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.     

Power Input Prediction in Agitated Gas‐Liquid Contactors with Non‐coalescent Batch

Volumetric mass transfer coefficients, k_La, just as power input are considered as essential parameters for mechanically agitated gas‐liquid contactors in relation to their optimization and design. The knowledge of power input is crucial for the prediction of other mass transfer characteristics. A power input correlation is created for the industrial design of the process with a non‐coalescent batch that would be appropriate for a broad range of operational conditions. The recommended resulting correlation is able to predict the power input for impellers in industrial‐scale design for a significant scope of operational conditions.     

无失效数据机载多余度EWIS可靠性研究

针对高可靠度机载多余度EWIS各组成部分寿命服从指数分布但参数未知的情况，提出采用无失效数据可靠度分析方法评估EWIS的可靠度水平。通过Monte-Carlo仿真方法对连接形式为“先并联、后串联”EWIS各组成部分寿命进行抽样，利用“最小最大值”方法获得系统寿命的抽样值，用概率纸检验法初步判断EWIS寿命是否服从威布尔分布，再用Pearson拟合优度检验法判断EWIS寿命是否服从威布尔分布。结合无故障飞行时间的样本值与EWIS寿命服从威布尔分布的假设，采用无失效数据分析方法评估EWIS的可靠度水平。研究方法对机载多余度EWIS无失效数据可靠度分析有一定的贡献。     

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。     

碳酸盐岩岩溶储层多井评价方法及地质应用

多井评价是建立在单井精细解释对比分析基础上的预测储层及含油气性平面分布规律的技术方法,而常规测井资料无法区分碳酸盐岩岩溶储层,因而利用多井评价结果确定岩溶发育程度在平面上的分布规律就显得十分重要。为此,在岩心标定成像测井的基础上,对四川盆地高石梯—磨溪地区15口井的成像测井岩溶发育特征进行分析,建立了中二叠统茅口组岩溶发育各分带的标准成像图版,利用交会图及直方图分析各分带的常规测井响应特征,在此基础上形成了电成像测井刻度常规测井识别岩溶发育带的新方法。研究结果表明:①高石梯—磨溪地区茅口组岩溶带自上而下可划分为风化壳残积带、垂直渗流岩溶带、水平潜流岩溶带以及受岩溶作用较弱的基岩;②风化壳残积带在成像测井图像显示为"暗—亮—暗"条带状模式,垂直渗流岩溶带为垂直线状与暗色斑状组合模式,水平潜流岩溶带为水平线状—层状与斑状组合模式,基岩整体显示为亮色块状模式偶见线状或斑状特征;③有效储层主要发育在垂直渗流带和水平潜流带的顶部;④该区茅口组岩溶发育主要受裂缝发育控制,而裂缝发育又与断层关系密切。结论认为,该新方法对碳酸盐岩岩溶储层的多井评价具有普遍适用性,为四川盆地中二叠统风险探井的部署提供了技术支撑。     

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.     

冷链条件下气调包装酱卤鸭肉制品货架期预测模型的建立

目的 以气调包装酱卤鸭肉制品为研究对象,在冷链温度范围内建立一套准确、高效的货架期预测模型。方法 利用选择性培养基测定不同温度下产品各微生物数量,确定4~25℃条件下产品优势腐败菌。对乳酸菌数量与感官评定值进行了回归分析确定最小腐败量Ns。分别采用修正的Gompertz方程和平方根方程建立一、二级模型,并通过预测值与实测值对比验证模型的可靠性。结果 确定了4~25℃条件下产品优势腐败菌为乳酸菌,最小腐败量Ns=6.14(lg(cfu /g))。一、二级模型拟合度均良好,三种温度下模型预测值与实际值间的差异均在30％左右,波动幅度在10%以内。结论 实现了对4~25℃内任何时间点产品剩余货架期的预测,为冷链条件下气调包装酱卤鸭肉制品品质的变化提供了理论指导。