A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price

Creating an intelligent system that can accurately predict stock price in a robust way has always been a subject of great interest for many investors and financial analysts. Predicting future trends of financial markets is more remarkable these days especially after the recent global financial crisis. So traders who access to a powerful engine for extracting helpful information throw raw data can meet the success. In this paper we propose a new intelligent model in a multi-agent framework called bat-neural network multi-agent system (BNNMAS) to predict stock price. The model performs in a four layer multi-agent framework to predict eight years of DAX stock price in quarterly periods. The capability of BNNMAS is evaluated by applying both on fundamental and technical DAX stock price data and comparing the outcomes with the results of other methods such as genetic algorithm neural network (GANN) and some standard models like generalized regression neural network (GRNN), etc. The model tested for predicting DAX stock price a period of time that global financial crisis was faced to economics. The results show that BNNMAS significantly performs accurate and reliable, so it can be considered as a suitable tool for predicting stock price specially in a long term periods.     

The Interplay of Modulus,Strength, and Ductility in Adhesive Design Using Biomimetic Polymer Chemistry

High‐performance adhesives require mechanical properties tuned to demands of the surroundings. A mismatch in stiffness between substrate and adhesive leads to stress concentrations and fracture when the bonding is subjected to mechanical load. Balancing material strength versus ductility, as well as considering the relationship between adhesive modulus and substrate modulus, creates stronger joints. However, a detailed understanding of how these properties interplay is lacking. Here, a biomimetic terpolymer is altered systematically to identify regions of optimal bonding. Mechanical properties of these terpolymers are tailored by controlling the amount of a methyl methacrylate stiff monomer versus a similar monomer containing flexible poly(ethylene glycol) chains. Dopamine methacrylamide, the cross‐linking monomer, is a catechol moiety analogous to 3,4‐dihydroxyphenylalanine, a key component in the adhesive proteins of marine mussels. Bulk adhesion of this family of terpolymers is tested on metal and plastic substrates. Incorporating higher amounts of poly(ethylene glycol) into the terpolymer introduces flexibility and ductility. By taking a systematic approach to polymer design, the region in which material strength and ductility are balanced in relation to the substrate modulus is found, thereby yielding the most robust joints.     

Design criterion for fatigue strengthening of riveted beams in a 120-year-old railway metallic bridge using pre-stressed CFRP plates

This study presents a design criterion developed for fatigue strengthening of a 120-year-old metallic railway bridge in Switzerland and presents a pre-stressed un-bonded reinforcement (PUR) system developed to apply the strengthening. The PUR system uses carbon fiber reinforced polymer (CFRP) plates; however, unlike conventional pre-stressed CFRP reinforcement methods, preparation of the existing metallic bridge surface is not required. This decreases the time required for on-site strengthening procedures. The principle of the constant life diagram (CLD) and two fatigue failure criteria (Johnson and Goodman) are described. Analytical formulations are developed based on the CLD method to determine the minimum CFRP pre-stress level required to prevent fatigue crack initiation. The PUR system uses an applied pre-stress force to reduce the mean stress level (and stress ratio) to shift an existing fatigue-susceptible metallic detail from the ‘at risk’ finite life regime to the ‘safe’ infinite life regime. The applied CLD method is particularly valuable when the stress history of the detail is not known and it is difficult to assess the remaining fatigue life. Moreover, it is shown that the currently adopted approach in many structural codes which emphasizes stress range as the dominant parameter influencing fatigue life are non-conservative for tension–tension stress patterns (i.e., stress ratios of 0 < R < 1). Analyses show that the modified Johnson formula accurately reflects the combined effect of stress range, mean stress level, and material properties, and offers a relatively easy design procedure. Details of a retrofit field application on members of a riveted wrought iron railway bridge are given. A wireless sensor network (WSN) system is used for long-term monitoring of the on-site CFRP stress levels and temperature of the retrofitted details. WSN measurements indicate that increases in ambient temperature result in increased CFRP pre-stress levels.     

Lipase‐catalyzed synthesis of aliphatic poly(β‐thioether ester) with various methylene group contents: thermal properties,crystallization and degradation

A series of novel aliphatic poly(β‐thioether ester)s with various methylene group contents were prepared by direct lipase‐catalyzed polycondensation of the monomer with an acid‐labile β‐thiopropionate group. The polycondensation reaction using immobilized lipase B from Candida antarctica was carried out in diphenyl ether at 90 °C. Poly(β‐thioether ester)s with high molecular weights of 20 500–57 000 Da and narrow polydispersities in the range 1.40–1.48 were obtained. Thermogravimetric analysis, differential scanning calorimetry and wide‐angle X‐ray diffraction were used to investigate the thermal properties and crystal structures of these polyesters. All the poly(β‐thioether ester)s were semicrystalline polymers and thermally stable up to at least 200 °C. In vitro degradation studies showed that they can rapidly degrade under acidic conditions by the hydrolysis of the β‐thiopropionate groups, suggesting their potential as acid‐degradable polymeric materials. © 2019 Society of Chemical Industry     

Toward optimization of a robust low-cost sulfonated-polyethersulfone containing layered double hydroxide for PEM fuel cells

Polyethersulphone (PES) is an aromatic thermoplastic, at low environmental impact, evaluated in this work as a promising candidate for new polymer electrolytes in the PEMFCs technology. A sulfonation procedure has been tuned in order to graft sulfonic acid groups on the polymer chains (sPES) and to make it hydrophilic. Homogeneous membranes with different polymer's sulfonation degrees (SD%) have demonstrated excellent mechanical properties and very low permeability toward methanol (important in the DMFCs), even if low proton conductivity. Nanocomposite sPES membranes were prepared by dispersion of highly hydrophilic lamellar particles such as layered double hydroxide (LDH) in the polymer. Deep investigations performed by a combination of PFG-NMR, EIS, XRD, DMA, and scanning electron microscopy have evidenced the exfoliation of the lamellae in polymer matrix. However, a certain anisotropy was evidenced both in the morphology and molecular diffusion, favored in the longitudinal direction (parallel to surface), while completely inhibited in the cross-section. This finding is most likely induced by the polymer structure, therefore particular attention must be paid to the choice of the filler and preparation of the composites. © 2019 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2019 , 136, 47884.     

Failed Neuroprotection of Combined Inhibition of L-Type and ASIC1a Calcium Channels with Nimodipine and Amiloride

Effective pharmacological neuroprotection is one of the most desired aims in modern medicine. We postulated that a combination of two clinically used drugs—nimodipine (L-Type voltage-gated calcium channel blocker) and amiloride (acid-sensing ion channel inhibitor)—might act synergistically in an experimental model of ischaemia, targeting the intracellular rise in calcium as a pathway in neuronal cell death. We used organotypic hippocampal slices of mice pups and a well-established regimen of oxygen-glucose deprivation (OGD) to assess a possible neuroprotective effect. Neither nimodipine (at 10 or 20 µM) alone or in combination with amiloride (at 100 µM) showed any amelioration. Dissolved at 2.0 Vol.% dimethyl-sulfoxide (DMSO), the combination of both components even increased cell damage (p = 0.0001), an effect not observed with amiloride alone. We conclude that neither amiloride nor nimodipine do offer neuroprotection in an in vitro ischaemia model. On a technical note, the use of DMSO should be carefully evaluated in neuroprotective experiments, since it possibly alters cell damage.     

Triphenylphosphonium (TPP)-Based Antioxidants: A New Perspective on Antioxidant Design

Mitochondrial oxidative damage and dysfunction contribute to a wide range of human diseases. Considering the limitation of conventional antioxidants and that mitochondria are the main source of reactive oxygen species (ROS) which induce oxidative damage, mitochondria-targeted antioxidants which can selectively block mitochondrial oxidative damage and prevent various types of cell death have been widely developed. As a lipophilic cation, triphenylphosphonium (TPP) has been commonly used in designing mitochondria-targeted antioxidants. Conjugated with the TPP moiety, antioxidants can achieve more than 1000-fold higher mitochondrial concentration depending on cell membrane potentials and mitochondrial membrane potentials. Herein we discuss the deficiencies of conventional antioxidants and the advantages of mitochondrial targeting, and review various types of TPP-based mitochondria-targeted antioxidants. These provide theoretical and background support for the design of new anti-oxidant.     

Effect of hyperbranched poly(citric polyethylene glycol) with various polyethylene glycol chain lengths on starch plasticization and retrogradation

A series of hyperbranched poly(citric polyethylene glycol) (PCPEG) materials with varied polyethylene glycol (PEG) chain lengths as plasticizers were mixed with maize starch (MS) via cooking and film‐forming. The structure, pasting property, plasticization, aging property, moisture absorption and compatibility of plasticized starches were studied by means of Fourier transform infrared spectroscopy, X‐ray diffraction, rapid viscosity analysis, tension testing, moisture absorption measurements and scanning electron microscopy. Compared with PEG and citric acid, PCPEG was more effective in promoting starch chain movement and inhibiting the retrogradation of starch film. Also, PCPEG/MS had smaller moisture content. The longer the plasticizer chain, the better were the aging resistance and moisture resistance of starch. But with an increase of PEG chain length, mechanical properties of PCPEG/MS deteriorated and the compatibility between PCPEG and MS decreased. The hyperbranched derivative of PEG with longer chain exhibited improved plasticization and compatibility with starch. © 2019 Society of Chemical Industry     

Global optimization for power dispatch problems based on theory of moments

Non-convex of an optimal power dispatch problem makes it difficult to guarantee the global optimum. This paper presents a convex relaxation approach, called the Moment Semidefinite Programming (MSDP) method, to facilitate the search for deterministic global optimal solutions. The method employs a sequence of moments, which can linearize polynomial functions and construct positive semidefinite moment matrices, to form an SDP convex relaxation for power dispatch problems. In particular, the rank of the moment matrix is used as a sufficient condition to ensure the global optimality. The same condition can also be leveraged to estimate the number of global optimal solution(s). This method is effectively applied to {0,1}-economic dispatch (ED) problems and optimal power flow (OPF) problems. Simulation results showed that the MSDP method is capable of solving {0,1}-ED problems with integer values directly, and is able to identify if more than one global optimal solutions exist. In additional, the method can obtain rank-1 moment matrices for OPF’s counterexamples of existing SDP method, this ensures the global solution and overcomes the problem that existing SDP method cannot meet the rank-1 condition sometimes.