TOXNET毒理学文献数据库和事实数据库的应用

详细介绍Internet上免费的毒理学数据库网站TOXNET所提供的毒理学文献数据库和其他事实数据库的功能、特点、检索方法和技巧．     

Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction

Predicting stock market (SM) trends is an issue of great interest among researchers, investors and traders since the successful prediction of SMs’ direction may promise various benefits. Because of the fairly nonlinear nature of the historical data, accurate estimation of the SM direction is a rather challenging issue. The aim of this study is to present a novel machine learning (ML) model to forecast the movement of the Borsa Istanbul (BIST) 100 index. Modeling was performed by multilayer perceptron–genetic algorithms (MLP–GA) and multilayer perceptron–particle swarm optimization (MLP–PSO) in two scenarios considering Tanh (x) and the default Gaussian function as the output function. The historical financial time series data utilized in this research is from 1996 to 2020, consisting of nine technical indicators. Results are assessed using Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE) and correlation coefficient values to compare the accuracy and performance of the developed models. Based on the results, the involvement of the Tanh (x) as the output function, improved the accuracy of models compared with the default Gaussian function, significantly. MLP–PSO with population size 125, followed by MLP–GA with population size 50, provided higher accuracy for testing, reporting RMSE of 0.732583 and 0.733063, MAPE of 28.16%, 29.09% and correlation coefficient of 0.694 and 0.695, respectively. According to the results, using the hybrid ML method could successfully improve the prediction accuracy.     

树莓派在物理实验教学中的应用

树莓派是近年来新兴的微型计算机,它造价低廉但功能强大,目前正被广泛运用于青少年编程学习等方面.树莓派在物理实验教学领域同样具有应用价值.从“互联网+物理”和“实验数据绘图”两个方面对树莓派在物理实验教学的运用进行展开介绍和示例展示.互联网+物理不仅能实现班级实验数据的上传和分享,还能实现对课堂进行摄录,完成物理微课堂、云课堂的录制;实验数据绘图,充分利用了树莓派的运算、渲染能力以及丰富的音视频输出接口,能实现实时数据的图表绘制,摒弃传统实验教学中课上记录、课下绘图的方法.     

Quadratic stochastic intensity and prospective mortality tables

We consider a quadratic stochastic intensity model with a Gaussian autoregressive factor, derive explicit formulas for predictive mortality tables and recursive updating formulas are also provided. We also explain how to use appropriately the Kalman filter to estimate the parameters of the model and to approximate the values of the underlying factor. This methodology is applied to French human mortality tables.     

A hierarchical ant based clustering algorithm and its use in three real-world applications

In this paper is presented a new model for data clustering, which is inspired from the self-assembly behavior of real ants. Real ants can build complex structures by connecting themselves to each others. It is shown is this paper that this behavior can be used to build a hierarchical tree-structured partitioning of the data according to the similarities between those data. Several algorithms have been detailed using this model (called AntTree): deterministic or stochastic algorithms that may use or not global or local thresholds. Those algorithms have been evaluated using artificial and real databases. Our algorithms obtain competitive results when compared to the Kmeans, to ANTCLASS, and to Ascending Hierarchical Clustering. AntTree has been applied to three real world applications: the analysis of human healthy skin, the on-line mining of web sites usage, and the automatic construction of portal sites.     

中国孪生股票分析及建模

本文对同时在香港和内地上市的孪生国有股股价之间的关系作了详尽的研究。首先运用协整理论和Granger引导关系对两地孪生国企股的关系进行剖析。接着运用动态ADL模型和GARCH模型对两地孪生国企股票进行了建模分析。通过以上分析，我们发现，国企A股和其孪生H股之间在某些时期内存在着协整关系，并且H股对A股之间存在滞后的引导关系。同时我们发现在股市波动与平稳的不同阶段，两地孪生股票间的影响是不同的！     

Martingales and stochastic integrals in the theory of continuous trading

This paper develops a general stochastic model of a frictionless security market with continuous trading. The vector price process is given by a semimartingale of a certain class, and the general stochastic integral is used to represent capital gains. Within the framework of this model, we discuss the modern theory of contingent claim valuation, including the celebrated option pricing formula of Black and Scholes. It is shown that the security market is complete if and only if its vector price process has a certain martingale representation property. A multidimensional generalization of the Black-Scholes model is examined in some detail, and some other examples are discussed briefly.     

不同步交易的滑动平均模型及其回报分析

不同步交易乃金融中高频数据处理的重要课题之一。本文对文[1]和[2]给出的金融证券的不同步交易模型进行了推广，并对推广的模型考察了可观察回报的有关统计特性，最后给出了模型的参数估计。     

无风险资产有限借入的不相关证券组合有效集的解析表示

本文研究了不允许卖空条件下存在无风险资产有借入的不相关证券有效组合问题,给出了有效集及投资比例的解析表示。     

Internet的应用——介绍国外化学重点期刊网上投稿

介绍国外一些重要化学期刊的信息资源及其网址,重点介绍了如何进行网上投稿。