Evolutionary data selection for enhancing models of intraday forex time series

The hypothesis in this paper is that a significant amount of intraday market data is either noise or redundant, and that if it is eliminated, then predictive models built using the remaining intraday data will be more accurate. To test this hypothesis, we use an evolutionary method (called Evolutionary Data Selection, EDS) to selectively remove out portions of training data that is to be made available to an intraday market predictor. After performing experiments in which data-selected and non-data-selected versions of the same predictive models are compared, it is shown that EDS is effective and does indeed boost predictor accuracy. It is also shown in the paper that building multiple models using EDS and placing them into an ensemble further increases performance. The datasets for evaluation are large intraday forex time series, specifically series from the EUR/USD, the USD/JPY and the EUR/JPY markets, and predictive models for two primary tasks per market are built: intraday return prediction and intraday volatility prediction

Contact Dynamics Simulation for Space Robotics Applications

Abstract—The subject of this paper are contact dynamics simulation methods for two different examples of space robotics applications: Satellite docking in GEO and rover locomotion on planetary surfaces. The according modeling techniques include contact dynamics computation a) between two polygonal surfaces according to the elastic foundation model theory and b) between digital elevation grid surfaces and point cloud surfaces with application of Bekker’s empirical terramechanics functions. The presented simulation results, which are taken from two ongoing projects, SMART-OLEV with satellite docking simulations and ExoMars with rover drawbar pull simulations, demonstrate that contact dynamics simulations can provide helpful inputs in terms of mission feasibility assessment and system design. I

Estimating the Cost of Contributions to the IMF

his issue brief looks at the likely costs to the U.S. Treasury from a $108 billion increase in the U.S. contribution to the International Monetary Fund (IMF). The White House's Office of Management and Budget originally proposed the$108 billion be scored at zero in the budget, and there are indications that it may be scored at as little as $5 billion. This analysis estimates the cost to the U.S. Treasury would be in the range of$16.6 to $26.3 billion, based on the difference between the U.S. Treasury's borrowing costs and interest received from the IMF. These estimates are conservative and understate the true cost.IMF

The emotional contents of the ‘space’ in spatial music

Human spatial perception is how we understand places. Beyond understanding what is where (William James’ formulation of the psychological approach to perception); there are holistic qualities to places. We perceive places as busy, crowded, exciting, threatening or peaceful, calm, comfortable and so on. Designers of places spend a great deal of time and effort on these qualities; scientists rarely do. In the scientific world-view physical qualities and our emotive responses to them are neatly divided in the objective-subjective dichotomy. In this context, music has traditionally constituted an item in a place. Over the last two decades, development of “spatial music” has been within the prevailing engineering paradigm, informed by psychophysical data; here, space is an abstract, Euclidean 3-dimensional ‘container’ for events. The emotional consequence of spatial arrangements is not the main focus in this approach. This paper argues that a paradigm shift is appropriate, from ‘music-in-a-place’ to ‘music-as-a-place’ requiring a fundamental philosophical realignment of ‘meaning’ away from subjective response to include consequences-in-the-environment. Hence the hegemony of the subjective-objective dichotomy is questioned. There are precedents for this, for example in the ecological approach to perception (Gibson). An ecological approach to music-as-environment intrinsically treats the emotional consequences of spatio-musical arrangement holistically. A simplified taxonomy of the attributes of artificial spatial sound in this context will be discussed