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| 1 | Predicting the daily return direction of the stock market using hybrid machine learning algorithms显示文摘Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on forecasting daily stock market returns,especially when using powerful machine learning techniques,such as deep neural networks(DNNs),to perform the analyses.DNNs employ various deep learning algorithms based on the combination of network structure,activation function,and model parameters,with their performance depending on the format of the data representation.This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 ETF(ticker symbol:SPY)based on 60 financial and economic features.DNNs and traditional artificial neural networks(ANNs)are then deployed over the entire preprocessed but untransformed dataset,along with two datasets transformed via principal component analysis(PCA),to predict the daily direction of future stock market index returns.While controlling for overfitting,a pattern for the classification accuracy of the DNNs is detected and demonstrated as the number of the hidden layers increases gradually from 12 to 1000.Moreover,a set of hypothesis testing procedures are implemented on the classification,and the simulation results show that the DNNs using two PCA-represented datasets give significantly higher classification accuracy than those using the entire untransformed dataset,as well as several other hybrid machine learning algorithms.In addition,the trading strategies guided by the DNN classification process based on PCA-represented data perform slightly better than the others tested,including in a comparison against two standard benchmarks. | Xiao Zhong David Enke | 2019 | Financial Innovation2019，5，1： | 9 |
| 2 | Height prediction of water-flowing fracture zone with a geneticalgorithm support-vector-machine method显示文摘Prediction of the height of a water-flowing fracture zone(WFFZ)is the foundation for evaluating water bursting conditions on roof coal.By taking the Binchang mining area as the study area and conducting an in-depth study of the influence of coal seam thickness,burial depth,working face length,and roof category on the height of a WFFZ,we proposed that the proportion of hard rock in different roof ranges should be used to characterise the influence of roof category on WFFZ height.Based on data of WFFZ height and its influence index obtained from field observations,a prediction model is established for WFFZ height using a combination of a genetic algorithm and a support-vector machine.The reliability and superiority of the prediction model were verified by a comparative study and an engineering application.The results show that the main factors affecting WFFZ height in the study area are coal seam thickness,burial depth,working face length,and roof category.Compared with multiple-linear-regression and back-propagation neural-network approaches,the height-prediction model of the WFFZ based on a genetic-algorithm support-vector-machine method has higher training and prediction accuracy and is more suitable for WFFZ prediction in the mining area. | Enke Hou Qiang Wen Zhenni Ye Wei Chen Jiangbo Wei | 2020 | International Journal of Coal Science & Technology2020，7，4： | 3 |
| 3 | Stress Field of Non-equilibrium Grain Boundaries in Nano-crystalline Metals显示文摘Introducing the stress distribution near grain boundaries to improve the dislocation pileup model for the Hall-Petch (H-P) relation, the continuous distribution of dislocations in the pileup could be solved by means of Tschebysheff polynomials for the Hubert transformation. An analytical formula of the stress intensity factor for the dislocation pileup is obtained. The reverse H-P relation may be explained by the modified dislocation-pileup-model. | Chiwei LUNG and Enke TIAN International Centre for Materials Physics, Institute of Metal Research, Chinese Academy of Sciences, Shenyang 110016, China Hengqiang YE Laboratory of Atomic Imaging of Solids, Institute of Metal Research, Chinese Academy of Sci | 2001 | Journal of Materials Science & Technology2001，17，3： | 2 |
| 4 | Frictional properties of diamondlike carbon layers 显示文摘 | Enke K Dimigen H Hubshc H | 1980 | Applied Physics Letters1980，36，： | 1 |
| 5 | Long-term effect of chemical fertilizer, straw, and manure on soil chemical and biological properties in northwest China显示文摘 | ENKE L YAN C R MEI X R | 2010 | Geoderma2010，158，34： | 1 |
| 6 | Successful treatment of therapy-resistant pruritus in lichen amyloidosis with menthol显示文摘 | Frolich M Enk A Diepgen T L Weisshaar E | 2009 | Acta Derm Venereol2009，89，5： | 1 |
| 7 | Insect venom immuno- therapy induces interleukin-10 production and a Th2-to-Thl shift, and changes surface marker expression in venom -allergic subjects显示文摘 | BELLINGHAUSEN I METZ G ENK A H | 1997 | Eur J Immuno11997，27，5： | 1 |
| 8 | Effects of no-tillagemanagement on soil biochemical characteristics in Northern China显示文摘 | Liu Enke Zhao Bingqiang Mei Xurong | 2010 | Agric Sci Camb2010，148，2： | 1 |
| 9 | Favorable effects of inhaled treprostinil in severe pulmonary hypertension: results from randomized controlled pilot studies 显示文摘 | Voswinckel R Enke B Reichenberger F | 2006 | J Am Coll Cardiol2006，48，8： | 1 |
| 10 | CD4 ( + ) and CD8 ( + ) anergic T cells induced by interleukin-IO-treated human dendritic cells display antigen-specific suppressor activity显示文摘 | Steinbrink K Graulich E Kubsch S KnopJ Enk AH | 2002 | Blood2002，99，7： | 1 |
| 11 | The role of the kinesin motor KipA in microtubule organization and polarized growth of Aspergillus nidulans 显示文摘 | Konzack S Rischitor PE Enke C | 2005 | Mol Biol Cell2005，16，2： | 1 |
| 12 | Radio frequency power deposition in a high-density helicon discharge with helical antenna coupling显示文摘 | Enk TH Krmer | 2000 | Phys Plasmas2000，7，10： | 1 |
| 13 | Porous glasses in the 21st century: a short review显示文摘 | Enke D Janowski F Schwieger W | 2003 | Microporous and Mesoporous Materials2003，60，： | 1 |
| 14 | DCs and cytokines cooperate for the induction of Tregs显示文摘 | Enk A H | 2006 | Emst Schering Res Found Workshop2006，56，： | 1 |
| 15 | Diagnosing schistosomiasis:where are we ? 显示文摘 | Gomes LI Enk MJ Rabello A | 2014 | Rev Soc Bras Med Trop2014，，47： | 1 |
| 16 | Success rate of unilateral spinal anesthesia is dependent on injection flow显示文摘 | Enk D Prient T VanAken H | 2001 | Reg Anesth Pain Med2001，26，6： | 1 |
| 17 | Consumer cooperatives and economic efficieney显示文摘 | ENKE S | 1945 | The American Economic Review1945，35，1： | 1 |
| 18 | Long-term effect of chemical fertilizer,straw,and manure on soil chemical and bio-logical properties in northwest China显示文摘 | Enke L Yan C R Mei X H | 2010 | Geioderma2010，158，34： | 1 |
| 19 | Frictional properties of dia- mond-like carbon layers 显示文摘 | Enke K Dimigen H Hubsch H | 1980 | Applied Physics Letters1980，3，： | 1 |
| 20 | Early molecular events in the induction phase of contact sensitivity显示文摘 | Enk AH Katz S | | 0，，： | 1 |
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