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.     

Synthesis and characterization of guar gum‐graft‐polyacrylonitrile

Cerium(IV) mediated grafting of polyacrylonitrile on to guar gum was studied. Grafting parameters were studied gravimetrically, as a function of temperature, initiator concentration and Guar to acrylonitrile ratio. Higher temperatures resulted in higher monomer conversion and homopolymer formation. Both monomer conversion and extent of grafting increased with increase in cerium ion concentration in the range studied (0.91–9.12 mmol/l). Similar results were obtained with increase in monomer to guar gum ratio from 1 to 5. Grafting with this initiator was found to be generally good with high grafting efficiencies and low homopolymer formation for most experiments. The copolymers obtained were subjected to alkaline hydrolysis to convert nitrile groups in to carboxylic acid groups and the water absorbency of the resulting anionic guar gum was studied. Materials with water absorption up to 300 g/g could be obtained from this study. Copyright © 2003 John Wiley & Sons, Ltd.     

Pt(IV)-catalyzed cyclization of arene-alkyne substrates via C-H bond functionalization

We herein report that PtCl₄ has proven to be a hydroarylation catalyst with an efficiency and substrate scope superior to previously known methods. This catalyst demonstrated consistent performance with arene-yne substrates of diverse structural features, including propargyl ethers, propargylamines, and alkynoate esters, providing good to excellent yields of the 6-endo products (chromenes, dihydroquinolines, and coumarins). In contrast, Pt(II), Pd(II), and Ga(III) salts were shown to be sensitive to the substitution on the alkyne moiety. PtCl₄ is compatible with both terminal and disubstituted alkynes, as well as with various functionalities on the arene ring, including methyl, methoxyl, hydroxyl, protected amine, and halide.     

The spectrum of BSA(v, 3, λ; α) with α = 2,3

In this article, a kind of auxiliary design BSA^* for constructing BSAs is introduced and studied. Two powerful recursive constructions on BSAs from 3‐IGDDs and BSA^*s are exploited. Finally, the necessary and sufficient conditions for the existence of a BSA(v, 3, λ; α) with α = 2, 3 are established. © 2006 Wiley Periodicals, Inc. J Combin Designs 15: 61–76, 2007     

Deformation of styrene—divinylbenzene copolymers and hypercrosslinked polystyrenes during solvent adsorption and desorption

An automated procedure was developed for monitoring fast changes in the size of spherical samples of polymers during their contact with a solvent or drying. The kinetics of bulk deformation in these processes was studied for a series of cross-linked polymers, viz., gel-type and porous styrene—divinylbenzene copolymers and poly(divinylbenzenes), and hypercrosslinked polystyrenes. Gel, macroporous, and hypercrosslinked polystyrenes are substantially different in the rate, mechanism, and degree of swelling, which is associated with the principal differences in their physical structures. An unusual effect of a sharp decrease followed by a temporary increase in the volume of porous polystyrene and poly(divinylbenzene) materials were observed during desorption (evaporation) of organic solvents. Water desorption is accompanied by an excessive bulk compression of porous granules giving rise to negative deformations, which gradually relax to the state equilibrium for the dry polymer. The results of dynamic desorption porometry (for water desorption) are indicative of a bimodal size distribution of micropores in hypercrosslinked polystyrene. Published in Russian in Izvestiya Akademii Nauk. Seriya Khimicheskaya, No. 3, pp. 467–476, March, 2007.     

640 × 512 pixel narrow-band, four-band, and broad-band quantum well infrared photodetector focal plane arrays

A 9 μm cutoff 640 × 512 pixel hand-held quantum well infrared photodetector (QWIP) camera has been demonstrated with excellent imagery. A noise equivalent differential temperature (NEDT) of 10.6 mK is expected at a 65 K operating temperature with f/2 optics at a 300 K background. This focal plane array has shown background limited performance at a 72 K operating temperature with the same optics and background conditions. In this paper, we discuss the development of this very sensitive long-wavelength infrared camera based on a GaAs/AlGaAs QWIP focal plane array and its performance in quantum efficiency, NEDT, uniformity, and operability. In the second section of this paper, we discuss the first demonstration of a monolithic spatially separated four-band 640 × 512 pixel QWIP focal plane array and its performance. The four spectral bands cover 4–5.5, 8.5–10, 10–12, and 13.5–15 μm spectral regions with 640 × 128 pixels in each band. In the last section, we discuss the array performance of a 640 × 512 pixel broad-band (10–16 μm full-width at half-maximum) QWIP focal plane.     

Interpretation of the polyelectrolyte and antipolyelectrolyte effects of poly(N‐vinylimidazole‐co‐sodium styrenesulfonate) hydrogels

Hydrogels of N‐vinylimidazole (VI) and sodium styrenesulfonate (SSS) were synthesized in aqueous solution by radical crosslinking copolymerization with N,N′‐methylene‐bis(acrylamide) as crosslinker. Swelling in several saline solutions was measured for hydrogel samples synthesized with different comonomer concentrations (C_T = 10, 25, or 40%) and with SSS mole fractions covering a broad range (f_SSS = 0–0.7), while the crosslinker ratio was 2 wt % in all cases. The degree of swelling in aqueous solution with a specific ionic strength (μ), plotted versus the SSS composition of the feed, shows a minimum for any set of samples synthesized with a fixed C_T. The dependence of swelling on μ shows both polyelectrolyte (f_SSS beyond the minimum) and antipolyelectrolyte behaviors (in the low f_SSS limit). It was found that the nonGaussian factor of the crosslinking density and the polymer‐solvent interaction parameter increase with f_SSS for any C_T. Moreover, in the low f_SSS limit, the osmotic swelling pressure is governed not only by the ionic contribution, but also by the polymer‐solvent mixing and, the concentration of mobile counterions inside the gel is not proportional to the net fixed charge but to the addition of cationic and anionic side groups, what discards the formation of ionic pairs. The antipolyelectrolyte effect is interpreted as due to the increasing protonation of VI as μ goes up. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1683–1693, 2007     

A parallel version of the preconditioned conjugate gradient method for boundary element equations

The parallel version of precondition techniques is developed for matrices arising from the Galerkin boundary element method for two-dimensional domains with Dirichlet boundary conditions. Results were obtained for implementations on a transputer network as well as on an nCUBE-2 parallel computer showing that iterative solution methods are very well suited for a MIMD computer. A comparison of numerical results for iterative and direct solution methods is presented and underlines the superiority of iterative methods for large systems.