2017 International Conference on Computing Intelligence and Information System (CIIS)最新文献_第4页

An Improved Track-before-Detection Algorithm Based on Dynamic Neighborhood Search 一种改进的基于动态邻域搜索的检测前跟踪算法

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.31

Rui Ni, C. Fan, Xiaotao Huang, Hanhua Zhang

引用次数: 1

Forecasting the Stock Price Volatilities by Integratingthe Support Vector Regression and the Krill Herd Algorithm 基于支持向量回归和Krill羊群算法的股票价格波动预测

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.16

Chih-Chen Hsu

{"title":"Forecasting the Stock Price Volatilities by Integratingthe Support Vector Regression and the Krill Herd Algorithm","authors":"Chih-Chen Hsu","doi":"10.1109/CIIS.2017.16","DOIUrl":"https://doi.org/10.1109/CIIS.2017.16","url":null,"abstract":"The derivatives which have the property of the high leverage have become popular tools for investing in the era with a low interest rate. Among these derivatives, the options are considered a simpler way for investing since the Black-Scholes (B-S) pricing model can be used to estimate their reasonable prices. However, the parameter \"volatility ± in the B-S model cannot be known in advance and needs be guessed based on the historical trading information regarding the options or the underlying assets. Hence, the problems of forecasting future volatilities had become an interesting and attractive research topic for both researchers and practioners. Among the previous researches, the artificial intelligent techniques had been extensively used and acquired satisfactory results. Therefore, the support vector regression (SVR) technique and krill herd (KH) optimization algorithm are utilized to develop an integrated approach for forecasting the volatilities more accurately in this study. The proposed approach is demonstrated by a case study aiming at forecasting the volatilities of the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) to verify its feasibility and effectiveness. According to the experimental results, the proposed integrated forecasting methodology can produce better forecasting performance, based on the RMSE, R2 or MAPE, than the forecasting models which are built solely based on the SVR. Therefore, it can conclude that the proposed integrated approach can really indeed improve the forecasting, and can be considered an effective and useful assistant tool for an investor to obtain more accurate estimation for the volatility thus helping his/her decision making.","PeriodicalId":254342,"journal":{"name":"2017 International Conference on Computing Intelligence and Information System (CIIS)","volume":"58 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123210348","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 Bi-criterion Simulated Annealing Method to Solve Four-Stage Multiprocessor Open Shops with Dynamic Job Release Time 具有动态作业释放时间的四阶段多处理机开放车间的双准则模拟退火方法

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.61

Yachih Tsai Huimei Wang, F. Chou

引用次数: 4

Solving the Stock Preparing Problem in Return Materials Authorization Process in TFT-LCD Industry with MTD-based Grey Model 基于mtd的灰色模型求解TFT-LCD行业退货授权过程中的备货问题

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.45

Chun-Pei Yeh, Tu-hsin Tsai, Che-Wei Chang, I-Hsiang Wen

引用次数: 0

A Formation-Constrained Cooperative Path Planning Method for Multi-autonomous Underwater Vehicles 多自主水下航行器编队约束协同路径规划方法

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.51

Shuangshuang Du, C. Cai, Houjun Wang, Dongwu Li

引用次数: 0

Causally and Noncausally Information Bound in Discrete Memoryless Multicast Relay Network 离散无记忆组播中继网络中的因果和非因果信息绑定

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.22

Ou Wang, Dajin Wang, Jie Shen, Jianguo Yu

{"title":"Causally and Noncausally Information Bound in Discrete Memoryless Multicast Relay Network","authors":"Ou Wang, Dajin Wang, Jie Shen, Jianguo Yu","doi":"10.1109/CIIS.2017.22","DOIUrl":"https://doi.org/10.1109/CIIS.2017.22","url":null,"abstract":"The problem of relay channel (RC) with noncausal channel state information (CSI) available at the relay is considered. With the CSI, the relay can help communication in two ways: 1) by relaying message information; 2) by conveying the CSI to help the destination decode. In previous work, Zaidi et al. established a lower bound by letting the relay send message information by performing Gelfand-Pinsker (GP) coding. While in our schemes, we combine the two ways by letting the relay send message information as well as the compressed CSI to the receivers. We investigate three decodeforward (DF) lower bounds. The first two bounds are obtained by transmitting the message information and the CSI directly. We find this scheme is surprisingly equivalent to Zaidi's. The third bound is established by exploiting a new coding scheme. We show that the third bound is tighter than others. We show our optimal scheme for a class of deterministic SD-RC and give the capacity. We also generalize RC to discrete memoryless multicast network (DM-MN). We characterize the DF lower bound for DM-MN with noncausal CSI only at the relay nodes.","PeriodicalId":254342,"journal":{"name":"2017 International Conference on Computing Intelligence and Information System (CIIS)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126547642","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

Template Based Attribute Value Words Acquisition in Entity Attribute Knowledge Base Construction 实体属性知识库构建中基于模板的属性值词获取

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.66

Honglin Wu, Ruo-yi Zhou, Ke Wang

{"title":"Template Based Attribute Value Words Acquisition in Entity Attribute Knowledge Base Construction","authors":"Honglin Wu, Ruo-yi Zhou, Ke Wang","doi":"10.1109/CIIS.2017.66","DOIUrl":"https://doi.org/10.1109/CIIS.2017.66","url":null,"abstract":"In the task of entity attribute knowledge base construction, each attribute has many candidate value words. It is impossible to get these candidate value words manually. This paper proposed a template based attribute value words acquisition method, which could acquire the candidate value words of attribute from real corpus automatically. The acquisition of candidate value words were driven by attribute. The candidate value words could be obtained in the context which described the attribute. The expression of a particular text generally had a fixed form. The form could be extracted as a template for the acquisition of candidate value words of attribute. This paper gave the definition of the template and proposed an automatic template generating method. Based on the templates, this paper proposed a procedure of attribute value words acquisition which was constrained by the known attribute words. It extracted attribute value words from annotated corpus by the method of the template instantiation. According to the relationship between attribute word and attribute value word in the template, the relation-net of attribute words and attribute value words could be organized directly. The experimental result showed that the proposed method performance well on the real corpus.","PeriodicalId":254342,"journal":{"name":"2017 International Conference on Computing Intelligence and Information System (CIIS)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124757852","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

The Prediction Aggregating Procedure for Multi-models In Small Dataset Learning 小数据集学习中多模型的预测聚合过程

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.21

Yao-San Lin, Liang-Sian Lin, Der-Chiang Li, Hung-Yu Chen

引用次数: 0

A MRF-based Multi-agent System for Remote Sensing Image Segmentation 基于mrf的遥感图像分割多智能体系统

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.44

Huifang Bao, Linli Zhou, Lei Liu, Yue Wu

引用次数: 3

Distributed Resource Scheduling Algorithm Based on Hybrid Genetic Algorithm 基于混合遗传算法的分布式资源调度算法

2017 International Conference on Computing Intelligence and Information System (CIIS) Pub Date : 2017-04-01 DOI: 10.1109/CIIS.2017.13

Sen Pan, Junfeng Qiao, Jing Jiang, Jin Huang, Liping Zhang

引用次数: 5