2010 International Conference on Information Science and Applications最新文献_第5页

Mean-Variance Models for International Portfolio Selection with Uncertain Exchange Rates and Security Returns 汇率与证券收益不确定情况下国际投资组合选择的均值-方差模型

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480377

Xiaoxia Huang

{"title":"Mean-Variance Models for International Portfolio Selection with Uncertain Exchange Rates and Security Returns","authors":"Xiaoxia Huang","doi":"10.1109/ICISA.2010.5480377","DOIUrl":"https://doi.org/10.1109/ICISA.2010.5480377","url":null,"abstract":"With the liberalization in capital flows and the advances in telecommunication and computer technology, international portfolio selection has been becoming a hot topic for both practitioners and researchers. In traditional international portfolio selection, security selection used to be decided first without considering the fluctuation of foreign exchange rates. Then hedging strategies were made to eliminate the fluctuation of foreign exchange rates. In addition, the security returns and the foreign exchange rates were usually assumed to be random variables. However, in reality, it is usually difficult for many currencies except major currencies to find suitable instruments to make effective currency hedging though cross- hedging may be of some help. In addition, hedging strategy may not be a good choice because the foreign exchange rate fluctuation may also bring the high return to the investors. Furthermore, there are many researches showing that security returns may not be random sometimes. In this paper, we discuss international portfolio selection problem with both foreign exchange rates and security returns containing a new type of uncertainty which is neither random nor fuzzy. Based on the latest development on uncertainty theory, we develop new mean-variance models considering the uncertain foreign exchange rates and security returns simultaneously. To solve the new models in general cases, a hybrid intelligent algorithm is provided. As an illustration, an example is also presented.","PeriodicalId":313762,"journal":{"name":"2010 International Conference on Information Science and Applications","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129340802","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

Line-Based Recognition Using 3D Lines and Occlusion Query 基于三维线和遮挡查询的线识别

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480526

Jae-Kyu Lee, Seongjin Ahn, Jin-Wook Chung

引用次数: 0

Tree Reconstruction and Bottom-Up Evaluation of Tree Pattern Queries 树模式查询的树重构和自底向上求值

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480393

Yangjun Chen, Yibin Chen

引用次数: 1

Grid Resource Discovery over Distributed Routers 分布式路由器上的网格资源发现

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480320

T. Koçak, D. Lacks

{"title":"Grid Resource Discovery over Distributed Routers","authors":"T. Koçak, D. Lacks","doi":"10.1109/ICISA.2010.5480320","DOIUrl":"https://doi.org/10.1109/ICISA.2010.5480320","url":null,"abstract":"Computational grids have emerged as a new paradigm for solving large complex problems over the recent years. The problem space and data set are divided into smaller pieces that are processed in parallel over the grid network and reassembled upon completion. Typically, resources are logged into a resource broker that is somewhat aware of all of the participants available on the grid. The resource broker scheme can be a bottleneck because of the amount of computational power and network bandwidth needed to maintain a fresh view of the grid. In this paper, we propose to place the load of managing the network resource discovery on to the network itself: inside of the routers. In the proposed protocol, the routers contain tables for resources similar to routing tables. These resource tables map IP addresses to the available computing resource values, which are provided through a scoring mechanism. Each resource provider is scored based on the attributes they provide such as the number of processors, processor frequency, amount of memory, hard drive space, and the network bandwidth. The resources are discovered on the grid by the protocol's discovery packets, which are encapsulated within the TCP/IP packets. The discovery packet visits the routers and look up in the resource tables until a satisfactory resource is found. The protocol is validated by simulations with five different deployment environments.","PeriodicalId":313762,"journal":{"name":"2010 International Conference on Information Science and Applications","volume":"87 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121368272","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

Linguistic Aspects of Ubiquitous Computing: On "Ubiquitous" in Japanese and Korean Information Technology 泛在计算的语言方面:关于日语和韩语信息技术中的“泛在”

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480575

Håkan Soderstrom

引用次数: 0

Graphic Visualization of the Co-Occurrence Analysis Network of Lung Cancer In-Patient Nursing Record 肺癌住院护理记录共现分析网络的图形可视化

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480413

M. Kushima, K. Araki, Muneou Suzuki, S. Araki, Terue Nikama

{"title":"Graphic Visualization of the Co-Occurrence Analysis Network of Lung Cancer In-Patient Nursing Record","authors":"M. Kushima, K. Araki, Muneou Suzuki, S. Araki, Terue Nikama","doi":"10.1109/ICISA.2010.5480413","DOIUrl":"https://doi.org/10.1109/ICISA.2010.5480413","url":null,"abstract":"Although the nursing record provides a complete account of a patient's information, it is not fully utilized. The relevant information including laboratory results, remarks made by doctors and nurses is not taken into consideration. Knowledge concerning the condition and treatment of patients has been determined in a twofold manner: a text mining technique has identified relations between feature vocabularies seen in past lung cancer in-patient records accumulated on University of Miyazaki Hospital electronic medical record, and an extraction has been attempted to solve the above-mentioned problem in the present study. The result was an analysis of a qualitative lung cancer in- patients' nursing record that used the text mining technique, and the initial goal was achieved: a visual record of this information. In addition, this enabled the discovery of vocabularies relating to the proper methods of treatment, resulting in a concise summary of the vocabularies extracted from the content of the lung cancer in-patients' nursing record. Important vocabularies characterizing each nursing record were also revealed.","PeriodicalId":313762,"journal":{"name":"2010 International Conference on Information Science and Applications","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115232772","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 Improvement of SBC for a Multipoint Conference in a Ubiquitous Environment 泛在环境下多点会议的SBC改进

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480570

Eunsung Park, Dong-su Seong, Keon-bae Lee

引用次数: 0

A Design of Embedding Rewiring into Routing for FPGA Improvement 一种基于FPGA改进的嵌入布线设计

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480310

Y. Wong, Qiang Zhou, Jinian Bian

引用次数: 0

Agent Attacks Using a TTL Transformation of Windows Registry 使用Windows注册表的TTL转换的代理攻击

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480287

W. Park, K. Park, Keon il Heo, K. Kook

引用次数: 1

Cryptanalysis of Four-Rounded DES Using Ant Colony Optimization 基于蚁群优化的四角DES密码分析

2010 International Conference on Information Science and Applications Pub Date : 2010-04-21 DOI: 10.1109/ICISA.2010.5480260

Salabat Khan, W. Shahzad, F. A. Khan

引用次数: 17