Application of Neural Network Methods in the Prediction of Stock Markets

The purpose of the research is to define practical profit which can be achieved using neural network methods as a prediction instrument. The thesis investigates the ability of neural networks to forecast future events. This capability is checked on the example of price prediction during intraday trading on stock market. The executed experiments show predictions of average 1, 2, 5 and 10 minutes’ prices based on data of one day and made by two different types of forecasting systems. These systems are based on the recurrent neural networks and back propagation neural nets. The precision of the predictions is controlled by the absolute error and the error of market direction. The economical effectiveness is estimated by a special trading system. In conclusion, the best structures of neural nets are tested with data of 31 days’ interval. The best results of the average percent of profit from one transaction (buying + selling) are 0.06668654, 0.188299453, 0.349854787 and 0.453178626, they were achieved for prediction periods 1, 2, 5 and 10 minutes. The investigation can be interesting for the investors who have access to a fast information channel with a possibility of every-minute data refreshment.

Prediction of market switching and delisting events from OMX First North Nordic multilateral stock exchange

This thesis studies the predictability of market switching and delisting events from OMX First North Nordic multilateral stock exchange by using financial statement information and market information from 2007 to 2012. This study was conducted by using a three stage process. In first stage relevant theoretical framework and initial variable pool were constructed. Then, explanatory analysis of the initial variable pool was done in order to further limit and identify relevant variables. The explanatory analysis was conducted by using self-organizing map methodology. In the third stage, the predictive modeling was carried out with random forests and support vector machine methodologies. It was found that the explanatory analysis was able to identify relevant variables. The results indicate that the market switching and delisting events can be predicted in some extent. The empirical results also support the usability of financial statement and market information in the prediction of market switching and delisting events.

Geostatistical prediction of clay percentage based on soil survey data

Selostus: Viljelymaiden savespitoisuuden alueellistaminen geostatistiikan ja pistemäisen tiedon avulla

The use of quantile trees in the prediction of the diameter distribution of a stand

Abstract

Successful Implementation of an ERP System

Työn tarkoituksena on tarkastella ERP-järjestelmän käyttöönottoa ja tarjota ohjekartta kuinka tehdä se menestyksekkäästi. Lisäksi työ kartoittaa Konecranesin saamia etuja ja hyötyjä yrityksen ottaessa ERP-järjestelmä käyttöön. Käyttöönottoprojekti, sen vaiheet ja muut merkittävät ERP-projekteihin liittyvät vaiheet on kuvattu työssä yksityiskohtaisesti. Ensiksi ERP-järjestelmän käyttöönottoa tarkastellaan kirjallisuuteen perustuen. Myöhemmin sitä tarkastellaan perustuen kirjoittajan kokemuksiin ja havaintoihin ERP-järjestelmän käyttöönotosta, ja vertaillaan käytännön suhdetta teoriaan.ERP-järjestemät ovat kalliita ja niiden käyttöön ottaminen on aikaa vievää. Viimeisen vuosikymmenen aikana yritykset ovat enenevissä määrin alkaneet ottamaan ERP-järjestelmiä käyttöön. ERP-järjestelmät ovat saavuttaneet kasvavaa suosiota mm. niiden operaatioita integroivan ja tehostavan luonteesta ansiosta sekä niiden kyvystä tarjota päivitettyä tietoa reaaliajassa.Myös menestyksekkäissä ERP-projekteissa on parantamisen varaa. Mitattaessa ERP- projektin menestyksellisyyttä pitäisi käyttää sekä määrällisiä että laadullisia mittareita. On helppoa käyttää ainoastaan määrällisiä mittareita. Usein kuitenkin laadulliset asiat ovat tärkeämpiä. Ihmiset on saatava sitoutumaan yhteiseen tavoitteeseen kommunikaation avulla. Huonoja ensivaikutelmia on vaikea muuttaa. Vaikka vaikuttaisikin siltä, että ERP-projekti on onnistunut, kun kaikki näyttää hyvältä ”paperilla”, loppujen lopuksi systeemiä käyttävät ihmiset päättävät projektin menestyksellisyydestä. Järjestelmän käyttöönottohetkeä on pidettävä ERP-projektin ensimmäisenä vaiheena.

Prediction of heat transfer on kraft recovery boiler

Työssä tutkittiin Andritz-Ahlstrom toimittamien soodakattiloiden lämmönsiirtoa ANITA 2.20- suunnitteluohjelmalla feedback- laskentaa apuna käyttäen. Data laskentaan saatiin kattiloiden takuukokeissa mitatuista arvoista. Mittaukset on suoritettiin Andritz-Ahlstromin henkilökunnan toimesta tehdashenkilökunnan avustuksella. Feedback -laskenta tapahtui mittaustulosten perusteella, joten tiettyä virhettä luonnollisesti esiintyi. Aluksi laskettiin taseet molempien ekojen yli erikseen sekä molemmat yhdessä Excel-taulukkolaskentaohjelmalla. Täältä saatiin oletettu savukaasuvirtaus kattilassa. Tämän jälkeen lämpöpintoja muokattiin todellisuutta vastaaviksi yleislikaisuuskerrointa muuttamalla (overall fouling factor). Kertoimet ovat liikkuivat noin 0.4 ja 1.6 välillä riipuen kattilan tyypistä ja ANITAn oletuksesta lämpöpintojen likaisuudelle. Havaittin että yhtä varsinaista syytä lämpöpintojen eroavaisuuteen oletetusta ei saatu. Syitä toiminnan poikkeamiseen oli monia. Mm. etukammion koolla havaittiin olevan suurtakin vaikutusta tulistimien, etenkin savukaasuvirrassa ensimmäisen tulistimen toimintaan. Yleisesti todettiin muiden tulistimien vastaavan oletettua toimintaa. Keittopinnan ja ekonomiserien toimintaa tutkittiin hivenen suppeammin ja havaittiin niiden toimivan huomattavasti stabiilimmin kuin tulistimien. Likaisuus kertoimet oletetusta vaihtelivat noin ±20 %.

Design of User Authentication System for Multi-operator wireless LANs

Langattomat lähiverkot ovat viime vuosikymmeninä saavuttaneet suuren suosion. Tässä työssä käsitellään käyttäjien todentamisjärjestelmän suunnittelua ja kehitystä langattomaan monioperaattoriverkkoon. Langattomassa monioperaattoriverkossa käyttäjillä on mahdollisuus käyttää eri operaattoreiden palveluita. Aluksi käsitellään olemassa olevia todentamismenetelmiä ja -järjestelmiä. minkä jälkeen kuvaillaan todentamisjärjestelmä langattomille monioperaattoriverkoille. Todentamisjärjestelmän ratkaisuvaihtoehtoja esitellään kaksi, niin sanotut moni- istunto - ja yksittäisistuntomalli. Moni-istuntomalli on normaali lähestymistapa käyttäjien todentamiseen tietokonejärjestelmissä. Siinä käyttäjän pitää tunnistautua ja todentaa itsensä jokaiselle verkon palvelulle erikseen. Yksittäisistuntomallissa pyritään parempaan luotettavuuteen ja käytettävyyteen. Siinä käyttäjä todentaa itsensä vain kerran ja voi sen jälkeen päästä useisiin palveluihin. Työn loppuosassa kuvaillaan suunnitellun järjestelmän toteutusta. Lisäksi ehdotetaan vaihtoehtoisia toteutustapoja, analysoidaan järjestelmän heikkouksia ja kerrotaan jatkokehitysmahdoillisuuksista.

The effects of some variables on CO2 laser-MAG hybrid welding

The CO2-laser-MAG hybrid welding process has been shown to be a productive choice for the welding industry, being used in e.g. the shipbuilding, pipe and beam manufacturing, and automotive industries. It provides an opportunity to increase the productivity of welding of joints containing air gaps compared with autogenous laser beam welding, with associated reductions in distortion and marked increases in welding speeds and penetration in comparison with both arc and autogenous laser welding. The literature study indicated that the phenomena of laser hybrid welding are mostly being studied using bead-on-plate welding or zero air gap configurations. This study shows it very clearly that the CO2 laser-MAG hybrid welding process is completely different, when there is a groove with an air gap. As in case of industrial use it is excepted that welding is performed for non-zero grooves, this study is of great importance for industrial applications. The results of this study indicate that by using a 6 kW CO2 laser-MAG hybrid welding process, the welding speed may also be increased if an air gap is present in the joint. Experimental trials indicated that the welding speed may be increased by 30-82% when compared with bead-on-plate welding, or welding of a joint with no air gap i.e. a joint prepared as optimum for autogenous laser welding. This study demonstrates very clearly, that the separation of the different processes, as well as the relative configurations of the processes (arc leading or trailing) affect welding performance significantly. These matters influence the droplet size and therefore the metal transfer mode, which in turn determined the resulting weld quality and the ability to bridge air gaps. Welding in bead-onplate mode, or of an I butt joint containing no air gap joint is facilitated by using a leading torch. This is due to the preheating effect of the arc, which increases the absorptivity of the work piece to the laser beam, enabling greater penetration and the use of higher welding speeds. With an air gap present, air gap bridging is more effectively achieved by using a trailing torch because of the lower arc power needed, the wider arc, and the movement of droplets predominantly towards the joint edges. The experiments showed, that the mode of metal transfer has a marked effect on gap bridgeability. Transfer of a single droplet per arc pulse may not be desirable if an air gap is present, because most of the droplets are directed towards the middle of the joint where no base material is present. In such cases, undercut is observed. Pulsed globular and rotational metal transfer modes enable molten metal to also be transferred to the joint edges, and are therefore superior metal transfer modes when bridging air gaps. It was also found very obvious, that process separation is an important factor in gap bridgeability. If process separation is too large, the resulting weld often exhibits sagging, or no weld may be formed at all as a result of the reduced interaction between the component processes. In contrast, if the processes are too close to one another, the processing region contains excess molten metal that may create difficulties for the keyhole to remain open. When the distance is optimised - i.e. a separation of 0-4 mm in this study, depending on the welding speed and beam-arc configuration - the processes act together, creating beneficial synergistic effects. The optimum process separation when using a trailing torch was found to be shorter (0-2 mm) than when a leading torch is used (2-4 mm); a result of the facilitation of weld pool motion when the latter configuration is adopted. This study demonstrates, that the MAG process used has a strong effect on the CO2-laser-MAG hybrid welding process. The laser beam welding component is relatively stable and easy to manage, with only two principal processing parameters (power and welding speed) needing to be adjusted. In contrast, the MAG process has a large number of processing parameters to optimise, all of which play an important role in the interaction between the laser beam and the arc. The parameters used for traditional MAG welding are often not optimal in achieving the most appropriate mode of metal transfer, and weld quality in laser hybrid welding, and must be optimised if the full range of benefits provided by hybrid welding are to be realised.

Minimization of the experimental workload for the prediction of pollutants propagation in rivers. Mathematical modelling and knowledge re-use

The present thesis in focused on the minimization of experimental efforts for the prediction of pollutant propagation in rivers by mathematical modelling and knowledge re-use. Mathematical modelling is based on the well known advection-dispersion equation, while the knowledge re-use approach employs the methods of case based reasoning, graphical analysis and text mining. The thesis contribution to the pollutant transport research field consists of: (1) analytical and numerical models for pollutant transport prediction; (2) two novel techniques which enable the use of variable parameters along rivers in analytical models; (3) models for the estimation of pollutant transport characteristic parameters (velocity, dispersion coefficient and nutrient transformation rates) as functions of water flow, channel characteristics and/or seasonality; (4) the graphical analysis method to be used for the identification of pollution sources along rivers; (5) a case based reasoning tool for the identification of crucial information related to the pollutant transport modelling; (6) and the application of a software tool for the reuse of information during pollutants transport modelling research. These support tools are applicable in the water quality research field and in practice as well, as they can be involved in multiple activities. The models are capable of predicting pollutant propagation along rivers in case of both ordinary pollution and accidents. They can also be applied for other similar rivers in modelling of pollutant transport in rivers with low availability of experimental data concerning concentration. This is because models for parameter estimation developed in the present thesis enable the calculation of transport characteristic parameters as functions of river hydraulic parameters and/or seasonality. The similarity between rivers is assessed using case based reasoning tools, and additional necessary information can be identified by using the software for the information reuse. Such systems represent support for users and open up possibilities for new modelling methods, monitoring facilities and for better river water quality management tools. They are useful also for the estimation of environmental impact of possible technological changes and can be applied in the pre-design stage or/and in the practical use of processes as well.

Towards adoption of eLearning technologies at Lappeenranta University of Technology: Understanding Teachers‟ Adoption of Blackboard Learning System

The electronic learning has become crucial in higher education with increased usage of learning management systems as a key source of integration on distance learning. The objective of this study is to understand how university teachers are influenced to use and adopt web-based learning management systems. Blackboard, as one of the systems used internationally by various universities is applied as a case. Semi-structured interviews were made with professors and lecturers who are using Blackboard at Lappeenranta University of Technology. The data collected were categorized under constructs adapted from Unified Theory of Acceptance and Use of Technology (UTAUT) and interpretation and discussion were based on reviewed literature. The findings suggest that adoption of learning management systems by LUT teachers is highly influenced by perceived usefulness, facilitating conditions and gained experience. The findings also suggest that easiness of using the system and social influence appear as medium influence of adoption for teachers at LUT.

Prediction of 3D structure and ligand-binding properties : ABC transporters and flavodiiron proteins from Synechocystis sp. strain PCC 6803

Cyanobacteria are unicellular, non-nitrogen-fixing prokaryotes, which perform photosynthesis similarly as higher plants. The cyanobacterium Synechocystis sp. strain PCC 6803 is used as a model organism in photosynthesis research. My research described herein aims at understanding the function of the photosynthetic machinery and how it responds to changes in the environment. Detailed knowledge of the regulation of photosynthesis in cyanobacteria can be utilized for biotechnological purposes, for example in the harnessing of solar energy for biofuel production. In photosynthesis, iron participates in electron transfer. Here, we focused on iron transport in Synechocystis sp. strain PCC 6803 and particularly on the environmental regulation of the genes encoding the FutA2BC ferric iron transporter, which belongs to the ABC transporter family. A homology model built for the ATP-binding subunit FutC indicates that it has a functional ATPbinding site as well as conserved interactions with the channel-forming subunit FutB in the transporter complex. Polyamines are important for the cell proliferation, differentiation and apoptosis in prokaryotic and eukaryotic cells. In plants, polyamines have special roles in stress response and in plant survival. The polyamine metabolism in cyanobacteria in response to environmental stress is of interest in research on stress tolerance of higher plants. In this thesis, the potd gene encoding an polyamine transporter subunit from Synechocystis sp. strain PCC 6803 was characterized for the first time. A homology model built for PotD protein indicated that it has capability of binding polyamines, with the preference for spermidine. Furthermore, in order to investigate the structural features of the substrate specificity, polyamines were docked into the binding site. Spermidine was positioned very similarly in Synechocystis PotD as in the template structure and had most favorable interactions of the docked polyamines. Based on the homology model, experimental work was conducted, which confirmed the binding preference. Flavodiiron proteins (Flv) are enzymes, which protect the cell against toxicity of oxygen and/or nitric oxide by reduction. In this thesis, we present a novel type of photoprotection mechanism in cyanobacteria by the heterodimer of Flv2/Flv4. The constructed homology model of Flv2/Flv4 suggests a functional heterodimer capable of rapid electron transfer. The unknown protein sll0218, encoded by the flv2-flv4 operon, is assumed to facilitate the interaction of the Flv2/Flv4 heterodimer and energy transfer between the phycobilisome and PSII. Flv2/Flv4 provides an alternative electron transfer pathway and functions as an electron sink in PSII electron transfer.