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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...

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...

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...

This paper examined bankruptcy predictive accuracy of five statistics models--discriminant analysis logistic regression, probit regression, neural networks, support vector machine (SVM), and genetic-based SVM (GA-SVM) that influenced by variable selection. Empirical results indicate that the SVM-based...

Security Exchange Commission in Taiwan requires all public companies to file and announce their monthly sales figure by the of the following month. This requirement has established another channel for market investors to obtain additional accounting information on a more timely basis than quarterly or...

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...

In the security infrastructure, intrusion detection has become an indispensable defense line in face of increasing vulnerabilities exposed in today’s computing systems and Internet. In this paper, our approach uses ontologies as a way of grasping the knowledge of a domain, expressing the intrusion detection...

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...

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...

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....

This paper provides the most complete evidence to date on the importance of monetary aggregates as a policy tool in an inflation forecasting experiment. Every possible definition of ‘money’ in the USA is being considered for the full data period (1960 – 2006), using the most sophisticated non-linear...

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...

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...

This paper outlines a data mining approach to analysis and prediction of the trend of stock prices. The approach consists of three steps, namely partitioning, analysis and prediction. A modification of the commonly used k-means clustering algorithm is used to partition stock price time series data. After...

A novel training paradigm for artificial neural networks had been developed and presented in this article. In the proposed approach, a revised version of particle swarm optimization (PSO) had been employed to find out the optimal connection weights of feed-forward artificial neural networks for given...

In order to be competitive in the semiconductor manufacturing industry, quality improvement and yield enhancement have received increasing attention. The research focuses on the molding process of Integrated Circuit (IC) assembly. The defects often occurred in molding process include hole, vein, crack,...

Concept hierarchies are important for generalization in many data mining applications. We propose a method to automatically build a concept hierarchy from a provided distance matrix. The method is a modification of traditional agglomerative hierarchical clustering algorithm. When two closest clusters...

Information technology (IT) has been extensively adopted in banking industries. The reasons for this massive adoption of IT are mainly twofold: for individual banks, IT can reduce banks’ operational costs (the cost advantage), and facilitate transactions among customers within the same network (the network...

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...

With the development of computer graphics and virtual realities, the demand for a content-based 3D model retrieval system becomes urgent. In this study, two features, grid sphere and dodecahedral silhouettes, are proposed and combined for 3D model retrieval. The experiments are conducted on a 3D model...

This paper proposed an effective and robust method to detect the rare behavior events within the compressed video directly. New motion feature called object-based accumulative motion vector (OAMV) is generated to extract a prominent motion feature and then polar histograms are used to describe the distribution...

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...

The purpose of this research is to use the visual inspection technique for the automatic tool wear measurement of different coated drills. The tool wear images with the different coated drilling are captured using a machine vision system incorporating with an effective vertex detection algorithm based...

Due to the flood of pornographic web sites on the internet, content-based web filtering has become an important technique to detect and filter inappropriate information on the web. This is because pornographic web sites contain many sexually oriented texts, images, and other information that can be helpful...

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...

Based on the fuzzy set theory, this study introduces three novel three-phase fuzzy feeder models for fast distribution system calculations. These fuzzy models are formulated using three lumped individual phase loads to represent single-phase, three-phase unbalanced, and nonuniformly distributed loads...

In this paper, a comparison study for the non-stationary power signal prediction by using several neural models is presented. A reliable and accurate neural forecasting model is trying to be found and concluded. This study is expected to provide some suggestions and could be treated as a reference for...

Fuzzy controllers in general are designed using the experts’ knowledge or human experience in order to decide the settings of a number of system factors. However, the relations between the factors and system performance are not easy to be determined. Usually, more than one system performance characteristic...

As the modern construction market and environment encounter drastic changes, a single company alone can no longer manage a complex project and satisfy project owner’s needs. Joint venture (JV) of companies, formed to integrate various expertises, becomes a necessity to obtain competitive advantages to...

A fuzzy logic controlled protocol that enables each station to tune its contention window based on the on-line channel sensing results is proposed for the wireless local area networks. Extensive simulations are provided to compare the performance of the proposed protocol with that of the distributed...

This work proposes a two-stage immune algorithm that embeds the compromise programming to perform multi-objective optimal capacitor placement. A new problem formulation model that involves fuzzy sets to reflect the imprecise nature of objectives and incorporates multiple planning requirements is presented....

By the grey-based Taguchi methods, this study attempts to analyze the process parameters pertinent to the multiple performance characteristics of linear motion guides and obtain the multiple performance characteristics of the noise level, push force value and horizontal combination precision of the linear...

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...

In this paper, an a-Si:H/a-SiC:H separated absorption and multiplication region superlattice avalanche photodiode (SAM-SAPD) is fabricated successfully by using combined effect of band edge discontinuity and build-in potential in p-n junction. We discuss the relationships among excess noise factor (Fe),...

We propose and demonstrate a holographic system using three beams to generate periodic patterns for fabricating photonic crystals. By properly adjusting the incident angle and intensity of three laser beams, the period and structure of interference pattern can be modified. Computer simulation results...

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...

A dynamic optical reconstructed system for digital hologram is developed using two commercially available twisted-nematic-liquid- crystal spatial light modulators (TNLC-SLMs), which are operating in the amplitude- and phase-mostly modulation modes, respectively. The complex modulated properties of this...

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...

One purpose of this paper is to propose hybrid neural network models for bankruptcy prediction. The proposed hybrid neural network models are, respecitvely, a MDA model integrated with financial ratios, a MDA model integrated with financial ratios and intellectual capital ratios, a MDA-assisted neural...

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...

We are developing an artificial stock market model with investor agents in order to analyze characteristics of a market price. In this paper, we analyze the effects of agent’s reaction rate to technical indicators in a financial market. Intensive experiments have suggested that trend follow investor...

Switching system implies data transmission between two communicating entities. This transmission can be either via trunks or it can be completely wireless, technically termed as Telephone Switching and Mobile switching, respectively. We report the implementation of a switching system using very high...