Portfolio selection using artificial intelligence

The application of artificial intelligence in finance is relatively new area of research. This project employed artificial neural networks (ANNs) that use both fundamental and technical inputs to predict future prices of widely held Australian stocks and use these predicted prices for stock portfolio selection over a long investment horizon. The research involved the creation and testing of a large number of possible network configurations and draws conclusions about ANN architectures and their overall suitability for the purpose of stock portfolio selection.

How approach and avoidance constructs of personality and trait emotional intelligence predict core human values

In this paper we focus specifically on explaining variation in core human values, and suggest that individual differences in values can be partially explained by personality traits and the perceived ability to manage emotions in the self and others (i.e. trait emotional intelligence). A sample of 209 university students was used to test hypotheses regarding several proposed direct and indirect relationships between personality traits, trait emotional intelligence and values. Consistent with the hypotheses, Harm Avoidance and Novelty Seeking were found to directly predict Hedonism, Conformity, and Stimulation. Harm Avoidance was also found to indirectly predict these values through the mediating effects of key subscales of trait emotional intelligence. Novelty Seeking was not found to be an indirect predictor of values. Results have implications for our understanding of the relationship between personality, trait emotional intelligence and values, and suggest a common basis in terms of approach and avoidance pathways.

Tension between privacy and justice : ordering medical tests

Courts set guidelines for when genetic testing would be ordered - medical testing - life insurers - use of test results - confidentiality.

Reliable automatic camera-laser calibration

Camera-laser calibration is necessary for many robotics and computer vision applications. However, existing calibration toolboxes still require laborious effort from the operator in order to achieve reliable and accurate results. This paper proposes algorithms that augment two existing trustful calibration methods with an automatic extraction of the calibration object from the sensor data. The result is a complete procedure that allows for automatic camera-laser calibration. The first stage of the procedure is automatic camera calibration which is useful in its own right for many applications. The chessboard extraction algorithm it provides is shown to outperform openly available techniques. The second stage completes the procedure by providing automatic camera-laser calibration. The procedure has been verified by extensive experimental tests with the proposed algorithms providing a major reduction in time required from an operator in comparison to manual methods.

Sensor Data Integrity : Multi-Sensor Perception for Unmanned Ground Vehicles

This document describes large, accurately calibrated and time-synchronised datasets, gathered in controlled environmental conditions, using an unmanned ground vehicle equipped with a wide variety of sensors. These sensors include: multiple laser scanners, a millimetre wave radar scanner, a colour camera and an infra-red camera. Full details of the sensors are given, as well as the calibration parameters needed to locate them with respect to each other and to the platform. This report also specifies the format and content of the data, and the conditions in which the data have been gathered. The data collection was made in two different situations of the vehicle: static and dynamic. The static tests consisted of sensing a fixed ’reference’ terrain, containing simple known objects, from a motionless vehicle. For the dynamic tests, data were acquired from a moving vehicle in various environments, mainly rural, including an open area, a semi-urban zone and a natural area with different types of vegetation. For both categories, data have been gathered in controlled environmental conditions, which included the presence of dust, smoke and rain. Most of the environments involved were static, except for a few specific datasets which involve the presence of a walking pedestrian. Finally, this document presents illustrations of the effects of adverse environmental conditions on sensor data, as a first step towards reliability and integrity in autonomous perceptual systems.

Optimising the length of Random Breath Tests : results from the Queensland Community Engagement Trial

Research suggests that the length and quality of police-citizen encounters affect policing outcomes. The Koper Curve, for example, shows that the optimal length for police presence in hot spots is between 14 and 15 minutes, with diminishing returns observed thereafter. Our study, using data from the Queensland Community Engagement Trial (QCET), examines the impact of encounter length on citizen perceptions of police performance. QCET involved a randomised field trial, where 60 random breath test (RBT) traffic stop operations were randomly allocated to an experimental condition involving a procedurally just encounter or a business-as-usual control condition. Our results show that the optimal length of time for procedurally just encounters during RBT traffic stops is just less than 2 minutes. We show, therefore, that it is important to encourage and facilitate positive police–citizen encounters during RBTat traffic stops, while ensuring that the length of these interactions does not pass a point of diminishing returns.

Unconditionally secure disjointness tests for private datasets

We present two unconditional secure protocols for private set disjointness tests. In order to provide intuition of our protocols, we give a naive example that applies Sylvester matrices. Unfortunately, this simple construction is insecure as it reveals information about the intersection cardinality. More specifically, it discloses its lower bound. By using the Lagrange interpolation, we provide a protocol for the honest-but-curious case without revealing any additional information. Finally, we describe a protocol that is secure against malicious adversaries. In this protocol, a verification test is applied to detect misbehaving participants. Both protocols require O(1) rounds of communication. Our protocols are more efficient than the previous protocols in terms of communication and computation overhead. Unlike previous protocols whose security relies on computational assumptions, our protocols provide information theoretic security. To our knowledge, our protocols are the first ones that have been designed without a generic secure function evaluation. More important, they are the most efficient protocols for private disjointness tests in the malicious adversary case.

Defence industry projects : investigating the impact of major project manager attributes on stakeholder relationships and project success

This thesis identifies attributes, skills and behaviours that major project managers require for stakeholder relationships competence and project success within a major project environment. It develops valid and reliable measures of internal and external stakeholder relationships competence, tests a complex conceptual model and explores the effectiveness of the QUT Executive Masters of Complex Project Management and Strategic Procurement in developing major project managers' stakeholder relationships competence. Implications of this thesis are for government and industry in identifying factors associated with major project success, as this will lead to better major project outcomes potentially resulting in time and monetary savings of years and billions of dollars.

Efficient disjointness tests for private datasets

We present efficient protocols for private set disjointness tests. We start from an intuition of our protocols that applies Sylvester matrices. Unfortunately, this simple construction is insecure as it reveals information about the cardinality of the intersection. More specifically, it discloses its lower bound. By using the Lagrange interpolation we provide a protocol for the honest-but-curious case without revealing any additional information. Finally, we describe a protocol that is secure against malicious adversaries. The protocol applies a verification test to detect misbehaving participants. Both protocols require O(1) rounds of communication. Our protocols are more efficient than the previous protocols in terms of communication and computation overhead. Unlike previous protocols whose security relies on computational assumptions, our protocols provide information theoretic security. To our knowledge, our protocols are first ones that have been designed without a generic secure function evaluation. More importantly, they are the most efficient protocols for private disjointness tests for the malicious adversary case.

Web crippling tests of hollow flange channel beams – end one flange and interior one flange load cases

LiteSteel beam (LSB) is a new cold-formed steel hollow flange channel section produced using a patented manufacturing process involving simultaneous cold-forming and dual electric resistance welding. The LSBs were commonly used as floor joists and bearers with web openings in residential, industrial and commercial buildings. Due to the unique geometry of LSBs, as well as its unique residual stress characteristics and initial geometric imperfections resultant of manufacturing processes, much of the existing research for common cold-formed steel sections is not directly applicable to LSBs. Many research studies have been carried out to evaluate the behaviour and design of LSBs subject to pure bending actions, predominant shear and combined actions. However, to date, no investigation has been conducted into the web crippling behaviour and strength of LSB sections. Hence detailed experimental studies were conducted to investigate the web crippling behaviour and strengths of LSBs under EOF (End One Flange) and IOF (Interior One Flange) load cases. A total of 26 web crippling tests was conducted and the results were compared with current AS/NZS 4600 design rules. This comparison showed that AS/NZS 4600 (SA, 2005) design rules are very conservative for LSB sections under EOF and IOF load cases. Suitable design equations have been proposed to determine the web crippling capacity of LSBs based on experimental results. This paper presents the details of this experimental study on the web crippling behaviour and strengths of LiteSteel beams under EOF and IOF load cases.

Web crippling tests of hollow flange channel beams : ETF AND ITF load cases

This paper presents the details of an experimental study of a cold-formed steel hollow flange channel beam known as LiteSteel Beam (LSB) subject to web crippling actions (ETF and ITF). Due to the geometry of the LSB, as well as its unique residual stress characteristics and initial geometric imperfections resultant of manufacturing processes, much of the existing research for common cold-formed steel sections is not directly applicable to LSB. Experimental and numerical studies have been carried out to evaluate the behaviour and design of LSBs subject to pure bending actions, predominant shear actions and combined actions. To date, however, no investigation has been conducted into the web crippling behaviour and strength of LSB sections under ETF and ITF load conditions. Hence experimental studies were conducted to assess the web crippling behaviour and strengths of LSBs. Twenty eight web crippling tests were conducted and the results were compared with the current AS/NZS 4600[1] and AISI S100 [2]design equations. Comparison of the ultimate web crippling capacities from tests showed that AS/NZS 4600[1] and AISI S100 [2] design equations are unconservative for LSB sections under ETF and ITF load cases. Hence new equations were proposed to determine the web crippling capacities of LSBs. Suitable design rules were also developed under the DSM format.

Strategic intelligence in law enforcement : anticipating transnational organised crime

This thesis is an explorative study of four national level law enforcement agencies' applications of strategic intelligence against transnational organised crime. The thesis develops a hybrid conceptual model for strategic intelligence in law enforcement, which explains how strategic intelligence influences police management. Dr Coyne explored case studies of strategic intelligence in the Criminal Intelligence Service Canada, Serious and Organised Crime Agency United Kingdom, Australian Crime Commission and the Australian Federal Police. The research provides an understanding of the impact of strategic intelligence across strategic responses to transnational organised crime and the implications this has for police management and intelligence theory.

Reliability and validity of physical fitness field tests for adults aged 55 to 70 years

The aim of this study was to examine the reliability and validity of field tests for assessing physical function in mid-aged and young-old people (55-70 y). Tests were selected that required minimal space and equipment and could be implemented in multiple field settings such as a general practitioner's office. Nineteen participants completed 2 field and I laboratory testing sessions. Intra-class correlations showed good reliability for the tests of upper body strength (lift and reach, R=.66), lower body strength (sit to stand, R=.80) and functional capacity (Canadian Step Test, R=.92), but not for leg power (single timed chair rise, R=.28). There was also good reliability for the balance test during 3 stances: parallel (94.7% agreement), semi-tandem (73.7%), and tandem (52.6%). Comparison of field test results with objective laboratory measures found good validity for the sit to stand (cf 1RM leg press, Pearson r=.68, p <.05), and for the step test (cf PWC140, r = -.60, p <.001), but not for the lift and reach (cf 1RM bench press, r=.43, p >.05), balance (r=-.13, -.18, .23) and rate of force development tests (r=-.28). It was concluded that the lower body strength and cardiovascular function tests were appropriate for use in field settings with mid-aged and young-old adults.

Effects of wireless sensor network uncertainties on output-only modal analysis employing merged data of multiple tests

The use of Wireless Sensor Networks (WSNs) for vibration-based Structural Health Monitoring (SHM) has become a promising approach due to many advantages such as low cost, fast and flexible deployment. However, inherent technical issues such as data asynchronicity and data loss have prevented these distinct systems from being extensively used. Recently, several SHM-oriented WSNs have been proposed and believed to be able to overcome a large number of technical uncertainties. Nevertheless, there is limited research verifying the applicability of those WSNs with respect to demanding SHM applications like modal analysis and damage identification. Based on a brief review, this paper first reveals that Data Synchronization Error (DSE) is the most inherent factor amongst uncertainties of SHM-oriented WSNs. Effects of this factor are then investigated on outcomes and performance of the most robust Output-only Modal Analysis (OMA) techniques when merging data from multiple sensor setups. The two OMA families selected for this investigation are Frequency Domain Decomposition (FDD) and data-driven Stochastic Subspace Identification (SSI-data) due to the fact that they both have been widely applied in the past decade. Accelerations collected by a wired sensory system on a large-scale laboratory bridge model are initially used as benchmark data after being added with a certain level of noise to account for the higher presence of this factor in SHM-oriented WSNs. From this source, a large number of simulations have been made to generate multiple DSE-corrupted datasets to facilitate statistical analyses. The results of this study show the robustness of FDD and the precautions needed for SSI-data family when dealing with DSE at a relaxed level. Finally, the combination of preferred OMA techniques and the use of the channel projection for the time-domain OMA technique to cope with DSE are recommended.