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.     

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.     

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.     

Operational time-series data modeling via LSTM network integrating principal component analysis based on human experience

Today’s information technologies involve increasingly intelligent systems, which come at the cost of increasingly complex equipment. Modern monitoring systems collect multi-measuring-point and long-term data which make equipment health prediction a “big data” problem. It is difficult to extract information from such condition monitoring data to accurately estimate or predict health statuses. Deep learning is a powerful tool for big data processing that is widely utilized in image and speech recognition applications, and can also provide effective predictions in industrial processes. This paper proposes the Long Short-term Memory Integrating Principal Component Analysis based on Human Experience (HEPCA-LSTM), which uses operational time-series data for equipment health prognostics. Principal component analysis based on human experience is first conducted to extract condition parameters from the condition monitoring system. The long short-term memory (LSTM) framework is then constructed to predict the target status. Finally, a dynamic update of the prediction model with incoming data is performed at a certain interval to prevent any model misalignment caused by the drifting of relevant variables. The proposed model is validated on a practical case and found to outperform other prediction methods. It utilizes a powerful deep learning analysis method, the LSTM, to fully process big condition monitoring series data; it effectively extracts the features involved with human experience and takes dynamic updates into consideration.     

智能化救援监控系统在煤矿安全生产中的应用

针对煤矿发生事故后传统救援监控系统无法实时对井下人员进行动态定位，导致矿井救援盲目性大、救援效率差、救援难度大等技术难题，为了进一步提高煤矿救援效率，通过技术研究，设计了一套以通信基站为核心的智能化救援监控系统，分析了该系统结构组成、工作原理，通过在担水沟煤矿井下实际应用效果来看，智能化救援监控系统对人员定位精准度达95%，实现人员动态位置三维成像，救援效率提高至80%以上，有效缩短了煤矿事故救援时间，取得了显著应用成效。     

Preventive replacement policies with time of operations,mission durations,minimal repairs and maintenance triggering approaches

When a mission arrives at a random time and lasts for a duration, it becomes an interesting problem to plan replacement policies according to the health condition and repair history of the operating unit, as the reliability is required at mission time and no replacement can be done preventively during the mission duration. From this viewpoint, this paper proposes that effective replacement policies should be collaborative ones gathering data from time of operations, mission durations, minimal repairs and maintenance triggering approaches. We firstly discuss replacement policies with time of operations and random arrival times of mission durations, model the policies and find optimum replacement times and mission durations to minimize the expected replacement cost rates analytically. Secondly, replacement policies with minimal repairs and mission durations are discussed in a similar analytical way. Furthermore, the maintenance triggering approaches, i.e., replacement first and last, are also considered into respective replacement policies. Numerical examples are illustrated when the arrival time of the mission has a gamma distribution and the failure time of the unit has a Weibull distribution. In addition, simple case illustrations of maintaining the production system in glass factories are given based on the assumed data.     

Superior foetal electrocardiogram signal elicitation using a novel artificial intelligent Bayesian methodology

Innumerable casualties due to intrauterine hypoxia are a major worry during prenatal phase besides advanced patient monitoring with latest science and technology. Hence, the analysis of foetal electrocardiogram (fECG) signals is very vital in order to evaluate the foetal heart status for timely recognition of cardiac abnormalities. Regrettably, the latest technology in the cutting edge field of biomedical signal processing does not seem to yield the desired quality of fECG signals required by physicians, which is the major cause for the pathetic condition. The focus of this work is to extort non-invasive fECG signal with highest possible quality with a motive to support physicians in utilizing the methodology for the latest intrapartum monitoring technique called STAN (ST analysis) for forecasting intrapartum foetal hypoxia. However, the critical quandary is that the non-invasive fECG signals recorded from the maternal abdomen are affected by several interferences like power line interference, baseline drift interference, electrode motion interference, muscle movement interference and the maternal electrocardiogram (mECG) being the dominant interference. A novel hybrid methodology called BANFIS (Bayesian adaptive neuro fuzzy inference system) is proposed. The BANFIS includes a Bayesian filter and an adaptive neuro fuzzy filter for mECG elimination and non-linear artefacts removal to yield high quality fECG signal. Kalman filtering frame work has been utilized to estimate the nonlinear transformed mECG component in the abdominal electrocardiogram (aECG). The adaptive neuro fuzzy filter is employed to discover the nonlinearity of the nonlinear transformed version of mECG and to align the estimated mECG signal with the maternal component in the aECG signal for annulment. The outcomes of the investigation by the proposed BANFIS system proved valuable for STAN system for efficient prediction of foetal hypoxia.