Search results for: spectrum trading
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1606

Search results for: spectrum trading

1516 Predicting Relative Performance of Sector Exchange Traded Funds Using Machine Learning

Authors: Jun Wang, Ge Zhang

Abstract:

Machine learning has been used in many areas today. It thrives at reviewing large volumes of data and identifying patterns and trends that might not be apparent to a human. Given the huge potential benefit and the amount of data available in the financial market, it is not surprising to see machine learning applied to various financial products. While future prices of financial securities are extremely difficult to forecast, we study them from a different angle. Instead of trying to forecast future prices, we apply machine learning algorithms to predict the direction of future price movement, in particular, whether a sector Exchange Traded Fund (ETF) would outperform or underperform the market in the next week or in the next month. We apply several machine learning algorithms for this prediction. The algorithms are Linear Discriminant Analysis (LDA), k-Nearest Neighbors (KNN), Decision Tree (DT), Gaussian Naive Bayes (GNB), and Neural Networks (NN). We show that these machine learning algorithms, most notably GNB and NN, have some predictive power in forecasting out-performance and under-performance out of sample. We also try to explore whether it is possible to utilize the predictions from these algorithms to outperform the buy-and-hold strategy of the S&P 500 index. The trading strategy to explore out-performance predictions does not perform very well, but the trading strategy to explore under-performance predictions can earn higher returns than simply holding the S&P 500 index out of sample.

Keywords: machine learning, ETF prediction, dynamic trading, asset allocation

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1515 The Impact of Trading Switch on Price and Liquidity

Authors: Bel Abed Ines Mariem

Abstract:

Different stock markets keep changing their exchange structure for the only purpose of improving the functioning of their markets. This paper investigates the effects of the transfer from one trading category to another in the Tunisian Stock Exchange on market price and liquidity. The sample consists of 40 securities transferred from call auction to continuous auction and conversely during the period between 2004 and 2013. The methodology used is the event study. Empirical results show an interesting phenomenon observed; stocks transferred to the call system have experienced an improvement on their price and liquidity especially for less liquid ones. However, price and liquidity for stocks transferred from call system to continuous system have decreased.

Keywords: microstructure, call auction, continuous auction, price, liquidity and event study

Procedia PDF Downloads 356
1514 Robust and Transparent Spread Spectrum Audio Watermarking

Authors: Ali Akbar Attari, Ali Asghar Beheshti Shirazi

Abstract:

In this paper, we propose a blind and robust audio watermarking scheme based on spread spectrum in Discrete Wavelet Transform (DWT) domain. Watermarks are embedded in the low-frequency coefficients, which is less audible. The key idea is dividing the audio signal into small frames, and magnitude of the 6th level of DWT approximation coefficients is modifying based upon the Direct Sequence Spread Spectrum (DSSS) technique. Also, the psychoacoustic model for enhancing in imperceptibility, as well as Savitsky-Golay filter for increasing accuracy in extraction, is used. The experimental results illustrate high robustness against most common attacks, i.e. Gaussian noise addition, Low pass filter, Resampling, Requantizing, MP3 compression, without significant perceptual distortion (ODG is higher than -1). The proposed scheme has about 83 bps data payload.

Keywords: audio watermarking, spread spectrum, discrete wavelet transform, psychoacoustic, Savitsky-Golay filter

Procedia PDF Downloads 171
1513 Interaction between Mutual Fund Performance and Portfolio Turnover

Authors: Sheng-Ching Wu

Abstract:

This paper examines the interaction between mutual fund performance and portfolio turnover. Active trading could affect fund performance, but underperforming funds could also be traded actively at the same time to perform well. Therefore, we used two-stage least squares to address with simultaneity. The results indicate that funds with higher portfolio turnovers exhibit inferior performance compared with funds having lower turnovers. Moreover, funds with poor performance exhibit higher portfolio turnover. The findings support the assumptions that active trading erodes performance, and that fund managers with poor performance attempt to trade actively to retain employment.

Keywords: mutual funds, portfolio turnover, simultaneity, two-stage least squares

Procedia PDF Downloads 407
1512 The Effect of Green Power Trading Mechanism on Interregional Power Generation and Transmission in China

Authors: Yan-Shen Yang, Bai-Chen Xie

Abstract:

Background and significance of the study: Both green power trading schemes and interregional power transmission are effective ways to increase green power absorption and achieve renewable power development goals. China accelerates the construction of interregional power transmission lines and the green power market. A critical issue focusing on the close interaction between these two approaches arises, which can heavily affect the green power quota allocation and renewable power development. Existing studies have not discussed this issue adequately, so it is urgent to figure out their relationship to achieve a suitable power market design and a more reasonable power grid construction.Basic methodologies: We develop an equilibrium model of the power market in China to analyze the coupling effect of these two approaches as well as their influence on power generation and interregional transmission in China. Our model considers both the Tradable green certificate (TGC) and green power market, which consists of producers, consumers in the market, and an independent system operator (ISO) minimizing the total system cost. Our equilibrium model includes the decision optimization process of each participant. To reformulate the models presented as a single-level one, we replace the producer, consumer, ISO, and market equilibrium problems with their Karush-Kuhn-Tucker (KKT) conditions, which is further reformulated as a mixed-integer linear programming (MILP) and solved in Gurobi solver. Major findings: The result shows that: (1) the green power market can significantly promote renewable power absorption while the TGC market provides a more flexible way for green power trading. (2) The phenomena of inefficient occupation and no available transmission lines appear simultaneously. The existing interregional transmission lines cannot fully meet the demand for wind and solar PV power trading in some areas while the situation is vice versa in other areas. (3) Synchronous implementation of green power and TGC trading mechanism can benefit the development of green power as well as interregional power transmission. (4) The green power transaction exacerbates the unfair distribution of carbon emissions. The Carbon Gini Coefficient is up to 0.323 under the green power market which shows a high Carbon inequality. The eastern coastal region will benefit the most due to its huge demand for external power.

Keywords: green power market, tradable green certificate, interregional power transmission, power market equilibrium model

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1511 Game-Theory-Based on Downlink Spectrum Allocation in Two-Tier Networks

Authors: Yu Zhang, Ye Tian, Fang Ye Yixuan Kang

Abstract:

The capacity of conventional cellular networks has reached its upper bound and it can be well handled by introducing femtocells with low-cost and easy-to-deploy. Spectrum interference issue becomes more critical in peace with the value-added multimedia services growing up increasingly in two-tier cellular networks. Spectrum allocation is one of effective methods in interference mitigation technology. This paper proposes a game-theory-based on OFDMA downlink spectrum allocation aiming at reducing co-channel interference in two-tier femtocell networks. The framework is formulated as a non-cooperative game, wherein the femto base stations are players and frequency channels available are strategies. The scheme takes full account of competitive behavior and fairness among stations. In addition, the utility function reflects the interference from the standpoint of channels essentially. This work focuses on co-channel interference and puts forward a negative logarithm interference function on distance weight ratio aiming at suppressing co-channel interference in the same layer network. This scenario is more suitable for actual network deployment and the system possesses high robustness. According to the proposed mechanism, interference exists only when players employ the same channel for data communication. This paper focuses on implementing spectrum allocation in a distributed fashion. Numerical results show that signal to interference and noise ratio can be obviously improved through the spectrum allocation scheme and the users quality of service in downlink can be satisfied. Besides, the average spectrum efficiency in cellular network can be significantly promoted as simulations results shown.

Keywords: femtocell networks, game theory, interference mitigation, spectrum allocation

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1510 A Comparative Synopsis of the Enforcement of Market Abuse Prohibition in Australia and South Africa

Authors: Howard Chitimira

Abstract:

In Australia, the market abuse prohibition is generally well accepted by the investing and non-investing public as well as by the government. This co-operative and co-ordinated approach on the part of all the relevant stakeholders has to date given rise to an increased awareness and commendable combating of market abuse activities in the Australian corporations, companies, and securities markets. It is against this background that this article seeks to comparatively explore the general enforcement approaches that are employed to combat market abuse (insider trading and market manipulation) activity in Australia and South Africa. In relation to this, the role of selected enforcement authorities and possible enforcement methods which may be learnt from both the Australian and South African experiences will be isolated where necessary for consideration by such authorities, especially, in the South African market abuse regulatory framework.

Keywords: insider trading, market abuse, market manipulation, regulation

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1509 Local Spectrum Feature Extraction for Face Recognition

Authors: Muhammad Imran Ahmad, Ruzelita Ngadiran, Mohd Nazrin Md Isa, Nor Ashidi Mat Isa, Mohd ZaizuIlyas, Raja Abdullah Raja Ahmad, Said Amirul Anwar Ab Hamid, Muzammil Jusoh

Abstract:

This paper presents two technique, local feature extraction using image spectrum and low frequency spectrum modelling using GMM to capture the underlying statistical information to improve the performance of face recognition system. Local spectrum features are extracted using overlap sub block window that are mapping on the face image. For each of this block, spatial domain is transformed to frequency domain using DFT. A low frequency coefficient is preserved by discarding high frequency coefficients by applying rectangular mask on the spectrum of the facial image. Low frequency information is non Gaussian in the feature space and by using combination of several Gaussian function that has different statistical properties, the best feature representation can be model using probability density function. The recognition process is performed using maximum likelihood value computed using pre-calculate GMM components. The method is tested using FERET data sets and is able to achieved 92% recognition rates.

Keywords: local features modelling, face recognition system, Gaussian mixture models, Feret

Procedia PDF Downloads 632
1508 Prediction of Rotating Machines with Rolling Element Bearings and Its Components Deterioration

Authors: Marimuthu Gurusamy

Abstract:

In vibration analysis (with accelerometers) of rotating machines with rolling element bearing, the customers are interested to know the failure of the machine well in advance to plan the spare inventory and maintenance. But in real world most of the machines fails before the prediction of vibration analyst or Expert analysis software. Presently the prediction of failure is based on ISO 10816 vibration limits only. But this is not enough to monitor the failure of machines well in advance. Because more than 50% of the machines will fail even the vibration readings are within acceptable zone as per ISO 10816.Hence it requires further detail analysis and different techniques to predict the failure well in advance. In vibration Analysis, the velocity spectrum is used to analyse the root cause of the mechanical problems like unbalance, misalignment and looseness etc. The envelope spectrum are used to analyse the bearing frequency components, hence the failure in inner race, outer race and rolling elements are identified. But so far there is no correlation made between these two concepts. The author used both velocity spectrum and Envelope spectrum to analyse the machine behaviour and bearing condition to correlated the changes in dynamic load (by unbalance, misalignment and looseness etc.) and effect of impact on the bearing. Hence we could able to predict the expected life of the machine and bearings in the rotating equipment (with rolling element bearings). Also we used process parameters like temperature, flow and pressure to correlate with flow induced vibration and load variations, when abnormal vibration occurs due to changes in process parameters. Hence by correlation of velocity spectrum, envelope spectrum and process data with 20 years of experience in vibration analysis, the author could able to predict the rotating Equipment and its component’s deterioration and expected duration for maintenance.

Keywords: vibration analysis, velocity spectrum, envelope spectrum, prediction of deterioration

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1507 Effect of Early Therapeutic Intervention for the Children with Autism Spectrum Disorders: A Quasi Experimental Design

Authors: Sultana Razia

Abstract:

The purpose of this study was to investigate the effect of early therapeutic intervention on children with an autism spectrum disorder. Participants were 140 children with autism spectrum disorder from Autism Corner in a selected rehabilitation center of Bangladesh. This study included children who are at aged of 18-month to 36-month and who were taking occupational therapy and speech and language therapy from the autism center. They were primarily screened using M-CHAT; however, children with other physical disabilities or medical conditions were excluded. 3-months interventions of 6 sessions per week are a minimum of 45-minutes long per session, one to one interaction followed by parent-led structured home-based therapy were provided. The results indicated that early intensive therapeutic intervention improves understanding, social skills and sensory skills. It can be concluded that therapeutic early intervention has a positive effect on diminishing symptoms of Autism Spectrum Disorder.

Keywords: autism, m-chat, reciprocal social behavior, CRP

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1506 A Chronological and Comparative Examination of Traditional American Post-Secondary Institutions of Higher Learning Delivery of Instruction for College Students with Autism Spectrum Disorders

Authors: Shannon Melideo

Abstract:

Post-secondary schools that provide specialized instruction for college students with special needs have been in existence for some time in the United States of America. Whether students experience learning disabilities, visual impairments, physical limitations, Autism Spectrum Disorders or any other issue that impacts their learning are able to attend universities that intentionally cater to their needs. While this selection of post-secondary education may be preferred by some students, other have sought a different experience. Over the last ten years, the number of students with Autism Spectrum Disorders (ASD) attending traditional universities in the United States of America has increased significantly. Students with ASD tend to select smaller, private institutions that appear to offer more personal attention and services. This paper will examine how traditional American universities are preparing for this relatively new group of students in their college classrooms. This paper will provide a brief historical timeline of access to university instruction for students with Autism Spectrum Disorders, and how and if students with ASD are received in colleges around the globe, and best research supported practices for success.

Keywords: autism spectrum disorders, access to learning, university instruction, accommodations

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1505 Spectral Analysis Approaches for Simultaneous Determination of Binary Mixtures with Overlapping Spectra: An Application on Pseudoephedrine Sulphate and Loratadine

Authors: Sara El-Hanboushy, Hayam Lotfy, Yasmin Fayez, Engy Shokry, Mohammed Abdelkawy

Abstract:

Simple, specific, accurate and precise spectrophotometric methods are developed and validated for simultaneous determination of pseudoephedrine sulphate (PSE) and loratadine (LOR) in combined dosage form based on spectral analysis technique. Pseudoephedrine (PSE) in binary mixture could be analyzed either by using its resolved zero order absorption spectrum at its λ max 256.8 nm after subtraction of LOR spectrum or in presence of LOR spectrum by absorption correction method at 256.8 nm, dual wavelength (DWL) method at 254nm and 273nm, induced dual wavelength (IDWL) method at 256nm and 272nm and ratio difference (RD) method at 256nm and 262 nm. Loratadine (LOR) in the mixture could be analyzed directly at 280nm without any interference of PSE spectrum or at 250 nm using its recovered zero order absorption spectrum using constant multiplication(CM).In addition, simultaneous determination for PSE and LOR in their mixture could be applied by induced amplitude modulation method (IAM) coupled with amplitude multiplication (PM).

Keywords: dual wavelength (DW), induced amplitude modulation method (IAM) coupled with amplitude multiplication (PM), loratadine, pseudoephedrine sulphate, ratio difference (RD)

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1504 Robot-Assisted Therapy for Autism Spectrum Disorder: Evaluating the Impact of NAO Robot on Social and Language Skills

Authors: M. Aguilar, D. L. Araujo, A. L. Avendaño, D. C. Flores, I. Lascurain, R. A. Molina, M. Romero

Abstract:

This work presents an application of social robotics, specifically the use of a NAO Robot as a tool for therapists in the treatment of Autism Spectrum Disorder (ASD). According to this, therapies approved by specialist psychologists have been developed and implemented, focusing on creating a triangulation between the robot, the child, and the therapist, aiming to improve their social and language skills, as well as communication skills and joint attention. In addition, quantitative and qualitative analysis tools have been developed and applied to prove the acceptance and the impact of the robot in the treatment of ASD.

Keywords: autism spectrum disorder, NAO robot, social and language skills, therapy

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1503 Ecological Systems Theory, the SCERTS Model, and the Autism Spectrum, Node and Nexus

Authors: C. Surmei

Abstract:

Autism Spectrum Disorder (ASD) is a complex developmental disorder that can affect an individual’s (but is not limited to) cognitive development, emotional development, language acquisition and the capability to relate to others. Ecological Systems Theory is a sociocultural theory that focuses on environmental systems with which an individual interacts. The SCERTS Model is an educational approach and multidisciplinary framework that addresses the challenges confronted by individuals on the autism spectrum and other developmental disabilities. To aid the understanding of ASD and educational philosophies for families, educators, and the global community alike, a Comparative Analysis was undertaken to examine key variables (the child, society, education, nurture/care, relationships, communication). The results indicated that the Ecological Systems Theory and the SCERTS Model were comparable in focus, motivation, and application, attaining to a viable and notable relationship between both theories. This paper unpacks two child development philosophies and their relationship to each other.

Keywords: autism spectrum disorder, ecological systems theory, education, SCERTS model

Procedia PDF Downloads 539
1502 MCDM Spectrum Handover Models for Cognitive Wireless Networks

Authors: Cesar Hernández, Diego Giral, Fernando Santa

Abstract:

The spectral handoff is important in cognitive wireless networks to ensure an adequate quality of service and performance for secondary user communications. This work proposes a benchmarking of performance of the three spectrum handoff models: VIKOR, SAW and MEW. Four evaluation metrics are used. These metrics are, accumulative average of failed handoffs, accumulative average of handoffs performed, accumulative average of transmission bandwidth and, accumulative average of the transmission delay. As a difference with related work, the performance of the three spectrum handoff models was validated with captured data of spectral occupancy in experiments realized at the GSM frequency band (824 MHz-849 MHz). These data represent the actual behavior of the licensed users for this wireless frequency band. The results of the comparative show that VIKOR Algorithm provides 15.8% performance improvement compared to a SAW Algorithm and, 12.1% better than the MEW Algorithm.

Keywords: cognitive radio, decision making, MEW, SAW, spectrum handoff, VIKOR

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1501 Analyzing Initial Efficacy of Animal Assisted Therapy for Autism Spectrum Disorders: A Case Study

Authors: Georgitta Joseph Valiyamattam

Abstract:

Autism spectrum disorders (ASD) are a growing phenomenon in India with over 10 million cases being recorded. Children with various levels and forms of ASD can be a major challenge both within the context of regular or special schooling. According to statistics by the Centers for Disease Control and Prevention (CDC), one in every 88 children today is born with autism spectrum disorder (ASD) against a ratio of one in 110 few years back. The growing number of children with autism spectrum disorders places greater demands on health services and necessitates the roping in of non-traditional modes of treatment to complement or even substitute traditional health care methods when possible. Research evidence, particularly from Western countries, as also some parts of Asia, suggests that animal-assisted therapy, or zootherapy, may be used as an effective individual or complementary therapeutic tool for increasing overall wellbeing and quality of life among children with Autism spectrum disorders. The paper through a case-study format seeks to evaluate the efficacy (initial stage) of animal assisted therapy (canine-therapy with visiting dog: breed-Golden retriever), as a non-conventional treatment modality for improving cognitive functioning and managing the behavioral and psychological symptoms of Autism Spectrum Disorders. As a pilot study forming the basis for subsequent larger application of AAT, it analyses areas of efficacy as also the challenges faced, both with regard to the mode of therapy, as also particular to the Indian setting.

Keywords: animal assisted therapy, autism, canine therapy, analyzing initial efficacy

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1500 Spatially Encoded Hyperspectral Compressive Microscope for Broadband VIS/NIR Imaging

Authors: Lukáš Klein, Karel Žídek

Abstract:

Hyperspectral imaging counts among the most frequently used multidimensional sensing methods. While there are many approaches to capturing a hyperspectral data cube, optical compression is emerging as a valuable tool to reduce the setup complexity and the amount of data storage needed. Hyperspectral compressive imagers have been created in the past; however, they have primarily focused on relatively narrow sections of the electromagnetic spectrum. A broader spectral study of samples can provide helpful information, especially for applications involving the harmonic generation and advanced material characterizations. We demonstrate a broadband hyperspectral microscope based on the single-pixel camera principle. Captured spatially encoded data are processed to reconstruct a hyperspectral cube in a combined visible and near-infrared spectrum (from 400 to 2500 nm). Hyperspectral cubes can be reconstructed with a spectral resolution of up to 3 nm and spatial resolution of up to 7 µm (subject to diffraction) with a high compressive ratio.

Keywords: compressive imaging, hyperspectral imaging, near-infrared spectrum, single-pixel camera, visible spectrum

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1499 Prediction of Heavy-Weight Impact Noise and Vibration of Floating Floor Using Modified Impact Spectrum

Authors: Ju-Hyung Kim, Dae-Ho Mun, Hong-Gun Park

Abstract:

When an impact is applied to a floating floor, noise and vibration response of high-frequency range is reduced effectively, while amplifies the response at low-frequency range. This means floating floor can make worse noise condition when heavy-weight impact is applied. The amplified response is the result of interaction between finishing layer (mortar plate) and concrete slab. Because an impact force is not directly delivered to concrete slab, the impact force waveform or spectrum can be changed. In this paper, the changed impact spectrum was derived from several floating floor vibration tests. Based on the measured data, numerical modeling can describe the floating floor response, especially at low-frequency range. As a result, heavy-weight impact noise can be predicted using modified impact spectrum.

Keywords: floating floor, heavy-weight impact, prediction, vibration

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1498 Implementation of Real-Time Multiple Sound Source Localization and Separation

Authors: Jeng-Shin Sheu, Qi-Xun Zheng

Abstract:

This paper mainly discusses a method of separating speech when using a microphone array without knowing the number and direction of sound sources. In recent years, there have been many studies on the method of separating signals by using masking, but most of the separation methods must be operated under the condition of a known number of sound sources. Such methods cannot be used for real-time applications. In our method, this paper uses Circular-Integrated-Cross-Spectrum to estimate the statistical histogram distribution of the direction of arrival (DOA) to obtain the number of sound sources and sound in the mixed-signal Source direction. In calculating the relevant parameters of the ring integrated cross-spectrum, the phase (Phase of the Cross-Power Spectrum) and phase rotation factors (Phase Rotation Factors) calculated by the cross power spectrum of each microphone pair are used. In the part of separating speech, it uses the DOA weighting and shielding separation method to calculate the sound source direction (DOA) according to each T-F unit (time-frequency point). The weight corresponding to each T-F unit can be used to strengthen the intensity of each sound source from the T-F unit and reduce the influence of the remaining sound sources, thereby achieving voice separation.

Keywords: real-time, spectrum analysis, sound source localization, sound source separation

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1497 Blockchain for the Monitoring and Reporting of Carbon Emission Trading: A Case Study on Its Possible Implementation in the Danish Energy Industry

Authors: Nkechi V. Osuji

Abstract:

The use of blockchain to address the issue of climate change is increasingly a discourse among countries, industries, and stakeholders. For a long time, the European Union (EU) has been combating the issue of climate action in industries through sustainability programs. One of such programs is the EU monitoring reporting and verification (MRV) program of the EU ETS. However, the system has some key challenges and areas for improvement, which makes it inefficient. The main objective of the research is to look at how blockchain can be used to improve the inefficiency of the EU ETS program for the Danish energy industry with a focus on its monitoring and reporting framework. Applying empirical data from 13 semi-structured expert interviews, three case studies, and literature reviews, three outcomes are presented in the study. The first is on the current conditions and challenges of monitoring and reporting CO₂ emission trading. The second is putting into consideration if blockchain is the right fit to solve these challenges and how. The third stage looks at the factors that might affect the implementation of such a system and provides recommendations to mitigate these challenges. The first stage of the findings reveals that the monitoring and reporting of CO₂ emissions is a mandatory requirement by law for all energy operators under the EU ETS program. However, most energy operators are non-compliant with the program in reality, which creates a gap and causes challenges in the monitoring and reporting of CO₂ emission trading. Other challenges the study found out are the lack of transparency, lack of standardization in CO₂ accounting, and the issue of double-counting in the current system. The second stage of the research was guided by three case studies and requirement engineering (RE) to explore these identified challenges and if blockchain is the right fit to address them. This stage of the research addressed the main research question: how can blockchain be used for monitoring and reporting CO₂ emission trading in the energy industry. Through analysis of the study data, the researcher developed a conceptual private permissioned Hyperledger blockchain and elucidated on how it can address the identified challenges. Particularly, the smart contract of blockchain was highlighted as a key feature. This is because of its ability to automate, be immutable, and digitally enforce negotiations without a middleman. These characteristics are unique in solving the issue of compliance, transparency, standardization, and double counting identified. The third stage of the research presents technological constraints and a high level of stakeholder collaboration as major factors that might affect the implementation of the proposed system. The proposed conceptual model requires high-level integration with other technologies such as the Internet of Things (IoT) and machine learning. Therefore, the study encourages future research in these areas. This is because blockchain is continually evolving its technology capabilities. As such, it remains a topic of interest in research and development for addressing climate change. Such a study is a good contribution to creating sustainable practices to solve the global climate issue.

Keywords: blockchain, carbon emission trading, European Union emission trading system, monitoring and reporting

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1496 Heterogeneity, Asymmetry and Extreme Risk Perception; Dynamic Evolution Detection From Implied Risk Neutral Density

Authors: Abderrahmen Aloulou, Younes Boujelbene

Abstract:

The current paper displays a new method of extracting information content from options prices by eliminating biases caused by daily variation of contract maturity. Based on Kernel regression tool, this non-parametric technique serves to obtain a spectrum of interpolated options with constant maturity horizons from negotiated optional contracts on the S&P TSX 60 index. This method makes it plausible to compare daily risk neutral densities from which extracting time continuous indicators allows the detection traders attitudes’ evolution, such as, belief homogeneity, asymmetry and extreme Risk Perception. Our findings indicate that the applied method contribute to develop effective trading strategies and to adjust monetary policies through controlling trader’s reactions to economic and monetary news.

Keywords: risk neutral densities, kernel, constant maturity horizons, homogeneity, asymmetry and extreme risk perception

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1495 Deep Reinforcement Learning Approach for Trading Automation in The Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

The design of adaptive systems that take advantage of financial markets while reducing the risk can bring more stagnant wealth into the global market. However, most efforts made to generate successful deals in trading financial assets rely on Supervised Learning (SL), which suffered from various limitations. Deep Reinforcement Learning (DRL) offers to solve these drawbacks of SL approaches by combining the financial assets price "prediction" step and the "allocation" step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. In this paper, a continuous action space approach is adopted to give the trading agent the ability to gradually adjust the portfolio's positions with each time step (dynamically re-allocate investments), resulting in better agent-environment interaction and faster convergence of the learning process. In addition, the approach supports the managing of a portfolio with several assets instead of a single one. This work represents a novel DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem, or what is referred to as The Agent Environment as Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. More specifically, we design an environment that simulates the real-world trading process by augmenting the state representation with ten different technical indicators and sentiment analysis of news articles for each stock. We then solve the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, which can learn policies in high-dimensional and continuous action spaces like those typically found in the stock market environment. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of deep reinforcement learning in financial markets over other types of machine learning such as supervised learning and proves its credibility and advantages of strategic decision-making.

Keywords: the stock market, deep reinforcement learning, MDP, twin delayed deep deterministic policy gradient, sentiment analysis, technical indicators, autonomous agent

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1494 Prediction of Dubai Financial Market Stocks Movement Using K-Nearest Neighbor and Support Vector Regression

Authors: Abdulla D. Alblooshi

Abstract:

The stock market is a representation of human behavior and psychology, such as fear, greed, and discipline. Those are manifested in the form of price movements during the trading sessions. Therefore, predicting the stock movement and prices is a challenging effort. However, those trading sessions produce a large amount of data that can be utilized to train an AI agent for the purpose of predicting the stock movement. Predicting the stock market price action will be advantageous. In this paper, the stock movement data of three DFM listed stocks are studied using historical price movements and technical indicators value and used to train an agent using KNN and SVM methods to predict the future price movement. MATLAB Toolbox and a simple script is written to process and classify the information and output the prediction. It will also compare the different learning methods and parameters s using metrics like RMSE, MAE, and R².

Keywords: KNN, ANN, style, SVM, stocks, technical indicators, RSI, MACD, moving averages, RMSE, MAE

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1493 A Survey on Traditional Mac Layer Protocols in Cognitive Wireless Mesh Networks

Authors: Anusha M., V. Srikanth

Abstract:

Maximizing spectrum usage and numerous applications of the wireless communication networks have forced to a high interest of available spectrum. Cognitive Radio control its receiver and transmitter features exactly so that they can utilize the vacant approved spectrum without impacting the functionality of the principal licensed users. The Use of various channels assists to address interferences thereby improves the whole network efficiency. The MAC protocol in cognitive radio network explains the spectrum usage by interacting with multiple channels among the users. In this paper we studied about the architecture of cognitive wireless mesh network and traditional TDMA dependent MAC method to allocate channels dynamically. The majority of the MAC protocols suggested in the research are operated on Common-Control-Channel (CCC) to handle the services between Cognitive Radio secondary users. In this paper, an extensive study of Multi-Channel Multi-Radios or frequency range channel allotment and continually synchronized TDMA scheduling are shown in summarized way.

Keywords: TDMA, MAC, multi-channel, multi-radio, WMN’S, cognitive radios

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1492 Controlled Shock Response Spectrum Test on Spacecraft Subsystem Using Electrodynamic Shaker

Authors: M. Madheswaran, A. R. Prashant, S. Ramakrishna, V. Ramesh Naidu, P. Govindan, P. Aravindakshan

Abstract:

Shock Response spectrum (SRS) tests are one of the tests that are conducted on some critical systems of spacecraft as part of environmental testing. The SRS tests are conducted to simulate the pyro shocks that occur during launch phases as well as during deployment of spacecraft appendages. Some of the methods to carryout SRS tests are pyro technique method, impact hammer method, drop shock method and using electro dynamic shakers. The pyro technique, impact hammer and drop shock methods are open loop tests, whereas SRS testing using electrodynamic shaker is a controlled closed loop test. SRS testing using electrodynamic shaker offers various advantages such as simple test set up, better controllability and repeatability. However, it is important to devise a a proper test methodology so that safety of the electro dynamic shaker and that of test specimen are not compromised. This paper discusses the challenges that are involved in conducting SRS tests, shaker validation and the necessary precautions to be considered. Approach involved in choosing various test parameters like synthesis waveform, spectrum convergence level, etc., are discussed. A case study of SRS test conducted on an optical payload of Indian Geo stationary spacecraft is presented.

Keywords: maxi-max spectrum, SRS (shock response spectrum), SDOf (single degree of freedom), wavelet synthesis

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1491 Effect of Early Therapeutic Intervention for the Children With Autism Spectrum Disorders: A Quasi Experimental Design

Authors: Sultana Razia

Abstract:

The purpose of this study was to investigate the effect of early therapeutic intervention for the children with autism spectrum disorder. Participants were 63 children with autism spectrum disorder from Autism Corner in a selected rehabilitation center of Bangladesh. The hypothesis of the study was that participants would demonstrate significant improvement in social skills, speech and sensory skills following a 3-month intensive therapeutic protocol. This study included children who are at age of 18-month to 36-month and who were taking occupational therapy and speech and language therapy from the autism center. They were primarily screened using M-CHAT; however, children with other physical disability or medical conditions excluded. 3-months interventions of 6 sessions per week are a minimum of 45-minutes long per session, one to one interaction followed by parent-led structured home-based therapy was provided. The results indicated that early intensive therapeutic intervention improve understanding, social skills and sensory skills. It can be concluded that therapeutic early intervention a positive effect on Autism Spectrum Disorder.

Keywords: M-CHAT, ASD, sensory cheeklist, OT

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1490 Multichannel Scheme under Fairness Environment for Cognitive Radio Networks

Authors: Hans Marquez Ramos, Cesar Hernandez, Ingrid Páez

Abstract:

This paper develops a multiple channel assignment model, which allows to take advantage in most efficient way, spectrum opportunities in cognitive radio networks. Developed scheme allows make several available and frequency adjacent channel assignments, which require a bigger wide band, under an equality environment. The hybrid assignment model it is made by to algorithms, one who makes the ranking and select available frequency channels and the other one in charge of establishing an equality criteria, in order to not restrict spectrum opportunities for all other secondary users who wish to make transmissions. Measurements made were done for average bandwidth, average delay, as well fairness computation for several channel assignment. Reached results were evaluated with experimental spectrum occupational data from GSM frequency band captured. Developed model, shows evidence of improvement in spectrum opportunity use and a wider average transmit bandwidth for each secondary user, maintaining equality criteria in channel assignment.

Keywords: bandwidth, fairness, multichannel, secondary users

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1489 Vietnamese Trade Ceramics from the 14th Century to the 17th Century through Materials

Authors: Ngo the Bach

Abstract:

Vietnam is one of not many Asian countries that have a long-standing and famous tradition of pottery production. Vietnam is also one of three countries including China, Vietnam, and Japan developed strongly the export of ceramics to other countries. In recent decades, the studies of Vietnamese and foreign scholars on Vietnamese trade ceramics as well as Vietnamese foreign trade was initially recorded. The aim of this article is to introduce an overview of the findings situation and research results; the development of Vietnam ceramics and the Vietnamese history of maritime trade with Asian ceramics from the 14th century to the 17th century. Given that, the author systematized materials; carried out the synthetic and analysis for research results of Vietnamese and foreign researchers until now on Vietnamese export ceramics on the basis of the historical sources, archaeological findings discovered from relics in the tombs, relics of residence, relics of trading port inland, and the ancient shipwreck sank in the Asian countries.

Keywords: Vietnamese ceramics, trading, maritime, international

Procedia PDF Downloads 236
1488 Inversely Designed Chipless Radio Frequency Identification (RFID) Tags Using Deep Learning

Authors: Madhawa Basnayaka, Jouni Paltakari

Abstract:

Fully passive backscattering chipless RFID tags are an emerging wireless technology with low cost, higher reading distance, and fast automatic identification without human interference, unlike already available technologies like optical barcodes. The design optimization of chipless RFID tags is crucial as it requires replacing integrated chips found in conventional RFID tags with printed geometric designs. These designs enable data encoding and decoding through backscattered electromagnetic (EM) signatures. The applications of chipless RFID tags have been limited due to the constraints of data encoding capacity and the ability to design accurate yet efficient configurations. The traditional approach to accomplishing design parameters for a desired EM response involves iterative adjustment of design parameters and simulating until the desired EM spectrum is achieved. However, traditional numerical simulation methods encounter limitations in optimizing design parameters efficiently due to the speed and resource consumption. In this work, a deep learning neural network (DNN) is utilized to establish a correlation between the EM spectrum and the dimensional parameters of nested centric rings, specifically square and octagonal. The proposed bi-directional DNN has two simultaneously running neural networks, namely spectrum prediction and design parameters prediction. First, spectrum prediction DNN was trained to minimize mean square error (MSE). After the training process was completed, the spectrum prediction DNN was able to accurately predict the EM spectrum according to the input design parameters within a few seconds. Then, the trained spectrum prediction DNN was connected to the design parameters prediction DNN and trained two networks simultaneously. For the first time in chipless tag design, design parameters were predicted accurately after training bi-directional DNN for a desired EM spectrum. The model was evaluated using a randomly generated spectrum and the tag was manufactured using the predicted geometrical parameters. The manufactured tags were successfully tested in the laboratory. The amount of iterative computer simulations has been significantly decreased by this approach. Therefore, highly efficient but ultrafast bi-directional DNN models allow rapid and complicated chipless RFID tag designs.

Keywords: artificial intelligence, chipless RFID, deep learning, machine learning

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1487 Amorphous Silicon-Based PINIP Structure for Human-Like Photosensor

Authors: Sheng-Chuan Hsu

Abstract:

Because the existing structure of ambient light sensor is most silicon photodiode device, it is extremely sensitive in the red and infrared regions. Even though the IR-Cut filter had added, it still cannot completely eliminate the influence of infrared light, and the spectral response of infrared light was stronger than that of the human eyes. Therefore, it is not able to present the vision spectrum of the human eye reacts with the ambient light. Then it needs to consider that the human eye feels the spectra that show significant differences between light and dark place. Consequently, in practical applications, we must create and develop advanced device of human-like photosensor which can solve these problems of ambient light sensor and let cognitive lighting system to provide suitable light to achieve the goals of vision spectrum of human eye and save energy.

Keywords: ambient light sensor, vision spectrum, cognitive lighting system, human eye

Procedia PDF Downloads 309