Fitting the control parameters of a genetic algorithm: An application to technical trading systems design

This paper studies the problem of how changes in the design of the genetic algorithm (GA) have an effect on the results obtained in real-life applications. In this study, focused on the application of a GA to the tuning of technical trading rules in the context of financial markets, our tentative thesis is that the GA is robust with respect to design changes. The optimization of technical trading systems is a suitable area for the application of the GA metaheuristic, as the complexity of the problem grows exponentially as new technical rules are added to the system and as the answer time is crucial when applying the system to real-time data. Up to now, most of GAs applications to this subject obviated the question of possible “design dependence” in their results. The data we report, based on our experiments, do not allow us to refute the hypothesis of robustness of the GA to design implementation, when applying to technical trading systems tuning.     

A Degenerate Stefan Problem with Two Free Boundaries

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一类三参数混沌动力学系统模型及其在经济增长研究中的应用

从非线性自回归模型Xt+1=-αXtλ+1+βXt+γ出发,通过变量替换Xt=aYt,推出三参数混沌动力学系统模型Yt+1=kYt(1-Ytλ)+c;采用线性回归与非线性回归相结合的改进的混合法,对模型参数作了估计;实际研究表明,该模型可以用于对国内生产总值GDP增长的研究.     

Corrected mirror systems with double reflection

We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions of the spectrum. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007.     

Electrochemical reduction of sodium metavanadate in an equimolar KCl-NaCl melt

Electrochemical reduction of sodium metavanadate in an equimolar KCl-NaCl melt and the effect of acid-base properties of environment on this process are studied by a voltammetry method on a stationary platinum electrode. It is established that the limiting current of the NaVO₃ electroreduction process has a kinetic nature. The process proceeds via an autoinhibition scheme and its rate is limited by an acid-base reaction conjugated with an irreversible charge transfer reaction. A substantial role of cationic composition of the melt is revealed experimentally. Following acidification of the KCl-NaCl-NaVO₃ melt by Mg²⁺ (from MgCl₂), the process passes from an irreversible kinetic regime into a reversible diffusion (quasi-diffusion) process. Values of stability constants for vanadates produced with the aid of acid-base titration of vanadium pentoxide by oxygen ions in experimental conditions are presented. These values are taken into account when calculating kinetic parameters of the NaVO₃ electroreduction.     

He-HCl体系各向异性势及分波散射截面的理论研究

首先用BFW势函数形式拟合了在CCSD(T)/aug-cc-pVQZ理论水平下计算的He-HCl相互作用能数据，获得了He原子与HCl分子相互作用的各向异性势；然后采用CC近似方法计算了He-HCl碰撞体系的微分散射截面和分波散射截面，并总结了分波散射截面的变化规律.结果表明，拟合势不但表达形式简洁，而且较好地描述了He-HCl系统相互作用的各向异性特征；利用碰撞体系分子间势的量子化学从头计算结果，可解决势能参数难以确定的问题.对进一步研究原子与分子碰撞机理有一定参考价值. 关键词： 各向异性势 势能参数 密耦近似 分波散射截面     

DESIGN OF A NOVEL 2-D UNIPLANAR CRLH-TL STRUCTURE

A novel uniplanar 2-D composite right/left-handed transmission line (CRLH-TL) structure is proposed based on a general transmission line theory and the way to increase the relative operating bandwidth in the left-handed (LH) region and lower the LH operating frequency is illustrated. In addition, a new method to extract parameters and calculate the Bloch impedance of the structure is presented. Numerical results of the dispersion as well as the extracted parameters are given, which are calculated based on full-wave simulation. The present 2-D uniplanar CRLH-TL structure is applicable to 2-D left-handed materials in lower and wider LH frequency range. Supported by the National Natural Science Foundation of China (No. 60371010) (No. 60471037) (No. 63531020)     

书籍扫描图像畸变参数自动计算方法的研究

为实现书籍扫描图像的畸变自动校正,提出用多项式来描述各像素的理论灰度g(zi)与页面上对应点到扫描仪工作平面距离zi二者之间的关系。为确立该多项式,在畸变参数已知条件下扫描一幅图像,根据已知畸变参数求出zi,即可按最小二乘法原理由各像素灰度的实际值求出多项式的各个系数。实验证明,采用4阶多项式已能满足一般要求,并求出了各系数。对任意扫描图像,自动计算畸变参数的方法为:首先利用扫描图像上页边空白处各像素的灰度,对畸变参数进行估计,并求出zi的估计值;然后代入所确立的多项式,可求得g(zi);通过调整各畸变参数的估计值,直到g(zi)与gi最为接近,即得最佳畸变参数。用于图像校正实验,获得了较好的校正效果,最大误差由不校正时的41%下降到了6.9%。这使得无需用户测量并输入有关畸变参数即可进行自动校正。     

气体放电击穿过程的物理和数值研究

本文对低气压（１０＾－２Ｐａ）热阴极气体放电的击穿过程给出了物理描述和相应的双流体数学型，并发展了一种选择和调整未知初始条件的有效算法，可以通过伴随试射法得到对初始条件十分敏感的非线性两点边值常微分方程组的数值解，从而给出这类气体放电中击穿过程的定量描述。     

一个组合分布模型及其参数估计

本文根据极值分布理论,提出了一个由原始分布和尾分布组成的组合分布模型,研究了组合分布模型中原始分布和尾分布的确定方法,建立了组合分布模型参数估计的加权最优化模型,实例计算说明,组合分布较好地反映了风险变量极值事件的风险。