An ensemble of LSTM neural networks for high‐frequency stock market classification

We propose an ensemble of long–short‐term memory (LSTM) neural networks for intraday stock predictions, using a large variety of technical analysis indicators as network inputs. The proposed ensemble operates in an online way, weighting the individual models proportionally to their recent performance, which allows us to deal with possible nonstationarities in an innovative way. The performance of the models is measured by area under the curve of the receiver operating characteristic. We evaluate the predictive power of our model on several US large‐cap stocks and benchmark it against lasso and ridge logistic classifiers. The proposed model is found to perform better than the benchmark models or equally weighted ensembles.     

太极的四维图象--大统一的宇宙结构

将<太极图>解析成太极图的四维图象,并根据<周易>的周而复始、生生不息的宇宙法则和现代物理学研究成果构画出太极宇宙模型,同时指出太极宇宙模型的基本特征及特点.根据太极宇宙模型、<周易>原理和现代科学成就提出并描述出大统一的宇宙结构图景,指出"炁天人合一"是易学思想的精髓、太极法则,即宇宙的主体时空观和宇宙的客观本体观的统一.本文提出的太极宇宙模型及大统一的宇宙结构与欧美等国科学家最近提出的循环宇宙、中空宇宙有异曲同工之妙.     

Quantum decoherence and the approach to equilibrium (II)

In a previous paper [Hemmo, M & Shenker, O (2003). Quantum decoherence and the approach to equilibrium I. Philosophy of Science, 70, 330–358] we discussed a recent proposal by Albert [(2000). Time and chance. Cambridge, MA: Harvard University Press. Chapter 7] to recover thermodynamics on a purely dynamical basis, using the quantum theory of the collapse of the quantum state of [Ghirardi, G, Rimini, A and Weber, T., (1986). Unified dynamics for microscopic and macroscopic systems. Physical Review, D 34, 470–479]. We proposed an alternative way to explain thermodynamics within no collapse interpretations of quantum mechanics. In this paper some difficulties faced by both approaches are discussed and solved: the spin echo experiments, and the problem of extremely light gases. In these contexts, we point out several ways in which the above quantum mechanical approaches as well as some other classical approaches to the foundations of statistical mechanics may be distinguished experimentally.     

Cardiovascular development: towards biomedical applicability

Advances in our understanding of cardiac development have fuelled research into cellular approaches to myocardial repair of the damaged heart. In this collection of reviews we present recent advances into the basic mechanisms of heart development and the resident and non-resident progenitor cell populations that are currently being investigated as potential mediators of cardiac repair. Together these reviews illustrate that despite our current knowledge about how the heart is constructed, caution and much more research in this exciting field is essential. The current momentum to evaluate the potential for cardiac repair will in turn accelerate research into fundamental aspects of myocardial biology.     

Becker齐次模型参数估计的A-最优设计

利用椭园型偏微分方程极值原理和对称多项式这两种数学工具,解决了三分量 Bech-er 齐次模型(Ⅲ),(Ⅱ)和(Ⅰ)的参数估计的 A-最优设计。     

理论价格调整与增加价值调整关系的一个数学模型及分析

本文利用矩阵理论及投入产出分析方法建立了价格指数与增加价值平衡方程,推导出价格调整与增加价值调整关系的数学模型,并对其模型的特点及经济意义进行了分析,为价格调整中的决策者作定量及定性分析时提供参考。     

舰载超视距雷达背景杂波统计特性分析

海杂波的统计特性对于岸基与舰载表面波雷达目标检测算法的设计非常重要。岸基雷达测试下海杂波的统计特性已有论述 ,主要阐述舰载雷达情形下背景海杂波的理论与数学统计模型 ,并提出了海杂波序列的参数自回归模型 ,对海杂波的重要统计参数如相关性进行了统计分析 ,最后得出了舰载雷达情形下一阶与二阶海回波皆为正态分布的结论 ,为在舰载雷达情形下进行信号检测奠定了理论基础。     

动力学规律性与统计规律性

本文阐明了动力学规律性和统计规律性的特点,以及二者之间的关系。     

抽油井地面示功图的回归分析

运用多元统计分析理论，结合理论研究成果和现场实际经验，对在抽油井现场收集的实测示功图进行了回归分析，给出了一种在正常稀油抽汲工况下预测示功图的方法．计算结果表明，这种方法预测出的几种具有代表性工况的系统效率均在现场实际公认的取值范围内，该方法可应用于抽油机的动力优化设计和分析．     

固定区间平滑器的最优分解

本文提出了一种建立反向马尔可夫模型的新方法.并用点估计理论证明了离散时间系统的固定区间平滑状态估计可以分解为两个最优估计的线性组合.