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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...

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...

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...

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 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.

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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....

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...

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...

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...

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...

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...

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...

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...

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...

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,...

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...

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...

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...

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,...

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...

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...

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 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...

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...

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...

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...

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...

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...

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...

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...

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...

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,...

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....

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...

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...