{"title":"Integrating Fundamental and Technical Analysis of Stock Market through Multi-layer Perceptron","authors":"Alireza Namdari, Z. Li","doi":"10.1109/TEMSCON.2018.8488440","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488440","url":null,"abstract":"We use Multi-layer Perceptron and propose a hybrid model of fundamental and technical analysis by utilizing stock prices (from 2012–06 to 2017–12) and financial ratios of Technology companies listed on Nasdaq. Our model uses data discretization and feature selection preprocesses. The best results are obtained through topology optimizations using a three-hidden layer MLP. We examine the predictability of our hybrid model through a training/test split and cross-validation. It is found that the hybrid model successfully predicts the future stock movements. Our model results in the greatest average directional accuracy (65.87%) compared to the results obtained from the fundamental and technical analysis in isolation. The numerical results provide enough evidence to conclude that the market is not perfectly efficient.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123867262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Organizational design for producing start-ups","authors":"G. Schuh, J. Prote, S. Dany, Pia Walendzik","doi":"10.1109/TEMSCON.2018.8488421","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488421","url":null,"abstract":"Start-ups face the challenge to develop their product or service at the same time as they seek to build their organizational structure and processes. Existing approaches to organizational design focus on the redesign of established structures of a company. Therefore, a prerequisite for the application of existing approaches are structures and mature processes, which makes them inapplicable in a start-up context. One of the key challenges is the right time to redesign. In this paper, we present an approach to systematically identify the need for adaption of the organizational structure based on characteristic indicators, which are resources, organizational structure and process organization.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"285 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121063168","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Leadership to lean","authors":"Martens Reiner","doi":"10.1109/temscon.2018.8488413","DOIUrl":"https://doi.org/10.1109/temscon.2018.8488413","url":null,"abstract":"Lean leadership might be among the most desirable goals for the development of successful managers. The most prominent organization exhibiting this style is Toyota. This paper provides a comprehensive examination of leadership styles and their relation to the two lean principles, respect for people and continuous improvement. The results shed light on the critical leadership development for lean initiatives. Implications for theory and practice are discussed and suggestions for future research proposed.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128289124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Disadvantaged Early Entrants? Entry Order Effects on Product Performance","authors":"J. Kirjavainen, S. Makinen","doi":"10.1109/temscon.2018.8488402","DOIUrl":"https://doi.org/10.1109/temscon.2018.8488402","url":null,"abstract":"","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121686487","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exit performance of venture capital backed high-tech start-ups","authors":"Daniel Amona, Stanley B. Gyoshev, Nazml Islam","doi":"10.1109/TEMSCON.2018.8488455","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488455","url":null,"abstract":"- Venture capital (VC, henceforth) investments in their portfolio companies facilitate the innovation and economic growth in market-based economies through the provision of invaluable screening, monitoring, networking and specialized financial services to managers of young high-tech businesses. We analyzed the internal financial predictors of the exit performance of VC backed companies in the UK. Using data collected from Zephyr and FAME databases of Bureau van Djik (BvD), we assembled a dataset of 1,294 observations of VC backed portfolio companies' exit types and performance metrics from 1997-2016 in the UK. We then designed a multinomial logit model which estimates the impact of financial positioning on the exit routes of entrepreneurial firms. We find that VC exits through IPOs and M&As when compared with other exit outcomes are more likely to: be profitable, able to meet their debt obligations as they fall due, have greater access to foreign funds as they are usually located in big cities like London, privately sponsored and expand their operations rapidly in the services sector.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129080347","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Use of Stochastic Value Models to Create Technology Roadmaps","authors":"Vikram Mittal","doi":"10.1109/TEMSCON.2018.8488442","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488442","url":null,"abstract":"Since technology is rapidly advancing, systems engineers must now design for adaptability, such that the system can be updated with new components as they become available. Designing for adaptability typically requires analyzing and evaluating technologies at various stages of maturity to determine if they should be incorporated into the design. As such, technology roadmaps are a useful tool to identifying the change in a technology with time. Though traditional technology roadmaps are based on raw performance data, a technology roadmap based on value modeling would be more appropriate for system design. Value modeling is a technique used for evaluating different design decisions while focusing on the needs of the stakeholder. A qualitative model is built to determine what value measures are of concern to the stakeholder; a quantitative model is then built to convert raw performance data into a value score for evaluation. This process can be expanded to show the change in value score based on new technologies through the inclusion of uncertainty and the time domain. The SIPMath® Tool is Microsoft Excel provided a useful tool for building this model. A case study for different unmanned aerial vehicle batteries is presented to display this process.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130338110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Systems thinking, a modelling tool for managing change in a mining environment","authors":"S. Uludağ, L. Pretorius","doi":"10.1109/TEMSCON.2018.8488408","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488408","url":null,"abstract":"In a complex mining environment sub processes are interlinked and dependent on each other. At each step of mining the actions of one heavily impact on the next process. The objective of this paper is to review the current mining environment and demonstrate whether it is possible to simulate a big surface mine in order to determine the impact of new technology or change of processes. The paper will discuss the approach taken to simulate the current and the future conditions. For this study, an openpit mine has been selected where iron ore is the only commodity. The initial aim of the broader study was to justify the need for drill rig automation in big mines and determine the value creation by means of simulation techniques. This paper will present the conceptual model developed to justify the need for automation specifically in the drilling process. The tool selected to achieve the objective is a System Dynamics tool called VENSIM. The process of creating the model and the logic behind the system dynamics is discussed. The conceptual model is presented with important focus areas in such a modelling attempt. Each mining process can be represented with stock and flow diagrams. The connections between each level is used to define the behavior of the system. A system will respond with three types of behavior; reaction, response and action. While reaction is sufficient, response is necessary when reaction is not sufficient. When this fails too, a change is required which is called an action. All these responses have a goal towards state-maintaining, goal-seeking and purposeful systems. State-maintaining systems often react to changes to maintain the state. A goal-seeking system is the one responds differently to a sequence of events until it reaches its purpose. A purposeful system can produce results in the same as well as different environments [5].","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116910022","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Evaluating Technologies for Higher Education: E-Services","authors":"Hans VanDerSchaaf, T. Daim","doi":"10.1109/TEMSCON.2018.8488450","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488450","url":null,"abstract":"Delivering high quality e-services are paramount for any business or organization to thrive in today's world. This is also true in higher education, where institutions face high expectations to deliver services that facilitate robust student experiences and are in line with societal goals of lowering costs while delivering more educational value. Through an exploratory literature review, this study seeks to fill in gaps in the literature by clearly defining higher education administrative e-services and anchor their importance in societal and institutional goals to improve undergraduate degree attainment. This paper sets the stage for further research into the critical factors that drive the adoption and use of e-services in higher education.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"49 3","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132285812","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Revealing the Unobvious Social Norms and Traditional Development Fantasies that Impede Agile Adoption","authors":"R. John","doi":"10.1109/TEMSCON.2018.8488406","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488406","url":null,"abstract":"If agile training and coaching have not yet worked, consider investigating what might be keeping the organization stuck. Instead of trying to “change’” the hearts and minds of folks, it may be wise to begin the agile journey “exploring”” what resides in their hearts and minds and how it got there. This paper reveals the stuff from which project overseers must disengage in order to become agile. That stuff that has been axiomatic to project management for a long time and must now be released in order to make the transition to agile. An investigation into why some people scream., “NO” whenever the topic of agile is brought up. In order to move forward you must first let go, but you can't let go until you know what you are holding on to.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131050873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Derivation of Quaternary-Based Mathematical Operators to Manage Innovation in Complex Adaptive Systems","authors":"Pravir Malik, L. Pretorius","doi":"10.1109/TEMSCON.2018.8488452","DOIUrl":"https://doi.org/10.1109/TEMSCON.2018.8488452","url":null,"abstract":"Organizations ranging from the Internet, to economies, to large global corporations, to rapidly changing technological ecosystems can be thought of as Complex Adaptive Systems (CAS). When viewed from the bottom-up, as is commonly the case, CAS is often characterized by distributed control, connectivity, co-evolution, emergence, and unpredictability. When viewed from the top-down, a view unique to the mathematical framework further developed in this paper, characteristics such as an implicit order, qualified determinism, and directional integrity emerge. There are advantages and a different management system required when CAS is viewed from the top-down. This paper will derive a series of mathematical operators representative of the quaternary basis of any CAS that can be used in the management of innovation of such CAS and suggest an application employing a series of operators to innovate in a representative rapidly evolving technological environment.","PeriodicalId":346867,"journal":{"name":"2018 IEEE Technology and Engineering Management Conference (TEMSCON)","volume":"2018 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114585935","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}