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.     

Effects of structural parameters on water film properties of transpiring wall reactor

Corrosion and salt deposition problems severely restrict the industrialization of supercritical water oxidation. Transpiring wall reactor can effectively weaken these two problems by a protective water film. In this work, methanol was selected as organic matter, and the influences of vital structural parameters on water film properties and organic matter removal were studied via numerical simulation. The results indicate that higher than 99% of methanol conversion could be obtained and hardly affected by transpiration water layer, transpiring wall porosity and inner diameter. Increasing layer and porosity reduced reactor center temperature, but inner diameter's influence was lower relatively. Water film temperature reduced but coverage rate raised as layer, porosity, and inner diameter increased. Notably, the whole reactor was in supercritical state and coverage rate was only approximately 85% in the case of one layer. Increasing reactor length affected slightly the volume of the upper supercritical zone but enlarged the subcritical zone.     

A highly active composite electrocatalyst Ni–Fe–P–Nb2O5/NF for overall water splitting

This work demonstrates a facile Nb₂O₅-decorated electrocatalyst to prepare cost-effective Ni–Fe–P–Nb₂O₅/NF and compared HER & OER performance in alkaline media. The prepared electrocatalyst presented an outstanding electrocatalytic performance towards hydrogen evolution reaction, which required a quite low overpotential of 39.05 mV at the current density of ?10 mA cm^?2 in 1 M KOH electrolyte. Moreover, the Ni–Fe–P–Nb₂O₅/NF catalyst also has excellent oxygen evolution efficiency, which needs only 322 mV to reach the current density of 50 mA cm^?2. Furthermore, its electrocatalytic performance towards overall water splitting worked as both cathode and anode achieved a quite low potential of 1.56 V (10 mA cm^?2).     

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.     

新发展阶段中国水资源安全保障战略对策

进入新发展阶段，中国水资源安全保障需要以“节水优先、空间均衡、系统治理、两手发力”治水思路为指导，厘清问题、研判趋势、优化对策，支撑新阶段水利高质量发展。本文在全面分析我国水资源安全保障存在的突出问题与面临形势基础上，阐述了新发展阶段中国水资源安全保障的基本思路与战略路径，从保证资源安全、构建国家水网、强化供水保障、建设美丽河湖、改善水环境质量等方面提出了战略对策和需要进一步回答的重大问题，以期为完善新发展阶段中国水资源安全保障战略，全面提高国家水资源安全保障能力提供有力支撑。     

Torsional statics of two-dimensionally functionally graded microtubes

A size-dependent governing equation is derived to investigate the torsional static behaviors of two-dimensionally functionally graded microtubes based on the modified couple stress theory. The shear modulus is assumed to vary along the tube’s length direction according to an exponential distribute function, and varies along the tube’s radius direction according to a power-law function. A generalized differential quadrature method is developed to determine the rotational angle and shear stresses. Some illustrative examples are given to investigate the effects of applied torques, the length scale parameter and various material compositions on the torsional angle and shear stresses.     

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.