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40th International Conference on Computers and Industrial Engineering, CIE40 2010

作者： Choi, Sin-Man Huang, Ximin Ching, Wai-Ki Advanced Modeling and Applied Computing Laboratory Department of Mathematics University of Hong Kong Pokfulam Road Hong Kong Hong Kong

ISBN: (纸本)9781424472956

In this paper, we study the use of performance-based allocation of demand in a multiple-server queueing system. The same problem with two servers have been studied in the literature. Specifically, it has been proposed and proved that the linear allocation and mixed threshold allocation policies are, respectively, the optimal state-independent and state-dependent allocation policy in the two-server case. The multiple-server linear allocation has also been shown to be the optimal state-independent policy with multiple servers. In our study, we focus on the use of a multiple-server mixed threshold allocation policy to replicate the demand allocation of a given state-independent policy to achieve a symmetric equilibrium with lower expected sojourn time. Our results indicate that, for any given multiple-server state-independent policy that prohibits server overloading, there exists a multiple-server mixed threshold policy that gives the same demand allocation and thus have the same Nash equilibrium (if any). Moreover, such a policy can be designed so that the expected sojourn time at a symmetric equilibrium is minimized. Therefore, our results concur with previous two-server results and affirm that a trade-off between incentives and efficiency need not exist in the case of multiple servers.

关键词： Game theory

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modeling default risk via a hidden Markov model of multiple sequences

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中国高等学校学术文摘·计算机科学 2010年第2期4卷 187-195页

作者： Wai-Ki Ching Ho-Yin LEUNG Zhenyu WU Hao JIANG Advanced Modeling and Applied Computing Laboratory Department of Mathematics The University of Hong Kong Hong Kong China Department of Finance and Management Science N. Murray Edwards School of Business University of Saskatchewan Saskatoon SK S7N 5A7 Canada

Default risk in commercial lending is one of the major concerns of the creditors. In this article, we introduce a new hidden Markov model (HMM) with multiple observable sequences (MHMM), assuming that all the observable sequences are driven by a common hidden sequence, and utilize it to analyze default data in a network of sectors. Efficient estimation method is then adopted to estimate the model parameters. To further illustrate the advantages of MHMM, we compare the hidden risk state process obtained by MHMM with that from the traditional HMMs using credit default data. We then consider two applications of our MHMM. The calculation of two important risk measures: Value-at-risk (VaR) and expected shortfall (ES) and the prediction of global risk state. We first compare the performance of MHMM and HMM in the calculation of VaR and ES in a portfolio of default-prone bonds. A logistic regression model is then considered for the prediction of global economic risk using our MHMM with default *** results indicate our model is effective for both applications.

关键词： bond default hidden Markov model (HMM) value-at-risk (VaR) expected shortfall (ES) logistic regression model prediction

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ON NETWORK-BASED KERNEL METHODS FOR PROTEIN-PROTEIN INTERACTIONS WITH APPLICATIONS IN PROTEIN FUNCTIONS PREDICTION

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Journal of Systems Science & Complexity 2010年第5期23卷 917-930页

作者： Limin LI Waiki CHING Yatming CHAN Hiroshi MAMITSUKA Department of Mathematics Xi'an Jiaotong University Xi'an 710049 China Advanced Modeling and Applied Computing Laboratory Department of Mathematics The University of Hong Kong Pokfularn Road Hong Kong China Bioinformatics Center Institute for Chemical Research Kyoto University Gokasho Uji Kyoto 611-0011 Japan

Predicting protein functions is an important issue in the post-genomic era. This paper studies several network-based kernels including local linear embedding （LLE） kernel method, diffusion kernel and laplacian kernel to uncover the relationship between proteins functions and protein-protein interactions （PPI）. The author first construct kernels based on PPI networks, then apply support vector machine （SVM） techniques to classify proteins into different functional groups. The 5-fold cross validation is then applied to the selected 359 GO terms to compare the performance of different kernels and guilt-by-association methods including neighbor counting methods and Chi-square methods. Finally, the authors conduct predictions of functions of some unknown genes and verify the preciseness of our prediction in part by the information of other data source.

关键词： Diffusion kernel kernel method Laplacian kernel local linear embedding （LLE） kernel protein function prediction support vector machine.

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A Modified Entropy Approach for Construction of Probabilistic Boolean Networks

A Modified Entropy Approach for Construction of Probabilisti...

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第四届最优化与系统生物学国际研讨会

作者： Xi Chen Limin Li Wai-Ki Ching Nam-Kiu Tsing Advanced Modeling and Applied Computing Laboratory Department of Mathematics The University of Hong Kong

Boolean Network (BN) and its extension Probabilistic Boolean network (PBN) have received much attention in modeling genetic regulatory networks. In this paper, we consider the problem of constructing a PBN from a given positive stationary distribution. The problem can be divided into two subproblems: Construction of a PBN from a given sparse transition probability matrix and construction of a sparse transition matrix from a given stationary distribution. These are inverse problems of huge sizes and we proposed mathematical models based on entropy theory. To obtain a sparse solution, we consider a new objective function having an addition term of Lα-norm. Newton's method in conjunction with CG method is then applied to solve the inverse problem. Numerical examples are given to demonstrate the effectiveness of our proposed method.

关键词： Genetic Regulatory Networks, Sparse Probabilistic Boolean Networks Inverse Problem Lα -morm

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A weighted q-gram method for glycan structure classification

A weighted q-gram method for glycan structure classification

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8th Asia-Pacific Bioinformatics Conference, APBC 2010

作者： Li, Limin Ching, Wai-Ki Yamaguchi, Takako Aoki-Kinoshita, Kiyoko F. Advanced Modeling and Applied Computing Laboratory Department of Mathematics University of Hong Kong Pokfulam Road Hong Kong Hong Kong Department of Bioinformatics Faculty of Engineering Soka University Tokyo Japan

Background: Glycobiology pertains to the study of carbohydrate sugar chains, or glycans, in a particular cell or organism. Many computational approaches have been proposed for analyzing these complex glycan structures, which are chains of monosaccharides. The monosaccharides are linked to one another by glycosidic bonds, which can take on a variety of comformations, thus forming branches and resulting in complex tree structures. The q-gram method is one of these recent methods used to understand glycan function based on the classification of their tree structures. This q-gram method assumes that for a certain q, different q-grams share no similarity among themselves. That is, that if two structures have completely different components, then they are completely different. However, from a biological standpoint, this is not the case. In this paper, we propose a weighted q-gram method to measure the similarity among glycans by incorporating the similarity of the geometric structures, monosaccharides and glycosidic bonds among q-grams. In contrast to the traditional q-gram method, our weighted q-gram method admits similarity among q-grams for a certain q. Thus our new kernels for glycan structure were developed and then applied in SVMs to classify glycans. Results: Two glycan datasets were used to compare the weighted q-gram method and the original q-gram method. The results show that the incorporation of q-gram similarity improves the classification performance for all of the important glycan classes tested. Conclusion: The results in this paper indicate that similarity among q-grams obtained from geometric structure, monosaccharides and glycosidic linkage contributes to the glycan function classification. This is a big step towards the understanding of glycan function based on their complex structures. © 2010 Li et al;licensee BioMed Central Ltd.

关键词： Chains

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Quantity discount contract for supply chain coordination with false failure returns

Quantity discount contract for supply chain coordination wit...

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International Conference on Natural Computation (ICNC)

作者： Ximin Huang Sin-Man Choi Wai-Ki Ching Advanced Modeling and Applied Computing Laboratory Department of Mathematics University of Hong Kong Hong Kong China

Consumer return attracts more and more academic attention due to its rapidly expanding size, and a large portion of it falls into the category of false failure return, which refers to return without functional defect. In this paper, we exclusively consider profit results from exerting costly effort to reduce false failure returns in a reverse supply chain consisting of a retailer and a supplier. The supply chain as a whole has strong incentive to reduce false failure returns because it can avoid much reprocessing cost associated. But typically, retailers enjoy a full credit provided by suppliers in case of returns, and hence they may not have sufficient incentives to exert enough effort for supply chain profit maximization. In some scenarios they may even have the motivation to actually encourage such returns. We suggest using a coordination contract to resolve such profit conflicts. The contract we propose is a quantity discount contract specifying a payment to the retailer with an amount exponentially decreasing in the number of false failure returns. We give explicit forms of such contracts given different assumptions about distribution of the number of returns and we also prove that such contract is capable of increasing both retailer's and supplier's profit simultaneously. Besides, when the contract is used together with other forward supply chain coordination contracts in a closed-loop chain, it is shown that it can act to deter retailer's potential incentive to encourage false failure returns. Moreover, some modifications of the contract may lead to easy allocation of incremental profit within the supply chain.

关键词： Contracts Supply chains Marketing and sales Random variables Resource management Manufacturing Materials

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On improving incentive in a supply chain: Wholesale price contract vs quantity dependent contract

On improving incentive in a supply chain: Wholesale price co...

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International Conference on Computers & Industrial Engineering (CIE)

作者： Ximin Huang Sin-Man Choi Wai-Ki Ching Advanced Modeling and Applied Computing Laboratory Department of Mathematics University of Hong Kong Hong Kong China

In this paper, we first study the performance of a supply chain consisting of one retailer and one supplier. The supplier sets the price scheme of some goods and the retailer then decides the order level and sells the goods in the market. Specifically, a quadratic cost function is assumed here to approximate the U-shape cost curve commonly observed in industries. Two kinds of contracts offered by the supplier are investigated, namely wholesale price contract and quantity dependent contract. Wholesale price is fixed under the first contract but varies depending on order level under the second one. We show that certain wholesale price contract successfully induces the retailer to order at a level such that supply chain profit is maximized, but extra cost in implementation may occur due to supplier's disagreement on this price. Given this, we propose an efficiency measure to show to what extent the wholesale price contract helps to increase supply chain profit. For quantity dependent contract, we show that it can coordinate the supply chain and leads to a proportional division of supply chain profit. We then generalize the analysis to cover the case of multiple retailers and single supplier where similar results are also obtained.

关键词： Contracts Supply chains Cost function Biological system modeling Equations Elasticity

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Inducing optimal service capacities via performance-based allocation of demand in a queueing system with multiple servers

Inducing optimal service capacities via performance-based al...

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International Conference on Computers & Industrial Engineering (CIE)

作者： Sin-Man Choi Ximin Huang Wai-Ki Ching Advanced Modeling and Applied Computing Laboratory Department of Mathematics University of Hong Kong Hong Kong China

关键词： Servers Resource management Nash equilibrium Manganese Book reviews Cost function Queueing analysis

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A New Estimation Method for Multivariate Markov Chain Model with Application in Demand Predictions

A New Estimation Method for Multivariate Markov Chain Model ...

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International Conference on Business Intelligence and Financial Engineering, BIFE

作者： Dong-Mei Zhu Wai-Ki Ching Advanced Modeling and Applied Computing Laboratory Department of Mathematics University of Hong Kong Hong Kong China

In this paper, we propose a new estimation method for the parameters of a multivariate Markov chain model. In the new method, we calculate the correlations of the sequences first and establish multivariate Markov chain models for those positively correlated sequences. The parameters are estimated by minimizing the error of prediction. We apply the method to demand predictions for a soft-drink company in Hong Kong. Numerical experiments are given to show the effectiveness of our proposed method.

关键词： Markov processes Predictive models Marketing and sales Numerical models Biological system modeling Companies Data models

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Performance Analysis based Markov Theory for Hybrid Control Serial Production Lines

Performance Analysis based Markov Theory for Hybrid Control ...

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2010 Chinese Control and Decision Conference

作者： Wai-Ki Ching Advanced Modeling and Applied Computing Laboratory Department of MathematicsThe University of Hong KongPokfulam RoadHong Kong

This paper studied a multiple-stage tandem production *** control strategy is Hybrid which combines Kanban and CONWIP strategy *** objective here is to evaluate the performance of the system by Markov chain *** focus on Work-In-Process(WIP) and lost rate of the *** general it is hard to obtain an exact analytical result of the *** some approximation methods are proposed here.A simple situation is considered and formulated as a Markov chain *** we derive the steady-state probability of the system for two and three machines case,and obtain the WIP and the lost *** formulations proposed show the connection of control cards and performance *** method can extended to the case of multiple machines. We also present the results of a simulation study that tests the performance of our approach.

关键词： Production Systems hybrid Kanban CONWIP Markov Steady-state Probability Distribution.

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