This paper discusses the methods for performance analysis of a PC-based harmonic power analyzer used in EMC testing and measuring applications. According to IEC 61000-3-2, this is an easy-to-use, reasonably priced way...
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Prostate cancer detection in ultrasound data presents significant challenges due to the highly heterogeneous nature of the cancer and its appearance in ultrasound images. In this work, we introduce a novel multi-modal...
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We study an intriguing and practical scenario of online Spatial Crowdsourcing (SC), in which workers have the flexibility to perform tasks using various methods, such as walking, driving, or utilizing Unmanned Aerial ...
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Stop-Loss strategies are often used by investors to combat negative returns by predetermining thresholds at which they should exit trades. Though existing traditional Stop-Loss mechanisms such as Fixed Stop-Loss and T...
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ISBN:
(纸本)9781665480451
Stop-Loss strategies are often used by investors to combat negative returns by predetermining thresholds at which they should exit trades. Though existing traditional Stop-Loss mechanisms such as Fixed Stop-Loss and Trailing Stop-Loss are empirically proven to have the ability to minimize risks associated with trades, they still face serious challenges when it comes to achieving a balance between risk and return. In this study, we develop a Deep Learning model that combines the concept of Stop-Loss with the capabilities offered by Deep Neural Networks. The architecture is composed of three components where trend detection and price prediction components provide inputs to the stop price prediction component which predicts the variation of stop price. The study focuses on short term trades of minute frequency which involves analysing massive chunks of data that fluctuates rapidly within extremely short time intervals. Despite the advancements that has taken place in the context of Big Data analytics, intraday financial time series analysis has not received much academic attention. The model utilizes convolutional layers to capture spatial features along with Long Short Term Memory networks to capture temporal dependencies in price sequences. The proposed solution gives outstanding results for diverse market conditions and it works specifically well for trades that are downtrending. We evaluate our model for a portfolio that consists of five stock symbols from NASDAQ that are adequately liquid and two cryptocurrencies which are highly circulated. The model delivers a stable outcome across all symbols indicating its ability to be generalized over a range of symbols and its tolerance to diverse market conditions. Results also indicate that Stop-Loss mechanisms possess the potential to work well even in speculative markets such as the cryptocurrency market. The ability to reduce losses without compromising on opportunities to realize profits in dynamic and unstable market
In the treatment of many diseases, combination drug therapy has been widely used and achieved good clinical efficacy. However, drug-drug interaction (DDI) may occur between multiple drugs and pose a huge threat to the...
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Android has been a popular target for criminal actions due to its widespread use as a prominent mobile operating system, requiring the creation of sufficient security measures. Android has grown exposed to illegal act...
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Texture image generation has been studied for various applications, including gaming and entertainment. However, context-specific realistic texture generation for industrial applications, such as generating defect tex...
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It is crucial to predict the outputs of a thickening system,including the underflow concentration(UC)and mud pressure,for optimal control of the *** proliferation of industrial sensors and the availability of thickeni...
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It is crucial to predict the outputs of a thickening system,including the underflow concentration(UC)and mud pressure,for optimal control of the *** proliferation of industrial sensors and the availability of thickening-system data make this ***,the unique properties of thickening systems,such as the non-linearities,long-time delays,partially observed data,and continuous time evolution pose challenges on building data-driven predictive *** address the above challenges,we establish an integrated,deep-learning,continuous time network structure that consists of a sequential encoder,a state decoder,and a derivative module to learn the deterministic state space model from thickening *** a case study,we examine our methods with a tailing thickener manufactured by the FLSmidth installed with massive sensors and obtain extensive experimental *** results demonstrate that the proposed continuous-time model with the sequential encoder achieves better prediction performances than the existing discrete-time models and reduces the negative effects from long time delays by extracting features from historical system *** proposed method also demonstrates outstanding performances for both short and long term prediction tasks with the two proposed derivative types.
The recent prosperous of cloud computing has become the biggest revenue for originalities with the issues of intricate servers that need regular maintenance, security, power and cooling systems throughout. Hence, it i...
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Systematic Offensive stereotyping (SOS) in word embeddings could lead to associating marginalised groups with hate speech and profanity, which might lead to blocking and silencing those groups, especially on social me...
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