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

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 %.

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.

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.

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.

Prediction of neurodevelopment and neuromotor trajectories in very preterm born children up to 11 years of age: PIPARI Study

Very preterm birth is a risk for brain injury and abnormal neurodevelopment. While the incidence of cerebral palsy has decreased due to advances in perinatal and neonatal care, the rate of less severe neuromotor problems continues to be high in very prematurely born children. Neonatal brain imaging can aid in identifying children for closer follow-up and in providing parents information on developmental risks. This thesis aimed to study the predictive value of structural brain magnetic resonance imaging (MRI) at term age, serial neonatal cranial ultrasound (cUS), and structured neurological examinations during the longitudinal follow-up for the neurodevelopment of very preterm born children up to 11 years of age as a part of the PIPARI Study (The Development and Functioning of Very Low Birth Weight Infants from Infancy to School Age). A further aim was to describe the associations between regional brain volumes and long-term neuromotor profile. The prospective follow-up comprised of the assessment of neurosensory development at 2 years of corrected age, cognitive development at 5 years of chronological age, and neuromotor development at 11 years of age. Neonatal brain imaging and structured neurological examinations predicted neurodevelopment at all age-points. The combination of neurological examination and brain MRI or cUS improved the predictive value of neonatal brain imaging alone. Decreased brain volumes associated with neuromotor performance. At the age of 11 years, the majority of the very preterm born children had age-appropriate neuromotor development and after-school sporting activities. Long-term clinical follow-up is recommended at least for all very preterm infants with major brain pathologies.

Prediction of Phosphorylation Sites from Protein Sequences

Phosphorylation is amongst the most crucial and well-studied post-translational modifications. It is involved in multiple cellular processes which makes phosphorylation prediction vital for understanding protein functions. However, wet-lab techniques are labour and time intensive. Thus, computational tools are required for efficiency. This project aims to provide a novel way to predict phosphorylation sites from protein sequences by adding flexibility and Sezerman Grouping amino acid similarity measure to previous methods, as discovering new protein sequences happens at a greater rate than determining protein structures. The predictor – NOPAY - relies on Support Vector Machines (SVMs) for classification. The features include amino acid encoding, amino acid grouping, predicted secondary structure, predicted protein disorder, predicted protein flexibility, solvent accessibility, hydrophobicity and volume. As a result, we have managed to improve phosphorylation prediction accuracy for Homo sapiens by 3% and 6.1% for Mus musculus. Sensitivity at 99% specificity was also increased by 6% for Homo sapiens and for Mus musculus by 5% on independent test sets. In this study, we have managed to increase phosphorylation prediction accuracy for Homo sapiens and Mus musculus. When there is enough data, future versions of the software may also be able to predict other organisms.

Human Ezrin: Prediction of the 3D structure and interactions with mTOR

The protein Ezrin, is a member of the ERM family (Ezrin, Radixin and Moesin) that links the F-actin to the plasma membrane. The protein is made of three domains namely the FERM domain, a central α-helical domain and the CERMAD domain. The residues in Ezrin such as Ser66, Tyr145, Tyr353 and Tyr477 regulate the function of the protein through phosphorylation. The protein is found in two distinct conformations of active and dormant (inactive) state. The initial step during the conformation change is the breakage of intramolecular interaction in dormant Ezrin by phosphorylation of residue Thr567. The dormant structure of human Ezrin was predicted computationally since only partial active form structure was available. The validation analysis showed that 99.7% residues were positioned in favored, allowed and generously allowed regions of the Ramachandran plot. The Z-score of Ezrin was −7.36, G-factor was 0.1, and the QMEAN score of the model was 0.61 indicating a good model for human Ezrin. The comparison of the conformations of the activated and dormant Ezrin showed a major shift in the F2 lobe (residues 142-149 and 161-177) while changes in the conformation induced mobility shifts in lobe F3 (residues 261 to 267). The 3D positions of the phosphorylation sites Tyr145, Tyr353, Tyr477, Tyr482 and Thr567 were also located. Using targeted molecular dynamic simulation, the molecular movements during conformational change from active to dormant were visualized. The dormant Ezrin auto-inhibits itself by a head-to-tail interaction of the N-terminal and C-terminal residues. The trajectory shows the breakage of the interactions and mobility of the CERMAD domain away from the FERM domain. Protein docking and clustering analysis were used to predict the residues involved in the interaction between dormant Ezrin and mTOR. Residues Tyr477 and Tyr482 were found to be involved in interaction with mTOR.

Artificially Intelligent and Adaptive Methods for Prediction and Analysis of Superheater Fireside Corrosion in Fluidized Bed Boilers

Superheater corrosion causes vast annual losses for the power companies. With a reliable corrosion prediction method, the plants can be designed accordingly, and knowledge of fuel selection and determination of process conditions may be utilized to minimize superheater corrosion. Growing interest to use recycled fuels creates additional demands for the prediction of corrosion potential. Models depending on corrosion theories will fail, if relations between the inputs and the output are poorly known. A prediction model based on fuzzy logic and an artificial neural network is able to improve its performance as the amount of data increases. The corrosion rate of a superheater material can most reliably be detected with a test done in a test combustor or in a commercial boiler. The steel samples can be located in a special, temperature-controlled probe, and exposed to the corrosive environment for a desired time. These tests give information about the average corrosion potential in that environment. Samples may also be cut from superheaters during shutdowns. The analysis ofsamples taken from probes or superheaters after exposure to corrosive environment is a demanding task: if the corrosive contaminants can be reliably analyzed, the corrosion chemistry can be determined, and an estimate of the material lifetime can be given. In cases where the reason for corrosion is not clear, the determination of the corrosion chemistry and the lifetime estimation is more demanding. In order to provide a laboratory tool for the analysis and prediction, a newapproach was chosen. During this study, the following tools were generated: · Amodel for the prediction of superheater fireside corrosion, based on fuzzy logic and an artificial neural network, build upon a corrosion database developed offuel and bed material analyses, and measured corrosion data. The developed model predicts superheater corrosion with high accuracy at the early stages of a project. · An adaptive corrosion analysis tool based on image analysis, constructedas an expert system. This system utilizes implementation of user-defined algorithms, which allows the development of an artificially intelligent system for thetask. According to the results of the analyses, several new rules were developed for the determination of the degree and type of corrosion. By combining these two tools, a user-friendly expert system for the prediction and analyses of superheater fireside corrosion was developed. This tool may also be used for the minimization of corrosion risks by the design of fluidized bed boilers.