• Title/Summary/Keyword: Hybrid index

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Hybrid Model Approach to the Complexity of Stock Trading Decisions in Turkey

  • CALISKAN CAVDAR, Seyma;AYDIN, Alev Dilek
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.10
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    • pp.9-21
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    • 2020
  • The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

Slump and Mechanical Properties of Hybrid Steel-PVA Fiber Reinforced Concrete (강섬유와 PVA 섬유로 하이브리드 보강된 콘크리트의 슬럼프 및 역학적 특성)

  • Yang, Keun-Hyeok
    • Journal of the Korea Concrete Institute
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    • v.22 no.5
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    • pp.651-658
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    • 2010
  • Sixteen concrete mixes reinforced with hybrid steel-polybinyl alcohol (PVA) fibers and a control concrete mix with no fiber were tested in order to examine the effect of the micro and macro fibers on the slump and different mechanical properties of concrete. Main variables investigated were length and volume fraction of steel and PVA fibers. The measured mechanical properties of hybrid fiber reinforced concrete were analyzed using the fiber reinforcing index and compared with those recorded from monolithic steel or PVA fiber reinforced concrete. The initial slump of hybrid fiber reinforced concrete decreased with the increase of the aspect ratio and the volume fraction of fibers. In addition, splitting tensile strength, modui of rupture and elasticity, and flexural toughness index of concrete increased with the increase of the fiber reinforcement index. Modulus of rupture and flexural toughness index of hybrid fiber reinforced concrete were higher than those of monolithic fiber reinforced concrete, though the total volume fraction of hybrid fibers was lower than that of monolithic fiber. For enhancing the flexural toughness index of hybrid fiber reinforced concrete, using the steel fiber of 60 mm length was more effective than using the steel fibers combined with 60 mm and 30 mm lengths.

Embedded Node Cache Management for Hybrid Storage Systems (하이브리드 저장 시스템을 위한 내장형 노드 캐시 관리)

  • Byun, Si-Woo;Hur, Moon-Haeng;Roh, Chang-Bae
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.157-159
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    • 2007
  • The conventional hard disk has been the dominant database storage system for over 25 years. Recently, hybrid systems which incorporate the advantages of flash memory into the conventional hard disks are considered to be the next dominant storage systems to support databases for desktops and server computers. Their features are satisfying the requirements like enhanced data I/O, energy consumption and reduced boot time, and they are sufficient to hybrid storage systems as major database storages. However, we need to improve traditional index node management schemes based on B-Tree due to the relatively slow characteristics of hard disk operations, as compared to flash memory. In order to achieve this goal, we propose a new index node management scheme called FNC-Tree. FNC-Tree-based index node management enhanced search and update performance by caching data objects in unused free area of flash leaf nodes to reduce slow hard disk I/Os in index access processes.

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Global seismic damage assessment of high-rise hybrid structures

  • Lu, Xilin;Huang, Zhihua;Zhou, Ying
    • Computers and Concrete
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    • v.8 no.3
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    • pp.311-325
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    • 2011
  • Nowadays, many engineers believe that hybrid structures with reinforced concrete central core walls and perimeter steel frames offer an economical method to develop the strength and stiffness required for seismic design. As a result, a variety of such structures have recently been applied in actual construction. However, the performance-based seismic design of such structures has not been investigated systematically. In the performance-based seismic design, quantifying the seismic damage of complete structures by damage indices is one of the fundamental issues. Four damage states and the final softening index at each state for high-rise hybrid structures are suggested firstly in this paper. Based on nonlinear dynamic analysis, the relation of the maximum inter-story drift, the main structural characteristics, and the final softening index is obtained. At the same time, the relation between the maximum inter-story drift and the maximum roof displacement over the height is also acquired. A double-variable index accounting for maximum deformation and cumulative energy is put forward based on the pushover analysis. Finally, a case study is conducted on a high-rise hybrid structure model tested on shaking table before to verify the suggested quantities of damage indices.

Fuel Economy Optimization of Hybrid Vehicle Using Single Performance Index (단일 성능지수를 이용한 하이브리드 차량의 연비 성능 최적화)

  • Cho, Sung-Tae;Jun, Soon-Il;Kong, Jin-Hyung;Park, Yeong-Il;Lee, Jang-Moo
    • Proceedings of the KSME Conference
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    • 2001.06b
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    • pp.552-557
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    • 2001
  • To minimize the fuel consumption in the hybrid vehicle, the single performance index, which can express the fuel consumption in engine and electric energe consumption in battery system at the same time, is required. In this study we proposed a single performance index with equivalent BSFC concept, and with this, we constructed driving control algorithm, which can determine optimal gear ratio and power split ratio of the engine and the motor, for the parallel hybrid vehicle. Additionally, to verify the validity of this algorithm, driving simulation is performed.

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Multiple Trait Evaluation of Bivoltine Hybrids of Silkworm(Bombyx mori L.)

  • Babu, M.Ramesh;Chandrashekharaiah;Lakshmi, H.;Prasad, J.
    • International Journal of Industrial Entomology and Biomaterials
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    • v.5 no.1
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    • pp.37-43
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    • 2002
  • Eighteen new bivoltine silkworm (Bombyx mori L.) hybrids developed at Andhra Pradesh State Sericul-ture Research and Development Institute, Hindupur are evaluated for 10 economic traits by following two multiple trait index methods, i.e., Subordinate Function and Evaluation Index for their economic merit. The hybrid genotype, APS6${\times}$APS11 with highest Subordinate function value of 8.2432 and highest average Evaluation Index of 61.67 ranked first. This hybrid is adjudicated as most promising hybrid and recommended for commercial use. Further, applicability of Subordinate Function Index Method is tested and recommended for application of multiple trait evaluation similar to Evaluation Index Method as the results obtained are comparable. Further, both these methods can be applied for confirmation of results.

Parametric analysis of hybrid outrigger system under wind and seismic loads

  • Neethu Elizabeth Johna;Kiran Kamath
    • Structural Engineering and Mechanics
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    • v.86 no.4
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    • pp.503-518
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    • 2023
  • In tall constructions, the outriggers are regarded as a structural part capable of effectively resisting lateral loads. This study analyses the efficacy of hybrid outrigger system in high rise RCC building for various structural parameters identified. For variations in α, which is defined as the ratio of the relative flexural stiffness of the core to the axial rigidity of the column, static and dynamic analyses of hybrid outrigger system having a virtual and a conventional outrigger at two distinct levels were conducted in the present study. An investigation on the optimal outrigger position was performed by taking the results from absolute maximum inter storey drift ratio (ISDmax), roof acceleration (accroof), roof displacement (disproof), and base bending moment under both wind and seismic loads on analytical models having 40, 60 and 80 storeys. An ideal performance index parameter was introduced and was utilized to obtain the optimal position of the hybrid outrigger system considering the combined response of ISDmax, accroof, disproof and, criteria required for the structure under wind and seismic loads. According to the behavioural study, increasing the column area and outrigger arm length will maximise the performance of the hybrid outrigger system. The analysis results are summarized in a flowchart which provides the optimal positions obtained for each dependent parameter and based on ideal performance index which can be used to make initial suggestions for installing a hybrid outrigger system.

Flash Node Caching Scheme for Hybrid Hard Disk Systems (하이브리드 하드디스크 시스템을 위한 플래시 노드 캐싱 기법)

  • Byun, Si-Woo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.9 no.6
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    • pp.1696-1704
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    • 2008
  • The conventional hard disk has been the dominant database storage system for over 25 years. Recently, hybrid systems which incorporate the advantages of flash memory into the conventional hard disks are considered to be the next dominant storage systems. Their features are satisfying the requirements like enhanced data I/O, energy consumption and reduced boot time, and they are sufficient to hybrid storage systems as major database storages. However, we need to improve traditional index management schemes based on B-Tree due to the relatively slow characteristics of hard disk operations, as compared to flashmemory. In order to achieve this goal, we propose a new index management scheme called FNC-Tree. FNC-Tree-based index management enhanced search and update performance by caching data objects in unused free area of flash leaf nodes to reduce slow hard disk I/Os in index access processes. Based on the results of the performance evaluation, we conclude that our scheme outperforms the traditional index management schemes.

Analysis on Transition between Index- and Bandgap-guided Modes in Photonic Crystal Fiber

  • Hong, Kee Suk;Lim, Sun Do;Park, Hee Su;Kim, Seung Kwan
    • Journal of the Optical Society of Korea
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    • v.20 no.6
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    • pp.733-738
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    • 2016
  • We calculate optical properties of guided modes of a hybrid-guiding photonic crystal fiber. The design and modeling of such hybrid-guiding PCF is made by replacing air holes with inserts of high refractive index material layer by layer in order. The optical properties such as mode intensity profile, mode dispersion, optical birefringence, confinement loss, and chromatic dispersion during transition of the guiding mechanism are analyzed and discussed. The guided modes in the hybrid-guiding region are also compared with those of reference index-guiding and bandgap-guiding photonic crystal fibers.