A hybrid approach to combining CART and logistic regression for stock ranking

The benefits of applying tree-based methods to the purpose of modelling financial assets as opposed to linear factor analysis are increasingly being understood by market practitioners. Tree-based models such as CART (classification and regression trees) are particularly well suited to analysing stock market data which is noisy and often contains non-linear relationships and high-order interactions. CART was originally developed in the 1980s by medical researchers disheartened by the stringent assumptions applied by traditional regression analysis (Brieman et al. [1984]). In the intervening years, CART has been successfully applied to many areas of finance such as the classification of financial distress of firms (see Frydman, Altman and Kao [1985]), asset allocation (see Sorensen, Mezrich and Miller [1996]), equity style timing (see Kao and Shumaker [1999]) and stock selection (see Sorensen, Miller and Ooi [2000])...

Automatic region-of-interest detection and prioritisation for visually optimised coding of low bit rate videos

The increasing popularity of video consumption from mobile devices requires an effective video coding strategy. To overcome diverse communication networks, video services often need to maintain sustainable quality when the available bandwidth is limited. One of the strategy for a visually-optimised video adaptation is by implementing a region-of-interest (ROI) based scalability, whereby important regions can be encoded at a higher quality while maintaining sufficient quality for the rest of the frame. The result is an improved perceived quality at the same bit rate as normal encoding, which is particularly obvious at the range of lower bit rate. However, because of the difficulties of predicting region-of-interest (ROI) accurately, there is a limited research and development of ROI-based video coding for general videos. In this paper, the phase spectrum quaternion of Fourier Transform (PQFT) method is adopted to determine the ROI. To improve the results of ROI detection, the saliency map from the PQFT is augmented with maps created from high level knowledge of factors that are known to attract human attention. Hence, maps that locate faces and emphasise the centre of the screen are used in combination with the saliency map to determine the ROI. The contribution of this paper lies on the automatic ROI detection technique for coding a low bit rate videos which include the ROI prioritisation technique to give different level of encoding qualities for multiple ROIs, and the evaluation of the proposed automatic ROI detection that is shown to have a close performance to human ROI, based on the eye fixation data.

Automatic particle picking of biological molecules imaged by electron microscopy

One of the next great challenges of cell biology is the determination of the enormous number of protein structures encoded in genomes. In recent years, advances in electron cryo-microscopy and high-resolution single particle analysis have developed to the point where they now provide a methodology for high resolution structure determination. Using this approach, images of randomly oriented single particles are aligned computationally to reconstruct 3-D structures of proteins and even whole viruses. One of the limiting factors in obtaining high-resolution reconstructions is obtaining a large enough representative dataset ($>100,000$ particles). Traditionally particles have been manually picked which is an extremely labour intensive process. The problem is made especially difficult by the low signal-to-noise ratio of the images. This paper describes the development of automatic particle picking software, which has been tested with both negatively stained and cryo-electron micrographs. This algorithm has been shown to be capable of selecting most of the particles, with few false positives. Further work will involve extending the software to detect differently shaped and oriented particles.

A hybrid stereo matching algorithm incorporating the rank constraint

A fundamental problem faced by stereo vision algorithms is that of determining correspondences between two images which comprise a stereo pair. This paper presents work towards the development of a new matching algorithm, based on the rank transform. This algorithm makes use of both area-based and edge-based information, and is therefore referred to as a hybrid algorithm. In addition, this algorithm uses a number of matching constraints, including the novel rank constraint. Results obtained using a number of test pairs show that the matching algorithm is capable of removing most invalid matches. The accuracy of matching in the vicinity of edges is also improved.

Timed and Probabilistic Automata for Automatic Animal Call Recognition

Automatic Call Recognition is vital for environmental monitoring. Patten recognition has been applied in automatic species recognition for years. However, few studies have applied formal syntactic methods to species call structure analysis. This paper introduces a novel method to adopt timed and probabilistic automata in automatic species recognition based upon acoustic components as the primitives. We demonstrate this through one kind of birds in Australia: Eastern Yellow Robin.

Innovative hybrid composite floor plate system

New materials technology has provided the potential for the development of an innovative Hybrid Composite Floor Plate System (HCFPS) with many desirable properties, such as light weight, easy to construct, economical, demountable, recyclable and reusable. Component materials of HCFPS include a central Polyurethane (PU) core, outer layers of Glass-fibre Reinforced Cement (GRC) and steel laminates at tensile regions. HCFPS is configured such that the positive inherent properties of individual component materials are combined to offset any weakness and achieve optimum performance. Research has been carried out using extensive Finite Element (FE) computer simulations supported by experimental testing. Both the strength and serviceability requirements have been established for this lightweight floor plate system. This paper presents some of the research towards the development of HCFPS along with a parametric study to select suitable span lengths.

Automatic Audio Segmentation Using the Generalized Likelihood Ratio

This paper presents a novel technique for segmenting an audio stream into homogeneous regions according to speaker identities, background noise, music, environmental and channel conditions. Audio segmentation is useful in audio diarization systems, which aim to annotate an input audio stream with information that attributes temporal regions of the audio into their specific sources. The segmentation method introduced in this paper is performed using the Generalized Likelihood Ratio (GLR), computed between two adjacent sliding windows over preprocessed speech. This approach is inspired by the popular segmentation method proposed by the pioneering work of Chen and Gopalakrishnan, using the Bayesian Information Criterion (BIC) with an expanding search window. This paper will aim to identify and address the shortcomings associated with such an approach. The result obtained by the proposed segmentation strategy is evaluated on the 2002 Rich Transcription (RT-02) Evaluation dataset, and a miss rate of 19.47% and a false alarm rate of 16.94% is achieved at the optimal threshold.

A hybrid simulation framework to assess the impact of renewable generators on a distribution network

With an increasing number of small-scale renewable generator installations, distribution network planners are faced with new technical challenges (intermittent load flows, network imbalances…). Then again, these decentralized generators (DGs) present opportunities regarding savings on network infrastructure if installed at strategic locations. How can we consider both of these aspects when building decision tools for planning future distribution networks? This paper presents a simulation framework which combines two modeling techniques: agent-based modeling (ABM) and particle swarm optimization (PSO). ABM is used to represent the different system units of the network accurately and dynamically, simulating over short time-periods. PSO is then used to find the most economical configuration of DGs over longer periods of time. The infrastructure of the framework is introduced, presenting the two modeling techniques and their integration. A case study of Townsville, Australia, is then used to illustrate the platform implementation and the outputs of a simulation.

Public, private, or hybrid? What the upstream oil and gas industry can learn from other sectors about ‘the cloud’

Despite the compelling case for moving towards cloud computing, the upstream oil & gas industry faces several technical challenges—most notably, a pronounced emphasis on data security, a reliance on extremely large data sets, and significant legacy investments in information technology (IT) infrastructure—that make a full migration to the public cloud difficult at present. Private and hybrid cloud solutions have consequently emerged within the industry to yield as much benefit from cloud-based technologies as possible while working within these constraints. This paper argues, however, that the move to private and hybrid clouds will very likely prove only to be a temporary stepping stone in the industry’s technological evolution. By presenting evidence from other market sectors that have faced similar challenges in their journey to the cloud, we propose that enabling technologies and conditions will probably fall into place in a way that makes the public cloud a far more attractive option for the upstream oil & gas industry in the years ahead. The paper concludes with a discussion about the implications of this projected shift towards the public cloud, and calls for more of the industry’s services to be offered through cloud-based “apps.”

Hybrid game evolutionary algorithm for mission path planning of aerial survey tasks

The aim of this paper is to implement a Game-Theory based offline mission path planner for aerial inspection tasks of large linear infrastructures. Like most real-world optimisation problems, mission path planning involves a number of objectives which ideally should be minimised simultaneously. The goal of this work is then to develop a Multi-Objective (MO) optimisation tool able to provide a set of optimal solutions for the inspection task, given the environment data, the mission requirements and the definition of the objectives to minimise. Results indicate the robustness and capability of the method to find the trade-off between the Pareto-optimal solutions.

Multi-area reliability assessment of interconnected generating systems using hybrid approach

This paper present an efficient method using system state sampling technique in Monte Carlo simulation for reliability evaluation of multi-area power systems, at Hierarchical Level One (HLI). System state sampling is one of the common methods used in Monte Carlo simulation. The cpu time and memory requirement can be a problem, using this method. Combination of analytical and Monte Carlo method known as Hybrid method, as presented in this paper, can enhance the efficiency of the solution. Incorporation of load model in this study can be utilised either by sampling or enumeration. Both cases are examined in this paper, by application of the methods on Roy Billinton Test System(RBTS).

Hybrid light-emitting diodes based on ZnO nanowires

ZnO is a wide band-gap semiconductor that has several desirable properties for optoelectronic devices. With its large exciton binding energy of ~60 meV, ZnO is a promising candidate for high stability, room-temperature luminescent and lasing devices [1]. Ultraviolet light-emitting diodes (LEDs) based on ZnO homojunctions had been reported [2,3], while preparing stable p-type ZnO is still a challenge. An alternative way is to use other p-type semiconductors, ether inorganic or organic, to form heterojunctions with the naturally n-type ZnO. The crystal structure of wurtzite ZnO can be described as Zn and O atomic layers alternately stacked along the [0001] direction. Because of the fastest growth rate over the polar (0001) facet, ZnO crystals tend to grow into one-dimensional structures, such as nanowires and nanobelts. Since the first report of ZnO nanobelts in 2001 [4], ZnO nanostructures have been particularly studied for their potential applications in nano-sized devices. Various growth methods have been developed for growing ZnO nanostructures, such as chemical vapor deposition (CVD), Metal-organic CVD (MOCVD), aqueous growth and electrodeposition [5]. Based on the successful synthesis of ZnO nanowires/nanorods, various types of hybrid light-emitting diodes (LEDs) were made. Inorganic p-type semiconductors, such as GaN, Si and SiC, have been used as substrates to grown ZnO nanorods/nanowires for making LEDs. GaN is an ideal material that matches ZnO not only in the crystal structure but also in the energy band levels. However, to prepare Mg-doped p-GaN films via epitaxial growth is still costly. In comparison, the organic semiconductors are inexpensive and have many options to select, for a large variety of p-type polymer or small-molecule semiconductors are now commercially available. The organic semiconductor has the limitation of durability and environmental stability. Many polymer semiconductors are susceptible to damage by humidity or mere exposure to oxygen in the air. Also the carrier mobilities of polymer semiconductors are generally lower than the inorganic semiconductors. However, the combination of polymer semiconductors and ZnO nanostructures opens the way for making flexible LEDs. There are few reports on the hybrid LEDs based on ZnO/polymer heterojunctions, some of them showed the characteristic UV electroluminescence (EL) of ZnO. This chapter reports recent progress of the hybrid LEDs based on ZnO nanowires and other inorganic/organic semiconductors. We provide an overview of the ZnO-nanowire-based hybrid LEDs from the perspectives of the device configuration, growth methods of ZnO nanowires and the selection of p-type semiconductors. Also the device performances and remaining issues are presented.

A hybrid smoothed finite element method (H-SFEM) to solid mechanics problems

In this paper, a hybrid smoothed finite element method (H-SFEM) is developed for solid mechanics problems by combining techniques of finite element method (FEM) and Node-based smoothed finite element method (NS-FEM) using a triangular mesh. A parameter is equipped into H-SFEM, and the strain field is further assumed to be the weighted average between compatible stains from FEM and smoothed strains from NS-FEM. We prove theoretically that the strain energy obtained from the H-SFEM solution lies in between those from the compatible FEM solution and the NS-FEM solution, which guarantees the convergence of H-SFEM. Intensive numerical studies are conducted to verify these theoretical results and show that (1) the upper and lower bound solutions can always be obtained by adjusting ; (2) there exists a preferable at which the H-SFEM can produce the ultrasonic accurate solution.

Using static analysis for automatic assessment and mitigation of unwanted and malicious activities within Android applications

In the last decade, smartphones have gained widespread usage. Since the advent of online application stores, hundreds of thousands of applications have become instantly available to millions of smart-phone users. Within the Android ecosystem, application security is governed by digital signatures and a list of coarse-grained permissions. However, this mechanism is not fine-grained enough to provide the user with a sufficient means of control of the applications' activities. Abuse of highly sensible private information such as phone numbers without users' notice is the result. We show that there is a high frequency of privacy leaks even among widely popular applications. Together with the fact that the majority of the users are not proficient in computer security, this presents a challenge to the engineers developing security solutions for the platform. Our contribution is twofold: first, we propose a service which is able to assess Android Market applications via static analysis and provide detailed, but readable reports to the user. Second, we describe a means to mitigate security and privacy threats by automated reverse-engineering and refactoring binary application packages according to the users' security preferences.

Dynamic performance characteristics of an innovative Hybrid Composite Floor Plate System under human-induced loads

This study explored the dynamic performance of an innovative Hybrid Composite Floor Plate System (HCFPS), composed of Polyurethane (PU) core, outer layers of Glass–fibre Reinforced Cement (GRC) and steel laminates at tensile regions, using experimental testing and Finite Element (FE) modelling. Experimental testing included heel impact and walking tests for 3200 mm span HCFPS panels. FE models of the HCFPS were developed using the FE program ABAQUS and validated with experimental results. HCFPS is a light-weight high frequency floor system with excellent damping ratio of 5% (bare floor) due to the central PU core. Parametric studies were conducted using the validated FE models to investigate the dynamic response of the HCFPS and to identify characteristics that influence acceleration response under human induced vibration in service. This vibration performance was compared with recommended acceptable perceptibility limits. The findings of this study show that HCFPS can be used in residential and office buildings as a light-weight floor system, which does not exceed the perceptible thresholds due to human induced vibrations.