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.     

高压静电场对蒙古黄芪愈伤组织增殖和分化的影响

蒙古黄芪愈伤组织经场强为±1.0 kV/cm的高压静电场处理后生长速率明显提高,超氧化物酶(SOD)活性,过氧化氢酶(CAT) 活性和蛋白含量明显高于对照,过氧化物酶(POD)、吲哚乙酸(IAA)氧化酶活性和丙二醛(MDA)含量明显降低.正负高压静电场处理的结果存在着明显差异,正高压静电场能够有效地促进蒙古黄芪愈伤组织芽的分化,而负高压静电场能够有效地促进根的分化.     

填充床放电等离子体反应器对铜绿微囊藻的去除

研究了多根高压电极型填充床放电等离子体反应器对铜绿微囊藻光密度的去除.探讨了高压电极材料、气量、峰值电压和脉冲频率对填充床放电等离子体反应器中铜绿微囊藻光密度去除的影响.结果表明:高压电极材料对铜绿微囊藻光密度的去除不太明显;铜绿微囊藻光密度去除率在处理当天随气量、峰值电压、频率增加而增强的作用效果不明显;而是在放置培养期间,铜绿微囊藻生长受抑制的程度加强,光密度去除率增加.     

基于双稳阱内随机共振的OFDM信号检测方法研究

为了解决OFDM(orthogonal frequency division multiplexing)传输系统中接收端对微弱OFDM信号的检测问题,本文将双稳阱内随机共振系统与OFDM信号增强和解调过程相结合,推导了多载波信号激励下双稳阱内随机共振系统从零状态变化到势阱状态所需时间的解析表达式,分析了暂态响应导致的多载波信号在一个符号内的能量损失问题;推导了系统稳态输出方程,分析了稳态过程对子载波已调信号叠加直流偏置分量的问题;探讨了在不同系统参数和噪声强度下阱内随机共振对OFDM信号解调性能的影响。仿真结果表明：该方法可有效实现信号与噪声阱内协同作用,提高OFDM信号的检测性能。     

叶顶泄漏流对半开式离心泵叶轮流动结构的影响

为研究不同叶顶间隙下叶顶泄漏流对半开式叶轮离心泵流动结构的影响,设计5种不同尺寸叶顶间隙方案,采用SST k-ω湍流模型,对半开式叶轮离心泵进行全流道三维数值计算,分析半开式叶轮叶顶间隙内部流动结构并进行可视化实验验证.结果表明:随着叶顶间隙的减小,离心泵的扬程和效率明显上升,间隙值减小到0.7 mm时,进一步减小叶顶...     

具有预防维修策略的两个不同型部件组成的冷贮备系统的可靠性分析

研究了具有预防维修策略的两个不同型部件组成的冷贮备系统.所谓预防维修策略是指当工作部件的工作时间达到指定时间T系统尚未故障时则立即对工作部件进行预防维修,经预防维修,部件恢复如新.利用补充变量的方法,求出了系统的可用度和故障频度的Laplace变换.     

凝结水精处理系统工艺流程研究——以安庆电厂凝结水精处理系统为例

对安庆电厂由武汉凯迪股份公司提供的中压凝结水精处理的高速混床和再生系统的设备、设计、工艺流程的特点进行分析研究.     

大功率白光LED在照明器具中的应用研究

根据一组1 W30lm的大功率白光LED的实测参数,结合PWM调制技术、Buck变换技术及电子器件散热技术,采用JY1604、SG3524集成电路,设计了大功率LED照明系统。实验结果表明:该系统控制的LED电流稳定,控制精度可达±1%;驱动电路输出电流可达1 A,可同时驱动多只大功率LED,且亮度可调;系统散热效果良好,LED连续工作后测量其温升,结果显示温升约为30℃,满足系统散热要求。     

燃料电池内阻在线测试系统研究

内阻是反应燃料电池性能的重要指标,设计燃料电池内阻在线测试系统具有重要意义.但燃料电池内阻具有明显的非线性和时变特性,一般难以精确测量.为了解决这个问题,本文在对燃料电池内阻进行分析的基础上,结合电化学阻抗谱测试思想,提出了一种改进的燃料电池欧姆内阻在线测试法--交流变频调幅测量法,并基于高性能数字信号处理器设计了测试系统硬件电路和软件,得到了较好的测量效果.     

Optimal sampling frequency for volatility forecast models for the Indian stock markets

This paper evaluates the performance of conditional variance models using high‐frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated at two different frequencies is used as benchmark to evaluate the volatility forecasting ability of the conditional variance models (GARCH (1, 1)) at different sampling frequencies. From the analysis, it is found that sampling at 30 minutes gives the best forecast for daily volatility. The forecasting ability of these models is deteriorated, however, by the non‐normal property of mean adjusted returns, which is an assumption in conditional variance models. Nevertheless, the optimum frequency remained the same even in the case of different models (EGARCH and PARCH) and different error distribution (generalized error distribution, GED) where the error is reduced to a certain extent by incorporating the asymmetric effect on volatility. Our analysis also suggests that GARCH models with GED innovations or EGRACH and PARCH models would give better estimates of volatility with lower forecast error estimates. Copyright © 2008 John Wiley & Sons, Ltd.