Analysis of Financial Time Series in Frequency Domain Using Neural Networks

Developing new methods for forecasting of time series and application of existing techniques in different areas represents a permanent concern for both researchers and companies that are interested to gain competitive advantages. Financial market analysis is an important thing for investors who invest money on the market and want some kind of security in multiplying their investment. Between the existing techniques, artificial neural networks have proven to be very good in predicting financial market performance. In this chapter, for time series analysis and forecasting of specific values, nonlinear autoregressive exogenous (NARX) neural network is used. As an input to the network, both data in time domain and those in the frequency domain obtained using the Fourier transform are used. After the experiment was performed, the results were compared to determine the potentially best time series for predicting, as well as the convenience of the domain in which better results are obtained

Structural adjustment of Serbian commodity exports to the EU demand for imports

In this paper we have calculated indexes of export-import similarity (Serbian exports and EU imports) by using certain statistical methods. A considerable increase in indexes of export-import similarity, after the approval of the EU preferential, shows that Serbian exports used to be adjusted to the EU market. After suddenly increasing, indexes of export-import similarity then decreased followed by a fall in the share of manufactured products in total exports, although the total exports and exports to the EU recorded a further increase. This fact clearly shows that a growth in exports was achieved mainly by primary products, which widened a gap between the Serbian export structure and that of the EU import structure. Therefore, a growth in Serbian exports can not be sustained without radical restructuring of the Serbian export sector

Does it make sense to deepen the economic cooperation of the western balkan economies?

The article discusses the structural changes in bilateral trade flows between Western Balkan (WB) countries in 2007-2018. The basic idea was to address whether there is a justification for the often proposed deepening of economic cooperation among WB states. After analysing the dynamics of mutual trade, we computed the value of intra-industry trade, whose potential decrease could indicate a divergence between observed trade structures. To detect a possible structural change in WB trade sectors, qualitative changes in those countries’ exports were calculated through the tendencies of a share of products at higher levels of processing. After calculating the export concentration coefficients, all the results were compared with those achieved by these countries in trade with the EU and in total. The article argues that there is no solid reason to pursue policies for strengthening mutual economic ties particularly towards a customs union, especially given the more attractive prospect of EU integration

ENERGY HARVESTING TECHNIQUES IN WIRELESS SENSOR NETWORKS

Batteries are the main source of energy for low-power electronics such as micro-electro mechanical systems (MEMS), wireless sensor networks, embedded devices for remote sensing and control, etc. With the limited capacity of finite power sources and the need for supplying energy for the lifetime of a system/device there is a requirement for self-powered devices. Using conventional batteries is not always good design solution because batteries require human intervention to replace them (very often in hard-accessible and harsh-environmental conditions). Therefore, acquiring the electrical power, by using an alternative source of energy that is needed to operate these devices is a major concern. The process of extracting energy from the surrounding environment and converting it into consumable electrical energy is known as energy harvesting or power scavenging. The energy harvesting sources can be used to increase the lifetime and capability of the devices by either replacing or augmenting the battery usage. There are various forms of energy that can be scavenged, like solar, mechanical, thermal, and electromagnetic. Nowadays, there is a big interest in the field of research related to energy harvesting. This paper represents a survey for identifying the sources of energy harvesting and describes the basic operation of principles of the most common energy harvester. As first, we present, in short, the conversion principles of single energy source harvesting systems and point to their benefits and limitations in their usage. After that, hybrid structures of energy harvesters which simultaneously combine scavenged power from different ambient sources (solar, thermoelectric, electromagnetic), with aim to support higher load at the output, are considered

Visoko-pouzdan prenos podataka kod bežičnih senzorskih mreža sa malom potrošnjom energije primenom 2D-SEC-DED tehnike kodiranja

This dissertation deals with the challenges of energy efficiency in systems with limited resources of homogeneous and heterogeneous wireless sensory networks for data collection applications in real environmentals. This research covers several fields from physical layer optimization up to network layer solutions. The problem which has to be solved is viewed from three different perspectives: the energy profile of the nodes with a special emphasis on the activity of the sensing block, the network protocol with a special focus on finding an adequate coding technique that need to reduce or eliminate the request for retransmission and evaluating the range of transmission for the proposed encoding technique. If energy efficiency in wireless sensor networks is formulated as a load balancing problem then the power management unit can significantly contribute to reduction in power consumption. Power management is implemented by switching on/off individual subblocks of the sensor node independently of the hardware platform. By reducing energy consumption both an extension of the lifetime of the sensor node and sensor network, is achieved. The obtained energy profiles reveal significant differences in energy consumption of wireless sensor nodes depending in terms of external sensors number, resolution of the analog-to-digital converter, network traffic dynamics, topology of the network, applied coding techniques, operating modes and activities during the lifetime of the sensor node and other factors. In this sense, the application of combination of power aware techniques, such as the duty-cycling at system-level, and power gating at the level of sensor elements, i.e. sensors, is proposed. An evaluation of the approach shows that energy consumption reduction three orders of magnitude on average can be achieved, when these two techniques are incorporated into the sensor node. On the other hand, in the wireless sensor networks, the choice of coding scheme, i.e. channel coding depends on the application and characteristics-, model-, type-errors appearing in the wireless channel. For example, one encoding technique is preferred for use when burst errors patterns are dominant, while another coding technique is more acceptable in situations where noise causes random errors that are either single or double in nature. Bearing this in mind, along with the analysis of channel characteristics, in this dissertation, we propose a new massage coding technique by which on extend traditional protocols with aim to improve energy efficiency, while maintaining high reliability in data transmission and low latency of message transfer. Namely, channel evaluation in wireless sensor networks used in industry shows that most of the errors are of single or double nature, and burst type errors are present, but rarely. In this context, in this dissertation, an effective technique for correcting errors at a destination (FEC) based on Hamming's coding scheme of relatively low complexity, called Two Dimensional-Single Error Correction- Double Error Detection (2D-SEC-DED) was developed. The proposed encoding technique is intendet to minimize packet retransmissions, thus saving energy. Evaluation of the proposed encoding scheme shows that the code is able to correct all single errors and 99.99% of double/multiple errors. The analysis was carried out through the implementation, in MATLAB, of two versions of Rendezvous Protocol for Long Life (RPLL), called Modified RPLL (M-RPLL) and Ordinary RPLL (O-RPLL), respectively. The energy gain achieved in this way is used to improve the performance of wireless transmission, such as increasing of the transmission range. As illustration, for indoor environment characterized by the path loss exponent 4 at the target BER of 5 10 4 , the proposed encoding scheme is able to improve the transmission distance by about 18 m , or the received signal strength (RSSI) by about 8.5 dBm compared to wireless sensor networks with encoding schemes without possibility to correct errors

Analyzing Capital Structure across Industries: Evidence from Croatia

Capital structure refers to the delicate balance between equity and debt that a company uses to finance its assets. It is typically expressed as a debt-to-equity or debt-to-capital ratio, with the components usually located on the right side of the company’s balance sheet. Capital structure can exert great influence on the company’s risk profile and ability to leverage its operations. For this reason, the authors conducted an investigation of the capital structure of 16 joint stock companies listed on the Zagreb Stock Exchange comprising CROBEX, the equity index of Croatia for a three-year period starting in 2015 and ending in 2017. The study demonstrates that many CROBEX-listed companies are very risk averse and choose to remain debt-free. Some are, however, starting to discover the potential offered by financial leverage and have slowly started adjusting their capital structure. In conclusion, capital structure is slowly becoming an issue worthy of discussion on the corporate agendas in Croatia

Effect of parameters of pulsating current (PC) regimes on morphology of electrodeposited copper in hydrogen co-deposition range

The most often employed electrolytes for the electrodeposition of copper are those based on aqueous solutions of sulfuric acid (H2SO4) and cupric sulfate (CuSO4). There is an ionic equilibrium of a lot of species in the CuSO4-H2SO4-H2O system. Electrodeposition processes at high current densities and overpotentials are very suitable for experimental verification of this ionic equilibrium, because there is parallelism between copper electrodeposition and hydrogen evolution reaction at high current densities and overpotentials. In this study, it is shown that effects attained by the choice of appropriate parameters of square-waves pulsating current (PC) on morphology of electrodeposited copper were equivalent to those obtained by electrodepositions at the constant overpotential in the hydrogen co-deposition range from six solutions of different concentrations of CuSO4 and H2SO4. In this way, it was clear that it is possible to simulate the ionic equilibrium of the species in the CuSO4-H2SO4-H2O system using the only one electroplating solution if the appropriate parameters of PC regimes are used.Belgrade, Serbia, June 6-10, 201

Genetic Association Studies on Prostate Cancer

The modern research on molecular basis of prostate cancer (PCa) development includes studies aiming to identify potential genetic markers which could be used in diagnostics and/or monitoring of PCa. Genome-wide association studies (GWASs) have identified over 75 variants associated with PCa risk. One of the major PCa-related regions identified through GWASs is found to be a segment of 8q24. Other important PCa-susceptibility regions are 17q12, 17q24, 10q11, and 19q13. Candidate-gene based approach has also provided evidence of association between PCa risk and genetic variants located in functionally significant genes (both protein-coding and noncoding RNA genes) involved in normal prostatic cell growth, malignant transformation, or in the development of metastases. Nevertheless, the success of these studies is questionable, since numerous candidates for PCa-susceptibility variants were identified, but these results failed to replicate. The main aim of both types of genetic association studies on PCa is the identification of potential PCa genetic markers which could be used for constructing reliable algorithms for evaluating the risk for PCa development and/or PCa progression

Effect of the electrolysis regime on the structural characteristics of honeycomb-like electrodes

The effect of different current regimes of electrolysis on the micro- and nanostructural characteristics of open porous structures was examined by the analysis of honeycomb-like copper electrodes obtained by constant galvanostatic (DC) electrodeposition and by regimes of pulsating (PC) and reversing (RC) current. An increase in the number of holes fowled by detached hydrogen bubbles, the decrease in wall width between holes and changes in surface morphology around holes from cauliflower-like agglomerates of copper grains to dendrites were observed in the following order: the DC, PC and RC regime. The hole size formed in the RC regime was smaller than the hole size formed in the DC and PC regimes. Analysis of the obtained structural characteristics showed that the specific surface area of the honeycomb-like electrodes was increased by the application of the PC and RC regimes in relation to the DC regime

Effect of parameters of pulsating current (PC) regimes on morphology of electrodeposited copper in hydrogen co-deposition range

The most often employed electrolytes for the electrodeposition of copper are those based on aqueous solutions of sulfuric acid (H2SO4) and cupric sulfate (CuSO4). There is an ionic equilibrium of a lot of species in the CuSO4-H2SO4-H2O system. Electrodeposition processes at high current densities and overpotentials are very suitable for experimental verification of this ionic equilibrium, because there is parallelism between copper electrodeposition and hydrogen evolution reaction at high current densities and overpotentials. In this study, it is shown that effects attained by the choice of appropriate parameters of square-waves pulsating current (PC) on morphology of electrodeposited copper were equivalent to those obtained by electrodepositions at the constant overpotential in the hydrogen co-deposition range from six solutions of different concentrations of CuSO4 and H2SO4. In this way, it was clear that it is possible to simulate the ionic equilibrium of the species in the CuSO4-H2SO4-H2O system using the only one electroplating solution if the appropriate parameters of PC regimes are used.Belgrade, Serbia, June 6-10, 201