A Reinforcement Learning Application for Portfolio Optimization in the Stock Market

Investment funds are continuously looking for new technologies and ideas to enhance their results. Lately, with the success observed in other fields, wealth managers are taking a closes look at machine learning methods. Even if the use of ML is not entirely new in finance, leveraging new techniques has proved to be challenging and few funds succeed in doing so. The present work explores de usage of reinforcement learning algorithms for portfolio management for the stock market. It is well known the stochastic nature of stock and aiming to predict the market is unrealistic; nevertheless, the question of how to use machine learning to find useful patterns in the data that enable small market edges, remains open. Based on the ideas of reinforcement learning, a portfolio optimization approach is proposed. RL agents are trained to trade in a stock exchange, using portfolio returns as rewards for their RL optimization problem, thus seeking optimal resource allocation. For this purpose, a set of 68 stock tickers in the Frankfurt exchange market was selected, and two RL methods applied, namely Advantage Actor-Critic(A2C) and Proximal Policy Optimization (PPO). Their performance was compared against three commonly traded ETFs (exchange-traded funds) to asses the algorithm's ability to generate returns compared to real-life investments. Both algorithms were able to achieve positive returns in a year of testing( 5.4\% and 9.3\% for A2C and PPO respectively, a European ETF (VGK, Vanguard FTSE Europe Index Fund) for the same period, reported 9.0\% returns) as well as healthy risk-to-returns ratios. The results do not aim to be financial advice or trading strategies, but rather explore the potential of RL for studying small to medium size stock portfolios

Automatic Rock Detection and Mapping from HiRISE Imagery

This system includes a C-code software program and a set of MATLAB software tools for statistical analysis and rock distribution mapping. The major functions include rock detection and rock detection validation. The rock detection code has been evolved into a production tool that can be used by engineers and geologists with minor training

Hardware Implementation of a Bilateral Subtraction Filter

A bilateral subtraction filter has been implemented as a hardware module in the form of a field-programmable gate array (FPGA). In general, a bilateral subtraction filter is a key subsystem of a high-quality stereoscopic machine vision system that utilizes images that are large and/or dense. Bilateral subtraction filters have been implemented in software on general-purpose computers, but the processing speeds attainable in this way even on computers containing the fastest processors are insufficient for real-time applications. The present FPGA bilateral subtraction filter is intended to accelerate processing to real-time speed and to be a prototype of a link in a stereoscopic-machine- vision processing chain, now under development, that would process large and/or dense images in real time and would be implemented in an FPGA. In terms that are necessarily oversimplified for the sake of brevity, a bilateral subtraction filter is a smoothing, edge-preserving filter for suppressing low-frequency noise. The filter operation amounts to replacing the value for each pixel with a weighted average of the values of that pixel and the neighboring pixels in a predefined neighborhood or window (e.g., a 9 9 window). The filter weights depend partly on pixel values and partly on the window size. The present FPGA implementation of a bilateral subtraction filter utilizes a 9 9 window. This implementation was designed to take advantage of the ability to do many of the component computations in parallel pipelines to enable processing of image data at the rate at which they are generated. The filter can be considered to be divided into the following parts (see figure): a) An image pixel pipeline with a 9 9- pixel window generator, b) An array of processing elements; c) An adder tree; d) A smoothing-and-delaying unit; and e) A subtraction unit. After each 9 9 window is created, the affected pixel data are fed to the processing elements. Each processing element is fed the pixel value for its position in the window as well as the pixel value for the central pixel of the window. The absolute difference between these two pixel values is calculated and used as an address in a lookup table. Each processing element has a lookup table, unique for its position in the window, containing the weight coefficients for the Gaussian function for that position. The pixel value is multiplied by the weight, and the outputs of the processing element are the weight and pixel-value weight product. The products and weights are fed to the adder tree. The sum of the products and the sum of the weights are fed to the divider, which computes the sum of products the sum of weights. The output of the divider is denoted the bilateral smoothed image. The smoothing function is a simple weighted average computed over a 3 3 subwindow centered in the 9 9 window. After smoothing, the image is delayed by an additional amount of time needed to match the processing time for computing the bilateral smoothed image. The bilateral smoothed image is then subtracted from the 3 3 smoothed image to produce the final output. The prototype filter as implemented in a commercially available FPGA processes one pixel per clock cycle. Operation at a clock speed of 66 MHz has been demonstrated, and results of a static timing analysis have been interpreted as suggesting that the clock speed could be increased to as much as 100 MHz

Probabilistic Surface Characterization for Safe Landing Hazard Detection and Avoidance (HDA)

Apparatuses, systems, computer programs and methods for performing hazard detection and avoidance for landing vehicles are provided. Hazard assessment takes into consideration the geometry of the lander. Safety probabilities are computed for a plurality of pixels in a digital elevation map. The safety probabilities are combined for pixels associated with one or more aim points and orientations. A worst case probability value is assigned to each of the one or more aim points and orientations

Plan de mercadeo para la empresa de artes graficas alexa impresores

Al hablar del sector de artes gráficas, es obligatorio involucrar tantos temas que influyen en toda su cadena de producción y comercialización, esto es hablar de desarrollo sostenible, conservación del medio ambiente, innovación tecnológica, tendencias de aprendizaje, conceptos creativos, políticas económicas, importación y exportación, diversidad de culturas y tendencias, entre otros má

Plan de mercadeo para la empresa de artes gráficas Alexa impresores

Al hablar del sector de artes gráficas, es obligatorio involucrar tantos temas que influyen en toda su cadena de producción y comercialización, esto es hablar de desarrollo sostenible, conservación del medio ambiente, innovación tecnológica, tendencias de aprendizaje, conceptos creativos, políticas económicas, importación y exportación, diversidad de culturas y tendencias, entre otros más Dadas las circunstancias actuales bajo las cuales se mueve la industria de las artes gráficas en Colombia, en la que se evidencia una gran cantidad factores a los que se enfrentan las empresas que pertenecen al sector, es pertinente observar que están haciendo desde su interior para obtener información precisa que les permita obtener el conocimiento necesario para fijar un desempeño efectivo frente a sus competidores por medio de productos y servicios que les permita defenderse, posicionarse y tomar ventajas frente a todo lo que ofrece el mercado local e internacional dedicado a este negocio

Formulación de un plan de marketing para orientar el posicionamiento del centro de rehabilitación física profesional el mundo de la rehabilitación (CEREFI) Piura - 2011

El estudio de investigación es No experimental, transversal y exploratorio (Hernández, Fernández y Baptista, 2003) que permitió determinar la real situación de la empresa CEREFI, a partir de la cual se propuso un Plan Estratégico de Marketing con Estrategias centradas en una Publicidad y Promoción estratégicamente compartida, dado los limitados recursos y capacidad operativa que presenta la empresa. La estrategia Publicitaria asciende a 4,375 y la promocional a 675 nuevos soles, los cuales representan la inversión de la estrategia de Marketing. Dada la posición competitiva de la empresa en el mercado la estrategia publicitaria pretende remover esta posición, principalmente con los competidores privados. La metodología utilizada permitió elaborar cuestionarios validados a través de jueces expertos y se aplico a una muestra de 150 individuos facilitando los medios necesarios para identificar y resolver mejor los problemas, ya que se parte de información válida y precisa, que permite arribar a un mejor diagnóstico y desarrollar alternativas de solución. Entre los resultados más saltantes encontrados que podemos precisar que la organización a investigar posee herramientas que le ayudan a lograr sus objetivos

Using CTX Image Features to Predict HiRISE-Equivalent Rock Density

Methods have been developed to quantitatively assess rock hazards at candidate landing sites with the aid of images from the HiRISE camera onboard NASA s Mars Reconnaissance Orbiter. HiRISE is able to resolve rocks as small as 1-m in diameter. Some sites of interest do not have adequate coverage with the highest resolution sensors and there is a need to infer relevant information (like site safety or underlying geomorphology). The proposed approach would make it possible to obtain rock density estimates at a level close to or equal to those obtained from high-resolution sensors where individual rocks are discernable

Dynamics of an inverted cantilever plate at moderate angle of attack

The dynamics of a cantilever plate clamped at its trailing edge and placed at a moderate angle (α≤30∘) to a uniform flow are investigated experimentally and numerically, and a large experimental data set is provided. The dynamics are shown to differ significantly from the zero-angle-of-attack case, commonly called the inverted-flag configuration. Four distinct dynamical regimes arise at non-zero angles: a small oscillation around a small-deflection equilibrium (deformed regime), a small-amplitude flapping motion, a large-amplitude flapping motion and a small oscillation around a large-deflection equilibrium (deflected regime). The small- and large-amplitude flapping motions are shown to be produced by different physical mechanisms. The small-amplitude flapping motion appears gradually as the flow speed is increased and is consistent with a limit-cycle oscillation caused by the quasi-steady fluid forcing. The large-amplitude flapping motion is observed to appear at a constant critical flow speed that is independent of angle of attack. Its characteristics match those of the large-amplitude vortex-induced vibration present at zero angle of attack. The flow speed at which the plate enters the deflected regime decreases linearly as the angle of attack is increased, causing the flapping motion to disappear for angles of attack greater than α≈28∘. Finally, the effect of aspect ratio on the plate dynamics is considered, with a plate of reduced aspect ratio being shown to lack a sharp distinction between flapping regimes for α>8∘