检索结果-内蒙古大学图书馆

Interfund linkage analysis: The case of the polish pension fund sector

Economic Systems Research 2006年第1期18卷 1-27页

作者： Gurgul, Henryk Majdosz, Paweł Department of Applied Mathematics University of Science and Technology 30-059 Kraków ul. Al. Mickiewicza 30 Poland Department of Quantitative Methods School of Economics and Computer Science Kraków Poland

Although fund activities whose target is to attract the members of rivals would seem to be very important for a proper evaluation of pension fund achievements, this topic has not been looked at by researchers. This paper presents an approach to assess the interfund effects of savings transfers based upon Polish tables of transfers published by the KNUiFE over the period from the fourth quarter of 2001 to the first quarter of 2004. Some useful indicators are suggested. By means of these indicators a taxonomy of pension funds operating in Poland was carried out. We also find which transfers of savings are the most important, i.e. which changes in the relative level of such transfers cause the largest perturbations in the whole pension fund sector. © 2006 The International Input-Output Association.

关键词： Pension funds Savings' transfers Sensitivity matrix

来源：评论

学校读者我要写书评

暂无评论

Integrating Probability with Time and Shared-Variable Concurrency

Integrating Probability with Time and Shared-Variable Concur...

引用

Annual IEEE/ NASA Goddard Workshop on Software Engineering

作者： Huibiao Zhu Shengchao Qin Jifeng He Jonathan P. Bowen Software Engineering Institute East China Jiao Tong University China Department of Computer Science University of Durham UK Centre for Applied Formal Methods London South Bank University UK

Complex software systems typically involve features like time, concurrency and probability, where probabilistic computations play an increasing role. It is challenging to formalize languages comprising all these features. In this paper, we integrate probability, time and concurrency in one single model, where the concurrency feature is modelled using shared-variable based communication. The probability feature is represented by a probabilistic nondeterministic choice, probabilistic guarded choice and a probabilistic version of parallel composition. We formalize an operational semantics for such an integration. Based on this model we define a bisimulation relation, from which an observational equivalence between probabilistic programs is investigated and a collection of algebraic laws are explored. We also implement a prototype of the operational semantics to animate the execution of probabilistic programs

关键词： Concurrent computing Software engineering Software systems Helium Prototypes Animation Hardware design languages Command languages computer science Time sharing computer systems

来源：评论

学校读者我要写书评

暂无评论

Correlation analysis algorithm based on low-rank approximation for multiple dimension data streams

引用

Tien Tzu Hsueh Pao/Acta Electronica Sinica 2006年第2期34卷 293-300页

作者： Wang, Yong-Li Xu, Hong-Bing Dong, Yi-Sheng Qian, Jiang-Bo Liu, Xue-Jun Department of Computer Science and Engineering Southeast University Nanjing 210096 China Department of Common Computer Teaching Jiamusi University Jiamusi 154007 China

Presently existing correlation analysis method for multiple data streams were all oriented single dimensions data streams only, which could not identify the real correlation between fields built by multiple variables. To quickly detect correlations between two multiple dimension data streams under constrained resources, a novel correlation analysis algorithm based on canonical correlation analysis (CCA), called StreamCCA, is proposed. Focusing on the computational bottleneck of traditional CCA, StreamCCA introduces a low-rank approximation technique to reduce the dimensionality of product matrix resulted from sample correlation matrix and sample variance matrix, which improves computational performance efficiently on the premise of holding approximate precision. Theoretic analysis and experiments results on synthetic and real data sets indicate that StreamCCA can online detect correlations between multiple dimension data streams accurately. The algorithms proposed herein, are presented as generic forecasting and diagnosis tools, with a multitude of applications on data streams mining problems.

关键词： Data mining

来源：评论

学校读者我要写书评

暂无评论

4.4.1 Fine-grained Method and Tool Integration for better Automotive Software

引用

INCOSE International Symposium 2006年第1期16卷 606-620页

作者： Altheide, Frank Buhr, Kerstin Doerr, Heiko University of Paderborn Workgroup Database and Information Systems Germany Technical University of Berlin Institute for Software Engineering and Theoretical Computer Science Germany DaimlerChrysler AG Research & Technology Department Methods & Tools Germany

In the automotive field, software development methods and tools are used to cope with the high complexity of automotive software development. However, problems occur with the tracing of information, the assessment and monitoring of the development status, late and thus expensive changes, etc, which lead to increasing development costs and time as well as quality deficits. Our experience with recent projects have shown that the key to solving these problems lies in providing proper answers to the following questions: (1) How can development methods be assembled? (2) How can the use of a variety of development methods be supported by an appropriate tool?. To answer these questions, we introduce a tool integration approach that is strongly based on the integration of development methods. The contribution of this paper is (a) a method integration approach that considers finegrained method objects and their specific structure in addition to the usually considered artifacts, (b) an approach to tool integration that overcomes the deficits of heterogeneous tool environments and utilizes the results of the methodical understanding. © 2006 The Authors.

关键词： Integration

来源：评论

学校读者我要写书评

暂无评论

Timed Testing with TorX

Timed Testing with TorX

引用

ITG FA 6.2 Workshop on Model-Based Testing, GI/ITG Workshop on Non-Functional Properties of Embedded Systems, 13th GI/ITG Conference Measuring, Modelling, and Evaluation of computer and Communications

作者： Henrik Bohnenkamp Axel Belinfante Software Modelling and Verification Group (Informatik 2) RWTH Aachen University D-52056 Germany Formal Methods and Tools Department of Computer Science University of Twente Postbus 217 NL-7500 AE Enschede The Netherlands

We describe an approach to on-the-fly real-time testing based on non-deterministic timed automata. The approach is based on standard computations on zone automata. We present algorithms for practical testing, as they ... 详细信息

关键词： Automata Testing Semantics Real time systems Cost accounting Atomic clocks

来源：评论

学校读者我要写书评

暂无评论

Using Correlation to Improve Boosting Technique: An Application for Time Series Forecasting

Using Correlation to Improve Boosting Technique: An Applicat...

引用

International Conference on Tools for Artificial Intelligence (ICTAI)

作者： Luzia Vidal De Souza Aurora T Ramirez Pozo Anselmo Chaves Neto Departament of Design PhD student Numerical Methods In Engineering Federal University of Parana Curitiba Parana Brazil Computer Science Department Federal University of Parana (UFPR) Curitiba Parana Brazil Statistical Department Federal University of Parana (UFPR) Curitiba Parana Brazil

Time series forecasting has been widely used to support decision making, in this context a highly accurate prediction is essential to ensure the quality of the decisions. Ensembles of machines currently receive a lot of attention; they combine predictions from different forecasting methods as a procedure to improve the accuracy. This paper explores genetic programming and boosting technique to obtain an ensemble of regressors and proposes a new formula for the final hypothesis. This new formula is based on the correlation coefficient instead of the geometric median used by the boosting algorithm. To validate this method, experiments were performed, the mean squared error (MSE) has been used to compare the accuracy of the proposed method against the results obtained by GP, GP using a boosting technique and the traditional statistical methodology (ARMA). The results show advantages in the use of the proposed approach

关键词： Boosting Genetic programming Machine learning Artificial neural networks Evolutionary computation Economic forecasting Stock markets Predictive models Machine learning algorithms Classification algorithms

来源：评论

学校读者我要写书评

暂无评论

A game-theoretic model for a bidirectional Bluetooth authentication

引用

WSEAS Transactions on Communications 2006年第6期5卷 1219-1227页

作者： Karoui, Syrine El Kadhi, Nabil Abdelaziz, Fouad Ben Computer Science Department LARODEC ISG 41 Rue de la Libérté Le Bardo 2000 Tunisia LERIA-EIT Department LERIA EPITECH 24 Rue Pasteur 94270 Le Kremlin Bicêtre France Quantitative Methods Department LARODEC ISG P.O. Box 11-0236 Riad El Solh Beirut 1107 2020 Lebanon

We propose in this paper a new Bluetooth authentication scheme based on game-theoretic setting. Bluetooth is a short-ranged wireless communication protocol that can be used between different Bluetooth enabled devices (cell phones, laptops, PDAs,...). It has been chosen as a baseline of the IEEE (Institute of Electronic and Electrical Engineers) 802.15.1 standard for WPANs (Wireless Personal Area Neworks). Game theory is a branch of mathematics and logic which deals with the analysis of games. It is a formal study of interactive decision processes [13]. It enhances the understanding of conflict and cooperation by mathematical models and abstractions. An authentication between two Bluetooth devices is an unidirectional challenge-response procedure and consequently, has many vulnerabilities. We model a bidirectional Bluetooth authentication as a noncooperative non-zero-sum bimatrix game. Three strategies are defined for each player, and the best-responses strategies (also called Nash equilibria) for this game are computed. Using Simplex algorithm, we find only one Nash equilibrium corresponding to the case where both Bluetooth devices are trusted and trying to securily communicate together. In a Nash equilibrium, no player has an incentive to deviate from such situation. Our model is then implemented in the application level using the Windows Bluetooth socket stack.

关键词： Packet networks

来源：评论

学校读者我要写书评

暂无评论

Global optimization evolutionary algorithm and its convergence based on a smooth scheme and line search

引用

Jisuanji Xuebao/Chinese Journal of computers 2006年第4期29卷 670-675页

作者： Wang, Yu-Ping Liu, Da-Lian School of Computer Science and Technology Xidian University Xi'an 710071 China Department of Basic Course Teaching Beijing Union University Beijing 100092 China

A common difficulty for the existing global optimization methods is that they are not easy to escape from the local optimal solutions and therefore often not find the global optimal solution. In order to make it escapes from the local optimal solutions and find the global optimal solution easier, first, the authors construct a smoothing function. It can eliminate all such local optimal solutions worse than the best solution found so far. Moreover, it can keep the original function unchanged in the region in which the values of the original function are not worse than its value at the best solution found so far. Thus, if optimizing this smoothing function instead of the original objective function, the number of the local optimal solutions will be largely decreased with progress of the iterations. As a result, it becomes much easier for an algorithm to find a global optimal solution. Second, a new crossover operator is designed based on the properties of the smoothing function. It can adaptively generate high quality offspring for any situation. Third, by making use of the properties of the smoothing function, the line search technique is properly combined into the algorithm design, which will make the proposed algorithm converge much faster. Based on all these, a novel effective evolutionary algorithm for global optimization is proposed and its global convergence is proved. At last, the numerical simulations for several standard benchmark problems are made and the simulation results show that the proposed algorithm is very effective.

关键词： Global optimization

来源：评论

学校读者我要写书评

暂无评论

YMCA

引用

Electronic Notes in Theoretical computer science 2006年 162卷 107-112页

作者： Mario Bravetti Holger Hermanns Joost-Pieter Katoen Dipartimento di Scienze dell'Informazione Università di Bologna Mura Anteo Zamboni 7 I-40127 Bologna Italy Dependable Systems & Software Department of Computer Science Saarland University 66123 Saarbruecken Germany and University of Twente Formal Methods and Tools P.O. Box 217 7500 AE Enschede The Netherlands RWTH Aachen Software Modeling and Verification Ahornstrasse 55 D-52074 Aachen Germany

Markov chains are widely used to determine system performance and reliability characteristics. The vast majority of applications considers continuous-time Markov chains (CTMCs). This note motivates how concurrency theory can be extended (as opposed to twisted ) to CTMCs. We provide the core motivation for the algebraic setup of Interactive Markov Chains . Therefore, this note should have better been baptized YIMC.

关键词： Markov chain process algebra concurrency theory

来源：评论

学校读者我要写书评

暂无评论

Do NBP base rates announcements convey valuable information

引用

Systems science 2005年第1期31卷 105-116页

作者： Gurgul, Henryk Majdosz, Pawel Department of Applied Mathematics University of Science and Technology Kraków Poland Department of Quantitative Methods School of Economy and Computer Science Kraków Poland

In this paper, we try to throw light on the information content of base rates announcements released by the National Bank of Poland (NBP). Focusing our attention on the rediscount rate changes over the period from 1995 to 2003, we examine whether the abnormal behavior of stock returns and trading volume of the most liquid firms listed on the Warsaw Stock Exchange (WSE) can be identified in the surroundings of the NBP announcements. The statistical test used here is based on the excess returns (volume) defined as the difference between actual rate of return (volume) and expected rate of return (volume). To generate the expected returns (volume), we employ the ARMA(1,1)-GARCH(1,1) specification with additional repressor, that is, return of the market portfolio (approximated by the market-capitalization weighted stock index called WIG) in the mean equation. The main finding is that the reversal of rediscount rate course has a significant impact on stock returns but not on trading volume.

关键词： Information science

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：