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CARRX model is a new volatility model. This paper applies least squares support vector regression to the CARRX model and a LSSVR-based CARRX model is established for predicting the range volatility of Chinese stock index. Out-of-sample forecasting results of using the LSSVR-CARRX model are compared with that of the ANN-CARRX model. Empirical results show that for the RMSE, MAE, MPE, Theil and Mincer-Zarnowitz...
We present and study, in this paper, a Tagaki-Sugeno(TS) fuzzy model that consists in a family of linear models mixed together with nonlinear membership functions. We apply this method to the problem of treatment of diabetics. Taking the insulin infusion rate as the input and the blood glucose rate as the output, we consider the patient as a black box [12], [11], whose model has to be obtained from...
An improved model based on Kohonen neural network, called self-organizing map neural network with two winners (SOM2W), is applied to assess stock companies in this paper. In addition, in order to improve the precision of solutions, tabu-mapping method is also used to avoid that the same output node is mapped by more than one input. The clustering analysis for the stock is also done by using SOM2W...
Along with the development of wireless technology and especially 3Gpsilas throw into commercial, the mobile value-added services gradually popular used, such as mobile automatic question and answer (Q/A) system. But the current mobile Q/A system mainly based on FAQ database, the question and answer can not be validated and updated by itself. So this paper attempts to implement a p2p based model updatable...
Transactions are the most common phenomenon in market economy. But in theoretical research, modeling a transaction is a complex problem unsolved. In this paper, firstly, natural rationality (A) is defined as nonlinear function of agent's benefit (B) and cost (C), and A=max(B/C). This mathematical model of natural rationality can be considered as one answer to Aumann's "open problem". Secondly,...
Applying DEA with preference method to the fuzzy comprehensive evaluation of logistics enterprises, this paper proposes the model of fuzzy overall evaluation on logistics enterprises based on DEA with preference. The model reflects the evaluation index system of the quality of partners in the logistics alliance, and through fuzzy overall evaluation method, gets the output, then inputs the industrial...
There are lots of segregation phenomena in our social life, which are important social political and economic problems as well. It is practical and theoretic to study the influence of different factors on separation phenomena. Agent-based modeling (ABM) approach and Java-Swarm technology are adopted to simulate the Schelling separation model. Also, contagion index in landscape ecology is introduced...
Reputation evaluation in mobile commerce (MC) is a complicated system issue. After analyzing deficiencies of decision model in existing reputation management system, and combining with characteristic of MC, the paper presents a new reputation evaluation model (REM) used in MC. The model improves the reputation fraud prevention ability, for example, the cahoots fraud, the cumulating the reputation...
In order to obtain a reasonable method for new share pricing, new hybrid models based on self-organizing map with 2 winners (SOM2W) and radial basis function (RBF) neural network with characteristics of intelligence are proposed and applied to new share pricing in this paper. To enhance the dynamic competition and clustering capability of SOM2W network, and improve the precision of solutions, a tabu-mapping...
To enhance security in distribute networks, it is necessary to evaluate trustworthiness of service and help selecting a proper supplier. Many probabilistic trust models have been developed, such as Beta distribution for single dimensional trust model, Dirichlet distribution for multi-dimensional trust model. But most of them are based on certain probability distribution, which are not always accurate...
The methodology of developing fuzzy cognitive map (FCM) still exhibited weaknesses. This paper investigated a hybrid framework for learning FCM, which was combined of the real-coded genetic (RCGA) algorithm and nonlinear Hebbian learning (NHL) algorithm. This approach combined the synergistic theories of neural networks and fuzzy logic. The hybrid algorithm is introduced, presented and applied successfully...
Under the condition of stochastic default intensity, correlation of default intensity and default-free interest rate, the paper constructed the term structure model of credit risk. A Markov chain based method is proposed for analyzing the credit risk Based on reliability interference theory, we get the indexes such as the default probability, the mean time to the first default, steady probability...
In order to find appropriate ventures for venture capitalists, this paper researches the match problem between ventures and venture capitalists through an intermediary. This paper gives six indexes for evaluating the satisfaction degree of venture capitalists and three indexes for evaluating the satisfaction degree of ventures. Then, according to the satisfaction degree of ventures and venture capitalists...
In China, the Shanghai and Shenzhen 300 Index Futures (300IF) will be introduced soon. This article studies the effect of the introduction anticipation of the 300IF on the component stocks of the underlying index using the event research model and the factor analysis model. The conclusions are: (1) the introduction anticipation of the 300IF brings abnormal returns for its component stocks and the...
The enterprise image is an abstract, general cognition and appraisal about the enterprise by the social publics, customers and staffs. It is the important intangible asset of enterprises. As a mainstream of commerce forms in the network economy age, e-commerce appears and develops with the improvement of network technologies and exploitation of information resources, which brings huge influences on...
Decentralized and unstructured peer-to-peer (P2P) network system is becoming one of the most popular file sharing systems on the Internet. Due to its prominent merit, a P2P network becomes an effective distribution channel for selling digital products on the Internet. But there are still many constraints curbing electronic commerce on P2P networks. The main problem is that peers can not get cost-efficient...
In this paper, a hybrid prediction model based on rough set (RS) and support vector machine (SVM), RSS prediction model, is proposed to explore the stock index futures tendency. In this approach, RS is used for feature vectors selection to reduce the computation complexity of SVM and then the SVM is used to identify stock index futures movement direction. To evaluate the prediction ability of RSS...
In this paper, we develop some new aggregation operators such as 2-tuple linguistic geometric averaging (TGA) operator, 2-tuple linguistic weighted averaging (TWGA) operator, 2-tuple linguistic ordered weighted geometric averaging (TOWGA) operator and 2-tuple linguistic hybrid geometric averaging (THGA) operator, which can be utilized to aggregate preference information taking the form of linguistic...
The research presented in this paper aims at developing and validating a predictive tool of individual exposure to solar Ultra-Violet (UV). UV exposure depends on ambient irradiation level and individual factors related to activity (position to the sun, clothing, duration of exposure, and other forms of sun protection). We predict exposure levels of body parts on basis of ambient irradiation levels...
Based on entropy weight-based gray relational method, a new outcomes severity model of security assessment is put forward. This model mainly reflects severity degree and fully shows the influence degree of different factors affecting severity. And risk factor is introduced to assess the system security after contingencies, computed by the product of contingency probability and outcome severity degree...
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