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.     

可拓检测的方案生成

以可拓学理论为基础，论述了可拓检测的有关定义和概念，提出了可拓检测的方案生成方法及过程，同时探讨了检测方法的优化和评价方法。     

Education-driven research in CAD

We argue for a new research category, named education-driven research (EDR), which fills the gap between traditional field-specific research that is not concerned with educational objectives and research in education that focuses on fundamental teaching and learning principles and possibly on their customization to broad areas (such as mathematics or physics), but not to specific disciplines (such as CAD). The objective of EDR is to simplify the formulation of the underlying theoretical foundations and of specific tools and solutions in a specialized domain, so as to make them easy to understand and internalize. As such, EDR is a difficult and genuine research activity, which requires a deep understanding of the specific field and can rarely be carried out by generalists with primary expertise in broad education principles. We illustrate the concept of EDR with three examples in CAD: (1) the Split and Tweak subdivisions of a polygon and its use for generating curves, surfaces, and animations; (2) the construction of a topological partition of a plane induced by an arbitrary arrangement of edges; and (3) a romantic definition of the minimal and Hausdorff distances. These examples demonstrate the value of using analogies, of introducing evocative terminology, and of synthesizing the simplest fundamental building blocks. The intuitive understanding provided by EDR enables the students (and even the instructor) to better appreciate the limitations of a particular solution and to explore alternatives. In particular, in these examples, EDR has allowed the author to: (1) reduce the cost of evaluating a cubic B-spline curve; (2) develop a new subdivision curve that is better approximated by its control polygon than either a cubic B-spline or an interpolating 4-point subdivision curve; (3) discover how a circuit inclusion tree may be used for identifying the faces in an arrangement; and (4) rectify a common misconception about the computation of the Hausdorff error between triangle meshes. We invite the scientific community to encourage the development of EDR by publishing its results as genuine research contributions in peer-reviewed professional journals.     

Another Perspective on Vocabulary Richness

This article examines the usefulness ofvocabulary richness for authorship attributionand tests the assumption that appropriatemeasures of vocabulary richness can capture anauthor's distinctive style or identity. Afterbriefly discussing perceived and actualvocabulary richness, I show that doubling andcombining texts affects some measures incomputationally predictable but conceptuallysurprising ways. I discuss some theoretical andempirical problems with some measures anddevelop simple methods to test how wellvocabulary richness distinguishes texts bydifferent authors. These methods show thatvocabulary richness is ineffective for largegroups of texts because of the extremevariability within and among them. I concludethat vocabulary richness is of marginal valuein stylistic and authorship studies because thebasic assumption that it constitutes awordprint for authors is false.     

神经网络分类器的快速构造算法

使用ＢＰ算法训练多层网络的速度很慢而且事先难于确定隐节点和隐层的适当数目。本文提出一个有效的算法，先构造决策树，然后将构造的决策树转换为神经网。文中使用一个全局准则函数控制决策树的增长，它较好地匹配了树的复杂性和训练样本量及错分率界。实验结果，本文的算法比用ＢＰ算法训练多层网络要快，而其分类精度不低于用ＢＰ算法训练的多层神经网。     

Rectilinear steiner tree heuristics and minimum spanning tree algorithms using geographic nearest neighbors

We study the application of the geographic nearest neighbor approach to two problems. The first problem is the construction of an approximately minimum length rectilinear Steiner tree for a set ofn points in the plane. For this problem, we introduce a variation of a subgraph of sizeO(n) used by YaO [31] for constructing minimum spanning trees. Using this subgraph, we improve the running times of the heuristics discussed by Bern [6] fromO(n ² log n) toO(n log² n). The second problem is the construction of a rectilinear minimum spanning tree for a set ofn noncrossing line segments in the plane. We present an optimalO(n logn) algorithm for this problem. The rectilinear minimum spanning tree for a set of points can thus be computed optimally without using the Voronoi diagram. This algorithm can also be extended to obtain a rectilinear minimum spanning tree for a set of nonintersecting simple polygons.The results in this paper are a part of Y. C. Yee's Ph.D. thesis done at SUNY at Albany. He was supported in part by NSF Grants IRI-8703430 and CCR-8805782. S. S. Ravi was supported in part by NSF Grants DCI-86-03318 and CCR-89-05296.     

形式化语言在UMTS开发中的应用

由于3G协议规范的复杂性，3GPP方法论指导方针中鼓励使用标准的形式化语言来进行UMTS产品的设计、开发与测试。文中概要性地描述了UMTS的体系结构和在规范描述中用到的一些形式化语言的基本概念和特点，探讨了这些形式化语言在UMTS开发中的应用。使用形式化语言开发UMTS可以简化和改进测试程序，实现新产品与新标准的同步推出。     

Data mining of resilience indicators

In recent years, the Asia-Pacific region has experienced several financial setbacks, including speculative attacks in 1998 and the SARS outbreak in 2003. Financial stresses of this nature are unanticipated, and not all of the dangers can be predicted by the examination of market information and macroeconomic indicators. The Early Warning System (EWS) that has been adopted by the International Monetary Fund may not be able to predict future financial crises for all possible scenarios, because shocks come in many different forms. To supplement the EWS, this paper proposes a data mining framework to measure the resilience of an economy. The resilience framework does not predict a crisis, but rather assesses the current state of health of an economy and its ability to withstand a financial shock should one occur. The framework is based on a feedback system consisting of two stages. The first stage assigns a resilience score to each economy based on a fuzzy logic scoring scheme that is built on the ambiguous reasoning of experts. The second stage uses the classification tree approach to estimate thresholds for each economic indicator, and examines the quality of the fuzzy score. The result from the second stage is then passed back to the first stage as feedback. The final result is obtained when the feedback system reaches its equilibrium state. The proposed resilience framework is applied to the external-sector and the public-sector economies of several countries to illustrate its applicability.     

基于关键节点和多播节点的多播路由算法

在视频会议等多播应用中，降低多播树网络费用非常重要。本文提出了基于关键节点和目的节点的多播路由KDDMC算法。由于在算法中优先考虑采用关键节点，实现更多链路的共享，从而降低网络费用。在随机网络上的仿真结果表明，KDDMC算法的多播树网络费用优于SPH算法。同时证明了KDDMC算法的复杂度为O(n^3)，且利用所提出的路由表算法易于分布式实现。