{"title":"Back propagation as a test of the efficient markets hypothesis","authors":"G. Tsibouris, M. Zeidenberg","doi":"10.1109/HICSS.1992.183443","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183443","url":null,"abstract":"The paper presents some research on the application of artificial neural networks to economic modeling. The efficient markets hypothesis (EMH) states that at any time, the price of a security fully captures all known information about that stock, so the price behaves like a random walk in time, except when there are changes in information. The authors test whether a non-linear statistical method, error back propagation, can do better than chance in forecasting stock trends. An error back propagation model is estimated at different levels of time aggregation (daily and monthly) on stock price and stock index returns. The paper brings forth some new and encouraging results on the ability of neural network models to predict the direction of stock price movements and to account for some of the nonlinearities found in stock return data.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129047409","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":"Reasoning with assumptions, defeasibly, in model formulation","authors":"H. Bhargava, R. Krishnan","doi":"10.1109/HICSS.1992.183510","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183510","url":null,"abstract":"The authors examine the relevance of reasoning with assumptions in two processes that are desired to be supported in model management systems, namely model formulation and model version management. They submit, and illustrate with an example, that the ability to represent and reason with assumptions in modeling languages could lead to significant improvement in the functionality of model management systems. The authors also argue that the process of reasoning with assumptions is non-monotonic and propose that defeasible reasoning is a useful candidate for modeling this process.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"98 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124681421","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":"KM-a knowledge-based modeling framework for multi-model information systems (MMIS)","authors":"L. Su, C. Carlson","doi":"10.1109/HICSS.1992.183248","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183248","url":null,"abstract":"There is an increasing interest in the development of advanced complex information systems capable of capturing significant application knowledge. The paper proposes a multi-model approach for the development of complex information management systems based on a simple framework in which diverse modeling techniques are applied. The KM modeling features provide a novel mechanism to support the entity modeling, process modeling and policy modeling aspects of MMIS systems.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130372376","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":"On measuring and evaluating synchronization and virtual memory performance of a multiprocessor with multistage interconnection network","authors":"X. Zhang, W. Wu","doi":"10.1109/HICSS.1992.183166","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183166","url":null,"abstract":"Two important system effects on a multiprocessor with multistage interconnection network are studied and examined: the critical section and barrier for synchronization, and processor locality and virtual memory computing for memory management. Several synchronization algorithms using the interconnection network have been evaluated and implemented. The performance of these algorithms has been measured and compared through several numerical examples. Parallel computing makes a new type of locality, called processor locality which requires that data references to memory from a single processor. The issue of processor locality on the interconnection network has been investigated experimentally. The virtual memory computing effects are measured and evaluated on the multiprocessor system. All the experiments and measurements have been done on the BBN GP1000, a shared-memory multiprocessor with multistage interconnection network.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129219278","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":"An object-oriented approach to computer architecture simulation","authors":"M. L. Nelson, K.A. Fontes, A. Zaky","doi":"10.1109/HICSS.1992.183197","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183197","url":null,"abstract":"An object-oriented approach to modeling and simulation computer architectures is presented. Rather than concentrating on a specific system, the more generic concepts of processors, memories, clocks, registers, instruction sets, etc. are developed. By building upon these basic concepts, it is then possible to simulate virtually any processor to nearly any level of detail.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130622386","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":"COLUMNUS-an architecture for multi-spin-coding algorithms","authors":"M. Neschen","doi":"10.1109/HICSS.1992.183156","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183156","url":null,"abstract":"In order to improve performance when large systems of simple discrete variables are simulated on general-purpose-computers, multi-spin-coding algorithms have been developed. In this paper, a new architecture is proposed which exploits that kind of SIMD parallelism to a high degree using a large array of cheap memory chips which is directly connected to an army of bit-sequential processors. As each processor can perform different operations simultaneously on the incoming bits, an SIMD*MISD architecture for bit operations results. Many applications including lattice-oriented spin simulations and attractor neural network are presented and discussed for efficiency on this structure. As neural network simulations can be largely accelerated by restricting operations to flipped spins, special hardware is suggested which allows the generation of their indices at a maximum rate.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123607193","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":"Towards synergizing the active object, software maintenance, and algorithm synthesis metaphors for integrated modeling environments","authors":"M. Goul, C. Kuo, T. Sandman","doi":"10.1109/HICSS.1992.183515","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183515","url":null,"abstract":"Several objectives reflected in recent integrated modeling environment (IME) research include providing support for model reuse, synthesis, and formulation assistance. The authors extend recent object-oriented approaches by establishing a role for active objects in IMEs. They apply recent work in software maintenance support and algorithm synthesis research to establish a foundation for active objects designed to support model synthesis activities. An exploratory study to establish new rule-based class designations for linear programming models was conducted as a first step towards designing such active objects. The study's methodology relied on exploiting the structure of models to derive rules that specify new structural classes for model objects and model variables.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123658247","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":"Predicting the impact of scheduling modifications on system performance: case study","authors":"R. Dimpsey, R. K. Iyer","doi":"10.1109/HICSS.1992.183205","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183205","url":null,"abstract":"A measurement-based model is used to conduct a detailed evaluation of scheduling policies of the Alliant FX/80. The model is also used to evaluate the real workload performance impact of various processor configurations. The model is constructed from measurements obtained during normal machine operation. It is capable of predicting the completion time of a given application executing under real workloads. The evaluation of scheduling policies presented demonstrates the flexibility and power of the modeling methodology. It is shown that the model is not limited to single-point evaluations of system changes. The model has the ability to investigate worst case behavior, as well as estimate the probability that an application will finish by a given deadline. Results from empirical studies which validate the model are also presented.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"75 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126283754","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":"A new paradigm for exploiting fine-grain parallelism","authors":"M. Franklin, G. Sohi","doi":"10.1109/HICSS.1992.183138","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183138","url":null,"abstract":"Proposes a new processing paradigm for exploiting fine-grain parallelism. This paradigm considers a block of instructions (possibly having dependencies) as a single unit, and issues one such a block at a time. Fine-grain parallelism is exploited by overlapping the execution of multiple blocks. In addition, multiple instructions can be executed per cycle from each block, if desired. Dynamic branch prediction is used to fetch new blocks. Preliminary simulation results with the SPEC benchmark suite show this processing paradigm to be capable of sustaining issue rates of 3-4 IPC (instructions per cycle) for nonnumeric programs and 6-10 IPC for numeric programs in the benchmark suite, using existing code compiled for a single-IPC machine. The authors expect to obtain much higher sustained issue rates as they gain more experience both the hardware mechanisms and helpful software transformations.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125986408","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":"Assisted model selection, evaluation and comparison","authors":"F. Mili, I. Szõke","doi":"10.1109/HICSS.1992.183519","DOIUrl":"https://doi.org/10.1109/HICSS.1992.183519","url":null,"abstract":"The authors take a schema for identifying and structuring the important characteristics of decision models as they relate to problems, and expand it by developing a complete framework documentation to be used within the context of model management systems. They illustrate this framework by using it as a basis for a subsystem that assists the user in classifying his problem, identifying candidate models, and assessing and comparing their value within his context.<<ETX>>","PeriodicalId":103288,"journal":{"name":"Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1992-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121436629","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}