基于技术分析指标组合的程序化交易模型研究

程序化交易的兴起对技术分析方法的发展提供了新机遇,利用常见技术分析指标,建立基于指标组合的交易策略,并从统计分析角度讨论了交易策略的理论基础,最后通过实证分析验证了该策略的稳定表现和可观收益,以期为程序化交易模型研究提供新思路.

如何培养学生形成“程序化”的计算习惯

本文从解读新课标对运算能力的要求入手,解释寻求合理简洁的运算途径的内涵,从运算技能形成的四个阶段阐述培养学生形成＂程序化＂的计算习惯的必要性,通过举例说明培养学生形成＂程序化＂的计算习惯的具体做法。

A Practice Guide of Software Aging Prediction in a Web Server Based on Machine Learning

In the past two decades, software aging has been studied by both academic and industry communities. Many scholars focused on analytical methods or time series to model software aging process. While machine learning has been shown as a very promising technique in application to forecast software state: normal or aging. In this paper, we proposed a method which can give practice guide to forecast software aging using machine learning algorithm. Firstly, we collected data from a running commercial web server and preprocessed these data. Secondly, feature selection algorithm was applied to find a subset of model parameters set. Thirdly, time series model was used to predict values of selected parameters in advance. Fourthly, some machine learning algorithms were used to model software aging process and to predict software aging. Fifthly, we used sensitivity analysis to analyze how heavily outcomes changed following input variables change. In the last, we applied our method to an IIS web server. Through analysis of the experiment results, we find that our proposed method can predict software aging in the early stage of system development life cycle.

Study on ReactiveAdsorption Desulfurization of Model Gasoline on Ni/ZnO-HY Adsorbent

The reactive adsorption desulfurization of model gasoline was carried out on Ni/ZnO-HY adsorbent.The Ni/ZnO-HY adsorbent was characterized by N2adsorption-desorption test(BET),X-ray diffractometry(XRD),and temperature-programmed reduction(TPR)analysis.The test results have demonstrated that HY-zeolite is a feasible support for Ni/ZnO components used in reactive adsorption desulfurization.The results of XRD and TPR analyses showed that most of nickel element was present as Ni2+species with only a small part existing as Ni3+species,and the Ni2+species had interactions with HY-zeolite.Under the conditions of this study,which specified a 50% ratio of HY-zeolite in the adsorbent,a Zn/Ni molar ratio of 10,and a reduction temperature of 400℃,the Ni/ZnO-HY adsorbent showed the best desulfurization performance.The sulfur capacity of Ni/ZnO-HY adsorbent could be recovered to 92.19% of the fresh one after being subjected to regeneration at 500℃,and could be maintained at 82.17% of the fresh one after 5 regeneration cycles.

Confidential Procedure Model：a Method for Quantifying Confidentiality Leakage

In this paper, we propose a theoretical-information Confidential Procedure Model (CPM) to quantify confidentiality (or information leakage). The advantages of the CPM model include the following: 1) confidentiality loss is formalized as a dynamic procedure, instead of a static function, and described via the "waterfall" diagram; 2) confidentiality loss is quantified in a relative manner, i.e., taken as a quantitative metric, the ratio of the conditional entropy being reserved after observing the entropy of the original full confidential information; 3) the optimal attacks including exhaustive attacks as well as all possible attacks that have (or have not even) been discovered, are taken into account when defining the novel concept of the confidential degree. To elucidate the proposed model, we analyze the information leakage in side-channel attacks and the anonymity of DC-net in a quantitative manner.

Development and Optimization of an Alternative Methodology for Detection of Milk Adulteration by Water

This paper presents a process which allows the determination of milk adulteration by water. Considering the limitations of the reference method （cryoscopy）, the proposed methodology matches electrical conductivity and cryoscopy index measurements. Based on statistical procedures, a linear descriptive model is achieved to quantify adulteration of milk with water. It is also shown that electrical conductivity measurements allow the detection of adulteration with water and sodium chloride.

Immune modelling and programming of a mobile robot demo

An artificial immune system was modelled with self/non-self selection to overcome abnormity in a mobile robot demo. The immune modelling includes the innate immune modelling and the adaptive immune modelling. The self/non-self selection includes detection and recognition, and the self/non-self detection is based on the normal model of the demo. After the detection, the non-self recognition is based on learning unknown non-self for the adaptive immunization. The learning was designed on the neural network or on the learning mechanism from examples. The last step is elimination of all the non-self and failover of the demo. The immunization of the mobile robot demo is programmed with Java to test effectiveness of the approach. Some worms infected the mobile robot demo, and caused the abnormity. The results of the immunization simulations show that the immune program can detect 100% worms, recognize all known Worms and most unknown worms, and eliminate the worms. Moreover, the damaged files of the mobile robot demo can all be repaired through the normal model and immunization. Therefore, the immune modelling of the mobile robot demo is effective and programmable in some anti-worms and abnormity detection applications.

Research on the Application Security Isolation Model

Typical isolation models are studied and a New Application Security Isolation model called NASI is proposed, which is based on trusted computing technology and least privilege principle. This paper introduces the design ideas of NASI, gives out formal description and safety analysis for the model, and finally describes the implementation of prototype system based on NASI.

A PENALTY FUNCTION METHOD FOR SOLVING ILL-POSED BILEVEL PROGRAMMING PROBLEM VIA WEIGHTED SUMMATION

For ill-posed bilevel programming problem,the optimistic solution is always the best decision for the upper level but it is not always the best choice for both levels if the authors consider the model's satisfactory degree in application.To acquire a more satisfying solution than the optimistic one to realize the two levels' most profits,this paper considers both levels' satisfactory degree and constructs a minimization problem of the two objective functions by weighted summation.Then,using the duality gap of the lower level as the penalty function,the authors transfer these two levels problem to a single one and propose a corresponding algorithm.Finally,the authors give an example to show a more satisfying solution than the optimistic solution can be achieved by this algorithm.

A modified PANS model for computations of unsteady turbulence cavitating flows

A modification to the PANS(partially averaged Navier-Stokes) model is proposed to simulate unsteady cavitating flows. In the model, the parameter fk is modified to vary as a function of the ratios between the water density and the mixture density in the local flows. The objective of this study is to validate the modified model and further understand the interaction between turbulence and cavitation around a Clark-Y hydrofoil. The comparisons between the numerical and experiment results show that the modified model can be improved to predict the cavity evolution, vortex shedding frequency and the lift force fluctuating in time fairly well, as it can effectively modulate the eddy viscosity in the cavitating region and various levels of physical turbulent fluctuations are resolved. In addition, from the computational results, it is proved that cavitation phenomenon physically influences the turbulent level, especially by the vortex shedding behaviors. Also, the mean u-velocity profiles demonstrate that the attached cavity thickness can alter the local turbulent shear layer.

On the Kahler-Ricci Flow on Projective Manifolds of General Type

This note concerns the global existence and convergence of the solution for Kahler-Ricci flow equation when the canonical class, Kx, is numerically effective and big. We clarify some known results regarding this flow on projective manifolds of general type and also show some new observations and refined results.

Bayesian Reliability Assessment and Degradation Modeling with Calibrations and Random Failure Threshold

A degradation model with a random failure threshold is presented for the assessment of reliability by the Bayesian approach. This model is different from others in that the degradation process is proceeding under pre-specified periodical calibrations. And here a random threshold distribution instead of a constant threshold which is difficult to determine in practice is used. The system reliability is defined as the probability that the degradation signals do not exceed the random threshold. Based on the posterior distribution estimates of degradation performance, two models for Bayesian reliability assessments are presented in terms of the degradation performance and the distribution of random failure threshold. The methods proposed in this paper are very useful and practical for multi-stage system with uncertain failure threshold. This study perfects the degradation modeling approaches and plays an important role in the remaining useful life estimation and maintenance decision making.