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BIFE 2009: Beijing, China
- Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai:
Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. IEEE Computer Society 2009, ISBN 978-0-7695-3705-4
Artificial Neural Networks
- Md. Zakirul Alam Bhuiyan:
An Algorithm for Determining Neural Network Architecture Using Differential Evolution. 3-7 - Shouchun Wang, Xiucheng Dong:
Predicting China's Energy Consumption Using Artificial Neural Networks and Genetic Algorithms. 8-11 - Zhi Gao, Xuchu Xu:
Stock Bubbles' Nature: A Cluster Analysis of Chinese Shanghai a Share Based on SOM Neural Network. 12-16 - Hua Jiang:
The Application of Artificial Neural Networks in Risk Assessment on High-Tech Project Investment. 17-20 - Xuemei Chen, Yangbo Wu:
IPO Pricing of SME Based on Artificial Neural Network. 21-24 - Aifeng Wang, Zhiqiang Liu:
Appraisal of High-Tech Zone Technology Innovation Ability Based on BP Neural Network. 25-28 - Lanlan Yu, Tianxing Meng, Jian Hu:
The Finger Movement Identification Based on Fuzzy Clustering and BP Neural Network. 29-33 - Hongjiu Liu, Yanrong Hu:
An Application of Hopfield Neural Network in Target Selection of Mergers and Acquisitions. 34-37 - Zhaocheng Liu, Ziran Zheng, Xiyu Liu, Gongxi Wang:
Modelling and Prediction of the CNY Exchange Rate Using RBF Neural Network. 38-41 - Zhi'An Song, YuFeng Song:
A Method of Gear Fault Diagnosis Based on CWT and ANN. 42-45 - Jun Wang, Airong Yu, Xiaoyi Zhang, Lei Qu:
Research of Dispatching Method in Elevator Group Control System Based on Traffic Mode Identify. 46-49 - Kewei Zhang, Quansheng Shi:
Power Futures Price Forecasting Based on RBF Neural Network. 50-52 - Xiao-jie Zhang, Jian Hu:
Personal Credit Rating Assessment for the National Student Loans Based on Artificial Neural Network. 53-56 - Huawang Shi:
Integration of Unascertained Method and Neural Networks in Financial Early Warning. 57-60 - Mei Liu, Jianna Zhao:
Anti-dumping Early-Warning Model Based on Entropy Weight and SOM. 61-64 - Jing Zhang:
Interweave Neural Networks with Evolutionary Algorithms, Cellular Computing, Bayesian Learning and Ensemble Learning. 65-68
Evolutionary Algorithms
- Enxiu Chen, Xiyu Liu:
Multi-colony Ant Algorithm Using Both Repulsive Operator and Pheromone Crossover Based on Multi-optimum for TSP. 69-73 - Yuanguo She, Chengwu Shen:
Chaotic Search-Based Adaptive Immune Genetic Algorithm. 74-78 - Hua Jiang:
Fuzzy Evaluation on Software Maintainability Based on Membership Degree Transformation New Algorithm. 79-83 - Jin Zhao, Yanping Liu:
The Co-evolution between Companies within E-Supply Chain Management in the Era of Digital Economy. 84-87 - Yuzhen Dong, Jingjun Zhang, Ruizhen Gao, Yanmin Shang:
An Improved Genetic Algorithm Based on hK1 Subdivision and Fixed Point. 88-91 - Zhengang Ning, Liyan Ma, Zhenping Li, Wenjian Xing:
A Hybrid Particle Swarm Optimization for Numerical Optimization. 92-96 - Xiaoxian Ma, Jilin Qu, Jianquan Sun:
A Risk Measure with Conditional Expectation and Portfolio Optimization with Fuzzy Uncertainty. 97-101 - Xuelian Wang, Shiquan Zhong:
A Dynamic Information Sending Model and the Optimization Algorithm for Customer Relationship Management. 102-105 - Zhufang Wang, Donghong Cui:
A Hybrid Algorithm Based on Genetic Algorithm and Simulated Annealing for Solving Portfolio Problem. 106-109 - Jingjun Zhang, Yanmin Shang, Ruizhen Gao, Yuzhen Dong:
An Improved Genetic Algorithm Based on Subdivision Theory. 110-113 - Mohammad Ali Moni, A. B. M. Shawkat Ali:
Object Identification Based on Deformable Templates and Genetic Algorithms. 114-117 - Sichun Wang:
A Constructive Method of Multicriteria Decision Functions Based on GP Algorithm. 118-121
Artificial Immune Systems and Swarm Intelligence
- Xinhua Jiang, Lina Zhang:
An Application of Artificial Immune Algorithm for Load Balancing in VOD Cluster. 122-125 - Yuling Tian:
On Diagnosis Prototype System for Motor Faults Based on Immune Model. 126-129 - WenJie Tian, ManYi Wang:
Support Vector Regression and Immune Clone Selection Algorithm for Predicting Financial Distress. 130-133 - Fu-ji Chen, Ping Cao:
Ant Colony Optimization Algorithm for Vendor Selection in Information Systems Outsourcing. 134-137
Support Vector Machines
- Ping Yao:
Hybrid Classifier Using Neighborhood Rough Set and SVM for Credit Scoring. 138-142 - Wei Shen, Yunyun Zhang, Xiaoyong Ma:
Stock Return Forecast with LS-SVM and Particle Swarm Optimization. 143-147 - Xiu-e Yuan, Xiaoya Sun:
The Evaluation of Bidder's Competitive Power Based on LS-SVM Optimized by Dynamic Inertia Weight PSO Algorithm. 148-151 - Jiashu Zhou, Erping Wang, Yiwen Chen, Xuanna Wu, Yujie Ma, Yingjie Tian:
Forecasting Model of Mass Incidents in China - An Explorative Research Based on Suppport Vector Machine. 152-155
Rough Sets and Fuzzy Logic
- Gang Xie, Wuyi Yue, Shouyang Wang:
Using VPRS-Based Group Decision-Making to Evaluate Partner Relationship in the Value Network of a Mobile Portal. 156-160 - Kai-di Liu, Jin Wang, Yan-jun Pang:
A New Method of Membership Conversion for Fuzzy Evaluation of the Oil Storage Safety. 161-164 - Mikael Collan, Robert Fullér, József Mezei:
A Fuzzy Pay-Off Method for Real Option Valuation. 165-169 - Taoying Li, Yan Chen:
Fuzzy Clustering Ensemble Algorithm for Partitioning Categorical Data. 170-174 - Yancang Li, Juanjuan Suo:
Risk Evaluation of Real Estate Based on AHM and Fuzzy Set. 175-178 - Wenguang Tang, Yunling Luo:
A New Method of Fuzzy Linear Programming Problems. 179-181 - Ruixiang Wu:
Empirical Analysis of the Anti-disturbance Coefficient of Financial System to Fluctuation Impact Based on the Duffing Equation in Chaos. 182-185 - Hongping Deng, Jian Zhang:
Fast Face Detection Based on Fuzzy Set Theory. 186-189 - Hongjun Gao, Yunfeng Song, Wei Liao:
Fuzzy Comprehensive Evaluation Model on University Teaching Quality. 190-193 - Ming Yang, Hong Li:
User Analysis Based on Fuzzy Clustering. 194-196
Machine Learning
- Wen Zhang, Taketoshi Yoshida, Xijin Tang:
Text Classification Using Semi-supervised Clustering. 197-200 - Xiang Zhang, Mingquan Zhou, Lili Dong, Na Ye:
Design of Chinese Text Categorization Classifier Based on Attribute Bagging. 201-204 - Wei Hou, Bingru Yang, Yonghong Xie, Chensheng Wu:
Mining Multi-relational Frequent Patterns in Data Streams. 205-209 - Dan Han, Zhiwei Ni, Gongrang Zhang, Hongyu Wang, Jun Yan:
Research and Design of Extension Case Base Based on CBR. 210-214 - Shumian Yang, Lianhai Wang, Jian Liu:
Algorithm for Agent Collaborative Learning Task Allocation Based Graph Framework. 215-218 - Quan-Wu Xiao, Lei Shi:
Gradient Learning Approach for Variable Selection in Credit Scoring. 219-222 - Feng Gao, Chengrong Wu, Naiwang Guo, Danfeng Zhao:
Large-Scale Hierarchical Text Classification Based on Path Semantic Information. 223-227 - Ruliang Zhang, Yun Zhang:
Car Number Plate Detection Using Multi-layer Weak Filter. 228-232 - Ruijun Gu, Jiacai Wang:
An Improved Spectral Clustering Algorithm Based on Neighbour Adaptive Scale. 233-236 - Jirong Gu, Jieming Zhou, Xianwei Chen:
An Enhancement of K-means Clustering Algorithm. 237-240
Portfolio Selection and Optimization
- Jianfeng Liang, Jingjun Liu:
Tracking Error Analysis of Optioned Portfolio Optimization. 241-245 - Jianwei Gao, Lufang Liu:
Mean Conditional Value-at-Risk Model for Portfolio Optimization. 246-250 - Lingling Huang, Zhixin Liu:
Optimal Life-Cycle Portfolio Choice for Chinese Residents with Housing. 251-255 - Zhisheng Li:
Modeling and Analysis of the Combined Problem of Annuity Planning and Consumption-Investment Selections. 256-260 - Kai Bartlmae:
Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios. 261-265 - Heping Xiong, Yiheng Xu, Yi Xiao:
Comparative Analysis of Multi-period Portfolio Strategies. 266-269 - Shuhong Fang:
On Optimal Risk/Return-Efficient Arbitrage Portfolio. 270-273 - Ran Qu, Zhenting Qu:
Multistage Stochastic Programming Model of Portfolio Selection for Life Insurance Companies in China. 274-278
Financial Time Series Forecasting and Analysis
- Wei Wang, Hong Zhao, Qiang Li, Zhixiong Liu:
A Novel Hybrid Intelligent Model for Financial Time Series Forecasting and Its Application. 279-282 - Bin Mu, Jinlai Yan:
An Adaptive Filtering Technique for Time Series Search. 283-287 - Shide Ou, Danhui Yi:
Robustness Analysis and Algorithm of Expected Shortfall Based on Extreme-Value Block Minimum Model. 288-292 - Xin Tian, Xiaoshan Lu, Xingmai Deng:
A TEI@I-Based Integrated Framework for Port Logistics Forecasting. 293-296 - Shinan Cao, Honggang Li, Handong Li:
The Volatility of Return, Trading Volume and Amount in Different Scales. 297-301 - Zhongjun Tang, Jing Xiao:
Tools for a New Demand Forecasting Paradigm 'Individual Demand Forecasting'. 302-306
Options Pricing and Valuation
- Lokman A. Abbas-Turki, Bernard Lapeyre:
American Options Pricing on Multi-core Graphic Cards. 307-311 - Lina Wang, Milis Keon:
Analysis of ERP II Implementing Option Problem with Asymmetric Information. 312-316 - Jianquan Sun, Xiaoxian Ma:
Warrant Pricing Model with Autocorrelated Underlying Stock Returns. 317-320 - Yue Li, Xiangning Wang:
Warrant Pricing Bias in China's Stock Market and Its Causes. 321-324 - Xiaoyu Ren, Shenghong Li, Xinping Shao:
A Fast Algorithm for Solving the Pricing of American Options. 325-328 - Guoqing Zhao:
Optimal Stopping with Model Uncertainty and Pricing the American Option. 329-332 - Chengli Zheng, Ting He:
Pricing Longevity Bonds Based on Stochastic Mortality Forecasting by Panel Data Procedures. 333-337 - Shujun Ye, Yalan Wang, Ying Li:
Investment Value of Convertible Bonds Based on Binary Tree. 338-341 - Jingyang Yang, Shenghong Li:
Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates. 342-345 - Shanshan Ding, Liugen Wang, Shenghong Li:
The Investment-Uncertainty Relationship in a Real Option Model. 346-349 - Yongfeng Wei, Zhaoben Fang, Tao Zhang:
Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method. 350-354 - Caiyu Zhang, Guoqing Huo, Keping Lu:
How to Calculate the Stockholders' Cost of Stock Option Incentive. 355-359
Financial Diagnosis and Risk Management
- Zhijun Fang, Guihua Luo, Shenghua Xu, Fengchang Fei:
Stock Fluctuations Anomaly Detection Based on Wavelet Modulus Maxima. 360-363 - Yuzhou Liang, Haiyan Xin:
Application of Discretization in the Use of Logistic Financial Rating. 364-368 - Yanhong Pang, Daojin Shi:
Integration of Internal Control and Risk Management. 369-372 - Wai-Ki Ching, Ho-Yin Leung, Hao Jiang, Liang Sun:
A Markovian Model for Default Risk in a Network of Sectors. 373-377 - Cong Sui, Guotai Chi, Zhongyuan Yang:
The Study on Hedging Model Based on Risk Tolerance of Hedgers. 378-380 - Min Li, Kin Keung Lai:
Risk and Cost Analysis in Supply Chain Structure with Simulation. 381-385 - Rongda Chen, Jinrong Lu:
Nonlinear VaR Model of FX Options Portfolio Based on Importance Sampling Technique. 386-390 - Cong Gu, Shenghong Li, Bo Zhou:
On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment. 391-395 - Dongjie Shen, Kin Keung Lai, Liang Liang:
Inventory Replenishment Model for Perishable Products in Two-Level Supply Chain. 396-400 - Cheng-dong Shi, Dun-xin Bian:
The Revenue Sharing Contract Design of the Closed-Loop Supply Chain Coordination with Loss-Averse Retailer. 401-405 - Chuantao Wang, Shouwen Ji, Jinsheng Shen, Xiangyu Han:
Demand Disruptions and Coordination of a Supply Chain with Convex Production Cost Function. 406-409 - Kaihao Liang, Kin Keung Lai:
The Compensation Model for Default-Risk of Corporate Bonds in China under Kalman Filter. 410-413 - Xiaofei Peng:
An Integrated Risk Management Model for Financial Institutions. 414-418 - Mingqiang Zhu:
Simple Analysis on the Function of Risk Management in Construction Enterprises Development. 419-422 - Xin Li Wang, Li Ping Yan:
Fuzzy Quality Synthetic Evaluation on Project Investment Decision. 423-426 - Shujun Ye, Zelei Fan:
The Delta Hedging's Application in Credit Risk Management. 427-430 - Xiaofeng Zhang, Xiaohua Zhong:
Empirical Analysis of Chinese Open-Ended Fund's Liquidity Risk. 431-434
Data Mining and Knowledge Discovery
- Yazhuo Gao, Zhiwei Ni, Yuxiao Zhao:
A Scheduling Strategy for OLAM Tasks and Its Application in a Financial BI System. 435-440 - Ligang Zhou, Kin Keung Lai, Jerome Yen:
A New Approach with Convex Hull to Measure Classification Complexity of Credit Scoring Database. 441-444 - Xiaofei Zhou, Yong Shi, Peng Zhang, Guangli Nie, Wenhan Jiang:
A New Classification Method for PCA-Based Face Recognition. 445-449 - Lingling Zhang, Jun Li, Aihua Li, Peng Zhang, Guangli Nie, Yong Shi:
A New Research Field: Intelligent Knowledge Management. 450-454 - Ang Gao, Yang Yang, Ming Zeng, Jing-Le Zhang, Yue-Wei Wang:
Organizational Structure Mining Based on Workflow Logs. 455-459 - Yuejin Zhang, Lingling Zhang, Guangli Nie, Yong Shi:
A Survey of Interestingness Measures for Association Rules. 460-463 - Aihua Li, Lingling Zhang:
A Study of the Gap from Data Mining to Its Application with Cases. 464-467 - Yue Chen, Hong-hu Zhen, Jing Cao, Jing Shao:
A Time-and-Times-Limited Strong Direct Anonymous Attestation Scheme. 468-471 - Ailing Wang:
Research on Mining Association Rules in Distributed System. 472-475 - Liang Sun:
Modeling and Analysis of Manufacture System Using a SPN Approach. 476-479 - Wenpeng Lu, Ruojuan Xue, Haixia Li, Jianguo Wang:
A Strategy of Semantic Information Extraction for Web Image. 480-483
Customer Relationship Management
- Huiyu Cao, Bin Liu, Jianmin He:
The Design of Customer Satisfaction Analysis Model Based on Hierarchical Fuzzy System. 484-488 - Qiaolun Gu, Tiegang Gao:
Price Decisions for Used-Products Considering Its Impact on New-Product-Demand. 489-492 - Qiaolun Gu, Tiegang Gao:
Impact of Consumer's Life-Level on R/M Integrated Supply Chain Management. 493-496 - Yongke Yuan, Wei Wang:
A Study on the Relationship between Native and Customers' Information of the Enterprise. 497-500 - Sheng Zhang, Gang Zheng, Qing Chang, Yan Wang, Pingping Li:
The Architecture and Implementation of the New Generation Business System in a Commercial Bank. 501-504
Business Decision Making
- Husong Ding, Zhongsheng Hua:
A Comparative Study of Centralized and Decentralized Decision Making on Flexibility Investment. 505-509 - Jing Yu, Bin Xu, Yong Shi:
The Pareto-Frontier Solution to the MultiProject & Multiple Item Stochastic Chance-Constrained Investment Combination. 510-513 - Xue Feng, Gregory Richards, Bijan Raheemi:
The Road to Decision-Centric Business Intelligence. 514-518 - Deming Zeng, Chuanrong Wu:
Decision Support Model and Simulation for Knowledge Transfer in Innovation Networks. 519-523