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2021 International Symposium on Electrical, Electronics and Information Engineering最新文献

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Algorithm of Agent Localization in a Group Using Ultra-Wideband Communication Technology 基于超宽带通信技术的群体智能体定位算法
E. Stolov, N. Krinitsyn, V. Kurochkin, Maksim Murin, Ivan Shcherbakov
Robot localization is a fundamental task in autonomous mobile robot designing, since actual position data is a necessary parameter for many robot algorithms. Mostly, for the data obtaining, Global Navigation Satellite Systems (GNSS) are used which error can reach 5m. This article presents a developed GNSS coordinate refining algorithm and its testing results. The algorithm operation is based on GNSS coordinates and distance data between multiple devices (here robots) received through Ultra-Wide Band (UWB) transceivers. The coordinates can be refined locally in the device coordinate system and in the global coordinate system, if high-precision of GNSS data are available for at least one device.
机器人定位是自主移动机器人设计中的一项基本任务,因为实际位置数据是许多机器人算法的必要参数。数据获取多采用全球导航卫星系统(GNSS),误差可达5m。本文提出了一种改进的GNSS坐标细化算法及其测试结果。该算法基于GNSS坐标和通过超宽带(UWB)收发器接收的多个设备(这里是机器人)之间的距离数据。如果至少有一个设备具有高精度的GNSS数据,则可以在设备坐标系和全球坐标系中进行局部坐标细化。
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引用次数: 0
A Survey for Conventional Regression- and Deep Learning-based Face Alignment Methods 基于传统回归和深度学习的人脸对齐方法综述
Tong Gao
Face alignment, as an important part of facial tasks, will affect the final efficiency and accuracy. Face alignment is to locate the exact shape of a detected face bounding box. There are amount of challenges in face alignment because of large poses, occlusions and illuminations in real-world conditions. The approaches to tackle these challenges can be categorized in methods based on regression, which require operators in feature extraction, and methods based on deep learning, in which the feature extraction is data driven. Methods applies regression include Supervised Descent Method and Face Alignment by Coarse-to-Fine Shape Searching. Deep Convolutional Neural Networks, Tasks-Constrained Deep Convolutional Network and Multi-task Cascaded Convolutional Networks apply cascaded CNN and they are representational approaches of deep learning method. This article is devoted to the elaboration and summary of these mainstream methods.
人脸对齐作为人脸任务的重要组成部分,直接影响到最终的效率和精度。人脸对齐是定位被检测人脸边界框的精确形状。由于现实世界条件下的大姿势、遮挡和照明,在面部对齐方面存在大量挑战。解决这些挑战的方法可以分为基于回归的方法和基于深度学习的方法,前者需要算子进行特征提取,后者的特征提取是数据驱动的。应用回归的方法包括监督下降法和由粗到细形状搜索的人脸对齐。深度卷积神经网络、任务约束深度卷积网络和多任务级联卷积网络应用了级联CNN,是深度学习方法的表征方法。本文致力于对这些主流方法进行阐述和总结。
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引用次数: 1
Hazardous Sound Detection Based on Audio Augmentation 基于音频增强的危险声音检测
Jincheng Zhang, Baojun Wang, W. Shi, Jucai Lin, Jun Yin
The aim of surveillance is to detect the occurrence of dangerous events. Recently, with the widely use of deep learning, video surveillance had get dramatically improvement. For audio event detection in surveillance, the deep learning means are applied in hazardous sound classification task. However, due to the low frequency of dangerous sounds occurred and the high cost of collection, there is no corresponding large-scale dataset. Large-scale dataset is essential to achieve an ideal result for deep learning methods. Therefore, how to obtain richer audio events has become an urgent problem. Nowadays, researchers have use a variety of data augmentation methods in computer vision, making performance improvement obviously. And these approaches are gradually being used in various sound pattern recognition or ASR (auto-speech recognition), but there is little research on the classification of hazardous sounds with less data set. In this paper, various data augmentation methods are adopted for hazardous sound classification. Our results show that data augmentation has bring big improvement on all four class dataset. The classification accuracy has increased by 0.5% on average. As the scale of data augmentation increases, the classification accuracy has increased to about 1.5%.
监视的目的是发现危险事件的发生。近年来,随着深度学习技术的广泛应用,视频监控得到了极大的改善。针对监控中的音频事件检测,将深度学习方法应用于危险声音分类任务。然而,由于危险声音发生的频率低,收集成本高,没有相应的大规模数据集。对于深度学习方法来说,要获得理想的结果,大规模数据集是必不可少的。因此,如何获取更丰富的音频事件已成为一个亟待解决的问题。目前,研究人员在计算机视觉中使用了各种各样的数据增强方法,使性能得到了明显的提高。这些方法已逐渐应用于各种声音模式识别或自动语音识别中,但在数据集较少的情况下,对有害声音的分类研究较少。本文采用了多种数据增强方法对危险声音进行分类。我们的结果表明,数据增强对所有四类数据集都带来了很大的改善。分类精度平均提高了0.5%。随着数据扩充规模的增加,分类准确率提高到1.5%左右。
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引用次数: 0
Automate Clinical Evidence Synthesis by Linking Trials to Publications with Text Analytics 通过文本分析将试验与出版物联系起来,实现临床证据自动合成
C. Li, H. Gurulingappa, P. Karmalkar, J. Raab, Aastha Vij, Gerard Megaro, C. Henke
Randomized clinical trials are the core data source for meta- analyses and relative efficacy analyses. As of today, there are missing links between large portions of trials registered in clinical trial registries and their reported outcomes published in scientific journals. This missing citation information makes it difficult to identify all relevant publications for evidence synthesis and decision support. Therefore, we propose a novel natural language processing-based system to establish links between clinical trials and their published outcomes in literature. Different approaches leveraging information retrieval and machine learning with embedding features were systematically developed and evaluated. Results show that shallow machine learning approach with embeddings provide promising results indicating the value it can add to circumvent the limitations of manual search and analyses.
随机临床试验是meta分析和相关疗效分析的核心数据来源。截至目前,在临床试验登记处注册的大部分试验与其在科学期刊上发表的报告结果之间存在缺失联系。这种缺失的引文信息使得难以识别所有相关的证据合成和决策支持出版物。因此,我们提出了一种新的基于自然语言处理的系统,以建立临床试验与其在文献中发表的结果之间的联系。系统地开发和评估了利用信息检索和具有嵌入特征的机器学习的不同方法。结果表明,带有嵌入的浅层机器学习方法提供了有希望的结果,表明它可以规避人工搜索和分析的局限性。
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引用次数: 0
Tri-Tilting Rotor Fixed-Wing VTOL UAV: Dynamic Modelling and Transition Flight Control 三倾转旋翼固定翼垂直起降无人机:动力学建模与过渡飞行控制
Navya Thirumaleshwar Hegde, V. George, C. G. Nayak
This paper gives the dynamic modeling and design of a controller for autonomous Vertical take-off and landing (VTOL) Tri-Tilt rotor hybrid Unmanned Aerial Vehicle (UAV). Nowadays, UAVs have experienced remarkable progress and mainly categorized into fixed-wing UAVs and rotary-wing UAVs. The Tri Tiltrotor UAV models are derived mathematically using Euler's force and moment equations for VTOL to horizontal flight and vice-versa using MATLAB. The development of fully autonomous and self-guided UAVs would reduce the risk to human life. The applications consist of inspection of coasts, terrain, border, patrol buildings, rescue teams, police, and pipelines. A Proportional-Integral-Derivative control method is proposed for UAVs attitude and altitude stabilization. The results reveal that the controller accomplishes adaptability, robust performance and stability in the transition mode.
本文对自主垂直起降(VTOL)三倾旋翼混合动力无人机(UAV)进行了动力学建模和控制器设计。目前,无人机取得了长足的发展,主要分为固定翼无人机和旋翼无人机。利用MATLAB对垂直起降至水平飞行和垂直起降至水平飞行的欧拉力和力矩方程进行了三倾转旋翼无人机模型的数学推导。完全自主和自制导无人机的发展将减少对人类生命的风险。应用范围包括海岸、地形、边境、巡逻建筑、救援队、警察和管道的检查。提出了一种用于无人机姿态和高度稳定的比例-积分-导数控制方法。结果表明,该控制器具有较好的自适应性、鲁棒性和稳定性。
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引用次数: 1
From Local Network Formation Game to Peer-to-Peer Protocol 从局域网形成博弈到点对点协议
Julian Nickerl, David Mödinger, Jan-Hendrik Lorenz
Peer-to-peer protocols often take longer, are less efficient or can't complete lookup queries with increasing network diameter. Peers could mitigate this by increasing their degree, i.e., their amount of open connections, but this increases the operational cost for each peer. We propose a novel peer-to-peer network formation protocol based on a game-theoretic approach, guaranteeing that diameter and maximum degree do not surpass given thresholds throughout the network. The game generalizes the local network formation game with more versatile strategies and cost functions. This allows for a trade off between operational cost and efficiency based on the individual interest of peers. We show that for any given diameter k and maximum degree d a Nash equilibrium, i.e., a graph with the desired properties, can be reached by improvement steps. We validate the practical applicability of these theoretical results on networks of 5–50 participants with various strategies and configurations. The experimental results show a fast approximation of the desired properties while taking some time to reach a stable state. We make out several strategies with which the protocol performs well. In particular, a stable state is found quickly when the initial network was already close to a stable state. This property enables the efficient dynamic treatment of the in practice often occurring scenario of nodes joining or leaving the network.
点对点协议通常需要更长的时间,效率更低,或者随着网络直径的增加而无法完成查找查询。对等体可以通过增加其程度(即打开连接的数量)来缓解这种情况,但这会增加每个对等体的操作成本。我们提出了一种基于博弈论方法的新型点对点网络形成协议,保证整个网络的直径和最大程度不超过给定的阈值。该博弈是局部网络形成博弈的推广,策略和代价函数更加灵活。这允许在基于同行的个人利益的操作成本和效率之间进行权衡。我们证明了对于任意给定的直径k和最大度d,可以通过改进步骤达到纳什均衡,即具有期望性质的图。我们通过不同的策略和配置验证了这些理论结果在5-50参与者网络中的实际适用性。实验结果表明,在需要一段时间才能达到稳定状态的同时,可以快速逼近所需的性能。我们制定了几种策略,使协议性能良好。特别是,当初始网络已经接近稳定状态时,可以很快地找到稳定状态。此属性允许对实际中经常发生的节点加入或离开网络的场景进行有效的动态处理。
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引用次数: 0
Analysis of factors impacting Sarcopenia in geriatric patients through the use of data sciences: A Case Study in Tijuana, Mexico 通过使用数据科学分析影响老年患者肌肉减少症的因素:墨西哥蒂华纳的案例研究
Verónica Rojas-Mendizabal, C. Castillo-Olea, Jocelyn Gomez Siono, C. Zuniga
Sarcopenia is the loss of muscle mass associated with the ageing process. Moreover, it is a progressive disease affecting older people. In 2017, about 12 million mexican elder people suffered from Sarcopenia; nevertheless, many of them are not aware of their condition. A study conducted by the Instituto Mexicano del Seguro Social (IMSS) estimates that 72.10% of people with Sarcopenia were women, while the rest were men [1]. This study analyses a database which includes the information of 166 geriatric patients from Tijuana, Baja California state. The database encompasses 90 variables, including biomedical information and some demographic information such as age, gender, address, schooling, marital status, level of education, income, profession, and financial support. An analysis to find the weight factors that impact the development of sarcopenia was carried out by generating a decision tree using the database provided by the General Hospital of Tijuana and the support of Orange software. Based on the creation of this tree, the relation and impact of the most important factors was analyzed. Among the three most important risk factors for this disease, besides senescence, the results from the analysis showed that Major Neurocognitive Disorder (MND), Systolic Arterial Hypertension (SAH), and malnutrition are the most important conditions to consider. These obtained results were compared with results retrieved from a study where the analysis was done through a Python simulation using machine learning methods with the same database.
肌肉减少症是与衰老过程相关的肌肉质量损失。此外,这是一种影响老年人的进行性疾病。2017年,约有1200万墨西哥老年人患有肌肉减少症;然而,他们中的许多人并没有意识到自己的状况。墨西哥社会研究所(Instituto Mexicano del Seguro Social, IMSS)的一项研究估计,72.10%的肌肉减少症患者为女性,其余为男性[1]。本研究分析了一个数据库,其中包括来自下加利福尼亚州蒂华纳的166名老年患者的信息。该数据库包含90个变量,包括生物医学信息和一些人口统计信息,如年龄、性别、地址、学校教育、婚姻状况、教育水平、收入、职业和财政支持。利用Tijuana总医院提供的数据库和Orange软件的支持,通过生成决策树,对影响肌肉减少症发展的体重因素进行了分析。在建立该树的基础上,分析了各重要因素之间的关系和影响。在本病的三个最重要的危险因素中,除衰老外,分析结果显示,主要神经认知障碍(MND)、收缩期动脉高血压(SAH)和营养不良是最需要考虑的因素。将这些获得的结果与从一项研究中检索到的结果进行比较,该研究通过使用具有相同数据库的机器学习方法的Python模拟进行分析。
{"title":"Analysis of factors impacting Sarcopenia in geriatric patients through the use of data sciences: A Case Study in Tijuana, Mexico","authors":"Verónica Rojas-Mendizabal, C. Castillo-Olea, Jocelyn Gomez Siono, C. Zuniga","doi":"10.1145/3459104.3459195","DOIUrl":"https://doi.org/10.1145/3459104.3459195","url":null,"abstract":"Sarcopenia is the loss of muscle mass associated with the ageing process. Moreover, it is a progressive disease affecting older people. In 2017, about 12 million mexican elder people suffered from Sarcopenia; nevertheless, many of them are not aware of their condition. A study conducted by the Instituto Mexicano del Seguro Social (IMSS) estimates that 72.10% of people with Sarcopenia were women, while the rest were men [1]. This study analyses a database which includes the information of 166 geriatric patients from Tijuana, Baja California state. The database encompasses 90 variables, including biomedical information and some demographic information such as age, gender, address, schooling, marital status, level of education, income, profession, and financial support. An analysis to find the weight factors that impact the development of sarcopenia was carried out by generating a decision tree using the database provided by the General Hospital of Tijuana and the support of Orange software. Based on the creation of this tree, the relation and impact of the most important factors was analyzed. Among the three most important risk factors for this disease, besides senescence, the results from the analysis showed that Major Neurocognitive Disorder (MND), Systolic Arterial Hypertension (SAH), and malnutrition are the most important conditions to consider. These obtained results were compared with results retrieved from a study where the analysis was done through a Python simulation using machine learning methods with the same database.","PeriodicalId":142284,"journal":{"name":"2021 International Symposium on Electrical, Electronics and Information Engineering","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130470459","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Comparison between Virtual Reality and Augmented Reality on Upper-limb Prosthesis Control 虚拟现实与增强现实在上肢假肢控制中的比较
Ying Sun, Christopher L. Hunt, Wally Niu, Ziwei Li, G. Cyrino, R. Cavalcante, E. Lamounier, A. Soares, N. Thakor
In recent years, virtual reality (VR) and augmented reality (AR) technologies have been shown to be promising avenues for improving the security, convenience, and efficacy of rehabilitative prosthesis training systems. Despite their rise in popularity, it is still unclear what advantages these paradigms have over one another when applied to complex motor tasks. In this study, we aim to determine which paradigm, AR or VR, is better suited for the completion of dexterous motor control tasks needed for effective upper-limb prosthesis use. We evaluate a population of able-bodied (N=5) subjects. Each of them performed 50 3-dimensional object manipulation tasks in analogous AR and VR environments respectively, with 100 trials for each subject. During each trial, subjects operate a virtual upper-limb prosthesis to perform reach-grasp-relocation manipulations via a myoelectric pattern recognition (MPR) algorithm. We report an average improvement in Fitts’ throughput (+20.94% and +21.26%) from all subjects when comparing VR to AR task performance in the reach and relocation phase. Additionally, we observe an increase in overall task completion rate (+3.60%) and mean path efficiency (+9.59% and +6.73%) during the reach and relocation phases of motion. What's more, we report a statistically significant decrease in mean task completion time during both reach and relocation phases when comparing AR to VR-based trials (p<0.05). Based on these functional results, we conclude that as a paradigm, VR promotes more efficient motion, resulting in higher task completion rates and path efficiency. On the other hand, AR allows subjects to perform motor tasks with shorter time consumed compared with VR.
近年来,虚拟现实(VR)和增强现实(AR)技术已被证明是提高假肢康复训练系统安全性、便利性和有效性的有前途的途径。尽管它们越来越受欢迎,但当应用于复杂的运动任务时,这些范式相对于其他范式有什么优势尚不清楚。在这项研究中,我们的目标是确定哪种模式,AR或VR,更适合于完成有效使用上肢假肢所需的灵巧运动控制任务。我们评估了一群身体健全的(N=5)受试者。他们每个人分别在类似的AR和VR环境中执行50个三维物体操作任务,每个受试者进行100次试验。在每次试验中,受试者操作虚拟上肢假体,通过肌电模式识别(MPR)算法执行到达-抓住-重新定位操作。我们报告,当比较VR和AR在到达和重新定位阶段的任务表现时,所有受试者的Fitts吞吐量平均提高(+20.94%和+21.26%)。此外,我们观察到在运动的到达和重新定位阶段,总体任务完成率(+3.60%)和平均路径效率(+9.59%和+6.73%)有所增加。更重要的是,我们报告了在到达和重新定位阶段的平均任务完成时间与基于AR的试验相比有统计学意义上的显著减少(p<0.05)。基于这些功能结果,我们得出结论,作为一种范式,VR促进了更有效的运动,从而提高了任务完成率和路径效率。另一方面,与VR相比,AR允许受试者在更短的时间内完成运动任务。
{"title":"A Comparison between Virtual Reality and Augmented Reality on Upper-limb Prosthesis Control","authors":"Ying Sun, Christopher L. Hunt, Wally Niu, Ziwei Li, G. Cyrino, R. Cavalcante, E. Lamounier, A. Soares, N. Thakor","doi":"10.1145/3459104.3459189","DOIUrl":"https://doi.org/10.1145/3459104.3459189","url":null,"abstract":"In recent years, virtual reality (VR) and augmented reality (AR) technologies have been shown to be promising avenues for improving the security, convenience, and efficacy of rehabilitative prosthesis training systems. Despite their rise in popularity, it is still unclear what advantages these paradigms have over one another when applied to complex motor tasks. In this study, we aim to determine which paradigm, AR or VR, is better suited for the completion of dexterous motor control tasks needed for effective upper-limb prosthesis use. We evaluate a population of able-bodied (N=5) subjects. Each of them performed 50 3-dimensional object manipulation tasks in analogous AR and VR environments respectively, with 100 trials for each subject. During each trial, subjects operate a virtual upper-limb prosthesis to perform reach-grasp-relocation manipulations via a myoelectric pattern recognition (MPR) algorithm. We report an average improvement in Fitts’ throughput (+20.94% and +21.26%) from all subjects when comparing VR to AR task performance in the reach and relocation phase. Additionally, we observe an increase in overall task completion rate (+3.60%) and mean path efficiency (+9.59% and +6.73%) during the reach and relocation phases of motion. What's more, we report a statistically significant decrease in mean task completion time during both reach and relocation phases when comparing AR to VR-based trials (p<0.05). Based on these functional results, we conclude that as a paradigm, VR promotes more efficient motion, resulting in higher task completion rates and path efficiency. On the other hand, AR allows subjects to perform motor tasks with shorter time consumed compared with VR.","PeriodicalId":142284,"journal":{"name":"2021 International Symposium on Electrical, Electronics and Information Engineering","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131616623","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
An Overall Architecture Design of a Hybrid Blockchain Technology that Solves the Separation of Basic Data and Business Data 一种解决基础数据与业务数据分离的混合区块链技术整体架构设计
Feng Liu, Aohua Li, Xuanyong Wu, De Gao, Ningbo Wang, Qinwen Xu
In order to realize the automatic and non-inductive reimbursement of invoices and eliminate the various inconveniences and risks caused by artificial reimbursement, this article proposes to combine blockchain technology with electronic invoices to complete the consumption, reimbursement, and tax payment through the blockchain network system. The node paperless invoice interactive process, and realize the automatic processing of off-chain data through the Internet of Things technology, seamless connection with the on-chain, while using a dual-chain structure to ensure the subsequent identification and business separation, through the combination of theory and technical architecture, Sense the invoice reimbursement system, thereby reducing China's overall reimbursement costs and promoting the improvement of the taxation system.
为了实现发票的自动、无感报销,消除人为报销带来的各种不便和风险,本文提出将区块链技术与电子发票相结合,通过区块链网络系统完成消费、报销、纳税。节点无纸化发票交互流程,通过物联网技术实现脱链数据的自动处理,与上链无缝连接,同时采用双链结构保证后续识别和业务分离,通过理论与技术架构的结合,感知发票报销体系,从而降低中国整体报销成本,促进税收体系的完善。
{"title":"An Overall Architecture Design of a Hybrid Blockchain Technology that Solves the Separation of Basic Data and Business Data","authors":"Feng Liu, Aohua Li, Xuanyong Wu, De Gao, Ningbo Wang, Qinwen Xu","doi":"10.1145/3459104.3459179","DOIUrl":"https://doi.org/10.1145/3459104.3459179","url":null,"abstract":"In order to realize the automatic and non-inductive reimbursement of invoices and eliminate the various inconveniences and risks caused by artificial reimbursement, this article proposes to combine blockchain technology with electronic invoices to complete the consumption, reimbursement, and tax payment through the blockchain network system. The node paperless invoice interactive process, and realize the automatic processing of off-chain data through the Internet of Things technology, seamless connection with the on-chain, while using a dual-chain structure to ensure the subsequent identification and business separation, through the combination of theory and technical architecture, Sense the invoice reimbursement system, thereby reducing China's overall reimbursement costs and promoting the improvement of the taxation system.","PeriodicalId":142284,"journal":{"name":"2021 International Symposium on Electrical, Electronics and Information Engineering","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129389471","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Two Branch Risk Factors Model for Stock Prediction 股票预测的两分支风险因素模型
Chaochao Jia, Weimin Pan, Lixian Li
The fluctuation of stock market is affected by many factors, such as human psychology, macro-economy, operation state of listed companies and industry. These factors can be regarded as risk factors that affect the excess return of stocks. According to the Arbitrage Pricing Theory, excess return and risk are closely related, and the excess return of stock is brought by taking certain risks. With the development of Chinese stock market, more and more risk factors that affect stock return are quantified. Among them, technical factors and fundamental factors are the most important two categories. Technical factors mainly reflect the trend of stock price and the trading activity of the market. Fundamental factors mainly reflect the operation and profitability of listed companies. These two kinds of factors are also the most commonly used in the quantitative model. Based on these two kinds of factors, we proposed a two branch risk factors model, which can combine these two kinds of factors to select stocks.
股票市场的波动受多种因素的影响,如人的心理、宏观经济、上市公司和行业的运行状况等。这些因素可以看作是影响股票超额收益的风险因素。根据套利定价理论,超额收益与风险密切相关,股票的超额收益是通过承担一定的风险带来的。随着中国股票市场的发展,越来越多影响股票收益的风险因素被量化。其中,技术因素和基本面因素是最重要的两大类。技术因素主要反映股票价格的走势和市场的交易活动。基本面因素主要反映上市公司的经营状况和盈利能力。这两类因素也是定量模型中最常用的。基于这两类因素,我们提出了一个两分支风险因素模型,该模型可以将这两类因素结合起来进行股票选择。
{"title":"Two Branch Risk Factors Model for Stock Prediction","authors":"Chaochao Jia, Weimin Pan, Lixian Li","doi":"10.1145/3459104.3459163","DOIUrl":"https://doi.org/10.1145/3459104.3459163","url":null,"abstract":"The fluctuation of stock market is affected by many factors, such as human psychology, macro-economy, operation state of listed companies and industry. These factors can be regarded as risk factors that affect the excess return of stocks. According to the Arbitrage Pricing Theory, excess return and risk are closely related, and the excess return of stock is brought by taking certain risks. With the development of Chinese stock market, more and more risk factors that affect stock return are quantified. Among them, technical factors and fundamental factors are the most important two categories. Technical factors mainly reflect the trend of stock price and the trading activity of the market. Fundamental factors mainly reflect the operation and profitability of listed companies. These two kinds of factors are also the most commonly used in the quantitative model. Based on these two kinds of factors, we proposed a two branch risk factors model, which can combine these two kinds of factors to select stocks.","PeriodicalId":142284,"journal":{"name":"2021 International Symposium on Electrical, Electronics and Information Engineering","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130765645","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
期刊
2021 International Symposium on Electrical, Electronics and Information Engineering
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