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We propose a new approach for analyzing the Japanese government bond (JGB) market using text-mining technology. First, we extracted the feature vectors of the monthly reports from the Bank of Japan (BOJ). Then, the trends in the JGB market were estimated by a regression analysis using the feature vectors. As a result of comparison with support vector regression and other methods, the proposal method...
Based on harnessing the Yellow River, a multi-nozzles pile extractor was developed. Multi-nozzles submerged jets of extracting pile component were simulated numerically by the RAN k-ε model and the Ansys software. The reasonable structure was attended and tested by experiment. The simulated numerically results showed that the simulated numerically method was an effective way which was used to study...
Banks and investment funds are increasingly basing their competitiveness on the quality of their quantitative technology, including programming techniques, analytical methods, and applications such as financial forecasting, option pricing, and risk management, which are all essential elements of the field of computational finance.
This paper studies the recovery rates of the defaulted bond in a regime-switching model based on Mason's theory. Regard returns during default as a perpetual American call option which has a low face value and exercised according to the business condition by the creditor. We obtain the recovery rates of the defaulted bond by discussing the optimal stopping time of the American call option, which is...
In this paper, theories of Chi-square test of multinomial distribution and contingency table analysis, and their applications in customer satisfaction are introduced, and empirical analyses are carried out.
Though the price of M&A has already been studied based on classical NPV model, which is not adaptable for real uncertain situation. This paper presents a new approach of measuring the target enterprise value of M&A, consisting of two parts, one is measured by NPV model and another is measured by real options model, which can be integrated to calculate the target enterprise by introducing synergy...
Partner selection is critical for the success of a complex product system (CoPS) project. The factors influencing partner selection are summarized and quantified, and a multi-objective integer programming model is proposed to formulate the decision making process of partner selection. The objective is to reduce the risk of project failure and to minimize the overall project cost and the tardiness...
In this paper we establish a general swarm model with time delays under disturbances for the quadratic attractant/repellant profiles. It is proved that the swarm members will converge and form a cohesive cluster around the center in a finite time under certain conditions in the presence of communication delays and disturbances. For quadratic attractant/repellant profiles, all the swarm members will...
Compared with the conventional probabilistic mean-variance method, fuzzy number can better describe an uncertain environment with vagueness and ambiguity. In this paper, the portfolio selection model with bounded assets is proposed by means of possibilistic mean and possibilistic variance under the assumption that the returns of assets are triangular fuzzy numbers. Moreover, the obtained quadratic...
The time-cost trade-off problem is a type of the project scheduling problem which studies how to modify project activities so as to achieve the trade-off between the project cost and the completion time. In real projects, the trade-off between project cost and project completion time, and the uncertainty of the environment are both considerable aspects for decision-makers. In this paper, an expected...
Since product substitutability would affect the vendor's ordering strategy and the manufacturer's return policy, it is interesting for the manufacturer to make proper return policy for substitutable products such that it is worthwhile to maximize the profit. This paper proposes a two-echelon model composed of a manufacturer and a vendor with two substitutable products under fuzzy demands. In the model,...
This paper puts forward a new method for fuzzy multiple attribute group decision making, where the attribute values, the attribute weights and the weights of decision makers are represented by fuzzy variables. A decision making model is constructed by using simple additive weighting average aggregate operator and fuzzy ranking approach based on the expected value operator and the variance operator...
This work develops a supply chain network equilibrium model to solve collector location problem. A collection corporation is established in an existing four-tier supply chain network which is composed of suppliers, manufacturers, distributors and consumer markets. The collection corporation is in charge of the dismantling of discarded products, the extraction of raw materials, the final disposal in...
A kind of innovative product and its feature is introduced and the regional agent’s EOQ model with fuzzy compensation due time, fuzzy price discount cycle and fuzzy discount range is mainly analyzed, the study shows that the compensation due time has an influence on the model’s two-level segmentation feature and the local optimal values of subsection function determines the global Optimal total cost,...
Momentous project is a strategic project with which a country, in responding to challenges in the development of economy, society or science and technology, pools a large amount of social resources to program and put it into practice. The optimization grouping of experts is one of key problems before making the feasibility study for the momentous project. This paper constructs a mathematic model of...
In this paper, we present a novel combinatorial auction (CA) based cloud market model that facilitates dynamic collaboration (DC) among cloud providers (CPs) for providing composite/collaborative cloud services to consumers and hence can address the interoperability and scalability issues for cloud computing. Also to minimize the conflicts that may happen when negotiating among providers in a DC platform,...
Trading behaviors in a game between buyers and sellers in E-Commerce market are not only a stochastic process, but also reflect the equilibrium of the existence and consistency. Based on newsvendor model, the structure of information asymmetry commodity trading market is designed and constructed. According to transferring value of information attributes, two definitions of equilibrium in two stages...
In this paper we apply the balanced resampling, which is an efficient bootstrap technique for neural model selection. Our goal is to reduce computer time, so that in the bootstrap procedure, resampling is not done uniformly, this distribution is modified to obtain variance reduction. Efficiency property of this alternative distribution is shown, together with numerical data.
This paper proposes a new data reuse model for graph-based simulation in qualitative reasoning. Qualitative-based simulation is one of important and traditional tools to analyze a dynamic system and to initiate knowledge and principles for students in artificial intelligence. To simply make a model and run a simulation, the graph-based qualitative simulation is a promising method to enhance the efficiency...
This paper presents a numerical solution to describe growth factor-receptor binding under flow through hollow fibers of a bioreactor. The multi-physics of fluid flow, the kinetics of fibroblast growth factor (FGF-2) binding to its receptor (FGFR) and heparan sulfate proteoglycan (HSPG) and FGF-2 mass transport is modeled by a set of coupled nonlinear partial differential equations (PDEs) and coupled...
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