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Proceedings Article

A Fuzzy Multiobjective Programming Approach for Vendor Selection in Iron & Steel Enterprise

Yuan Chen, Zhi-Ping Fan, Jun Lv, Jian-Yu Wang
The purpose of this paper is to study vendor selection problem with multi-vendor and multi-item in iron & steel industry. Firstly, the native fuzziness, derived from some uncertainty information, of some parameters in decision-making objectives is analyzed. After that, a fuzzy multiobjective programming...
Proceedings Article

Computational Experiments on Algorithms for Haplotype Inference Problems by Pure Parsimony

I-Lin Wang, Hui-E Yang
To analyze the function of DNA, researchers have to obtain each haplotype, the genetic constitution of an individual chromosome, of an individual for analysis. Due to the significant efforts required in collecting haplotypes, genotypes, which are the descriptions of one conflated pair of haplotypes,...
Proceedings Article

A Fuzzy Rule-based Bargaining Model for Online Group Purchasing

Ping-Wen Chen, Yung-Ming Li, Ting-Kai Hwang
Online group purchasing or collective purchasing is the activity in which people who desire to buy the same merchandises join together so that they can negotiate with sellers for a better price through Internet. This paper utilizes fuzzy logic to develop a bargaining model for such activities. The model...
Proceedings Article

Graphical Models for the Identification of Causal Structures in Multivariate Time Series Models

Alessio Moneta, Peter Spirtes
In this paper we present a semi-automated search procedure to deal with the problem of the identification of the contemporaneous causal structure connected to a large class of multivariate time series models. We propose to use graphical causal models for recovering partial information about the contemporaneous...
Proceedings Article

Chaotic Behavior of Real Exchange Rate Model: Perspectives on Lyapunov Exponents

Chung-Ming Ou, C.R. Ou
The behaviors of the real exchange rate corresponding to capital mobility within an open-economy macroeconomic framework are investigated. Chaotic phenomena are reasonable candidates for analyzing the random walk behaviors of the given real exchange rate model similar to the simple logistic map. Method...
Proceedings Article

An Algorithm For Identifying The Recurring

Xiaobai Li, Honglei Qin, Rongling Lang
The problem of detecting the given subsystems in complex circuits is now an important problem in the computer aided design of VLSI. The algorithm for solving the problem of detecting recurring subsystems is presented in this paper. The algorithm is structure independent, namely any circuit which can...
Proceedings Article

Fuzzy Collaborative Filtering for Web Page Prediction

Chein-Shung Hwang, Yu-Pin Chen
Web page prediction is a popular personalized service on the Web and has attracted much research attention. One of the most successful and widely used approaches is collaborative filtering. Traditional collaborative filtering requires explicit user participation for providing his/her interest to the...
Proceedings Article

An Elegant Deadline Calculation for SCED

Lain-Chyr Hwang, Chia-Hsu Kuo, San-Yuan Wang
The future multimedia Internet needs mechanisms to provide QoS (Quality of Service) for users. Service curve (SC) is an effective description of QoS and SCED (service curve based earliest deadline first policy) is an efficient scheduling algorithm to guarantee SCs specified by users. Deadline calculation...
Proceedings Article

Chain of Firms Bankruptcy

Yoshi Fujiwara
A link in production network is usually a creditor-debtor relationship. If a firm goes into financial insolvency state or bankruptcy, then firms on its upstream can have secondary effect from the bankruptcy. By using the recent 10 years data of bankruptcy in japan, we show that these causes of ``link...
Proceedings Article

How To Find The Useful Information For The Referential Integrity Problem

Chia-Chih Hsu, Nigel Shadbolt
The solution for the referential integrity problem is mainly addressed into what the useful information is. Thus, in contrast with the usual heuristics extracted from the problem domain, the novel approach of our research is to formally model the way to explain what the useful information is. We find...
Proceedings Article

Applying fuzzy multi-criteria decision method to evaluate key capabilities of Taiwan motion picture companies

Yaw-Chu Chen, Kuei-Lun Chang
The purpose of this paper is to provide an algorithm for the motion picture companies to evaluate the key capabilities from firm viewpoint under fuzzy environment. The fundamental concepts we have adopted include the eigenvector method, fuzzy Delphi method, fuzzy set theory, and multi-criteria decision...
Proceedings Article

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...
Proceedings Article

Piecewise nonlinear goal-directed portfolio insurance strategies under TIPP idea

Jiah-Shing Chen, Benjamin Penyang Liao
Traditional portfolio insurance (PI) strategy, such as CPPI, only considers the floor constraint but not the goal aspect. This paper proposes a goal-directed (GD) strategy to express an investor's goal-directed trading behavior and combines this floor-less GD strategy with the goal-less CPPI strategy...
Proceedings Article

feature-preserving interpolative vector quantization

Wu-Ja Lin, Wei-Yu Han, Lee Yen-Po, Wu Kuang-Shyr
In this paper, a feature-preserving interpolative vector quantization method is proposed to compress images. The proposed method preserves the average color and color contrast on generating the approximation image and preserves mean, variance, and average radius on quantizing the residual image which...
Proceedings Article

image approximation by preserving color features

Wu-Ja Lin, Wei-Yu Han, Kuang-Shyr Wu, Yen-Po Lee
In this paper, an image approximation method is proposed. The method approximates the given image by preserving image's average color and color contrast. The experimental results show that the proposed method usually yields satisfactory results.
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

Combing Extended Kalman Filters and Support Vector Machines for Online Option Price Forecasting

Shian-chang Huang
This study combines extended Kalman filters (EKFs) and support vector machines (SVMs) to implement a fast online predictor for option prices. The EKF is used to infer latent variables and makes a prediction based on the Black-Scholes formula, while the SVM is employed to capture the nonlinear residuals...
Proceedings Article

Enhanced Competitiveness of Multi-Agent System by Special Algorithm

Tin Yau Pang, Kwok Yip Szeto
Resource allocation in the econophysics of competing supermarket chains, modelled as a Multi-Agent System is addressed in the context of finding good method to increase the competitiveness of the company in networked economy. A special swapping algorithm which increased the local clustering effects of...
Proceedings Article

Service Oriented Federated Identity System Framework

Min Wu, Xiaoqiang Liu, Yongsheng Ding, Jiaxun Chen
The rapid evolution of network and distributed computing, such as Service Oriented Architecture (SOA), is increasing the challenge of securely controlling access to enterprise IT resources. As gaining access to distributed resources becomes increasingly vital, the ability to make sure that the right...
Proceedings Article

An Optimizing Algorithm for Modifying a Goal Graph

Wen-Kui Chang, Shih-Peng Su, Fuw-Yi Yang
This research presents the application of the Goal Graph in the methodology of generating software requirements specification, in order to improve the modifiability of the customization the Goal Graph. We propose an algorithm that optimizes the quality factor of modifiability for the Goal Graph to enhance...
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

Fuzzy LP with a Non-Linear MF for Product-Mix solution: A Case-Based Re-modelling and Solution

Sani Susanto, Pandian Vasant, Arijit Bhattacharya, Fransiscus Rian Pratikto
This paper deals with re-modelling of a fuzzy linear programming (FLP) for an optimal product-mix decision problem and its solution. Database of a chocolate exporting company has been used here to show the practicability of using the proposed model. The proposed model includes a non-linear membership...
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

Constructing Knowledge Maps of A Manager's Managerial Logic by A Text Mining Approach

Jen-Ying Shih, Yu-Jung Chang
The objective of this research is to represent the managerial logic of Mr. Yung-Ching Wang, the Chairman of Formosa Plastics Group (also known as the “God of Business” in Taiwan) through the construction of knowledge maps using a text-mining approach, including automatic key phrase extraction, term identification,...
Proceedings Article

An Effective Prefetching Technique for Location-Based Services with PPM

Chih-Cheng Lien, Chien-Chih Wang
Location-Based Services (LBS) are available on hand-held devices and become a field of active research since the recent advances in wireless communication and mobile environment. Due to the constraints of bandwidth of network, space of storage and energy of battery in the mobile client, slow information...
Proceedings Article

A String Comparison Approach to Process Logic Differences between Business Process Models

Yeh-Chun Juan
Analyzing process logic differences between company’s process and best practice process can assist project team in discovering process improvement opportunities. Process logic comparison has been mentioned in some literature, but research in this area still lacks effectively and efficiently analytical...
Proceedings Article

Distributed Algorithms to Solve the FOP Issues on the Weighted Convex-Split Networks

Shin-Jer Yang, Tzu-Chi Guo
This paper discusses the Flow-Orientation Problem (FOP), which assigns orientations of all links of an undirected network to obtain a directed network for meeting some flow optimization measurements. First, we describe the background and define three related FOP issues: MDFOP, MDSFOP, and MDDFOP. We...
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

A Maximum Achievement Model for a Interdependent Multi-location Investment Problem Using Goal Programming and Piecewise - Linear Approximation

Cheng-Chang Chang, Chung Yung, Wang
Consider 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 MNE hopes each planning investment subsidiary gleans a specific target return within a constant time horizon. Under this premise, this paper...
Proceedings Article

Pricing-Enabled QoS for UMTS/WLAN Network

Hung-Chin Jang, Bohan Lu
In this paper we propose a pricing-enabled QoS for the hybrid UMTS/WLAN network. The proposed methodology is an integration of usage-based, non usage-based, static, and dynamic pricing schemes and DiffServ (Differentiated Services). We propose the utility function and cost function for our needs, and...
Proceedings Article

Optimal Energy Consumption for Wireless Sensor Networks

Hung-Chin Jang, Hon-Chung Lee, Jun-Xiang Huang
Due to congenital restriction of sensors, it is always a crucial issue on how to utilize limited energy effectively. We first put forward a network topology construction method, based on energy saving, including the way of forming a cluster and selecting middle heads and cluster heads. We then employed...
Proceedings Article

Cost Saving Strategies for Bank Operations

Ann Shawing Yang
Recent financial liberalization in Taiwan has caused local banks to face major structural changes. This paper examines the cost structure of 36 local banks in Taiwan using the translog cost function and attempts to identify suitable operating strategies for cost reduction and performance improvements....
Proceedings Article

An Architecture and Programming Framework for Dynamic Reconfigurable Computing Systems

Qiang Wu, Wei Xie, Wei Wang
Dynamic reconfigurable computing (DRC) system is becoming increasingly attractive with its potential to combine high performance and rich functionality. But problems exist in practical application of DRC, such as that designers need to know the architectural and physical details of reconfigurable device....
Proceedings Article

USIS: A Unified Framework for Secured Information System Lifecycle

Bei-Tseng Chu, Huiming Yu, Audrey Dance
Information security ≠ information system + security features such as access control and intrusion detection. Security considerations must be an integral part of the entire lifecycle of the information system. This paper presents a framework to systematically classify all security considerations throughout...
Proceedings Article

A study of some easily parallellizable automata

Sylvie Hamel
A vector algorithm is an algorithm that applies a bounded number of vector operations to an input vector, regardless of the length of the input. The allowable operations are usually restricted to bit-wise operations available in processors, including shifts and binary addition with carry. This paper...
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

Role of Corner Detection in Capturing Shape Outlines

Asif Masood, Shaiq Haq
In this paper, a role of corner detection in outline capturing system is studied/discussed, which is normally used as phase 1 of capturing. Three outline capturing techniques are studied, one without involving any corner detection and two with most suited corner detectors. One common curve approximation...
Proceedings Article

An Innovative Use of Historical Data for Neural Network Based Stock Prediction

Tak-chung Fu, Tsz-leung Cheung, Fu-lai Chung, Chak-man Ng
Using artificial neural network is a common approach for the stock time series prediction problem. Unlike variety of researches that focus on selecting different indicators, network training, network architecture, etc., we are focusing on the selection of appropriate time points from the time sequence...
Proceedings Article

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 $G$,...
Proceedings Article

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...
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

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

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...