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

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A TEI@I-Based Integrated Framework for Port Logistics Forecasting 港口物流预测的TEI@I-Based集成框架
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.74
Xin Tian, Xiaoshan Lu, Xingmai Deng
{"title":"A TEI@I-Based Integrated Framework for Port Logistics Forecasting","authors":"Xin Tian, Xiaoshan Lu, Xingmai Deng","doi":"10.1109/BIFE.2009.74","DOIUrl":"https://doi.org/10.1109/BIFE.2009.74","url":null,"abstract":"This paper proposes an integrated forecasting framework based on the TEI@I methodology for port logistics forecasting. The framework analyzes and forecasts the port logistics time series data with a few steps. Firstly, census X12 seasonal adjustment method is applied to decompose the time series to several components: trend and cycle component, irregular component and seasonal component. Secondly, econometrical models and artificial neural network techniques are used to forecast the trend and cycle component and irregular component respectively. Thirdly, event-study method and expert system technique are applied to evaluate the effects of economic and other events that may impact port logistics. Finally, synthetic forecasting results are obtained based on the integration of the predictions from three above steps. For illustration, Shenzhen port’ container throughout series is used for a case study. The empirical results show the effectiveness of the TEI@I-based integrated model for port logistics forecasting.","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":"116191981","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
Hypothetical Queries on Multidimensional Dataset 多维数据集的假设查询
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.127
Guoliang Zhou, Hong Chen, Yansong Zhang
{"title":"Hypothetical Queries on Multidimensional Dataset","authors":"Guoliang Zhou, Hong Chen, Yansong Zhang","doi":"10.1109/BIFE.2009.127","DOIUrl":"https://doi.org/10.1109/BIFE.2009.127","url":null,"abstract":"Hypothetical queries evaluate the effect of adopting or changing some strategy then aiding in decision making. Hypothetical queries simulate some modifications and assess the effect. But in OLAP environments modify data will result in cube recomputation which cost heavily. Through observing and analyzing, hypothetical queries are described as follows: first, dicing the needing hypothetical modified part of cube and modify it then union the remaining part composing hypothetical scenario; second, based on that scenario we calculate result of hypothetical queries. By extending multidimensional algebra and introducing query rewrite, hypothetical queries can be accomplished without actually modify OLAP data. Based on extended multidimensional algebra, two lemma of update as rewrites are concluded. Query rewrite is optimized based on materialized views. We implement hypothetical queries through extending MDX in open source Mondrian OLAP server and experimentally evaluate query rewrite and the overall system.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"13 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":"114709896","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
Ant Colony Optimization Algorithm for Vendor Selection in Information Systems Outsourcing 信息系统外包中供应商选择的蚁群算法
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.40
Fu-ji Chen, P. Cao
{"title":"Ant Colony Optimization Algorithm for Vendor Selection in Information Systems Outsourcing","authors":"Fu-ji Chen, P. Cao","doi":"10.1109/BIFE.2009.40","DOIUrl":"https://doi.org/10.1109/BIFE.2009.40","url":null,"abstract":"Information systems outsourcing has been one of the critical issues in information systems management. Various strategies to IS outsourcing have emerged. Although many articles have appeared on outsourcing, few have extended the discussion beyond simple cost and benefit analysis. Vendor selection is a difficult problem which includes both tangible and intangible factors. Until now, there are no effective quantitative decision models which can help outsourcer to choice vendors. In this paper, an IS outsourcing optimization model is proposed to select IS providers, while considering the cost and the risk simultaneously. Then according to the complicated nonlinear integer programming model, a modified version of ant colony optimization (ACO) is proposed to solve it. Finally, the computing results on a numerical example show the effectiveness and feasibility of the model and algorithm.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"12 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":"127720458","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
Tracking Error Analysis of Optioned Portfolio Optimization 期权组合优化的跟踪误差分析
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.63
Jianfeng Liang, Jingjun Liu
{"title":"Tracking Error Analysis of Optioned Portfolio Optimization","authors":"Jianfeng Liang, Jingjun Liu","doi":"10.1109/BIFE.2009.63","DOIUrl":"https://doi.org/10.1109/BIFE.2009.63","url":null,"abstract":"In this paper, a target tracking problem for the portfolio selection involving options is studied. In particular, the portfolio in question contains a stock index and some European style options on the index. And the tracking models with fixed or random target values are investigated, respectively. The tracking-error-variance (TEV) methodology is adopted in our approach to formulate the problems, and the optimal solutions are derived based on optimality conditions. Attention is paid to the structures of the optimal payoffs in both cases, which are shown to possess rich properties. Throughout the paper, numerical examples are presented to illustrate and validate our results.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"73 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":"126515321","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 Game Analysis of the Mergers and Acquisitions of Foreign Capital Based on the Perspective of Industry Security 基于产业安全视角的外资并购博弈分析
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.201
Jianjian Liu, Junfeng Yang, Xizhen Yang
{"title":"A Game Analysis of the Mergers and Acquisitions of Foreign Capital Based on the Perspective of Industry Security","authors":"Jianjian Liu, Junfeng Yang, Xizhen Yang","doi":"10.1109/BIFE.2009.201","DOIUrl":"https://doi.org/10.1109/BIFE.2009.201","url":null,"abstract":"Based on analyzing the motives of the three interest groups, this paper respectively discusses their revenues and strategies in FMA with game theories, different motivations of interest groups lead to different results of M&A. As a whole, the different benefits from FMA between the central government and the local one lead to their different attitudes to FMA, which puts more negative impacts on the industry security¿","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"192 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":"115982602","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
Supply Planning for a Closed Loop Supply Chain with Uncertain Demand and Price-Dependent Stochastic Return 需求不确定和价格依赖随机收益的闭环供应链的供应计划
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.145
Jianmai Shi, Guoqing Zhang, K. Lai
{"title":"Supply Planning for a Closed Loop Supply Chain with Uncertain Demand and Price-Dependent Stochastic Return","authors":"Jianmai Shi, Guoqing Zhang, K. Lai","doi":"10.1109/BIFE.2009.145","DOIUrl":"https://doi.org/10.1109/BIFE.2009.145","url":null,"abstract":"This paper considers a single product closed loop supply chain, in which the manufacturer faces an uncertain market demand and price-dependent stochastic returns. There are two options for supplying the products: either producing products by new materials and components, or remanufacturing the recycle products and bringing them back to ‘as new’ conditions. The problem is to determine the quantities of bran-new and remanufactured products, and the acquisition price for used products so that the manufacturer’s total expected profit is maximized. We develop a Nonlinear Programming (NLP) model and present some properties of this problem. With the properties an optimal solution approach is developed. Two numerical examples are used to analyze the problem and test the solution approach.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"43 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":"132814051","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
The Architecture and Implementation of the New Generation Business System in a Commercial Bank 某商业银行新一代业务系统的架构与实现
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.119
Zhang Sheng, Zheng Gang, Chang Qing, W. Yan, Li Pingping
{"title":"The Architecture and Implementation of the New Generation Business System in a Commercial Bank","authors":"Zhang Sheng, Zheng Gang, Chang Qing, W. Yan, Li Pingping","doi":"10.1109/BIFE.2009.119","DOIUrl":"https://doi.org/10.1109/BIFE.2009.119","url":null,"abstract":"At present, there are many problems in domestic commercial banks. This paper describes the fundamental solution to these problems through the presentation of a domestic commercial bank, which integrates various business channels by centralizing business platforms and altering the business model based on accounting treatment into the operation model of customer-oriented. It builds a new generation of business system that is divided into access layer, support layer, application service layer and business system layer which respectively implements the functions of docking client, unifying data format, exchanging data, database services and etc. This paper describes the new architecture, technical support and the physical configuration of the new system. The new system includes eight application subsystems: Core and auxiliary systems; EAI-Synthetical Front-end system; Plug-business system; Agency business system; Managed application System; Analytic applications System; Payment, UnionPay and other external front-end system; Fore-end service channel and their support system. Meanwhile, take the business process of core business inquiring and reports printing for example to show the effectiveness of the new system.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"17 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":"125195682","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 Composition of Shares and Corporate Performance: Evidence from Shenzhen Stock Market 股票构成与公司绩效:来自深圳股票市场的证据
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.180
Mengyi Liu
{"title":"The Composition of Shares and Corporate Performance: Evidence from Shenzhen Stock Market","authors":"Mengyi Liu","doi":"10.1109/BIFE.2009.180","DOIUrl":"https://doi.org/10.1109/BIFE.2009.180","url":null,"abstract":"To check up the correlation between the composition of shares and the corporate performance, by means of non-linear and linear regression models and taking 331 listed companies in Shenzhen Stock Exchange as the object of survey. The empirical results show that there is a significant negatively correlation between PS and corporate performance because of the vacancy of state-owned shareholders. The legal shareholders possess enough incentives and capability to supervise managers, therefore there is a significant positively correlation between PL and LnAMBR. Whereas, there is a U-shaped curvilinear correlation between CROA and PL. The diversity of social public shareholders results in non-efficiency in corporate governance, thus there is a significant negatively correlation between PT and LnAMBR.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"12 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":"128836034","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
A Study of the Gap from Data Mining to Its Application with Cases 数据挖掘与实例应用的差距研究
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.111
Ai-hua Li, Lingling Zhang
{"title":"A Study of the Gap from Data Mining to Its Application with Cases","authors":"Ai-hua Li, Lingling Zhang","doi":"10.1109/BIFE.2009.111","DOIUrl":"https://doi.org/10.1109/BIFE.2009.111","url":null,"abstract":"Most researchers focus on the step of data mining, or data cleaning and integration, or data selection. However, there is a gap from the data mining to its real world application. In this paper, a step between data mining and application called the second data mining or knowledge presentation and management is proposed. The second data mining is the key whether the data mining result benefits the manager, especially in finance and business field. Four cases are proposed in this paper, and the distance between the data mining result and the real application in its field are analyzed. In the meantime, the importance of second data mining is shown at the end of the paper.","PeriodicalId":133724,"journal":{"name":"2009 International Conference on Business Intelligence and Financial Engineering","volume":"1 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":"128869062","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
Pricing Longevity Bonds Based on Stochastic Mortality Forecasting by Panel Data Procedures 基于随机死亡率预测的长寿债券定价
2009 International Conference on Business Intelligence and Financial Engineering Pub Date : 2009-07-24 DOI: 10.1109/BIFE.2009.83
Chengli Zheng, Ting He
{"title":"Pricing Longevity Bonds Based on Stochastic Mortality Forecasting by Panel Data Procedures","authors":"Chengli Zheng, Ting He","doi":"10.1109/BIFE.2009.83","DOIUrl":"https://doi.org/10.1109/BIFE.2009.83","url":null,"abstract":"In order to hedge the longevity risk, longevity bonds are designed, whose payoff structure depends on the changes in mortality. To forecast the mortality more precisely, we use a time-dynamic stochastic model by utilizing a panel data approach to forecast the mortality rates and get a survival index. Empirical study is conducted with the data in China. Then we apply these forecasting mortality rates to evaluate one kind of longevity bond. It turns out that it is reliable for the social security systems and the life insurance industry.","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":"127837777","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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