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Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators
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作者 Deniz Can Yıldırım Ismail HakkıToroslu Ugo Fiore 《Financial Innovation》 2021年第1期1-36,共36页
Forex(foreign exchange)is a special financial market that entails both high risks and high profit opportunities for traders.It is also a very simple market since traders can profit by just predicting the direction of ... Forex(foreign exchange)is a special financial market that entails both high risks and high profit opportunities for traders.It is also a very simple market since traders can profit by just predicting the direction of the exchange rate between two currencies.However,incorrect predictions in Forex may cause much higher losses than in other typical financial markets.The direction prediction requirement makes the problem quite different from other typical time-series forecasting problems.In this work,we used a popular deep learning tool called“long short-term memory”(LSTM),which has been shown to be very effective in many time-series forecasting problems,to make direction predictions in Forex.We utilized two different data sets—namely,macroeconomic data and technical indicator data—since in the financial world,fundamental and technical analysis are two main techniques,and they use those two data sets,respectively.Our proposed hybrid model,which combines two separate LSTMs corresponding to these two data sets,was found to be quite successful in experiments using real data. 展开更多
关键词 Time series FOREX directional movement forecasting Technical and macroeconomic indicators LSTM
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蜜蜂视叶和脑中的方向选择水平运动检测
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作者 吴梅英 吴卫国 +1 位作者 石淑珍 徐智敏 《生物物理学报》 CAS CSCD 北大核心 1993年第4期577-581,共5页
在蜜蜂被刺激眼的同侧视叶内记录方向选择前进和后退水平运动灵敏的细胞反应.水平前进运动灵敏细胞(HP)对同侧前进运动的反应为很强的兴奋和去极化,以及去极化伴随有锋电位《spikes)发放.同侧的后退运动引起抑制和超极化.在仅刺激对侧眼... 在蜜蜂被刺激眼的同侧视叶内记录方向选择前进和后退水平运动灵敏的细胞反应.水平前进运动灵敏细胞(HP)对同侧前进运动的反应为很强的兴奋和去极化,以及去极化伴随有锋电位《spikes)发放.同侧的后退运动引起抑制和超极化.在仅刺激对侧眼时,发放的频率不依赖于运动. 水平后退运动灵敏的细胞(HR)对同侧水平后退运动反应出很强的兴奋和去极化,其去极化上伴随有锋电位发放,锋电位达不到零电位而且在其终点没有回射.同侧的前进运动几乎没有反应,或者被连续的前后运动抑制.实验还记录到有锋电位发放和没有锋电位发放的其他的水平运动方向灵敏细胞.有锋电位发放的方向选择细胞对左眼范围的前进运动反应强烈兴奋,但在这些细胞内没有记录到突触电位.同时,也记录到对水平运动灵敏的没有锋电位的细胞. 展开更多
关键词 蜜蜂 视叶 方向选择 水平运动
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Modern tectonic stress field in the Chinese mainland inverted from focal mechanism solutions 被引量:3
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作者 杜兴信 邵辉成 《Acta Seismologica Sinica(English Edition)》 CSCD 1999年第4期390-397,共8页
The inversion of modern tectonic stress field in China is made by regions on the basis of focal mechanism data inthe period of 1920-1996. Results of the inversion show that the maximum principal compressive stress σ1... The inversion of modern tectonic stress field in China is made by regions on the basis of focal mechanism data inthe period of 1920-1996. Results of the inversion show that the maximum principal compressive stress σ1 axisstrikes nearly north-south direction in the Tibet Plateau and western Chin4 east-west direction in North China Incentral China, its strikes show a radiate pattern, i.e., north-north east in north part, east-west in central part andnorth-north west in south part. The σ1 axes are often perpendicular to the minimum principal stress σ3 axes, exceptwestern China where the σ1 axes are oblique to the σ3 axes with an acute angle. R is defined by (σ2-σ1)/(σ3-σ1),has the higher values (0.60-0.90) in north part of central China and quickly changes into the lower values(0. 10-0.30) in the Tibet Plateau. Both of the observed and inverted fault planes have strikes varying with locations.Combining stress directions and R value, the stress configuration is divided into 7 groups. Most of the groups showstrike-slip faulting with intermediate R values, which occupies North China and the eastern part of China as well asinner Tibet Plateau. A few of them show reverse faulting with higher R values within western pod of China and thenorth edge of the Tibet Plateau. Normal faulting occurred on the south edge of the Tibet Plateau with smaller Rval nes. 展开更多
关键词 focal mechanism mean stress field stress direction tectonic movement character
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蒙古沙冬青花序内性分配的变化、传粉者运动与繁殖成功 被引量:8
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作者 马晓丽 谭敦炎 李新蓉 《生物多样性》 CAS CSCD 北大核心 2011年第4期432-440,共9页
性分配理论主要研究繁殖资源在雌雄功能间的最优分配,从雌雄功能的角度考虑其个体适合度。对花序内不同部位花的雌性与雄性资源分配变化的研究,对于我们理解植物采取哪种繁殖对策保障繁殖成功具有重要意义。本文对生长在中国科学院吐鲁... 性分配理论主要研究繁殖资源在雌雄功能间的最优分配,从雌雄功能的角度考虑其个体适合度。对花序内不同部位花的雌性与雄性资源分配变化的研究,对于我们理解植物采取哪种繁殖对策保障繁殖成功具有重要意义。本文对生长在中国科学院吐鲁番沙漠植物园内的蒙古沙冬青(Ammopiptanthus mongolicus)连续开花花序内不同部位花的性分配变化、传粉者运动与繁殖成功进行了研究。主要结果如下:(1)从花序的中部早开放花到下部花再到上部晚开放花,花寿命明显缩短,雄蕊群质量/(雄蕊群质量+雌蕊质量)、花粉量及花粉量/胚珠数增大,花冠大小、花冠质量、花蜜量减小,胚珠数无明显变化,表现出上部花偏雄的性分配;(2)在一个花序内,西方蜜蜂(Apis mellifera)和淡脉隧蜂属1种(Lasiglossum sp.1)首先停落在中部花上,在花序的不同部位间移动,最后从上部花飞离花序,因此中部花的首次受访率较高,最后受访率较低,而上部花的最后受访率较高,首次受访率较低;(3)两年间,给上部花补授异株花粉后,结籽率、种子质量均明显提高,给上部花补授异株花粉的同时去除中下部花后,座果率、结籽率和种子质量也明显增加;而这两种处理间的座果率、结籽率和种子质量无明显变化。这表明,蒙古沙冬青自然情况下上部花座果率、结籽率和种子质量较低的主要原因是,花序内传粉者定向运动而非资源限制是造成上部花缺乏异花花粉。这种情况下,增加对上部花雄性功能的投入是蒙古沙冬青维持传粉成功的适应策略。 展开更多
关键词 AMMOPIPTANTHUS mongolicus 性分配 传粉者 定向运动 异花花粉 繁殖成功
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