574 research outputs found

    Automated trading informed by event driven data

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    Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Cataloged from student-submitted PDF version of thesis.Includes bibliographical references (pages 61-65).Models of stock price prediction have traditionally used technical indicators alone to generate trading signals. In this paper, we build trading strategies by applying machine-learning techniques to both technical analysis indicators and market sentiment data. The resulting prediction models can be employed as an artificial trader used to trade on any given stock exchange. The performance of the model is evaluated using the S&P 500 index.by Jason W. Leung.M. Eng

    Estuarine habitat ecology of adult weakfish (Cynoscion regalis): a multi-scale approach

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    The habitat ecology of adult weakfish (Cynoscion regalis) remains poorly understood, although they comprise an important ecological and economic portion of estuarine environments. Weakfish are particularly susceptible to confusion over how to best delineate important habitat resources, such as those used for reproduction, because they may change over multiple spatial (coastal and estuary) and temporal (seasonal and diel) scales. In this study, weakfish habitat dynamics were evaluated at multiple scales using acoustic telemetry within the Mullica River-Great Bay estuary in southern New Jersey. At the broader estuary scale, residency, habitat use, and movements were quantified across the reproductive/post-reproductive season. Tagged adult weakfish were resident in bay, lower river, and subtidal creek habitats during reproduction (May through July) and following the reproductive season (August through November) but showed limited use of inlet and upriver habitats in both seasons. Movement rates increased at the end of the post-reproductive season and weakfish apparently moved into fringing, unmonitored habitats within the study area following the reproductive period. Estuarine egress occurred throughout the study period but was lowest during July and highest during the final month of emigration in November. At smaller spatial scales, weakfish displayed patterns of site fidelity both seasonally and daily. At the seasonal scale, a majority of weakfish tagged in 2008 maintained fidelity to their original tagging location or established new “core areas” in other parts of the estuary. In both cases, fish were detected at these areas for the duration of their residency or made short- or long-term excursions before returning to their original core area. At the diel scale, weakfish displayed movements of varying distances from their original tagging location beginning around sundown and returning around the sunrise period, which also corresponds to the timing of nightly weakfish reproduction. These findings represent new evidence of the role that estuary habitats may play in adult weakfish life history and, because weakfish habitat dynamics may be influenced by reproduction, it will be important to incorporate these changes into future management of the fishery.M.S.Includes bibliographical referencesby Jason T. Turnur

    Hydro-meteorological trigger conditions of debris flows in Austria

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    Different factors influence the disposition of a watershed for initiation of debris flows, including meteorological trigger conditions as well as the hydrologic and geomorphic disposition. The latter includes slowly changing factors like relief energy or sediment availability, whereas the hydrologic state of a watershed may vary over short time scales. This contribution summarizes the outcomes of a long term project to quantify meteorological and hydrological trigger conditions leading to debris flows at different temporal and spatial scales in the Austrian Alps. The analysis employs a database of more than 4,500 debris flows over the last 100+ years, which is the period for which systematic rainfall data is available. A Bayesian analysis was carried out for determining occurrence probabilities for all Austria. For selected regions, hydrological trigger conditions were assessed using a semi-distributed, conceptual rainfall-runoff model, which was calibrated to measured runoff data. As expected we find increasing trigger probabilities with increasing rainfall amounts and intensities. However, the additional information of regional hydrological parameters as well as their temporal evolution over days prior to a debris-flow event, enables to capture different trigger conditions, including short duration rainstorms, long lasting rainfall events, and snow melt. We also find that a trigger-type resolved prediction of debris-flow susceptibility based on the hydro-meteorological catchment information is superior to simple rainfall-only approaches. The results of this analysis shall improve our understanding of long-term trigger conditions and trends of extreme mass wasting processes in the Alps and aim to become a valuable tool in engineering hazard assessment.Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Water Resource

    Inhibition of acetyl-CoA carboxylase isoforms by pyridoxal phosphate

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    Mammalian isoforms of acetyl-CoA carboxylase (ACC-1 and ACC-2) play important roles in synthesis, elongation, and oxidation of long-chain fatty acids, and the possible significance of ACC in the development of obesity has led to interest in the development of inhibitors. Here, we demonstrate that pyridoxal phosphate (PLP) is a linear and reversible inhibitor of ACC-1 and ACC-2. ACC from rat liver and white adipose tissue (largely ACC-1) exhibited an IC50 of ∼200 μM, whereas ACC-2 from heart or skeletal muscle exhibited an IC50 exceeding 500 μM. ACC from rat liver was equally sensitive to PLP following extensive purification by avidin affinity chromatography. When added before citrate, PLP inhibited ACC with a Ki of ∼100 μM, reducing maximal activity >90% and increasing the Ka for citrate ∼5-fold but having little effect on substrate Km values. Pre-treatment with citrate increased the apparent Ki for ACC inhibition by PLP by ∼4-fold. Inhibition of ACC was reversed by removal of PLP, either by washing or by reaction with hydroxylamine or amino-oxyacetate. ACC was irreversibly inhibited and radiolabeled, to a stoichiometry of ∼0.4 mol[H]/mol subunit, in the presence of PLP plus [³H]borohydride. Studies with structurally related compounds demonstrated that the reactive aldehyde and negatively charged substituents of PLP contribute importantly to ACC inhibition. The studies reported here suggest a rationale to develop ACC inhibitors that are not structurally related to the substrates or products of the reaction and an approach to probe the citrate-binding site of the enzyme. [ABSTRACT FROM AUTHOR]Peer reviewedfinal article publishe

    Factors affecting the growth of Verbesina virginica

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    The author has granted permission for their work to be available to the general public.Verbesina virginica (frost weed) is a tall, perennial, herbaceous plant that has been observed to occur in Bexar County, Texas primarily under established tree canopies such as Quercus fusiformis (scrub live oak) and Ulmus crassifolia (cedar elm). The distribution of Verbesina virginica, and possible factors affecting its distribution are not well reported. To better understand these factors, a combination of field studies, greenhouse experiments, and leaf level Li-Cor gas exchange analysis were utilized to examine species distribution, determine the species' nutrient requirements, and the plants response to various light levels, respectively. Over five transects, extending from a canopy into an adjacent open grassland, 283 total plants were counted. Of those, 98.9% (280 plants) were found inside the canopy dripline. Mean soil depth along the transects was highly variable and not significantly different from one location to another. However, a light gradient was found ranging from low light beneath the canopy (207 +/- 53 mumol CO2 · m-2 · sec-1) and increasing into the open grassland (2126 +/- 71 mumol CO2 · m-2 · sec -1). Overall, dry plant mass and leaves per plant increased with increased nutrient additions however, the plants did tolerate the native low nutrient Patrick soil. Gas exchange measurements for Verbesina virginica over 19 light levels ranging from 0 to 2000 mumol · m-2 · sec-1 found its maximum rate of photosynthesis (Amax) to be 12.68 +/- 1.40 mumol CO2 · m-2 · sec-1, while its mean dark respiration (Rd) was 0.75 mumol CO2 · m-2 · sec -1. The mean light saturation point (Lsat) for V. virginica was 287.74 mumol · m-2 · sec-1, and mean light compensation point (Lcp) was 16.2 mumol · m-2 · sec-1. These results fall within established ranges reported for understory species, and together with observed field distributions suggest that Verbesina virginica is a shade species.Earth and Environmental Scienc
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