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Optimizing systemic risk through credit network reconstruction

EMERGING MARKETS REVIEW 2023年 57卷

作者： Chao, Wang Jing, Ma Liu, Xiaoxing Nanjing Agr Univ Sch Finance Weigang 1 Nanjing 210095 Peoples R China Jiangsu Maritime Inst Sch Econ & Management Nanjing 211170 Peoples R China Southeast Univ Sch Econ & Management Sipailou 2 Nanjing 210096 Peoples R China

Capital buffers can improve the stability of the banking system, but they come at a cost. This study explores the efficient macro-prudential regulation of systemic risk from the perspective of capital network reconstruction. A model of option pricing is proposed to determine the market value of sector credits. Consequently, systemic risk is measured by both credit and interbank contagion risks. Credit network reconstruction is then optimized to minimize systemic risks. Our analysis was based on data from China's banking systems between 2008 and 2020. In different stress tests, the credit network reconstruction generally optimizes systemic risk to the lowest level. At the same time, it may save about 20% to 140% of the cost of capital. The optimization mechanism analysis shows that large banks with stability advantages share more shocks than small banks by reconstructing their sector credit network. As a result, the contagion process of systemic risk is prevented, and bankruptcy cascades are eliminated. These results imply that credit network reconstruction holds great potential for preventing systemic risks.

关键词： Systemic risks Credit network Capital requirement algorithm optimization

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Movie Retrieval Based on Shazam algorithm 4

Movie Retrieval Based on Shazam Algorithm

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IEEE 4th Information Technology and Mechatronics Engineering Conference (ITOEC)

作者： Sun, Xiaoxue Zhang, Wenhui Chen, Deqin Commun Univ China Sch Informat Engn Beijing Peoples R China

ISBN: (纸本)9781538653739

With the development of multimedia and Internet technologies, the number of movie is growing at an unprecedented rate. How to quickly find the desired movie in a massive movie becomes more and more difficult. At present, most movie retrieval is still in the keyword search stage. This paper proposes a new method to retrieve the corresponding movie information based on movie audio. According to the characteristics of movie audio, this paper selects Shazam algorithm to optimize, which has good performance of the algorithm based on the audio retrieval algorithm in the current. After optimization, the average retrieval accuracy of the algorithm was improved by 0.82%, and it was applied to the mobile terminal. The experimental results proved that the actual retrieval effect was good and of great use value.

关键词： Shazam algorithm algorithm optimization movie retrieval

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A Novel Approach to Digital Filter Design for Environmental Monitoring applications 2

A Novel Approach to Digital Filter Design for Environmental ...

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2nd IEEE World Conference on Communication and Computing (WCONF)

作者： Kaur, Mandeep Punjabi Univ Dept Elect & Commun Engn Patiala Punjab India

ISBN: (纸本)9798350395334;9798350395327

This research work proposes the design of a latest generation digital filter, which is particularly suitable for the optimization of environment measurements. Filters are important components of signal processing that used for correct acquiring and analysis of environmental information. But in current designs various problems of accuracy, response time and power consumption are usually encountered. In this directed method, we have incorporated novel algorithms as well as optimization procedures that enhance the filter's efficiency. Experiments substantiate the superiority of the proposed approach compared to prior art in such categories as accuracy and time. Other real life environmental monitoring applications also support our observations and the efficiency of our proposed approach. Such profuse outcomes have scientific significance to progress in the Emergency and environmental monitoring systems contributing to higher reliability and accuracy.

关键词： Digital Filters Environmental Monitoring Signal Processing algorithm optimization Real-Time Data Analysis Filter Design Sensor Data Performance Metrics Accuracy Improvement Efficiency Enhancement

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Optimum Dynamic Navigation Ratio for Launch Vehicles Using Genetic algorithm

Optimum Dynamic Navigation Ratio for Launch Vehicles Using G...

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IEEE Aerospace Conference

作者： Ibrahim, Talaat Zakaria, Mohamed Abdin, Hesham Hafez, Alaa El-Din Sayed Alecxandria Univ Fac Engn Alexandria Egypt Univ Alexandria Fac Engn Alexandria Egypt

ISBN: (纸本)9781479916221

This paper is devoted to demonstrate a Genetic algorithm optimization of a dynamic navigation ratio for launch vehicles target scenario. This optimization provides a bounded target interception under six degrees of freedom control and minimum-effort-miss distance to improve the intercepting accuracy of launch vehicles. This optimization is performed for two guidance laws, the proportional navigation and the differential geometry under influence of target heading, altitude and target maneuvering capabilities. The results show that the optimized dynamic navigation ratio achieves a significant improvement for the miss distance over the previous fixed navigation ratio. The maximum achieved improvement factor is 22 dB for the proportional navigation guidance and 21 dB for the differential geometry.

关键词： launch vehicle Differential Geometry Genetic algorithm (GA) PROPORTIONAL NAVIGATION navigation improvement factor six degrees of freedom algorithm optimization

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Optimized simultaneous algebraic reconstruction technique in image reconstruction based on optical tomography 2

Optimized simultaneous algebraic reconstruction technique in...

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2nd Target Recognition and Artificial Intelligence Summit Forum

作者： Hu, Feng Li, BaoSheng Han, Baokun Hefei Univ Technol Sch Instrument Sci & Optoelect Engn 193 Tunxi Rd Hefei 230009 Peoples R China

ISBN: (纸本)9781510636323

Optical tomography imaging is widely used in target-detection, aerospace precision instrumentation and geological material detection for its non-contact, long-distance and high-precision imaging characteristics. Due to the different application range and structural design of the tomography system, the inevitable inadequate projection data and the offset of the rotation center may occur in the actual acquisition, which may cause artifacts and unclearness in the reconstructed image. In this paper, based on the research of image reconstruction algorithm, the paper compares filter back projection algorithm with iterative algorithm and analyzes effects of the reconstruction process with iterative algorithm under multiple parameters. Determining the appropriate weighting model, iteration number and relaxation factor, etc. Combined with high quality initial image and convex set constraints, an optimized SART algorithm is proposed. The experiment uses the optimized SART algorithm for image reconstruction. By comparing the image evaluation parameters with sharpness and average gradient, it is verified that the construction image with the optimized SART is better and clearer than those with the unoptimized SART and the simple filtered back projection algorithm.

关键词： Optical Tomography SART algorithm algorithm optimization Filtered back projection Convex set constraints

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An Optimized Back Propagation Neural Network Based on Genetic algorithm for Line Loss Calculation in Low-voltage Distribution Grid

An Optimized Back Propagation Neural Network Based on Geneti...

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Chinese Automation Congress (CAC)

作者： Guo, Fei Zhang, Lin Liu, Xin Chongqing Univ Posts & Telecommun Chongqing Key Lab Complex Syst & Bion Control Chongqing Peoples R China

ISBN: (纸本)9781728176871

A calculation model of the theoretical line loss rate of smart distribution network in the low-voltage substation area was devised. Based on the hack propagation neural network, the model was optimized by the genetic algorithm (GA-BP model). The model took the active and reactive power of each power supply area as the input and the theoretical line loss rate as the output. The results showed that the genetic algorithm had achieved the best fitness after 92 iterations, and the R-squared of all training data was R=0.99916;after calculated the test samples, the maximum absolute error was 0.14% of GA-BP model, which was 0.61% less than that of the BP model;the mean absolute error was 0.055%, which was 0.273% less than that of BP model. In general, the GA-BP model has a better non-linear fitting ability and higher accuracy of calculating the theoretical line loss rate in the low-voltage distribution area.

关键词： Back propagation neural networks genetic algorithms smart distribution grid algorithm optimization line loss

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Simulation of Air-to-air Missile Attack Ability in air combat

Simulation of Air-to-air Missile Attack Ability in air comba...

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Conference on AOPC - Advanced Laser Technology and Applications

作者： Li Taorui Chaozhe, Wang Air Force Engn Univ Aviat Maintenance Sergeant Sch Xinyang 464000 Peoples R China Air Force Engn Univ Aeronaut Engn Inst Xian 710038 Peoples R China

ISBN: (数字)9781510649965

ISBN: (纸本)9781510649965;9781510649958

Air-to-air Missile is the main source of air confrontation, which plays an important role in air confrontation. The attack ability of air-to-air missile is one of the key factors of air combat. Establishing the models of motion and seeker tracking and introducing the greedy algorithm to improve the tracking ability, while regarding the third flight as attack target and establishing the model of motion and radiation. Simulating the infrared radiation characteristic of the target, calculating the attack region of missile and the optimization performance of algorithm It's concluded that attack region of the simulation matches the reality and the greedy algorithm can usefully improve the recognition efficiency of seeker.

关键词： Air-to-air Missile Attack ability algorithm optimization Attack region

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The Construction of the Parallel algorithm Execution Schedule Taking into Account the Interprocessor Data Transfer 18th

The Construction of the Parallel Algorithm Execution Schedul...

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18th International Conference on Computational Science and Its Applications (ICCSA)

作者： Shichkina, Yulia Awadh, Al-Mardi Mohammed Haidar Storublevtcev, Nikita Degtyarev, Alexander St Petersburg Electrotech Univ LETI Ul Prof Popova 5 St Petersburg 197376 Russia St Petersburg State Univ Univ Skaia Nab 7-9 St Petersburg 199034 Russia

ISBN: (纸本)9783319951713;9783319951706

The method of constructing a schedule for parallel algorithm execution is considered in the article. This algorithm takes into account the execution time of each operation of the algorithm and the relationship of operations on the data. The method is based on an information graph in which the nodes are the operations of the algorithm, and the edges are the directions of the data transfer. As a result of the interchange of operations between computing nodes, it is possible to achieve a reduction in the execution time of the algorithm by reducing the time spent on data transfer between computing nodes and reducing the downtime of computational nodes. The algorithm can be applied both in parallel programming and in adjacent areas, for example, when scheduling tasks in distributed systems.

关键词： Parallel algorithm algorithm optimization Information graph Operation execution time algorithm execution schedule Process Processor Interprocessor data transmission

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Real-time phase demodulation and data administration of distributed optical fiber vibration sensing system 14

Real-time phase demodulation and data administration of dist...

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Conference on Fiber Optic Sensors and Applications XIV

作者： Qin, Mengzhe He, Xiangge Liu, Fei Zheng, Xiaoping Zhang, Min Tsinghua Univ Dept Elect Engn Beijing 100084 Peoples R China Peking Univ Inst Ocean Res Beijing 100871 Peoples R China

ISBN: (数字)9781510609181

ISBN: (纸本)9781510609181;9781510609174

Distributed optical fiber sensing system (DOFS) has great potential in areas of petroleum exploration and ocean defense. By algorithm optimization in different coding environment, the multi-point and real-time heterodyne demodulation of DOFS is achieved. In experiments, the length of the optical fiber is 500m, the spatial resolution is 5m and the system sampling rate is 200kHz, under which condition the data rate reaches up to 160MB/s and the system can stilled be demodulated timely. Based on this, by plotting the three-dimensional diagram (vibration intensity versus time and space), the whole DOFS can be detected continuously and accurately.

关键词： DOFS heterodyne demodulation algorithm optimization three-dimensional diagram

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Research on Optimal Allocation of Integrated Resources of Mergers and Acquisitions Based on Distributed Cloud Computing 3

Research on Optimal Allocation of Integrated Resources of Me...

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3rd International Joint Conference on Information and Communication Engineering (JCICE)

作者： Zhou, Lifen Guangdong Baiyun Univ Sch Accountancy Guangzhou Peoples R China

ISBN: (纸本)9798350388732;9798350388725

This paper proposes a scheduling algorithm based on fast edge resource placement, so as to further improve the effect of bilateral resource integration of the mergers and acquisitions (M&A). Among them, the random demand model is taken as the basic resource scheduling method, and the algorithm is optimized by introducing edge computing and user random demand, thereby further improving the resource scheduling effect of mergers and acquisitions. The simulation results show that under different merger and acquisition resources, Zipf values, and types of resources, compared with traditional mean-based scheduling algorithms, the scheduling algorithm based on fast edge resource placement have higher resource scheduling benefits and significantly reduced time complexity. Therefore, it can be concluded that the scheduling algorithm based on fast edge resource placement has good performance, and it can carry out resource scheduling with good effect. In addition, applying the proposed algorithm in the actual enterprise M&A scenario can help enterprises to carry out better resource management, which is feasible and has certain practical application value.

关键词： resource scheduling distributed structure cloud computing algorithm optimization

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