Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

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342 articles
Proceedings Article

An Empirical Investigation of Internet Banking Adoption from Bank Personnel Perspective

Wen-Hsiung Wu, Yi-Ming Tai, Mei-Se Chien, Len-Kuo Hu
About the issue of Internet banking adoption, based on technology acceptance model (TAM), past researches mainly focused on the customers, but seldom researches looked at the Internet banking adoption from banks and their personnel. The bank personnel have financial professionals and are crucial users...
Proceedings Article

Law and University Efficiency: The Amendment of the University Law in Taiwan

Rong-Ruey Duh, Jenn-Shyong Kuo
This paper examines the effect of the amendment of an education-related law on university efficiency using the 1994 University Law amendment in Taiwan as a case study. The results indicate that prior to the 1994 amendment; private universities operate in a more efficient manner than public universities....
Proceedings Article

The Credit Risk Pricing with Particle Filter Approach

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...
Proceedings Article

General Election Hatena: The First Political Prediction Market in Japan

Hiroshi Yamaguchi
Last year, a Tokyo-based internet venture firm, Hatena Co., ran a political prediction market that was designed to predict the result of the General Election of the Lower House of the Diet, held on September 11, 2005. The market showed reasonable predictive ability that was comparable with the predictions...
Proceedings Article

On Evolution of Bank Runs

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...
Proceedings Article

Application of fuzzy linear programming to transportation planning decision problems with multiple fuzzy goals

Tien-Fu Liang
This work develops a fuzzy linear programming (FLP) method for solving the transportation planning decision (TPD) problems with fuzzy goals, available supply and forecast demand. The proposed method attempts to minimize the total production and transportation costs and the total delivery time with reference...
Proceedings Article

Artificial Neural Networks in Insurance Loss Reserving

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 future...
Proceedings Article

An efficient real-time system for active video conferencing

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...
Proceedings Article

A Fuzzy Scheduling System for Dedicated Machine Constraint

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...
Proceedings Article

1/f Fractal Signals Denoising with Dual-Tree Complex Wavelet Transform

Xueyan Li, Shuxu Guo, Ye Li, Jingwei Fu, Shuai Jiang
In the paper, an algorithm based on Dual-Tree Complex Wavelet Transform is proposed for process denoising. Use the variance of the wavelet coefficients at different scales to estimate the parameters of process. Adopting Maximum a Posteriori estimator estimates the wavelet coefficients of process. The...
Proceedings Article

Volatility Dynamics of the Greater China Stock Markets: A Multivariate Asymmetric Approach

Kin Yip Ho
This paper examines the volatility dynamics of the greater China stock markets (Shanghai A- and B-shares, Shenzhen A- and B-shares, Taiwan, and Hong Kong) by employing a multivariate (tetravariate) framework that incorporates the features of asymmetries, persistence, and time-varying correlations, which...
Proceedings Article

Adaptive Fuzzy Modeling For A Large-Scale Nonlinear System

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...
Proceedings Article

A Near-optimal Slot Assignment Algorithm for RFID Reader Networks

Chun-Fu Lin, Frank Yeong-Sung Lin, Cheng-Ta Lee
In this paper, we propose a method that reduces the cycle time of RFID reader networks by overlapping slots. A mathematical formulation of the problem is specified and an effective heuristic algorithm is developed.
Proceedings Article

A New Model of Isoseismal Area Assessment Based on Information Granule Diffusion

Ye Xue, Chongfu Huang
Utilizing the technique of information granule diffusion and fuzzy inference with max-min operation, this paper provides a new model to estimate isoseismal area by earthquake magnitude. The model does not depend on any extra condition but scanty historical earthquake recorders. The technique of information...
Proceedings Article

Is Rate of Stock Returns a Leading Indicator of Output Growth? In the Case of Four East Asian Countries

Pei-Fen Chen, Chien-Chiang Lee, Swee Yoong Wong
The link between stock returns and economic growth has been an important research topic in the financial economic literature. The purpose of this study is to employ a threshold vector autoregressive (TVAR) approach in order to investigate the non-linear relationship between stock returns and output growth...
Proceedings Article

Dynamic Handoff Ordering Adjustment for Multimedia Cellular Network

Chow-Sing Lin, Ping-Jing Huang
In multimedia cellular network, a Mobile Host (MH) requests multimedia services and may experience handoffs to several cells. When the target cell cannot provide adequate bandwidth for a service, instead of directly dropping a request, the MH is put into the handoff queue and hopefully the request bandwidth...
Proceedings Article

A New Method for Ranking Generalized Fuzzy Numbers for Handling Fuzzy Risk Analysis Problems

Shyi-Ming Chen, Jim-Ho Chen
In this paper, we present a new method for ranking generalized fuzzy numbers for dealing with fuzzy risk analysis problems. The proposed method considers the defuzzified values, the heights and the spreads of generalized fuzzy numbers, simultaneously, for ranking generalized fuzzy numbers. It gets better...
Proceedings Article

New Methods for Evaluating Students' Answerscripts Using Vague Values

Shyi-Ming Chen, Hui-Yu Wang
In this paper, we present two new methods for evaluating students’ answerscripts using vague values, where the evaluating marks awarded to the questions in the students’ answerscripts are represented by vague values. The vague mark awarded to each question of a student’s answerscript can be regarded...
Proceedings Article

Inversion detection in text document images

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...
Proceedings Article

A new design of laser phase-shift range finder independent of environmental conditions and thermal drift

Shahram Mohammad Nejad, Kiazand Fasihi
This paper presents a technique to improve the performance of laser phase-shift range finders. The phase measurement is performed by using a new method to extract the phase-shift data from the peak of received and transmitted intermediate frequency signal amplitudes. The pulse width modulation is used...
Proceedings Article

Accuracy Improvement in the Nano-Displacement Measurement Based on the Doppler-Interferometry Method by Cross-talk Reduction

Saeed Olyaee, Shahram Mohammad Nejad
In this paper, accuracy improvement in the displacement measurement systems using Doppler-interferometry method is presented. The cross-talk error reduction methods are also discussed. Based on the mentioned method, a new nano-displacement measurement system is designed. In the designed system, the signal...
Proceedings Article

Nanometric Displacement Measurement System Using Three-Longitudinal-Mode He-Ne Laser

Shahram Mohammad Nejad, Saeed Olyaee
In this paper, design and simulation of a nanometric displacement measurement system is discussed. The combination of the Doppler effect and interferometry method is being used. A stabilized three-longitudinal-mode He-Ne laser with 632.8nm wavelength and 35cm cavity length is used. Its primary and secondary...
Proceedings Article

Feasibility Assessment of Support Vector Regression Models with Immune Algorithms in Predicting Fatigue Life of Composites

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...
Proceedings Article

A class of nonlinear stochastic volatility models

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...
Proceedings Article

A QoS Improvement for Mobile Network in Large Vehicles

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...
Proceedings Article

Scheduling Mechanism for WLAN Frame Aggregation with Priority Support

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...
Proceedings Article

Hybrid wavelet -SVMs for modelling derivatives valuation

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...
Proceedings Article

Understanding Social Complex Systems with PlatBox Simulator

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, which...
Proceedings Article

Evaluating Uncertain Income Streams under a Regime-Switching Process

Yungchih George Wang
This paper extends the dynamic programming, utility maximization model proposed by Wang (2004) to value an investment opportunity whose income streams follows a regime-switching process in incomplete markets. Specifically, the model is applied to solve for certainty equivalent of an investment opportunity...
Proceedings Article

Dynamic Asset Allocation under Stochastic Volatility - Theory and Practice

Chung-Gee Lin
This study develops inter-temporal dynamic asset allocation with stochastic volatility (DAASV) models. The DAASV models integrate the stochastic volatility feature inherent in asset returns into the allocation procedure. By applying the DAASV, an investor can more efficiently diversify the unsystematic...
Proceedings Article

Convergence of GARCH Estimators: Theory and Empirical Evidence

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...
Proceedings Article

Assessing the Effect of Oil Price Shock Using an Energy-Economy Decision Model with Technology Characteristics

Shih-Mo Lin, Chin-Wen Yang, Chung-Huang Huang
The significant jump in world crude oil price over the past year has raised great concern over the economic impact that such a price shock may bring about on Taiwan’s economy, which has been characterized by extremely high import-oil dependence. Previous analyses have been tackling similar issue from...
Proceedings Article

The Influence of Investor Psychology on Disposition Effect

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...
Proceedings Article

Complexity and entropy density analysis of the Korean stock market

Jeong won Lee, Joongwoo Park, Hang-Hyun Jo, Jae-Suk Yang, Hie-Tae Moon
In this paper, we studied complexity and entropy density of stock market by modeling epsilon-machine of Korean Composition Stock Price Index (KOSPI) from year 1992 to 2003 using causal-state splitting reconstruction (CSSR) algorithm.
Proceedings Article

The Sequential Compound Option Pricing with Random Interest Rate and Application to Project Valuation

Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen
This paper proposes the pricing formula of sequential compound options (SCOs) with random interest rate and the applications call Milestone Project Valuation (MPV). Most compound options in literatures are 2-fold with constant parameters through time. The multi-fold compound options are just sequential...
Proceedings Article

Warrants Price forecasting using kernel machine and EKF-ANN: a comparative study

The Black-Scholes options pricing model (BSM) is limited by the influences of many unexpected real world phenomena caused due to its six unreasonable assumptions, which often make the miss-pricing result because of the difference of market convention in practical. If we were to soundly take these phenomena...
Proceedings Article

The Indicators of M&A or Green Field Investment Behavior: the Evidence from Power Industry

Qiusheng Zhang, Guanghui Ye, Yunhua Chen
M&A and green field investment (GFI) are very important methods of company growth. Each of the investment ways could bring different outstanding achievement and development of company, so it is very important to choose the way of investment. This paper discusses the boundary of M&A and green field investment...
Proceedings Article

Long-Term Asset Management Strategy under Loss Aversion: A Quasi-Ladder Payoff Distribution Approach

Huai-i Lee, Hsinan Hsu, Len-Kuo Hu
The prospect theory implies that the inclusion of a gain-lock-in device into the floor of portfolio insurance can benefit the long-term asset management under loss aversion. We find that the relaxation of the multiple of the CPPI from a constant to a dynamic can improve the performance in the short-term....
Proceedings Article

An Improvement on Secure E-mail Protocols Providing Perfect Forward Secrecy

Iuon-Chang Lin, Yang-Bin Lin, Chung-Ming Wang
In 2005, Sun, Hsieh, and Hwang proposed two secure e-mail protocols with perfect forward secrecy. In the first protocol, the authors apply smart card and Diffie-Hellman key agreement scheme to achieve the perfect forward secrecy. However, due to it requires a smart card to store some parameters, it is...
Proceedings Article

An Interactive Intelligent Search Engine Model Research Based on User Information Preference

Dan Meng, Xu Huang
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...
Proceedings Article

Mining Objects Correlations to Improve Interactive Virtual Reality Latency

Shao-Shin Hung, Hsing-Jen Chen, Damon Shing-Min Liu
Object correlations are common semantic patterns in virtual reality systems. They can be exploited for improving the effectiveness of storage caching, prefecthing, data layout, and minimization of query-response times. Unfortunately, this information about object correlations is unavailable at the storage...
Proceedings Article

Fuzzy Distance of Trapezoidal Fuzzy Numbers

Shan Huo Chen, Chien-Chung Wang
Fuzzy distance is applied on data analysis, classification, and production positioning analysis widely. In this paper, We introduction a fuzzy distance by using graded mean integration representation of generalized fuzzy number and the span of fuzzy number, We also discuss the distance of the linguistic...
Proceedings Article

Adaptive PI Control of Piezoelectric Systems Using Takagi-Sugeno Fuzzy Logic

Gwo-Ruey Yu
This paper presents the nano-positioning control of a piezoelectric platform. A Bouc-Wen model is established to describe the nonlinear hysteretic effect of piezoelectric systems. Three kinds of compensators, traditional PI controller, PI-like fuzzy logic controller (FLC) and adaptive PI-FLC controller,...
Proceedings Article

Enhancing Performance of Relational Fuzzy Neural Networks with Square BK-Products

Warren L. Davis IV, Ladislav Kohout
In this paper, we extend research done in max-min fuzzy neural networks in several important ways. We replace max and min operations use in the fuzzy operations by more general t-norms and co-norms, respectively. In addition, instead of the Łukasiewicz equivalence connective used in the network of Reyes-Garcia...
Proceedings Article

Investigate C+L Band EDFA/Raman Amplifiers by Using the Same Pump Lasers

Shien Kuei Liaw
A novel hybrid C+L band EDFA/RFA is designed to share the 1480 nm pump laser(s). The concepts are based on three-level amplification mechanism for the C band EDFA and Raman shift amplification mechanism for the L band RFA, respectively. It has the advantage to simplify the pump source design. The optimum...
Proceedings Article

High Performance Ring-Cavity Tunable Lasers

Shien Kuei Liaw
We report the investigation of ring cavity tunable laser, which is based on FBG technology. The laser linewidth, power variation and tuning range are 0.015 nm, 0.5 dB and 31.0 nm, respectively. The ring-cavity tunable laser also has 60 dB of SMSR to insure high-quality operation. With the features mentioned...
Proceedings Article

CPW Filters with Defected Ground Structures for RF and Microwave Applications

Yeong-Lin Lai, Pei-Yen Cheng
New coplanar waveguide (CPW) filters with a fork-shaped defected ground structure (DGS) are proposed for radio-frequency (RF) and microwave applications. The miniature CPW DGS filters developed are based on the silicon technology. The filters are able to provide the bandstop characteristics with high...
Proceedings Article

New All-optical Wavelength Auto-router Based on Multibranch Waveguides

Shih-Yuan Chen, Mao-Hsiung Chen, Yaw-Dong Wu, Chih-Fu Chang
A new optical device for wavelength auto-router was proposed. Such a structure is useful in the integrated-optic for optical operation and data communication. We use the finite-difference beam propagation method to investigate the phenomenon of the proposed numerical model.
Proceedings Article

Performance Assessment of MC Placement for Multicast Routing in WDM Networks with Spare Light Splitting

I-Shyan Hwang, Tsung-Ching Lin, Zen-Der Shyu
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...
Proceedings Article

Variable Selection Method Affects SVM-based Models in Bankruptcy Prediction

Chih-Hung Wu, Wen-Chang Fang, Yeong-Jia Goo
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...
Proceedings Article

The time-series relation between monthly sales and stock prices

Yann-ching Tsai, Hsueh-Fang Chien, Shu-Hua Lee
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...
Proceedings Article

A Framework for Knowledge-based Management Model on Decision-Making

Shao-Shin Hung, Damon Shing-Min Liu
Knowledge management (KM) is suggested as a method to manage and apply knowledge for business management. In this paper, we suggest a framework based on OPF (Open Process Framework) meta model for the knowledge-based decision-making. Based on the modeling method of OPF, we can translate partial and implicit...
Proceedings Article

A novel OoS-aware Routing for ad hoc networks

Tung-Shih Su, Chih-Hung Lin, Wen-Shyong Hsieh
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...
Proceedings Article

A User-centric Intrusion Detection System by Using Ontology Approach

Shao-Shin Hung, Damon Shing-Min Liu
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...
Proceedings Article

A Study on Imputing Censored Observations for Exponential Distribution Based on Random Censoring

Kuo-Ching Chiou
Censoring models are frequently employed in reliability analysis to reduce experimental time. There are three censoring model: type-I, type-II and random censoring. In this study, we focus on the right-random censoring model. In the previous literature, an imputation of the censored observation is considered...
Proceedings Article

String Filtering of a Large String Collection on Mobile Devices using a Neural Network

Heng Ma, Chia-Cheng Liu
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...
Proceedings Article

Novel BCD Circuits Design Using And-Or-Inverter Gate and Its Quantum-Dot Cellular Automata Implementation

JiaChun Lin, JenYin Yeh, WeiChih Tsai
Quantum-dot cellular automata (QCA) provide a novel electronics paradigm for information processing and communication. A basic quantum-dot cell consists of several quantum dots with two excess electrons. A binary coded decimal (BCD) and a decimal coded binary (DCB) circuit based on QCA logic gates: the...
Proceedings Article

Applying XCS Model to Spread Trading of Taiwan Stock Index Futures

Jung-Bin Li, Shih-Chuan Fu, An-Pin Chen
This study attempts to find the possibility of making relatively higher profit with lower risk when trading futures commodities. The system applies XCS classifiers to explore the rules of spread trading of these commodities. Our simulation holds a trading strategy that in every transaction, the proposed...
Proceedings Article

An Empirical Study for Dynamic TIPP Policy Using XCS with Knowledge Rules

Mei-Chih Chen, Ming-Chia Huang, An-Pin Chen
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...
Proceedings Article

New Approach to Financial Time Series Forecasting - Quantum Minimization Regularizing BWGC and NGARCH Composite Model

Bao Rong Chang, Hsiu Fen Tsai
A hybrid BPNN-weighted GREY-C3LSP prediction (BWGC) is used for resolving the overshooting phenomenon significantly; however, it may lose the localization once volatility clustering occurs. Thus, we propose a compensation to deal with the time-varying variance in the residual errors, that is, incorporating...
Proceedings Article

Learning Martingale Measures From High Frequency Financial Data to Help Option Pricing

Hung-Ching (Justin) Chen, Malik Magdon-Ismail
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....
Proceedings Article

Analysis of factors which contribute to inter-enterprise competition

Takumi Shimizu, Yusuke Takada, Takashi Iba
In this paper, we replicate Nelson-Winter model in order to analyze the inter-enterprise competition from the perspective of economic change. For this purpose, we build the simulation model as Multi-Agent-Based Simulation in PlatBox Simulator. By replicating the Nelson-Winter model, which clarifies the...
Proceedings Article

Does Money Matter? An Artificial Intelligence Approach

Jane Binner, Barry Jones, Graham Kendall, Jonathan Tepper, Peter Tino
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...
Proceedings Article

Stock Data Mining through Fuzzy Genetic Algorithms

Longbing Cao, Chao Luo, Jiarui Ni, Dan Luo, Chengqi Zhang
Stock data mining such as financial pairs mining is useful for trading supports and market surveillance. Financial pairs mining targets mining pair relationships between financial entities such as stocks and markets. This paper introduces a fuzzy genetic algorithm framework and strategies for discovering...
Proceedings Article

Dimensionality Reduction using GA-PSO

Cheng-Hong Yang, Chung-Jui Tu, Jun-Yang Chang, Hsiou-Hsiang Liu, Po-Chang Ko
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...
Proceedings Article

Two Are Better than One?

Ming-Yuan Li
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...
Proceedings Article

An Evolutionary Weight Encoding Scheme and Crossover Methodology in Portfolio Assets Allocation

Ping-Chen Lin, Po-Chang Ko, Hsin-Chieh Wang
Most of GA-based portfolio assets allocation uses normalization method to allocate investment asset’s weight. However, the normalization process will cause unease converging and even diverging characteristics, because it changes the gene’s relativity of address in chromosome. In this paper, we propose...
Proceedings Article

Time series data analysis using probabilistic and neural network

Chiu-Che Tseng
Artificial intelligence decision support system is always a popular topic in providing the human user with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision...
Proceedings Article

Stock Trend Analysis and Trading Strategy

Hongxing He, Jie Chen, Jin Huidong, Chen Shu-Heng
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...
Proceedings Article

Oligopolistic Interdependency in a Mixed Market

Tay-Cheng Ma
This paper uses data from Taiwan’s banking sector to investigate if state-owned banks can serve as an internal regulation mechanism to sustain market competition. In contrast to the traditional second-best literature, the evidence shows that a certain degree of market coordination exists in the industry,...
Proceedings Article

Using Fuzzy Regression and Neural Network to Predict Organizational Performance

Liang-Hung Lin
As everyone knows, multiple regression analysis is an important approach to prediction studies. However, regression model has some limitations and constraints in the real world practices. This study applied fuzzy regression using neural network (FRNN) to predict organizational performance, and the findings...
Proceedings Article

The Development of Neural Network Models by Revised Particle Swarm Optimization

Peitsang Wu, Chin-Shiuh Shieh, Jar-Her Kao
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...
Proceedings Article

How does Sample Size Affect GARCH Models?

HS Raymond NG, KP LAM
GARCH model has a long history and permeates the modern financial theory. Most researchers use several thousands of financial data and maximum likelihood to estimate the coefficients of model. Statistically, more samples imply better estimation but are hard to obtain. How many samples are sufficient...
Proceedings Article

Decision Support for IC Molding Parameter Settings Using Grey Relational Analysis and Neural Network

Yu-Min Chiang, Chung-Hsien Chou, Yung-Yuan Chuang
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,...
Proceedings Article

Evolutionary Fuzzy Case-based Reasoning for Financial Performance Ranking

Sheng-Tun Li, Hei-Fong Ho, Yi-Chung Cheng
we propose a hybrid decision model for supporting the ranking financial status of corporations using case-based reasoning augmented with genetic algorithms and the fuzzy nearest neighbor method. An empirical experimentation on 746 cases was conducted that shows that the average accuracy of the ranking...
Proceedings Article

Building a Concept Hierarchy by Hierarchical Clustering with Join/Merge Decision

Huang-Cheng Kuo, Tsung-Han Tsai, Huang Jen-Peng
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...
Proceedings Article

Two-dimentional Encoding Schema and Genetic Operators

Tzung-Pei Hong, Ming-Wen Tsai, Tung-Kuan Liu
In this paper, we propose a new genetic algorithm based on the two-dimensional encoding method. Appropriate two-dimensional crossover and mutation operations are designed based on the two-dimensional representation to generate the next generations. A two-dimensional repairing mechanism is also proposed...
Proceedings Article

A quantum model of dynamic interdependent uncertainties for industrial organizations

William Lawless, Laurent Chaudron
A major failure of rational models (cognitive science, game theory) of organizations is the use of static concepts of interdependence to predict dynamic behavior. A quantum model of organizations transforms the traditional model with its dynamic interdependence of uncertainty. We consider field and laboratory...
Proceedings Article

Return Distribution under Behavioral Biases: A Numerical Simulation Study

Xiaoguang Yang, Fenghua Wen, Delong Huang, Qiujun Lan
Investors’ overconfidence and regret aversion lead to behavioral biases, such as over-reaction、under-reaction and disposition effect. By constructing a numerical simulation model, this paper shows that, return distributions under the behavioral biases have higher peaks and fatter tails, and they are...
Proceedings Article

A Knowledge Discovery Approach to Supporting Crime Prevention

Sheng-Tun Li, Fu-Ching Tsai, Shu-Ching Kuo, Yi-Chung Cheng
The main objective of this study is developing a linguistic cluster model in order to meet the public security index requirement and extract crime rule in time series. In contrast to the current studies in crime theory which mostly rely on traditional behavior science, we turned to a hybrid approach...
Proceedings Article

Does Information Technology Always Help? Theory and Evidence from Taiwan's Banking Industry

Hsieh Meng-Fen, Shirley J. Ho
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...
Proceedings Article

Applying Grey Relation Analysis to Establish the Financial Distress Prediction Model for Electronic Companies in Taiwan

Meng-Fen Hsieh, Rong-Tsu Wang, I-Chuan Lu
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...
Proceedings Article

Super-fair Platforms Widely Hidden in Multinational Securities Business

Ruan Jishou, Jun He, Qi Dai
A general phenomenon puzzles all investors is that on one hand, most individual investors believe they need to construct the portfolio consisting of 15 or more stocks to prevent risk because that large investment companies frequently get high returns is due to they obey the existing investment theory...
Proceedings Article

An Application of Intellectual Capital on Financial Distress Models by Using Neural Network

Kuang-Hua Hsu, Jian-Fa Li, Hon-Jenq Fan
As the era of knowledge economy is prevalent in U.S. during 1992, knowledge economy plays an important role around the world. The value and competition of the traditional companies accounted on tangible assets. However, in the era of knowledge economy, the value and continuing operation of the companies...
Proceedings Article

Recognition of profitable customers for dental services marketing--a case of dental clinics in Taiwan

Bih-Yaw Shih, Wan-I Lee, Yi-Shun Chung, Ai-Wei Chen, Yichaio Sui
The medical care industry has been dramatically developed in the last two decades in Taiwan and it has resulted in an extremely risky position. The purpose of the research was the development of a neural network model to recognize profitable customers for dental services marketing. Data set was built...
Proceedings Article

3D model retrieval based on Grid Sphere and Dodecahedral Silhouette Descriptors

Jau-Ling Shih
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...
Proceedings Article

Apriori Data Mining on Rotationally Invariant Multiresolutional Moments for Pattern Recognition

Annupan Rodtook, Stanislav Makhanov
We propose a new feature selection procedure based on a combination of a pruning algorithm, Apriori mining techniques and fuzzy C-mean clustering. The feature selection algorithm is designed to mine on a multiresolution filter bank composed of rotationally invariant moments. The numerical experiments,...
Proceedings Article

Finding The Finger By The Boundary Vector Product

Yuan-Fei Cheng
A finger finding procedure has been presented to recognize the finger number of the hand gesture. The hand gesture is extracted from the stationary background and transformed into a binary image. The hue attribute, that is, the I value in the YIQ color space is used to extract the hand gesture shape....
Proceedings Article

Object-Based Accumulated Motion Feature for the Compressed Domain Human Action Analysis

Cheng-Chang Lien, Chen-Yu Hong, Yu-Ting Fu
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...
Proceedings Article

Natural Scene Segmentation Based on Information Fusion and Homogeneity Property

Heng-Da Cheng, Manasi Datar, Wen Ju
This paper presents a novel approach to natural scene segmentation. It uses both color and texture features in cooperation to provide comprehensive knowledge about every pixel in the image. A novel scheme for the collection of training samples, based on homogeneity, is proposed. Natural scene segmentation...
Proceedings Article

An Improved Vector Quantizer Design Method: the Codebook Reorganization Algorithm

Ting-Wei Hou, Houng-Kuo Ku, Yuan-Tsung Chen
Generalized Lloyd Algorithm(GLA) is important in vector quantizer design. It runs fast, but it is sensitive to initial conditions and it may find a local optimum. We propose an improved approach based on GLA, named vector quantized codebook reorganization algorithm (VQCRA). VQCRA finds better codebooks...
Proceedings Article

Data Fusion and Multi-fault Classification Based On Support Vector Machines

Guohua Gao, Yongzhong ZHANG, Yu ZHU, Guanghuang DUAN
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...
Proceedings Article

Head-Shoulder Moving Object Contour Tracking using Shape Model

Yong-Ren Huang, Chung-Ming Kuo, Chaur-Heh Hsieh
This paper proposes a new approach for tracking the contour of moving object for head-shoulder video sequence using initial shape model. First, we can utilize manual process or some segmentation approach to obtain the initial shape model. Then, we detect the changing ratio of intensity outside the bounding...