Thesis (M. Phil.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 138-147).

Thesis (Ph. D.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 381-406).

Thesis (Ph. D.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 379-401).

Thesis (Ph. D.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 354-392).

Current research carried out on financial forecasting has highlighted some limitations of classical econometric methods based on the assumption that the investigated time series can be described as stationary stochastic processes with Gaussian probability density functions. Chaotic behaviour, fractal characteristics and non-linear dynamics have been emerging in different aspects of the financial forecasting problem. The objective of this thesis is to take a system level perspective of the financial forecasting problem and to explore a number of approaches to enhance more 'traditional' decision making flows for stock market forecasting, with particular emphasis on stock selection and timing. To achieve this purpose, a number of stock selection and timing computational 'modules' are investigated. From a computational point of view, the investigation performed in this work encompass techniques such as artificial neural networks, genetic algorithms, chaos theory and fractal geometry, as well as more traditional methods such as clustering, screening, ranking, and statistics based models. From a financial data point of view, this research takes advantage of both fundamental and technical information to enhance the stock selection and timing processes and to cover several investment horizons. Three computational modules are proposed. First, a multivariate stock ranking module which uses fundamental information and is optimised through genetic algorithms. Second, a multivariate forecasting module which uses technical information and is based on artificial neural networks. Third, a univariate price time series forecasting module based on artificial neural networks. In addition, an integrated flow that takes advantage of some synergies and complementary properties of the devised modules is proposed. The effectiveness of the developed modules and the viability of the proposed integrated flow are evaluated over a number of investment horizons using (out-of-sample) historical data.

published_or_final_version / abstract / toc / Industrial and Manufacturing Systems Engineering / Master / Master of Philosophy

(Uncorrected OCR) Abstract of thesis entitled Improving the Performance of Lifts Using Artificial Intelligence Techniques submitted by Wong King Sau for the degree of Doctor of Philosophy at the University of Hong Kong in August 2003 An elevator group control system manages multiple elevators to serve hall calls in a building. Most elevator group control systems need to recognize the traffic pattern of the building and then change their control algorithms to improve the efficiency of the elevator system. However, the traffic flow in a building is very difficult to be classified into distinct patterns. Traffic recognition systems can recognize certain traffic patterns, but mixed traffic patterns are difficult to be recognized. The aim of this study was therefore to develop improved duplex elevator group control systems that do not need to recognize the traffic pattern. A fuzzy logic. control unit and genetic algorithms control unit were used. A fuzzy logic control unit integrates with the conventional duplex elevator group control system to improve performance especially in mixed traffic patterns with intermittent heavy traffic demand. This system will send more than one elevator to a floor with heavy demand, . according to the overall passenger traffic conditions in the building. The genetic algorithms control unit divides the building into three zones and assigns an appropriate number of elevators to each zone. The floors covered by each zone are adjusted every five minutes. This control unit optimizes elevator group control by equalizing the number of hall calls in each zone, the total elevator door opening time in each zone, and the number of floors served by each elevator. Both of the control units were tested by a simulator in a computer. The performance of the elevator system is given by indices such as average waiting time, wasted man-hour, and long waiting time percentage. The new performance index "wasted man-hour" indicates the total time spent by passengers in a building waiting for the lift service. Both proposed systems perform better than the conventional duplex control system. (An abstract of 297 words.) ~ Signed _ Wong King Sau / abstract / toc / Mechanical Engineering / Doctoral / Doctor of Philosophy

published_or_final_version / abstract / toc / Industrial and Manufacturing Systems Engineering / Master / Master of Philosophy

published_or_final_version / abstract / toc / Industrial and Manufacturing Systems Engineering / Doctoral / Doctor of Philosophy

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