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2013 Sixth International Conference on Business Intelligence and Financial Engineering最新文献

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Comparisons of Strategies on Gold Algorithmic Trading 黄金算法交易策略比较
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.61
C. Chen, Xiaotao Liu, K. Lai
{"title":"Comparisons of Strategies on Gold Algorithmic Trading","authors":"C. Chen, Xiaotao Liu, K. Lai","doi":"10.1109/BIFE.2013.61","DOIUrl":"https://doi.org/10.1109/BIFE.2013.61","url":null,"abstract":"In this paper, we use intraday COMEX gold futures to evaluate and compare the trading performance of volume weight average price (VWAP) strategy, time weighted average price (TWAP) strategy and implementation shortfall (IS) strategy. We find that they can track the market price very well only when price moves have no trend on the relevant day. And Market impact cost and timing risk cost of the three strategies are proved to be negative correlated. Moreover, we get the result that the timing risk cost of VWAP strategy is the highest and that of IS strategy is the lowest, while the situation of market impact cost is opposite.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"141 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127326802","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 Convergence of Broyden Algorithms without Convexity 无凸性Broyden算法的收敛性
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.128
D. Pu, Ailan Liu
{"title":"The Convergence of Broyden Algorithms without Convexity","authors":"D. Pu, Ailan Liu","doi":"10.1109/BIFE.2013.128","DOIUrl":"https://doi.org/10.1109/BIFE.2013.128","url":null,"abstract":"In this paper we discuss the convergence of the Broyden algorithms without convexity and exact line search assumptions. We proved that if the objective function is suitably smooth and the algorithm produces a convergence point sequence, then the limit point of the sequence is a critical point of the objective function.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122683950","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 Empirical Study of Cost-Optimal Decisions by Using Cost & Production Line 基于成本&amp的成本最优决策实证研究生产线
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.21
Qingmin Yu
{"title":"An Empirical Study of Cost-Optimal Decisions by Using Cost & Production Line","authors":"Qingmin Yu","doi":"10.1109/BIFE.2013.21","DOIUrl":"https://doi.org/10.1109/BIFE.2013.21","url":null,"abstract":"In the production season, we often product in short supply situation in the factory. To this end, the factory manager proposes three solutions that increasing machinery and equipment, increasing labor, both increasing machinery and equipment and increasing labor. Cost & production line is the solution to the program selection, and we use the actual plant data for cost optimal decision empirical research. Empirical study involving three difficulties, such as, production cost element selection, data collection and collation, and how to analyze data by using Excel software.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122995138","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
Public Spending Structural Change of Fujian Province from 1978 to 2006: Based on the Perspective of Government Functions Transformation 1978—2006年福建省公共支出结构变迁:基于政府职能转变的视角
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.96
Yang Liu
{"title":"Public Spending Structural Change of Fujian Province from 1978 to 2006: Based on the Perspective of Government Functions Transformation","authors":"Yang Liu","doi":"10.1109/BIFE.2013.96","DOIUrl":"https://doi.org/10.1109/BIFE.2013.96","url":null,"abstract":"Chinese government has transformed the function of economy-construction-type to public-service-type under the guidance of scientific concept of development. The transformation of government functions undoubtedly require public spending structure also make corresponding changes. The purpose of the paper is to identify and verify what changes have taken in public expenditure structure of Fujian province by empirical method based on nearly 27 years of financial data. Empirical results show that public expenditure structure of Fujian Province has shift to the public service-oriented, but there are still some problems in the transition process. The government should take countermeasures and make targeted policy to optimize public expenditure structure.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128919476","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 Research of Modeling Method about Underwater Vehicle Penetration Threaten Viewsheds Space 水下航行器突防威胁视场空间建模方法研究
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.7
Gang Li, Qingzhong Wang
{"title":"The Research of Modeling Method about Underwater Vehicle Penetration Threaten Viewsheds Space","authors":"Gang Li, Qingzhong Wang","doi":"10.1109/BIFE.2013.7","DOIUrl":"https://doi.org/10.1109/BIFE.2013.7","url":null,"abstract":"According to the threat view sheds space modeling of underwater vehicle, the terrain visibility analysis method based on the acoustic line is proposed in this paper. It considered the ray model as a visibility analysis model for solving the inadaptability of traditional land ray while using under the water, and deduced the formulas to calculate acoustic ray. From the simulation results, it can be seen the threat view sheds can be calculated.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128461769","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 Operating Performance of Agricultural Insurance Companies: Empirical Analysis for China 农业保险公司经营绩效:中国实证分析
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.66
Lei Shen
{"title":"The Operating Performance of Agricultural Insurance Companies: Empirical Analysis for China","authors":"Lei Shen","doi":"10.1109/BIFE.2013.66","DOIUrl":"https://doi.org/10.1109/BIFE.2013.66","url":null,"abstract":"Sustainable operation of agricultural insurance companies is crucial for the sustainable development of agricultural insurance in China, and whether agricultural insurance companies can operate sustainably is fully reflected in their operating performance. Grey correlation analysis is a method that can do effective treatment for \"small sample\", \"little data\", \"uncertainty\", \"multi-variable input\", \"discrete data\", and \"incomplete data\", and measure the degree of relations between different factors. Because of limited number of agricultural insurance company in China, gray relational analysis is utilized to assess their operating performance. Empirical results show that the overall level of performance of agricultural insurance companies is good, but contribution of each factor to the performance was not significant. Strong government support is the key that agricultural insurance companies had good performances. Mutual agricultural insurance is full of vitality, but development of foreign agricultural insurance is not optimistic. In order to improve operational efficiency effectively, agricultural insurance company should adopt holistic development strategies.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"957 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116981230","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
Giving Full Play to the Statistical Information Function 充分发挥统计信息功能
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.24
Hong Liu, Yu Ji
{"title":"Giving Full Play to the Statistical Information Function","authors":"Hong Liu, Yu Ji","doi":"10.1109/BIFE.2013.24","DOIUrl":"https://doi.org/10.1109/BIFE.2013.24","url":null,"abstract":"The basic function of statistics is the informational function. Statistics is an important resource of market information, which is the main part of social and economic information. By establishing and improving the corresponding statistical system: namely regressing stepwise to the early sixties' \"one vertical and three series of statistical system\", gradually establishing a new method system, and making the enterprise statistical functions turn to management and market research, vigorously developing civil investigation statistics institutions, perfecting the statistical laws and regulations, strengthening the statistical methods of legal construction, we can ensure that the statistics function can fully play its role to meet the need of market economy.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114292148","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 Study on the Switching Pattern and Donors' Loyalty for Charitable Behavior in Hong Kong 香港慈善行为的转换模式与捐赠人忠诚研究
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.25
J. Ng, K. Lai, Yan Pui Lee
{"title":"A Study on the Switching Pattern and Donors' Loyalty for Charitable Behavior in Hong Kong","authors":"J. Ng, K. Lai, Yan Pui Lee","doi":"10.1109/BIFE.2013.25","DOIUrl":"https://doi.org/10.1109/BIFE.2013.25","url":null,"abstract":"Researches on giving, charity switching behaviour and donors' loyalty can easily be found in a half dozen American states or regions. However, there is still a gap between non-western countries on similar researches in terms of scope and depth. With such deficiency, this study attempts to make use of the case in Hong Kong in order to fill the research gap by developing localized tools to understand the factors impacting the donation switching behaviour which can help the Non-Governmental Organizations (NGOs) to develop fundraising strategies that fit the local needs. This study shows that NGOs should keep their organization unique with ongoing updates to/from donors. Also, they should not solely rely on traditional classification factors like donation amount to identify loyalty donors.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"142 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123429150","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 Negotiation Game of Supply-Sale Contract of Agricultural Products Based on Bargaining Model 基于议价模型的农产品供需合同谈判博弈研究
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.88
Ying Dai, Yun Shi, Han Song
{"title":"Research on Negotiation Game of Supply-Sale Contract of Agricultural Products Based on Bargaining Model","authors":"Ying Dai, Yun Shi, Han Song","doi":"10.1109/BIFE.2013.88","DOIUrl":"https://doi.org/10.1109/BIFE.2013.88","url":null,"abstract":"Farmers-market cooperation can effectively reduce the transaction costs of agricultural products, ensure the quality of agricultural products, and realize common benefits for the farmers, supermarket and consumers. It analyzes the negotiations process between the farmers and the markets, and builds the three stages bargaining negotiations game model, by using Rubinstein bargaining game theory, considering the agricultural products in transit loss, negotiation costs, and transportation costs and so on. It solves the negotiation game model by backward induction. The results show that bidders' the best price in different stages. At last, it puts forward to the suggestions to promote the effective cooperation between supermarket and the farms, it can improve the rapid development of economy of the country agriculture.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"79 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125019664","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
Modeling Exchange Traded Funds Portfolio Using Optimization Model 基于优化模型的交易所交易基金投资组合建模
2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI: 10.1109/BIFE.2013.43
L. Kenneth, K. Lai, Kaijian He
{"title":"Modeling Exchange Traded Funds Portfolio Using Optimization Model","authors":"L. Kenneth, K. Lai, Kaijian He","doi":"10.1109/BIFE.2013.43","DOIUrl":"https://doi.org/10.1109/BIFE.2013.43","url":null,"abstract":"In recent years Exchange Traded Funds has emerged as an important investment alternative that combines both the low risk and high liquidity advantages. The construction and active management of ETFs are the central issues for the exploitation of its potential. This paper conducts the empirical studies, using the Markowitz portfolio optimization model, to construct an optimal ETF portfolio in the emerging markets. We found that the portfolio performance improves with the proposed approach against the benchmark market indexes. The performance is sensitive to the optimization criteria chosen and optimization parameters used.","PeriodicalId":174908,"journal":{"name":"2013 Sixth International Conference on Business Intelligence and Financial Engineering","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122115759","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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