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Markov Chain Model provides a concise mathematical model to describe the online English auction process, converting the complicated interaction between the bidders and auctioneer into a tractable mathematical problem, which is a milestone for researches involved in this area. However, the assumptions...

The mean-variance framework for portfolio selection should be revised when investor’s concern is the downside risk. This is especially true when the asset returns are not normal. In this paper, we incorporate value-at-risk (VaR) in portfolio selection and the mean-VaR framework is proposed. Due to the...

Using the laboratory experiment and simple multi–Prisoner’s dilemma model, this paper explores the effect of the change in the number of contacts and in the contact (payoff) structure, and then the characteristics of the strategy that leads players to reach mutual cooperation. When the number of contacts...

One purpose of this paper is to propose hybrid neural network models for bankruptcy prediction. The proposed hybrid neural network models are, respecitvely, a MDA model integrated with financial ratios, a MDA model integrated with financial ratios and intellectual capital ratios, a MDA-assisted neural...

Music expresses emotion. However, analyzing the emotion in music by computer is a difficult task. Some work can be found in the literature, but the results are not satisfactory. In this paper, an emotion detection and classification system for pop music is presented. The system extracts feature values...

Objects in the world exhibit complex interactions.When captured in a video sequence, some interactions manifest themselves as occlusions. A visual tracking system must be able to track objects which are partially or even fully occluded. Occlusion is a difficult problem in target tracking, especially...

This paper presents state-of-the-art silicon-based bandstop filters for the realization of microwave system-on-a-chip (SOC) communication systems. The characteristics of the bandstop filters are designed by the adjustment of the geometric dimensions of the filters in order to meet different system requirements....

We are developing an artificial stock market model with investor agents in order to analyze characteristics of a market price. In this paper, we analyze the effects of agent’s reaction rate to technical indicators in a financial market. Intensive experiments have suggested that trend follow investor...

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...

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...

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...

This paper adopts the grey prediction methods, to investigate the return and volatility of major index futures among American and Eurasian markets. The grey relational theory and GM(1,N) model are further used to observe the volatility spillover effect and find the main influence factor in the volatility...

Some approaches such as path indexing, labeling, and numbering scheme have been proposed in order to facilitate query of XML data. The indexes derived by these approaches must be rebuilt if XML data is updated. The method LSDX (Labeling Scheme for Dynamic XML data) can dynamically add new labels without...

Combining the concepts of balanced scorecard, fuzzy set theory and entropy, a systematic fuzzy multiple criteria decision making (MCDM) for airlines operating performance evaluation is proposed. A hierarchical structure is constructed through the concept of balance scorecard includes four perspectives:...

Building on the framework presented in The Nature of Creative Development (Stanford U. Press, 2006), I describe an approach for representing researchers' focuses of research activity in a field; the approach is based on use of a knowledge representation framework. Application is made to the field of...

In order to reduce the bias of linguistic recognitions among the group decision makings, this study develops “fuzzy multiple preference model” with two stages to better determining the suitable service innovation. A real numerical application in the chain wholesale has also been demonstrated.

This research utilizes the Agent-Based Model to clarify microscopic and macroscopic links between investor behavior and price fluctuations in the financial market. This analysis places focus on the role that investors’ overconfidence plays in the financial market. As a result of this analysis, it has...

This paper addresses hidden structure visualization adaptive to human’s prior understanding. The degree of understanding is parameterized by temperature used in the human-interactive annealing process along with stable deterministic crystallization algorithm. This adaptive nature is demonstrated with...

Image up-sampling is found to be a very effective technique useful in today’s digital image processing applications or rendering devices. In image up-sampling, an image is enhanced from a lower resolution to a higher resolution with the degree of enhancement depending upon application requirements. It...

Peter E Hydon: Symmetry Methods for Differential Equations: A Beginner's Guide Cambridge Texts in Applied Mathematics, Cambridge University Press, 2000.

Four books published by Birkhäuser are reviewed.

Seven books published by Birkhäuser are reviewed.

Five books are reviewed, namely Bruce C Berndt: Ramanujan's Notebooks. Part I. (With a foreword by S Chadrasekhar). Springer-Verlag, New York Berlin, 1985. 357 pages. --: Ramanujan's Notebooks. Part II. Springer-Verlag, New York Berlin, 1989. 359 pages. --: Ramanujan's Notebooks. Part III. Springer-Verlag,...

Three books are reviewed, namely Masao Nagasawa: Schroedinger Equations and Diffusion Theory. Birkhaeuser, Basel Boston Berlin, 1993. 332 pages. David Wick (with a mathematical appendix by William Farris): The Infamous Bounary - Seven Decades of Controversy in Quantum Physics. Birkhaeuser. Boston Basel...

N H Ibragimov: Elementary Lie Group Analysis and Ordinary Differential Equations, John Wiley, New York, 1999, 347 pages.

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...