there are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. in this study, the profitability of a broad range of stock se-lection strategies in tehran stock exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

We investigate the theoretical links between a regression ensemble and a linearly combined classification ensemble. First, we reformulate the Tumer & Ghosh model for linear combiners in a regression context; we then exploit this new formulation to generalise the concept of the “Ambiguity decomposition”, previously defined only for regression tasks, to classification problems. Finally, we propos...

changes in credit risk may arise when either the value or the risk of corporate assets changes. changes in the equity value associated with the changes in the asset value and changes in asset risk can be characterized into potentially countervailing direct and indirect effects. the indirect effect of risk on equity value is a function of factors that affect the debt value of including leverage,...

An important emerging scientific issue is the real time filtering through observations of noisy signals for nonlinear dynamical systems as well as the statistical accuracy of spatio-temporal discretizations for filtering such systems. From the practical standpoint, the demand for operationally practical filtering methods escalates as the model resolution is significantly increased. For example,...

Electrical stimulation strategies for cochlear implants may be improved by studying temporal frequency coding in single auditory fibres and across fibres in acoustic stimulation [1]. In single nerve fibres, phase locking between action potentials and the acoustic stimulus can only be maintained at frequencies below 600 Hz. At these frequencies, the time interval between successive action potent...

We study the evolution of heterogeneous networks of oscillators subject to a state-dependent interconnection rule. We find that heterogeneity in the node dynamics is key in organizing the architecture of the functional emerging networks. We demonstrate that increasing heterogeneity among the nodes in state-dependent networks of phase oscillators causes a differentiation in the activation probab...

The paper describes some face detection algorithms using skin color segmentation, Haar-like features and neural networks. The segmentation using skin color labels promising input image areas that may contain faces. The usage of Haar-like features allows fast rejection of the majority of background. Then, the ensemble of retinally connected neural networks performs the final classification of th...

We present two different strategies for developing a quantum information science platform, based on our experimental results with magnetic microtrap arrays on a magnetic-film atom chip. The first strategy aims for mesoscopic ensemble qubits in a lattice of ∼5μm period, so that qubits can be individually addressed and interactions can be mediated by Rydberg excitations. The second strategy aims ...

Chart patterns and indicators are popular technical tools for making investment decisions. This article presents a trading strategy combining price movement patterns, candlestick chart patterns, and trading indicators, including Moving Average, Exponential Moving Average, Bollinger Bands, On Balance Volume, Relative Strength Index, Moving Average Convergence Divergence, and Stochastic Oscillato...

A demand for predictive models for on-line estimation of variables is increasing in industry. As industrial processes are timevarying, on-line learning algorithms should be adaptive to capture process changes. On-line ensemble methods have been shown to provide better generalization performance than single models in changing environments. However, most on-line ensembles do not include and exclu...