2009 International Conference on Information and Financial Engineering最新文献

Bagging of Artificial Neural Networks for Bankruptcy Prediction 破产预测的人工神经网络Bagging

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.17

Lei Shi, Lei Xi, Xinming Ma, Xiaohong Hu

引用次数: 10

Investigating the Effect of Different Input Sample Size with Nested Conditional Mean and Variance Models over Market Returns Forecast in Volatile Market Conditions of 2008 用嵌套条件均值和方差模型研究2008年波动市场条件下不同输入样本量对市场收益预测的影响

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.38

Joydeep Dhar, Utkarsh Shrivastava

{"title":"Investigating the Effect of Different Input Sample Size with Nested Conditional Mean and Variance Models over Market Returns Forecast in Volatile Market Conditions of 2008","authors":"Joydeep Dhar, Utkarsh Shrivastava","doi":"10.1109/ICIFE.2009.38","DOIUrl":"https://doi.org/10.1109/ICIFE.2009.38","url":null,"abstract":"In highly volatile market conditions it's always difficult to predict returns using heteroscedastic Garch models. This paper tries to investigate the impact of sample data inputs over forecast using nested conditional mean ARMAX(2,2,0) and conditional variance Garch(1,1), Gjr-garch(1,1) and Egarch(1,1) models. Research also tries to indentify relationship between outcome of formal hypothesis tests, the Ljung-Box-Pierce Q-test and Engle's ARCH test, sample input and forecast results. Study is conducted over two diversified stock markets index of America (NASDAQ Composite) and Asia (Nikkei 225). Returns are forecasted for the volatile month of aug-08 using sample inputs of last one month, two months up to seven months before aug-08 and a complete year before inputi.e from 1-aug-07 to 31-jul-08 of 246 trading days has also been taken. Graphical and correlative comparison of forecasted and observed returns is also done to identify any trend followed by Garch models in relation to size of sample inputs and forecast. Results show that forecast of mean of returns is far more accurate with Nikkei as compared to Nasdaq.","PeriodicalId":236356,"journal":{"name":"2009 International Conference on Information and Financial Engineering","volume":"97 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124677093","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

Assessment on the Red-Tourism Development Potential in Xinxian County of China 新县红色旅游开发潜力评价

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.20

L. Qiao, L. Yao, J. Tao, Yi-chuan Zhang

{"title":"Assessment on the Red-Tourism Development Potential in Xinxian County of China","authors":"L. Qiao, L. Yao, J. Tao, Yi-chuan Zhang","doi":"10.1109/ICIFE.2009.20","DOIUrl":"https://doi.org/10.1109/ICIFE.2009.20","url":null,"abstract":"Xinxian County of China has rich red-tourism resources. Assessment on red-tourism development potential can guide the tourism planning and promote the sustainable red-tourism development. This study applied AHP (Analytic Hierarchy Process) method and fuzzy clustering to the assessment on red-tourism development potential. The 28 main scenic spots of red-tourism in Xinxian County of China were categorized based on this method. Assessment model consist five factors: scenic spot scale, scenic spot integrity, historical event influence, traffic condition and tourism infrastructure. The results show that: according to this model, the 28 main scenic spots of red-tourism in Xinxian County can be divided into two classes, one has sound tourism development potential, and many of them are already the Provincial Protected Historic Site or Municipal Protected Historic Site, and they can be linked to form a red-tourism line with high quality. The other has a relatively low mark, and distribute unevenly, so tourism development to these resources is not inapposite now. Compare to the traditional fuzzy clustering, the class distinctions are more reasonable after the weights of influencing factors are taken into account, and this method has a far-ranging application in assessment on development potential of other tourism.","PeriodicalId":236356,"journal":{"name":"2009 International Conference on Information and Financial Engineering","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123511343","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

Risk Assessment Model Based on Discriminant Analysis 基于判别分析的风险评估模型

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.39

Srinivas Gumparthi, V. Manickavasagam

{"title":"Risk Assessment Model Based on Discriminant Analysis","authors":"Srinivas Gumparthi, V. Manickavasagam","doi":"10.1109/ICIFE.2009.39","DOIUrl":"https://doi.org/10.1109/ICIFE.2009.39","url":null,"abstract":"A Risk Assessment Model (RAM) is necessary to avoid the limitations associated with a simplistic and broad classification of applicants into a \"good\" or \"bad\" category. The absence of appropriate weights in the current evaluation system triggers the need for the development of the comprehensive model based on proven statistical application. Literature survey undertaken brought to surface 28 parameters that need to be taken into account while evaluating a prospect. These parameters were classified under four heads namely credit, operations, liquidity and market risks. Weights developed in this study were based on a conceptual understanding and the importance attached by people proficient in this area. A questionnaire was developed and a judgmental survey was conducted for this purpose amongst various credit officers extending commercial vehicle and construction equipment financing. The sample size was 117 small and medium corporate clients.The existing model was able to classify 28 records correctly. So the predictive power of the original/existing model was about 80%. The proposed/new model is able to classify 30 records correctly. So the predictive power of the propose/new model is 85.71","PeriodicalId":236356,"journal":{"name":"2009 International Conference on Information and Financial Engineering","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116294136","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

Research of ASP Procurement Service Mode Oriented to Small and Medium-Sized Enterprises 面向中小企业的ASP采购服务模式研究

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.18

Guozheng Wang, H. Wu

引用次数: 0

Auction Based Detailed Router for 3D FPGA 基于拍卖的3D FPGA详细路由器

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.30

A. A., N. Chiplunkar

引用次数: 0

Traders' Behavioral Propensities and Stock Market Dynamic Regimes in a Stochastic Multi-agent Model 随机多智能体模型下交易者行为倾向与股票市场动态机制

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.29

Tongkui Yu, Honggang Li

引用次数: 1

On Testing Efficiency of Karachi Stock Exchange Using Computational Intelligence 基于计算智能的卡拉奇证券交易所测试效率研究

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.31

Sajjad Haider, Mohammed Nishat

引用次数: 6

Pricing Strategies in the Mobile Phone Market - An Algorithm for Simulating the Success of Mobile Tariff 移动电话市场的定价策略——一种模拟移动资费成功的算法

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.15

Chris Borgermann, R. Lackes

引用次数: 1

On Implementing an Ontology-Based Portal for Intelligent Bankruptcy Prediction 基于本体的破产智能预测门户的实现

2009 International Conference on Information and Financial Engineering Pub Date : 2009-04-17 DOI: 10.1109/ICIFE.2009.21

S. Kotsiantis, D. Kanellopoulos, V. Karioti, V. Tampakas

引用次数: 5