Instituto Superior Técnico

About: Instituto Superior Técnico is a based out in . It is known for research contribution in the topics: Catalysis & Finite element method. The organization has 10085 authors who have published 30226 publications receiving 667524 citations. The organization is also known as: IST & Instituto Superior Tecnico.

Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

Abstract: When investing in financial markets it is crucial to determine a trading signal that can provide the investor with the best entry and exit points of the financial market, however this is a difficult task and has become a very popular research topic in the financial area. This paper presents an expert system in the financial area that combines Principal Component Analysis (PCA), Discrete Wavelet Transform (DWT), Extreme Gradient Boosting (XGBoost) and a Multi-Objective Optimization Genetic Algorithm (MOO-GA) in order to achieve high returns with a low level of risk. PCA is used to reduce the dimensionality of the financial input data set and the DWT is used to perform a noise reduction to every feature. The resultant data set is then fed to an XGBoost binary classifier that has its hyperparameters optimized by a MOO-GA. The importance of the PCA is analyzed and the results obtained show that it greatly improves the performance of the system. In order to improve even more the results obtained in the system using PCA, the PCA and the DWT are then applied together in one system and the results obtained show that this system is capable of outperforming the Buy and Hold (B&H) strategy in three of the five analyzed financial markets, achieving an average rate of return of 49.26% in the portfolio, while the B&H achieves on average 32.41%.

Single‐point incremental forming and formability—failure diagrams

Abstract: In recent work, the present authors constructed a closed‐form analytical model that is capable of dealing with the fundamentals of single‐point incremental forming (SPIF) and explaining the experim...

Activation of plasma membrane ATPase of Saccharomyces cerevisiae by octanoic acid.

Abstract: Plasma membrane ATPase activity of Saccharomyces cerevisiae IGC 3507III grown in the presence of the lipophilic acid octanoic acid [4-50 mg I-1 (0.03–0.35 mM), pH 4.0] was 1.5-fold higher than that in cells grown in its absence. The K m for ATP, the pH profile and the sensitivity to orthovanadate of the basal and the activated forms of the membrane ATPase were identical. This activation was closely associated with a decrease in the biomass yield and an increase in the ethanol yield, and was rapidly reversed in vivo after removal of the acid. However, the activated level was preserved when membranes were extracted and subjected to manipulations which eliminated or decreased octanoic acid incorporation in the plasma membrane. The activity of the basal plasma membrane ATPase in the total membrane fraction was slightly increased by incubation at pH 6.5 with octanoic acid at 100 mg I-1 or less (2.4 mg acid form plus 97.6 mg octanoate ion I-1). However, destruction of the permeability barrier between the enzyme and its substrate could not explain the in vivo activation. A role for plasma membrane ATPase activation in the regulation of the intracellular pH (pHi) of cells grown with octanoic acid was not proven.