Machine learning-based quantitative trading strategies across different time intervals in the American market

Stocks are the most common financial investment products and attract many investors around the world. However, stock price volatility is usually uncontrollable and unpredictable for the individual investor. This research aims to apply different machine learning models to capture the stock price trends from the perspective of individual investors. We consider six traditional machine learning models for prediction: decision tree, support vector machine, bootstrap aggregating, random forest, adaptive boosting, and categorical boosting. Moreover, we propose a framework that uses regression models to obtain predicted values of different moving average changes and converts them into classification problems to generate final predictive results. With this method, we achieve the best average accuracy of 0.9031 from the 20-day change of moving average based on the support vector machine model. Furthermore, we conduct simulation trading experiments to evaluate the performance of this predictive framework and obtain the highest average annualized rate of return of 29.57%

htSNPer1.0: software for haplotype block partition and htSNPs selection

BACKGROUND: There is recently great interest in haplotype block structure and haplotype tagging SNPs (htSNPs) in the human genome for its implication on htSNPs-based association mapping strategy for complex disease. Different definitions have been used to characterize the haplotype block structure in the human genome, and several different performance criteria and algorithms have been suggested on htSNPs selection. RESULTS: A heuristic algorithm, generalized branch-and-bound algorithm, is applied to the searching of minimal set of haplotype tagging SNPs (htSNPs) according to different htSNPs performance criteria. We develop a software htSNPer1.0 to implement the algorithm, and integrate three htSNPs performance criteria and four haplotype block definitions for haplotype block partitioning. It is a software with powerful Graphical User Interface (GUI), which can be used to characterize the haplotype block structure and select htSNPs in the candidate gene or interested genomic regions. It can find the global optimization with only a fraction of the computing time consumed by exhaustive searching algorithm. CONCLUSION: htSNPer1.0 allows molecular geneticists to perform haplotype block analysis and htSNPs selection using different definitions and performance criteria. The software is a powerful tool for those focusing on association mapping based on strategy of haplotype block and htSNPs

Finishing the euchromatic sequence of the human genome

The sequence of the human genome encodes the genetic instructions for human physiology, as well as rich information about human evolution. In 2001, the International Human Genome Sequencing Consortium reported a draft sequence of the euchromatic portion of the human genome. Since then, the international collaboration has worked to convert this draft into a genome sequence with high accuracy and nearly complete coverage. Here, we report the result of this finishing process. The current genome sequence (Build 35) contains 2.85 billion nucleotides interrupted by only 341 gaps. It covers ∼99% of the euchromatic genome and is accurate to an error rate of ∼1 event per 100,000 bases. Many of the remaining euchromatic gaps are associated with segmental duplications and will require focused work with new methods. The near-complete sequence, the first for a vertebrate, greatly improves the precision of biological analyses of the human genome including studies of gene number, birth and death. Notably, the human enome seems to encode only 20,000-25,000 protein-coding genes. The genome sequence reported here should serve as a firm foundation for biomedical research in the decades ahead

The effect of haplotype-block definitions on inference of haplotype-block structure and htSNPs selection

It has been recently suggested that the human genome is organized as a series of haplotype blocks, and efforts to create a genome-wide haplotype map are already underway. Several computational algorithms have been proposed to partition the genome. However, little is known about their behaviors in relation to the haplotype-block partitioning and haplotype-tagging SNPs selection. Here, we present a systematic comparison of three classes of haplotype-block partition definitions, a diversity-based method, a linkage-disequilibrium (LD)-based method, and a recombination-based method. The data used were derived from a coalescent simulation under both a uniform recombination model and one that assumes recombination hotspots. There were considerable differences in haplotype information loss in the measure of entropy when the partition methods were compared under different population-genetics scenarios. Under both recombination models, the results from the LD-based definition and the recombination-based definition were more similar to each other than were the results from the diversity-based definition. This work demonstrates that when undertaking haplotype-based association mapping, the choice of haplotype-block definition and SNP selection requires careful consideration

HtSNPer1.0: software for haplotype block partition and htSNPs selection-0

<p><b>Copyright information:</b></p><p>Taken from "htSNPer1.0: software for haplotype block partition and htSNPs selection"</p><p>BMC Bioinformatics 2005;6():38-38.</p><p>Published online 1 Mar 2005</p><p>PMCID:PMC1274247.</p><p>Copyright © 2005 Ding et al; licensee BioMed Central Ltd.</p>lotypes. The depth-first searching starts from , exploring nodes in the order , ,..., . is the globally optimal solution. ,..., are all pruned from further consideration

Structure and photoluminescence study of silicon based two-dimensional Si2Te3 nanostructures

As an emerging silicon-based two-dimensional (2D) material, vertical and horizontal Si2Te3 nanoplates on various substrates have been deposited by chemical vapor deposition. Structure, composition, and optical properties of these nanostructures are investigated by electron microscopy, x-ray photoelectron emission, energy dispersive x-ray spectroscopy, and temperature dependent photoluminescence. Band gap emissions of Si2Te3 nanoplates containing four noticeable emission peaks, i.e., free exciton, acceptor-bound exciton (A0X), and phonon replicas of A0X, are observed at temperatures below 90 K. The temperature dependent emission intensity of A0X indicates there are two quenching channels, which are associated with thermal quenching and thermal dissociations of A0X to free excitons. Two defect emissions are observed at measurement temperatures from 10 to 300 K, and their peak energies decrease by following the band gap change at low temperature range but increase at high temperature range as the temperature is increased. This abnormal temperature dependent behavior is explained by a combination of band gap shrinkage and thermally induced localization effects of defects at high temperature. This study helps to understand the electronic and optical properties of the unique 2D Si2Te3 nanostructures for potential applications

Genome sequence of Shigella flexneri 2a: insights into pathogenicity through comparison with genomes of Escherichia coli K12 and O157

We have sequenced the genome of Shigella flexneri serotype 2a, the most prevalent species and serotype that causes bacillary dysentery or shigellosis in man. The whole genome is composed of a 4 607 203 bp chromosome and a 221 618 bp virulence plasmid, designated pCP301. While the plasmid shows minor divergence from that sequenced in serotype 5a, striking characteristics of the chromosome have been revealed. The S.flexneri chromosome has, astonishingly, 314 IS elements, more than 7-fold over those possessed by its close relatives, the non-pathogenic K12 strain and enterohemorrhagic O157:H7 strain of Escherichia coli. There are 13 translocations and inversions compared with the E.coli sequences, all involve a segment larger than 5 kb, and most are associated with deletions or acquired DNA sequences, of which several are likely to be bacteriophage-transmitted pathogenicity islands. Furthermore, S.flexneri, resembling another human-restricted enteric pathogen, Salmonella typhi, also has hundreds of pseudogenes compared with the E.coli strains. All of these could be subjected to investigations towards novel preventative and treatment strategies against shigellosis