Tool for discovering sequential patterns in financial markets

The goal of this thesis is the study of a tool that can help analysts in finding sequential patterns. This tool will have a focus on financial markets. A study will be made on how new and relevant knowledge can be mined from real life information, potentially giving investors, market analysts, and economists new basis to make informed decisions. The Ramex Forum algorithm will be used as a basis for the tool, due to its ability to find sequential patterns in financial data. So that it further adapts to the needs of the thesis, a study of relevant improvements to the algorithm will be made. Another important aspect of this algorithm is the way that it displays the patterns found, even with good results it is difficult to find relevant patterns among all the studied samples without a proper result visualization component. As such, different combinations of parameterizations and ways to visualize data will be evaluated and their influence in the analysis of those patterns will be discussed. In order to properly evaluate the utility of this tool, case studies will be performed as a final test. Real information will be used to produce results and those will be evaluated in regards to their accuracy, interest, and relevance.

An Algorithm to Mine Normalized Weighted Sequential Patterns Using a Prefix-projected Database

Sequential pattern mining is an important subject in data mining with broad applications in many different areas. However, previous sequential mining algorithms mostly aimed to calculate the number of occurrences (the support) without regard to the degree of importance of different data items. In this paper, we propose to explore the search space of subsequences with normalized weights. We are not only interested in the number of occurrences of the sequences (supports of sequences), but also concerned about importance of sequences (weights). When generating subsequence candidates we use both the support and the weight of the candidates while maintaining the downward closure property of these patterns which allows to accelerate the process of candidate generation.

Using multivariate sequential patterns to improve survival prediction in intensive care burn unit

Resuscitation and stabilization are key issues in Intensive Care Burn Units and early survival predictions help to decide the best clinical action during these phases. Current survival scores of burns focus on clinical variables such as age or the body surface area. However, the evolution of other parameters (e.g. diuresis or fluid balance) during the first days is also valuable knowledge. In this work we suggest a methodology and we propose a Temporal Data Mining algorithm to estimate the survival condition from the patient’s evolution. Experiments conducted on 480 patients show the improvement of survival prediction.

The pivot player in handball and patterns detection - instrument

The theoretical context of this study is related with the observational methodology in the context of group games and sports studies, specifically Handball. Thus, this study intends to analyze the performance of the pivot player in the World Cup 2007 - Germany, European 2008 - Norway 2008 and China OG 2008 in a qualitative dimension. Our purpose was to get as much information as possible about the whole activity of the pivot player, by identifying sequential patterns of behaviour or conduct of the player/game, by using the sequential analysis. The observation instrument used to meet the main purpose of this work consists of a combination of format fields (FF) and systems of categories (SC). The codifications undertaken occurred in several handball games. Using this instrument we have shown that it provides support for the purposes for which it was developed, allowing more research into the offensive process of handball. Besides this, it makes possible the analysis of aspects of the game through perspective and contextual sequences, which we consider to be more accurate, to fit the "reality" of a game such as handball.

Dynamics of mother-pup interactions: tradeoff between environment and physiology

The emergence and maintenance of maternal behavior are under the influence of environmental cues such as light and dark periods. This article discusses the characteristic neurobiology of the behavioral patterns of lactating rats. Specifically, the hormonal basis and neurocircuits that determine whether mother rats show typical sequential patterns of behavioral responses are discussed. During lactation, rats express a sequential pattern of behavioral parameters that may be determined by hormonal variations. Sensorial signals emitted by pups, as well as environmental cues, are suggested to serve as conditioned stimuli for these animals. Finally, the expression of maternal behavior is discussed under neuroeconomic and evolutionary perspectives.

Spatial patterns of soil attributes and components in a mangrove system in Southeast Brazil (Sao Paulo)

Purpose Among environmental factors governing innumerous processes that are active in estuarine environments, those of edaphic character have received special attention in recent studies. With the objectives of determining the spatial patterns of soil attributes and components across different mangrove forest landscapes and obtaining additional information on the cause-effect relationships between these variables and position within the estuary, we analyzed several soil attributes in 31 mangrove soil profiles from the state of So Paulo (Guaruja, Brazil). Materials and methods Soil samples were collected at low tide along two transects within the CrumahA(0) mangrove forest. Samples were analyzed to determine pH, Eh, salinity, and the percentages of sand, silt, clay, total organic carbon (TOC), and total S. Mineralogy of the clay fraction (< 2 mm) was also studied by X-ray diffraction analysis, and partitioning of solid-phase Fe was performed by sequential extraction. Results and discussion The results obtained indicate important differences in soil composition at different depths and landscape positions, causing variations in physicochemical parameters, clay mineralogy, TOC contents, and iron geochemistry. The results also indicate that physicochemical conditions may vary in terms of different local microtopographies. Soil salinity was determined by relative position in relation to flood tide and transition areas with highlands. The proportions of TOC and total S are conditioned by the sedimentation of organic matter derived from vegetation and by the prevailing redox conditions, which clearly favored intense sulfate reduction in the soils (similar to 80% of the total Fe is Fe-pyrite). Particle-size distribution is conditioned by erosive/deposition processes (present and past) and probably by the positioning of ancient and reworked sandy ridges. The existing physicochemical conditions appear to contribute to the synthesis (smectite) and transformation (kaolinite) of clay minerals. Conclusions The results demonstrate that the position of soils in the estuary greatly affects soil attributes. Differences occur even at small scales (meters), indicating that both edaphic (soil classification, soil mineralogy, and soil genesis) and environmental (contamination and carbon stock) studies should take such variability into account.

Marker concentration patterns of labelled leaf and stem particles in the rumen of cattle grazing bermuda grass (Cynodon dactylon) analysed by reference to a raft model

Large (>1600 mum), ingestively masticated particles of bermuda grass (Cynodon dactylon L. Pers.) leaf and stem labelled with Yb-169 and Ce-144 respectively were inserted into the rumen digesta raft of heifers grazing bermuda grass. The concentration of markers in digesta sampled from the raft and ventral rumen were monitored at regular intervals over approximately 144 h. The data from the two sampling sites were simultaneously fitted to two pool (raft and ventral rumen-reticulum) models with either reversible or sequential flow between the two pools. The sequential flow model fitted the data equally as well as the reversible flow model but the reversible flow model was used because of its greater application. The reversible flow model, hereafter called the raft model, had the following features: a relatively slow age-dependent transfer rate from the raft (means for a gamma 2 distributed rate parameter for leaf 0.0740 v. stem 0.0478 h(-1)), a very slow first order reversible flow from the ventral rumen to the raft (mean for leaf and stem 0.010 h(-1)) and a very rapid first order exit from the ventral rumen (mean of leaf and stem 0.44 h(-1)). The raft was calculated to occupy approximately 0.82 total rumen DM of the raft and ventral rumen pools. Fitting a sequential two pool model or a single exponential model individually to values from each of the two sampling sites yielded similar parameter values for both sites and faster rate parameters for leaf as compared with stem, in agreement with the raft model. These results were interpreted as indicating that the raft forms a large relatively inert pool within the rumen. Particles generated within the raft have difficulty escaping but once into the ventral rumen pool they escape quickly with a low probability of return to the raft. It was concluded that the raft model gave a good interpretation of the data and emphasized escape from and movement within the raft as important components of the residence time of leaf and stem particles within the rumen digesta of cattle.

Ball Recovery in the Handball Tournament of the 2008 Beijing Olympic Games: Sequential Analysis of Positional Play as Used by the Spanish Team’s Defence

In sport there is a great need to obtain as much information as possible about the factors which affect the dynamics of play. This study uses sequential analysis and temporal patterns (T-patterns)to examine the evolution of defence (against an equal number of attackers)as used by the Spanish handball team at the Beijing 2008 Olympic Games. The aim is to help handball coaches (during their training and gathering of professional experience)to understand the importance of the structure of defensive systems. This can be achieved through observational processes that reveal the evolution and adaptation of these defensive systems according to different variables: the match score, the response of the opposing team and progress through the tournament.

Modelling and Forecasting Mortality Patterns

Thesis submitted in partial fulfillment of the requirements for the Degree of Doctor of Statistics and Information Management

Effect of sequential heat and cold shocks on nuclear phenotypes of the blood-sucking insect, Panstrongylus megistus (Burmeister) (Hemiptera, Reduviidae)

Thermal shocks induce changes in the nuclear phenotypes that correspond to survival (heterochromatin decondensation, nuclear fusion) or death (apoptosis, necrosis) responses in the Malpighian tubules of Panstrongylus megistus. Since thermal tolerance increased survival and molting rate in this species following sequential shocks, we investigated whether changes in nuclear phenotypes accompanied the insect survival response to sequential thermal shocks. Fifth instar nymphs were subjected to a single heat (35 or 40°C, 1 h) or cold (5 or 0°C, 1 h) shock and then subjected to a second shock for 12 h at 40 or 0°C, respectively, after 8, 18, 24 and 72 h at 28°C (control temperature). As with specimen survival, sequential heat and cold shocks induced changes in frequency of the mentioned nuclear phenotypes although their patterns differed. The heat shock tolerance involved decrease in apoptosis simultaneous to increase in cell survival responses. Sequential cold shocks did not involve cell/nuclear fusion and even elicited increase in necrosis with advancing time after shocks. The temperatures of 40 and 0ºC were more effective than the temperatures of 35 and 5ºC in eliciting the heat and cold shock tolerances, respectively, as shown by cytological analysis of the nuclear phenotypes. It is concluded that different sequential thermal shocks can trigger different mechanisms of cellular protection against stress in P. megistus, favoring the insect to adapt to various ecotopes.

Market rewards to patterns on increasing earnings: do cash flow patterns, accruals manipulation and real activities manipulation matter?

This study explores whether firms have differential price-earnings multiples associated with their means of achieving a sequential pattern of increasing positive earnings. Our main findings show that market participants assign higher price-earnings multiples to firms when their pattern of increasing earnings is supported by the same pattern of increasing cash flows. Market participants assign lower price-earnings multiples to firms suspect of having engaged in accrual-based earnings management, sales manipulation, and overproduction to achieve the earnings pattern. We find, however, that market participants do not penalize firms suspect of having achieved the earnings pattern through the opportunistic reduction of discretionary expenses.

Sequential therapist interventions and the therapeutic alliance: a pilot study

(from the journal abstract) Scientific interest for the concept of alliance has been maintained and stimulated by repeated findings that a strong alliance is associated with facilitative treatment process and favourable treatment outcome. However, because the alliance is not in itself a therapeutic technique, these findings were unsuccessful in bringing about significant improvements in clinical practice. An essential issue in modern psychotherapeutic research concerns the relation between common factors which are known to explain great variance in empirical results and the specific therapeutic techniques which are the primary basis of clinical training and practice. This pilot study explored sequences in therapist interventions over four sessions of brief psychodynamic investigation. It aims at determining if patterns of interventions can be found during brief psychodynamic investigation and if these patterns can be associated with differences in the therapeutic alliance. Therapist interventions where coded using the Psychodynamic Intervention Rating Scale (PIRS) which enables the classification of each therapist utterance into one of 9 categories of interpretive interventions (defence interpretation, transference interpretation), supportive interventions (question, clarification, association, reflection, supportive strategy) or interventions about the therapeutic frame (work-enhancing statement, contractual arrangement). Data analysis was done using lag sequential analysis, a statistical procedure which identifies contingent relationships in time among a large number of behaviours. The sample includes N = 20 therapist-patient dyads assigned to three groups with: (1) a high and stable alliance profile, (2) a low and stable alliance profile and (3) an improving alliance profile. Results suggest that therapists most often have one single intention when interacting with patients. Large sequences of questions, associations and clarifications were found, which indicate that if a therapist asks a question, clarifies or associates, there is a significant probability that he will continue doing so. A single theme sequence involving frame interventions was also observed. These sequences were found in all three alliance groups. One exception was found for mixed sequences of interpretations and supportive interventions. The simultaneous use of these two interventions was associated with a high or an improving alliance over the course of treatment, but not with a low and stable alliance where only single theme sequences of interpretations were found. In other words, in this last group, therapists were either supportive or interpretative, whereas with high or improving alliance, interpretations were always given along with supportive interventions. This finding provides evidence that examining therapist interpretation individually can only yield incomplete findings. How interpretations were given is important for alliance building. It also suggests that therapists should carefully dose their interpretations and be supportive when necessary in order to build a strong therapeutic alliance. And from a research point of view, to study technical interventions, we must look into dynamic variables such as dosage, the supportive quality of an intervention, and timing. (PsycINFO Database Record (c) 2005 APA, all rights reserved)