Price prediction plays a crucial role in portfolio selection (PS). However, most price prediction strategies only make a single prediction and do not have efficient mechanisms to make a comprehensive price prediction....Price prediction plays a crucial role in portfolio selection (PS). However, most price prediction strategies only make a single prediction and do not have efficient mechanisms to make a comprehensive price prediction. Here, we propose a comprehensive price prediction (CPP) system based on inverse multiquadrics (IMQ) radial basis function. First, the novel radial basis function (RBF) system based on IMQ function rather than traditional Gaussian (GA) function is proposed and centers on multiple price prediction strategies, aiming at improving the efficiency and robustness of price prediction. Under the novel RBF system, we then create a portfolio update strategy based on kernel and trace operator. To assess the system performance, extensive experiments are performed based on 4 data sets from different real-world financial markets. Interestingly, the experimental results reveal that the novel RBF system effectively realizes the integration of different strategies and CPP system outperforms other systems in investing performance and risk control, even considering a certain degree of transaction costs. Besides, CPP can calculate quickly, making it applicable for large-scale and time-limited financial market.展开更多
Quality and robustness of grid deformation is of the most importance in the field of aircraft design, and grid in high quality is essential for improving the precision of numerical simulation. In order to maintain the...Quality and robustness of grid deformation is of the most importance in the field of aircraft design, and grid in high quality is essential for improving the precision of numerical simulation. In order to maintain the orthogonality of deformed grid, the displacement of grid points is divided into rotational and translational parts in this paper, and inverse distance weighted interpolation is used to transfer the changing location from boundary grid to the spatial grid. Moreover, the deformation of rotational part is implemented in combination with the exponential space mapping that improves the certainty and stability of quaternion interpolation. Furthermore, the new grid deformation technique named ‘‘layering blend deformation＇＇ is built based on the basic quaternion technique, which combines the layering arithmetic with transfinite interpolation（TFI） technique. Then the proposed technique is applied in the movement of airfoil, parametric modeling, and the deformation of complex configuration, in which the robustness of grid quality is tested. The results show that the new method has the capacity to deal with the problems with large deformation, and the ‘‘layering blend deformation＇＇ improves the efficiency and quality of the basic quaternion deformation method significantly.展开更多
文摘Price prediction plays a crucial role in portfolio selection (PS). However, most price prediction strategies only make a single prediction and do not have efficient mechanisms to make a comprehensive price prediction. Here, we propose a comprehensive price prediction (CPP) system based on inverse multiquadrics (IMQ) radial basis function. First, the novel radial basis function (RBF) system based on IMQ function rather than traditional Gaussian (GA) function is proposed and centers on multiple price prediction strategies, aiming at improving the efficiency and robustness of price prediction. Under the novel RBF system, we then create a portfolio update strategy based on kernel and trace operator. To assess the system performance, extensive experiments are performed based on 4 data sets from different real-world financial markets. Interestingly, the experimental results reveal that the novel RBF system effectively realizes the integration of different strategies and CPP system outperforms other systems in investing performance and risk control, even considering a certain degree of transaction costs. Besides, CPP can calculate quickly, making it applicable for large-scale and time-limited financial market.
文摘Quality and robustness of grid deformation is of the most importance in the field of aircraft design, and grid in high quality is essential for improving the precision of numerical simulation. In order to maintain the orthogonality of deformed grid, the displacement of grid points is divided into rotational and translational parts in this paper, and inverse distance weighted interpolation is used to transfer the changing location from boundary grid to the spatial grid. Moreover, the deformation of rotational part is implemented in combination with the exponential space mapping that improves the certainty and stability of quaternion interpolation. Furthermore, the new grid deformation technique named ‘‘layering blend deformation＇＇ is built based on the basic quaternion technique, which combines the layering arithmetic with transfinite interpolation（TFI） technique. Then the proposed technique is applied in the movement of airfoil, parametric modeling, and the deformation of complex configuration, in which the robustness of grid quality is tested. The results show that the new method has the capacity to deal with the problems with large deformation, and the ‘‘layering blend deformation＇＇ improves the efficiency and quality of the basic quaternion deformation method significantly.
