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

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342 articles

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...

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....

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...

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...

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...

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...

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...

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...

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...

Applying fuzzy multi-criteria decision method to evaluate the credibility ranking for Taiwan banksåÁå_ potential debtors from the viewpoint of default probability-A Taiwan LCD panels industry case

Yang-Cheng Lu, Yaw-Chu Chen
The purpose of this paper is to provide an algorithm for commercial banks in Taiwan to evaluate the credibility of their potential debtors from the default probability viewpoint under fuzzy environment. The fundamental concepts we have adopted include the eigenvector method, fuzzy Delphi method, fuzzy...

Neural-Network-based Metamodeling for Financial Time Series Forecasting

Kin Keung Lai, Lean YU, Shouyang Wang, Chengxiong Zhou
In the financial time series forecasting field, the problem that we often encountered is how to increase the predict accuracy as possible using the noisy financial data. In this study, we discuss the use of supervised neural networks as the metamodeling technique to design a financial time series forecasting...

Theorizing Corruption through Agent-Based Modeling

Hokky Situngkir, Deni Khanafiah
The aim of this paper is to gain the broad explanation of corruption using simple computational model. We elaborated further the model of corruption described previously in [4], with some additions in model’s properties. We performed hundreds of experiments computationally using Swarm and constructed...

Test of the Contrarian Investment Strategy-Evidence from the Taiwan Stock Markets

Hui-Ling Yang, Grant G.L. Yang, Wei-Pang Wu
The study examines whether the contrarian investment strategy, implies simultaneously buying previous losers and selling previous winners, exists in stock market of Taiwan. This study utilizes De Bondt and Thaler (1985) contrarian strategies into listed electronic and informational stocks in Taiwan from...

On the Two-Equal-Disjoint Path Cover Problem of Crossed Cubes

Pao-Lien Lai, Hong-Chun Hsu
Embedding of paths have attracted much attention in the parallel processing. Many-to-many communication is one of the most central issues in various interconnection networks. A graph $G$ is globally two-equal-disjoint path coverable if for any two distinct pairs of vertices $(u, v)$ and $(w, x)$ of $G$,...

A Database Watermarking Technique for Temper Detection

Meng-Hsiun Tsai, Hsiao-Yun Tseng, Chen-Ying Lai
People pay much attention to the technology of data mining recently and more and more research institutions begin to buy the databases to analyze. If it doesn’t concern customer’s secrets the enterprises would also like to sell their data warehouse to do the research. Therefore, it becomes an important...

A High-Efficient Line-Based Architecture for 2-D Lifting-Based DWT Using 9/7 Wavelet Filters

Tze-Yun Sung
In this paper, a high-efficient lined-based architecture for the 9/7 discrete wavelet transform (DWT) based on lifting scheme is proposed. The proposed parallel and pipelined architecture consists of a horizontal filter (HF) and a vertical filter (VF). The critical path of the proposed architecture is...

Robust image hiding method

Yung-Kuan Chan, Yu-An Ho, Chwei-Shyong Tsai, Yen-Ping Chu
Image hiding is hiding a secret image embedding to a cover image. This paper intends to propose an image hiding method. First, a secret image is compressed by BST. Meanwhile, dividing the compressed data into different ranks depends on the significance. Then, the cover image is transformed into frequency...

Uncoercible Anonymous Electronic Voting

Chun-I Fan, Wei-Zhe Sun
In this thesis, we have proposed an anonymous electronic voting scheme with uncoercibility, and we make use of two especial mechanisms called multiple receipts and dual randomization instead of the previous receipt-freeness to achieve the uncoercibility property. Moreover, we also adopt blind signatures...

OSSP: Overlay Streaming Service Platform

Tein-Yaw Chung, Huai-Lei Fu, Chih-Chen Wang, Yung-Mu Chen
Overlay network had received great attention in recent years. Overlay network usually used the peer-to-peer(P2P) networking paradigm for enabling end systems to share their resources. Recent researches had proposed many interesting applications on overlay network such as files sharing and multimedia...

An Object-Relational Data Warehouse Modelig for Complex Data

Wen-Yang Lin, Chin-Ang Wu, Chuan-Chun Wu
This paper proposed an object relational data warehouse modeling for complex data. This model can be viewed as an extension of relational star schema that incorporates the features of object-oriented data model. In this model, non-additive complex data such as video, audio, graphics and text can be shown...

A New Method for the Registration of Mammograms

Yih-Chih Chiou, Cheng-Yu Lin, Yu-Teng Liang
Mammogram registration is a critical step in automatic detection of breast cancer. Much research has been devoted to registering mammograms using either feature-matching or similarity measure. However, few studies have been done on combining these two methods. In this research, a hybrid mammogram registration...

A High-Efficient and Cost-Effective LCD Signal Processor

Tze-Yun Sung
This paper investigates the system of LCD monitor and TV signal processor. It is shown that the processor provides scalar, brightness and contrast adjuster, Gamma correction and dithering. The algorithms are discussed and implemented by Verilog hardware description language. The key hard codes are displayed....

A Novel Feature Extraction Method for Facial Expression Recognition

Xiaoyi Feng, Baohua Lv, Zhen Li, Jiling Zhang
In this work, a novel facial feature extraction method is proposed for automatic facial expressions recognition, which detecting local texture information, global texture information and shape information of the face automatically to form the facial features. First, Active Appearance Model (AAM) is used...

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,...

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...

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...

Scene Classification for Baseball Videos Using Spatial and Temporal Features

Mao-hsiung Hung, Chaur-Heh Hsieh, Ying-Chung Zhu
Correct classification of various kinds of scenes in sport videos is essential for higher-level content analysis such as event detection. The paper presents a novel technique for the classification of the typical scenes of baseball videos. The spatial color features are employed to detect pitch scene...

Image Restoration Using RO Learning Approach

Chunshien Li, Chan-Hung Yeh, Jye Lee
In this paper, a machine-leaning-based adaptive approach is proposed to restore image from Gaussian corruption. The well-known Random-Optimization (RO) learning method is used for training of the adaptive filter. With the merit of model-free computation of RO, the derivative information is not required....

A Remote Parallel Computation System for Biomedical Data Visualization on the Grid

Chih-Han Lin, Ming-Shi Wang, Chun-Cheng Wei, Lai-Yi Chu
In this paper, a collaborative system for visualizing biomedical dataset on a Grid environment was proposed. Globus Toolkit was used for the integration of computational resources in the Grid environment, and the Visualization Toolkit (VTK) is used as the tool for processing the biomedical dataset. The...

A DSAS-Based Minimum Makespan Model for Multi-location Investment Using Fractional Programming

Cheng-Chang Chang, Yan-Kwang Chen, Wen-Chieh Hsu
This study focuses on an enterprise that wants to expand its business to multiple cities in global and to be one of well-known multinational enterprises (MNEs). Suppose the enterprise utilizes the wholly owned market entry strategy, as well as the decentralized synchronized (market) advancement strategy...

A Behavioral Fuzzy Model for Analysis of Overreaction and Underreaction in the Brazilian Stock Market

Renato Aguiar, Roberto Moura Sales, Lucy Sousa
In this paper empirical tests for the overreaction and underreaction hypothesis in the Brazilian stock market are presented. For these tests, due to the complexity of these phenomena, a new model based on the fuzzy set theory is proposed. It is shown that such model is strongly connected with two heuristics...

Annuity Planning and Consumption-Investment Choices in Retirement Planning

Zhisheng Li, Aparna Gupta
Annuities can be effective tools in managing longevity risk in retirement planning. This paper develops a framework that merges annuity purchase decisions with consumption-investment selections in retirement planning. After introducing a pricing model and a benefit payment model for an annuity, we construct...

Blind Wavelet-based Image Watermarking Based on HVS and Neural Networks

Hung-Hsu Tsai, Chi-Chih Liu, Kuo-Chun Wang
This work proposes a Blind Wavelet-based Image Watermarking (BWIW) technique, based on the human visible system (HVS) model and neural networks, for image copyright protection. A characteristic of the HVS, the Just Noticeable Difference (JND) profile, is employed in the watermark embedding so that the...

State-Based Synchronization Protocol in Sensor Networks

Shang-Chih Hsu, Wei Yen
Some applications of the sensor network require precise time synchronization among local clocks of the sensors. Due to the limited resource in the sensor network, it is not trivial to maintain the said synchronization. In this paper, we propose a novel method, referred to as the state-based synchronization...

Orientation filtering : a Novel Matching Method

Lucile Martin, Christophe Leroux, Edwige Pissaloux
This paper presents a statistical method to match feature points from stereo pairs of images. The proposed method is evaluated in terms of effectiveness, robustness and computational speed. The evaluation was performed on several pairs of real stereo images of natural scenes taken onboard an unmanned...

Information Asymmetry at Merge and Acquisition - An Investigation on Firms in the Electric Industry

Chi-Yun Hua, Wen-Chih LEE, Yao Min-Li, Chin Wei-Ming
The prior studies are focus on the association between merge and acquisition (M&A) announcement and stockholders’ wealth. There are few studies examining the change in the level of information asymmetry at M&A announcement. Our study, therefore, goes to fill out the aspect. This paper empirically investigates...

Development of a Patent Matching System Using a Hybrid Approach

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,...

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...

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...

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...

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...

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...

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...

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...

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

Hsing-Wen Wang, JIAN-HONG WANG, TSE-PING DONG, SHENG-HSUN HSU
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...

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...

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...

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...

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...