Stock Market Prediction Using Evolutionary Support Vector Machines: An Application To The ASE20 Index

The main motivation for this paper is to introduce a novel hybrid method for the prediction of the directional movement of financial assets with an application to the ASE20 Greek stock index. Specifically, we use an alternative computational methodology named evolutionary support vector machine (ESVM) stock predictor for modeling and trading the ASE20 Greek stock index extending the universe of the examined inputs to include autoregressive inputs and moving averages of the ASE20 index and other four financial indices. The proposed hybrid method consists of a combination of genetic algorithms with support vector machines modified to uncover effective short-term trading models and overcome the limitations of existing methods. For comparison purposes, the trading performance of the ESVM stock predictor is benchmarked with four traditional strategies (a naïve strategy, a buy and hold strategy, a moving average convergence/divergence and an autoregressive moving average model), and a multilayer perceptron neural network model. As it turns out, the proposed methodology produces a higher trading performance, even during the financial crisis period, in terms of annualized return and information ratio, while providing information about the relationship between the ASE20 index and DAX30, NIKKEI225, FTSE100 and S&P500 indices

Review and ranking of crash risk factors related to the road infrastructure

The objective of this paper is the review and comparative assessment of infrastructure related crash risk factors, with the explicit purpose of ranking them based on how detrimental they are towards road safety (i.e. crash risk, frequency and severity). This analysis was carried out within the SafetyCube project, which aimed to identify and quantify the effects of risk factors and measures related to behaviour, infrastructure or vehicles, and integrate the results in an innovative road safety Decision Support System (DSS). The evaluation was conducted by examining studies from the existing literature. These were selected and analysed using a specifically designed common methodology. Infrastructure risk factors were structured in a hierarchical taxonomy of 10 areas with several risk factors in each area (59 specific risk factors in total), examples include: alignment features (e.g. horizontal-vertical alignment deficiencies), cross-section characteristics (e.g. superelevation, lanes, median and shoulder deficiencies), road surface deficiencies, workzones, junction deficiencies (interchange and at-grade) etc. Consultation with infrastructure stakeholders (international organisations, road authorities, etc.) took place in dedicated workshops to identify user needs for the DSS, as well as “hot topics” of particular importance. The following analysis methodology was applied to each infrastructure risk factor: (i) A search for relevant international literature, (ii) Selection of studies on the basis of rigorous criteria, (iii) Analysis of studies in terms of design, methods and limitations, (iv) Synthesis of findings - and meta-analysis, when feasible. In total 243 recent and high quality studies were selected and analysed. Synthesis of results was made through 39 ‘Synopses’ (including 4 original meta-analyses) on individual risk factors or groups of risk factors. This allowed the ranking of infrastructure risk factors into three groups: risky (11 risk factors), probably risky (18 risk factors), and unclear (7 risk factors)

A preliminary analysis of in-depth accident data for powered two-wheelers and bicycles in Europe

Despite progress from scientific and technological advancements, road safety remains a major issue worldwide. Road accident impacts such as fatalities, injuries and property damage consist considerable costs borne not only by involved people but society as well. This study aims to present preliminary findings of in-depth accident analysis for two-wheelers (bicycles and powered two wheelers – PTWs) across six countries in Europe. Data regarding the conditions underlying accident occurrence are presented, including time and date, weather, vehicle and road conditions and rider-related parameters such as age, intoxication and use of protective equipment. In addition, a Two Step Cluster Analysis is implemented in order to explore any possible classification of the analysed cases. It appears that two clusters are formed: the first includes more favourable conditions (“no wind, no drugs, good lighting”) while the second consists of less favourable conditions for road safety (“windy, lighting, unknown DUI condition”). This hints at a meaningful separation of the examination of two-wheeler accidents when the influence of outside factors is considerable. The inclusion of different but representative areas across Europe offers robustness and transferability to the data and respective results

On the human taste perception: Molecular-level understanding empowered by computational methods

Background: The perception of taste is a prime example of complex signal transduction at the subcellular level, involving an intricate network of molecular machinery, which can be investigated to great extent by the tools provided by Computational Molecular Modelling. The present review summarises the current knowledge on the molecular mechanisms at the root of taste transduction, in particular involving taste receptors, highly specialised proteins driving the activation/deactivation of specific cell signalling pathways and ultimately leading to the perception of the five principal tastes: sweet, umami, bitter, salty and sour. The former three are detected by similar G protein-coupled receptors, while the latter two are transduced by ion channels. Scope and approach: The main objective of the present review is to provide a general overview of the molecular structures investigated to date of all taste receptors and the techniques employed for their molecular modelling. In addition, we provide an analysis of the various ligands known to date for the above-listed receptors, including how they are activated in the presence of their target molecule. Key findings and conclusions: In the last years, numerous advances have been made in molecular research and computational investigation of ligand-receptor interaction related to taste receptors. This work aims to outline the progress in scientific knowledge about taste perception and understand the molecular mechanisms involved in the transfer of taste information

Radiation hardness qualification of PbWO4 scintillation crystals for the CMS Electromagnetic Calorimeter

This is the Pre-print version of the Article. The official published version can be accessed from the link below - Copyright @ 2010 IOPEnsuring the radiation hardness of PbWO4 crystals was one of the main priorities during the construction of the electromagnetic calorimeter of the CMS experiment at CERN. The production on an industrial scale of radiation hard crystals and their certification over a period of several years represented a difficult challenge both for CMS and for the crystal suppliers. The present article reviews the related scientific and technological problems encountered

SaferWheels study on powered two-wheeler and bicycle accidents in the EU - Final report

Road Safety remains a major societal issue within the European Union. In 2014, some 26,000 people died and more than 203,500 were seriously injured on the roads of Europe, i.e. the equivalent of a medium town. However, although there are variations between Member States, road fatalities have been falling throughout the EU. Over the last 20 years, most Member States have achieved an overall reduction, some more than 50%. During this period, research on road safety and accident prevention has predominantly focused on protecting car occupants, with significant results. However, at the same time the number of fatalities and injuries among other categories of road users has not fallen to the same extent, indeed, in some cases, they have risen. The “Vulnerable Road Users” (VRUs) in particular are a priority and represent a real challenge for researchers working on road safety and accident prevention. Accidents involving VRUs comprised approximately 48% of all fatalities in the EU during 2014, with Powered Two-Wheelers (PTWs) comprising 18% and cyclists comprising 8% of the total numbers of fatalities. The Commission adopted in July 2010 its Policy Orientations on Road Safety for 2010-2020. One of the strategic objectifies identified by the Commission is to improve the safety of Vulnerable Road Users. With this category of road users, motorcycle and moped users require specific attention given the trend in the number of accidents involving them and their important share of fatalities and serious injuries. The SaferWheels study was therefore conducted to investigate accident causation for traffic accidents involving powered two-wheelers and bicycles in the European Union. The objective of the study was to gather PTW and bicycle accident data from in-depth crash investigations, obtain accident causation and medical data for those crashes, and to store the information according to an appropriate and efficient protocol enabling a causation-oriented analysis. The expected outcomes were: - Collection of accident data for at least 500 accidents of which approximately 80% would involve Powered Two–Wheelers and the remainder bicycles. Equal numbers of cases were to be gathered in six countries; France, Greece, Italy, the Netherlands, Poland and the UK. - In-depth investigation and reporting for each of the accidents on the basis of the data collected. - Description of the main accident typologies and accident factors. - Proposal of most cost-effective measures to prevent PTW and bicycle accidents

Search for the standard model Higgs boson in the H to ZZ to 2l 2nu channel in pp collisions at sqrt(s) = 7 TeV

A search for the standard model Higgs boson in the H to ZZ to 2l 2nu decay channel, where l = e or mu, in pp collisions at a center-of-mass energy of 7 TeV is presented. The data were collected at the LHC, with the CMS detector, and correspond to an integrated luminosity of 4.6 inverse femtobarns. No significant excess is observed above the background expectation, and upper limits are set on the Higgs boson production cross section. The presence of the standard model Higgs boson with a mass in the 270-440 GeV range is excluded at 95% confidence level.Comment: Submitted to JHE