A hybrid stock selection model using genetic algorithms and support vector regression

In the areas of investment research and applications, feasible quantitative models include methodologies stemming from soft computing for prediction of financial time series, multi-objective optimization of investment return and risk reduction, as well as selection of investment instruments for portfolio management based on asset ranking using a variety of input variables and historical data, etc. Among all these, stock selection has long been identified as a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction. Recent advances in machine learning and data mining are leading to significant opportunities to solve these problems more effectively. In this study, we aim at developing a methodology for effective stock selection using support vector regression (SVR) as well as genetic algorithms (GAs). We first employ the SVR method to generate surrogates for actual stock returns that in turn serve to provide reliable rankings of stocks. Top-ranked stocks can thus be selected to form a portfolio. On top of this model, the GA is employed for the optimization of model parameters, and feature selection to acquire optimal subsets of input variables to the SVR model. We will show that the investment returns provided by our proposed methodology significantly outperform the benchmark. Based upon these promising results, we expect this hybrid GA-SVR methodology to advance the research in soft computing for finance and provide an effective solution to stock selection in practice.     

多媒体课件改变了教师的“主讲”地位

随着高等教育教学改革步伐和数字化教学的不断推进和发展,越来越多的教师热衷于多媒体教学课件的使用和研究,传统的教学模式被逐渐取代,教师教学的主导地位越来越不明显,数字教学的时代悄然而至。     

领域驱动模型的WEB软件系统设计研究

首先分析了J2EE3层架构的特性及局限,说明了领域驱动设计模型中的充血模型的优势。通过运用最新JDKI．7及Tomcat的相应改造,设计出能实现以充血模型结构为基础的新型WEB系统开发框架,并通过一简单实例说明架构如何支持系统开发。     

需求分析与软件可靠性保证

通过对软件测试过程中产生的数据进行分析,对照软件设计过程中需求分析中的错误或缺陷,对有关可靠性指标进行反复度量,明确软件错误的分布以减少其对软件需求分析可靠性的影响,进而对相关的错误或缺陷进行控制。     

弧形连铸机结晶器四连杆机构振动误差计算

分析了DANIELI连铸机结晶器四连杆振动装置的结构型式，并在文献[1]的基础上建立了适合该振动装置振动误差计算的数学模型，并用FORTRAN语言编制了计算程序，验证计算表明该数学模型准确适用。     

基于Web构架的软件质量评估工具的设计和实现*

设计并实现了一个基于Web的软件质量评估工具,该工具使用层次分析法和模糊综合评价定量地对软件质量进行评价。讨论了该工具的软件构架选择、系统分析、系统设计,包括存储结构、数据库结构,以及XML文件格式等,给出了工具实现的关键算法。     

A case study: California utilities and the progressive business model

Concentration on the new technological and funding requirements for decarbonizing utilities has obfuscated the reality that there is a new utility business model. The Progressive Business Model is legislation and regulatory actions taken to address climate change. Lacking a feedback loop for policy correction, it has raised utility rates, coopted utility management’s operational and investment independence, and sacrificed ratepayer safety and reliability.     

颗粒尺度对纳米材料相变的影响

运用Ｈｅｉｓｅｎｂｅｒｇ模型研究了纳米材料相变的尺度效应，建立了相变与颗粒尺度之间的定量关系。模拟结果表明，这一理论与实验数据相符合。     

基于SolidWorks/COM的压铸型计算机辅助设计

文章结合压铸型计算机辅助设计系统中标准件模块与压铸型零件注释模块的开发 ,提出并介绍了基于Solid Works/COM的应用程序开发思想与具体实现过程     

树脂砂铸造法的工艺应用实践与研究

研究树脂砂的工艺特性、树脂砂使用的材料组成以及与其性能特性的关系，对树脂砂中回用砂和固化剂用量进行分析并以车用变速器为例，对树脂砂有效使用时间与强度的关系进行测定，提出了树脂砂的灼烧减量与循环再生次数的关系曲线，并阐述了变速器壳体国产化研究的铸造工艺方案和工艺参数。