Una aproximación a la predicción del valor de acciones en la bolsa de valores aplicando técnicas de Data Mining

La predicción del valor de las acciones en la bolsa de valores ha sido un tema importante en el campo de inversiones, que por varios años ha atraído tanto a académicos como a inversionistas. Esto supone que la información disponible en el pasado de la compañía que cotiza en bolsa tiene alguna implicación en el futuro del valor de la misma. Este trabajo está enfocado en ayudar a un persona u organismo que decida invertir en la bolsa de valores a través de gestión de compra o venta de acciones de una compañía a tomar decisiones respecto al tiempo de comprar o vender basado en el conocimiento obtenido de los valores históricos de las acciones de una compañía en la bolsa de valores. Esta decisión será inferida a partir de un modelo de regresión múltiple que es una de las técnicas de datamining. Para llevar conseguir esto se emplea una metodología conocida como CRISP-DM aplicada a los datos históricos de la compañía con mayor valor actual del NASDAQ.---ABSTRACT---The prediction of the value of shares in the stock market has been a major issue in the field of investments, which for several years has attracted both academics and investors. This means that the information available in the company last traded have any involvement in the future of the value of it. This work is focused on helping an investor decides to invest in the stock market through management buy or sell shares of a company to make decisions with respect to time to buy or sell based on the knowledge gained from the historic values of the shares of a company in the stock market. This decision will be inferred from a multiple regression model which is one of the techniques of data mining. To get this out a methodology known as CRISP-DM applied to historical data of the company with the highest current value of NASDAQ is used.

Mining Abstractions in Scientific Workows

Los flujos de trabajo científicos han sido adoptados durante la última década para representar los métodos computacionales utilizados en experimentos in silico, así como para dar soporte a sus publicaciones asociadas. Dichos flujos de trabajo han demostrado ser útiles para compartir y reproducir experimentos científicos, permitiendo a investigadores visualizar, depurar y ahorrar tiempo a la hora de re-ejecutar un trabajo realizado con anterioridad. Sin embargo, los flujos de trabajo científicos pueden ser en ocasiones difíciles de entender y reutilizar. Esto es debido a impedimentos como el gran número de flujos de trabajo existentes en repositorios, su heterogeneidad o la falta generalizada de documentación y ejemplos de uso. Además, dado que normalmente es posible implementar un mismo método utilizando algoritmos o técnicas distintas, flujos de trabajo aparentemente distintos pueden estar relacionados a un determinado nivel de abstracción, basándose, por ejemplo, en su funcionalidad común. Esta tesis se centra en la reutilización de flujos de trabajo y su abstracción mediante la exploración de relaciones entre los flujos de trabajo de un repositorio y la extracción de abstracciones que podrían ayudar a la hora de reutilizar otros flujos de trabajo existentes. Para ello, se propone un modelo simple de representación de flujos de trabajo y sus ejecuciones, se analizan las abstracciones típicas que se pueden encontrar en los repositorios de flujos de trabajo, se exploran las prácticas habituales de los usuarios a la hora de reutilizar flujos de trabajo existentes y se describe un método para descubrir abstracciones útiles para usuarios, basadas en técnicas existentes de teoría de grafos. Los resultados obtenidos exponen las abstracciones y prácticas comunes de usuarios en términos de reutilización de flujos de trabajo, y muestran cómo las abstracciones que se extraen automáticamente tienen potencial para ser reutilizadas por usuarios que buscan diseñar nuevos flujos de trabajo. Abstract Scientific workflows have been adopted in the last decade to represent the computational methods used in in silico scientific experiments and their associated research products. Scientific workflows have demonstrated to be useful for sharing and reproducing scientific experiments, allowing scientists to visualize, debug and save time when re-executing previous work. However, scientific workflows may be difficult to understand and reuse. The large amount of available workflows in repositories, together with their heterogeneity and lack of documentation and usage examples may become an obstacle for a scientist aiming to reuse the work from other scientists. Furthermore, given that it is often possible to implement a method using different algorithms or techniques, seemingly disparate workflows may be related at a higher level of abstraction, based on their common functionality. In this thesis we address the issue of reusability and abstraction by exploring how workflows relate to one another in a workflow repository, mining abstractions that may be helpful for workflow reuse. In order to do so, we propose a simple model for representing and relating workflows and their executions, we analyze the typical common abstractions that can be found in workflow repositories, we explore the current practices of users regarding workflow reuse and we describe a method for discovering useful abstractions for workflows based on existing graph mining techniques. Our results expose the common abstractions and practices of users in terms of workflow reuse, and show how our proposed abstractions have potential to become useful for users designing new workflows.

Extracción de conocimientos de la diabetes tipo 1 utilizando la metodología de "Data Mining"

La diabetes mellitus es un trastorno en la metabolización de los carbohidratos, caracterizado por la nula o insuficiente segregación de insulina (hormona producida por el páncreas), como resultado del mal funcionamiento de la parte endocrina del páncreas, o de una creciente resistencia del organismo a esta hormona. Esto implica, que tras el proceso digestivo, los alimentos que ingerimos se transforman en otros compuestos químicos más pequeños mediante los tejidos exocrinos. La ausencia o poca efectividad de esta hormona polipéptida, no permite metabolizar los carbohidratos ingeridos provocando dos consecuencias: Aumento de la concentración de glucosa en sangre, ya que las células no pueden metabolizarla; consumo de ácidos grasos mediante el hígado, liberando cuerpos cetónicos para aportar la energía a las células. Esta situación expone al enfermo crónico, a una concentración de glucosa en sangre muy elevada, denominado hiperglucemia, la cual puede producir a medio o largo múltiples problemas médicos: oftalmológicos, renales, cardiovasculares, cerebrovasculares, neurológicos… La diabetes representa un gran problema de salud pública y es la enfermedad más común en los países desarrollados por varios factores como la obesidad, la vida sedentaria, que facilitan la aparición de esta enfermedad. Mediante el presente proyecto trabajaremos con los datos de experimentación clínica de pacientes con diabetes de tipo 1, enfermedad autoinmune en la que son destruidas las células beta del páncreas (productoras de insulina) resultando necesaria la administración de insulina exógena. Dicho esto, el paciente con diabetes tipo 1 deberá seguir un tratamiento con insulina administrada por la vía subcutánea, adaptado a sus necesidades metabólicas y a sus hábitos de vida. Para abordar esta situación de regulación del control metabólico del enfermo, mediante una terapia de insulina, no serviremos del proyecto “Páncreas Endocrino Artificial” (PEA), el cual consta de una bomba de infusión de insulina, un sensor continuo de glucosa, y un algoritmo de control en lazo cerrado. El objetivo principal del PEA es aportar al paciente precisión, eficacia y seguridad en cuanto a la normalización del control glucémico y reducción del riesgo de hipoglucemias. El PEA se instala mediante vía subcutánea, por lo que, el retardo introducido por la acción de la insulina, el retardo de la medida de glucosa, así como los errores introducidos por los sensores continuos de glucosa cuando, se descalibran dificultando el empleo de un algoritmo de control. Llegados a este punto debemos modelar la glucosa del paciente mediante sistemas predictivos. Un modelo, es todo aquel elemento que nos permita predecir el comportamiento de un sistema mediante la introducción de variables de entrada. De este modo lo que conseguimos, es una predicción de los estados futuros en los que se puede encontrar la glucosa del paciente, sirviéndonos de variables de entrada de insulina, ingesta y glucosa ya conocidas, por ser las sucedidas con anterioridad en el tiempo. Cuando empleamos el predictor de glucosa, utilizando parámetros obtenidos en tiempo real, el controlador es capaz de indicar el nivel futuro de la glucosa para la toma de decisones del controlador CL. Los predictores que se están empleando actualmente en el PEA no están funcionando correctamente por la cantidad de información y variables que debe de manejar. Data Mining, también referenciado como Descubrimiento del Conocimiento en Bases de Datos (Knowledge Discovery in Databases o KDD), ha sido definida como el proceso de extracción no trivial de información implícita, previamente desconocida y potencialmente útil. Todo ello, sirviéndonos las siguientes fases del proceso de extracción del conocimiento: selección de datos, pre-procesado, transformación, minería de datos, interpretación de los resultados, evaluación y obtención del conocimiento. Con todo este proceso buscamos generar un único modelo insulina glucosa que se ajuste de forma individual a cada paciente y sea capaz, al mismo tiempo, de predecir los estados futuros glucosa con cálculos en tiempo real, a través de unos parámetros introducidos. Este trabajo busca extraer la información contenida en una base de datos de pacientes diabéticos tipo 1 obtenidos a partir de la experimentación clínica. Para ello emplearemos técnicas de Data Mining. Para la consecución del objetivo implícito a este proyecto hemos procedido a implementar una interfaz gráfica que nos guía a través del proceso del KDD (con información gráfica y estadística) de cada punto del proceso. En lo que respecta a la parte de la minería de datos, nos hemos servido de la denominada herramienta de WEKA, en la que a través de Java controlamos todas sus funciones, para implementarlas por medio del programa creado. Otorgando finalmente, una mayor potencialidad al proyecto con la posibilidad de implementar el servicio de los dispositivos Android por la potencial capacidad de portar el código. Mediante estos dispositivos y lo expuesto en el proyecto se podrían implementar o incluso crear nuevas aplicaciones novedosas y muy útiles para este campo. Como conclusión del proyecto, y tras un exhaustivo análisis de los resultados obtenidos, podemos apreciar como logramos obtener el modelo insulina-glucosa de cada paciente. ABSTRACT. The diabetes mellitus is a metabolic disorder, characterized by the low or none insulin production (a hormone produced by the pancreas), as a result of the malfunctioning of the endocrine pancreas part or by an increasing resistance of the organism to this hormone. This implies that, after the digestive process, the food we consume is transformed into smaller chemical compounds, through the exocrine tissues. The absence or limited effectiveness of this polypeptide hormone, does not allow to metabolize the ingested carbohydrates provoking two consequences: Increase of the glucose concentration in blood, as the cells are unable to metabolize it; fatty acid intake through the liver, releasing ketone bodies to provide energy to the cells. This situation exposes the chronic patient to high blood glucose levels, named hyperglycemia, which may cause in the medium or long term multiple medical problems: ophthalmological, renal, cardiovascular, cerebrum-vascular, neurological … The diabetes represents a great public health problem and is the most common disease in the developed countries, by several factors such as the obesity or sedentary life, which facilitate the appearance of this disease. Through this project we will work with clinical experimentation data of patients with diabetes of type 1, autoimmune disease in which beta cells of the pancreas (producers of insulin) are destroyed resulting necessary the exogenous insulin administration. That said, the patient with diabetes type 1 will have to follow a treatment with insulin, administered by the subcutaneous route, adapted to his metabolic needs and to his life habits. To deal with this situation of metabolic control regulation of the patient, through an insulin therapy, we shall be using the “Endocrine Artificial Pancreas " (PEA), which consists of a bomb of insulin infusion, a constant glucose sensor, and a control algorithm in closed bow. The principal aim of the PEA is providing the patient precision, efficiency and safety regarding the normalization of the glycemic control and hypoglycemia risk reduction". The PEA establishes through subcutaneous route, consequently, the delay introduced by the insulin action, the delay of the glucose measure, as well as the mistakes introduced by the constant glucose sensors when, decalibrate, impede the employment of an algorithm of control. At this stage we must shape the patient glucose levels through predictive systems. A model is all that element or set of elements which will allow us to predict the behavior of a system by introducing input variables. Thus what we obtain, is a prediction of the future stages in which it is possible to find the patient glucose level, being served of input insulin, ingestion and glucose variables already known, for being the ones happened previously in the time. When we use the glucose predictor, using obtained real time parameters, the controller is capable of indicating the future level of the glucose for the decision capture CL controller. The predictors that are being used nowadays in the PEA are not working correctly for the amount of information and variables that it need to handle. Data Mining, also indexed as Knowledge Discovery in Databases or KDD, has been defined as the not trivial extraction process of implicit information, previously unknown and potentially useful. All this, using the following phases of the knowledge extraction process: selection of information, pre- processing, transformation, data mining, results interpretation, evaluation and knowledge acquisition. With all this process we seek to generate the unique insulin glucose model that adjusts individually and in a personalized way for each patient form and being capable, at the same time, of predicting the future conditions with real time calculations, across few input parameters. This project of end of grade seeks to extract the information contained in a database of type 1 diabetics patients, obtained from clinical experimentation. For it, we will use technologies of Data Mining. For the attainment of the aim implicit to this project we have proceeded to implement a graphical interface that will guide us across the process of the KDD (with graphical and statistical information) of every point of the process. Regarding the data mining part, we have been served by a tool called WEKA's tool called, in which across Java, we control all of its functions to implement them by means of the created program. Finally granting a higher potential to the project with the possibility of implementing the service for Android devices, porting the code. Through these devices and what has been exposed in the project they might help or even create new and very useful applications for this field. As a conclusion of the project, and after an exhaustive analysis of the obtained results, we can show how we achieve to obtain the insulin–glucose model for each patient.

Phylogenomic analysis of natural products biosynthetic gene clusters allows discovery of arseno-organic metabolites in model streptomycetes

We are indebted with Marnix Medema, Paul Straight and Sean Rovito, for useful discussions and critical reading of the manuscript, as well as with Alicia Chagolla and Yolanda Rodriguez of the MS Service of Unidad Irapuato, Cinvestav, and Araceli Fernandez for technical support in high-performance computing. This work was funded by Conacyt Mexico (grants No. 179290 and 177568) and FINNOVA Mexico (grant No. 214716) to FBG. PCM was funded by Conacyt scholarship (No. 28830) and a Cinvestav posdoctoral fellowship. JF and JFK acknowledge funding from the College of Physical Sciences, University of Aberdeen, UK.

A model driven framework for geographic knowledge discovery

Geographic knowledge discovery (GKD) is the process of extracting information and knowledge from massive georeferenced databases. Usually the process is accomplished by two different systems, the Geographic Information Systems (GIS) and the data mining engines. However, the development of those systems is a complex task due to it does not follow a systematic, integrated and standard methodology. To overcome these pitfalls, in this paper, we propose a modeling framework that addresses the development of the different parts of a multilayer GKD process. The main advantages of our framework are that: (i) it reduces the design effort, (ii) it improves quality systems obtained, (iii) it is independent of platforms, (iv) it facilitates the use of data mining techniques on geo-referenced data, and finally, (v) it ameliorates the communication between different users.

EmotiBlog: a model to learn subjective information detection in the new textual genres of the Web 2.0 -a multilingual and multi-genre approach-

Tesis doctoral con mención europea en procesamiento del lenguaje natural realizada en la Universidad de Alicante por Ester Boldrini bajo la dirección del Dr. Patricio Martínez-Barco. El acto de defensa de la tesis tuvo lugar en la Universidad de Alicante el 23 de enero de 2012 ante el tribunal formado por los doctores Manuel Palomar (Universidad de Alicante), Dr. Paloma Moreda (UA), Dr. Mariona Taulé (Universidad de Barcelona), Dr. Horacio Saggion (Universitat Pompeu Fabra) y Dr. Mike Thelwall (University of Wolverhampton). Calificación: Sobresaliente Cum Laude por unanimidad.

EmotiBlog: a fine-grained model for emotion detection in non-traditional textual genres

This paper presents the first version of EmotiBlog, an annotation scheme for emotions in non-traditional textual genres such as blogs or forums. We collected a corpus composed by blog posts in three languages: English, Spanish and Italian and about three topics of interest. Subsequently, we annotated our collection and carried out the inter-annotator agreement and a ten-fold cross-validation evaluation, obtaining promising results. The main aim of this research is to provide a finer-grained annotation scheme and annotated data that are essential to perform evaluation focused on checking the quality of the created resources.

Urban environmental degradation and the standard of living: the case of the Spanish mining industry (1870–1930)

This paper analyses the consequences of urban environmental degradation on the well-being of Spanish miners. It is based on analyses of differences in mortality and height. The first part of the paper examines new hypotheses regarding the urban penalty. We take into consideration existing works in economic theory that address market failures when analysing the higher urban death rate. We explain the reduction in height using the model recently created by Floud, Fogel, Harris and Hong for British cities. The second part of the paper presents information demonstrating that the urban areas in the two largest mining areas in Spain (Bilbao and the Cartagena-La Unión mountain range) experienced a higher death rate relative to rural areas as a consequence of market failures derived from what we term an ‘anarchic urbanisation’.

Model of an Arizona gold mine.

no.1(1922)

Western energy : the interregional coal analysis model /

Prepared in cooperation with U.S. Environmental Protection Agency, Office of Environmental Engineering and Technology.

How cost efficient are Australia's mining industries?

This paper uses a stochastic translog cost frontier model and a panel data of five key mining industries in Australia over 1968-1969 to 1994-1995 to investigate the sources of output growth and the effects of cost inefficiency on total factor productivity (TFP) growth. The results indicate that mining output growth was largely input-driven rather than productivity-driven. Although there were some gains from technological progress and economics of scale in production, cost inefficiency which barely exceeded 1.1% since the mid-1970s in the mining industries was the main factor causing low TFP growth. (C) 2002 Elsevier Science B.V. All rights reserved.

A liberation model for comminution based on probability theory

Mineral processing plants use two main processes; these are comminution and separation. The objective of the comminution process is to break complex particles consisting of numerous minerals into smaller simpler particles where individual particles consist primarily of only one mineral. The process in which the mineral composition distribution in particles changes due to breakage is called 'liberation'. The purpose of separation is to separate particles consisting of valuable mineral from those containing nonvaluable mineral. The energy required to break particles to fine sizes is expensive, and therefore the mineral processing engineer must design the circuit so that the breakage of liberated particles is reduced in favour of breaking composite particles. In order to effectively optimize a circuit through simulation it is necessary to predict how the mineral composition distributions change due to comminution. Such a model is called a 'liberation model for comminution'. It was generally considered that such a model should incorporate information about the ore, such as the texture. However, the relationship between the feed and product particles can be estimated using a probability method, with the probability being defined as the probability that a feed particle of a particular composition and size will form a particular product particle of a particular size and composition. The model is based on maximizing the entropy of the probability subject to mass constraints and composition constraint. Not only does this methodology allow a liberation model to be developed for binary particles, but also for particles consisting of many minerals. Results from applying the model to real plant ore are presented. A laboratory ball mill was used to break particles. The results from this experiment were used to estimate the kernel which represents the relationship between parent and progeny particles. A second feed, consisting primarily of heavy particles subsampled from the main ore was then ground through the same mill. The results from the first experiment were used to predict the product of the second experiment. The agreement between the predicted results and the actual results are very good. It is therefore recommended that more extensive validation is needed to fully evaluate the substance of the method. (C) 2003 Elsevier Ltd. All rights reserved.

HPGR model verification and scale-up

This paper summarises test results that were used to validate a model and scale-up procedure of the high pressure grinding roll (HPGR) which was developed at the JKMRC by Morrell et al. [Morrell, Lim, Tondo, David,1996. Modelling the high pressure grinding rolls. In: Mining Technology Conference, pp. 169-176.]. Verification of the model is based on results from four data sets that describe the performance of three industrial scale units fitted with both studded and smooth roll surfaces. The industrial units are currently in operation within the diamond mining industry and are represented by De Beers, BHP Billiton and Rio Tinto. Ore samples from the De Beers and BHP Billiton operations were sent to the JKMRC for ore characterisation and HPGR laboratory-scale tests. Rio Tinto contributed an historical data set of tests completed during a previous research project. The results conclude that the modelling of the HPGR process has matured to a point where the model may be used to evaluate new and to optimise existing comminution circuits. The model prediction of product size distribution is good and has been found to be strongly dependent of the characteristics of the material being tested. The prediction of throughput and corresponding power draw (based on throughput) is sensitive to inconsistent gap/diameter ratios observed between laboratory-scale tests and full-scale operations. (C) 2004 Elsevier Ltd. All rights reserved.

Using DEM to model ore breakage within a pilot scale SAG mill

The best accepted method for design of autogenous and semi-autogenous (AG/SAG) mills is to carry out pilot scale test work using a 1.8 m diameter by 0.6 m long pilot scale test mill. The load in such a mill typically contains 250,000-450,000 particles larger than 6 mm, allowing correct representation of more than 90% of the charge in Discrete Element Method (DEM) simulations. Most AG/SAG mills use discharge grate slots which are 15 mm or more in width. The mass in each size fraction usually decreases rapidly below grate size. This scale of DEM model is now within the possible range of standard workstations running an efficient DEM code. This paper describes various ways of extracting collision data front the DEM model and translating it into breakage estimates. Account is taken of the different breakage mechanisms (impact and abrasion) and of the specific impact histories of the particles in order to assess the breakage rates for various size fractions in the mills. At some future time, the integration of smoothed particle hydrodynamics with DEM will allow for the inclusion of slurry within the pilot mill simulation. (C) 2004 Elsevier Ltd. All rights reserved.

Electricity market price spike forecast with data mining techniques

Electricity market price forecast is a changeling yet very important task for electricity market managers and participants. Due to the complexity and uncertainties in the power grid, electricity prices are highly volatile and normally carry with spikes. which may be (ens or even hundreds of times higher than the normal price. Such electricity spikes are very difficult to be predicted. So far. most of the research on electricity price forecast is based on the normal range electricity prices. This paper proposes a data mining based electricity price forecast framework, which can predict the normal price as well as the price spikes. The normal price can be, predicted by a previously proposed wavelet and neural network based forecast model, while the spikes are forecasted based on a data mining approach. This paper focuses on the spike prediction and explores the reasons for price spikes based on the measurement of a proposed composite supply-demand balance index (SDI) and relative demand index (RDI). These indices are able to reflect the relationship among electricity demand, electricity supply and electricity reserve capacity. The proposed model is based on a mining database including market clearing price, trading hour. electricity), demand, electricity supply and reserve. Bayesian classification and similarity searching techniques are used to mine the database to find out the internal relationships between electricity price spikes and these proposed. The mining results are used to form the price spike forecast model. This proposed model is able to generate forecasted price spike, level of spike and associated forecast confidence level. The model is tested with the Queensland electricity market data with promising results. Crown Copyright (C) 2004 Published by Elsevier B.V. All rights reserved.