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2009 International Conference on Business Intelligence and Financial Engineering最新文献

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A Method of Gear Fault Detection Based on Wavelet Transform 基于小波变换的齿轮故障检测方法
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.151
Xiang Zhao
{"title":"A Method of Gear Fault Detection Based on Wavelet Transform","authors":"Xiang Zhao","doi":"10.1109/BIFE.2009.151","DOIUrl":"https://doi.org/10.1109/BIFE.2009.151","url":null,"abstract":"Abstract - With the improvement of equipment intricacy and automation, it is more important for equipment failure diagnosis. In this paper, we propose a diagnostic model to automatically detect and identify faults in manufacturing processes by using a wavelet-based method. The idea behind our method is to use an image processing system that performs the following phases: image capturing, image preprocessing, determination of region of interest, object segmentation, computations of object features and decision-making. Moreover, the frequency spectrum analysis method and the gear, automatic monitoring system are introduced. Afterwards, the wavelet transform is used to decompose the vibration acceleration signals of ball bearing fualts to different scales, and the resonance frequency band is extracted. Finally, the analysis and validation have been done by using the gear box fault data The results show that the method is very effective.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114184007","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: 6
Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios 组合构建:用自举法和权重重采样法构建多元组合
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.2139/ssrn.2476717
Kai Bartlmae
{"title":"Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios","authors":"Kai Bartlmae","doi":"10.2139/ssrn.2476717","DOIUrl":"https://doi.org/10.2139/ssrn.2476717","url":null,"abstract":"In this paper we introduce a framework for constructing portfolios, addressing two of the major problems of classical mean-variance optimization in practice: Low diversification and sensitivity to information ambiguity. In order to address these issues, we incorporate a prior regarding investors preferences as well as using a bootstrapping method to incorporate the effects of input parameter variation.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115309202","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
Inventory Replenishment Model for Perishable Products in Two-Level Supply Chain 两级供应链中易腐产品的库存补充模型
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.97
Dongjie Shen, K. Lai, L. Liang
{"title":"Inventory Replenishment Model for Perishable Products in Two-Level Supply Chain","authors":"Dongjie Shen, K. Lai, L. Liang","doi":"10.1109/BIFE.2009.97","DOIUrl":"https://doi.org/10.1109/BIFE.2009.97","url":null,"abstract":"The collaborative forecasting model is introduced into the inventory replenishment strategies of the supplier and the retailer. And the inventory model of two-level supply chain is constructed in our study. This two-level supply chain is consisted of one supplier and multiple retailers. We analyze the inventory replenishment model that maximizes the total profits of the whole supply chain, with respect to the price discount and out of stock for the supplier and the retailers, when the demand and the lead time are both stochastic.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132652300","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
Robustness Analysis and Algorithm of Expected Shortfall Based on Extreme-Value Block Minimum Model 基于极值块最小模型的期望缺口鲁棒性分析及算法
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.73
Shide Ou, D. Yi
{"title":"Robustness Analysis and Algorithm of Expected Shortfall Based on Extreme-Value Block Minimum Model","authors":"Shide Ou, D. Yi","doi":"10.1109/BIFE.2009.73","DOIUrl":"https://doi.org/10.1109/BIFE.2009.73","url":null,"abstract":"To measure effectively the risk of stock market, the algorithm of expected shortfall is presented by using the extreme-value block minimum method. By transforming the distribution of standardized minimal return in an interval into the distribution of ordinary minimal return, the formula of expected shortfall is derived. By simulation and statistical analysis, an appropriate interval length is found out to make this algorithm robust. The simulation results show that the robustness of value at risk and expected shortfall based on this method is very good when the interval length isn’t more than 30. This algorithm measures effectively the expected shortfall of stock market.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"59 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132018479","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
A New Approach with Convex Hull to Measure Classification Complexity of Credit Scoring Database 一种基于凸包的信用评分数据库分类复杂度度量方法
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.106
Ligang Zhou, K. Lai, J. Yen
{"title":"A New Approach with Convex Hull to Measure Classification Complexity of Credit Scoring Database","authors":"Ligang Zhou, K. Lai, J. Yen","doi":"10.1109/BIFE.2009.106","DOIUrl":"https://doi.org/10.1109/BIFE.2009.106","url":null,"abstract":"Credit scoring is a typical binary classification problem. Its significance to financial institutions has brought application of many quantitative methods. Most published research is focused on increasing classification performance by adjusting algorithms, generally without a corresponding analysis of intrinsic dataset difficulties. Prior research shows that these intrinsic difficulties cause all methods to yield less than perfect classification of testing samples in dataset. Hence, our discussion concentrates on the complexity of datasets. In this study, a new approach based on convex hull is suggested as a means to measure the classification complexity of credit scoring datasets. An empirical example is provided to demonstrate the efficiency of the new approach.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"317 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128371919","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
Stock Fluctuations Anomaly Detection Based on Wavelet Modulus Maxima 基于小波模极大值的股票波动异常检测
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.89
Zhijun Fang, Guihua Luo, Shenghua Xu, Fengchang Fei
{"title":"Stock Fluctuations Anomaly Detection Based on Wavelet Modulus Maxima","authors":"Zhijun Fang, Guihua Luo, Shenghua Xu, Fengchang Fei","doi":"10.1109/BIFE.2009.89","DOIUrl":"https://doi.org/10.1109/BIFE.2009.89","url":null,"abstract":"Stock fluctuations anomaly increase the uncertainty and investment risk in the stock market, is an important element in financial research. In this paper, wavelet modulus maxima method is used in the detection of abnormal stock analysis. It is obtained based on the irregular sampling in the multi-scale wavelet transform. It overcomes the localized limitation about traditional Fourier analysis in time and frequency domains. Experimental results show that the wavelet modulus maxima method can not only depict the position of the point mutation in the signals but also capture the singular points of the stock unusual fluctuations quickly and accurately.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"97 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131152661","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: 7
Building Consumer Trust in Food Suppliers: The Case of Dairy Processors in China 建立消费者对食品供应商的信任:以中国乳制品加工商为例
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.147
Weizhong Hu, Yu Qi
{"title":"Building Consumer Trust in Food Suppliers: The Case of Dairy Processors in China","authors":"Weizhong Hu, Yu Qi","doi":"10.1109/BIFE.2009.147","DOIUrl":"https://doi.org/10.1109/BIFE.2009.147","url":null,"abstract":"This article seeks to explore the relationship between a number of concepts that might be thought of as comprising distinctive dimensions of consumer trust in food suppliers. Building on previous quantity research, and using a survey methodology, face-to-face interviews with consumers were conducted in a Chinese city. A principal-component analysis revealed that the various trust items could best be described by five dimensions, namely: actual behavior, customer relationship, firm scale, providing information, and expertise. Having conducted stepwise regression, four dimensions, actual behavior, customer relationship, firm scale, and providing information were kept in the regression equation, while expertise was omitted. By carefully manipulating the four dimensions in formulating marketing strategies, managers can build consumer trust in food suppliers and gain a competitive edge in the business context.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126745105","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
A Fast Algorithm for Solving the Pricing of American Options 一种求解美式期权定价的快速算法
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.81
Xiaoyu Ren, Shenghong Li, Xinping Shao
{"title":"A Fast Algorithm for Solving the Pricing of American Options","authors":"Xiaoyu Ren, Shenghong Li, Xinping Shao","doi":"10.1109/BIFE.2009.81","DOIUrl":"https://doi.org/10.1109/BIFE.2009.81","url":null,"abstract":"In this paper, we provide a fast algorithm for solving the pricing of American options, which is easier to apply and implement in computer comparing with general difference method. Our research substantially reduces the computational time as well as improves the computational efficiency and accuracy considerably. Furthermore, we propose and implement a numerical procedure for computing the pricing of American options. The algorithm of pricing American options proposed in this paper shows greater improvement over the traditional difference method. Also this method is useful to get other approximate solution on obstacle problem.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114135128","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
A Utility-Based Recommendation Approach for E-Commerce Websites Based on Bayesian Networks 基于贝叶斯网络的电子商务网站实用推荐方法
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.134
Ming Yi, Weihua Deng
{"title":"A Utility-Based Recommendation Approach for E-Commerce Websites Based on Bayesian Networks","authors":"Ming Yi, Weihua Deng","doi":"10.1109/BIFE.2009.134","DOIUrl":"https://doi.org/10.1109/BIFE.2009.134","url":null,"abstract":"Although utility-based recommendation in E-Commerce can provide much better recommendation accuracy, there are still no effective approaches to build the utility function of each user. In order to overcome this problem, an approach based on Bayesian networks is proposed. Firstly, based on the common user utility function of a specific commodity which has already been constructed by domain experts, a prior Bayesian network can be established. Secondly, the prior Bayesian network is modified based on the current user’s implicit feedback, so that his utility function can be represented by means of Bayesian networks. Finally, according to his utility function, objects the current user may like are recommended to him. Compared with other approaches, this approach may acquire utility functions more approximately and automatically. Furthermore, it could extend the range of applications for which utility-based recommendation would be more useful.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122087195","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: 7
Market Reaction to Consideration in Nontradable Share Reform 股权分置改革对价的市场反应
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.187
Fei Chen
{"title":"Market Reaction to Consideration in Nontradable Share Reform","authors":"Fei Chen","doi":"10.1109/BIFE.2009.187","DOIUrl":"https://doi.org/10.1109/BIFE.2009.187","url":null,"abstract":"By using the method of event study, it analyzes market reaction of listed companies in nontradable share reform as well as regards all consideration as five types: bonus share, cut share, warrants and assets reorganization. It compares the distribution of CAR(communicative abnormal return) of various listed companies in order to probe into effectiveness and causes of consideration. It can be concluded that: firstly, the market reaction to share reform incident are statistically significant; secondly, the market reaction of listed companies with various consideration programs are obviously different; lastly, the market reaction of listed companies with bonus share and assets reorganization are better than those with cut share and warrants.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"172 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115452989","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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