title: Hybridizing data stream mining and technical indicators in automated trading systems

authors: Mayo, Michael

subjects: computer science

abstract: Automated trading systems for financial markets can use data mining techniques for future price movement prediction. However, classifier accuracy is only one important component in such a system: the other is a decision procedure utilizing the prediction in order to be long, short or out of the market. In this paper, we investigate the use of technical indicators as a means of deciding when to trade in the direction of a classifier’s prediction. We compare this “hybrid” technical/data stream mining-based system with a naive system that always trades in the direction of predicted price movement. We are able to show via evaluations across five financial market datasets that our novel hybrid technique frequently outperforms the naive system. To strengthen our conclusions, we also include in our evaluation several “simple” trading strategies without any data mining component that provide a much stronger baseline for comparison than traditional buy-and-hold or sell-and-hold strategies.

text: Hybridizing data stream mining and technical indicators in automated trading systems Automated trading systems for financial markets can use data mining techniques for future price movement prediction. However, classifier accuracy is only one important component in such a system: the other is a decision procedure utilizing the prediction in order to be long, short or out of the market. In this paper, we investigate the use of technical indicators as a means of deciding when to trade in the direction of a classifier’s prediction. We compare this “hybrid” technical/data stream mining-based system with a naive system that always trades in the direction of predicted price movement. We are able to show via evaluations across five financial market datasets that our novel hybrid technique frequently outperforms the naive system. To strengthen our conclusions, we also include in our evaluation several “simple” trading strategies without any data mining component that provide a much stronger baseline for comparison than traditional buy-and-hold or sell-and-hold strategies.

year: 2011

title: IntCal13 and Marine13 radiocarbon age calibration curves 0-50,000 years cal BP

authors: Reimer, Paula J.

abstract: The IntCal09 and Marine09 radiocarbon calibration curves have been revised utilizing newly available and updated data sets from 14C measurements on tree rings, plant macrofossils, speleothems, corals, and foraminifera. The calibration curves were derived from the data using the random walk model (RWM) used to generate IntCal09 and Marine09, which has been revised to account for additional uncertainties and error structures. The new curves were ratified at the 21st International Radiocarbon conference in July 2012 and are available as Supplemental Material at www.radiocarbon.org. The database can be accessed at http://intcal.qub.ac.uk/intcal13/.

text: IntCal13 and Marine13 radiocarbon age calibration curves 0-50,000 years cal BP The IntCal09 and Marine09 radiocarbon calibration curves have been revised utilizing newly available and updated data sets from 14C measurements on tree rings, plant macrofossils, speleothems, corals, and foraminifera. The calibration curves were derived from the data using the random walk model (RWM) used to generate IntCal09 and Marine09, which has been revised to account for additional uncertainties and error structures. The new curves were ratified at the 21st International Radiocarbon conference in July 2012 and are available as Supplemental Material at www.radiocarbon.org. The database can be accessed at http://intcal.qub.ac.uk/intcal13/.

year: 2013

title: Mai uta ki tai: Cyclone-driven suspended sediment effects on early benthic juvenile kōura (Jasus edwardsii), Te Ākau o Tokomaru, Aotearoa

authors: Karaha-Paki, Vijuan

abstract: Kōura (Jasus edwardsii) are ecologically, culturally, and economically significant taonga species central to mahinga kai systems throughout Aotearoa New Zealand. In Te Tairāwhiti, particularly Te Ākau o Tokomaru, Cyclone Gabrielle (February 2023) resulted in unprecedented sediment loads being delivered to coastal waters, smothering inshore rocky reefs that serve as critical nursery habitats for settling puerulus and juvenile kōura. This research investigated how repeated suspended sediment exposure affects the body condition, survival, and physiological condition of early benthic juvenile kōura, integrating Western scientific methods with mātauranga Māori perspectives to support kaitiakitanga and ecosystem recovery. 

A 52-day pulse-based laboratory experiment exposed 81 early benthic juvenile kōura to three treatment levels: Control (0 mg/L), Tobserved (1,000 mg/L), and Tmaximised (5,000 mg/L) suspended sediment concentrations, alternating between exposure phases and recovery periods to simulate natural post-storm sedimentation dynamics. Sediment was sourced from the Mangahauini River mouth to reflect local conditions. Kōura were initially housed communally (Days 1-19), and then separated into individual tāruke following observed cannibalism. Across the experiment, body weight to carapace length (BW:CL) ratios, survival, blood refractive index, gill condition, and moult stage were assessed. 

All treatment groups began with statistically equivalent body condition (p = 0.135), but cumulative effects emerged over time. During communal housing, mortality was highest in the Tobserved treatment (51.9%) compared with Control and Tmaximised treatments (both 18.5%). After separation, Tmaximised individuals showed the greatest losses (45.5%), mostly during the recovery rather than exposure phases. Overall mortality reached 45.7%, with sediment-exposed treatments experiencing 55% (Tmaximised) to 59% (Tobserved) losses compared with 22.2% in the Controls (p = 0.001). 

By Day 52, sediment exposure significantly reduced body condition (p = 0.016), with the Controls maintaining higher BW:CL ratios than Tmaximised (p = 0.013). Gill assessments indicated universal and severe damage in sediment-exposed kōura (100%) but none in the Controls (0%). Quantitative image analysis confirmed strong sediment concentration- dependent effects across all damage metrics – particle lodgement, filament integrity, surface discolouration, and composite scores (all p < 0.001) – with structural deformities in 66.7% of Tobserved and 100% of Tmaximised individuals. Blood refractive index showed no treatment differences, and 84.1% of kōura remained in intermoult stage at Day 52, with no significant difference in moult stage distribution between treatments (p = 0.328). However, moult frequency during the individual phase was lower in sediment-exposed groups compared to the Controls (Control: n = 11, Tobserved: n = 4, Tmaximised: n = 5). 

These findings show that suspended sediment exposure poses population-level threats to kōura recruitment through irreversible gill damage and delayed mortality. Elevated cannibalism during communal holding, particularly observed in the Tobserved treatment, likely resulted from temporal clustering of moult events rather than sediment-induced behaviour. For Te Ākau o Tokomaru and the wider CRA 3 fishery, this highlights the need for integrated catchment-to- coast management addressing land-derived sediment inputs and protecting coastal nursery habitats. From a Te Ao Māori perspective, sedimentation represents a disruption to whakapapa relationships with Tangaroa and a weakening of mauri in coastal ecosystems. Restoring these connections requires co-governance frameworks that embed mātauranga Māori, empower kaitiaki-led monitoring and rāhui, and address the cumulative impacts of land-use intensification and repeated cyclone events on ecosystem resilience in Te Tairāwhiti.

text: Mai uta ki tai: Cyclone-driven suspended sediment effects on early benthic juvenile kōura (Jasus edwardsii), Te Ākau o Tokomaru, Aotearoa Kōura (Jasus edwardsii) are ecologically, culturally, and economically significant taonga species central to mahinga kai systems throughout Aotearoa New Zealand. In Te Tairāwhiti, particularly Te Ākau o Tokomaru, Cyclone Gabrielle (February 2023) resulted in unprecedented sediment loads being delivered to coastal waters, smothering inshore rocky reefs that serve as critical nursery habitats for settling puerulus and juvenile kōura. This research investigated how repeated suspended sediment exposure affects the body condition, survival, and physiological condition of early benthic juvenile kōura, integrating Western scientific methods with mātauranga Māori perspectives to support kaitiakitanga and ecosystem recovery. 

A 52-day pulse-based laboratory experiment exposed 81 early benthic juvenile kōura to three treatment levels: Control (0 mg/L), Tobserved (1,000 mg/L), and Tmaximised (5,000 mg/L) suspended sediment concentrations, alternating between exposure phases and recovery periods to simulate natural post-storm sedimentation dynamics. Sediment was sourced from the Mangahauini River mouth to reflect local conditions. Kōura were initially housed communally (Days 1-19), and then separated into individual tāruke following observed cannibalism. Across the experiment, body weight to carapace length (BW:CL) ratios, survival, blood refractive index, gill condition, and moult stage were assessed. 

All treatment groups began with statistically equivalent body condition (p = 0.135), but cumulative effects emerged over time. During communal housing, mortality was highest in the Tobserved treatment (51.9%) compared with Control and Tmaximised treatments (both 18.5%). After separation, Tmaximised individuals showed the greatest losses (45.5%), mostly during the recovery rather than exposure phases. Overall mortality reached 45.7%, with sediment-exposed treatments experiencing 55% (Tmaximised) to 59% (Tobserved) losses compared with 22.2% in the Controls (p = 0.001). 

By Day 52, sediment exposure significantly reduced body condition (p = 0.016), with the Controls maintaining higher BW:CL ratios than Tmaximised (p = 0.013). Gill assessments indicated universal and severe damage in sediment-exposed kōura (100%) but none in the Controls (0%). Quantitative image analysis confirmed strong sediment concentration- dependent effects across all damage metrics – particle lodgement, filament integrity, surface discolouration, and composite scores (all p < 0.001) – with structural deformities in 66.7% of Tobserved and 100% of Tmaximised individuals. Blood refractive index showed no treatment differences, and 84.1% of kōura remained in intermoult stage at Day 52, with no significant difference in moult stage distribution between treatments (p = 0.328). However, moult frequency during the individual phase was lower in sediment-exposed groups compared to the Controls (Control: n = 11, Tobserved: n = 4, Tmaximised: n = 5). 

These findings show that suspended sediment exposure poses population-level threats to kōura recruitment through irreversible gill damage and delayed mortality. Elevated cannibalism during communal holding, particularly observed in the Tobserved treatment, likely resulted from temporal clustering of moult events rather than sediment-induced behaviour. For Te Ākau o Tokomaru and the wider CRA 3 fishery, this highlights the need for integrated catchment-to- coast management addressing land-derived sediment inputs and protecting coastal nursery habitats. From a Te Ao Māori perspective, sedimentation represents a disruption to whakapapa relationships with Tangaroa and a weakening of mauri in coastal ecosystems. Restoring these connections requires co-governance frameworks that embed mātauranga Māori, empower kaitiaki-led monitoring and rāhui, and address the cumulative impacts of land-use intensification and repeated cyclone events on ecosystem resilience in Te Tairāwhiti.

year: 2025