Search results for: Reinsurance strategy
646 Detection of Leaks in Water Mains Using Ground Penetrating Radar
Authors: Alaa Al Hawari, Mohammad Khader, Tarek Zayed, Osama Moselhi
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Ground Penetrating Radar (GPR) is one of the most effective electromagnetic techniques for non-destructive non-invasive subsurface features investigation. Water leak from pipelines is the most common undesirable reason of potable water losses. Rapid detection of such losses is going to enhance the use of the Water Distribution Networks (WDN) and decrease threatens associated with water mains leaks. In this study, GPR approach was developed to detect leaks by implementing an appropriate imaging analyzing strategy based on image refinement, reflection polarity and reflection amplitude that would ease the process of interpreting the collected raw radargram image.Keywords: Water Networks, Leakage, Water pipelines, Ground Penetrating Radar.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2301645 Some Aspects of Social Media Marketing (Georgian Case)
Authors: Nugzar Todua, Charita Jashi
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This paper is focusing on the attitude of Georgian consumers toward social media, influence of social media on consumer buying behavior. The purpose of this paper is to explore the usage of social media marketing for small business companies of Georgia. The result of marketing research has revealed that social webs are mostly used by Georgian consumers, but they have little impact on the buying decision. The research method was exploratory and descriptive. Conclusions summarize the research results and offers insight to provide better understandings of consumers demand and implementation of marketing strategy through social media in Georgia.
Keywords: Marketing Research, Purchasing behavior, Social Media Marketing, Small Business, Tourism Industry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2828644 A Strategy of Direct Power Control for PWM Rectifier Reducing Ripple in Instantaneous Power
Authors: T. Mohammed Chikouche, K. Hartani
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In order to solve the instantaneous power ripple and achieve better performance of direct power control (DPC) for a three-phase PWM rectifier, a control method is proposed in this paper. This control method is applied to overcome the instantaneous power ripple, to eliminate line current harmonics and therefore reduce the total harmonic distortion and to improve the power factor. A switching table is based on the analysis on the change of instantaneous active and reactive power, to select the optimum switching state of the three-phase PWM rectifier. The simulation result shows feasibility of this control method.
Keywords: Power quality, direct power control, power ripple, switching table, unity power factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1141643 Combined Fuzzy and Predictive Controller for Unity Power Factor Converter
Authors: Abdelhalim Kessal
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This paper treats a design of combined control of a single phase power factor correction (PFC). The strategy of the proposed control is based on two parts, the first, for the outer loop (DC output regulated voltage), and the second govern the input current of the converter in order to achieve a sinusoidal form in phase with the grid voltage. Two kinds of regulators are used, Fuzzy controller for the outer loop and predictive controller for the inner loop. The controllers are verified and discussed through simulation under MATLAB/Simulink platform. Also an experimental confirmation is applied. Results present a high dynamic performance under various parameters changes.Keywords: Boost converter, harmonic distortion, Fuzzy, prediction, unity power factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1148642 A Quantum-Inspired Evolutionary Algorithm forMultiobjective Image Segmentation
Authors: Hichem Talbi, Mohamed Batouche, Amer Draa
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In this paper we present a new approach to deal with image segmentation. The fact that a single segmentation result do not generally allow a higher level process to take into account all the elements included in the image has motivated the consideration of image segmentation as a multiobjective optimization problem. The proposed algorithm adopts a split/merge strategy that uses the result of the k-means algorithm as input for a quantum evolutionary algorithm to establish a set of non-dominated solutions. The evaluation is made simultaneously according to two distinct features: intra-region homogeneity and inter-region heterogeneity. The experimentation of the new approach on natural images has proved its efficiency and usefulness.Keywords: Image segmentation, multiobjective optimization, quantum computing, evolutionary algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2346641 Digital filters for Hot-Mix Asphalt Complex Modulus Test Data Using Genetic Algorithm Strategies
Authors: Madhav V. Chitturi, Anshu Manik, Kasthurirangan Gopalakrishnan
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The dynamic or complex modulus test is considered to be a mechanistically based laboratory test to reliably characterize the strength and load-resistance of Hot-Mix Asphalt (HMA) mixes used in the construction of roads. The most common observation is that the data collected from these tests are often noisy and somewhat non-sinusoidal. This hampers accurate analysis of the data to obtain engineering insight. The goal of the work presented in this paper is to develop and compare automated evolutionary computational techniques to filter test noise in the collection of data for the HMA complex modulus test. The results showed that the Covariance Matrix Adaptation-Evolutionary Strategy (CMA-ES) approach is computationally efficient for filtering data obtained from the HMA complex modulus test.Keywords: HMA, dynamic modulus, GA, evolutionarycomputation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1563640 How Can We Carry Out Green Incentives Most Efficiently?
Authors: Peter Yang
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Green incentives are included in the “American Recovery and Reinvestment Act of 2009" (ARRA). It is, however, unclear how these government incentives can be carried out most effectively according to market-based principles and if they can serve as a catalyst for an accelerated green transformation and an ultimate solution to the current U.S. and global economic and financial crisis. The article will compare the existing U.S. green economic policies with those in Germany, identify problems, and suggest improvements to allow the green stimulus incentives to achieve the best results in the process of an accelerated green transformation. The author argues that the current U.S. green stimulus incentives can only be most successful if they are carried out as part of a visionary, comprehensive, long-term, and consistent strategy of the green economic transformation.Keywords: Green incentives, financial crisis, green economy, renewable energy sources, energy efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1603639 Factorial Design Analysis for Quality of Video on MANET
Authors: Hyoup-Sang Yoon
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The quality of video transmitted by mobile ad hoc networks (MANETs) can be influenced by several factors, including protocol layers; parameter settings of each protocol. In this paper, we are concerned with understanding the functional relationship between these influential factors and objective video quality in MANETs. We illustrate a systematic statistical design of experiments (DOE) strategy can be used to analyze MANET parameters and performance. Using a 2k factorial design, we quantify the main and interactive effects of 7 factors on a response metric (i.e., mean opinion score (MOS) calculated by PSNR with Evalvid package) we then develop a first-order linear regression model between the influential factors and the performance metric.
Keywords: Evalvid, full factorial design, mobile ad hoc networks, ns-2.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2080638 An Augmented Beam-search Based Algorithm for the Strip Packing Problem
Authors: Hakim Akeb, Mhand Hifi
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In this paper, the use of beam search and look-ahead strategies for solving the strip packing problem (SPP) is investigated. Given a strip of fixed width W, unlimited length L, and a set of n circular pieces of known radii, the objective is to determine the minimum length of the initial strip that packs all the pieces. An augmented algorithm which combines beam search and a look-ahead strategies is proposed. The look-ahead is used in order to evaluate the nodes at each level of the tree search. The best nodes are then retained for branching. The computational investigation showed that the proposed augmented algorithm is able to improve the best known solutions of the literature on most instances used.
Keywords: Combinatorial optimization, cutting and packing, beam search, heuristic, look-ahead strategy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1348637 An Exploratory Study for Seamless Overland Logistics Information Flows and Connection: An In-Depth Case Study of Korea
Authors: Jae Un Jung, Hyun Soo Kim, Doo Hwan Kim
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Quick and qualitative services are not new issues anymore in Logistics but those are still important problems along with cost-cutting. Related to the issues, though advanced information technologies are introduced unceasingly from laboratories, yet there is long way to go for smooth and seamless information flows on physical distribution processes in the industrial field. For the reason, the study aims to seek an advanced information delivery and management strategy through an in-depth case study of a Korea intermodal transportation company. It provides an industrial reference and a way to improve the endemic problems of logistics information systems.
Keywords: Exploratory Study, Overland Logistics, Information Flows, Seamless Connectivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1956636 An E-Retailing System Architecture Based on Cloud Computing
Authors: Chanchai Supaartagorn
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E-retailing is the sale of goods online that takes place over the Internet. The Internet has shrunk the entire World. World eretailing is growing at an exponential rate in the Americas, Europe and Asia. However, e-retailing costs require expensive investment, such as hardware, software, and security systems. Cloud computing technology is internet-based computing for the management and delivery of applications and services. Cloud-based e-retailing application models allow enterprises to lower their costs with their effective implementation of e-retailing activities. In this paper, we describe the concept of cloud computing and present the architecture of cloud computing, combining the features of e-retailing. In addition, we propose a strategy for implementing cloud computing with e-retailing. Finally, we explain the benefits from the architecture.Keywords: Architecture, cloud computing, e-retailing, internet-based.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3153635 Optimal Switching Strategies for Tracking of Currents of Voltage Source Converters
Authors: R. Oloomi, M. A. Sadrnia
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This paper proposes a new optimal feedback controller for voltage source converters VSC's, for current regulated voltage source converters, which allows compensate the harmonics of current produced by nonlinear loads and load reactive power. The aim of the present paper is to describe a novel switching signal generation technique called optimal controller which guarantees that the injected currents follow the reference currents determined by the compensation strategy, with the smallest possible tracking error and fixed switching frequency. It is compared with well-known hysteresis current controller HCC. The validity of presented method and its comparison with HCC is studied through simulation results.Keywords: Hysteresis Current Controller, Optimal Controller, Switching pattern, Voltage Source Converter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1471634 Portfolio Simulation in GSM Cellular Telecommunication Industry for Company's Decision and Policies Making
Authors: M. Dachyar, Yudavedito
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The rising growth of the GSM cellular phone industry has tightening competition level between providers in making strategies enhancing the market shares in Indonesia. Tsel, as one of those companies, has to determine the proper strategy to sustain as well as improve the market share without reducing its operational income level. Portfolio simulation model is designed with a dynamic system approach. The result of this research is a recommendation to the company by optimizing its technological policies, services, and promotions. The tariff policies and the signal quality should not be the main focus because this company has had a large number of customers and a good infrastructural condition.
Keywords: Telecommunication industry, simulation, dynamic system, portfolio, quality services.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605633 Joint Design of MIMO Relay Networks Based on MMSE Criterion
Authors: Seungwon Choi, Seungri Jin, Ayoung Heo, Jung-Hyun Park, Dong-Jo Park
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This paper deals with wireless relay communication systems in which multiple sources transmit information to the destination node by the help of multiple relays. We consider a signal forwarding technique based on the minimum mean-square error (MMSE) approach with multiple antennas for each relay. A source-relay-destination joint design strategy is proposed with power constraints at the destination and the source nodes. Simulation results confirm that the proposed joint design method improves the average MSE performance compared with that of conventional MMSE relaying schemes.Keywords: minimum mean squre error (MMSE), multiple relay, MIMO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1709632 Using Partnerships to Achieve National Goals
Authors: Pamela L. Eddy
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Ireland developed a National Strategy 2030 that argued for the creation of a new form of higher education institution, a Technological University. The research reported here reviews the first stage of this partnership development. The study found that national policy can create system capacity and change, but that individual partners may have more to gain or lose in collaborating. When presented as a zero-sum activity, fear among partners is high. The level of knowledge and networking within the higher education system possessed by each partner contributed to decisions to participate or not in a joint proposal for collaboration. Greater success resulted when there were gains for all partners. This research concludes that policy mandates can provide motivation to collaborate, but that the partnership needs to be built more on shared values versus coercion by mandates.Keywords: Leadership, Partnerships, Policy, Strategic Planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1538631 Big Data Strategy for Telco: Network Transformation
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Big data has the potential to improve the quality of services; enable infrastructure that businesses depend on to adapt continually and efficiently; improve the performance of employees; help organizations better understand customers; and reduce liability risks. Analytics and marketing models of fixed and mobile operators are falling short in combating churn and declining revenue per user. Big Data presents new method to reverse the way and improve profitability. The benefits of Big Data and next-generation network, however, are more exorbitant than improved customer relationship management. Next generation of networks are in a prime position to monetize rich supplies of customer information—while being mindful of legal and privacy issues. As data assets are transformed into new revenue streams will become integral to high performance.
Keywords: Big Data, Next Generation Networks, Network Transformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2504630 Multi-board Run-time Reconfigurable Implementation of Intrinsic Evolvable Hardware
Authors: Cyrille Lambert, Tatiana Kalganova, Emanuele Stomeo, Manissa Wilson
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A multi-board run-time reconfigurable (MRTR) system for evolvable hardware (EHW) is introduced with the aim to implement on hardware the bidirectional incremental evolution (BIE) method. The main features of this digital intrinsic EHW solution rely on the multi-board approach, the variable chromosome length management and the partial configuration of the reconfigurable circuit. These three features provide a high scalability to the solution. The design has been written in VHDL with the concern of not being platform dependant in order to keep a flexibility factor as high as possible. This solution helps tackling the problem of evolving complex task on digital configurable support.Keywords: Evolvable Hardware, Evolutionary Strategy, multiboardFPGA system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1564629 An Engineering Approach to Forecast Volatility of Financial Indices
Authors: Irwin Ma, Tony Wong, Thiagas Sankar
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By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1623628 Convergence and Divergence in Telephone Conversations: A Case of Persian
Authors: Anna Mirzaiyan, Vahid Parvaresh, Mahmoud Hashemian, Masoud Saeedi
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People usually have a telephone voice, which means they adjust their speech to fit particular situations and to blend in with other interlocutors. The question is: Do we speak differently to different people? This possibility has been suggested by social psychologists within Accommodation Theory [1]. Converging toward the speech of another person can be regarded as a polite speech strategy while choosing a language not used by the other interlocutor can be considered as the clearest example of speech divergence [2]. The present study sets out to investigate such processes in the course of everyday telephone conversations. Using Joos-s [3] model of formality in spoken English, the researchers try to explore convergence to or divergence from the addressee. The results propound the actuality that lexical choice, and subsequently, patterns of style vary intriguingly in concordance with the person being addressed.Keywords: Convergence, divergence, lexical formality, speechaccommodation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3508627 Searching for an Effective Marketing in the Food Supplement Industry in Japan
Authors: Michiko Miyamoto
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The market for "functional foods" and "foods with functional claims" that are effective in maintaining and improving health, has expanded year by year due to the entry of major food and beverage manufacturers following the introduction of the specified health food system in 1991 in Japan. To bring health claims related products or services to the market, it is necessary to let consumers to learn about these products or services; an effective marketing through advertising are important. This research proposes a framework for an effective advertisement medium for the food supplement industry by using survey data of 2,500 people.Keywords: Functional foods, dietary supplements, marketing strategy, structural equation modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 791626 Identification of Arglecins B and C and Actinofuranosin A from a Termite Gut-Associated Streptomyces Species
Authors: Christian A. Romero, Tanja Grkovic, John. R. J. French, D. İpek. Kurtböke, Ronald J. Quinn
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A high-throughput and automated 1H NMR metabolic fingerprinting dereplication approach was used to accelerate the discovery of unknown bioactive secondary metabolites. The applied dereplication strategy accelerated the discovery of new natural products, provided rapid and competent identification and quantification of the known secondary metabolites and avoided time-consuming isolation procedures. The effectiveness of the technique was demonstrated by the isolation and elucidation of arglecins B (1), C (2) and actinofuranosin A (3) from a termite-gut associated Streptomyces sp. (USC 597) grown under solid state fermentation. The structures of these compounds were elucidated by extensive interpretation of 1H, 13C and 2D NMR spectroscopic data. These represent the first report of arglecin analogues isolated from a termite gut-associated Streptomyces species.
Keywords: Actinomycetes, actinofuranosin, antibiotics, arglecins, NMR spectroscopy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 188625 LQG Flight Control of VTAV for Enhanced Situational Awareness
Authors: Igor Astrov, Mikhail Pikkov, Rein Paluoja
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This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a linear-quadratic-Gaussian (LQG) flight control procedure for an unmanned helicopter model with vectored thrust configuration. This LQG control for chosen model of VTAV has been verified by simulation of take-off and landing maneuvers using software package Simulink and demonstrated good performance for fast flight stabilization of model, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.
Keywords: Linear-Quadratic-Gaussian (LQG) controller, situational awareness, vectored thrust aerial vehicle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1821624 The Alignment of Information Systems and Environmental Organizations Model in Perspective Capability
Authors: Wartika, Kridanto Surendro, Husni Sastramiharja, Iping Supriana S.
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The condition of the market is currently very dynamic, demanding organizations which is use system information to support the achievement of objectives should be necessarily improve the ability of information systems in accordance with the changes. Improved information systems capabilities need to align with the resource capabilities in internal environment of the organization, and vice versa. Alignment model between information systems and environment organizational in this capability perspective is expected can assist management in making the strategy for enhance the capability of information systems in accordance with resources internally within the organization, efficiency in the process of development, and optimization of contributions information systems in achieving organizational goals.
Keywords: Capability, alignment, information system, environmental organizations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1668623 Adaptive Impedance Control for Unknown Non-Flat Environment
Authors: Norsinnira Zainul Azlan, Hiroshi Yamaura
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This paper presents a new adaptive impedance control strategy, based on Function Approximation Technique (FAT) to compensate for unknown non-flat environment shape or time-varying environment location. The target impedance in the force controllable direction is modified by incorporating adaptive compensators and the uncertainties are represented by FAT, allowing the update law to be derived easily. The force error feedback is utilized in the estimation and the accurate knowledge of the environment parameters are not required by the algorithm. It is shown mathematically that the stability of the controller is guaranteed based on Lyapunov theory. Simulation results presented to demonstrate the validity of the proposed controller.Keywords: Adaptive impedance control, Function Approximation Technique (FAT), impedance control, unknown environment position.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1571622 Optimization of the Structures of the Electric Feeder Systems of the Oil Pumping Plants in Algeria
Authors: M. Bouguerra, F. Laaouad, I. Habi, R. Azaizia
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In Algeria, now, the oil pumping plants are fed with electric power by independent local sources. This type of feeding has many advantages (little climatic influence, independent operation). However it requires a qualified maintenance staff, a rather high frequency of maintenance and repair and additional fuel costs. Taking into account the increasing development of the national electric supply network (Sonelgaz), a real possibility of transfer of the local sources towards centralized sources appears.These latter cannot only be more economic but more reliable than the independent local sources as well. In order to carry out this transfer, it is necessary to work out an optimal strategy to rebuilding these networks taking in account the economic parameters and the indices of reliability.
Keywords: Optimization, reliability, electric network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1267621 Current Strategic Trends – A Comparative Analysis of Hungarian Corporations
Authors: Gyula Fülöp, Bettina Hernádi
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This paper deals with current strategic challenges related to the reshaping of the basic conditions of corporate operations. Through the experimental analysis of some domestic corporations, it presents how and to what extent Hungarian corporations are prepared for the current strategic challenges. The study examines how strategic directions and answer opportunities have changed in the following interrelated areas in the past five years: economic globalization, corporate sustainability, IT applications, labor force diversity and ethical competences. The conclusions of the empirical survey give a reliable basis on which economic organizations and enterprises can formulate their strategy.
Keywords: Economic globalization, corporate sustainability, IT applications, labor force diversity, ethical competences.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2068620 Framework and Characterization of Physical Internet
Authors: Charifa Fergani, Adiba El Bouzekri El Idrissi, Suzanne Marcotte, Abdelowahed Hajjaji
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Over the last years, a new paradigm known as Physical Internet has been developed, and studied in logistics management. The purpose of this global and open system is to deal with logistics grand challenge by setting up an efficient and sustainable Logistics Web. The purpose of this paper is to review scientific articles dedicated to Physical Internet topic, and to provide a clustering strategy enabling to classify the literature on the Physical Internet, to follow its evolution, as well as to criticize it. The classification is based on three factors: Logistics Web, organization, and resources. Several papers about Physical Internet have been classified and analyzed along the Logistics Web, resources and organization views at a strategic, tactical and operational level, respectively. A developed cluster analysis shows which topics of the Physical Internet that are the less covered actually. Future researches are outlined for these topics.Keywords: Logistics web, Physical Internet, PI characterization, taxonomy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 839619 A Strategy for a Robust Design of Cracked Stiffened Panels
Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano
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This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.
Keywords: Residual strength, R-Curve, Gurson model, SDI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1531618 Novel GPU Approach in Predicting the Directional Trend of the S&P 500
Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble
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Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.
Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1728617 Application of Neural Networks in Financial Data Mining
Authors: Defu Zhang, Qingshan Jiang, Xin Li
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This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.
Keywords: Data mining, neural network, stock forecasting.
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