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.     

基于查询的新闻多文档自动摘要技术研究

针对新闻文本领域,该文提出一种基于查询的自动文本摘要技术,更加有针对性地满足用户信息需求。根据句子的TF-IDF、与查询句的相似度等要素,计算句子权重,并根据句子指示的时间给定不同的时序权重系数,使得最近发生的新闻内容具有更高的权重,最后使用最大边界相关的方法选择摘要句。通过与基于TF-IDF、Text-Rank、LDA等六种方法的对比,该摘要方法ROUGE评测指标上优于其他方法。从结合评测结果及摘要示例可以看出,该文提出的方法可以有效地从新闻文档集中摘取核心信息,满足用户查询内容的信息需求。     

面向草莓抓取的气动四叶片软体抓手研制

农林业中果蔬的自动化采摘需求日趋强烈,末端抓手是实现无损采摘的关键。传统的末端抓手以刚性结构居多,现有的各种柔性抓手也存在抓取力不足、包覆性不佳等缺点。本文以草莓的无损采摘为研究对象,提出将草莓外部轮廓曲线作为设计曲线,设计了一种新型气动四叶片软体抓手。首先,对软体抓手的结构做仿真优化,提出一种安全地附着在目标物表面的设想。然后,在进行草莓表面的最小破坏应力试验的基础上,测试了软体抓手的末端力,验证了其实现无损抓取的可行性。再次,利用动态捕捉技术,研究了软体抓手叶面的弯曲变形规律。最后,选择使用弧线型气体通道的软体抓手进行了草莓抓取测试,结果证明了气动四叶片软体抓手可以实现草莓的无损抓取,抓取成功率达90%,破损率为2%,表明所研制的四叶片软体抓手用于草莓抓取时具有良好的稳定性和实用性,可用于草莓采摘的末端执行器。本研究也可为其他易损果蔬的采摘技术提供理论基础和技术支撑。     

Spreading and Curing Behaviors of a Thermosetting Droplet-Silicone on a Heated Surface

Thermosetting materials are widely used as encapsulation in the electrical packaging to protect the core electronic components from external force, moisture, dust, and other factors. However, the spreading and curing behaviors of such kind of fluid on a heated surface have been rarely explored. In this study, we experimentally and numerically investigated the spreading and curing behaviors of the silicone(OE6550 A/B, which is widely used in the light-emitting diode packaging) droplet with diameter of ～2.2 mm on a heated surface with temperature ranging from 25 ℃ to 250 ℃. For the experiments, we established a setup with high-speed camera and heating unit to capture the fast spreading process of the silicone droplet on the heated surface. For the numerical simulation, we built a viscosity model of the silicone by using the Kiuna's model and combined the viscosity model with the Volume of Fluid(VOF) model by the User Defined Function(UDF) method. The results show that the surface temperature significantly affected the spreading behaviors of the silicone droplet since it determines the temperature and viscosity distribution inside the droplet. For surface temperature varied from 25 ℃ to 250 ℃, the final contact radius changed from ～2.95 mm to ～1.78 mm and the total spreading time changed from ～511 s to ～0.15 s. By further analyzing the viscosity evolution of the droplet, we found that the decreasing of the total spreading time was caused by the decrease of the viscosity under high surface temperature at initial spreading stage, while the reduction of the final contact radius was caused by the curing of the precursor film. This study supplies a strategy to tuning the spreading and curing behavior of silicone by imposing high surface temperature, which is of great importance to the electronic packaging.     

Influence of the dispersion of Nanoclays on the cellular structure of foams based on polystyrene

In the present work blends of polystyrene (PS) with sepiolites have been produced using a melt extrusion process. The dispersion degree of the sepiolites in the PS has been analyzed by dynamic shear rheology and X-ray micro-computed tomography. Sepiolites treated with quaternary ammonium salts (O-QASEP) are better dispersed in the PS matrix than natural sepiolites (N-SEP) or sepiolites organo-modified with silane groups (O-SGSEP). A percolated network is obtained when using 6.0 wt% of O-QASEP, 8.0 wt% of N-SEP and 10.0 wt% of O-SGSEP. It has been shown that multiple extrusion processes have a negative effect on the polymer architecture. They produce a reduction in the length of the polymeric chains, and they do not lead to a better dispersion of the particles in the polymer matrix. Foams have been produced using a gas dissolution foaming process, where a strong effect of the dispersion degree on the cellular structure of the different foams was found. The effects on the cellular structure obtained by using different types of sepiolites, different contents of sepiolites and different extrusion conditions have been analyzed. The foams produced with the formulations containing O-QASEP present the lowest cell size and the most homogeneous cellular structures.     

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.     

赤红球菌组氨酸激酶的融合表达和功能分析

对赤红球菌的组氨酸激酶基因进行密码子优化，将优化后的组氨酸激酶基因（rhks）构建重组表达质粒pGEX-4T-2-rhks。将此质粒导入到大肠杆菌BL21（DE3）中进行异源表达。在25 ℃和1 mmol/L异丙基-β-D-硫代吡喃半乳糖苷诱导条件下，组氨酸激酶融合蛋白（GST-RHK）获得成功表达，并具有催化活性。经谷胱甘肽琼脂糖亲和层析纯化，获得电泳纯的GST-RHK，其中纯化倍数为3.1，得率为19.5%。该蛋白大小约为72.75 kDa，Km、Vmax和Kcat值分别为20.92 μmol/L、0.17 μmol/（L·min）和1.4 min－1。野生型赤红球菌、组氨酸激酶基因增强株sdrhkE和组氨酸激酶基因敲减株sdrhkD在分别含有苯酚、甲苯、氯苯、异辛烷4 种有机溶剂的培养基中培养，菌株sdrhkD的生长情况都优于野生型赤红球菌，菌株sdrhkE的生长情况都低于野生型赤红球菌。本研究为进一步揭示赤红球菌SD3中组氨酸激酶涉及的信号转导途径与赤红球菌有机溶剂耐受性的关联机制提供一定参考依据。     

Salivary Proteome Changes in Response to Acute Psychological Stress Due to an Oral Exam Simulation in University Students: Effect of an Olfactory Stimulus

The autonomic nervous system (ANS) plays a crucial role both in acute and chronic psychological stress eliciting changes in many local and systemic physiological and biochemical processes. Salivary secretion is also regulated by ANS. In this study, we explored salivary proteome changes produced in thirty-eight University students by a test stress, which simulated an oral exam. Students underwent a relaxation phase followed by the stress test during which an electrocardiogram was recorded. To evaluate the effect of an olfactory stimulus, half of the students were exposed to a pleasant odor diffused in the room throughout the whole session. Saliva samples were collected after the relaxation phase (T0) and the stress test (T1). State anxiety was also evaluated at T0 and T1. Salivary proteins were separated by two-dimensional electrophoresis, and patterns at different times were compared. Spots differentially expressed were trypsin digested and identified by mass spectrometry. Western blot analysis was used to validate proteomic results. Anxiety scores and heart rate changes indicated that the fake exam induced anxiety. Significant changes of α-amylase, polymeric immunoglobulin receptor (PIGR), and immunoglobulin α chain (IGHA) secretion were observed after the stress test was performed in the two conditions. Moreover, the presence of pleasant odor reduced the acute social stress affecting salivary proteome changes. Therefore, saliva proteomic analysis was a useful approach to evaluate the rapid responses associated to an acute stress test also highlighting known biomarkers.