A Novel Momentum-Based Measure for Online Portfolio Algorithm

In recent years, digital investment portfolios have become a significant area of interest in the field of machine learning. To tackle the issue of neglecting the momentum effect in risk asset prices within the follow-the-winner strategy and to evaluate the significance of this effect, a novel measure of risk asset price momentum trend is introduced for online investment portfolio research. Firstly, a novel approach is introduced to quantify the momentum trend effect, which is determined by the product of the slope of the linear regression model and the absolute value of the linear correlation coefficient. Secondly, a new investment portfolio optimization problem is established based on the prediction of future returns. Thirdly, the Lagrange multiplier method is used to obtain the analytical solution of the optimization model, and the soft projection optimization algorithm is used to map the analytical solution to obtain the investment portfolio of the model. Finally, experiments are conducted on five benchmark datasets and compared with popular investment portfolio algorithms. The empirical findings indicate that the algorithm we are introduced is capable of generating higher investment returns, thereby establishing its efficacy for the management of the online investment portfolios.

Planning of a Single Flow Channel in Valve Blocks Based on Additive Manufacturing and the Ant Colony Algorithm

As electro-hydrostatic actuator(EHA)technology advances towards lightweight and integration,the demand for enhanced internal flow pathways in hydraulic valve blocks intensifies.However,owing to the constraints imposed by traditional manufacturing processes,conventional hydraulic integrated valve blocks fail to satisfy the demands of a more compact channel layout and lower energy dissipation.Notably,the subjectivity in the arrangement of internal passages results in a time-consuming and labor-intensive process.This study employed additive manufacturing technology and the ant colony algorithm and B-spline curves for the meticulous design of internal passages within an aviation EHA valve block.The layout environment for the valve block passages was established,and path optimization was achieved using the ant colony algorithm,complemented by smoothing using B-spline curves.Three-dimensional modeling was performed using SolidWorks software,revealing a 10.03%reduction in volume for the optimized passages compared with the original passages.Computational fluid dynamics(CFD)simulations were performed using Fluent software,demonstrating that the algorithmically optimized passages effectively prevented the occurrence of vortices at right-angled locations,exhibited superior flow characteristics,and concurrently reduced pressure losses by 34.09%-36.36%.The small discrepancy between the experimental and simulation results validated the efficacy of the ant colony algorithm and B-spline curves in optimizing the passage design,offering a viable solution for channel design in additive manufacturing.

Landslide susceptibility mapping(LSM)based on different boosting and hyperparameter optimization algorithms:A case of Wanzhou District,China

Boosting algorithms have been widely utilized in the development of landslide susceptibility mapping(LSM)studies.However,these algorithms possess distinct computational strategies and hyperparameters,making it challenging to propose an ideal LSM model.To investigate the impact of different boosting algorithms and hyperparameter optimization algorithms on LSM,this study constructed a geospatial database comprising 12 conditioning factors,such as elevation,stratum,and annual average rainfall.The XGBoost(XGB),LightGBM(LGBM),and CatBoost(CB)algorithms were employed to construct the LSM model.Furthermore,the Bayesian optimization(BO),particle swarm optimization(PSO),and Hyperband optimization(HO)algorithms were applied to optimizing the LSM model.The boosting algorithms exhibited varying performances,with CB demonstrating the highest precision,followed by LGBM,and XGB showing poorer precision.Additionally,the hyperparameter optimization algorithms displayed different performances,with HO outperforming PSO and BO showing poorer performance.The HO-CB model achieved the highest precision,boasting an accuracy of 0.764,an F1-score of 0.777,an area under the curve(AUC)value of 0.837 for the training set,and an AUC value of 0.863 for the test set.The model was interpreted using SHapley Additive exPlanations(SHAP),revealing that slope,curvature,topographic wetness index(TWI),degree of relief,and elevation significantly influenced landslides in the study area.This study offers a scientific reference for LSM and disaster prevention research.This study examines the utilization of various boosting algorithms and hyperparameter optimization algorithms in Wanzhou District.It proposes the HO-CB-SHAP framework as an effective approach to accurately forecast landslide disasters and interpret LSM models.However,limitations exist concerning the generalizability of the model and the data processing,which require further exploration in subsequent studies.

Identification of Lubricating Oil Additives Using XGBoost and Ant Colony Optimization Algorithms

To address the problem of identifying multiple types of additives in lubricating oil,a method based on midinfrared spectral band selection using the eXtreme Gradient Boosting(XGBoost)algorithm combined with the ant colony optimization(ACO)algorithm is proposed.The XGBoost algorithm was used to train and test three additives,T534(alkyl diphenylamine),T308(isooctyl acid thiophospholipid octadecylamine),and T306(trimethylphenol phosphate),separately,in order to screen for the optimal combination of spectral bands for each additive.The ACO algorithm was used to optimize the parameters of the XGBoost algorithm to improve the identification accuracy.During this process,the support vector machine(SVM)and hybrid bat algorithms(HBA)were included as a comparison,generating four models:ACO-XGBoost,ACO-SVM,HBA-XGboost,and HBA-SVM.The results showed that all four models could identify the three additives efficiently,with the ACO-XGBoost model achieving 100%recognition of all three additives.In addition,the generalizability of the ACO-XGBoost model was further demonstrated by predicting a lubricating oil containing the three additives prepared in our laboratory and a collected sample of commercial oil currently in use。

Fast and secure elliptic curve scalar multiplication algorithm based on special addition chains

To resist the side chaimel attacks of elliptic curve cryptography, a new fast and secure point multiplication algorithm is proposed. The algorithm is based on a particular kind of addition chains involving only additions, providing a natural protection against side channel attacks. Moreover, the new addition formulae that take into account the specific structure of those chains making point multiplication very efficient are proposed. The point multiplication algorithm only needs 1 719 multiplications for the SAC260 of 160-bit integers. For chains of length from 280 to 260, the proposed method outperforms all the previous methods with a gain of 26% to 31% over double-and add, 16% to22% over NAF, 7% to 13% over4-NAF and 1% to 8% over the present best algorithm--double-base chain.

The improved artificial bee colony algorithm for mixed additive and multiplicative random error model and the bootstrap method for its precision estimation

To solve the complex weight matrix derivative problem when using the weighted least squares method to estimate the parameters of the mixed additive and multiplicative random error model(MAM error model),we use an improved artificial bee colony algorithm without derivative and the bootstrap method to estimate the parameters and evaluate the accuracy of MAM error model.The improved artificial bee colony algorithm can update individuals in multiple dimensions and improve the cooperation ability between individuals by constructing a new search equation based on the idea of quasi-affine transformation.The experimental results show that based on the weighted least squares criterion,the algorithm can get the results consistent with the weighted least squares method without multiple formula derivation.The parameter estimation and accuracy evaluation method based on the bootstrap method can get better parameter estimation and more reasonable accuracy information than existing methods,which provides a new idea for the theory of parameter estimation and accuracy evaluation of the MAM error model.

Fast Parallel Algorithm for Slicing STL Based on Pipeline

In Additive Manufacturing field, the current researches of data processing mainly focus on a slicing process of large STL files or complicated CAD models. To improve the efficiency and reduce the slicing time, a parallel algorithm has great advantages. However, traditional algorithms can＇t make full use of multi-core CPU hardware resources. In the paper, a fast parallel algorithm is presented to speed up data processing. A pipeline mode is adopted to design the parallel algorithm. And the complexity of the pipeline algorithm is analyzed theoretically. To evaluate the performance of the new algorithm, effects of threads number and layers number are investigated by a serial of experiments. The experimental results show that the threads number and layers number are two remarkable factors to the speedup ratio. The tendency of speedup versus threads number reveals a positive relationship which greatly agrees with the Amdahl＇s law, and the tendency of speedup versus layers number also keeps a positive relationship agreeing with Gustafson＇s law. The new algorithm uses topological information to compute contours with a parallel method of speedup. Another parallel algorithm based on data parallel is used in experiments to show that pipeline parallel mode is more efficient. A case study at last shows a suspending performance of the new parallel algorithm. Compared with the serial slicing algorithm, the new pipeline parallel algorithm can make full use of the multi-core CPU hardware, accelerate the slicing process, and compared with the data parallel slicing algorithm, the new slicing algorithm in this paper adopts a pipeline parallel model, and a much higher speedup ratio and efficiency is achieved.

Routing Protocol Based on Grover’s Searching Algorithm for Mobile Ad-hoc Networks

In Mobile Ad-hoc Networks (MANETs), routing protocols directly affect various indices of network Quality of Service (QoS), so they play an important role in network performance. To address the drawbacks associated with traditional routing protocols in MANETs, such as poor anti-fading performance and slow convergence rate, for basic Dynamic Source Routing (DSR), we propose a new routing model based on Grover's searching algorithm. With this new routing model, each node maintains a node vector function, and all the nodes can obtain a node probability vector using Grover's algorithm, and then select an optimal routing according to node probability. Simulation results show that compared with DSR, this new routing protocol can effectively extend the network lifetime, as well as reduce the network delay and the number of routing hops. It can also significantly improve the anti-jamming capability of the network.

Realization of quantum permutation algorithm in high dimensional Hilbert space

Quantum algorithms provide a more efficient way to solve computational tasks than classical algorithms. We experimentally realize quantum permutation algorithm using light＇s orbital angular momentum degree of freedom. By exploiting the spatial mode of photons, our scheme provides a more elegant way to understand the principle of quantum permutation algorithm and shows that the high dimension characteristic of light＇s orbital angular momentum may be useful in quantum algorithms. Our scheme can be extended to higher dimension by introducing more spatial modes and it paves the way to trace the source of quantum speedup.

Monotone Additive Schwarz Algorithms for Solving Two-Side Obstacle Problems

Additive Schwarz algorithms for solving the discrete problems of twrvside obstacle problems are proposed. The monotone convergence of the algorithms is established for M-matrix and the h-independent convergence rate is proved for S-matrix. The so-called finite step convergence for coincident components is discussed for nondegenerate discreted problems.

Improving the accuracy of heart disease diagnosis with an augmented back propagation algorithm

A multilayer perceptron neural network system is established to support the diagnosis for five most common heart diseases (coronary heart disease, rheumatic valvular heart disease, hypertension, chronic cor pulmonale and congenital heart disease). Momentum term, adaptive learning rate, the forgetting mechanics, and conjugate gradients method are introduced to improve the basic BP algorithm aiming to speed up the convergence of the BP algorithm and enhance the accuracy for diagnosis. A heart disease database consisting of 352 samples is applied to the training and testing courses of the system. The performance of the system is assessed by cross-validation method. It is found that as the basic BP algorithm is improved step by step, the convergence speed and the classification accuracy of the network are enhanced, and the system has great application prospect in supporting heart diseases diagnosis.

Reversible Digital Image Watermarking Scheme Using Bit Replacement and Majority Algorithm Technique

The current paper presents a new digital watermarking method through bit replacement technology, which stores mul-tiple copies of the same data that is to be hidden in a scrambled form in the cover image. In this paper an indigenous approach is described for recovering the data from the damaged copies of the data under attack by applying a majority algorithm to find the closest twin of the embedded information. A new type of non-oblivious detection method is also proposed. The improvement in performance is supported through experimental results which show much enhancement in the visual and statistical invisibility of hidden data.

城市轨道交通列车加开计划编制模型研究

本文主要研究城市轨道交通在计划编制阶段由于客流不均衡需要在初始运行图加开列车的问题,在确保列车运行安全降低运营成本的前提下合理地加开列车实现运输能力的灵活配置。将列车运行过程形式化描述为事件-活动网络,构建了分时段多目标优化列车加开计划编制模型,提出了启发式决策规则与禁忌搜索算法相结合的两阶段求解算法。结合地铁运行实际数据,在高峰时段和平峰时段分别构建不同算例场景,验证了模型和算法的可行性和有效性。

急性心肌梗死合并肾功能不全患者主要不良心脑血管事件风险预测模型构建

目的应用不同机器学习算法构建急性心肌梗死(AMI)合并肾功能不全患者主要不良心脑血管事件(MACCE)的风险预测模型。方法选取2014年1月至2019年8月于首都医科大学附属北京安贞医院住院治疗的740例AMI合并肾功能不全患者为研究对象,收集患者一般特征、生命体征、合并症和实验室检查结果等临床资料。采用简单随机抽样法按80%∶20%将研究对象分为训练集(592例)和测试集(148例),采用逻辑回归、随机森林、极限梯度提升(XGBoost)、支持向量机和深度神经网络5种机器学习算法分别构建MACCE的预测模型。采用受试者工作特征曲线下面积(AUC)评估模型的可靠性,选择最优模型。使用Shapley加性解释算法评估特征影响并进行特征选择构建最终模型。结果740例AMI合并肾功能不全患者中有473例(63.9%)发生MACCE。XGBoost模型的AUC最大(AUC=0.862)。在根据特征重要性等级对特征进行减少后,建立了具有5个特征的可解释的最终XGBoost模型。最终的模型可以在内部验证中准确预测MACCE发生(AUC=0.955),其中影响XGBoost模型重要临床特征分别为血尿酸、白蛋白、糖化血清白蛋白,体重和血小板计数。结论基于机器学习算法的5种模型中XGBoost模型预测AMI合并肾功能不全患者发生MACCE效果最佳。

基于最优觅食算法的增材制造中多种类零件分批排样研究

增材制造中多种类零件分批排样存在打印时间成本高和工作台空间利用率低等问题,且需考虑零件高度的影响。分批排样问题包括零件在工作台上放置策略和成型批次分配两个子问题。放置策略涉及成型方向选择、零件碰撞检测和定位策略。基于建立的成型方向准则,利用多边形表示零件投影轮廓,提出基于临界多边形的改进移动碰撞法以确定3种不同形态多边形零件的免碰撞排放范围,提出新的左下定位策略放置零件,新定位策略融合了改进的建设性方法和契合度;提出单机台面积占用最大化策略实现零件成型批次分配。基于上述研究,提出基于最优觅食算法的分批排样算法,算法采用双重编码表达零件放置顺序和旋转角度,以最小化完工时间为目标实现优化分批排样。以案例库零件为对象,与3种对比算法比较,表明所提方法的方案能有效提高增材制造的空间利用率和缩短完工时间。

基于CatBoost-MOEAD的大直径泥水盾构姿态多目标预测与优化

为避免盾构掘进过程中出现蛇形、轴线偏离等姿态异常问题影响施工安全,提出一种结合类别提升(CatBoost)算法和基于分解的多目标优化算法(MOEAD)的大直径泥水盾构姿态控制方法;构建一个盾构姿态预测模型,该模型包含19个输入参数和6个输出参数,利用CatBoost算法构建输入参数与输出参数之间的非线性映射关系;采用沙普利加性解释法(SHAP)分析输入参数对盾构姿态的影响;结合多目标优化算法构建CatBoost-MOEAD盾构姿态多目标优化模型,将所提模型运用到武汉长江大直径泥水盾构隧道工程中,分析验证所提方法的适用性和有效性。结果表明:CatBoost预测模型能够高效地预测大直径泥水盾构的姿态,其中6个盾构姿态目标的决定系数范围为0.931~0.974,均方根误差范围为0.030~0.880,误差范围为0.039~1.057;对盾构姿态影响较大的施工参数中推进组推力对盾构姿态的影响最为显著;通过研发的CatBoost-MOEAD盾构姿态多目标优化方法,盾构姿态的优化效果显著,优化率可达38.86%。

基于HA-RF-SHAP的露天煤矿粉尘浓度预测模型

为了有效预测和控制煤矿粉尘浓度,保障煤矿工人健康及环境安全,以宝日希勒露天煤矿现场粉尘监测数据为基础,使用随机森林对粉尘浓度进行预测,提出了4种启发式智能优化算法优化随机森林超参数的方法,通过RMSE、MAE和皮尔逊相关系数R对模型进行评价,采用SHAP可解释模型分析影响露天煤矿粉尘浓度的因素。结果表明:PM2.5、PM10、TSP的最优模型分别为GWO-RF、WOA-RF和HHO-RF;超参数调整使模型整体RMSE指标提升约为1~3,MAE提升约为1~2.5,R提升约4%~6%;PM2.5的预测表现最好,训练集与测试集共同作用时,R为0.9463,MAE为3.059,RMSE为4.919,其次是PM10、TSP;单因素作用时,湿度对于该矿粉尘浓度影响最大,双因素同时影响下湿度和气压对粉尘浓度变化影响最大。研究提供了一个有效的粉尘浓度预测方法,可准确预测粉尘浓度并确定粉尘最影响因素,对矿山粉尘管控具有重要参考价值。

基于动量梯度下降的回声消除算法

针对极端环境话音系统下声学回波影响工作人员正常施工,且常规声学回声消除算法收敛速度慢的问题,提出一种基于动量梯度下降的基于l0范数的改进系数成比例归一化最小均方误差算法(L0⁃IPNLMS)。该算法将动量因子引入L0⁃IPNLMS算法中,解决在算法运行过程中梯度下降时梯度摆动幅度可能过大的问题,也提高了自适应滤波器的收敛速度,且残余回声下降明显,声学回波抑制效果更好。仿真实验表明,与L0⁃IPNLMS算法相比,新算法在模拟随机多音信号与真实语音信号输入时,均方误差(MSE)可以降低3.47 dB和3.69 dB,回波抑制比(ERLE)提高了3.46 dB和3.68 dB,在低信噪比情况下,使用新算法对真实语音信号进行回声消除,收敛速度高于L0⁃IPNLMS等算法,且收敛效果有明显改进。

多导联心电图识别的稳定步长ResNet深度网络

针对经典的ResNet深度神经网络对一维多导联心电图图像进行识别、分类时,因原始图像的维度较高导致提取到的深度特征维度高,造成全连接层训练出现收敛速度慢和过拟合的问题,在ResNet的全连接层提出一种稳定步长动量训练算法,通过引入近似二阶梯度信息增强动量法的寻优能力和加速收敛速度;利用连续2次迭代的参数变化量和梯度信息自适应调整步长,构造边界函数对步长的大小进行限制,以防止步长过大或过小而影响收敛稳定性,使用动量项对参数的更新方向进行修正。在CPSC2018心电图数据集上的实验结果表明:所提算法训练的ResNet取得的F 1分数、准确率、精确度分别达到0.859、97.4%、87.9%,收敛速度和整体分类指标值优于其他相比较的方法。

一类加工需要额外资源的平行机调度问题的算法设计

给出了一类加工需要额外资源的平行机调度问题的精确算法。针对在平行机上加工的工件,除需要机器资源外,还需要一个单位额外资源的问题,考虑额外资源的种类和数量有限,以给出问题的最优调度使工件的完工时间最小为目标。该问题源于地球观测卫星的数据下载,在智能制造和信息处理等领域亦有广泛应用。给出了该问题的整数规划模型、最优解下界和分支定界算法;给出了一种有效的分支策略以避免重复分支,设计了相应的定界方法以提高算法的收敛速度。通过小规模实例和大量的数值仿真实验,验证了算法的正确性和在不同参数配置下的有效性。