2014 Seventh International Joint Conference on Computational Sciences and Optimization最新文献

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VaR for Loan Portfolio in Uncertain Environment 不确定环境下贷款组合的VaR
Yufu Ning, Dongjing Pan, Xiao Wang
{"title":"VaR for Loan Portfolio in Uncertain Environment","authors":"Yufu Ning, Dongjing Pan, Xiao Wang","doi":"10.1109/CSO.2014.158","DOIUrl":"https://doi.org/10.1109/CSO.2014.158","url":null,"abstract":"As a risk measure method, VaR (value at risk) has been applied widely in many domains. This paper researches the VaR measure way in uncertain environment, and applies it in loan portfolio. When all the return rates are the special uncertain variables, we can solve the crisp equivalents of VaR for loan portfolio. When return rates are generic uncertain variables, uncertain simulation is designed to calculate the VaR. Finally, numerical examples are given to illustrate the feasibility and effectiveness of the proposed method.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131730025","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
An Efficient Column-Major Ordering Format for Finite Element Analysis 有限元分析中一种有效的列主排序格式
Jin Tian, F. Gao, Xiankun Sun, Li Gong
{"title":"An Efficient Column-Major Ordering Format for Finite Element Analysis","authors":"Jin Tian, F. Gao, Xiankun Sun, Li Gong","doi":"10.1109/CSO.2014.110","DOIUrl":"https://doi.org/10.1109/CSO.2014.110","url":null,"abstract":"A new column-major ordering format called sliced EET is proposed to accelerate FEM analysis. The sliced EET is designed for hastening many addition and dot product steps of Sparse Matrix Vector Product (SMVP) operations in iterative calculation of finite element equations. The new implementation of SMVP on GPUs is compared with other column-major ordering formats. The proposed strategy executed on a GPU can efficiently solve sparse finite element equations.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"111 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132081778","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
Resource Allocation Problem in Port Project Portfolio Management 港口项目组合管理中的资源配置问题
K. Ye, Huijia. Li, Xiaolun Shi, N. Shi
{"title":"Resource Allocation Problem in Port Project Portfolio Management","authors":"K. Ye, Huijia. Li, Xiaolun Shi, N. Shi","doi":"10.1109/CSO.2014.36","DOIUrl":"https://doi.org/10.1109/CSO.2014.36","url":null,"abstract":"Due to the increased complexity of port operations, port project portfolio management has become more and more essential. However, in port project portfolio management, the demand for resources is usually uncertain. In order to reduce the cost and the difficulty of resource allocation, we pay more attention to balancing resource allocation than minimizing the maximum value of the consumption of resources. Thus we consider a resource leveling problem in port project portfolio management. In this paper, we introduce a combination of entropy weight and particle swarm optimization algorithm. This proposed method is applied to a case study. And the results show that this method can achieve satisfactory performance in practice.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133578677","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
Evaluation of the Executing Effectiveness of Strategic Activity Based on Task and Management Control Matching 基于任务与管控匹配的战略活动执行效果评价
Xubu Ma, Ju-e Guo
{"title":"Evaluation of the Executing Effectiveness of Strategic Activity Based on Task and Management Control Matching","authors":"Xubu Ma, Ju-e Guo","doi":"10.1109/CSO.2014.112","DOIUrl":"https://doi.org/10.1109/CSO.2014.112","url":null,"abstract":"From the perspective of mining information from a large number of text data about enterprise to evaluate executing effectiveness of strategic activity to enhance enterprise strategy execution force, this paper establishes the evaluation system for evaluating the matching degree between the management control and task to analyze executing effectiveness of strategic activity on the basis of information extraction of strategic activities descriptive text. This paper has the ratio of the evolution mechanism to control mechanism as the evaluation indicator, uses fuzzy membership functions to make indicator being dimensionless, uses the fuzzy membership to represent the matching degree between the task uncertainty and management control and develops fuzzy membership functions and threshold level of evaluation indicator under the task uncertainty degree to analyze which performance level the implementation of corporate strategic activities belong to: high, medium, low or very low. Case analyses show that this model can effectively identify enterprises' strategic activities execution level and provide decision basis for the dynamic adjustment of enterprise management control.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131618098","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
Job Shop Scheduling Problem with Fuzzy Random Variables 具有模糊随机变量的作业车间调度问题
L. Nie, Ting Ni
{"title":"Job Shop Scheduling Problem with Fuzzy Random Variables","authors":"L. Nie, Ting Ni","doi":"10.1109/CSO.2014.119","DOIUrl":"https://doi.org/10.1109/CSO.2014.119","url":null,"abstract":"In this paper, we have demonstrated one type of fuzzy random scheduling models on machines and give the algorithm. There are two most common of uncertainty: uncertain processing time and uncertain due-date. We want to find a reasonable scheduling method and give satisfactory results on the average sense.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133142623","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
Interindustry Analysis of Express Industry Based on Entropy and Grey Relational Analysis 基于熵和灰色关联分析的快递业跨行业分析
Jianbin Zhang, Jinyang Zhang
{"title":"Interindustry Analysis of Express Industry Based on Entropy and Grey Relational Analysis","authors":"Jianbin Zhang, Jinyang Zhang","doi":"10.1109/CSO.2014.108","DOIUrl":"https://doi.org/10.1109/CSO.2014.108","url":null,"abstract":"In order to find the connection degree of express delivery of relevant industries from different angles. We calculate the express industry's association industry correlation weight and correlation respectively by introducing the information entropy and gray correlation analysis method. The results show that there are differences between the two kinds of methods of analyzing the same data. We further explain the sources of the differences and give the evaluation of the methods. We believed that the result of information entropy method is more convincing, we can also give our advice of the developing of domestic express industry based on the conclusion.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132443058","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
The Analysis of Several Commonly Used Excel Function in Accounting Practice 会计实务中常用的几种Excel函数分析
Qingmin Yu
{"title":"The Analysis of Several Commonly Used Excel Function in Accounting Practice","authors":"Qingmin Yu","doi":"10.1109/CSO.2014.77","DOIUrl":"https://doi.org/10.1109/CSO.2014.77","url":null,"abstract":"The Excel spreadsheet built-in a lot of function, is widely applied in the actual work area, such as accounting, financial management. This paper introduces two commonly used Excel function: the IF function and VLOOKUP function, and use these functions to solve the actual financial problems. Using the If function, for example, the seven layers of nested solved the problem of calculation of individual income tax. By using VLOOKUP function in Excel data list, we find the target data and references.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121206096","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
An Analysis of Double Moral Hazard Problem Based on Different Retreat Choices in Venture Capital 基于不同退出选择的风险投资双重道德风险问题分析
Wenjun Yan
{"title":"An Analysis of Double Moral Hazard Problem Based on Different Retreat Choices in Venture Capital","authors":"Wenjun Yan","doi":"10.1109/CSO.2014.107","DOIUrl":"https://doi.org/10.1109/CSO.2014.107","url":null,"abstract":"In order to reveal the connection of equity distribution with retreat system on the part of project investment from the venture capitalists and to further reveal what other factors have been influencing the benefits from the project investment, a double moral hazard model has been designed in the paper concerning venture capitalists and the starting entrepreneurs based on various retreat systems. The conclusion drawn here is equity distribution of the venture capitalists is not only under the influence of efficiency and effort, but also the cooperation and effort form the entrepreneurs, the profit expectation, and the prior probability of various profits. That is, the venture capitalists watch more on the final profit of the entrepreneurs rather than how they retreat.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126347984","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
Preservation of P-Positions between a Game and Its Restricted Game 一个对策与它的限制对策之间p位置的保存
Wen An Liu, Weiwei Li
{"title":"Preservation of P-Positions between a Game and Its Restricted Game","authors":"Wen An Liu, Weiwei Li","doi":"10.1109/CSO.2014.52","DOIUrl":"https://doi.org/10.1109/CSO.2014.52","url":null,"abstract":"E. Duchene et al investigate games whose sets of allowed moves are subsets of Wythoff's one, and whose set of P-positions is exactly Wythoff's sequence. Their results show that such a game does not exist. In this paper, we find a pair of games, one is the restricted version of the other, such that they have the same set of P-positions. We also find another pair of games, one is the restricted version of the other, such that they do not have the same set of P-positions. This means that the preservation of P-positions between a game and its restricted game depends on the game itself.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"250 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116812807","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
Multiscale Fractal Analysis of Electricity Markets 电力市场的多尺度分形分析
Lijun Wang, Kaijian He, Yingchao Zou, Zhimeng Feng
{"title":"Multiscale Fractal Analysis of Electricity Markets","authors":"Lijun Wang, Kaijian He, Yingchao Zou, Zhimeng Feng","doi":"10.1109/CSO.2014.79","DOIUrl":"https://doi.org/10.1109/CSO.2014.79","url":null,"abstract":"The fractal characteristic of the electricity market has attracted significant research attention in recent years. And the heterogeneous microstructure analysis of the fractal behaviors represent a natural step forward to the understanding and modeling of the complex electricity price behaviors. In this paper, we introduce the Empirical Mode Decomposition (EMD) to analyze the heterogeneous microstructure underlying the electricity market. The Multifractal Detrended Fluctuation Analysis method (MFDFA) is used to analyze the fractal characteristics in the EMD decomposed domain. Empirical studies have been conducted in four electricity markets in Australia. Results show that the market consists of heterogeneous underlying Data Generating Process (DGP) that exhibits significant fractal characteristics.","PeriodicalId":174800,"journal":{"name":"2014 Seventh International Joint Conference on Computational Sciences and Optimization","volume":"79 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127009696","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
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