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2010 2nd IEEE International Conference on Information and Financial Engineering最新文献

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A new risk assessment quantitative method based on fuzzy AHP 一种新的基于模糊层次分析法的风险评估定量方法
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609482
Wang Lijian, Wang Bin, Peng Yongjun
{"title":"A new risk assessment quantitative method based on fuzzy AHP","authors":"Wang Lijian, Wang Bin, Peng Yongjun","doi":"10.1109/ICIFE.2010.5609482","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609482","url":null,"abstract":"With the development of the country and the acceleration of information technology, the information security issues is highly growing. In order to efficiently evaluate the information security risk, the information system security risk assessment model based on Fuzzy AHP method is proposed. In this paper, firstly, we use multi-layer structure and elation matrix is introduced to describe the interrelationship among judgment factors. Secondly, on the basis of calculating the influence of factors on security, a new risk assessment quantitative method is established. Finally, certain method is raised to analyze the results from fuzzy judgment. The method changes the ways of generally regarding information security as black box to evaluation security, and plays a role in verifying and modifying the results made by traditional model.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130944258","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}
引用次数: 1
Money laundering — Economic and legal aspects 洗钱-经济和法律方面
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609458
R. Lucian
{"title":"Money laundering — Economic and legal aspects","authors":"R. Lucian","doi":"10.1109/ICIFE.2010.5609458","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609458","url":null,"abstract":"Underground economy is an expression that encompasses many conceptual terms, but irrespective of the existent definitions, it consists of certain activities that have persisted over time, especially illegal employment, tax fraud, illegal production, drug trafficking, smuggling, money laundering, etc. The influence of underground economy in the global context stands out due to cross-border activities, as well as due to the association with organized crime groups.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127948710","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}
引用次数: 1
Randomized truth degree of formula in 5-valued diamond lattice logic 5值菱形格逻辑中公式的随机真度
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609423
Weibing Zuo
{"title":"Randomized truth degree of formula in 5-valued diamond lattice logic","authors":"Weibing Zuo","doi":"10.1109/ICIFE.2010.5609423","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609423","url":null,"abstract":"By means of randomization, the concept of randomized truth degree and randomized logic pseudo-metric of formulas in 5-valued diamond lattice logic system are introduced. The concept of randomized logic metric space based on 5-valued diamond lattice logic system is also introduced and it is proved that the new built randomized concepts are extensions of the corresponding concepts of quantitative logic and randomized truth degree in 5-valued diamond lattice logic system.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126383688","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}
引用次数: 0
Bridge safety evaluation by RBF neural network with genetic algorithm 基于遗传算法的RBF神经网络桥梁安全评价
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609421
Wang Bin-li, Bai Guang-liang, Wei Zhao-lan
{"title":"Bridge safety evaluation by RBF neural network with genetic algorithm","authors":"Wang Bin-li, Bai Guang-liang, Wei Zhao-lan","doi":"10.1109/ICIFE.2010.5609421","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609421","url":null,"abstract":"Bridge safety evaluation is very important to ensure the safe work of bridge. In the study, RBF neural network with genetic algorithm is presented to evaluate bridge safety, genetic algorithm is adopted to select the parameters of RBF neural network to improve the performance of RBF neural network. The influencing factors and evaluation index of bridge safety evaluation are determined. Then, the experimental data on bridge safety evaluation are given, and bridge safety evaluation is created. It can be seen from the experimental results that the evaluation ability of GRBFNN is better than that of RBFNN and BPNN.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122287584","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}
引用次数: 1
Study WVAR algorithm and WVAR application on investment assemble 研究了WVAR算法及其在投资组合中的应用
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609302
Cui Ning, Shi Xiang-yu, Lin Quan, Qi Yifei
{"title":"Study WVAR algorithm and WVAR application on investment assemble","authors":"Cui Ning, Shi Xiang-yu, Lin Quan, Qi Yifei","doi":"10.1109/ICIFE.2010.5609302","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609302","url":null,"abstract":"Based on MATLAB programming platform, this paper carried out the WVAR numerical solution according to the Simpson formula, meanwhile established a portfolio model based on WVAR. Study proves that when volatility of the stock market is flat, the risk characterized by WVAR on the U.S. Nasdaq index has more advantages over the VAR and TVAR.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122316294","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}
引用次数: 0
Research on analysis of human resource management 人力资源管理分析研究
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609497
Yuhui Li
{"title":"Research on analysis of human resource management","authors":"Yuhui Li","doi":"10.1109/ICIFE.2010.5609497","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609497","url":null,"abstract":"This research was based on previous studies, combined with their own university Case Analysis, Analysis of the best domestic and international dimensions of human resource management literature and a large number of human resource management in Chinese Universities on the basis of the actual situation, make the most of University Human Resource Practice good dimension for the college to improve organizational performance to provide some references and ideas.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116184471","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}
引用次数: 1
Multilevel maximum entropy threshold selection based on quantum particle swarm optimization 基于量子粒子群优化的多级最大熵阈值选择
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609250
Yong Zhao, Yong-Biao Hu
{"title":"Multilevel maximum entropy threshold selection based on quantum particle swarm optimization","authors":"Yong Zhao, Yong-Biao Hu","doi":"10.1109/ICIFE.2010.5609250","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609250","url":null,"abstract":"The maximum entropy threshold has been proven as an efficient method in image segmentation for bilevel thresholding. However, this method becomes very time-consuming when extended to multilevel threshold problem. To solve the problem, a multilevel maximum entropy threshold method based on quantum particle swarm optimization is proposed. The experimental results demonstrate the success of the proposed image thresholding method, as compared with ES-Kapur method and GA-Kapur method.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115301576","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}
引用次数: 3
Multi-period portfolio selection with transaction costs 考虑交易成本的多期投资组合选择
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609261
Lan Yi
{"title":"Multi-period portfolio selection with transaction costs","authors":"Lan Yi","doi":"10.1109/ICIFE.2010.5609261","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609261","url":null,"abstract":"We discuss a multi-period portfolio selection problem with transaction costs in this paper. We assume that the sample space is finite, and the possible securities price vector transitions is equivalent to the number of securities. By introducing a set of auxiliary martingales, we connect the primal problem with a set of optimization problems without transaction costs. We find that the dual problem, which is to minimize the optimal value for the set of optimization problems, is equivalent to the primal problem, if it exists.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"112 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115952171","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}
引用次数: 3
Pricing jump diffusion American call option with dividends 价格跳跃扩散带股息的美式看涨期权
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609481
B. Peng, Fei Peng
{"title":"Pricing jump diffusion American call option with dividends","authors":"B. Peng, Fei Peng","doi":"10.1109/ICIFE.2010.5609481","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609481","url":null,"abstract":"Empirical evidence shows the presence of a jump component in addition to the diffusion component in the evolution of asset prices. In this article, jump-diffusion model described the underlying stock price dynamics. An approach of extrapolation acceleration was developed to yield a simple and efficient computation procedure for practical pricing of American call option on a stock with continuous dividends Numerical results were presented to demonstrate the validity and accuracy of the pricing approach compared with the quadratic approximation method, binomial method and compound option method. This study will be used to simplify the valuation of other complex contracts such as American currency options, options on futures, coupon bonds, or warrants on dividend paying stocks.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121366998","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}
引用次数: 2
Impacts of the debt financing on firms' investment behavior evidence from the Chinese listed manufacturers 债务融资对企业投资行为的影响——来自中国上市制造企业的证据
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609494
Wei-jin Du, Hong Zhou
{"title":"Impacts of the debt financing on firms' investment behavior evidence from the Chinese listed manufacturers","authors":"Wei-jin Du, Hong Zhou","doi":"10.1109/ICIFE.2010.5609494","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609494","url":null,"abstract":"Debt financing will bring different effects to enterprise's investment decisions. This article studies the impacts of different debt financing level and debt maturity structure on corporation's investment behavior, based on the data from 784 listed Chinese manufacturing companies. Research shows that these companies prefer short-term liabilities. Debt level is in significant negative correlation with corporation's investment, which tends to be much more obvious in those corporations with high-growth expectation. Effect of over debt financing leading to insufficient investment is hereby verified. In our study, no evidence is discovered to support the positive relationship between debt maturity structure and corporation investments, neither in full-sample testing nor group testing. It suggests that Chinese listed manufacturing companies did not use debt maturity instruments consciously.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"103 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115180282","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}
引用次数: 0
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