Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

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342 articles
Proceedings Article

An Empirical Investigation of Internet Banking Adoption from Bank Personnel Perspective

Wen-Hsiung Wu, Yi-Ming Tai, Mei-Se Chien, Len-Kuo Hu
About the issue of Internet banking adoption, based on technology acceptance model (TAM), past researches mainly focused on the customers, but seldom researches looked at the Internet banking adoption from banks and their personnel. The bank personnel have financial professionals and are crucial users...
Proceedings Article

Accuracy Improvement in the Nano-Displacement Measurement Based on the Doppler-Interferometry Method by Cross-talk Reduction

Saeed Olyaee, Shahram Mohammad Nejad
In this paper, accuracy improvement in the displacement measurement systems using Doppler-interferometry method is presented. The cross-talk error reduction methods are also discussed. Based on the mentioned method, a new nano-displacement measurement system is designed. In the designed system, the signal...
Proceedings Article

Scheduling Mechanism for WLAN Frame Aggregation with Priority Support

Yang-Sheng Lin, Jun-Yao Wang, Wen-Shyang Hwang
For the overheads of 802.11 WLAN, several frame aggregation mechanisms had been proposed to deal with this shortcoming. Since the rare consideration of QoS in these proposals, we took advantage of 802.11e queueing model to enhance the priority scheduling. This paper approaches to eliminate the decomposition...
Proceedings Article

Evaluating Uncertain Income Streams under a Regime-Switching Process

Yungchih George Wang
This paper extends the dynamic programming, utility maximization model proposed by Wang (2004) to value an investment opportunity whose income streams follows a regime-switching process in incomplete markets. Specifically, the model is applied to solve for certainty equivalent of an investment opportunity...
Proceedings Article

The Sequential Compound Option Pricing with Random Interest Rate and Application to Project Valuation

Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen
This paper proposes the pricing formula of sequential compound options (SCOs) with random interest rate and the applications call Milestone Project Valuation (MPV). Most compound options in literatures are 2-fold with constant parameters through time. The multi-fold compound options are just sequential...
Proceedings Article

Warrants Price forecasting using kernel machine and EKF-ANN: a comparative study

Hsing-Wen Wang, JIAN-HONG WANG, TSE-PING DONG, SHENG-HSUN HSU
The Black-Scholes options pricing model (BSM) is limited by the influences of many unexpected real world phenomena caused due to its six unreasonable assumptions, which often make the miss-pricing result because of the difference of market convention in practical. If we were to soundly take these phenomena...
Proceedings Article

Fuzzy Distance of Trapezoidal Fuzzy Numbers

Shan Huo Chen, Chien-Chung Wang
Fuzzy distance is applied on data analysis, classification, and production positioning analysis widely. In this paper, We introduction a fuzzy distance by using graded mean integration representation of generalized fuzzy number and the span of fuzzy number, We also discuss the distance of the linguistic...
Proceedings Article

Investigate C+L Band EDFA/Raman Amplifiers by Using the Same Pump Lasers

Shien Kuei Liaw
A novel hybrid C+L band EDFA/RFA is designed to share the 1480 nm pump laser(s). The concepts are based on three-level amplification mechanism for the C band EDFA and Raman shift amplification mechanism for the L band RFA, respectively. It has the advantage to simplify the pump source design. The optimum...
Proceedings Article

CPW Filters with Defected Ground Structures for RF and Microwave Applications

Yeong-Lin Lai, Pei-Yen Cheng
New coplanar waveguide (CPW) filters with a fork-shaped defected ground structure (DGS) are proposed for radio-frequency (RF) and microwave applications. The miniature CPW DGS filters developed are based on the silicon technology. The filters are able to provide the bandstop characteristics with high...
Proceedings Article

A Framework for Knowledge-based Management Model on Decision-Making

Shao-Shin Hung, Damon Shing-Min Liu
Knowledge management (KM) is suggested as a method to manage and apply knowledge for business management. In this paper, we suggest a framework based on OPF (Open Process Framework) meta model for the knowledge-based decision-making. Based on the modeling method of OPF, we can translate partial and implicit...
Proceedings Article

A Study on Imputing Censored Observations for Exponential Distribution Based on Random Censoring

Kuo-Ching Chiou
Censoring models are frequently employed in reliability analysis to reduce experimental time. There are three censoring model: type-I, type-II and random censoring. In this study, we focus on the right-random censoring model. In the previous literature, an imputation of the censored observation is considered...
Proceedings Article

String Filtering of a Large String Collection on Mobile Devices using a Neural Network

Heng Ma, Chia-Cheng Liu
String matching of a large string collection on mobile devices has been a difficult problem because of the memory space and computing speed constraints. We propose a method to efficiently determine whether a query string exists in the large string collection. The proposed method, based on a string encoder...
Proceedings Article

Apriori Data Mining on Rotationally Invariant Multiresolutional Moments for Pattern Recognition

Annupan Rodtook, Stanislav Makhanov
We propose a new feature selection procedure based on a combination of a pruning algorithm, Apriori mining techniques and fuzzy C-mean clustering. The feature selection algorithm is designed to mine on a multiresolution filter bank composed of rotationally invariant moments. The numerical experiments,...
Proceedings Article

An Empirical Study for Dynamic TIPP Policy Using XCS with Knowledge Rules

Mei-Chih Chen, Ming-Chia Huang, An-Pin Chen
The purpose of this empirical study is intended to investigate XCS (Extended Classifier System) based model with knowledge rules for dynamic TIPP (Time Invariant Portfolio Protection) policy. There are two XCS-based agents in the proposed model (MA-TIPP).One agent dynamically optimizes Multiple and Tolerance...
Proceedings Article

Learning Martingale Measures From High Frequency Financial Data to Help Option Pricing

Hung-Ching (Justin) Chen, Malik Magdon-Ismail
We provide a framework for learning risk-neutral measures (Martingale measures) for pricing options from high frequency financial data. In a simple geometric Brownian motion model, a price volatility, a fixed interest rate and a no-arbitrage condition suffice to determine a unique risk-neutral measure....
Proceedings Article

Stock Data Mining through Fuzzy Genetic Algorithms

Longbing Cao, Chao Luo, Jiarui Ni, Dan Luo, Chengqi Zhang
Stock data mining such as financial pairs mining is useful for trading supports and market surveillance. Financial pairs mining targets mining pair relationships between financial entities such as stocks and markets. This paper introduces a fuzzy genetic algorithm framework and strategies for discovering...
Proceedings Article

Dimensionality Reduction using GA-PSO

Cheng-Hong Yang, Chung-Jui Tu, Jun-Yang Chang, Hsiou-Hsiang Liu, Po-Chang Ko
The feature selection process can be considered a problem of global combinatorial optimization in machine learning, which reduces the number of features, removes irrelevant, noisy and redundant data, and results in acceptable classification accuracy. In this paper, we propose a combination of genetic...
Proceedings Article

Two Are Better than One?

Ming-Yuan Li
In this paper we adopt the Markov-switching specification to establish the hybrid model with time-varying loading on each of chartist and fundamentalist techniques. The US dollar exchange rates of four Asian tiger countries’ currencies serve as the representative examples in this paper. Our empirical...
Proceedings Article

Two-dimentional Encoding Schema and Genetic Operators

Tzung-Pei Hong, Ming-Wen Tsai, Tung-Kuan Liu
In this paper, we propose a new genetic algorithm based on the two-dimensional encoding method. Appropriate two-dimensional crossover and mutation operations are designed based on the two-dimensional representation to generate the next generations. A two-dimensional repairing mechanism is also proposed...
Proceedings Article

A quantum model of dynamic interdependent uncertainties for industrial organizations

William Lawless, Laurent Chaudron
A major failure of rational models (cognitive science, game theory) of organizations is the use of static concepts of interdependence to predict dynamic behavior. A quantum model of organizations transforms the traditional model with its dynamic interdependence of uncertainty. We consider field and laboratory...
Proceedings Article

Return Distribution under Behavioral Biases: A Numerical Simulation Study

Xiaoguang Yang, Fenghua Wen, Delong Huang, Qiujun Lan
Investors’ overconfidence and regret aversion lead to behavioral biases, such as over-reaction、under-reaction and disposition effect. By constructing a numerical simulation model, this paper shows that, return distributions under the behavioral biases have higher peaks and fatter tails, and they are...
Proceedings Article

Super-fair Platforms Widely Hidden in Multinational Securities Business

Ruan Jishou, Jun He, Qi Dai
A general phenomenon puzzles all investors is that on one hand, most individual investors believe they need to construct the portfolio consisting of 15 or more stocks to prevent risk because that large investment companies frequently get high returns is due to they obey the existing investment theory...
Proceedings Article

1/f Fractal Signals Denoising with Dual-Tree Complex Wavelet Transform

Xueyan Li, Shuxu Guo, Ye Li, Jingwei Fu, Shuai Jiang
In the paper, an algorithm based on Dual-Tree Complex Wavelet Transform is proposed for process denoising. Use the variance of the wavelet coefficients at different scales to estimate the parameters of process. Adopting Maximum a Posteriori estimator estimates the wavelet coefficients of process. The...
Proceedings Article

Dynamic Handoff Ordering Adjustment for Multimedia Cellular Network

Chow-Sing Lin, Ping-Jing Huang
In multimedia cellular network, a Mobile Host (MH) requests multimedia services and may experience handoffs to several cells. When the target cell cannot provide adequate bandwidth for a service, instead of directly dropping a request, the MH is put into the handoff queue and hopefully the request bandwidth...
Proceedings Article

Difficulty of cooperation in iterated multi-Prisoner's Dilemma situation-Experimental evidence-

Kazuhito Ogawa, Tetsuya Kawamura, Tatsuya Kikutani, Sobei H. Oda
Using the laboratory experiment and simple multi–Prisoner’s dilemma model, this paper explores the effect of the change in the number of contacts and in the contact (payoff) structure, and then the characteristics of the strategy that leads players to reach mutual cooperation. When the number of contacts...
Proceedings Article

The Prediction for Index Futures Returns and the Relational Analysis of Spillover Effect

Ling-ming Kung, Shang-Wu Yu
This paper adopts the grey prediction methods, to investigate the return and volatility of major index futures among American and Eurasian markets. The grey relational theory and GM(1,N) model are further used to observe the volatility spillover effect and find the main influence factor in the volatility...
Proceedings Article

The Distinctiveness of Individuals: Using Knowledge Structures To Represent Research Focuses; The Field of Stem Cell Research

Jonathan Feinstein
Building on the framework presented in The Nature of Creative Development (Stanford U. Press, 2006), I describe an approach for representing researchers' focuses of research activity in a field; the approach is based on use of a knowledge representation framework. Application is made to the field of...
Proceedings Article

Emergence of Overconfidence Investors in Financial Markets

Hiroshi Takahashi, Takao Terano
This research utilizes the Agent-Based Model to clarify microscopic and macroscopic links between investor behavior and price fluctuations in the financial market. This analysis places focus on the role that investors’ overconfidence plays in the financial market. As a result of this analysis, it has...
Proceedings Article

Image Up-Sampling Using Discrete Wavelet Transform

Ping-Sing Tsai, Tinku Acharya
Image up-sampling is found to be a very effective technique useful in today’s digital image processing applications or rendering devices. In image up-sampling, an image is enhanced from a lower resolution to a higher resolution with the degree of enhancement depending upon application requirements. It...
Proceedings Article

An Improved Vector Quantizer Design Method: the Codebook Reorganization Algorithm

Ting-Wei Hou, Houng-Kuo Ku, Yuan-Tsung Chen
Generalized Lloyd Algorithm(GLA) is important in vector quantizer design. It runs fast, but it is sensitive to initial conditions and it may find a local optimum. We propose an improved approach based on GLA, named vector quantized codebook reorganization algorithm (VQCRA). VQCRA finds better codebooks...
Proceedings Article

Data Fusion and Multi-fault Classification Based On Support Vector Machines

Guohua Gao, Yongzhong ZHANG, Yu ZHU, Guanghuang DUAN
As a new general machine-learning tool based on structural risk minimization principle, Support Vector Machines (SVM) has the advantageous characteristic of good generalization. For this reason, the application of SVM in fault diagnosis field has becomes one growing reach focus. In this paper, data fusion...
Proceedings Article

Scene Classification for Baseball Videos Using Spatial and Temporal Features

Mao-hsiung Hung, Chaur-Heh Hsieh, Ying-Chung Zhu
Correct classification of various kinds of scenes in sport videos is essential for higher-level content analysis such as event detection. The paper presents a novel technique for the classification of the typical scenes of baseball videos. The spatial color features are employed to detect pitch scene...
Proceedings Article

Urban Traffic Intersection Incident Prediction Using AI Algorithm

Yaguang Kong, Huakui Chen
Automatic incident detection and characterization is urgently require in the development of advanced technologies used for reducing non-recurrent traffic congestion on urban traffic. This paper presents a new method using data mining to identify automatically freeway incidents. As a component of a real-time...
Proceedings Article

90-nm Wideband Optical Amplifier Including an Semiconductor Optical Amplifier and a DCF-based Raman Fiber Amplifier with Gain Clamping and Dispersion Compensation

Chia-Hsiung Chang, Hermann Lin
We have experimentally demonstrated the gain-clamped wideband optical amplifier using a DCF-based Raman amplifier and an semiconductor optical amplifier for 90-nm wide bandwidth amplification with good gain flatness (of 3 dB) as well as dispersion compensation of 10Gb/s DWDM signals over 100-km SMF link....
Proceedings Article

A Key Renewal Scheme under the Power Consumption for Wireless Sensor Networks

Chien Lung Wang, Tzung-Pei Hong, Gwoboa Horng, Wen-Hung Wang
In this paper, we propose a distributed, reliable and low-power-consumed key-renewal scheme for wireless sensor networks. The proposed scheme is divided into parts: the server part and the sensor-node part. The server will produce an appropriate key-generation function (KGF) for key renewal on sensor...
Proceedings Article

The Logic of Uncertainty with Irrational Agents

Boris Kovalerchuk, Germano Resconi
Modern axiomatic uncertainty theories (fuzzy logic, probability theory and others) provide a calculus for manipulating with probabilities, membership functions, and degrees of belief when the initial values such as probabilities of elementary events are already given. These theories do not include a...
Proceedings Article

A Hybrid System with Petri Net and Fuzzy Theory

Rong-Hou Wu, Yang-Han Lee, Yih-Guang Jan, Hsien-Wei Tseng, Ming-Hsueh Chuang, Jheng-Yao Lin
In this paper, we issue a hybrid system, which is integrated with the fuzzy system and Petri net models. We exploit the characteristics, imprecise or ambiguous information, of fuzzy theory to map the algorithm of crisp inputs and outputs, furthermore, model problems, product a nonlinear function, and...
Proceedings Article

Long-Term Asset Management Strategy under Loss Aversion: A Quasi-Ladder Payoff Distribution Approach

Huai-i Lee, Hsinan Hsu, Len-Kuo Hu
The prospect theory implies that the inclusion of a gain-lock-in device into the floor of portfolio insurance can benefit the long-term asset management under loss aversion. We find that the relaxation of the multiple of the CPPI from a constant to a dynamic can improve the performance in the short-term....
Proceedings Article

An Interactive Intelligent Search Engine Model Research Based on User Information Preference

Dan Meng, Xu Huang
Web service is very important for both e-commerce and e-government. However, web service process based on syntax level can’t deal with some user query very effectively. In order to make user get more information on the internet, semantic web is presented and a lot of related research results have been...
Proceedings Article

Mining Objects Correlations to Improve Interactive Virtual Reality Latency

Shao-Shin Hung, Hsing-Jen Chen, Damon Shing-Min Liu
Object correlations are common semantic patterns in virtual reality systems. They can be exploited for improving the effectiveness of storage caching, prefecthing, data layout, and minimization of query-response times. Unfortunately, this information about object correlations is unavailable at the storage...
Proceedings Article

Performance Assessment of MC Placement for Multicast Routing in WDM Networks with Spare Light Splitting

I-Shyan Hwang, Tsung-Ching Lin, Zen-Der Shyu
This investigation examines all-optical multicast routing in wavelength-routed optical networks with sparse Multicast Capable (MC) nodes that have three phases. The first phase is the MC node placement, and the maximum path count first (MPCF) algorithm is utilized to obtain candidates for MC nodes. The...
Proceedings Article

A novel OoS-aware Routing for ad hoc networks

Tung-Shih Su, Chih-Hung Lin, Wen-Shyong Hsieh
Most routing protocols focus on obtaining a workable route without considering network traffic condition for a mobile ad hoc network (MANET). Therefore, the quality of service (QoS) is not easily achieved by the real time or multimedia applications. To support QoS, this work proposes a QoS-aware routing...
Proceedings Article

Inversion detection in text document images

Hamid Pilevar, Ramakrishnan
OCR makes it possible for the user to edit or search the document’s contents. In this paper we describe a special water fill technique for detecting the upside down text document. Each character has a upside and downside filling capacities. A character may have two sides or one side filling capacity...
Proceedings Article

A class of nonlinear stochastic volatility models

Jun Yu, Zhenlin Yang
This paper proposes a class of nonlinear stochastic volatility (SV) models based on the Box-Cox transformation. The proposed class encompasses many parametric SV models that have appeared in the literature, including the well known lognormal SV model, and has an advantage in the ease with which different...
Proceedings Article

A QoS Improvement for Mobile Network in Large Vehicles

Chia-Hui Wang, Te-Chih Wang
In large vehicles such as a train, passengers can access Internet through an in-vehicle mobile router to effectively reduce the cost and overhead of roaming to a new network. While we apply the idea of mobile network into large vehicles, the critical issue is how to build up seamless Internet access...
Proceedings Article

Convergence of GARCH Estimators: Theory and Empirical Evidence

Dietmar Maringer, Peter Winker
The convergence of estimators, e.g., maximum likelihood estimators, for increasing sample size is well understood in many cases. However, even when the rate of convergence of the estimator is known, practical application is hampered by the fact, that the estimator cannot always be obtained at tenable...
Proceedings Article

The Influence of Investor Psychology on Disposition Effect

Shu Chun Hsiao, Sun Pi-Chuan
In 1980s, many empirical researches’ findings (i.e., Shiller(1984), Thaler (1985) et al. ) did not support efficient market hypothesis (EMH). Previous studies (e.g., Bernartzi and Thaler, 1995) related to behavioral model suggest that certain market anomalies are consistent with the presence of irrational...
Proceedings Article

The Indicators of M&A or Green Field Investment Behavior: the Evidence from Power Industry

Qiusheng Zhang, Guanghui Ye, Yunhua Chen
M&A and green field investment (GFI) are very important methods of company growth. Each of the investment ways could bring different outstanding achievement and development of company, so it is very important to choose the way of investment. This paper discusses the boundary of M&A and green field investment...
Proceedings Article

The Credit Risk Pricing with Particle Filter Approach

Her-Jiun Sheu, Chih-Liang Liu
Traditional evaluation of firm’s market value in credit risk analysis could be contaminated by market noises. The purpose of this article is to price the credit risk in the distance to default with particle filter approach. Compared to the traditional methods, the estimate of the distance to default...