Evolutionary data selection for enhancing models of intraday forex time series

The hypothesis in this paper is that a significant amount of intraday market data is either noise or redundant, and that if it is eliminated, then predictive models built using the remaining intraday data will be more accurate. To test this hypothesis, we use an evolutionary method (called Evolutionary Data Selection, EDS) to selectively remove out portions of training data that is to be made available to an intraday market predictor. After performing experiments in which data-selected and non-data-selected versions of the same predictive models are compared, it is shown that EDS is effective and does indeed boost predictor accuracy. It is also shown in the paper that building multiple models using EDS and placing them into an ensemble further increases performance. The datasets for evaluation are large intraday forex time series, specifically series from the EUR/USD, the USD/JPY and the EUR/JPY markets, and predictive models for two primary tasks per market are built: intraday return prediction and intraday volatility prediction

Contact Dynamics Simulation for Space Robotics Applications

Abstract—The subject of this paper are contact dynamics simulation methods for two different examples of space robotics applications: Satellite docking in GEO and rover locomotion on planetary surfaces. The according modeling techniques include contact dynamics computation a) between two polygonal surfaces according to the elastic foundation model theory and b) between digital elevation grid surfaces and point cloud surfaces with application of Bekker’s empirical terramechanics functions. The presented simulation results, which are taken from two ongoing projects, SMART-OLEV with satellite docking simulations and ExoMars with rover drawbar pull simulations, demonstrate that contact dynamics simulations can provide helpful inputs in terms of mission feasibility assessment and system design. I

Estimating the Cost of Contributions to the IMF

his issue brief looks at the likely costs to the U.S. Treasury from a $108 billion increase in the U.S. contribution to the International Monetary Fund (IMF). The White House's Office of Management and Budget originally proposed the$108 billion be scored at zero in the budget, and there are indications that it may be scored at as little as $5 billion. This analysis estimates the cost to the U.S. Treasury would be in the range of$16.6 to $26.3 billion, based on the difference between the U.S. Treasury's borrowing costs and interest received from the IMF. These estimates are conservative and understate the true cost.IMF

Contributions du traitement automatique de la parole à l'étude des voyelles orales du français

International audienceLe traitement automatique de la parole peut concrètement contribuer à éclairer de nombreuses questions concernant la variabilité phonémique à l'oral. L'exploitation de grandes masses de données permet ainsi de dégager de grandes tendances, dont une interprétation plus fine repose ensuite à la fois sur un éclairage linguistique et sur un certain nombre de précautions méthodologiques. Nous allons focaliser l'étude sur la variabilité des voyelles orales en français. Des mesures de durée et de formants, à partir des grands corpus PFC et ESTER utilisés à la fois par les chercheurs en linguistique et en traitement automatique de la parole permettront d'illustrer l'impact de divers paramètres, notamment le style de parole, la position syllabique et l'origine régionale des locuteurs. Enfin la réalisation des voyelles mi-fermées antérieures sera examinée à l'aide de classification automatique de variantes dans un cadre bayésien. ABSTRACT. Automatic speech processing methods and tools can contribute to shedding light on many issues relating to phonemic variability in speech. The processing of huge amounts of speech thus allows to extract main tendencies, for which detailed interpretations then require both linguistic and methodological insights. The experimental study focuses on the variability of French oral vowels in the PFC and ESTER corpora, which are widely used both by linguists and researchers in automatic speech processing. Duration and formant measures allow to illustrate global variations depending on different parameters, which include speech style, syllable position and the speakers' regional origins. The last part addresses the phonetic realization of close-mid front vowels, using automatic classification in a Bayesian framework. MOTS-CLÉS : traitement automatique de la parole, RAP, alignement de la parole, transcription phonémique, classification, grands corpus, variation phonologique et phonétique, f0, durée, suivi de formants, voyelles moyennes, harmonie vocalique