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.     

Event-triggered distributed receding horizon control for tracking and formation of homogeneous multi-agent systems

This paper proposes an event-triggered distributed receding horizon control (DRHC) approach for the formation and tracking problems of homogeneous multi-agent systems. For each agent, an event-triggering condition, based on assumed predictive information of the neighbours, is derived from stability analysis. Considering the uncertain deviation between the assumed and true predictive information, we design a time-varying compatibility constraint for the individual optimization problem. In the event-triggered DRHC algorithm, each agent solves the optimization problem and communicates with its neighbours only when the event-triggering condition is satisfied, so the communication and computation burden are reduced. Moreover, guarantees for the recursive feasibility and asymptotic stability of the overall system are proved. A simulation example is provided to illustrate effectiveness of the proposed approach.     

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.     

Pressure control of an electro-hydraulic actuated clutch via novel hysteresis model

This paper mainly focuses on the development of pressure tracking control logic of electro-hydraulic actuators for vehicle application. This is done to improve and ensure the performance of a precise lower-level controller for evolving modern shift control logic. The required performance is obtained by hysteresis model-based feed-forward control and additional feedback control. The hysteresis and the time delay, which adversely affect pressure control, are well known nonlinear behaviors in electro-hydraulic actuators. In order to cope with the hysteresis, a novel hysteresis model is proposed based on a physical phenomenon. A mathematical model based on a characteristic curve obtained in preliminary experiments is presented using only one tuning parameter, and this model can be inverted easily to construct a feed-forward controller. In addition, a feedback controller is designed considering the stability margin of a time delay system. The feedback control inputs ensure compensation of the feed-forward errors caused by model error and uncertainty. The proposed controller is designed to lower computational cost considering applicability for production vehicles. As a result, the developed pressure controller is applied to a transmission control unit of a production vehicle and verified experimentally for various driving scenarios.     

Semirigid inclusions in elastic bodies: Mechanical interplay and optimal control

The paper concerns an analysis of an equilibrium problem for 2D elastic body with two semirigid inclusions. It is assumed that inclusions have a joint point, and we investigate a junction problem for these inclusions. The existence of solutions is proved, and different equivalent formulations of the problem are proposed. We investigate a convergence to infinity of a rigidity parameter of the semirigid inclusion. It is proved that in the limit, we obtain an equilibrium problem for the elastic body with a rigid inclusion and a semirigid one. A parameter identification problem is investigated. In particular, the existence of a solution to a suitable optimal control problem is proved.     

On one boundary problem for nonlinear stationary controlled system

The object of study is nonlinear stationary controlled system of ordinary differential equations with constant disturbance in the right part. The problem of constructing the synthesising control function providing the transfer of this system from the initial state to the origin is considered. The sufficiently simple for numerical implementation algorithm of solution of the above-mentioned problem is obtained. It is shown that for local null controllability of the considered system, it is sufficient that the conditions of the Kalman's type were satisfied. In addition, the estimates restricting the choice of initial conditions and external disturbances under which the transfer is guaranteed are obtained. The main idea of the method of construction of the desired control function consists in reducing the original problem to stabilisation of a special kind linear non-stationary system and solving the Cauchy problem for an auxiliary system of ordinary differential equations closed by stabilising control. The simplicity of the realisation of this algorithm is determined by the construction of the auxiliary system and its stabilisation that could be obtained by analytical methods. The effectiveness of the method is illustrated by solving the problem of crane control and its numerical simulation.     

结合优化支持向量机与K-means++的工控系统入侵检测方法

针对工业控制系统传统单一检测算法模型对不同攻击类型检测率和检测速度不佳的问题，提出一种优化支持向量机和K-means++算法结合的入侵检测模型。首先利用主成分分析法（PCA）对原始数据集进行预处理，消除其相关性；其次在粒子群优化（PSO）算法的基础上加入自适应变异过程避免在训练的过程中陷入局部最优解；然后利用自适应变异粒子群优化（AMPSO）算法优化支持向量机的核函数和惩罚参数；最后利用密度中心法改进K-means算法与优化后的支持向量机组合成入侵检测模型，从而实现工业控制系统的异常检测。实验结果表明，所提方法在检测速度和对各类攻击的检测率上得到明显提升。     

Potential of renewable energy system utilisation at decentralised level in the state of Uttarakhand in India

ABSTRACT

Design and implementation of an effective dissemination programme for decentralised renewable energy system necessitate an accurate estimate of its utilisation potential. Hence, in this study, an attempt has been made to develop frameworks to estimate the utilisation potential of decentralised renewable energy systems in the state of Uttarakhand in India. Estimations imply large resource, technical and economic potentials of the domestic solar water heater, solar home system, solar lantern, family size biogas plant and improved biomass cookstove in Uttarakhand. With higher impact on the purchasing power of households, prevailing soft loan scheme has been found to be more appropriate than a capital subsidy for promoting the usage of decentralised renewable energy systems.