2017 IEEE/SICE International Symposium on System Integration (SII)最新文献_第2页

Analysis of the impact of collateral on peer-to-peer lending 抵押品对p2p借贷的影响分析

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279192

Yu-Wei Lee, Shu-Heng Chen, Tina Yu

{"title":"Analysis of the impact of collateral on peer-to-peer lending","authors":"Yu-Wei Lee, Shu-Heng Chen, Tina Yu","doi":"10.1109/SII.2017.8279192","DOIUrl":"https://doi.org/10.1109/SII.2017.8279192","url":null,"abstract":"Peer-to-Peer (P2P) lending provides online services that match lenders with borrowers. Although the service is cheaper and faster than the traditional financial institutions, P2P lending may have high defaults, which the lenders may never recover. One remedy to this situation is collateral: a fund that is reserved to pay off the defaulted loans. However, implementing an effective collateral requires the consideration of many issues such as governmental regulations, borrowers' credit and the lending interest rates, so that the collateral won't deter potential customers. This research investigates the impact of collateral on P2P lending. We first developed a theoretical model to analyze the P2P lending with and without collateral. The results show collateral increases both the lenders' willingness to offer loans and the borrowers' loan payoff probability, hence leads to more successful transactions. Next, we validate the analytical results by conducting simulation using the Bianconi-Barabasi network model. The results show the P2P lending network with collateral has a more balanced degree distribution than that without collateral, indicating financial transactions are not dominated by a few but shared by more customers under collateral. Consequently, P2P lending with collateral is less vulnerable to system risks generated by a few big players. Both results support collateral as an effective mechanism to achieve more stable P2P operation, to generate more successful transactions and to benefit more customers in satisfying their financial and investment goals.","PeriodicalId":309023,"journal":{"name":"2017 IEEE/SICE International Symposium on System Integration (SII)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128285786","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

Safeness visualization of terrain for teleoperation of mobile robot using 3D environment map and dynamic simulator 基于三维环境地图和动态模拟器的移动机器人远程操作地形安全可视化

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279211

Y. Awashima, Hiromitsu Fujii, Y. Tamura, K. Nagatani, A. Yamashita, H. Asama

引用次数: 5

Excessive co-movement effect and evolution network analysis of Chinese stock market 中国股票市场过度联运效应与演化网络分析

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279215

Shang Zhen, Qinxin Wu, Xiong Wang

{"title":"Excessive co-movement effect and evolution network analysis of Chinese stock market","authors":"Shang Zhen, Qinxin Wu, Xiong Wang","doi":"10.1109/SII.2017.8279215","DOIUrl":"https://doi.org/10.1109/SII.2017.8279215","url":null,"abstract":"In order to better understand mutual influences among stock price fluctuations, we treat stocks on the market as nodes, collecting closing price data of The Shanghai and Shenzhen 300 Index from 2014 to 2016. And we use the partial correlation coefficient to measure the linkage effect between stocks. Specifically, through the selection of a certain threshold, we get a financial complex network with stock linkage effect. Furthermore, we use Newman Fast analysis algorithm to divide Shanghai and Shenzhen 300 Index network into 15 communities. It turns out that the correlation within the community is significantly closer than the correlation between the community and the outside community, which is called close price-fluctuating plate. Moreover, through the time division that is used to analyze the structure of stock network community, we may conclude that banks, securities and real estate stocks' prices are basically a synchronous change during this period. And there are also some stocks which have excessive co-movement effect changes asynchronously. The results of our work can not only provide inner information and linkage on the stock market capital flows, but also can explore the evolution of the stock market rules.","PeriodicalId":309023,"journal":{"name":"2017 IEEE/SICE International Symposium on System Integration (SII)","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124307220","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

Automatic generation of optimal standing-up motion using nonlinear receding horizon control 基于非线性水平后退控制的最优站立运动自动生成

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279259

Kazuma Kobayashi, K. Hirata, Yukinori Nakamura, Kunihisa Okano

引用次数: 1

Autonomous robot navigation system with learning based on deep Q-network and topological maps 基于深度q网络和拓扑图学习的自主机器人导航系统

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279360

Y. Kato, K. Kamiyama, K. Morioka

{"title":"Autonomous robot navigation system with learning based on deep Q-network and topological maps","authors":"Y. Kato, K. Kamiyama, K. Morioka","doi":"10.1109/SII.2017.8279360","DOIUrl":"https://doi.org/10.1109/SII.2017.8279360","url":null,"abstract":"This paper proposes a autonomous mobile robot navigation system integrating local navigation based on deep reinforcement learning and global navigation based on topological maps. Especially, the proposed system aims to achieve a robot navigation that is adaptive with human traffic in environments crowded with many people. In order to obtain abilities for adapting dynamic obstacles in such environments, a simulator imitating real worlds is required for learning. Then a simulator suitable for learning of robot navigation in crowded environments is developed at first. This simulator is specialized in simulation of two-dimensional shape, and it could achieve learning in shorter time than existing simulators. Next, a learning system based on DDQN was designed for local navigation with avoiding pedestrians. Some simulations and experiments were performed to present effectiveness of the proposed navigation system. Simulation results show that the system learned abilities to go to local destinations with avoiding dynamic obstacles Also, the system was applied to an actual robot system and navigation in a real world was demonstrated.","PeriodicalId":309023,"journal":{"name":"2017 IEEE/SICE International Symposium on System Integration (SII)","volume":"307 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128005461","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: 22

Glass confidence maps building based on neural networks using laser range-finders for mobile robots 基于神经网络的移动机器人激光测距玻璃置信度图构建

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279246

Jun Jiang, Renato Miyagusuku, A. Yamashita, H. Asama

{"title":"Glass confidence maps building based on neural networks using laser range-finders for mobile robots","authors":"Jun Jiang, Renato Miyagusuku, A. Yamashita, H. Asama","doi":"10.1109/SII.2017.8279246","DOIUrl":"https://doi.org/10.1109/SII.2017.8279246","url":null,"abstract":"In this paper, we propose a method to classify glass and non-glass objects and build glass confidence maps for indoor mobile robots using laser range-finders (LRFs). The glass confidence map is aimed to improve robot localization systems' robustness and accuracy in glass environments. For most LRF-based localization systems, objects are assumed to be detectable from all incident angles, which is true for non-reflective and non-transparent objects, like walls. However, glass can only be detected by LRFs in certain incident angles. This glass detection failure decreases robots' localization accuracy. Exhibiting glass' position in the map and taking its detection failure into consideration can increase the localization accuracy. We propose the usage of a neural network to classify glass and non-glass objects, with LRF's measured intensity, distance and incident angles as inputs. We verified our method experimentally, and experimental results show that our method can successfully distinguish glass from non-glass objects and accurately construct a glass confidence map with high confidence.","PeriodicalId":309023,"journal":{"name":"2017 IEEE/SICE International Symposium on System Integration (SII)","volume":"T162 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125666474","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: 18

An forward difference method and a comparative study of the numerical methods for american put option pricing 美国看跌期权定价的远期差分法与数值方法的比较研究

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279190

Yuqiong Ding, Qinxin Wu, Xiong Wang

引用次数: 0

A hierarchical modeling paradigm for multi-fidelity simulation of mega container terminals 大型集装箱码头多保真度仿真的分层建模范式

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279220

Haobin Li, Chenhao Zhou, B. Lee, L. Lee, E. P. Chew

{"title":"A hierarchical modeling paradigm for multi-fidelity simulation of mega container terminals","authors":"Haobin Li, Chenhao Zhou, B. Lee, L. Lee, E. P. Chew","doi":"10.1109/SII.2017.8279220","DOIUrl":"https://doi.org/10.1109/SII.2017.8279220","url":null,"abstract":"When designing a mega container terminal, simulation plays a key role in evaluating proposed configurations and strategies in terms of the targeted key performance indicators (KPIs). While there are currently several popular commercial software providing well-designed libraries and powerful graphic user interfaces, there are three major challenges: 1) the provided libraries are designed as a black box; only limited parameters and functions can be tuned, whereas other specific requirements such as simulating new equipment designs requires further support from the software developers; 2) many libraries are designed for evaluation at the operational level, i.e., tracking individual container movement. The scalability is limited for modelling a mega container terminal as it gets computationally expensive quickly; and 3) the libraries of simplified server-queue models are computationally affordable, but at the expense of details which gives important insights. To tackle these challenges, we proposed a hierarchical modelling paradigm that is suitable for simulation modelling of mega container terminals at different fidelity levels based on the O2DES.Net framework. With an open and modular structure, every terminal component with various fidelity models can be “plugged-and-played”. This allows analysts from different backgrounds to conduct various types of analysis to meet their aims.","PeriodicalId":309023,"journal":{"name":"2017 IEEE/SICE International Symposium on System Integration (SII)","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134394132","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: 8

Kullback Leibler control approach to rubber band manipulation 橡皮筋操纵的Kullback Leibler控制方法

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279300

Masaki Murase, Kimitoshi Yamazaki, Takamitsu Matsubara

{"title":"Kullback Leibler control approach to rubber band manipulation","authors":"Masaki Murase, Kimitoshi Yamazaki, Takamitsu Matsubara","doi":"10.1109/SII.2017.8279300","DOIUrl":"https://doi.org/10.1109/SII.2017.8279300","url":null,"abstract":"In this paper, we study robot manipulation of rubber bands and focus on a task where a robot winds a rubber band around objects since such a task is very common in daily life. Rubber bands are highly flexible and deformable objects whose shape is changed by a force; thus, it is not easy for a robot to autonomously operate such tasks with a rubber band due to the difficulties of accurate shape modeling and shape measurement. A key insight for overcoming these difficulties is based on observing human skills; we generally pull and stretch a rubber band by applying certain force. The following are the potential benefits of stretching and pulling a rubber band: 1) reduction of the shape diversity and 2) increased friction generated on the contact points for strengthening the contact with the object. In this paper, we propose a manipulation planning method for winding rubber bands around objects that maintains the rubber band that is being stretched during the manipulation to avoid shape modeling and shape measurement difficulties. Such a method is formulated by a stochastic optimal control problem called Kullback-Leibler control. Real-world experiments were conducted with a dual-arm Baxter robot to verify the effectiveness of our proposed method. Our robot manipulated a rubber band and wound around an object with different numbers of windings and magnitudes of applied forces by changing the parameters in the cost function.","PeriodicalId":309023,"journal":{"name":"2017 IEEE/SICE International Symposium on System Integration (SII)","volume":"51 10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130736243","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

Theory and technology of Tri-Co robots 三钴机器人的理论与技术

2017 IEEE/SICE International Symposium on System Integration (SII) Pub Date : 2017-12-01 DOI: 10.1109/SII.2017.8279183

H. Ding

引用次数: 1