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.     

One-Pot Methods for the Protection and Assembly of Sugars

In recent years, there has been rapid expansion of glycan synthesis, fueled by the recognition that the structural complexity of sugars translates to a myriad of biological functions. Such chemical syntheses involve many challenges, mostly due to the regio- and stereochemical aspects of glycosidic bond formation. One-pot strategies were developed to assist in attaining faster and more economical access to the glycan constructs. In this front, achievements in protecting group manipulation, glycosylation, and combinations of these have been reported. Protecting group manipulations in one pot take advantage of the reaction compatibility of commonly used transformations, many of which occur in high regioselectivity. Sequential glycosylations, on the other hand, rely on leaving group orthogonalities and reactivity tuning, as well as the preactivation technique. Altogether, these approaches offer attractive means to the much needed glycan structures and, consequently, help usher in advances in glycoscience.     

课程群案例嵌入协同教学模式的探索

在课程群的教学中由于每门课程各自独立开展教学,缺乏知识的融合和衔接,导致学生运用综合知识解决问题的能力较弱。在课程群的教学中采用案例嵌入协同教学模式,将完整的工程案例嵌入到课程群各门课程的教学中,协同规划各门课程的教学任务,每门课程再围绕案例展开研究性教学。通过嵌入的工程案例衔接各门课程的知识点,帮助学生建构完整的知识体系,强化工程应用的概念；同时通过研究性教学,培养学生分析问题和解决问题的能力,两部分相结合,提高了学生运用综合知识解决复杂问题的能力。     

Systematic convergence of nonlinear stochastic estimators on the Special Orthogonal Group SO(3)

This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group with the tracking error of the normalized Euclidean distance meeting predefined transient and steady‐state characteristics. The tracking error is confined to initially start within a predetermined large set such that the transient performance is guaranteed to obey dynamically reducing boundaries and decrease smoothly and asymptotically to the origin in probability from almost any initial condition. The proposed estimators produce accurate attitude estimates with remarkable convergence properties using measurements obtained from low‐cost inertial measurement units. The estimators proposed in continuous form are complemented by their discrete versions for the implementation purposes. The simulation results illustrate the effectiveness and robustness of the proposed estimators against uncertain measurements and large initialization error, whether in continuous or discrete form.     

Group sequential crossover trial designs with strong control of the familywise error rate

Crossover designs are an extremely useful tool to investigators, and group sequential methods have proven highly proficient at improving the efficiency of parallel group trials. Yet, group sequential methods and crossover designs have rarely been paired together. One possible explanation for this could be the absence of a formal proof of how to strongly control the familywise error rate in the case when multiple comparisons will be made. Here, we provide this proof, valid for any number of initial experimental treatments and any number of stages, when results are analyzed using a linear mixed model. We then establish formulae for the expected sample size and expected number of observations of such a trial, given any choice of stopping boundaries. Finally, utilizing the four-treatment, four-period TOMADO trial as an example, we demonstrate that group sequential methods in this setting could have reduced the trials expected number of observations under the global null hypothesis by over 33%.     

Does decision quality (always) increase with the size of information samples? Some vicissitudes in applying the law of large numbers.

Adaptive decision making requires that contingencies between decision options and their relative assets be assessed accurately and quickly. The present research addresses the challenging notion that contingencies may be more visible from small than from large samples of observations. An algorithmic account for such a seemingly paradoxical effect is offered within a satisficing-choice framework. Accordingly, a choice is only made when the sample contingency describing the relative evaluation of the 2 options exceeds a critical threshold. Small samples, because of the high dispersion of their sampling distribution, facilitate above-threshold contingencies. Across a broad range of parameters, the resulting small-sample advantage in terms of hits is stronger than their disadvantage in false alarms. Computer simulations and experiments support the model predictions. The relative advantage of small samples is most apparent when information loss is low, when the threshold is high relative to the ecological contingency, and when the sampling process is self-truncated. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Note of clarification on Scholten and Sherman (2006): Erratum.

Reports an error in "Tradeoffs and Theory: The Double-Mediation Model" by Marc Scholten and Steven J. Sherman (Journal of Experimental Psychology: General, 2006 May, Vol 135[2], 237-261). This article was inadvertently printed with the incorrect title. The original title was "Tradeoffs and Conflict: The Double-Mediation Model." This title highlights the relation between tradeoffs and conflict as investigated by the authors and accounted for by their model. However, readers are asked to refer to the article by the title with which it was printed to facilitate its retrieval.. (The following abstract of the original article appeared in record 2006-06642-006.) Most theories of decision making suggest that, when options imply tradeoffs between their attributes, conflict increases as tradeoff size increases, because greater sacrifices are to be incurred in choosing one option instead of another. An alternative view is that conflict decreases as tradeoff size increases, because stronger arguments can be made for any decision. The authors propose a unified model, the double-mediation model, which combines the mediating effects of sacrifice and argumentation. Our model generally predicts an inverse U-shaped relation between tradeoff size and conflict. Results support this prediction. Also, when the decision situation increases the mediating effect of sacrifice relative to that of argumentation, the relation between tradeoff size and conflict changes in an upward direction; conversely, when the decision situation increases the mediating effect of argumentation relative to that of sacrifice, the relation changes in a downward direction. Results support these predictions as well. Commonalities and differences between our model and other formulations are discussed. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Unresolved controversies concerning psychopathy: Implications for clinical and forensic decision making.

At some point in their careers, clinicians who work or consult in forensic and correctional settings will almost certainly encounter individuals who exhibit psychopathic personality features. Because of the widespread use of this disorder to inform legal and clinical decision making, psychologists should be exceedingly familiar with the relevant research literature on this topic before venturing into these settings. This article reviews the empirical bases of several clinically relevant claims and assertions regarding psychopathy and concludes that many areas of research are decidedly more equivocal in their findings than is commonly perceived. Although there is much to be gained by assessing psychopathy in various contexts, clinicians need to be cautious about drawing overzealous and empirically questionable conclusions about an important disorder that also has great potential for abuse. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Fast handoff with reducing waste rate approach for wireless resources management in UMTS mobile networks

3G Wideband CDMA systems adopt the Orthogonal Variable Spreading Factor code tree as the channelization codes management for achieving high data rate transmission in personal multimedia communications. It assigns a single channelization code for each accepted connection. Nevertheless, it wastes the system capacity when the required rate is not powers of two of the basic rate. One good solution is to assign multiple codes for each accepted connection but it causes two inevitable drawbacks: long handoff delay and new call setup delay due to high complexity of processing with multiple channelization codes, and high cost of using more number of rake combiners. Especially, long handoff delay may result in more call dropping probability and higher Grade of Service, which will degrade significantly the utilization and revenue of the 3G cellular systems. Therefore, we propose herein an adaptive efficient codes determination algorithm based on the Markov Decision Process analysis approach to reduce the waste rate and reassignments significantly while providing fast handoff. Numerical results demonstrate that the proposed approach yields several advantages, including the lowest GOS, the least waste rate, and the least number of reassignments. Meanwhile, the optimal number of rake combiners is also analyzed in this paper. This research was supported in part by the National Science Council of Taiwan, ROC, under contract NSC-93-2213-E-324-018.     

信息安全风险评估的模糊多准则决策方法

基于ISO/IEC17799标准建立了一个综合的信息系统风险分析框架,并运用模糊多准则决策(FMCDM)方法计算信息安全风险,根据风险等级矩阵(RLM)对信息资产风险进行级别划分,最终建立评估信息资产相关风险的完整模型。