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Deep Learning for Financial Time Series Prediction:A State-of-the-Art Review of Standalone and HybridModels

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Computer Modeling in Engineering & Sciences 2024年第4期139卷 187-224页

作者： Weisi Chen Walayat Hussain Francesco Cauteruccio Xu zhang School of Software Engineering Xiamen University of TechnologyXiamen361024China Peter Faber Business School Australian Catholic UniversityNorth Sydney2060Australia department of Information Engineering Polytechnic University of MarcheAncona60121Italy

Financial time series prediction,whether for classification or regression,has been a heated research topic over the last *** traditional machine learning algorithms have experienced mediocre results,deep learning has largely contributed to the elevation of the prediction ***,the most up-to-date review of advanced machine learning techniques for financial time series prediction is still lacking,making it challenging for finance domain experts and relevant practitioners to determine which model potentially performs better,what techniques and components are involved,and how themodel can be designed and *** review article provides an overview of techniques,components and frameworks for financial time series prediction,with an emphasis on state-of-the-art deep learning models in the literature from2015 to 2023,including standalonemodels like convolutional neural networks(CNN)that are capable of extracting spatial dependencies within data,and long short-term memory(LSTM)that is designed for handling temporal dependencies;and hybrid models integrating CNN,LSTM,attention mechanism(AM)and other *** illustration and comparison purposes,models proposed in recent studies are mapped to relevant elements of a generalized framework comprised of input,output,feature extraction,prediction,and related *** the state-of-the-artmodels,hybrid models like CNNLSTMand CNN-LSTM-AM in general have been reported superior in performance to stand-alone models like the CNN-only *** remaining challenges have been discussed,including non-friendliness for finance domain experts,delayed prediction,domain knowledge negligence,lack of standards,and inability of real-time and highfrequency *** principal contributions of this paper are to provide a one-stop guide for both academia and industry to review,compare and summarize technologies and recent advances in this area,to facilitate smooth and informed implementation,and t

关键词： Financial time series prediction convolutional neural network long short-term memory deep learning attention mechanism finance

Optimality of Group Testing with Differential Misclassification

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应用概率统计 2024年第4期40卷 644-662页

作者： LI Yiming zhang Hong liu Aiyi department of statistics and finance School of ManagementUniversity of Science and Technology of ChinaHefei230026China Biostatistics and Bioinformatics Branch National Institute of Child Health and Human DevelopmentUSA

Group testing is a method that can be used to estimate the prevalence of rare infectious diseases,which can effectively save time and reduce costs compared to the method of random ***,previous literature only demonstrated the optimality of group testing strategy while estimating prevalence under some strong *** article weakens the assumption of misclassification rate in the previous literature,considers the misclassification rate of the infected samples as a differentiable function of the pool size,and explores some optimal properties of group testing for estimating prevalence in the presence of differential misclassification conforming to this *** article theoretically demonstrates that the group testing strategy performs better than the sample by sample procedure in estimating disease prevalence when the total number of sample pools is given or the size of the test population is *** simulation experiments were conducted to evaluate the performance of group tests in estimating prevalence in the presence of dilution effect.

关键词： group testing sensitivity specificity dilution effect differential misclassification prevalence

RESEARCH OF THE METHOD FOR THE ORDER PLANNING OF THE IRON-STEEL FACTORY BASED ON THE MTO MANAGEMENT ARCHITECTURE

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RESEARCH OF THE METHOD FOR THE ORDER PLANNING OF THE IRON-ST...

Cluster Head Election Algorithm for WSN Based on Fuzzy Theory

2006年中国机械工程学会年会暨中国工程院机械与运载工程学部首届年会

作者： zhang Tao, zhang Yuejie School of Information Management and Engineering, Shanghai university of finance and economics, Shanghai 200433, china department of Computer Science and Engineering, Fudan university, Shanghai 200433, china

Analyzing the common grounds and the different aspects between the iron-steel industry and the mechanical manufacture industry, this paper constructs the architecture of MTO planning management system

关键词： Make-to-order (MTO) order planning mixed integer programming genetic algorithm 3-mutation operator.

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Cluster Head Election Algorithm for WSN Based on Fuzzy Theor...

Total hip arthroplasty after core decompression:Time-to-event analysis and risk factors

2011 International Conference on Management Science and Intelligent Control(ICMSIC 2011)

作者： zhang Hai-Juan department of economics and Management Ankang university Ankang Shanxi china

Focusing on large-scale wireless sensor networks, this paper introduces the idea of fuzzy logic according to the nodes’ residual energy, communication range, computing power, neighbor nodes, etc. Using fuzzy comprehensive evaluation method in virtual cluster head selection and the formation of the wireless network hierarchy overcome the randomness of cluster head election in LEACH protocol and uneven distribution of node energy;at the same time, generating the cluster node con- sequence through network initialization reduces the energy con- sumption when network constantly selects the cluster head and prolongs the life cycle of wireless sensor network.

关键词： Wireless sensor networks clustering algorithm fuzzy comprehensive evaluation method

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Chinese Medical Journal 2024年第16期137卷 1988-1990页

作者： Chengsi Li Tianyu Wang Dongwei Wu Haichuan Guo Zhenbang yang Xinqun Cheng Yanbin Zhu Yingze zhang department of Orthopedic Surgery The 3rd HospitalHebei Medical UniversityShijiazhuangHebei 050051China Orthopedic Research Institute of Hebei Province Key Laboratory of Biomechanics of Hebei ProvinceShijiazhuangHebei 050051China

To the Editor:Core decompression(CD),the predominant hip-preserving procedure for pre-collapse osteonecrosis of the femoral head(ONFH),is renowned for its improved short-term outcomes and relatively low postoperative complication rates;however,the reported medium-tolong-term survival rates in the literature vary and are a subject of ***,we conducted a large,prospective cohort study to assess the frequency and timing of conversion from CD to total hip arthroplasty(THA)and the factors associated with it.

关键词： decompression arthroplasty femoral

Relationship Between Vegetation Restoration and Soil Microbial Characteristics in Degraded Karst Regions: A Case Study

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Pedosphere 2011年第1期21卷 132-138页

作者： WEI Yuan YU Li-Fei zhang Jin-Chi YU Yuan-Chun D. L. DEANGELIS School of Resources and Environmental Management Guizhou College of Finance and Economics Guiyang 550004 (China) College of Forestry Guizhou University Guiyang 550025 (China) College of Forest and Environment Nanjing Forestry University Nanjing 210037 (China) department of Biology University of Maimi P. O. Box 249118 Coral Gables FL 33124 (USA)

The mechanism of vegetation restoration on degraded karst regions has been a research focus of soil science and ecology for the last *** an attempt to preferably interpret the soil microbiological characteristic variation associated with vegetation restoration and further to explore the role of soil microbiology in vegetation restoration mechanism of degraded karst regions,we measured microbial biomass C and basal respiration in soils during vegetation restoration in Zhenfeng County of southwestern Guizhou Province,*** community level physiological profiles(CLPP) of the soil microbial community to were estimated determine if vegetation changes were accompanied by changes in functioning of soil microbial *** results showed that soil microbial biomass C and microbial quotient(microbial biomass C/organic C) tended to increase with vegetation restoration,being in the order arboreal community stage > shrubby community stage > herbaceous community stage > bare land *** trend was found in the change of basal respiration(BR).The metabolic quotient(the ratio of basal respiration to microbial biomass,qCO 2) decreased with vegetation restoration,and remained at a constantly low level in the arboreal community *** of the CLPP data indicated that vegetation restoration tended to result in higher average well color development,substrate richness,and functional *** utilization of specific substrate guilds was highest in the arboreal community *** component analysis of the CLPP data further indicated that the arboreal community stage was distinctly different from the other three *** conclusion,vegetation restoration improved soil microbial biomass C,respiration,and utilization of carbon sources,and decreased qCO 2,thus creating better soil conditions,which in turn could promote the restoration of vegetation on degraded karst regions.

关键词： basal respiratory community level physiological profile functional diversity metabolic quotient microbial biomass C

Design and Implementation of Communication Software for Computer Cluster

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Design and Implementation of Communication Software for Comp...

CEPC Technical Design Report

2001 International Symposium on Distributed Computing and Applications to Business, Engineering and Science

作者： Gu Zhimin Yao Jiandong department of Computer Science and Engineering Beijing Institute of Technology Beijing 100081 china zhang Qingfang~* department of Information Science Shanxi finance and economics university Taiyuan Shanxi 030000 china

＜正＞According to ZT-net（the cut-through Network） based on a special cross-switch with wormhole technology,to study a communication software for high performance parallel computing and real-time *** following mechanisms were used in the special message passing library: a special message passing protocol which is not based on TCP/IP,an active message mechanism and a programming polling *** HPMPS（High Performance Message Passing System） is *** HPMPS system can be used in high performance parallel computing and real-time simulation.

关键词： Computer Cluster Communication Software Message Passing Library

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Radiation Detection Technology and Methods 2024年第1期8卷 I0003-I0016,1-1091页

作者： Waleed Abdallah Tiago Carlos Adorno de Freitas Konstantin Afanaciev Shakeel Ahmad Ijaz Ahmed Xiaocong Ai Abid Aleem Wolfgang Altmannshofer Fabio Alves Weiming An Rui An Daniele Paolo Anderle Stefan Antusch Yasuo Arai Andrej Arbuzov Abdesslam Arhrib Mustafa Ashry Sha Bai Yu Bai yang Bai Vipul Bairathi Csaba Balazs Philip Bambade Yong Ban Tripamo Bandyopadhyay Shou-Shan Bao Desmond P.Barber Ayse Bat Varvara Batozskaya Subash Chandra Behera Alexander Belyaev Michele Bertucci Xiao-Jun Bi Yuanjie Bi Tianjian Bian Fabrizio Bianchi Thomas Biekotter Michela Biglietti Shalva Bilanishvili Deng Binglin Denis Bodrov Anton Bogomyagkov Serge Bondarenko Stewart Boogert Maarten Boonekamp Marcello Borri Angelo Bosotti Vincent Boudry Mohammed Boukidi Igor Boyko Ivanka Bozovic Giuseppe Bozzi Jean-Claude Brient Anastasiia Budzinskaya Masroor Bukhari Vladimir Bytev Giacomo Cacciapaglia Hua Cai Wenyong Cai Wujun Cai Yijian Cai Yizhou Cai Yuchen Cai Haiying Cai Huacheng Cai Lorenzo Calibbi Junsong Cang Guofu Cao Jianshe Cao Antoine Chance Xuejun Chang Yue Chang Zhe Chang Xinyuan Chang Wei Chao Auttakit Chatrabhuti Yimin Che Yuzhi Che Bin Chen Danping Chen Fuqing Chen Fusan Chen Gang Chen Guoming Chen Hua-Xing Chen Huirun Chen Jinhui Chen Ji-Yuan Chen Kai Chen Mali Chen Mingjun Chen Mingshui Chen Ning Chen Shanhong Chen Shanzhen Chen Shao-Long Chen Shaomin Chen Shiqiang Chen Tianlu Chen Wei Chen Xiang Chen Xiaoyu Chen Xin Chen Xun Chen Xurong Chen Ye Chen Ying Chen Yukai Chen Zelin Chen Zilin Chen Gang Chen Boping Chen Chunhui Chen Hok Chuen Cheng Huajie Cheng Shan Cheng Tongguang Cheng Yunlong Chi Pietro Chimenti Wen Han Chiu Guk Cho Ming-Chung Chu Xiaotong Chu Ziliang Chu Guglielmo Coloretti Andreas Crivellin Hanhua Cui Xiaohao Cui Zhaoyuan Cui Brunella D'Anzi Ling-Yun Dai Xinchen Dai Xuwen Dai Antonio De Maria Nicola De Filippis Christophe De La Taille Francesca De Mori Chiara De Sio Elisa Del Core Shuangxue Deng Wei-Tian Deng Zhi Deng Ziyan Deng Bhupal Dev Tang Dewen Biagio Di Micco Ran Ding Siqin Dingl Yadong Ding Haiyi Dong Jianin AGH university of Science and Technology Faculty of Physics and Applied Computer ScienceKrakow Anhui university HefeiAnhui Applied Physics department Federal Urdu University of ArtsScience and TechnologyIslamabad Banaras Hindu university Institute of ScienceVaranasi Bandirma Onyedi Eylul university Bandirma Beihang university Beijing Beijing Computational Science Research Center Beijing Beijing Conveyi LTD Beijing Beijing Glass Research Institute Co. LtdBeijing Beijing Institute of Technology Beijing Beijing Normal university Beijing Brown university ProvidenceRI Budker Institute of Nuclear Physics Novosibirsk Cadi Ayyad university Laboratory of Fundamental and Applied PhysicsPolydisciplinary FacultyMarrakech Cairo university Giza Center for Theory and Computation National Tsing Hua UniversityHsinchu Central china Normal university WuhanHubei Central South university ChangshaHunan Centro de Fisica Teorica de Particulas Universidade Tecnica de LisboaLisboa Chengdu KaitengSifang Digital Radio&TV Equipment Co. LtdChengduSichuan china academy of engineering physics MianyangSichuan china building materials academy Beijing china Center of Advanced Science and Technology Beijing china Institute of Atomic Energy Beijing china Jiliang university HangzhouZhejiang china Nuclear Instrument CO. LTDBeijing china university of Geosciences Beijing china university of Geosciences WuhanHubei china university of Mining and Technology XuzhouJiangsu china West Normal university NanchongSichuan Chongqing university Department of PhysicsChongqing Chulalongkorn university Bangkok City university of Hong Kong Department of PhysicsHong Kong Cockcroft Institute Daresbury Cornell university IthacaNY CPPM(AMU/IPhU&CNRS/INP) Marseille Dalian Minzu university DalianLiaoning Dalian university of Technology Department of PhysicsDalian Deutsches Elektronen-Synchrotron DESY Hamburg Dzhelepov Laboratory of Nuclear Problems of Joint Institute for Nuclear Research(DLNP JINR) Dubna East china university Of Science And Technol

The Circular Electron Positron Collider(CEPC)is a large scientific project initiated and hosted by china,fostered through extensive collaboration with international *** complex comprises four accelerators:a 30 GeV Linac,a 1.1 GeV Damping Ring,a Booster capable of achieving energies up to 180 GeV,and a Collider operating at varying energy modes(Z,W,H,and tt).The Linac and Damping Ring are situated on the surface,while the subterranean Booster and Collider are housed in a 100 km circumference underground tunnel,strategically accommodating future expansion with provisions for a potential Super Proton Proton Collider(SPPC).The CEPC primarily serves as a Higgs *** its baseline design with synchrotron radiation(SR)power of 30 MW per beam,it can achieve a luminosity of 5×10^(34)cm^(-2)s^(-1)per interaction point(IP),resulting in an integrated luminosity of 13 ab^(-1)for two IPs over a decade,producing 2.6 million Higgs *** the SR power to 50 MW per beam expands the CEPC's capability to generate 4.3 million Higgs bosons,facilitating precise measurements of Higgs coupling at sub-percent levels,exceeding the precision expected from the HL-LHC by an order of *** Technical Design Report(TDR)follows the Preliminary Conceptual Design Report(Pre-CDR,2015)and the Conceptual Design Report(CDR,2018),comprehensively detailing the machine's layout,performance metrics,physical design and analysis,technical systems design,R&D and prototyping efforts,and associated civil engineering ***,it includes a cost estimate and a preliminary construction timeline,establishing a framework for forthcoming engineering design phase and site selection *** is anticipated to begin around 2027-2028,pending government approval,with an estimated duration of 8 *** commencement of experiments and data collection could potentially be initiated in the mid-2030s.

关键词： initiated exceeding precise

A Dynamic Network Game of the Fintech Industry

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Journal of the Operations Research Society of china 2024年第1期12卷 5-33页

作者： David W.K.Yeung Leon A.Petrosyan Ying-Xuan zhang SRS Consortium for Advanced Study in Cooperative Dynamic Games Shue Yan UniversityHong KongChina Center of Game Theory St Petersburg State UniversitySaint PetersburgRussia department of finance Asia UniversityTaichung CityTaiwanChina Faculty of Applied Mathematics-Control Processes and Center of Game Theory St Petersburg StateUniversitySaint PetersburgRussia

Economies of scale,economies of scope,and technology spillover are decisive eco-nomic elements that are crucial to the development in the Fintech *** externalities are often realized through network *** this paper,we presenta dynamic network ofﬁnancialﬁrms which exhibits these decisive *** game equilibria are characterized.A Pareto efﬁcient solution involving col-laboration of allﬁrms is *** obtain a fair-share distribution of cooperativegains,the Shapley value is adopted as the sharing *** distributionmechanisms which guarantee the fulﬁlment of the Shapley value distribution in eachstage of the cooperation duration are derived.

关键词： Network game Network equilibria Shapley value Pareto efﬁcientcooperation