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Satoshi Itoh, Yasuyuki Murakami, Takashi Iba
This paper suggests that the interaction between consumers has an impact on market structure, in addition to each consumer’s own behavior. In this paper, we replicate the artificial market model proposed by Onozaki and Yanagita, and extend it by adding the network of consumers in order to show that the...
SuHoun Liu, Hsiu-Li Liao, Chou-Chih Hsieh
There were many researches about applying various data mining or text mining tools to patent analysis, and there were many scholars and experts have verified the accuracy and the feasibility of those tools. However, since mining tools always tried to analyze the content using some mathematic methodology,...
Chien-Chang Chou
The purpose of this paper is to propose a ranking method for solving fuzzy multiple criteria decision making (FMCDM) problems. The representation of multiplication operation on fuzzy numbers is useful for the decision makers to rank all alternatives and choose the best one under the fuzzy multiple criteria...
Chen Tsung Hung, Liu Shyh-Chang, Wang Peng-Shiang, Wan Peng-Shiang
Recently, owing to the fast-developing of the Internet technology, the popularity of the digital devices and the enhancement of the people’s computer ability, therefore the demand of ubiquitous personal knowledge services has gradually been mature. People can use these services to collect information,...
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....
CHUNCHIH CHEN
We extend the basic random walk Markov-Switching model in two ways and evaluate the out-of-sample forecasting performance on the Japanese yen during 1995-2004. First, we estimate both a two- and also a three-regime Markov switching models. Second, we add four exogenous variables as suggested in the monetary...
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...
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...
Peter Mulquiney
In this paper we analyse insurance data using Artificial Neural Networks (ANN)[1]. In particular, we use ANN for the problem of Loss Reserving. Loss reserving is the practice of estimating the future payments for the claims which have occurred on an insurance portfolio. A difficulty in forecasting...
Leila Sabeti, Q. M. Jonathan Wu, Jason Z. Zhang
This paper describes a new approach for implementation of an efficient real-time system proper for using in active video conferencing sessions. A camera tracks presenter’s head and its movements and orientations in an unconstrained environment automatically by its pan and tilt actions. Head or face is...
Arthur M.D. Shr, Alan Liu, Yen-Ru Cheng
In this paper, we propose the Fuzzy Scheduling System (FSS) to deal with the dedicated machine constraint. The constraint of having a dedicated machine for photolithography process is the new issue introduced in photolithography machinery due to natural bias. If we randomly schedule the wafer lots to...
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...
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...
Ping-Feng Pai, Wei-Chiang Hong, Feng-Min Lai, Jia-Hroung Wu, Shun-Lin Yang
Predicting fatigue life of composite materials is essential to increase reliability of manufacturing systems. The predicting techniques for fatigue life of composite materials are not widely investigated. The support vector regression (SVR) is an emerging forecasting technique and has been applied in...
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...
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...
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...
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...
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,...
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...
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...