule inductions. However, the financial market is a complex and dynamic system with noisy, non-stationary and chaotic data series. Raw price data are too random to characterize determinants in the market, preventing us from reliable predictions. On the other hand, high-level representation models which represent data on the basis of human knowledge of the problem domain can reduce the randomness in the raw data. In this paper, we present a high-level representation model easy to translate from low-level data into the machine representation. It is a generalized model in that it can accommodate multiple financial analytical techniques and intelligent trading systems. To demonstrate this, we further combine the representation with a probabilistic model for automatic stock trades and provide promising results. An erratum to this article can be found at     

新技术在证券交易系统中的应用研究

数据通信技术、网络技术等在证券行业的广泛应用,为实现证券异地交易,获取实时交易行情提供了有效的手段,也极大地推动了证券行业的发展,在此基础上,针对当前证券交易系统设计和实现中已经使用的和将要使用的一些新技术进行了研究与探讨,并结合这些新技术的应用提出了证券交易系统今后的发展趋势。     

The Extraction of Trading Rules From Stock Market Data Using Rough Sets

We propose the rough set approach to the extraction of trading rules for discriminating between bullish and bearish patterns in the stock market. Rough set theory is quite valuable for extracting trading rules because it can be used to discover dependences in data while reducing the effect of superfluous factors in noisy data. In addition, it does not generate a signal to trade when the pattern of the market is uncertain because the selection of reducts and the extraction of rules are controlled by the strength of each reduct and rule. The experimental results are encouraging and show the usefulness of the rough set approach for stock market analysis with respect to profitability.     

Organisational usability of mobile computing—Volatility and control in mobile foreign exchange trading

The past two decades have presented significant technological developments of mobile information and communication technology (ICT) such as portable technologies (e.g. mobile phones, notebook computers, personal digital assistants), and associated wireless infrastructures (e.g. wireless local area networks, mobile telecommunications infrastructures, bluetooth personal area networks). Mobile ICT offers a range of technical opportunities for organisations and their members to implement enterprise mobility. However, the challenges of unlocking the opportunities of enterprise mobility are not well understood. One of the key issues is to establish systems and associated working practices that are deemed usable by both individuals and the organisation. The aim of this paper is to show that the concept of organisational usability can enrich the understanding of mobile ICT in organisations. As an addition to the traditional understanding of individual usability, organisational usability emphasises the role of mobile ICT beyond individual support. A large-scale study of four different ways of organising foreign exchange trading in a Middle Eastern bank serves as the concrete foundation for the discussion. The empirical study showed how the final of the four attempts at establishing 24-h trading deployed mobile ICT to enable mobile trading and by providing a solution, which was deemed usable for both the organisation and the traders. The paper contributes to the understanding of how usability of mobile ICT critically depends on carefully balancing individual and organisational requirements. It also demonstrates the need for research in enterprise mobility to embrace both individual and organisational concerns in order to grasp the complexity of the phenomena.