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.     

Hybrid make-to-stock and make-to-order systems: a taxonomic review

Production planning and control (PPC) systems that employ aspects from both make-to-order (MTO) and make-to-stock (MTS) production control are known as hybrid MTS/MTO systems. While both MTO and MTS separately have been studied extensively, their combined use has received less attention. However, the literature on this topic is growing and this paper shows that the review performed in this paper is an important addition to the field. We categorise relevant literature according to a novel taxonomy and show that hybrid MTS/MTO production control can be used in different contexts. In addition, an overview of the modelling techniques and methods used in these papers is provided. Based on the reviewed literature, relevant research questions and directions for future research are identified. Finally, it is shown that hybrid MTS/MTO production control is prevalent in practice by discussing research with industrial applications. The paper contains an overview of research on hybrid MTS/MTO production control to be used as reference for researchers active in the field, and provides managerial insights and directions for future research on this topic.     

Global optimization for power dispatch problems based on theory of moments

Non-convex of an optimal power dispatch problem makes it difficult to guarantee the global optimum. This paper presents a convex relaxation approach, called the Moment Semidefinite Programming (MSDP) method, to facilitate the search for deterministic global optimal solutions. The method employs a sequence of moments, which can linearize polynomial functions and construct positive semidefinite moment matrices, to form an SDP convex relaxation for power dispatch problems. In particular, the rank of the moment matrix is used as a sufficient condition to ensure the global optimality. The same condition can also be leveraged to estimate the number of global optimal solution(s). This method is effectively applied to {0,1}-economic dispatch (ED) problems and optimal power flow (OPF) problems. Simulation results showed that the MSDP method is capable of solving {0,1}-ED problems with integer values directly, and is able to identify if more than one global optimal solutions exist. In additional, the method can obtain rank-1 moment matrices for OPF’s counterexamples of existing SDP method, this ensures the global solution and overcomes the problem that existing SDP method cannot meet the rank-1 condition sometimes.     

A lightweight autonomous MAV for indoor search and rescue

Micro Aerial Vehicles (MAVs) have great potentials to be applied for indoor search and rescue missions. In this paper, we propose a modular lightweight design of an autonomous MAV with integrated hardware and software. The MAV is equipped with the 2D laser scanner, camera, mission computer and flight controller, running all the computation onboard in real time. The onboard perception system includes a laser‐based SLAM module and a custom‐designed visual detection module. A dual Kalman filter design provides robust state estimation by multiple sensor fusion. Specifically, the fusion module provides robust altitude measurement in the circumstance of surface changing. In addition, indoor‐outdoor transition is explicitly handled by the fusion module. In order to efficiently navigate through obstacles and adapt to multiple tasks, a task tree‐based mission planning method is seamlessly integrated with path planning and control modules. The MAV is capable of searching and rescuing victims from unknown indoor environments effectively. It was validated by our award‐winning performance at the 2017 International Micro Air Vehicle Competition (IMAV 2017), held in Toulouse, France. The performance video is available on https://youtu.be/8H19ppS_VXM .     

ATSP:时态网络可视化的自适应时间片划分方法

现有的时态网络可视化方法大多采用等量时间片来可视化网络的演变，不利于时态模式的快速挖掘和发现。为此，根据时态网络固有的特征提出自适应时间片划分方法（Adaptive Time Slice Partition method，ATSP）。在时态网络的两种表示方式（基于事件的表示方式和基于快照的表示方式）的基础上，构建了ATSP的基础模型，同时提出了一种改进模型用来描述事件间隔时间服从长尾分布的时态网络。为了实现时间片的不等量划分，针对探索任务的不同提出了基于时态模式的ATSP规则和基于中心节点的ATSP规则，并提出了实现算法--层次划分算法（Hierarchical Partition algorithm，HP）和增量划分算法（Incremental Partition algorithm，IP）。实验结果表明，ATSP方法比传统的时间片划分方法更能准确地表示网络的时态特征，且该方法应用于可视化时，能有效归纳并展示网络的特征，明显提高了视觉分析的效率。     

基于GIS单线图的配网停电单模拟操作应用研究

配电网停电会造成电力系统供配电可靠性以及服务质量下降,研究基于地理信息系统(GIS)单线图的配网停电单模拟操作应用。利用网格长度作为基本单位建立坐标系,以选取起始点与终止点为基础,通过四参数法将GIS坐标映射至图纸网格内,实现配网内设备初步布局,将杆塔、站房和整体均匀分布作为优化目标,设置多目标优化目标函数实现GIS单线图最终优化。选取某电力公司配网作为单模拟操作应用对象,模拟结果表明,单模拟操作配网停电后,该配网各负荷点年故障率、次平均停电时间以及年停电时间均有所减少,可有效提升配网的供配电可靠性。     

基于神经网络算法的井下裂缝诊断与堵漏技术

在钻井过程中，常常钻遇不同宽度的井下地层裂缝。钻遇裂缝时容易发生钻井液漏失现象，甚至发生钻井液失返现象，严重影响了安全、高效钻井。目前裂缝封堵的方法常存在封堵成功率不高、堵漏承压能力低的问题，其中一个重要的原因是对井下地层的裂缝宽度等特征认识不清。基于地层裂缝产生的岩石力学机理，确定影响裂缝宽度关键的6个力学和工程因素，并利用神经网络计算的非线性、大数据特点建立了井下地层裂缝宽度的分析模型，模型包含输入层、输出层和3个隐藏层。通过该模型诊断井下裂缝宽度，提高了计算精度，平均误差仅为2.09%，最大误差为5.88%，解决钻井现场仅凭经验判断裂缝误差较大和依靠成像测井成本较高的问题。同时根据神经网络模型诊断得到的裂缝宽度优化堵漏材料的粒径配比，提高了裂缝内的架桥封堵强度和架桥的稳定性，封堵层的承压能力达到12.8 MPa，反向承压能力达到4.5 MPa。现场堵漏试验最高憋压10 MPa，经过封堵作业后大排量循环不漏，达到了裂缝性地层高效堵漏的目的，堵漏一次成功。      

Impact of the anode operating conditions on the liquid water distribution in the cathode gas diffusion layer

Previous experimental results indicate that the humidification conditions at the anode have an impact on the liquid water distribution in the cathode gas diffusion layer. Numerical simulations are developed to reproduce and analyze this effect. Results consistent with the experimental results are first obtained by playing with the partition coefficients of an advanced pore network model computing the liquid water formation and transfer in the cathode gas diffusion layer (GDL) for a large range of operating conditions. Then, a model for the full anode – cathode assembly is developed by combining the pore network model of the cathode GDL and a 1D model describing the heat and water transfer in the various components of the anode-cathode assembly. This enables one to generalize the dry – wet regime diagram introduced in a previous work by incorporating the effect of the humidity condition at the anode.     

Engineering grain boundary anisotropy to elucidate grain growth behavior in alumina

Current grain growth models have evolved to account for the relationship between grain boundary energy/mobility anisotropy and the five degrees of grain boundary character. However, the role of grain boundary networks on overall growth kinetics remains poorly understood. To experimentally investigate this problem, a highly textured Al₂O₃ was fabricated by colloidal casting in a strong magnetic field to engineer a unique spatial distribution of grain boundary character. Microstructural evolution was quantified and compared to an untextured sample. From this comparison, a prevalence of (0001)/(0001) terminated grain boundaries with anisotropic networks were identified in the textured sample. These boundaries and their networks were found to be driving grain growth at a faster rate than predicted by models. These findings will allow better modelling of grain growth in real systems by experimentally exploring the impact thereon of grain boundary plane anisotropy and relative energy/mobility differences between neighboring boundaries.