Visualization of Quantitative Thresholds in Stocks

Technical analysis comprised by various technical indicators is a holistic way of representing price movement of stocks in the market. Various forms of indicators have evolved from the primitive ones in the past decades. There have been many attempts to introduce volume as a major determinant to determine strong patterns in market forecasting. The law of demand defines the relationship between the volume and price. Most of the traders are familiar with the volume game. Including the time dimension to the law of demand provides a different visualization to the theory. While attempting the same, it was found that there are different thresholds in the market for different companies. These thresholds have a significant influence on the price. This article is an attempt in determining the thresholds for companies using the three dimensional graphs for optimizing the portfolios. It also emphasizes on the magnitude of importance of volumes as a key factor for determining of predicting strong price movements, bullish and bearish markets. It uses a comprehensive data set of major companies which form a major chunk of the Indian automotive sector and are thus used as an illustration.

Empirical and Indian Automotive Equity Portfolio Decision Support

A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to the conclusive confidence in the emerged models. This paper attempts to use the automotive sector stock prices from National Stock Exchange (NSE), India and analyze them for the intra-sectorial support for stock market decisions. The study identifies the significant variables and their lags which affect the price of the stocks using OLS analysis and decision tree classifiers.

Performance Comparison between ĆUK and SEPIC Converters for Maximum Power Point Tracking Using Incremental Conductance Technique in Solar Power Applications

Photovoltaic (PV) energy is one of the most important energy resources since it is clean, pollution free, and endless. Maximum Power Point Tracking (MPPT) is used in photovoltaic (PV) systems to maximize the photovoltaic output power, irrespective the variations of temperature and radiation conditions. This paper presents a comparison between Ćuk and SEPIC converter in maximum power point tracking (MPPT) of photovoltaic (PV) system. In the paper, advantages and disadvantages of both converters are described. Incremental conductance control method has been used as maximum power point tracking (MPPT) algorithm. The two converters and MPPT algorithm were modelled using MATLAB/Simulink software for simulation. Simulation results show that both Ćuk and SEPIC converters can track the maximum power point with some minor variations. 

Arabic Word Semantic Similarity

This paper is concerned with the production of an Arabic word semantic similarity benchmark dataset. It is the first of its kind for Arabic which was particularly developed to assess the accuracy of word semantic similarity measurements. Semantic similarity is an essential component to numerous applications in fields such as natural language processing, artificial intelligence, linguistics, and psychology. Most of the reported work has been done for English. To the best of our knowledge, there is no word similarity measure developed specifically for Arabic. In this paper, an Arabic benchmark dataset of 70 word pairs is presented. New methods and best possible available techniques have been used in this study to produce the Arabic dataset. This includes selecting and creating materials, collecting human ratings from a representative sample of participants, and calculating the overall ratings. This dataset will make a substantial contribution to future work in the field of Arabic WSS and hopefully it will be considered as a reference basis from which to evaluate and compare different methodologies in the field.

Intelligent Agent Approach to the Control of Critical Infrastructure Networks

In this paper we propose an intelligent agent approach to control the electric power grid at a smaller granularity in order to give it self-healing capabilities. We develop a method using the influence model to transform transmission substations into information processing, analyzing and decision making (intelligent behavior) units. We also develop a wireless communication method to deliver real-time uncorrupted information to an intelligent controller in a power system environment. A combined networking and information theoretic approach is adopted in meeting both the delay and error probability requirements. We use a mobile agent approach in optimizing the achievable information rate vector and in the distribution of rates to users (sensors). We developed the concept and the quantitative tools require in the creation of cooperating semiautonomous subsystems which puts the electric grid on the path towards intelligent and self-healing system.

Correlating Site-Specific Meteorological Data and Power Availability for Small-Scale, Multi-Source Renewable Energy Systems

The paper presents a modelling methodology for small scale multi-source renewable energy systems. Using historical site-specific weather data, the relationships of cost, availability and energy form are visualised as a function of the sizing of photovoltaic arrays, wind turbines, and battery capacity. The specific dependency of each site on its own particular weather patterns show that unique solutions exist for each site. It is shown that in certain cases the capital component cost can be halved if the desired theoretical demand availability is reduced from 100% to 99%.