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.     

TiO2/MXene-Assisted LDI-MS for Urine Metabolic Profiling in Urinary Disease

Cancer remains an intractable medical problem. Rapid diagnosis and identification of cancer are critical to differentiate it from nonmalignant diseases. High-throughput biofluid metabolic analysis has potential for cancer diagnosis. Nevertheless, the present metabolite analysis method does not meet the demand for high-throughput screening of diseases. Herein, a high-throughput, cost-effective, and noninvasive urine metabolic profiling method based on TiO₂/MXene-assisted laser desorption/ionization mass spectrometry (LDI-MS) is presented for the efficient screening of bladder cancer (BC) and nonmalignant urinary disease. Combined with machine learning, TiO₂/MXene-assisted LDI-MS enables high diagnostic accuracy (96.8%) for the classification of patient groups (including 47 BC and 46 ureteral calculus (UC) patients) from healthy controls (113 cases). In addition, BC patients can also be identified from noncancerous UC individuals with an accuracy of 88.3% in the independent test cohort. Furthermore, metabolite variations between BC and UC individuals are investigated based on relative quantification, and related pathways are also discussed. These results suggest that this method, based on urine metabolic patterns, provides a potential tool for rapidly distinguishing urinary diseases and it may pave the way for precision medicine.     

Controlled Secure Direct Communication Protocol via the Three-Qubit Partially Entangled Set of States

In this paper, we first re-examine the previous protocol of controlled quantum secure direct communication of Zhang et al.’s scheme, which was found insecure under two kinds of attacks, fake entangled particles attack and disentanglement attack. Then, by changing the party of the preparation of cluster states and using unitary operations, we present an improved protocol which can avoid these two kinds of attacks. Moreover, the protocol is proposed using the three-qubit partially entangled set of states. It is more efficient by only using three particles rather than four or even more to transmit one bit secret information. Given our using state is much easier to prepare for multiqubit states and our protocol needs less measurement resource, it makes this protocol more convenient from an applied point of view.     

Mitochondrial Bioenergetic,Photobiomodulation and Trigeminal Branches Nerve Damage,What’s the Connection? A Review

Background: Injury of the trigeminal nerve in oral and maxillofacial surgery can occur. Schwann cell mitochondria are regulators in the development, maintenance and regeneration of peripheral nerve axons. Evidence shows that after the nerve injury, mitochondrial bioenergetic dysfunction occurs and is associated with pain, neuropathy and nerve regeneration deficit. A challenge for research is to individuate new therapies able to normalise mitochondrial and energetic metabolism to aid nerve recovery after damage. Photobiomodulation therapy can be an interesting candidate, because it is a technique involving cell manipulation through the photonic energy of a non-ionising light source (visible and NIR light), which produces a nonthermal therapeutic effect on the stressed tissue. Methods: The review was based on the following questions: (1) Can photo-biomodulation by red and NIR light affect mitochondrial bioenergetics? (2) Can photobiomodulation support damage to the trigeminal nerve branches? (preclinical and clinical studies), and, if yes, (3) What is the best photobiomodulatory therapy for the recovery of the trigeminal nerve branches? The papers were searched using the PubMed, Scopus and Cochrane databases. This review followed the ARRIVE-2.0, PRISMA and Cochrane RoB-2 guidelines. Results and conclusions: The reliability of photobiomodulatory event strongly bases on biological and physical-chemical evidence. Its principal player is the mitochondrion, whether its cytochromes are directly involved as a photoacceptor or indirectly through a vibrational and energetic variation of bound water: water as the photoacceptor. The 808-nm and 100 J/cm² (0.07 W; 2.5 W/cm²; pulsed 50 Hz; 27 J per point; 80 s) on rats and 800-nm and 0.2 W/cm² (0.2 W; 12 J/cm²; 12 J per point; 60 s, CW) on humans resulted as trustworthy therapies, which could be supported by extensive studies.     

应用膨胀算法提取目标的直接定位算法

为了解决被动雷达系统中的多发射源定位问题，提出了一种基于多重信号分类(MUSIC)算法和图像膨胀(IE)算法的直接定位方法。该方法结合了谱分析中的MUSIC思想，通过对接收量测协方差矩阵进行特征分析求解目标的位置。首先，在目标个数未知的前提下，利用Akaike信息准则(AIC)来确定模型阶数；然后，推导了基于MUSIC的定位代价函数；之后，利用图像膨胀算法处理得到的代价函数平面；最后，膨胀处理后的输出为目标个数及目标位置的估计值。提出的算法有效地解决了目标检测及提取的问题，能够确定多个目标的位置坐标，为后续的定位性能分析提供可能性，也保证了算法的完整性。进一步地分析了多个临近目标情况下影响目标提取性能的主要因素。     

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。