A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Characteristics of elution profile in radial chromatography under linear conditions

Based on the mass balance equations of solute transfer in the radial chromatographic column, the theoretical expression to describe the column efficiency and shape of elution profile is obtained under linear isotherm case. Moreover, the tendency for the variation of column efficiency and symmetry of peak profile is systematically discussed. The results showed that in radial chromatography the relationship between the column efficiency and volumetric flow rate is similar with that relationship in axial chromatography; relatively high column efficiency still can be obtained under high flow rate in radial chromatography. Accompanying the increase of retention factor of solutes and injection time, the column efficiency decreases monotonously. The effect of column diameter and column length on the column efficiency interfere with each other. It is more advantageous to increase the column efficiency by applying columns with larger column diameter and shorter column length. According to the discussion of the effect of diffusion on the column efficiency, radial chromatography is proved to be suitable for the separation of samples with relatively high diffusion coefficient, which predicts its obvious advantage in the preparative separation of samples such as proteins and DNA.

Influence of fat percentage, front thigh skinfold and girth on the maximum radial displacement of the dominant rectus femoris

4.171 JCR (2013) Q1, 6/81 Sport sciences

Automated cross-modal mapping in robotic eye/hand systems using plastic radial basis function networks

Q. Meng and M. H Lee, Automated cross-modal mapping in robotic eye/hand systems using plastic radial basis function networks, Connection Science, 19(1), pp 25-52, 2007.

Error-driven active learning in growing radial basis function networks for early robot learning

Q. Meng and M.H. Lee, 'Error-driven active learning in growing radial basis function networks for early robot learning', 2006 IEEE International Conference on Robotics and Automation (IEEE ICRA 2006), 2984-90, Orlando, Florida, USA.

The Application of an Exogenous Linear and Radial Electrical Field to an In Vitro Chronic Diabetic Ulcer Model for Evaluation as a Potential Treatment

Chronic diabetic ulcers affect approximately 15% of patients with diabetes worldwide. Currently, applied electric fields are being investigated as a reliable and cost-effective treatment. This in vitro study aimed to determine the effects of a constant and spatially variable electric field on three factors: endothelial cell migration, proliferation, and angiogenic gene expression. Results for a constant electric field of 0.01 V demonstrated that migration at short time points increased 20-fold and proliferation at long time points increased by a factor of 1.40. Results for a spatially variable electric field did not increase directional migration, but increased proliferation by a factor of 1.39 and by a factor of 1.55 after application of 1.00 V and 0.01 V, respectively. Both constant and spatially variable applied fields increased angiogenic gene expression. Future research that explores a narrower range of intensity levels may more clearly identify the optimal design specifications of a spatially variable electric field.

Proper-motion binaries in the Hipparcos catalogue: comparison with radial velocity data

Context. This paper is the last in a series devoted to the analysis of the binary content of the Hipparcos Catalogue. Aims. The comparison of the proper motions constructed from positions spanning a short (Hipparcos) or long time (Tycho-2) makes it possible to uncover binaries with periods of the order of or somewhat larger than the short time span (in this case, the 3 yr duration of the Hipparcos mission), since the unrecognised orbital motion will then add to the proper motion. Methods. A list of candidate proper motion binaries is constructed from a carefully designed χ2 test evaluating the statistical significance of the difference between the Tycho-2 and Hipparcos proper motions for 103 134 stars in common between the two catalogues (excluding components of visual systems). Since similar lists of proper-motion binaries have already been constructed, the present paper focuses on the evaluation of the detection efficiency of proper-motion binaries, using different kinds of control data (mostly radial velocities). The detection rate for entries from the Ninth Catalogue of Spectroscopic Binary Orbits (SB9) is evaluated, as well as for stars like barium stars, which are known to be all binaries, and finally for spectroscopic binaries identified from radial velocity data in the Geneva-Copenhagen survey of F and G dwarfs in the solar neighbourhood. Results. Proper motion binaries are efficiently detected for systems with parallaxes in excess of ∼20 mas, and periods in the range 1000-30 000 d. The shortest periods in this range (1000-2000 d, i.e. once to twice the duration of the Hipparcos mission) may appear only as DMSA/G binaries (accelerated proper motion in the Hipparcos Double and Multiple System Annex). Proper motion binaries detected among SB9 systems having periods shorter than about 400 d hint at triple systems, the proper-motion binary involving a component with a longer orbital period. A list of 19 candidate triple systems is provided. Binaries suspected of having low-mass (brown-dwarf-like) companions are listed as well. Among the 37 barium stars with parallaxes larger than 5 mas, only 7 exhibit no evidence for duplicity whatsoever (be it spectroscopic or astrometric). Finally, the fraction of proper-motion binaries shows no significant variation among the various (regular) spectral classes, when due account is taken for the detection biases. © ESO 2007.