title: Cartesian genetic programming for trading: a preliminary investigation

authors: Mayo, Michael

subjects: Cartesian Genetic Programming

abstract: In this paper, a preliminary investigation of Cartesian Genetic Programming (CGP) for algorithmic intraday trading is conducted. CGP is a recent new variant of genetic programming that differs from traditional approaches in a number of ways, including being able to evolve programs with limited size and with multiple outputs. CGP is used to evolve a predictor for intraday price movements, and trading strategies using the evolved predictors are evaluated along three dimensions (return, maximum drawdown and recovery factor) and against four different financial datasets (the Euro/US dollar exchange rate and the Dow Jones Industrial Average during periods from 2006 and 2010). We show that CGP is capable in many instances of evolving programs that, when used as trading strategies, lead to modest positive returns.

text: Cartesian genetic programming for trading: a preliminary investigation In this paper, a preliminary investigation of Cartesian Genetic Programming (CGP) for algorithmic intraday trading is conducted. CGP is a recent new variant of genetic programming that differs from traditional approaches in a number of ways, including being able to evolve programs with limited size and with multiple outputs. CGP is used to evolve a predictor for intraday price movements, and trading strategies using the evolved predictors are evaluated along three dimensions (return, maximum drawdown and recovery factor) and against four different financial datasets (the Euro/US dollar exchange rate and the Dow Jones Industrial Average during periods from 2006 and 2010). We show that CGP is capable in many instances of evolving programs that, when used as trading strategies, lead to modest positive returns.

year: 2012

title: Storm Surges in Tauranga Harbour

authors: Tyler, Michael Jack

abstract: Understanding the potential elevation of extreme sea-levels at the coast is important for management of hazards, and adaptation to climate change. This poses challenges for coastlines around the globe, with current pressure from sea-level rise and predictions for an increase in the frequency of extreme events, storminess and associated storm surge hazards. Therefore present day extreme sea-levels are likely to occur more frequently in the future, reaching higher elevations. The largest storm surge on record in New Zealand was 0.88 m in Tauranga Harbour during Tropical Cyclone Gisele in 1968. This is lower in comparison to the tide which can be up to 2 m, therefore it is important to consider the role of storm tides on extreme sea-levels in New Zealand.

The main aim of this research is to understand how storm conditions amplify the sea-level variations across Tauranga Harbour. This is one of the first studies that aims to understand how storm conditions amplify the sea-level in the upper regions of the Harbour, and therefore affect the hazards in this zone. The peaks over threshold method was applied to sea-level data at four gauges inside the Harbour, and one on the open coast at Moturiki Island. Extreme storm surges were found to be influenced by the morphology of the coastline, and are largest at Omokoroa. Due to relatively short sea-level records, additional techniques using oral histories and photographic evidence provide additional data which can be used to validate results from extreme value analyses. Storm surge is variable depending on the intensity and track of significant storms relative to Tauranga Harbour.

On the 5th January 2018 a sub-tropical storm passing over Tauranga, coincided with king tide conditions, causing significant inundation around Tauranga Harbour. The event produced maximum recorded storm surge of 0.64 m at Hairini, with an estimated average recurrence interval of 100 years at this sea-level gauge. The combination of storm tide and wave run-up was highest around the southern entrance, indicating significant external wave energy entered the Harbour. This event is an important reminder to monitor weather conditions closely during periods of king tide conditions. 

Stepwise regression was also applied to determine the variance in storm surge explained by atmospheric pressure and wind. Atmospheric pressure explains approximately 50% of the variance in storm surges. Wind from the east was found to explain an additional 3 to 15% of the variance, with the most influence at Omokoroa as it experiences large fetches from the east, being located on the north eastern side of the Peninsula. Waves likely explain the remaining variance in storm surges which is supported by findings from historical events in this study, however further research is needed to quantify the effect of waves. The relationship between storm surge frequency and magnitude with the Southern Oscillation Index was investigated at Moturiki, due to the potential for increased coastal hazards during La Niña. No statistically significant relationship was identified, however the results indicate larger, more frequent surges during La Niña. Since 2012, there has been a greater frequency of storm surge events per year exceeding 0.4 m. This may be the result of the Interdecadal Pacific Oscillation which shifted around 2000, and was predicted to increase the storm surge hazard for several decades based on previous research.

The research provides information and data on sea-levels and storm surges which will be useful in the implementation of the King Tides Project in Tauranga Harbour. This is a tool primarily focused on engaging the community with sea-level related information and coastal hazards, which is crucial for increasing awareness and our ability to adapt to coastal hazards.

text: Storm Surges in Tauranga Harbour Understanding the potential elevation of extreme sea-levels at the coast is important for management of hazards, and adaptation to climate change. This poses challenges for coastlines around the globe, with current pressure from sea-level rise and predictions for an increase in the frequency of extreme events, storminess and associated storm surge hazards. Therefore present day extreme sea-levels are likely to occur more frequently in the future, reaching higher elevations. The largest storm surge on record in New Zealand was 0.88 m in Tauranga Harbour during Tropical Cyclone Gisele in 1968. This is lower in comparison to the tide which can be up to 2 m, therefore it is important to consider the role of storm tides on extreme sea-levels in New Zealand.

The main aim of this research is to understand how storm conditions amplify the sea-level variations across Tauranga Harbour. This is one of the first studies that aims to understand how storm conditions amplify the sea-level in the upper regions of the Harbour, and therefore affect the hazards in this zone. The peaks over threshold method was applied to sea-level data at four gauges inside the Harbour, and one on the open coast at Moturiki Island. Extreme storm surges were found to be influenced by the morphology of the coastline, and are largest at Omokoroa. Due to relatively short sea-level records, additional techniques using oral histories and photographic evidence provide additional data which can be used to validate results from extreme value analyses. Storm surge is variable depending on the intensity and track of significant storms relative to Tauranga Harbour.

On the 5th January 2018 a sub-tropical storm passing over Tauranga, coincided with king tide conditions, causing significant inundation around Tauranga Harbour. The event produced maximum recorded storm surge of 0.64 m at Hairini, with an estimated average recurrence interval of 100 years at this sea-level gauge. The combination of storm tide and wave run-up was highest around the southern entrance, indicating significant external wave energy entered the Harbour. This event is an important reminder to monitor weather conditions closely during periods of king tide conditions. 

Stepwise regression was also applied to determine the variance in storm surge explained by atmospheric pressure and wind. Atmospheric pressure explains approximately 50% of the variance in storm surges. Wind from the east was found to explain an additional 3 to 15% of the variance, with the most influence at Omokoroa as it experiences large fetches from the east, being located on the north eastern side of the Peninsula. Waves likely explain the remaining variance in storm surges which is supported by findings from historical events in this study, however further research is needed to quantify the effect of waves. The relationship between storm surge frequency and magnitude with the Southern Oscillation Index was investigated at Moturiki, due to the potential for increased coastal hazards during La Niña. No statistically significant relationship was identified, however the results indicate larger, more frequent surges during La Niña. Since 2012, there has been a greater frequency of storm surge events per year exceeding 0.4 m. This may be the result of the Interdecadal Pacific Oscillation which shifted around 2000, and was predicted to increase the storm surge hazard for several decades based on previous research.

The research provides information and data on sea-levels and storm surges which will be useful in the implementation of the King Tides Project in Tauranga Harbour. This is a tool primarily focused on engaging the community with sea-level related information and coastal hazards, which is crucial for increasing awareness and our ability to adapt to coastal hazards.

year: 2018

title: Creating a curriculum for indigenous and community languages: Te reo Māori as an example

authors: Bruce, Ian

subjects: linguistics

abstract: Part 1 of this paper introduces the draft Common European Framework of Reference (CEFR) for languages and describes how it was used in the construction of draft New Zealand curriculum guidelines for French and German. Part 2 discusses how the CEFR has been employed in curriculum development in Te Reo Māori at the University of Waikato and suggests that it could also prove useful in relation to curriculum development projects involving indigenous and community languages more generally.

text: Creating a curriculum for indigenous and community languages: Te reo Māori as an example Part 1 of this paper introduces the draft Common European Framework of Reference (CEFR) for languages and describes how it was used in the construction of draft New Zealand curriculum guidelines for French and German. Part 2 discusses how the CEFR has been employed in curriculum development in Te Reo Māori at the University of Waikato and suggests that it could also prove useful in relation to curriculum development projects involving indigenous and community languages more generally.

year: 2002