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Pricing Asian Option is imperative to researchers, analysts, traders and any other related experts involved in the option trading markets and the academic field. Not only trading highly affected by the accuracy of the price of Asian options but also portfolios that involve hedging of commodity. Several attempts have been made to model the Asian option prices with closed-form over the past twenty years...
We present Timestamp Order Preserving (TOP), a replicated state machine (RSM) protocol that exploits the synchrony of networks to provide high performance. TOP uses physical timestamp of synchronized clock as a consistent total order to achieve consensus. It keeps estimating the bounds of network latency and offset of synchronized clock to deduce the commit time for each operation. It adopts speculative...
In order to improve the semiconductor device performance, decoupled plasma nitridation (DPN) process was used to form the ultra-thin gate oxide film. But we recently found serious residue defect on gate oxide film if we did lithography rework with chemical method. This defect was like a circular-pattern about several-micron in diameter and hard to be removed. The results also showed that the thickness...
Reinforcement learning (RL) is usually regarded as tabula rasa learning, and the agent needs to randomly explore the environment, so the time consuming and data inefficiency will hinder RL from the real application. In order to accelerate learning speed and improve data efficiency, in this paper we expand the symmetry definition from finite state space to infinite state space and then propose designing...
As the pace of modern life gets much faster, time is becoming more and more valuable among the crowds. Too much information winds right in people's face, and they feel difficult to remember everything properly and hardly find useful information through existing tools. At present, we don't have an intelligent and helpful application for sorting personal belongings or a map application which provides...
Nowadays, with rapid development of technology, Internet, mobile Internet, Internet of things and sensor network, cyberspace has expanded to a ubiquitous space of human beings, machines and Internet of things. The location of people is one of the most important feature in the Internet of things (IOTs). Therefore, we focus on identifying individuals behaviors based on their GPS trajectories to support...
For robotic agents to perform manipulation tasks in human environments at a human level or higher, they need to be able to relate the physical effects of their actions to how they are executing them; small variations in execution can have very different consequences. This paper proposes a framework for acquiring and applying action knowledge from naive user demonstrations in an interactive simulation...
With the development of wireless communications and embedded systems technologies, many smartphones are equipped with a multitude of sensors such as GPS and powerful computational, storage and communication capabilities. By these smartphones, location-based services provide the potentialto understand people's mobility pattern at an unprecedented level. How to discover people's personal mobility patterns...
Sudden Oak Death (SOD) has emerged rapidly and repeatedly in US and Europe, with devastating impact upon forest ecosystems and causing severe economic hardship to nursery operation. It has potential host vegetation with large spans in China which has similar environment and climate. Yunnan province was selected as typical study area here for EU and NA evolutionary lineage. It is assumed that there...
In this paper we discuss how the combination of modern technologies in “big data” storage and management, knowledge representation and processing, cloud-based computation, and web technology can help the robotics community to establish and strengthen an open research discipline. We describe how we made the demonstrator of a EU project review openly available to the research community. Specifically,...
This paper presents a tracking robot, which can chase its owner and go where the owner is. It adds a wireless beacon to the target to build a Radio Frequency (RF) wireless system. It uses correlative phase interferometry method based on wireless location of single receiving station to get the orientation of the target, and uses a sonar system to get distance information. Then it tracks the target...
In this paper we present a study on music mood classification by using only lyrics information. Specially considering the Chinese songs, the Chinese word-segmentation has caused intolerable errors and inadequate use of lyrics information. Our work proposes to use bag-of-character features instead of bag-of-word features to avoid the word segmentation error, which makes the classification more inaccurate...
Data sparseness is one of the most challenging problems in collaborative filtering(CF) based recommendation systems. Exploiting social tag information is becoming a popular way to alleviate the problem and improve the performance. To this end, in recent recommendation methods the relationships between users/items and tags are often taken into consideration, however, the correlations among tags from...
Nowadays, the demand for travel personality and intelligence is growing with each passing day. In this paper, the authors have designed a cloud-services-oriented personal travel application called "Cloud Travel" which used in mobile phones. The "Cloud Travel" is a highly personalized travel arrangement and auxiliary tool with distributed computing technology, it recommends travel...
In recent years, recommendation systems have developed greatly, and is so widely used in online systems such as book, movie or friend recommendation. Current recommendation systems have problems with cold start and new entry. Cyber-Anima is a cyber-image of a user's anima, and we can derive one's cyber-anima by its user input and other observations of the user. With Cyber-Anima, we can build a recommendation...
Considering the problem generated by cyber attack threat on C4ISR system structure, a modeling and simulation method on C4ISR system structure effect based on statistical parameter of complex network is proposed. Firstly, the concept about C4ISR system structure effect is first presented, and two different structure effects are proposed: system structure damaged effect and structure efficiency reduction...
Existing typical algorithms of string matching are too difficult for taking advantage of multicore platforms. OpenMP (Open Multi-Processing) supports multiprocessing application programming interface with shared memory. We introduce a parallel Aho-Corasick algorithm based on OpenMP for shared memory, which exploits the non-deterministic finite automaton with space efficient for larger patterns. The...
Traditional mixed-signal design verification is carried out separately by analog team who run transistor level simulation through different corners, and by digital team who run block simulation on RTL while using analog mixed-signal (AMS) behavior model to represent analog function. That method could not meet the verification requirements for advanced IP integrated SoC designs anymore. An integrated...
The term online peer-to-peer E-finance (P2P) describes the finance origination process between private individuals on online platforms were financial institutions operate only as intermediates required by law. Initialized by groups in online social networks, a commercial online P2P E-finance Platform has been designed in Guangzhou, China. Thus online P2P E-finance Platform is a relatively young research...
Considering the problem of tampering or forging the operational application information of military information systems, an information-tampered approach based on Winsock2 SPI technology is proposed in this paper. According to design the communication interface of systems information transmission service. In order to realize the purpose of monitoring and capturing the transmission information, we...
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