Testing of Automated Trading Systems

Práce se zabývá testováním automatických systémů pro burzovní obchod. Čtenář je seznámen se základními pojmy z oblasti finančních trhů a burzovního obchodu. Následně jsou představeny nejen ukazatele výkonnosti obchodního systému, ale také ukazatele popisující výkonnost metody pro předpověď budoucího vývoje trhu, která je v obchodním systému použita. Stěžejní částí práce je vysvětlení významu vlivu volby vstupních dat na výkon obchodního systému. Prezentovány jsou také výsledky vybraných testů obchodních systémů, které byly provedeny s využitím aplikace vytvořené jako součást práce.This thesis deals with testing of automated systems used for stock market trading. The reader acquires basic knowledge about financial markets and stock market. Subsequently, performance indicators for the whole trading system and for the prediction model used in the system  are introduced. The explanation of influence of input data selection on trading system performance is the most crucial part of the paper. Selected trading system tests were done using the application, which was made as a part of this thesis. Results of these tests are also presented.

Domain knowledge specification for energy tuning

To overcome the challenges of energy consumption of HPC systems, the European Union Horizon 2020 READEX (Runtime Exploitation of Application Dynamism for Energy-efficient Exascale computing) project uses an online auto-tuning approach to improve energy efficiency of HPC applications. The READEX methodology pre-computes optimal system configurations at design-time, such as the CPU frequency, for instances of program regions and switches at runtime to the configuration given in the tuning model when the region is executed. READEX goes beyond previous approaches by exploiting dynamic changes of a region's characteristics by leveraging region and characteristic specific system configurations. While the tool suite supports an automatic approach, specifying domain knowledge such as the structure and characteristics of the application and application tuning parameters can significantly help to create a more refined tuning model. This paper presents the means available for an application expert to provide domain knowledge and presents tuning results for some benchmarks.Web of Science316art. no. E465

Obliczanie stężenia metanu w rejonie przodka

The Paskov Mine belongs to the company OKD, a.s. with the production of hard coking coal from 1970. The applied mining method is the slabbing method in controlled caving, excavating the coal pillar by means of coal plough equipment loading mine run on rake conveyers and securing the excavation area with individual hydraulic or mechanical supports. The coal face is planned as one of the coal faces in continuous extraction of the seam by a shearer. Using the shearer at mines in the Paskov Mine is not a novelty. Shearer mining represents some problems. Besides the hazard of methane-air ignition, there is a mixture of coal dust – methane – air, which is more dangerous even in the case of lower concentrations of dust and methane than their individual lower limits of explosiveness. A decision was made then that shearers would gradually be replaced with coal ploughs in all coal faces. The article contains the calculation of the volume of methane emitted as a result of excavation, determining methane concentration during excavation, lowering the hazard of methane layers being formed, and finally evaluating the suitability of the proposed system of the coal face ventilation.Kopalnia Paskov należy do zakładów OKD, gdzie od lat 70-tych trwa produkcja węgla koksowniczego. Stosowana metoda wydobycia to wybieranie ścianowe grubych pokładów z prowadzeniem stropu na zawał, eksploatacja filarów przy użyciu strugów węglowych z załadunkiem urobku na przenośniki, zabezpieczenie rejonu wydobycia z wykorzystaniem obudowy zmechanizowanej oraz podpór hydraulicznych. Wydobycie w rejonie przodka odbywa się metodą ciągłą, przy użyciu wrębiarek. Wykorzystywanie wrębiarek do wydobycia ścianowego nie jest nowością w kopalni Paskov, jednakże wykorzystywanie ich w kopalniach powoduje pewne problemy. Oprócz zagrożenia zapaleniem mieszanki metanu i powietrza, powstaje również mieszanina pyłu węglowego, metanu i powietrza, która okazuje się bardziej niebezpieczna nawet przy niskich stężeniach metanu i pyłu niż ich obecność w postaci pojedynczych składników w stężeniu odpowiadającym niskiej skłonności do wybuchu. Podjęto więc decyzję o stopniowym zastępowaniu wrębiarek przy eksploatacji przodków strugami węglowymi. W pracy dokonano obliczenia objętości metanu wydzielanego w wyniku prowadzenia wydobycia, określono stężenia metanu w trakcie prowadzenia prac, przeanalizowano możliwość zmniejszenia zagrożenia powstawania warstw metanu oraz efektywność promowanego systemy wentylacji przodka.Web of Science611938

Häufigkeit und Relevanz der Steatohepatitis bei Patienten mit kolorektalen Lebermetastasen

Meeting Abstract : Deutsche Gesellschaft für Chirurgie. 125. Kongress der Deutschen Gesellschaft für Chirurgie. Berlin, 22.-25.04.2008 Einleitung: Die Resektion von Lebermetastasen kolorektaler Karzinome stellt die einzige potentiell kurative Behandlungsoption dar. Wirksame Chemotherapeutika wie Oxaliplatin und Irinotecan sind in den Verdacht geraten durch histologische Veränderungen an der Leber das Resektionsausmass oder das Outcome von vorbehandelten Patienten zu gefährden.Die vorliegende Studie untersucht daher den Grad der Steatohepatitis bei Patienten mit kolorektalen Lebermetastasen in Abhängigkeit von der Chemotherapie. Material und Methoden: In einem Kollektiv von 100 konsekutiven Patienten (08/2002 bis 02/2006) (chemonaiv: n=32, 62,4 +/- 13,3 Jahre; neoadjuvante Chemotherapie: n=39, 62 +/- 10,2 Jahre und adjuvante Chemotherapie: n=29, 61,2 +/- 10,8 Jahre) wurde aus den intraoperativ gewonnenen Leberresektaten retrospektiv der NAFLD-Score nach Kleiner et al. (Hepatology 2005) erhoben. Zur morphologischen Beurteilung wurde die Hämatoxilin-Eosin-Färbung verwendet, während der Fibrosegrad anhand der Ladewig-Färbung und der Siderosegrad mittels der Berliner-Blau-Färbung bestimmt wurden.Anschließend erfolgte eine statische Analyse der Häufigkeit und Relevanz der Steatohepatitis in den einzelnen Gruppen im Hinblick auf Verlauf und Outcome der Leberresektion. Hierbei wurden multivariate Regression, Kruskal-Wallis-Test, chi2-Test oder Mann-Whitney-U-Test (p<0,05) verwendet. Ergebnisse: Im vorliegenden Patientengut zeigten 7 Patienten eine ausgeprägte NASH, während bei 69% der Patienten keinerlei Veränderungen im Sinne einer NASH vorlagen. Die subjektive Gesamtbeurteilung der Pathologen und der errechnete NASH-Score eine Übereinstimmung in 92%. (Cohen´s kappa 0,82; 95%-Konfidenzintervall [0,71-0,93]). Hinsichtlich des NASH-Score (p=0,462) oder seiner Komponenten konnten keine Unterschiede in Abhängigkeit vom Zeitpunkt der Chemotherapie (Chemonaiv/ neoadjuvant/ adjuvant) gefunden werden. Eine Analyse in Abhängigkeit der verwendeten Chemotherapeutika zeigte keine Unterschiede für den Gesamt-Score (p=0,897), jedoch signifikante Unterschiede für einzelne Komponenten: Portale Entzündung (p=0,045) und Vorliegen von Microgranulomen (p<0,001). Auch eine multivariate Analyse konnte weder den Einfluss von Substanz noch Zeitpunkt der Chemotherapie auf die Entwicklung einer NASH (p zwischen 0,35 und 0,92) nachweisen.Die Analyse des perioperativen Verlaufs (Transfusionsbedarf, Radikalität, Komplikationen, Liegedauer, postoperative Leberfunktion, Krankenhausmortalität) ergab keine signifikanten Unterschiede für Patienten mit oder ohne NASH. Schlussfolgerung: Das Vorliegen einer Steatohepatitis in unserem Patientengut war eine seltene Diagnose, die nicht in Zusammenhang mit Zeitpunkt der Chemotherapie oder verwendetem Chemotherapeutikum stand. Selbst das Vorliegen einer NASH scheint keinen relevanten Einfluss auf den perioperativen Verlauf oder das Outcome nach Leberresektion zu haben

Highest Weight Uq[sl(n)]U_q[sl(n)] Modules and Invariant Integrable n-State Models with Periodic Boundary Conditions"

The weights are computed for the Bethe vectors of an RSOS type model with periodic boundary conditions obeying $U_q[sl(n)]$ ($q=\exp(i\pi/r)$) invariance. They are shown to be highest weight vectors. The q-dimensions of the corresponding irreducible representations are obtained.Comment: 5 pages, LaTeX, SFB 288 preprin

On the Relation between Friction Increase and Grease Thickener Entraining on a Border of Mixed EHL Lubrication

This paper deals with an experimental study of film thickness and friction of commercial-grade grease and its base oil in a highly loaded contact. In-situ measurements were conducted for two surface textures on a ball-on-disc optical tribometer at the border of mixed lubrication. At high speeds, the film thickness and the friction of grease correspond with the base oil, while, the thickener enters the contact area and locally affects the film thickness and friction at low speeds. It was found out that the thickener starts to enter the contact area approximately at the same speed when the base oil friction increases on Stribeck curve but without direct solid to solid contact. It indicates that both effects can have the same origin. Change of lubricant flow in contact inlet area was discussed as a possible explanation

Common data elements for secondary use of electronic health record data for clinical trial execution and serious adverse event reporting

Background: Data capture is one of the most expensive phases during the conduct of a clinical trial and the increasing use of electronic health records (EHR) offers significant savings to clinical research. To facilitate these secondary uses of routinely collected patient data, it is beneficial to know what data elements are captured in clinical trials. Therefore our aim here is to determine the most commonly used data elements in clinical trials and their availability in hospital EHR systems.Methods: Case report forms for 23 clinical trials in differing disease areas were analyzed. Through an iterative and consensus-based process of medical informatics professionals from academia and trial experts from the European pharmaceutical industry, data elements were compiled for all disease areas and with special focus on the reporting of adverse events. Afterwards, data elements were identified and statistics acquired from hospital sites providing data to the EHR4CR project.Results: The analysis identified 133 unique data elements. Fifty elements were congruent with a published data inventory for patient recruitment and 83 new elements were identified for clinical trial execution, including adverse event reporting. Demographic and laboratory elements lead the list of available elements in hospitals EHR systems. For the reporting of serious adverse events only very few elements could be identified in the patient records.Conclusions: Common data elements in clinical trials have been identified and their availability in hospital systems elucidated. Several elements, often those related to reimbursement, are frequently available whereas more specialized elements are ranked at the bottom of the data inventory list. Hospitals that want to obtain the benefits of reusing data for research from their EHR are now able to prioritize their efforts based on this common data element list.</p

PROVJETRAVANJE U RUDNICIMA REPUBLIKE ČEŠKE I UKRAJINE

The present-day micro-climatic conditions in black coal mines are of such nature that in no mine natural micro-climate conditioning is sufficient any more. The original temperature of rocks grows progressively in dependence on the increasing depth of the extracted seam, or more precisely, on the mining workplace, and this growth is much more significant than previously considered. The temperature of the surrounding rocks, but also high-performance continuous miners and conveyor belt drives heat up airflow, thus worsening microclimatic conditions. This article describes micro-climatic conditions the in Czech Republic and Ukraine and some methods of deep mines air conditioning.Današnji mikroklimatski uvjeti u rudnicima bituminoznog ugljena su takvi da prirodni mikroklimatski uvjeti ni u jednom rudniku više nisu zadovoljavajući. Leţišna temperatura stijena raste progresivno s povećanjem dubine eksploatacijskog sloja ili preciznije mjesta dobivanja i taj rast je značajniji od prethodno razmatranog. Temperatura okolnih, pratećih stijena, ali takoĎer i visokoučinkoviti strojevi za kontinuirano dobivanje i pogon transpotnih traka zagrijavaju zračnu struju i tako dodatno pogoršavaju mikroklimatske uvjete. Rad opisuje mikroklimatske uvjete u podzemnim ugljenokopima Republike Češke i Ukrajine i neke metode provjetravanja dubokih rudnika

Domain Knowledge Specification for Energy Tuning

The European Horizon 2020 project READEX is developing a tool suite for dynamic energy tuning of HPC applications. While the tool suite supports an automatic approach, domain knowledge can significantly help in the analysis and the runtime tuning phase. This paper presents the means available in READEX for the application expert to provide his expert knowledge to the tool suite

Quantum Group Invariant Integrable n-State Vertex Models with Periodic Boundary Conditions

An $U_q(sl(n))$ invariant transfer matrix with periodic boundary conditions is analysed by means of the algebraic nested Bethe ansatz for the case of $q$ being a root of unity. The transfer matrix corresponds to a 2-dimensional vertex model on a torus with topological interaction w.r.t. the 3-dimensional interior of the torus. By means of finite size analysis we find the central charge of the corresponding Virasoro algebra as $c=(n-1) \left[1-n(n+1)/(r(r-1))\right]$.Comment: 19 page