Proceedings of the 2017 International Conference on Economics, Finance and Statistics (ICEFS 2017)

Session: Statistics Session

25 articles

Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

David Allen, Michael Mcaleer, Robert Powell, Abhay Singh
This paper applies two measures to assess spillovers across markets: the Diebold Yilmaz (2012) Spillover Index and the Hafner and Herwartz (2006) analysis of multivariate GARCH models using volatility impulse response analysis. We use two sets of data, daily realized volatility estimates taken from...

Research on Audio Digital Watermark and realization in MATLAB

Biqing Li, Zhao Li
Based on improved algorithm of DCT(discrete cosine transform), the Audio Digital Watermarks is embeded and detected in this paper.The watermark embedding process is simulated by MATLAB was described in this paper. The experimental results shows that the watermarks by this algorithm has good stability...

The Development of a Code of Practice and Indicators for Official Statistics Quality Management in Thailand

Titirut Mekbunditkul
This research was granted by the National Statistical Office of Thailand and it aims to construct Code of Practice and indicators for official statistics quality management in Thailand. Researcher has studied official statistics quality management from 3 international agencies, such as The United Nations...

The Design of Online Shopping Platform Support System Based on Web3.0

Tongdi Xiao, Zhenghua Hu, Libing He
The business volume of online shopping which is based on the internet will have an inevitable sustained growth, and it can hardly satisfy customers' shopping experience only by the online shopping platform that is form by 2D graphic and text messages. By hold some characteristics of Web3.0 time, this...

Research and Application of DMAIC in Improving Fault Early Warning Process for Intelligent Production of Single Well

Chunlei Wu, Yiwei Wei, Xiaoliang Chu, Yi Tan
Improving single well failure repair efficiency by implementing Six Sigma DMAIC process for single well failure repair system in oil field. The problem is defined in strict accordance with the DMAIC process approach, clarify the scope of the process and improve the objectives. Then analyzing...

The application research about theory model of mobile payment

Xiaoqing Chu
China is the country with the largest number of mobile terminals, and has a great market development potential. But compared with some developed countries, our mobile payment is behind a lot, and now our mobile payment has not been recognized by all consumer groups. There is an important hot issue...

Design and Practice of the Mixed Teaching Model --Taking Business Management Foundation as an Example

Qiongxue Bao
The mixed teaching model is a kind of complementary teaching model combined by the traditional teaching method and the networked teaching method. With the continuously educational reform, the mixed teaching model in the flipped classrooms has become an important research...

Satisfaction of European Tourists Regarding Destination Loyalty in Phuket

Aswin Sangpikul, Anan Chieochankitkan, Hounnaklang Suwanchai
The European travelers market is one of the important international tourist markets to Phuket. However, little is known on their intention to revisit Phuket. Destination loyalty is an important marketing factor in sustaining the destination attractiveness. It is necessary for tourism managers...

Cluster Analysis of Inbound Tourist Source Market in Guangdong Province

Tong Yu
According to the data of inbound tourism in Guangdong Province from 2006 to 2015, the author analyzes the development situation and composition of inbound tourism in Guangdong Provinceby Excel software, and the author conducts cluster analysis of inbound tourism market of Guangdong Province by SPSS23.0...

Improvement on the Transducer Sensitivity Measurement Results using Vibration Exciters

Moses Temba, Shenzhi Du
Abstract. The most important equipment in a calibration system used to calibrate vibration transducers is the exciter used for generating motions. A perfect exciter when excited in a geometrical direction, should provide a stable, single directional and distortion free vibratory movement, without...

Quality Evaluation of World's Top 40 Universities Based on Multivariate Analysis

Mengran Yuan
University comprehensive quality evaluation is an important method to evaluate the quality of World University. Scoring on a university via the study and research of all aspects of a university , is an ideal way to show the whole picture of a university, that is, its quality level is built on the...

Research on Network Security Evaluation System Based on Fuzzy Comprehensive Evaluation Method

Xuepeng Huang
In today's world, the Internet has become an indispensable part of our daily life, work and study. In order to meet the growing needs of users, the network has been expanding, from inside and outside the network threat, is also a variety of threats in the network security. Based on the analysis...

Empirical Study on China's position in the global value chain of Electronic Information Manufacturing Industry

Yu Chen, Chengcheng Mao, Jinglei Huang
High-tech industry involves many production links. Trade volume includes foreign valueadded, which cannot truly reflect the status of this manufacturing industry in the international division of labor. In order to restore the real profitability of each economy, this paper measures the export value...

Optimal Active Power Loss with Feeder Routing Collaborate Distributed Generation Allocation and Sizing in Smart Grid Distribution

Phatcharasak Phawanaphinyo, Narongdech Keeratipranon, Chaiyaporn Khemapatapan
The Smart Grid (SG) has widely supported the electric power from the Distributed Generation (DG). It becomes a practical standard to generate the electric power from a renewable energy into the distribution system to compensate for the power demand, especially in the peak time. However, the advancement...

Multi Fuels Allocation for Power Generation using Genetic Algorithm

Anurak Choeichum, Narongdech Keeratipranon, Chaiyaporn Khemapatapan
This paper presents solution of optimal multi fuels allocation for electric power generation planning problem via a genetic algorithm (GA). The objective is to maximize the electric power energy output and minimize the fuels cost. This is a considerably difficult problem because of its data variation....

The Analysis of Emission Permits Trading System

Yang Liu
As one of the economic means of environmental policy, the emission trading system can effectively reduce the environmental load and achieve the purpose of preserving the environment. In China, it`s urgent to improve the problem of environmental pollution by establishing a sound emissions trading system....

A Comparison of Statistical and Data Mining Techniques for Enrichment Ontology with Instances

Aurawan Imsombut, Jesada Kajornrit
To enrich instances into an ontology is an important task. That is because the process does extend the knowledge in ontology to cover more the domain of interest, as a result, more benefits can be gained. There are many techniques to classify instances of concepts, however, two popular ones are the...

One Dimensional Signal Denoising Based on Wavelet Transform and Threshold Theory

Jinming Fu, Yuanfan Li
Wavelet analysis plays an important role in signal processing because of its good time-frequency locality and multi-resolution analysis performance. Based on wavelet analysis in one-dimensional signal denoising are studied, and the principle of threshold and threshold function of wavelet threshold denoising,...

Research about the Influence of Incentive Method towards Executive on Corporation Performance Based on Multiple Regression Model

Nanhao Wang, Yichong Tang, Fan Liang
With the advent of economic globalization, the corporation plays a vital role in the development of economy. Contemporary society is confronted with a common difficulty that how to manage corporations effectively, and how to maximize corporation revenue. According to the Principal Agent Theory, the...

The Statistical Analysis of 70 Deaf People's Divorce Court Judgments in Central China

Qiuping Wei, Qian Xia
70 deaf people's divorce court judgments in central China were collected to analyze the results of judgments, the age gap between the couples, the relationship between the ways of knowing each other and the results of judgments, the relationship between the fertility's circumstance and the results...

How to statistics and manage the personal and intellectual property information in the office automation system

Biqing Li, Zhao Li
This paper uses an object-oriented analysis, about personal directory management and intellectual property management of the development process office automation systems, some of the core operating processes and technology systems. In this paper, in order to study the personal directory management...

A study on the motivation of knowledge spillovers under the influence of high speed railway

Chongren Bi, Yun Zhao
In order to estimate the influence of high speed railway on the knowledge spillovers among different provinces, this paper defines the connotation of knowledge spillovers. According to the analysis framework of knowledge spillover, the SAR/SDM panel data model are established based on the spatial...

Simple Analysis of Campus Network Security Status

Shiyong Zheng, Zhao Li, Biqing Li
In this paper, we are going to discuss as well as analysis about the security issue of campus network, promoting different security strategy for dealing with different security threatens, carrying on effective and approachable security checking, making rootly elimilating any threaten come true, so that...

The Quality Management Model Construction of International Chinese Language Education based on TQM

Wu Cai
With the continuous development of international Chinese language education, how to improve its quality has become a major issue. This paper describes the current development status, existing problems and development trend of international Chinese language education in accord with latest statistical...

Decoupling Byzantine Fault Tolerance from 802.11B in SCSI Disks

Xiangshi Kong
IPv6 must work. In fact, few leading analysts would disagree with the evaluation of randomized algorithms, which embodies the essential principles of algorithms. We introduce an analysis of RPCs, which we call Bub.