Forecasting stock prices using Genetic Programming and Chance Discovery

In recent years the computers have shown to be a powerful tool in financial forecasting. Many machine learning techniques have been utilized to predict movements in financial markets. Machine learning classifiers involve extending the past experiences into the future. However the rareness of some events makes difficult to create a model that detect them. For example bubbles burst and crashes are rare cases, however their detection is crucial since they have a significant impact on the investment. One of the main problems for any machine learning classifier is to deal with unbalanced classes. Specifically Genetic Programming has limitation to deal with unbalanced environments. In a previous work we described the Repository Method, it is a technique that analyses decision trees produced by Genetic Programming to discover classification rules. The aim of that work was to forecast future opportunities in financial stock markets on situations where positive instances are rare. The objective is to extract and collect different rules that classify the positive cases. It lets model the rare instances in different ways, increasing the possibility of identifying similar cases in the future. The objective of the present work is to find out the factors that work in favour of Repository Method, for that purpose a series of experiments was performed.Forecasting, Chance discovery, Genetic programming, machine learning

The evolution of energetic particles and the emitted radiation in solar flares

The evolution of accelerated particle distributions in a magnetized plasma and the resulting radiation are calculated, and the results are applied to solar flares. To study the radiation on timescales of order the particle lifetimes, the evolution of the particle distribution is determined by the use of the Fokker-Planck equation including Coulomb collisions and magnetic mirroring. Analytic solution to the equations are obtained for limiting cases such as homogeneous injection in a homogeneous plasma, and for small pitch angle. These analytic solutions are then used to place constraints on flare parameters such as density, loop length, and the injection timescale for very short implusive solar flares. For general particle distributions in arbitrary magnetic field and background density, the equation is solved numerically. The relative timing of microwaves and X-rays during individual flares is investigated. A number of possible sources for excessive microwave flux are discussed including a flattening in the electron spectrum above hard X-ray energies, thermal synchrotron emission, and trapping of electron by converging magnetic fields. Over shorter timescales, the Fokker-Planck equation is solved numerically to calculate the temporal evolution of microwaves and X-rays from nonthermal thick target models. It is shown that magnetic trapping will not account for the observed correlation of microwaves of approximately 0.15 seconds behind X-rays in flares with rapid time variation, and thus higher energy electrons must be accelerated later than lower energy electrons

Impact of a Right Ventricular Impedance Sensor on the Cardiovascular Responses to Exercise in Pacemaker Dependent Patients

Background. The evaluation of the heart rate (HR) response to exercise is important for the assessment of the rate response algorithm of sensor-controlled pacemakers. This study examined the effects of a right ventricular impedance sensor driven pacemaker on the cardiovascular responses to incremental exercise in pacemaker dependent patients. Methods. Twelve patients (70.5 ± 9.5 years; 5 Females: 7 Males) implanted with an Inos2+ closed loop stimulation (CLS) pacemaker were compared to 12 healthy age and sex matched controls (70.6 ± 4.8 years). All subjects performed the chronotropic assessment exercise protocol (CAEP). Variables of interest included HR, cardiac output (Q), oxygen uptake (Vo2) and blood pressure (BP). Data were analyzed at rest, throughout exercise and during recovery. Furthermore, patient chronotropic responses were compared to a reference chronotropic response slope for aerobic exercise. Results. There were no differences between groups for HR or Q. response throughout exercise. At peak exercise, V.o2 (mL.kg-1.min-1) was higher for the controls (p < 0.05). The patient chronotropic response slope was comparable to the CAEP reference slope from rest to both the anaerobic threshold (AT) and peak exercise. During recovery, no differences were observed between the groups for any parameters or for the HR decay slopes. Conclusions. Up to the anaerobic threshold, the right ventricular impedance sensor driven pacemaker delivered a pacing rate that contributed to an overall cardiovascular response similar to that observed in healthy age matched subjects