The next Information Research Group Meeting will be in E11_A3 - Arts Lecture Theatre 3 from 1 to 2pm on the Friday, 30th January 2009. The focus will be on Learning Management Systems and Virtual Learning Environments. Everyone is welcome.

Future Meetings will be in E11_A3 - Arts Lecture Theatre 3 from 1pm to 2pm on the following days:
Friday, 27th February 2009
Friday, 27th March 2009
Friday, 24th April 2009
Friday, 29th May 2009
Friday, 26th June 2009
Friday, 31st July 2009
Friday, 28th August 2009
Friday, 25th September 2009
Friday, 30th October 2009
Friday, 27th November 2009

An algorithm to exploit market inefficiency

by Charles Watson

2-3 pm, Friday 14th November. MC206, C26, UNE

Abstract

This talk describes an automated trading algorithm using a set of basis functions formed by the difference of exponentially weighted means. An exponentially weighted variance is used to continuously measure market volatility and avoids the”ballooning” of Bollinger bands at the start of a trend. These functions scale with time to embrace the fractal self-similarity of markets which tend to trend then retrace. The algorithm signals the start and finish of trends and executes faster and more accurately than a human traders, thereby providing market liquidity, minimal volatility and market efficiency while extracting surplus equity.

See http://mcs.une.edu.au/~cwatson7/I/AutomatedTrading.pdf

Friday 28th September 2007 from 12 to 1pm. The focus was on game theory.

The meeting today is in C27-B259, Booth block from 12 to 1pm. Everyone is welcome.

See: http://mcs.une.edu.au/~cwatson7/I/

The meeting today is in C27-B259, Booth block from 12 to 1pm. Everyone is welcome.

See: http://mcs.une.edu.au/~cwatson7/I/

The meeting today is in C27-B259, Booth block from 12 to 1pm. The focus is “Clever Networks @ UNE”. This is an excellent opportunity to win ten million dollars to help build a strong future for regional Australia. Everyone is welcome.

See: http://mcs.une.edu.au/~cwatson7/I/CleverNetworks.ppt

The next meeting will be in C27-B259 in the Booth block on Friday, 25th May 2007 from 12 to 1pm. http://mcs.une.edu.au/~cwatson7/I/Agenda200705.htm

A brief overview of Digital Communications Technology will precede discussion on cost-neutral improvement of our virtual infrastructure. http://mcs.une.edu.au/~cwatson7/I/VirtualInfrastructure.ppt

Everyone is welcome.

Future meetings will be in C27-B259, Booth block from 12 to 1pm on the last Friday of the month:

• Friday 29th June 2007
• Friday 27th July 2007
• Friday 31st August 2007
• Friday 28th September 2007
• Friday 26th October 2007
• Friday 30th November 2007

We can deduce evolution by comparing differences in genetic sequences to distinguish individuals, families, tribes and species. Divergence is dated by estimating elapsed time from the number of minor differences between sequences. Comparative analyses of rRNA suggest the living world is divided into three domains: Eucarya, Archaea and Bacteria. Comparison of human mitochondrial DNA points to our maternal ancestor. Some genes, such as KTN1, have  highly conserved structure. Changes are seen by comparing homologous sequences in different species. The ancient process of gene formation is locked into modern DNA like buried fossils.

KTN1 has a 7-fold replication of DNA with exon sizes 69, 38 and 91. The corresponding intron phase pattern is 00200200200200200200200. This pattern is highly conserved in vertebrates, so alignment of coding sequences is unambiguous. Deletion of codons, introns and transition and transversion of nucleotides is clearly seen. Natural selection has conserved the coil structure and function of this gene. By comparing the evolutionarily “neutral” differences between sequences we deduce divergence of vertebrate species including human (Hs), dog (Cf), mouse (Mm), rat (Rn), chicken (Gg) and zebra fish (Dr). The 7-block creation occurred before the divergence of fish and mammals.

See: http://mcs.une.edu.au/~cwatson7/I/KinectinPhylogeny.htm

AGENDA 12 Noon Friday, 27th April 2007

http://mcs.une.edu.au/~cwatson7/I/Agenda200704.htm

The next meeting will be in C27-B259 in the Booth block on Friday, 27th April 2007 from 12 to 1pm. We will focus on e-learning and e-research infrastructure.

See: http://mcs.une.edu.au/~cwatson7/I/TimeSeriesPrediction.ppt

Everyone is welcome.