Advances in Systems Engineering最新文献

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Mean-Reverting Portfolio Optimization via a Surrogate Risk Measure - Conditional Desirability Value at Risk 基于替代风险度量的均值回归投资组合优化——风险中的条件可取性值
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_14
I. Boduroglu, Bartu Köksal
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引用次数: 0
Channel State Information Variability in BLE Positioning Measurements BLE定位测量中的信道状态信息变异性
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_26
Daniel Marek, K. Grochla, J. Duda
{"title":"Channel State Information Variability in BLE Positioning Measurements","authors":"Daniel Marek, K. Grochla, J. Duda","doi":"10.1007/978-3-030-92604-5_26","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_26","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117229230","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
Blockchain-Based Smart Contracts Use for Photovoltaic Energy Trade Transactions 基于区块链的智能合约在光伏能源交易中的应用
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_15
Chol Hyun Park, G. Chmaj, H. Selvaraj
{"title":"Blockchain-Based Smart Contracts Use for Photovoltaic Energy Trade Transactions","authors":"Chol Hyun Park, G. Chmaj, H. Selvaraj","doi":"10.1007/978-3-030-92604-5_15","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_15","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134604978","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
Chaotic Chua’s Circuit’s Parameter Estimation Using Composite Identifier and Indirect Adaptive Output Regulation 基于复合辨识和间接自适应输出调节的混沌蔡氏电路参数估计
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_16
Keum W. Lee, Sahjendra N. Singh
{"title":"Chaotic Chua’s Circuit’s Parameter Estimation Using Composite Identifier and Indirect Adaptive Output Regulation","authors":"Keum W. Lee, Sahjendra N. Singh","doi":"10.1007/978-3-030-92604-5_16","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_16","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"110 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131323461","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
Mathematical Model of Multi-wave Pandemic COVID-19 COVID-19多波大流行的数学模型
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_33
S. Barton
{"title":"Mathematical Model of Multi-wave Pandemic COVID-19","authors":"S. Barton","doi":"10.1007/978-3-030-92604-5_33","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_33","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123944006","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
Reducing Compound Degree for Optimum Linear Decomposition of Symmetric Index Generation Function 降低对称索引生成函数最优线性分解的复合度
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_1
T. Mazurkiewicz
{"title":"Reducing Compound Degree for Optimum Linear Decomposition of Symmetric Index Generation Function","authors":"T. Mazurkiewicz","doi":"10.1007/978-3-030-92604-5_1","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_1","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125163519","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
Investigating the Closer Running of Rail Vehicles for Better Network Utilisation 研究轨道车辆更紧密地运行以更好地利用网络
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_21
James E. Pickering, George Gerrish, K. Burnham
{"title":"Investigating the Closer Running of Rail Vehicles for Better Network Utilisation","authors":"James E. Pickering, George Gerrish, K. Burnham","doi":"10.1007/978-3-030-92604-5_21","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_21","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121977506","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
Towards an Extension and Normalization of the Random Vector Anisotropy Magnitude 随机矢量各向异性幅度的扩展与归一化
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_18
K. Chernyshov
{"title":"Towards an Extension and Normalization of the Random Vector Anisotropy Magnitude","authors":"K. Chernyshov","doi":"10.1007/978-3-030-92604-5_18","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_18","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125946471","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
SBQP: Towards a Semantic-Based Query Processing for Efficient Mediation Caching SBQP:面向高效中介缓存的基于语义的查询处理
Advances in Systems Engineering Pub Date : 2021-12-11 DOI: 10.1007/978-3-030-92604-5_42
Ouafa Ajarroud, A. Zellou
{"title":"SBQP: Towards a Semantic-Based Query Processing for Efficient Mediation Caching","authors":"Ouafa Ajarroud, A. Zellou","doi":"10.1007/978-3-030-92604-5_42","DOIUrl":"https://doi.org/10.1007/978-3-030-92604-5_42","url":null,"abstract":"","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125906137","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
GMDH-type Neural Networks for Predicting Financial Time Series: A Study of Informational Efficiency of Stock Markets gmdh型神经网络预测金融时间序列:股票市场信息效率研究
Advances in Systems Engineering Pub Date : 2021-11-09 DOI: 10.21203/rs.3.rs-1017105/v1
L. Jakaite, M. Ciemny, Stanislav Selitskiy, V. Schetinin
{"title":"GMDH-type Neural Networks for Predicting Financial Time Series: A Study of Informational Efficiency of Stock Markets","authors":"L. Jakaite, M. Ciemny, Stanislav Selitskiy, V. Schetinin","doi":"10.21203/rs.3.rs-1017105/v1","DOIUrl":"https://doi.org/10.21203/rs.3.rs-1017105/v1","url":null,"abstract":"\u0000 A theory of Efficient Market Hypothesis (EMH) has been introduced by Fama to analyse financial markets. In particular the EMH theory has been proven in real cases under different conditions, including financial crises and frauds. The EMH assumes to examine the prediction accuracy of models designed on retrospective data. Such prediction models could be designed in different ways that motivated us to explore Machine Learning (ML) methods known for building models providing a high prediction performance. In this study we propose a ``deep'' learning method for building high-performance prediction models. The proposed method is based on the Group Method of Data Handling (GMDH) that is the deep learning paradigm capable of building multilayer neural-network models of a near-optimal complexity on given data. We show that the developed GMDH-type neural network has outperformed the models built by the conventional ML methods on the Warsaw Stock Exchange data. It is important that the complexity of the designed GMDH-type neural-networks is defined by the number of layers and connections between neurons. The performances of models were compared in terms of the prediction errors. We report a significantly smaller prediction error of the proposed method than that of the conventional autoregressive and \"shallow’’ neural-network models. This finally allows us to conclude that traders will be advantaged by the proposed method.","PeriodicalId":193620,"journal":{"name":"Advances in Systems Engineering","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115658760","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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