A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price

Creating an intelligent system that can accurately predict stock price in a robust way has always been a subject of great interest for many investors and financial analysts. Predicting future trends of financial markets is more remarkable these days especially after the recent global financial crisis. So traders who access to a powerful engine for extracting helpful information throw raw data can meet the success. In this paper we propose a new intelligent model in a multi-agent framework called bat-neural network multi-agent system (BNNMAS) to predict stock price. The model performs in a four layer multi-agent framework to predict eight years of DAX stock price in quarterly periods. The capability of BNNMAS is evaluated by applying both on fundamental and technical DAX stock price data and comparing the outcomes with the results of other methods such as genetic algorithm neural network (GANN) and some standard models like generalized regression neural network (GRNN), etc. The model tested for predicting DAX stock price a period of time that global financial crisis was faced to economics. The results show that BNNMAS significantly performs accurate and reliable, so it can be considered as a suitable tool for predicting stock price specially in a long term periods.     

射频电缆的幅相稳定性测试研究

对射频电缆幅相稳定性进行了介绍,阐述了射频测试电缆相位和幅度变化的因素,并详细分析了射频电缆相位性能以及幅度性能的不同测试方法,最后通过实测数据的展示,总结说明了在日常测试中该如何正确使用测试电缆。     

马尔可夫跳变线性系统最优控制的研究现状与进展

马尔可夫跳变线性系统（MJLS）是一种具有多个模态的随机系统，系统在各个模态之间的跳变转移由一组马尔可夫链来决定。MJLS模型因其在表示过程中可以产生突变而更能精确的描述实际工程应用中的系统。近年来，MJLS的最优控制问题成为了研究的热点，动态规划、极大值原理以及线性矩阵不等式等成为了解决此类问题的主流方法。本文对MJLS最优控制领域的研究现状进行了综述。分别对一般情况下、带有噪声的情况下、带有时滞的情况下以及某些特定情况下的MLJS最优控制问题的国内外研究现状进行论述。最后进行了总结并提出MJLS最优控制领域未来值得关注的研究方向。     

A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market

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.     

澳大利亚“基于能力本位的评估”模式及对我国高职教育 质量评估的启 示

澳大利亚职业教育在全球享有较高的声誉,这与其坚持严格的"基于能力本位的评估"(competency based assessment, CBA)密不可分。介绍了澳大利亚CBA的内涵特征,并详细描述"准备评估、开发评估工具、开展评估、对评估结果进行评估"的CBA运作过程,关注评估工具的开发和后续常规系统性检查及完善,以期对我国的高等职业教育质量评估起到启示和借鉴作用。     

A three-dimensional surface measurement system implemented with Gaussian process based adaptive sampling

Self-adaptive surface measurements that can reduce data redundancy and improve time efficiency are in high demand in many fields of science and technology. For this purpose, a system implemented with Gaussian process (GP) adaptive sampling is developed. The non-parametric GP model is applied to reconstruct the topography and guide the subsequent sampling position, which is determined from the inference uncertainty estimation. A criterion is proposed to terminate the GP adaptive measurement automatically without any prior model or data of the topography. Experiments on typical surfaces validate the intelligence, adaptability, and high accuracy of the GP method along with the stabilization of the automatic iteration termination. Compared with traditional raster sampling, data redundancy is reduced and the time efficiency is improved without sacrificing the surface reconstruction accuracy. The proposed method can be implemented in other systems with similar measurement principles, thus benefitting surface characterizations.     

Development of autonomous monitoring and performance evaluation system of grid-tied photovoltaic station

This work aims to improve the existing monitoring systems MS for two grid-connected PV stations GCPVS of URERMS ADRAR, to eliminate its limitations. This improvement consists of developing an MS which is used for two PV stations with different configurations. This MS contains new LabVIEW-based monitoring software for visualizing real-time measured data and evaluating GCPVS performance. In addition, it illustrates the 2D and 3D real-time relationships of PV system parameters, which allow us to understand the dynamic behavior of PV system components. This developed monitoring software synchronizes also the various data acquisition units DAU of GCPVS, allowing simultaneous data access.To perform a reliable performance analysis and a comparative study of different GCPVS based on accurate measurements, the sensor's calibration is performed with its DAU. The MS autonomy is ensured by integrating developed PV-UPS. A graphical user interface is provided for the evaluation of PV-UPS performance.     

机载光电雷达它机试飞技术研究

机载光电雷达受平台及大气环境影响较大,而它机试飞能有效规避研制风险,是产品研制的必经阶段。本文介绍了机载光电雷达它机试飞试验系统组成、试验流程和数据处理等内容。经工程验证,实施过程满足任务需求,对其他光电系统的它机及本机试飞具有参考价值。     

Seismic behavior of geosynthetic-reinforced retaining walls backfilled with cohesive soil

This study investigates the seismic performance of geosynthetic-reinforced modular block retaining walls backfilled with cohesive, fine grained clay-sand soil mixture. Shaking table tests were performed for three ½ scaled (wall height 190 cm) and ¼ scaled model walls to investigate the effects of backfill type, the influence of reinforcement length and reinforcement stiffness effects. The El Centro and Kobe earthquake records of varying amplitudes were used as base acceleration. Displacement of the front wall, accelerations at different locations, strains on the reinforcements, and the visual observations of the facing and the backfill surface were used to evaluate the seismic performance of model walls. The model walls were subjected to rigorous shaking and the walls did not exhibit any stability problems or signs of impending failure. The maximum deformations observed on the models with cohesive backfill was less than half of the deformation of the sand model. The load transfers between the geogrid and cohesive soil was comparable to that of sand and hence the needed reinforcement length was similar as well. As a result; the model walls with cohesive backfills performed within acceptable limits under seismic loading conditions when compared with granular backfilled counterparts.