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.     

避暑山庄的选址

造园首在选址。选址得当,可以事半功倍。计成在《园冶》中指出,只有“相地合宜”,才能“构园得体”。地址要好,清洁卫生,有丘有壑,草地和树林相间”。避暑山庄之所以能够在造园史上独树一帜,选址得当是其中一个重要原因。避暑山庄当时所以选择这块地方建造宫苑,除政治上的原因之外,主要是因为它具有优越的自然条件。避暑山庄的园林艺术成就,已得到世人的公认,造园家相地择址的匠心,也会给我们许多有益的启示。     

Semantic analysis in XTRA,an English — Chinese machine translation system

This paper concerns the resolution of lexical ambiguity in a machine translation environment. We describe the integration of principles of selection restrictions. Preference Semantics, and intelligent relaxation of constraints in handling lexical ambiguity. The approach differs from many previous MT systems in that it is more powerful than brute force systems, while more realistic than systems that assume a large degree of coded encyclopedia information for full understanding.     

一种面向SOA业务恢复的服务选择算法

针对SOA业务恢复的服务选择问题,本文提出了一种QoS近似全局最优的服务选择算法GALSA:首先利用GA算法将全局QoS约束分解为最优的局部QoS约束,然后利用LSA算法选取出满足局部QoS约束的最优服务。算法不仅能作用于服务重构的服务选择过程中,而且在单个服务节点失效时亦能选取出满足全局QoS约束的服务进行替换。理论分析与实验结果说明了算法的可行性和有效性。     

An improved algorithm for finding the median distributively

Given two processes, each having a total-ordered set ofn elements, we present a distributed algorithm for finding median of these 2n elements using no more than logn +O(logn) messages, but if the elements are distinct, only logn +O(1) messages will be required. The communication complexity of our algorithm is better than the previously known result which takes 2 logn messages.     

双向准Z源逆变器驱动永磁同步电机的快速有限集模型预测控制

双向准Z源逆变器驱动永磁同步电机(PMSM)系统在兼具Z源逆变器和PMSM优点的同时,还可实现能量的双向流动。针对双向准Z源逆变器驱动PMSM系统的特点,提出一种快速矢量选择有限集模型预测电流控制(FCS\|MPCC)策略。由双向准Z源网络直流链电压闭环与PMSM电磁功率前馈生成电感电流参考值,由电机转速闭环生成电机电流参考值。通过预测直通(ST)及非直通(NST)状态下的电感电流值并引入电感电流子代价函数以确定是否选择ST状态,进而实现对直流链电压的控制。在NST状态下,结合空间电压矢量脉宽调制策略,仅使目标电压矢量所在扇区的4个矢量参与PMSM定子电流预测和代价函数计算,以选择最优的开关状态,在实现对PMSM转速控制的同时减小在线计算量。仿真结果表明,所提控制策略可实现对双向准Z源逆变器的升压及PMSM牵引或制动工况下的转速控制,系统具有良好的稳态及动态性能。     

20 kg铝锭铸造机铸模改进方案探讨

为了适应火车全面调速后货运高度的要求，提出了有效的铸模改进方案。对铸模改造前后的使用寿命进行了分析。通过改造达到了降低铝锭垛高的目的，同时延长了铸模的使用寿命。     

一种基于混合决策树的调度知识获取算法*

提出了一种基于混合决策树的调度知识获取算法。将模拟退火算法融入遗传算法中,作为一种具有自适应变概率的变异操作,构成一种混合优化方法。利用这种混合方法求解在不同调度目标下制造系统的最优特征子集,同时确定控制决策树规模的最优参数;使用决策树评价混合方法中染色体编码的适应度,在得到不同调度目标下的最优特征子集和最优决策树参数后,生成调度知识。仿真实验结果表明,该算法在性能上优于其他算法。     

电力配电网单相接地故障选线技术的发展

作为供电系统中的重要部分,电力配电网的重要性毋庸置疑。从实际情况来看单相接地故障是配电网建设与使用过程中经常出现的问题,要求专业人员提高对选线环节的重视,选择应用多种科学的选线方法以从根本上降低单相接地故障的发生风险。本文阐述了常见的几种故障选线方法,并就每一种线型的特性进行了分析。     

负荷功率模型的最优特征选择研究

负荷功率呈现时空多样的变化特性,其影响因素众多,构建负荷功率模型的关键之一是确定模型的输入特征量。文中着重研究短期负荷功率模型的特征选择,旨在从历史负荷、气象、日期等众多特征中选出最优特征集。首先,采用最大信息系数、基于支持向量机的递归特征消除法和随机森林3种不同特征选择方法分别对输入特征集进行选择;然后,根据对比分析结果提出基于遗传算法的最优特征集搜索策略,选定XGBoost预测模型的误差指标作为适应性函数进行迭代优化搜索;最终,确定负荷功率模型的最优特征输入集。采用某地区220 kV变电站母线负荷数据进行算例分析,对比各方法所选特征集作为功率模型输入得到的负荷预测效果,验证了文中方法的有效性和准确性。