Improving trading saystems using the RSI financial indicator and neural networks.

Proceedings of: 11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services (PKAW 2010), 20 August-3 September 2010, Daegu (Korea)Trading and Stock Behavioral Analysis Systems require efficient Artificial Intelligence techniques for analyzing Large Financial Datasets (LFD) and have become in the current economic landscape a significant challenge for multi-disciplinary research. Particularly, Trading-oriented Decision Support Systems based on the Chartist or Technical Analysis Relative Strength Indicator (RSI) have been published and used worldwide. However, its combination with Neural Networks as a branch of computational intelligence which can outperform previous results remain a relevant approach which has not deserved enough attention. In this paper, we present the Chartist Analysis Platform for Trading (CAST, in short) platform, a proof-of-concept architecture and implementation of a Trading Decision Support System based on the RSI and Feed-Forward Neural Networks (FFNN). CAST provides a set of relatively more accurate financial decisions yielded by the combination of Artificial Intelligence techniques to the RSI calculation and a more precise and improved upshot obtained from feed-forward algorithms application to stock value datasets.This work is supported by the Spanish Ministry of Industry, Tourism, and Commerce under the EUREKA project SITIO (TSI-020400-2009-148), SONAR2 (TSI-020100-2008-665 and GO2 (TSI-020400-2009-127). Furthermore, this work is supported by the General Council of Superior Technological Education of Mexico (DGEST). Additionally, this work is sponsored by the National Council of Science and Technology (CONACYT) and the Public Education Secretary (SEP) through PROMEP.Publicad

Observables from a solution of 1+3 dimensional relativistic hydrodynamics

In this paper we analyze a 1+3 dimensional solution of relativistic hydrodynamics. We calculate momentum distribution and other observables from the solution and compare them to measurements from the Relativistic Heavy Ion Collider (RHIC). We find that the solution we analyze is compatible with the data. In the last several years many numerical models were tested, but it is the first time that an exact, parametric, 1+3 dimensional relativistic solution is compared to data.Comment: 6 pages, 6 figures. Published in EPJ A. This work was supported by the OTKA grant NK73143 and M. Csanad's Bolyai scholarshi

Hamiltonian Theory of the FQHE: Conserving Approximation for Incompressible Fractions

A microscopic Hamiltonian theory of the FQHE developed by Shankar and the present author based on the fermionic Chern-Simons approach has recently been quite successful in calculating gaps and finite tempertature properties in Fractional Quantum Hall states. Initially proposed as a small-$q$ theory, it was subsequently extended by Shankar to form an algebraically consistent theory for all $q$ in the lowest Landau level. Such a theory is amenable to a conserving approximation in which the constraints have vanishing correlators and decouple from physical response functions. Properties of the incompressible fractions are explored in this conserving approximation, including the magnetoexciton dispersions and the evolution of the small-$q$ structure factor as \nu\to\half. Finally, a formalism capable of dealing with a nonuniform ground state charge density is developed and used to show how the correct fractional value of the quasiparticle charge emerges from the theory.Comment: 15 pages, 2 eps figure

STROBE-metagenomics: a STROBE extension statement to guide the reporting of metagenomics studies

The term metagenomics refers to the use of sequencing methods to simultaneously identify genomic material from all organisms present in a sample, with the advantage of greater taxonomic resolution than culture or other methods. Applications include pathogen detection and discovery, species characterisation, antimicrobial resistance detection, virulence profiling, and study of the microbiome and microecological factors affecting health. However, metagenomics involves complex and multistep processes and there are important technical and methodological challenges that require careful consideration to support valid inference. We co-ordinated a multidisciplinary, international expert group to establish reporting guidelines that address specimen processing, nucleic acid extraction, sequencing platforms, bioinformatics considerations, quality assurance, limits of detection, power and sample size, confirmatory testing, causality criteria, cost, and ethical issues. The guidance recognises that metagenomics research requires pragmatism and caution in interpretation, and that this field is rapidly evolving.Molecular basis of virus replication, viral pathogenesis and antiviral strategie

Measurement of the cross section for isolated-photon plus jet production in pp collisions at √s=13 TeV using the ATLAS detector

The dynamics of isolated-photon production in association with a jet in proton–proton collisions at a centre-of-mass energy of 13 TeV are studied with the ATLAS detector at the LHC using a dataset with an integrated luminosity of 3.2 fb−1. Photons are required to have transverse energies above 125 GeV. Jets are identified using the anti- algorithm with radius parameter and required to have transverse momenta above 100 GeV. Measurements of isolated-photon plus jet cross sections are presented as functions of the leading-photon transverse energy, the leading-jet transverse momentum, the azimuthal angular separation between the photon and the jet, the photon–jet invariant mass and the scattering angle in the photon–jet centre-of-mass system. Tree-level plus parton-shower predictions from Sherpa and Pythia as well as next-to-leading-order QCD predictions from Jetphox and Sherpa are compared to the measurements

A search for resonances decaying into a Higgs boson and a new particle X in the XH → qqbb final state with the ATLAS detector

A search for heavy resonances decaying into a Higgs boson (H) and a new particle (X) is reported, utilizing 36.1 fb−1 of proton–proton collision data at collected during 2015 and 2016 with the ATLAS detector at the CERN Large Hadron Collider. The particle X is assumed to decay to a pair of light quarks, and the fully hadronic final state is analysed. The search considers the regime of high XH resonance masses, where the X and H bosons are both highly Lorentz-boosted and are each reconstructed using a single jet with large radius parameter. A two-dimensional phase space of XH mass versus X mass is scanned for evidence of a signal, over a range of XH resonance mass values between 1 TeV and 4 TeV, and for X particles with masses from 50 GeV to 1000 GeV. All search results are consistent with the expectations for the background due to Standard Model processes, and 95% CL upper limits are set, as a function of XH and X masses, on the production cross-section of the resonance

Combination of searches for Higgs boson pairs in pp collisions at \sqrts = 13 TeV with the ATLAS detector

This letter presents a combination of searches for Higgs boson pair production using up to 36.1 fb(-1) of proton-proton collision data at a centre-of-mass energy root s = 13 TeV recorded with the ATLAS detector at the LHC. The combination is performed using six analyses searching for Higgs boson pairs decaying into the b (b) over barb (b) over bar, b (b) over barW(+)W(-), b (b) over bar tau(+)tau(-), W+W-W+W-, b (b) over bar gamma gamma and W+W-gamma gamma final states. Results are presented for non-resonant and resonant Higgs boson pair production modes. No statistically significant excess in data above the Standard Model predictions is found. The combined observed (expected) limit at 95% confidence level on the non-resonant Higgs boson pair production cross-section is 6.9 (10) times the predicted Standard Model cross-section. Limits are also set on the ratio (kappa(lambda)) of the Higgs boson self-coupling to its Standard Model value. This ratio is constrained at 95% confidence level in observation (expectation) to -5.0 &lt; kappa(lambda) &lt; 12.0 (-5.8 &lt; kappa(lambda) &lt; 12.0). In addition, limits are set on the production of narrow scalar resonances and spin-2 Kaluza-Klein Randall-Sundrum gravitons. Exclusion regions are also provided in the parameter space of the habemus Minimal Supersymmetric Standard Model and the Electroweak Singlet Model. For complete list of authors see http://dx.doi.org/10.1016/j.physletb.2019.135103</p

Searches for lepton-flavour-violating decays of the Higgs boson in s=13\sqrt{s}=13 TeV pp\mathit{pp} collisions with the ATLAS detector

This Letter presents direct searches for lepton flavour violation in Higgs boson decays, H → eτ and H → μτ , performed with the ATLAS detector at the LHC. The searches are based on a data sample of proton–proton collisions at a centre-of-mass energy √s = 13 TeV, corresponding to an integrated luminosity of 36.1 fb−1. No significant excess is observed above the expected background from Standard Model processes. The observed (median expected) 95% confidence-level upper limits on the leptonflavour-violating branching ratios are 0.47% (0.34+0.13−0.10%) and 0.28% (0.37+0.14−0.10%) for H → eτ and H → μτ , respectively.publishedVersio

Search for flavour-changing neutral currents in processes with one top quark and a photon using 81 fb⁻¹ of pp collisions at \sqrts = 13 TeV with the ATLAS experiment

A search for flavour-changing neutral current (FCNC) events via the coupling of a top quark, a photon, and an up or charm quark is presented using 81 fb−1 of proton–proton collision data taken at a centre-of-mass energy of 13 TeV with the ATLAS detector at the LHC. Events with a photon, an electron or muon, a b-tagged jet, and missing transverse momentum are selected. A neural network based on kinematic variables differentiates between events from signal and background processes. The data are consistent with the background-only hypothesis, and limits are set on the strength of the tqγ coupling in an effective field theory. These are also interpreted as 95% CL upper limits on the cross section for FCNC tγ production via a left-handed (right-handed) tuγ coupling of 36 fb (78 fb) and on the branching ratio for t→γu of 2.8×10−5 (6.1×10−5). In addition, they are interpreted as 95% CL upper limits on the cross section for FCNC tγ production via a left-handed (right-handed) tcγ coupling of 40 fb (33 fb) and on the branching ratio for t→γc of 22×10−5 (18×10−5). © 2019 The Author(s