Search Results (25)

Emerging digital technologies are transforming how consumers participate in financial markets, yet their benefits depend critically on the speed, reliability, and transparency of the underlying platforms. Online stock trading platforms must maintain high efficiency underload to ensure a good user experience. This paper presents performance analysis under various load conditions based on the containerized stock exchange system. A comprehensive data logging pipeline was implemented, capturing metrics such as API response times, database query times, and resource utilization. We analyze the collected data to identify performance patterns, using both statistical analysis and machine learning techniques. Preliminary analysis reveals correlations between application processing time and database load, as well as the impact of user behavior on system performance. Association rule mining is applied to uncover relationships among performance metrics, and multiple classification algorithms are evaluated for their ability to predict user activity class patterns from system metrics. The insights from this work can guide optimizations in similar distributed web applications to improve scalability and reliability under a heavy load. By framing performance not merely as a technical property but as a determinant of financial decision-making and well-being, the study contributes actionable insights for designers of consumer-facing fintech services seeking to meet sustainable development goals through trustworthy, resilient digital infrastructure. Full article

In the context of heightened oil price volatility, mastering technical trading strategies is essential for informed investment and sound decision making. This study explores the effectiveness of contrarian technical trading strategies in the Brent crude oil market, aiming to enhance returns in the face of persistent market fluctuations. Utilizing historical price data, this research formulates trading rules based on overbought and oversold signals derived from the Relative Strength Index (RSI) and the Stochastic Oscillator Indicator (SOI). It assesses their performance through a range of Average Holding Period Return (AHPR) metrics, emphasizing the 250-day AHPR as a proxy for one-year returns. The findings show that RSI-based strategies, especially those using a threshold of 25, are most effective in oversold conditions, achieving peak profitability of over 40% in Quarter 2. The conclusions highlight the importance of parameter flexibility, strategic timing, and responsiveness to market dynamics in optimizing the contrarian strategy performance. The implications suggest investors and managers can refine strategies by accounting for behavioral biases, market timing, and flexible parameters, while enhancing big data analytics in technical trading. Full article

The UK net zero strategy aims to fully decarbonize the power system by 2035, anticipating a 40–60% increase in demand due to the growing electrification of the transport and heating sectors over the next thirteen years. This paper provides a detailed technical and economic analysis of the role of energy storage technologies and transmission lines in balancing the power system amidst large shares of intermittent renewable energy generation. The analysis is conducted using the cost-optimizing energy system modelling framework REMix, developed by the German Aerospace Center (DLR). The obtained results of multiple optimization scenarios indicate that achieving the lowest system cost, with a 73% share of electricity generated by renewable energy sources, is feasible only if planning rules in England and Wales are flexible enough to allow the construction of 53 GW of onshore wind capacity. This flexibility would enable the UK to become a net electricity exporter, assuming an electricity trading market with neighbouring countries. Depending on the scenario, 2.4–11.8 TWh of energy storage supplies an average of 11% of the electricity feed-in, with underground hydrogen storage representing more than 80% of that total capacity. In terms of storage converter capacity, the optimal mix ranges from 32 to 34 GW of lithium-ion batteries, 13 to 22 GW of adiabatic compressed air energy storage, 4 to 24 GW of underground hydrogen storage, and 6 GW of pumped hydro. Decarbonizing the UK power system by 2035 is estimated to cost $37–56 billion USD, with energy storage accounting for 38% of the total system cost. Transmission lines supply 10–17% of the total electricity feed-in, demonstrating that, when coupled with energy storage, it is possible to reduce the installed capacity of conventional power plants by increasing the utilization of remote renewable generation assets and avoiding curtailment during peak generation times. Full article

This paper presents a stock trading recommendation system that integrates news sentiment analysis with the relative strength index (RSI) to provide informed buy–sell decisions. The system uses a rule-based natural language processing (NLP) approach to analyze recent news articles and combines the resulting sentiment scores with the RSI, which tracks stock momentum. By evaluating seven days of news data, the system assigns a sentiment score (1 to 100) that reflects market sentiment, while the RSI identifies overbought or oversold conditions. This combined approach allows traders to make data-driven buy, sell, or hold decisions in real time. In this study, we conducted a comparative study with benchmark indices across various subsets of stocks to evaluate their relative performance, highlighting our system’s competitive edge in terms of accuracy, profitability, and lightweight design with low computational cost. The results showed the system’s adaptability across different market segments and its potential to enhance trading outcomes. By integrating real-time sentiment analysis with technical indicators, the system offers a practical and actionable investment strategy. Full article

This paper uses Long Short-Term Memory (LSTM) networks to predict the stock prices of the Yuanta Taiwan Top 50 ETF (ETF50). To improve the accuracy of the model’s predictions, a calibration procedure called “Short-Term Bias Compensation” (STBC) is proposed to adjust the predicted stock prices. In STBC, the daily prediction error is calculated to estimate the short-term bias (STB) in prediction. Then, the predicted price of its next day will be corrected if this STB has exceeded a certain threshold. In this paper, we apply Genetic Algorithms (GAs) to optimize the parameters used in STBC for providing more confidence in its estimation. Based on these predicted stock prices, we propose a Genetic Fuzzy System (GFS) to determine the trading strategy, with trading points for buying and selling stocks. In GFS, various technical indicators are used to establish the fuzzy rules of the trading strategy, and GAs are used to evolve the best parameters for these fuzzy rules. Our experiments cover over 17 years of data (from 2003 to 2020) for ETF50 to consider black swan events such as the 2020 COVID-19 pandemic, the 2018 US–China trade war, and the 2011 US debt crisis. The first 90% of the data is used as training data, and the last 10% is used as testing data. We use 12 technical indicators of these data as the input of LSTM. The predicted values of LSTM are corrected using STBC and compared to the uncorrected prices. We use Mean Square Error (MSE) to evaluate the prediction accuracy. The results show that STBC can nearly reduce 90% of the prediction error (where MSE drops from 11.5758 to 1.2687). By using GFS with STBC to determine trading points, we achieve a return rate of 32.0%. Full article

In the context of the demand for mass customization of products, a trade-off between highly efficient automated systems and flexible manual operators is sought. The linear arrangement of workstations made it possible to divide the process into many simple operations, which increases production efficiency, but also results in an increase in the number of workstations and a significant extension of the line. A human operator is usually treated as a quasi-mechanical object, and a human error is considered, similarly, as a failure of a technical component. However, human behavior is more complex and difficult to predict. A mathematical model of a new production organization is presented, including dividing the traditional production line into shorter sections or replacing the serial assembly line with a U-line with cells. Moreover, the reliability of operator and technical means are distinguished. Work-in-progress inventories are located between line sections to improve system stability. The stability of the assembly line is examined based on the system configuration and probabilistic estimates of human failure. The influence of the symmetry of reliability parameters of people on key performance indicators (KPI (headcount), KPI (surface) and KPI (Overall Equipment Effectiveness) is examined. KPI (solution robustness) and KPI (quality robustness) are also presented in order to evaluate the impact of a disruption on the assembly line performance. New rules for assigning tasks to stations are proposed, taking into account the risk of disruptions in the execution of tasks. For comparison of assembly problems, heuristic methods with newly developed criteria are used. The results show the impact of symmetry/asymmetry on assembly line performance and an asymmetric distribution of manual assembly times that is significantly skewed to the right due to human errors. On the assembly line, the effects of these errors are cumulative and lead to longer assembly times and lower KPIs. Full article

In the rapidly evolving domain of cryptocurrency trading, accurate market data analysis is crucial for informed decision making. Candlestick patterns, a cornerstone of technical analysis, serve as visual representations of market sentiment and potential price movements. However, the sheer volume and complexity of cryptocurrency price time-series data presents a significant challenge to traders and analysts alike. This paper introduces an innovative rule-based methodology for recognizing candlestick patterns in cryptocurrency markets using Python. By focusing on Ethereum, Bitcoin, and Litecoin, this study demonstrates the effectiveness of the proposed methodology in identifying key candlestick patterns associated with significant market movements. The structured approach simplifies the recognition process while enhancing the precision and reliability of market analysis. Through rigorous testing, this study shows that the automated recognition of these patterns provides actionable insights for traders. This paper concludes with a discussion on the implications, limitations, and potential future research directions that contribute to the field of computational finance by offering a novel tool for automated analysis in the highly volatile cryptocurrency market. Full article

This paper provides an analytical framework to address the definition of sensing requirements in non-cooperative UAS sense and avoid. The generality of the approach makes it useful for the exploration of sensor design and selection trade-offs, for the definition of tailored and adaptive sensing strategies, and for the evaluation of the potential of given sensing architectures, also concerning their interface to airspace rules and traffic characteristics. The framework comprises a set of analytical relations covering the following technical aspects: field of view and surveillance rate requirements in azimuth and elevation; the link between sensing accuracy and closest point of approach estimates, expressed though approximated derivatives valid in near-collision conditions; the diverse (but interconnected) effects of sensing accuracy and detection range on the probabilities of missed and false conflict detections. A key idea consists of focusing on a specific target time to closest point of approach at obstacle declaration as the key driver for sensing system design and tuning, which allows accounting for the variability of conflict conditions within the aircraft field of regard. Numerical analyses complement the analytical developments to demonstrate their statistical consistency and to show quantitative examples of the variation of sensing performance as a function of the conflict geometry, as well as highlighting potential implications of the derived concepts. The developed framework can potentially be used to support holistic approaches and evaluations in different scenarios, including the very low-altitude urban airspace. Full article

Demand for power sources is gradually shifting from ozone-depleting-substances towards renewable and sustainable energy resources. The growth prospects of the renewable energy industry coupled with improved cost efficiency means that renewable energy companies offer potential returns for traders in stock markets. Nonetheless, there have been no studies investigating technical trading rules in renewable energy stocks by amalgamating fractal geometry with technical indicators that focus on different market phases. In this paper, we explore the profitability of technical analysis using a portfolio of 20 component stocks from the NASDAQ OMX Renewable Energy Generation Index using fractal dimension together with trend-reinforcing and mean-reverting (contrarian) indicators. Using daily prices for the period 1 July 2012 to 30 June 2022, we apply several tests to measure trading performance and risk-return dynamics of each form of technical trading system—both in isolation and simultaneously. Overall, trend (contrarian) trading system outperforms (underperforms) the naïve buy-and-hold policy on a risk-adjusted basis, while the outcome is further enhanced (reduced) by the fractal-reinforced strategy. Simultaneous use of both trend-reinforcing and mean-reverting indicators strengthened by fractal geometry generates the best risk-return trade-off, significantly outperforming the benchmark. Our findings suggest that renewable energy stock prices do not fully capture historical price patterns, allowing traders to earn significant profits from the weak form market inefficiency. Full article

Future residential applications could benefit from nanogrids that integrate photovoltaics (PV) and battery energy storage systems (BESS), especially after the establishment of recent European Community directives on renewable energy communities (RECs) and jointly acting renewable self-consumers (JARSCs). These entities consist of aggregations of users who share locally produced energy with the aim of gaining economic, environmental, and social benefits by enhancing their independence from the electricity grid. In this regard, the sizing of the PV and BESS systems is an important aspect that results in a trade-off from technical, economic, and environmental perspectives. To this end, this paper presents an investigation on the optimal PV-BESS system sizing of a condominium acting as a JARSC community, which includes a common PV plant and EMS, operated by rule-based criteria. PV-BESS sizing results are investigated from economic and environmental perspectives, considering a case study located in Milan, Italy. In these regards, in addition to the common techno-economic criteria, carbon dioxide emissions are considered with particular attention, as their reduction is the driving ethos behind recent EU directives. Full article

The majority of the literature currently in existence on trade and pollution has concentrated on the analysis of both factors’ combined effects, and only a few studies have used heterogeneous environmental regulation as a starting point to investigate the underlying mechanisms of the impact of export trade on environmental pollution at the indirect level. We construct a mediating and moderating effect model using panel data from 30 provinces in China from 2002 to 2019 to investigate the mechanism of the effect of export trade on environmental pollution. Export trade produces large indirect inhibitory effects on environmental pollution only through market incentive-based restrictions, whereas the mediation impacts of government administrative and public monitoring laws are not significant. By interacting with elements such as technical innovation and energy structure, export trade can also negatively regulate its bad consequences on environmental degradation. According to the heterogeneity analysis’s findings, processing trade indirectly reduces pollution emissions by changing administrative rules and cutting emission costs, but general trade indirectly increases environmental pollution by favorably impacting market-based incentives regulations. The moderating effects of improving energy structures, industrial structure optimization, and R&D competition effects diminish the positive aggravating effect of general trade on pollution emissions, while processing trade has the opposite effect. The only means of controlling the harmful impact of processing trade on environmental degradation is through interaction with technical progress. Full article

The aim of this paper is to introduce a two-step trading algorithm, named TI-SiSS. In the first step, using some technical analysis indicators and the two NLP-based metrics (namely Sentiment and Popularity) provided by FinScience and based on relevant news spread on social media, we construct a new index, named Trend Indicator. We exploit two well-known supervised machine learning methods for the newly introduced index: Extreme Gradient Boosting and Light Gradient Boosting Machine. The Trend Indicator, computed for each stock in our dataset, is able to distinguish three trend directions (upward/neutral/downward). Combining the Trend Indicator with other technical analysis indexes, we determine automated rules for buy/sell signals. We test our procedure on a dataset composed of 527 stocks belonging to American and European markets adequately discussed in the news. Full article

In this paper, the authors identify the existence of container imbalance that occurs in different types of ports, depending on the type of inbound and outbound cargo they serve. The authors further analyze international trade realities and maritime companies’ requirements and identified inefficiencies. A comprehensive review of the relevant container regulations and identification standards is performed. Based on their findings, a paradigm change is proposed in the form of a modular container solution that uses disruptive digital technologies to ensure dynamic container identification (numbering) that can be exploited to overcome such inefficiencies. The technical requirements for coupling and decoupling operations are identified, along with detailed analysis of the requirements for embedded electronic components. Considering the strict container data exchange rules, the required changes in global container tracking systems are identified and explained. Coupling, decoupling, and serial number assignment procedures are proposed along with analysis of the measured lead times. Modularization and dynamic smart numbering are identified as viable disruptive technologies to address the global container imbalance. The authors contribute to the existing research on maritime transport sustainability by proposing a modular container solution, exploiting disruptive digital technologies, and clearly defining the prerequisites for the global introduction of the solution as a part of the digital transformation portfolio of involved stakeholders managing global container movements. Full article

Based on technological innovation and climate change, clean energy has been paid increasing attention to by worldwide investors, thereby increasing their interest in investing in firms that specialize in clean energy. However, traditional energy still plays an important role nowadays, because extreme weather has often occurred in the winters of recent years. We thus explore whether investing the strategies adopted by diverse technical trading rules would matter for investing in energy-related ETFs. By employing two representative global ETFs with more than 10 years of data, iShares Global Clean Energy ETF as the proxy of clean energy performance and iShares Global Energy ETF as that of traditional energy performance, we then revealed that momentum strategies would be proper for buying the green energy ETF, but contrarian strategies would be appropriate for buying the energy ETF. Furthermore, based on investment strategies adopted by diverse technical trading rules, we showed that the performance of clean energy outperforms that of energy, indicating that green energy does matter for the economy. Moreover, while observing the price trend of these two ETFs, we found that such two ETFs may have opposite share price performances, implying that, while the green energy ETF reached a relatively high price, investors following the contrarian strategies suggested in this study may reap profits by investing the energy ETF. Full article

This article explores the profitability of technical trading rules around the COVID-19 pandemic market meltdown for the S&P 500 index, Bitcoin, Comex gold spot, crude oil WTI, and the VIX. Trading rule profits are estimated from January to May 2020, including three sub-periods, on a high-frequency data set. The results reveal that the trading rules can beat the buy-and-hold trading strategy. However, only the Bollinger Bands and trading range break-out rules become profitable after transaction costs during the market crash. Moreover, it is found that composite trading signals effectively improve the profitability of technical analysis around the COVID-19 market crash. Full article