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

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An improved measurement method of evidence conflict 一种改进的证据冲突度量方法
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609284
Ying Peng, Yongyi Ma, Huairong Shen
{"title":"An improved measurement method of evidence conflict","authors":"Ying Peng, Yongyi Ma, Huairong Shen","doi":"10.1109/ICIFE.2010.5609284","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609284","url":null,"abstract":"This paper proposes an improved method to measure conflict between two evidences. The method is a binary function of the combined belief assigned to the emptyset before normalization and the distance betting commitments of beliefs. When both measures are high, the improved method yields a high value, which indicates the evidences are in conflict. When at least one of the measures is low, the improved method yields a low value, which indicates the evidences are in no conflict. The improved method can also be worked as an indicator of the applicability of Dempster's rule. Some illustration results are presented to demonstrate the effectiveness of the improved method.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"2014 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":"133884189","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: 4
The evolutionary game analysis of bidding for Chinese power enterprises 中国电力企业竞价的演化博弈分析
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609249
Zhufang Wang, Jiu-feng Xiong
{"title":"The evolutionary game analysis of bidding for Chinese power enterprises","authors":"Zhufang Wang, Jiu-feng Xiong","doi":"10.1109/ICIFE.2010.5609249","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609249","url":null,"abstract":"In order to analyze and determine the parameters which influence the pricing strategy of the power company in China, evolutionary game theory and Hawk and Dove game model are used. Given the two types of enterprises in Chinese power market, the large-scale enterprises and the small-scale enterprises, based on the replicator dynamic equations of the pricing strategies of the two types of enterprises and Jacobian Matrix analysis, the evolution equilibrium solutions to pricing for the two types of enterprises are obtained. By changing the values of the parameters in the pricing strategies, their influences on the competitive evolution strategies are explicated. The results show that the bidding evolution process depends on the success probability (r) of the competitive bidding between the two types of enterprises and depends on the difference (f) between the mark-up and the basic bidding. And the other conclusion is that some parameters are difficult to be adjusted by market mechanism. Government intervention on deciding the parameter values is helpful for the health and stability of Chinese power market.","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":"116215119","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
Data analysis of roadway attributes through Partial Least Squares regression 基于偏最小二乘回归的巷道属性数据分析
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609399
Weiguo Li, Hanjie Zhang, Xiaoping Du, Kun Qian, Cuiying Li
{"title":"Data analysis of roadway attributes through Partial Least Squares regression","authors":"Weiguo Li, Hanjie Zhang, Xiaoping Du, Kun Qian, Cuiying Li","doi":"10.1109/ICIFE.2010.5609399","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609399","url":null,"abstract":"Based on the actual data collected from black spots on mountain highways, this paper investigated the influences of roadways' attributes upon vehicle speed. The significance of different factors contribute to vehicle speed were represented by the modified coefficients of roadway attributes, and a model was established based on the modified coefficients. Moreover, we took advantage of Logarithmic regression and then applied Partial Least Squares regression for computing the modified coefficients of roadway attributes towards vehicle speed. Through analysis up model, some favorable results obtained. To fix the invalidity of classic least squares regression on this issue, we present the feasible approach to establish regression model.","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":"115087612","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
Forensic analysis of skimming devices for credit fraud detection 用于信用欺诈检测的撇脂装置的法医分析
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609418
Hong Guo, Bo Jin
{"title":"Forensic analysis of skimming devices for credit fraud detection","authors":"Hong Guo, Bo Jin","doi":"10.1109/ICIFE.2010.5609418","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609418","url":null,"abstract":"Magnetic stripe cards are widely used by many different organizations to provide both convenience and security. These types of cards are often relied on identification and personal authentication. However, they are not designed to withstand attacks that use the sophisticated technologies available today. For instance, skimming takes advantages of the fact that the digital content of a magnetic stripe card can be copied with perfection. The goal of this research paper is to introduce the range of devices available for manipulating magnetic stripe card data, demonstrate the ease by which magnetic stripe cards are often fraudulently cloned and analyze how such devices can be processed in a forensically sound manner.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"19 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":"115125209","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: 15
Using Genetic algorithms and Monte Carlo to price convertible bond 利用遗传算法和蒙特卡罗对可转债进行定价
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609380
Lin Li, Lele Wang
{"title":"Using Genetic algorithms and Monte Carlo to price convertible bond","authors":"Lin Li, Lele Wang","doi":"10.1109/ICIFE.2010.5609380","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609380","url":null,"abstract":"The aim of paper is to use Genetic algorithm and Monte Carlo to price convertible bond with finite maturity. As we known, Monte Carlo is hardly applied to price the derivatives with optimal items. Combined with Genetic algorithm and Cubic sample function, Monte Carlo not only solves the convertible bond with optimal conversion items, but also prices that with long-range dependence property. By evaluating the controlling points of cubic sample function, the optimal convertible boundary is showed. Furthermore, the proposed method can be applied to price derivatives with optimal items, such as American option and optimal investment with muti-risky assets.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"87 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":"125000944","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
Evaluation of the Sinopec performance with data envelopment analysis theory 基于数据包络分析理论的中石化绩效评价
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609372
Jing Zhao, B. Zhang
{"title":"Evaluation of the Sinopec performance with data envelopment analysis theory","authors":"Jing Zhao, B. Zhang","doi":"10.1109/ICIFE.2010.5609372","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609372","url":null,"abstract":"In 2009, the percent of the dependence on foreign oil in the country breaking through the cordon of 50%, reached to 52%. The security of oil plays a key role in the national security. So the oil companies should continuously improve the efficiencies and enhance the competitiveness while speeding up the pace of the overseas mergers and acquisitions. This paper will set up a model to evaluate the performance of the Sinopec in the 2000–2009 years by the method of Data Envelopment Analysis, from the analysis, finding out that there is a redundancy in the existing assets and exploration costs, and then bring up some suggestions and comments.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"9 3","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120928437","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: 4
Game analysis on coal mine science and technology innovation investment 煤矿科技创新投资的博弈分析
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609258
Xiang Chen, Xin Zhao, Weihua Cai
{"title":"Game analysis on coal mine science and technology innovation investment","authors":"Xiang Chen, Xin Zhao, Weihua Cai","doi":"10.1109/ICIFE.2010.5609258","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609258","url":null,"abstract":"Coal science and technological innovation investment is economic activity that involves local governments, enterprises and other behavior subjects. These subjects influence and restrict mutually to maximize their utility. The paper used game theory and constructed a model to analyse the relation among enterprises. Finally, some important conclusions were drawn in the paper. And the most important conclusion is that the probability that each enterprise choose to invest reduces with the number of the enterprise increasing gradually.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"8 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":"128679326","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
The mediating role of information searches in risky investment preferences: Does more digital information search have a stronger effect? 信息搜索对风险投资偏好的中介作用:数字信息搜索越多效果越强吗?
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609288
S. Tseng, Chyan Yang
{"title":"The mediating role of information searches in risky investment preferences: Does more digital information search have a stronger effect?","authors":"S. Tseng, Chyan Yang","doi":"10.1109/ICIFE.2010.5609288","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609288","url":null,"abstract":"Purchasing higher risk financial investments have been a means to maximize individual wealth. This phenomenon is seen while there is a high uncertainty about the higher risk financial investments. Facing uncertainty, an individual may assess psychological or economic loss, and then develop risk-reducing strategies. Viewing information searches as risk-reducing strategies in this study, we attempted to propose a mediated model of the determinants of higher risk investment decision making where theorizing that the effect of risk aversion on higher risk investment decisions was mediated by information searches. Moreover, heuristics, a simplified information research method, is proposed to extend information searches. 500 investors with investment experiment from financial holding companies were surveyed and structural equation modeling was employed. We expected that the results could provide empirical support for (1) greatly expanding our understanding for the heuristics reliance in information search, and (2) validating the usefulness of the mediated model which views information search as a mediator of effects on higher risk investment preferences, especially in the mediating role of professional advice and heuristics. Thus, the practical implications for professional advisors or governments could be addressed.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"78 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":"125693603","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
A novel PSO with piecewise-varied inertia weight 一种具有分段变化惯性权值的新型粒子群算法
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609407
Qin Quande, Li Li, Liu Rongjun
{"title":"A novel PSO with piecewise-varied inertia weight","authors":"Qin Quande, Li Li, Liu Rongjun","doi":"10.1109/ICIFE.2010.5609407","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609407","url":null,"abstract":"To choose the appropriate value of inertia weight can improve the performance of PSO by means of making a good balance between exploration and exploitation in search process. This paper presents a novel inertia weight variation method based on a piecewise function, in which there are two parts: one is nonlinear decreasing to enhance the explorative ability; the other is linear decreasing just as standard PSO algorithm. The two key parameters in the proposed PSO algorithm (PSO-PIW) are identified through two experimental simulations. The results of several benchmark functions tested demonstrate good performance of PSO-PIW in solving multimodal problems compared with some other inertia weight variation methods in PSO.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"77 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":"126988690","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: 9
The comparative analysis of stock index futures trading effect on the trend of spot market 对比分析股指期货交易对现货市场走势的影响
2010 2nd IEEE International Conference on Information and Financial Engineering Pub Date : 2010-10-25 DOI: 10.1109/ICIFE.2010.5609443
Zeng Lingling, Wang Renxiang, Fu Ying
{"title":"The comparative analysis of stock index futures trading effect on the trend of spot market","authors":"Zeng Lingling, Wang Renxiang, Fu Ying","doi":"10.1109/ICIFE.2010.5609443","DOIUrl":"https://doi.org/10.1109/ICIFE.2010.5609443","url":null,"abstract":"The impact on volatility of stock index futures to spot markets would be greatly considered during the introduction of stock index futures by the country and areas all over the world. This paper reviews the development of stock index futures in the United States, Japan, Hong Kong, then compares and analyzes the effect of the introduction of CSI300 index futures on the spot market by opening price, closing price and volume. The study shows that the introduction of CSI300 index futures may cause some volatility in the short term, it will not change the long-term trend of spot market. The introduction of stock index futures will optimize the information transmission and response mechanisms of spot market.","PeriodicalId":107970,"journal":{"name":"2010 2nd IEEE International Conference on Information and Financial Engineering","volume":"30 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":"125846078","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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