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.     

Micro- and macroergonomic changes in mental workload and medication safety following the implementation of new health IT

Health information technology (IT) is a promising way to achieve safer medication management in the delivery of healthcare. However, human factors/ergonomics dictates that in order to make the complex, cognitive work of healthcare delivery safer, health IT must properly support human cognition. This means, for example, that new health IT must reduce, not increase, workload during safety-critical tasks. The present study was the first to quantitatively assess the short- and long-term impact of bar coded medication administration (BCMA) IT on nurses' mental workload as well as on perceived medication safety. One-hundred seventy registered nurses across 3 dissimilar clinical units at an academic, freestanding pediatric hospital in the Midwest US participated in surveys administered before, 3 months after, and 12 months after the hospital implemented BCMA. Nurses rated their external mental workload (interruptions, divided attention, being rushed) and internal mental workload (concentration, mental effort) during medication administration tasks as well as the likelihood of each of three medication safety events: medication administration errors, medication errors on the clinical unit, and clinical unit-level adverse drug events. Clinical unit differences were assessed. Findings generally confirmed the hypothesis that external but not internal mental workload was associated with the perceived likelihood of a medication safety event. Comparisons of mental workload from pre- to post-BCMA revealed statistically significant changes in the critical care unit only. Medication safety appeared to improve over the long term in the hematology/oncology unit only. In the critical care and medical/surgical units, medication safety exhibited short-term improvements that were eliminated over time. Changes in mental workload and medication safety, two classically microergonomic constructs, were deeply embedded in macroergonomic phenomena. These included the fit between the BCMA system and the nature of nursing work, the process of BCMA implementation, and BCMA interactions with concurrent changes occurring in the hospital. Findings raise questions about achieving sustainable performance improvement with health IT as well as the balance between micro- and macroergonomic approaches to studying technology change.Relevance to industryDesigners must consider how technology changes cognitive work, including mental workload. Hospitals and other implementers of technology must ensure that new technology fits its users, their tasks, and the context of use, which may entail tailoring implementation, for example, to specific clinical units. Evaluators must look over time to assess both changes in cognitive work and implementation issues. Healthcare practitioners must also recognize that new technology means a complex transformation to an already complex sociotechnical system, which calls for a macroergonomic approach to design and analysis.     

Popularity of patent commercialization policies: Iran as a case

Commercialization of technologies has attracted increasing attention over the past years due to its role in improving national competitiveness. Iran has not been an exception as the country's policy-makers have been actively engaged in crafting national policies to facilitate and promote commercialization of technologies. The popularity of the existing policies in this field, however, has not been properly researched. Our research, by following a survey study methodology, aims for the first time to address this gap. The study looks at popularity of governmental policies aimed at supporting commercialization of patented technologies in Iran, based on the careful study of 10 cases of successfully commercialized patented technologies in Iran. Our results indicate that the commercialization process of the studied patented technologies was very much affected by some company/technology-specific characteristics. The study shows that the two policy measures with the highest perceived popularity were the financial supports and the services offered by incubation centers. Our results also show that some of the existing supportive policy measures did not serve the intended purposes and some other measures need to be fine-tuned, as far as the studied cases are concerned, such as frequently held invention and innovation exhibitions and the government-supported media coverage.     

无失效数据机载多余度EWIS可靠性研究

针对高可靠度机载多余度EWIS各组成部分寿命服从指数分布但参数未知的情况，提出采用无失效数据可靠度分析方法评估EWIS的可靠度水平。通过Monte-Carlo仿真方法对连接形式为“先并联、后串联”EWIS各组成部分寿命进行抽样，利用“最小最大值”方法获得系统寿命的抽样值，用概率纸检验法初步判断EWIS寿命是否服从威布尔分布，再用Pearson拟合优度检验法判断EWIS寿命是否服从威布尔分布。结合无故障飞行时间的样本值与EWIS寿命服从威布尔分布的假设，采用无失效数据分析方法评估EWIS的可靠度水平。研究方法对机载多余度EWIS无失效数据可靠度分析有一定的贡献。     

Epos – an instrument for the assessment of the ethical position in software development

Digital technology becomes more powerful, intelligent, pervasive and ubiquitous. Ethical aspects of this development have not yet drawn the appropriate attention of researchers and engineers. This paper presents an instrument that aims at measuring the individual ethical position with regard to the design and development of computer software. The development of the Epos tool was based on two data collections. The data of the first survey (n₁ = 147 participants) were used to select items and to determine the factorial structure of the questionnaire. Results show that the Epos instrument reliably assesses peoples’ ethical opinion with respect to five central components: (1) regulation, (2) data privacy, (3) domain specific knowledge, (4) societal responsibility and (5) company responsibility. In the second survey, we determined the stability of the instruments factor structure by assessing a sample of n₂?=?196 participants. A confirmatory factor analysis (CFA) supported the initial factor structure. Next steps and further implications are discussed regarding the final version of the questionnaire.     

马尔可夫跳变线性系统最优控制的研究现状与进展

马尔可夫跳变线性系统（MJLS）是一种具有多个模态的随机系统，系统在各个模态之间的跳变转移由一组马尔可夫链来决定。MJLS模型因其在表示过程中可以产生突变而更能精确的描述实际工程应用中的系统。近年来，MJLS的最优控制问题成为了研究的热点，动态规划、极大值原理以及线性矩阵不等式等成为了解决此类问题的主流方法。本文对MJLS最优控制领域的研究现状进行了综述。分别对一般情况下、带有噪声的情况下、带有时滞的情况下以及某些特定情况下的MLJS最优控制问题的国内外研究现状进行论述。最后进行了总结并提出MJLS最优控制领域未来值得关注的研究方向。     

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.