in this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. the stocks were categorized into three parts (high, middle and low) at the outset. then, the relationship between excess return with three components such as cross-sectional risk, lead-lag effect and time-series pattern were examined based on jegadeesh and titman approach.the...

Long-term observations of lake water level are essential to our understanding of the evolution of Tibetan lake system. CryoSat-2 radar altimetry data over the Tibetan Plateau (2010–2014, P2) is used to extend lake level measurements from ICESat laser altimetry (2003–2009, P1). This study evaluates the performance of CryoSat-2 data by comparing with gauge-based water levels that are calibrated b...

This paper surveys trend analysis methods and their applications in process industry. Basic principles of several methods are presented together with known applications in process monitoring, diagnosis and control. In the first place, the methods presented analyse process measurements or some calculated quantities as time series using various pattern recognition methods. Also computationally mu...

Abstract In this paper, a novel technique based on fuzzy method is presented for chaotic nonlinear time series prediction. Fuzzy approach with the gradient learning algorithm and methods constitutes the main components of this method. This learning process in this method is similar to conventional gradient descent learning process, except that the input patterns and parameters are stored in mem...

Anomaly detection across critical infrastructures is not only a key step towards detecting threats but also gives early warnings of the likelihood potential cyber-attacks, faults, or infrastructure failures. Owing to heterogeneity and complexity cybersecurity field, several anomaly algorithms have been suggested in recent past based on literature; however, there still exists little no research ...