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-...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.展开更多
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...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.展开更多
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 ...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.展开更多
在船舶设计过程中经常会出现随机新设计任务,为船舶设计任务调度方案的制订带来一定的困难。基于反向传播(Back Propagation, BP)算法,引入动量-自适应学习率反向传播(Momentum and Self-Adaptive Learning Rate Back Propagation, MSBP...在船舶设计过程中经常会出现随机新设计任务,为船舶设计任务调度方案的制订带来一定的困难。基于反向传播(Back Propagation, BP)算法,引入动量-自适应学习率反向传播(Momentum and Self-Adaptive Learning Rate Back Propagation, MSBP)算法预测随机新设计任务是否可加入制订的船舶设计任务调度方案,以解决扰动情况下的船舶设计任务动态调度(Dynamic Scheduling of Ship Design Tasks, DSSDT)问题。为减小求解空间和训练难度,选择对调度结果具有重大影响的属性作为MSBP算法的特征值。基于抽取的特征值构建MSBP算法模型,并采用大量数据完成对模型的训练。对比试验结果表明,MSBP算法的准确性优于未改进的BP算法,某项随机新设计任务的可调度性与其优先级最为密切。展开更多
文摘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.
基金supported by the Fundamental Research Funds for the Central Universitiesthe National Natural Science Foundation of China(Grant Nos.11374008,11374238,11374239,and 11534008)
文摘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.
基金the Natural Science Foundation of China (No. 30070211).
文摘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.
