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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

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...
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...