Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay

Author(s):  
Gary Antonacci
Keyword(s):  
2018 ◽  
Author(s):  
Krisztian Magori

AbstractHaemaphysalis longicornis, the Asian longhorned (or bush) tick has been detected on a sheep in August 2017 in Hunterdon County, New Jersey. By October 26, 2018, this tick has been detected in 44 counties in 9 states along the Atlantic coast of the United States, with the first detection backdated to 2010. Here, I use a simple rule-based climate envelope model, based on a prior analysis in New Zealand, to provide a preliminary analysis of the potential range of this introduced tick species in North America. After validating this model against the counties where the tick has been already detected, I highlight the counties where this tick might cause considerable economic harm. I discuss the many limitations of this simple approach, and potential remedies for these limitations, and more sophisticated approaches. Finally, I conclude that substantial areas of the US, especially along the Gulf and Atlantic coast, are suitable for the establishment of this tick, putting millions of heads of livestock potentially at risk.


2010 ◽  
Vol 20-23 ◽  
pp. 1072-1077
Author(s):  
Zhi Jun Ren

Rules play a central role in a wide variety of applications. In addition to the declarative specification of business rules, the simple rule engine design described in this article can be used to implement state machines, predicate dispatchers, or any other rule-based system. This paper introduces how to design a Rule Engine System with SQL Server 2008.


2019 ◽  
Vol 20 (3) ◽  
pp. 310-357
Author(s):  
ELVIRA ALBERT ◽  
SAMIR GENAIM ◽  
RAÚL GUTIÉRREZ ◽  
ENRIQUE MARTIN-MARTIN

AbstractIn order to automatically infer the resource consumption of programs, analyzers track how data sizes change along program’s execution. Typically, analyzers measure the sizes of data by applying norms which are mappings from data to natural numbers that represent the sizes of the corresponding data. When norms are defined by taking type information into account, they are named typed-norms. This article presents a transformational approach to resource analysis with typed-norms that are inferred by a data-flow analysis. The analysis is based on a transformation of the program into an intermediate abstract program in which each variable is abstracted with respect to all considered norms which are valid for its type. We also present the data-flow analysis to automatically infer the required, useful, typed-norms from programs. Our analysis is formalized on a simple rule-based representation to which programs written in different programming paradigms (e.g., functional, logic, and imperative) can be automatically translated. Experimental results on standard benchmarks used by other type-based analyzers show that our approach is both efficient and accurate in practice.


Author(s):  
RICHARD J. WALDINGER ◽  
MARK E. STICKEL

Rule-based systems are being applied to tasks of increasing responsibility. Deductive methods are being applied to their validation, to detect flaws in these systems and to enable us to use them with more confidence. Each system of rules is encoded as a set of axioms that define the system theory. The operation of the rule language and information about the subject domain are also described in the system theory. Validation tasks, such as establishing termination, unreachability, or consistency, or verifying properties of the system, are all phrased as conjectures. If we succeed in establishing the validity of the conjecture in the system theory, we have carried out the corresponding validation task. If the proof is restricted to be sufficiently constructive, we may extract from it information other than a simple yes/no answer. For example, we may obtain a description of a situation in which an error or anomaly may occur. A method for the gradual formulation of specifications based on the attempted proof of a series of conjectures has been found to be suitable for rule-based systems. Such a specification can serve as the basis for a reengineering of the system using conventional software technology. Validation conjectures are proved or disproved by a new theorem-proving system, SNARK, which implements (nonclausal) resolution and paramodulation, an optional constructive restriction, and some facilities for proof by induction. The system has already been applied to prove properties of a number of simple rule-based systems.


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