检索结果-内蒙古大学图书馆

arXiv 2022年

作者： Bufalo, Daniele Bufalo, Michele Cesarone, Francesco Orlando, Giuseppe University of Bari Department of Computer Science Italy Sapienza University of Rome Department of Methods and Models for Economics Territory and Finance Italy Roma Tre University Department of Business Studies Italy University of Bari Department of Finance and Economics Italy

Among professionals and academics alike, it is well known that active portfolio management is unable to provide additional risk-adjusted returns relative to their benchmarks. For this reason, passive wealth management has emerged in recent decades to offer returns close to benchmarks at a lower cost. In this article, we first refine the existing results on the theoretical properties of oblique Brownian motion. Then, assuming that the returns follow skew geometric Brownian motions and that they are correlated, we describe some statistical properties for the ex-post, the ex-ante tracking errors, and the forecasted tracking portfolio. To this end, we develop an innovative statistical methodology, based on a benchmark-asset principal component factorization, to determine a tracking portfolio that replicates the performance of a benchmark by investing in a subset of the investable universe. This strategy, named hybrid Principal Component Analysis (hPCA), is applied both on normal and skew distributions. In the case of skew-normal returns, we propose a framework for calibrating the model parameters, based on the maximum likelihood estimation method. For testing and validation, we compare four alternative models for index tracking. The first two are based on the hPCA when returns are assumed to be normal or skew-normal. The third model adopts a standard optimization-based approach and the last one is used in the financial sector by some practitioners. For validation and testing, we present a thorough comparison of these strategies on real-world data, both in terms of performance and computational efficiency. A noticeable result is that, not only, the suggested lean PCA-based portfolio selection approach compares well versus cumbersome algorithms for optimization-based portfolios, but, also, it could provide a better service to the asset management industry. © 2022, CC BY.

关键词： Financial data processing

来源：评论

学校读者我要写书评

暂无评论

Business Process Model Patterns: Classification and Repository of Published Work

Business Process Model Patterns: Classification and Reposito...

引用

40 Years EMISA 2019

作者： Fellmann, Michael Koschmider, Agnes Laue, Ralf Schoknecht, Andreas Vetter, Arthur Institute of Computer Science University of Rostock Rostock Germany KIT Institute for Applied Informatics and Formal Description Methods Build. 5.20 Karlsruhe76133 Germany Department of Computer Science Westsächsische Hochschule Zwickau Zwickau Germany

ISBN: (纸本)9783885796985

Patterns have gained widespread interest and acceptance in various domains. Originating from architecture, patterns are nowadays also suggested as solution templates for various problems related to Business Process Management. Due to the abundance of pattern works, getting an overview on available works or searching for specific patterns can be very difficult. What is missing is an instrument for easy exploration and search. To mitigate this problem, we classified published works on pattern and developed a repository for business process model pattern works. The repository is publicly available and enables browsing and filtering of pattern works according to criteria recently developed by analyzing 280 pattern works. © 2020 Gesellschaft fur Informatik (GI). All rights reserved.

关键词： Business Process Management Pattern Repository Process Model Patterns

来源：评论

学校读者我要写书评

暂无评论

Automatic Traffic Control of Autonomous Vessels in Coastal Waters

Automatic Traffic Control of Autonomous Vessels in Coastal W...

引用

IEEE Conference on Quality Management, Transport and Information Security, Information Technologies (IT&MQ&IS)

作者： Nelly A. Sedova Viktor A. Sedov Ruslan I. Bazhenov Elena F. Alutina Tatiana N. Gorbunova Irina A. Ledovskikh Automatic and Information Systems Maritime State University named after G.I. Nevelskoy Vladivostok Russia Electrician Theoretical Bases Maritime State University named after G.I. Nevelskoy Vladivostok Russia Information Systems and Mathematics Sholom-Aleichem Priamursky State University Birobidzhan Russia Computer Science and Methods of Teaching Computer Science Blagoveschensk State Pedagogical University Blagoveschensk Russia Applied Mathematics Moscow State University of Civil Engineering Moscow Russia Mathematics and Information Technology Pacific National University Khabarovsk Russia

The paper examines an approach to arrange marine autonomous surface ships (both with and without crew) traffic surveillance illustrated with the Amur Bay and the Golden Horn Bay water area of the city of Vladivostok. The approach involves real-time application of a computer alliance based on General Packet Radio Service (GPRS) and Global Positioning System (GPS) satellite navigation technologies. The research presents the diagram of the system to observe autonomous surface ships located in the coastal area, as well as the assessment algorithm of the current navigation. Machine learning methods applied for analyzing the obtained information contribute to the fast and quite accurate review of the surface navigation, as well as hazard evaluation of vehicles caught in the area of heading in a sea autonomous surface vessel assessment.

关键词：

来源：评论

学校读者我要写书评

暂无评论

Diffusion-convection reaction equations with sign-changing diffusivity and bistable reaction term

arXiv

引用

arXiv 2021年

作者： Berti, Diego Corli, Andrea Malaguti, Luisa Department of Sciences and Methods for Engineering University of Modena and Reggio Emilia Italy Department of Mathematics and Computer Science University of Ferrara Italy

We consider a reaction-diffusion equation with a convection term in one space variable, where the diffusion changes sign from the positive to the negative and the reaction term is bistable. We study the existence of wavefront solutions, their uniqueness and regularity. The presence of convection reveals several new features of wavefronts: according to the mutual positions of the diffusivity and reaction, profiles can occur either for a single value of the speed or for a bounded interval of such values;uniqueness (up to shifts) is lost;moreover, plateaus of arbitrary length can appear;profiles can be singular where the diffusion *** Codes 35K65 (Primary) 35C07, 34B40, 35K57 (Secondary) © 2021, CC BY.

关键词： Diffusion

来源：评论

学校读者我要写书评

暂无评论

Planning Under Uncertainties with Closed-Loop Sensitivity: Recent Results and Perspectives 16th

Planning Under Uncertainties with Closed-Loop Sensitivity: ...

引用

16th European Robotics Forum, ERF 2025

作者： Belvedere, Tommaso Afifi, Amr Wasiela, Simon Pupa, Andrea CNRS Université de Rennes Inria IRISA Campus de Beaulieu Rennes France Robotics and Mechatronics Lab Faculty of Electrical Engineering Mathematics and Computer Science University of Twente Enschede Netherlands LAAS-CNRS Université de Toulouse CNRS UPS Toulouse France Department of Sciences and Methods for Engineering University of Modena and Reggio Emilia Modena Italy

ISBN: (纸本)9783031894701

This paper presents a comprehensive summary of recent advancements in motion planning under parametric uncertainties, focusing on the application of closed-loop state sensitivity. This concept provides a framework for quantifying how deviations in model parameters affect the behavior of a system in closed-loop, facilitating the generation of robust trajectories. Various methods have been proposed to improve the resilience of robotic systems to model inaccuracies. However, these approaches often face challenges such as computational complexity and limitations in real-time applications. This paper synthesizes key results from several recent works, highlighting the development of techniques that optimize trajectory robustness while reducing computational overhead. Additionally, we outline the practical applications of these methods, discussing their validation through simulations and experiments on robotic systems subject to non-negligible uncertainties in their models. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2025.

关键词： Robots

来源：评论

学校读者我要写书评

暂无评论

REASONER: An Explainable Recommendation Dataset with Multi-aspect Real User Labeled Ground Truths Towards more Measurable Explainable Recommendation

arXiv

引用

arXiv 2023年

作者： Chen, Xu Zhang, Jingsen Wang, Lei Dai, Quanyu Dong, Zhenhua Tang, Ruiming Zhang, Rui Chen, Li Wen, Ji-Rong Beijing Key Laboratory of Big Data Management and Analysis Methods Beijing China Gaoling School of Artificial Intelligence Renmin University of China Beijing China Huawei Noah’s Ark Lab China Department of Computer Science Hong Kong Baptist University Hong Kong

Explainable recommendation has attracted much attention from the industry and academic communities. It has shown great potential for improving the recommendation persuasiveness, informativeness and user satisfaction. Despite a lot of promising explainable recommender models have been proposed in the past few years, the evaluation strategies of these models suffer from several limitations. For example, the explanation ground truths are not labeled by real users, the explanations are mostly evaluated based on only one aspect and the evaluation strategies can be hard to unify. To alleviate the above problems, we propose to build an explainable recommendation dataset with multi-aspect real user labeled ground truths. In specific, we firstly develop a video recommendation platform, where a series of questions around the recommendation explainability are carefully designed. Then, we recruit about 3000 users with different backgrounds to use the system, and collect their behaviors and feedback to our questions. In this paper, we detail the construction process of our dataset and also provide extensive analysis on its characteristics. In addition, we develop a library, where ten well-known explainable recommender models are implemented in a unified framework. Based on this library, we build several benchmarks for different explainable recommendation tasks. At last, we present many new opportunities brought by our dataset, which are expected to shed some new lights to the explainable recommendation field. Our dataset, library and the related documents have been released at https://***/. Copyright © 2023, The Authors. All rights reserved.

关键词： Machine learning

来源：评论

学校读者我要写书评

暂无评论

Confounder Balancing for Instrumental Variable Regression with Latent Variable

arXiv

引用

arXiv 2022年

作者： Wu, Anpeng Kuang, Kun Xiong, Ruoxuan Li, Bo Wu, Fei Department of Computer Science and Technology Zhejiang University Hangzhou310007 China Department of Quantitative Theory and Methods Emory University Atlanta30322 United States School of Economics and Management Tsinghua University Beijing100084 China

This paper studies the confounding effects from the unmeasured confounders and the imbalance of observed confounders in IV regression and aims at unbiased causal effect estimation. Recently, nonlinear IV estimators were proposed to allow for nonlinear model in both stages. However, the observed confounders may be imbalanced in stage 2, which could still lead to biased treatment effect estimation in certain cases. To this end, we propose a Confounder Balanced IV Regression (CB-IV) algorithm to jointly remove the bias from the unmeasured confounders and the imbalance of observed confounders. Theoretically, by redefining and solving an inverse problem for potential outcome function, we show that our CB-IV algorithm can unbiasedly estimate treatment effects and achieve lower variance. The IV methods have a major disadvantage in that little prior or theory is currently available to pre-define a valid IV in real-world scenarios. Thus, we study two more challenging settings without pre-defined valid IVs: (1) indistinguishable IVs implicitly present in observations, i.e., mixed-variable challenge, and (2) latent IVs don’t appear in observations, i.e., latent-variable challenge. To address these two challenges, we extend our CB-IV by a latent-variable module, namely CB-IV-L algorithm. Extensive experiments demonstrate that our CB-IV(-L) outperforms the existing approaches. Copyright © 2022, The Authors. All rights reserved.

关键词： Inverse problems

来源：评论

学校读者我要写书评

暂无评论

Edge Detection of SAR Images Based on Shearlet 7th

Edge Detection of SAR Images Based on Shearlet

引用

7th China High-resolution Earth Observation Conference, CHREOC 2020

作者： Sun, Zengguo Zhao, Guodong Chen, Weirong Damaševičius, Robertas Woźniak, Marcin Key Laboratory of Modern Teaching Technology Ministry of Education Xi’an China School of Computer Science Shaanxi Normal University Xi’an China China Centre for Resources Satellite Data and Application Beijing China Department of Applied Informatics Vytautas Magnus University Kaunas Lithuania Faculty of Applied Mathematics Silesian University of Technology Kaszubska 23 Gliwice44-100 Poland

ISBN: (纸本)9789811657344

Synthetic aperture radar (SAR) has the characteristics of all-weather imaging and is widely used in various fields. However, owe to coherent imaging mechanism, speckle appears in SAR images, which seriously affects the interpretation of images. Due to merits of the strong directional sensitivity and the optimal sparsity, shearlet is used to construct an edge detector for SAR images. The detector firstly converts the constructed even symmetric shearlet into odd symmetry by Hilbert transform, then determines the main direction of the edge according to the odd symmetric shearlet coefficient of the SAR image, and calculates the possibility of edge existence according to both odd and even symmetric shearlet coefficient. Experiments show that, in comparison with the traditional difference-based edge detectors, the proposed edge detector has stronger ability of anti-speckle interference, and can better detect the edge information in SAR images. © 2022, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

关键词： Speckle

来源：评论

学校读者我要写书评

暂无评论

Equivariant spatio-temporal attentive graph networks to simulate physical dynamics 23

Equivariant spatio-temporal attentive graph networks to simu...

引用

Proceedings of the 37th International Conference on Neural Information Processing Systems

作者： Liming Wu Zhichao Hou Jirui Yuan Yu Rong Wenbing Huang Gaoling School of Artificial Intelligence Renmin University of China and Beijing Key Laboratory of Big Data Management and Analysis Methods Beijing China Department of Computer Science North Carolina State University Institute for AI Industry Research (AIR) Tsinghua University Tencent AI Lab

Learning to represent and simulate the dynamics of physical systems is a crucial yet challenging task. Existing equivariant Graph Neural Network (GNN) based methods have encapsulated the symmetry of physics, e.g., translations, rotations, etc, leading to better generalization ability. Nevertheless, their frame-to-frame formulation of the task overlooks the non-Markov property mainly incurred by unobserved dynamics in the environment. In this paper, we reformulate dynamics simulation as a spatio-temporal prediction task, by employing the trajectory in the past period to recover the Non-Markovian interactions. We propose Equivariant Spatio-Temporal Attentive Graph Networks (ESTAG), an equivariant version of spatio-temporal GNNs, to fulfill our purpose. At its core, we design a novel Equivariant Discrete Fourier Transform (EDFT) to extract periodic patterns from the history frames, and then construct an Equivariant Spatial Module (ESM) to accomplish spatial message passing, and an Equivariant Temporal Module (ETM) with the forward attention and equivariant pooling mechanisms to aggregate temporal message. We evaluate our model on three real datasets corresponding to the molecular-, protein- and macro-level. Experimental results verify the effectiveness of ESTAG compared to typical spatio-temporal GNNs and equivariant GNNs.

关键词：

来源：评论

学校读者我要写书评

暂无评论

Basic concepts and stages of research development on artificial intelligence

Basic concepts and stages of research development on artific...

引用

International Conference on Information science and Communications Technologies (ICISCT)

作者： Nodir Raximov Oybek Primqulov Barno Daminova Tashkent University of Information Technologies named after Muhammad al-Khwarizmi Tashkent Uzbekistan Methods of teaching computer science Karshi State University Karshi Uzbekistan

ISBN: (纸本)9781665432597

The article describes artificial intelligence, which is now widely used and developed in the field of information technology and is a part of our life. The basic concepts and classifications of artificial intelligence, its features, areas of research, analytical data on the stages of development are described. At the same time, the role and functions of artificial intelligence in intelligent systems, as well as approaches in the field of application are presented.

关键词： Information science Law enforcement Medical services Communications technology Artificial intelligence Information technology Task analysis

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：