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

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342 articles

A Final Price Prediction Model for online English Auctions ─ A Neuro Fuzzy Approach

Chin-Shien Lin, Shihyu Chou, Chi-Hong Chen, Tai-Ru Ho, Yu-Chen Hsieh
Markov Chain Model provides a concise mathematical model to describe the online English auction process, converting the complicated interaction between the bidders and auctioneer into a tractable mathematical problem, which is a milestone for researches involved in this area. However, the assumptions...

Detecting and Classifying Emotion in Popular Music

Chia Chu Liu, Yi Hsuan Yang, Ping Hao Wu, Homer Chen
Music expresses emotion. However, analyzing the emotion in music by computer is a difficult task. Some work can be found in the literature, but the results are not satisfactory. In this paper, an emotion detection and classification system for pop music is presented. The system extracts feature values...

Fast Occluded Object Tracking Technique with Distance Evaluation

Tsung-Han Tsai, Yuan-Chen Liu, Dung-Mau Chen, Chung-Yuan Lin
Objects in the world exhibit complex interactions.When captured in a video sequence, some interactions manifest themselves as occlusions. A visual tracking system must be able to track objects which are partially or even fully occluded. Occlusion is a difficult problem in target tracking, especially...

Enhanced Competitiveness of Multi-Agent System by Special Algorithm

Tin Yau Pang, Kwok Yip Szeto
Resource allocation in the econophysics of competing supermarket chains, modelled as a Multi-Agent System is addressed in the context of finding good method to increase the competitiveness of the company in networked economy. A special swapping algorithm which increased the local clustering effects of...

A Study of the Performance Evaluation for Airline Operation

Gin-Shuh Liang, Tsung-Yu Chou, Shan-Shan Chuang
Combining the concepts of balanced scorecard, fuzzy set theory and entropy, a systematic fuzzy multiple criteria decision making (MCDM) for airlines operating performance evaluation is proposed. A hierarchical structure is constructed through the concept of balance scorecard includes four perspectives:...

Law and University Efficiency: The Amendment of the University Law in Taiwan

Rong-Ruey Duh, Jenn-Shyong Kuo
This paper examines the effect of the amendment of an education-related law on university efficiency using the 1994 University Law amendment in Taiwan as a case study. The results indicate that prior to the 1994 amendment; private universities operate in a more efficient manner than public universities....

General Election Hatena: The First Political Prediction Market in Japan

Hiroshi Yamaguchi
Last year, a Tokyo-based internet venture firm, Hatena Co., ran a political prediction market that was designed to predict the result of the General Election of the Lower House of the Diet, held on September 11, 2005. The market showed reasonable predictive ability that was comparable with the predictions...

On Evolution of Bank Runs

Jie-Shin Lin
Bank runs are usually happened as such that depositors panic and following the consequence of interaction between depositors withdraw their deposits. It is an issue of debt obligation between bank and depositors and an issue of bank capitals distribution among depositors. We consider the role of information...

Volatility Dynamics of the Greater China Stock Markets: A Multivariate Asymmetric Approach

Kin Yip Ho
This paper examines the volatility dynamics of the greater China stock markets (Shanghai A- and B-shares, Shenzhen A- and B-shares, Taiwan, and Hong Kong) by employing a multivariate (tetravariate) framework that incorporates the features of asymmetries, persistence, and time-varying correlations, which...

Adaptive Fuzzy Modeling For A Large-Scale Nonlinear System

Jialin Liu
A data-driven Takagi-Sugeno (TS) fuzzy model is developed for modeling a real plant with the dependent inputs, the nonlinear and the time-varying input-output relation. The collinearity of inputs can be eliminated through the principal component analysis (PCA). The TS model split the operating region...

A Near-optimal Slot Assignment Algorithm for RFID Reader Networks

Chun-Fu Lin, Frank Yeong-Sung Lin, Cheng-Ta Lee
In this paper, we propose a method that reduces the cycle time of RFID reader networks by overlapping slots. A mathematical formulation of the problem is specified and an effective heuristic algorithm is developed.

A new design of laser phase-shift range finder independent of environmental conditions and thermal drift

Shahram Mohammad Nejad, Kiazand Fasihi
This paper presents a technique to improve the performance of laser phase-shift range finders. The phase measurement is performed by using a new method to extract the phase-shift data from the peak of received and transmitted intermediate frequency signal amplitudes. The pulse width modulation is used...

Hybrid wavelet -SVMs for modelling derivatives valuation

Hsing-Wen Wang, Shian-Chang Huang
Due to the rapid grow up of transaction volume of derivatives in the financial market, the Black-Scholes options pricing model (BSM) is played an important role recently and widely applied in various options contract. However, this theoretical model limited by the influences of many unexpected real world...

Understanding Social Complex Systems with PlatBox Simulator

Takashi Iba
This paper presents a framework and tools for modeling and simulating societies as complex systems. Although the concept of the complex systems has been highly demanded in social sciences, there is no satisfactory scheme for modeling and simulating it. In this paper, we propose the model framework, which...

An Improvement on Secure E-mail Protocols Providing Perfect Forward Secrecy

Iuon-Chang Lin, Yang-Bin Lin, Chung-Ming Wang
In 2005, Sun, Hsieh, and Hwang proposed two secure e-mail protocols with perfect forward secrecy. In the first protocol, the authors apply smart card and Diffie-Hellman key agreement scheme to achieve the perfect forward secrecy. However, due to it requires a smart card to store some parameters, it is...

Applying XCS Model to Spread Trading of Taiwan Stock Index Futures

Jung-Bin Li, Shih-Chuan Fu, An-Pin Chen
This study attempts to find the possibility of making relatively higher profit with lower risk when trading futures commodities. The system applies XCS classifiers to explore the rules of spread trading of these commodities. Our simulation holds a trading strategy that in every transaction, the proposed...

An Evolutionary Weight Encoding Scheme and Crossover Methodology in Portfolio Assets Allocation

Ping-Chen Lin, Po-Chang Ko, Hsin-Chieh Wang
Most of GA-based portfolio assets allocation uses normalization method to allocate investment asset’s weight. However, the normalization process will cause unease converging and even diverging characteristics, because it changes the gene’s relativity of address in chromosome. In this paper, we propose...

Evolutionary Fuzzy Case-based Reasoning for Financial Performance Ranking

Sheng-Tun Li, Hei-Fong Ho, Yi-Chung Cheng
we propose a hybrid decision model for supporting the ranking financial status of corporations using case-based reasoning augmented with genetic algorithms and the fuzzy nearest neighbor method. An empirical experimentation on 746 cases was conducted that shows that the average accuracy of the ranking...

Applying Grey Relation Analysis to Establish the Financial Distress Prediction Model for Electronic Companies in Taiwan

Meng-Fen Hsieh, Rong-Tsu Wang, I-Chuan Lu
Most researches have focused on the use of document feedback or factor analysis as metrics for financial distress prediction. The theoretical basis for the former is relatively weak, while the latter is severely limited by data requirements. As such, this paper will instead use grey relation analysis...

Recognition of profitable customers for dental services marketing--a case of dental clinics in Taiwan

Bih-Yaw Shih, Wan-I Lee, Yi-Shun Chung, Ai-Wei Chen, Yichaio Sui
The medical care industry has been dramatically developed in the last two decades in Taiwan and it has resulted in an extremely risky position. The purpose of the research was the development of a neural network model to recognize profitable customers for dental services marketing. Data set was built...

A Study of Improving the Coherence in Multi-Step Ahead Forecasting

Chao-Fu Hong, Yung-Sheng Liao, Mu-Hua Lin, Tsai-Hsia Hong
The traditional multi-step ahead prediction is based on sequential algorithm to run multi-step ahead prediction and it brings error propagation problem. Furthermore, the prediction error of multi-step ahead includes both system and propagation errors. Therefore, how to decrease the propagation error...

An Innovative Use of Historical Data for Neural Network Based Stock Prediction

Tak-chung Fu, Tsz-leung Cheung, Fu-lai Chung, Chak-man Ng
Using artificial neural network is a common approach for the stock time series prediction problem. Unlike variety of researches that focus on selecting different indicators, network training, network architecture, etc., we are focusing on the selection of appropriate time points from the time sequence...

Multivariate Panel Cointegration Models and Money Demand Function

Chang Chun Ping, Lee Chien-Chiang
Is just only one cointegrating vector among the panel variables? Based on the multivariate maximum likelihood cointegration tests offered by Larsson et al. (2001), the findings here provide solid evidence of the presence of at least two cointegrated vectors for the money demand function in GCC countries.

Multilevel Stochastic Dynamic Process Models and Possible Applications in Global Financial Market Analysis and Surveillance

Heping Pan
This paper advances Multilevel Stochastic Dynamic Process (MSDP) models as a new framework for modeling nonstationary and nonlinear time series and complex systems, and discuss possible applications of MSDP models in global financial market analysis and surveillance. Under the heterogeneous market hypothesis,...

Inter-Commodity Spread Trading Using Neural Network and Genetic Programming Techniques

Meng-Feng Yen, Tsung-Nan Chou, Ying-Yue Ho
We employ the methods of neural network (hereafter NN) and genetic programming (hereafter GP) in this paper to construct a spread trading system, respectively, to forecast the trend of the price spread between Taiwan Stock Exchange Electronic Index Futures (hereafter TE) and Taiwan Stock Exchange Finance...

A Quantitative-Behavioural Approach to Modelling Stock Market's Microstructure

Michael Huetl, Otto Loistl, Johannes Prix
We present a Markov process that provides an analytical framework for a comprehensive analysis of trading efficiency comprising price and order data. Agents place orders and/or accept already placed orders. Transactions are generated by matching orders. We apply the well known Discrete Choice logit approach...

Graphical Models for the Identification of Causal Structures in Multivariate Time Series Models

Alessio Moneta, Peter Spirtes
In this paper we present a semi-automated search procedure to deal with the problem of the identification of the contemporaneous causal structure connected to a large class of multivariate time series models. We propose to use graphical causal models for recovering partial information about the contemporaneous...

A Measure Method for Indiscernibility in Imperfect Information System

Jiye Liang, Jifang Pang
Traditionally, the information system is assumed to be perfect, i.e. attribute values are not missing and supposed to be precise. In fact, imperfect information system is always existent. In this paper, based on imperfect information system (include missing data and imprecise data), the concepts of indiscernibility...

Adaptive snake model with automatic force rectification

Din-Yuen Chan, Cheng-Li Chiu, Wei-Ta Chien
Most applications of snake model are domain-specific, while specifying fixed snake coefficients to an image in problem. In this paper, we propose content-triggered adaptive snake model (CASM) to lead all the parameters of snake model to be automatically adapted for various images in the noisy environment....

Bisection Algorithms for Solving lambda-Fuzzy Measures

Ting-Yu Chen, Jih-Chang Wang
The theory of fuzzy measures has a great potential for real world applications, but limited by the lack of suitable identifying methods. This research proposes a bisection algorithm based on Sugeno measures. The proposed method is simple enough to suit the practical applications for the required data...

A String Comparison Approach to Process Logic Differences between Business Process Models

Yeh-Chun Juan
Analyzing process logic differences between company’s process and best practice process can assist project team in discovering process improvement opportunities. Process logic comparison has been mentioned in some literature, but research in this area still lacks effectively and efficiently analytical...

A Personal Financial Planning Model Based on Fuzzy Multiple Goal Programming Method

Chieh-Yow ChiangLin
Traditional financial planning procedures began from taking into account the planner’s initial financial situation, his/her financial goals, and expectations for the future, etc. and then calculating the future cash flows for different time periods under variant scenarios. If the planning result cannot...

Calibration Method Accuracy Evaluation via depth reconstruction

Lucile Martin, Christophe Leroux, Edwige Pissaloux
This paper presents a fast method to evaluate the accuracy of a calibration method of a stereovision rig built with commercially available cameras. The method allows by retro projection to quantify very precisely errors in terms of depth reconstruction. The proposed method has been evaluated on the depth...

PRATYUG-"The total security system"

Sivaraman Sriram, Chandan Nadadur
“The innocent are always the first to suffer”. This is an often used proverb. In our quest to make them strong we have devised a total hack proof system for the communication process. In our mission the hackers are not the hunters but the prey. So we introduce a new security system called the bio scanning...

Case Mining from Raw Data for Case Library Construction

Chien-Chang Hsu, Ye-Hong Huang
Case-based reasoning systems usually use prior experiences and examples to solve problems. The successfulness of the systems depends on the completeness of case library. It may generate contradictory solutions or increase adaptation cost if the case library contains irrelevant and disordered cases. This...

Combing Extended Kalman Filters and Support Vector Machines for Online Option Price Forecasting

Shian-chang Huang
This study combines extended Kalman filters (EKFs) and support vector machines (SVMs) to implement a fast online predictor for option prices. The EKF is used to infer latent variables and makes a prediction based on the Black-Scholes formula, while the SVM is employed to capture the nonlinear residuals...

Cost Saving Strategies for Bank Operations

Ann Shawing Yang
Recent financial liberalization in Taiwan has caused local banks to face major structural changes. This paper examines the cost structure of 36 local banks in Taiwan using the translog cost function and attempts to identify suitable operating strategies for cost reduction and performance improvements....

A Financial Decision Supporting System Based on Fuzzy Candlestick Patterns

Chiung-Hon Lee, Alan Liu
A financial decision supporting system based on the fuzzy candlestick pattern is proposed and developed. We model Japanese candlestick patterns by using fuzzy linguistic variables. Japanese candlestick theory is an empirical model of investment decision. The theory assumes that the trend of financial...

Applying Technical Analysis of Stock Trends to Trading Strategy of Dynamic Portfolio Insurance

Jung-Bin Li, Sheng-Hsiu Wu, Mu-Yen Chen, An-Pin Chen
In the trading operation of dynamic portfolio insurance, TIPP (Time Invariant Portfolio Protection), when adjusting active assets, only considers the scale of asset of that time regardless of how market trend proceeds. In other words, TIPP is clumsy in evading loss and pursuing profits. This study makes...