高频数据波动率建模——基于厚尾分布的Realized GARCH模型

"厚尾现象"是金融时间序列分布的一个普遍特征,本文将RealizedGARCH模型推广到容纳厚尾分布的情形,并将杠杆函数的幂次放松为待估参数。结果显示,使用Skewed-t分布的模型能够较好地反映收益率序列的厚尾和偏峰性质,放松的幂次参数可以给出更贴合数据的"信息冲击曲线"。引入厚尾分布亦可用改进Realized GARCH模型对实现测度的预测,其中使用标准t分布的模型给出的预测精度最高。     

基于领域本体的信息抽取系统的设计与实现

为了实现提高信息抽取过程中的准确率与覆盖率,在信息抽取检索系统中,引入了领域本体。本文介绍了本体、领域本体的一些基本概念,同时并讨论了领域本体与信息抽取存在的一些映射关系。在本信息抽取原型系统中实现了手机领域本体,并将该领域本体应用到信息抽取中去。     

基于文摘的SLDA主题模型

文本数据含有与文章内容高度相关的额外信息,而标准的LDA主题模型对这些信息没有加以利用,导致在很多文本的处理过程中出现对关键信息的遗漏的问题,降低了LDA模型的主题提取能力和数据降维能力。构建一种利用文档文摘信息的SLDA模型,在对文档建模时引入机械抽取的文摘信息,通过文摘信息对文档内容平滑,可以很全面地利用文档自身特征信息,从而提高了模型对文档的主题提取能力和数据降维能力。实验结果表明,在标准的LDA模型中引入文摘信息可以提高模型的文档主题提取能力。     

上海证券市场混沌特征分析

文章利用Dayid Ruelle提出的相空间重构技术和Wolf算法计算出了上证综合指数日收益率的Lyapunov指数,利用P-Grassberger和I·Procaccla提出的时间序列关联维数的G-P算法计算出上证综指日收益率序列的关联维数。得出上海证券市场具有明显的非线性混沌特征的结论。     

绵阳机场过站航班地面保障流程延误预警研究

针对绵阳机场航班地面保障流程构建AOE—网,求出"关键路径",结合A-CDM记录得到航班保障流程中的"关键延误作业",并通过Apriori算法对"关键延误作业"进行关联规则分析,最终得出造成航班保障累积延误的主要原因。计算结果表明,为提高航班正常性,绵阳机场应在地面保障中应着重监管廊桥/客梯车到位、旅客登机、客舱门关闭、廊桥/客梯车撤离这几项保障作业的进程和关联性。     

基于灰色GM(1,1)模型的河北沿海地区物流需求预测研究

以灰色预测理论为基础,通过不同的原始数据序列构建不同维度的GM(1,1)模型,对其预测精度进行比较;并选取精度最高的模型建立起新陈代谢模型,采用等维灰数递补的动态预测方法,对河北沿海地区"十二五"期间的物流需求进行预测。     

网页信息抽取方法的研究

一、相关技术 1．常规抽取方法介绍 基于定义规则的信息抽取是指由用户根据待抽取信息节点特征．定义一种抽取规则（例如用正则表达式来描述规则）来进行信息抽取。这种方法的优点是简单、精确、技术难度低、方便快速部署。其缺点是需要针对每一个信息源的网站模板进行单独的设定。所以这种方式适合少量信息源的信息处理．不是搜索引擎级的应用．很难满足用户对查全率的需求。     

产业集群网中科技团队推荐方法的研究

针对产业集群网络中对人员层信息应用的缺陷,以及无法利用有向加权小世界网络特性研究人员之间存在的各种关系。本文利用集群网中人员节点特征,用条件随机场模型分析节点间的联系,层次分析法确定模型中的系数,并找出不同领域中人员的联系,提出了一种科技团队推荐的方法,并将人员特征信息量化,作为特征向量添加到计算人员节点权值中。最后,根据候选人员的优先度来组成科技团队。实例证明,通过该推荐方法得到的团队在产业网中具有一定的有效性和实用价值。     

半非参数模型选择研究以及在上交所回购利率中的应用

基于模型动态稳定性的要求,本文改进了半非参数（SNP）模型的选择方法,使所选择的SNP模型既能很好地拟合真实样本又能模拟出与真实样本统计特征相近的时间序列。其次,本文得到了二维随机过程情形下赫米特展开项的理论结果。第三,实证结果表明：上交所旧质押式回购利率初始、插值后样本两组数据的最优SNP模型均为Semiparametric AR(1)-GARCH(1,1)（即11118000）模型,但是两者的系数估计值却不相同。最后,本文的实证结果表明了所提出的SNP模型选择改进方法的合理性与稳定性。     

繁忙机场高峰航班流量预测问题研究

为了提高繁忙机场的应急管理能力,为繁忙机场制定应急预案提供科学依据,本文提出了一种基于灰色模型和改进的支持向量回归机模型相结合的新方法,并对繁忙机场的非常态高峰航班流量的小样本进行了时间序列预测。     

浅谈网页模糊归类的应用

因特网目前是一个巨大、分布广泛、全球性的信息服务中心,但Internet所固有的开放性、动态性与异构性,使得准确快捷地获取网络信息存在一定难度。针对这一问题,本文提出了模糊归类网页信息提取方法。     

粒子群优化算法在Web内容挖掘中的应用与研究

随着计算机技术在各领域的广泛应用,互联网的迅猛发展使得各类信息以指数级增长,本文主要研究粒子群优化算法在Web数据挖掘中的应用,介绍了粒子群优化算法进行Web数据挖掘的基本原理,分析了其特点。简述了粒子群Web数据挖掘优化算法的原理、特点、参数设置与应用等,重点分析了粒子群优化算法中的惯性权值,加速因子的设置对算法基本性能的影响,给出了算法中的经验参数设置。     

基于高维聚类技术的中文关键词提取算法

关键词提取是中文信息处理技术研究中的热点和难点,基于统计信息的方法是其中一个重要分支。本文针对基于统计信息关键词提取方法准确率低的问题,提出基于高维聚类技术的中文关键词提取算法。算法通过依据小词典的快速分词、二次分词、高维聚类和关键词甄选4个步骤实现关键词的提取。理论分析和实验显示,基于高维聚类技术的中文关键词提取方法具备更好的稳定性、更高的效率和更准确的结果。     

A comparison of multiple imputation with EM algorithm and MCMC method for quality of life missing data

This study investigated the performance of multiple imputations with Expectation-Maximization (EM) algorithm and Monte Carlo Markov chain (MCMC) method in missing data imputation. We compared the accuracy of imputation based on some real data and set up two extreme scenarios and conducted both empirical and simulation studies to examine the effects of missing data rates and number of items used for imputation. In the empirical study, the scenario represented item of highest missing rate from a domain with fewest items. In the simulation study, we selected a domain with most items and the item imputed has lowest missing rate. In the empirical study, the results showed there was no significant difference between EM algorithm and MCMC method for item imputation, and number of items used for imputation has little impact, either. Compared with the actual observed values, the middle responses of 3 and 4 were over-imputed, and the extreme responses of 1, 2 and 5 were under-represented. The similar patterns occurred for domain imputation, and no significant difference between EM algorithm and MCMC method and number of items used for imputation has little impact. In the simulation study, we chose environmental domain to examine the effect of the following variables: EM algorithm and MCMC method, missing data rates, and number of items used for imputation. Again, there was no significant difference between EM algorithm and MCMC method. The accuracy rates did not significantly reduce with increase in the proportions of missing data. Number of items used for imputation has some contribution to accuracy of imputation, but not as much as expected.     

基于J2ME的医院远程信息系统的研究应用

针对现在医院系统中存在的内部管理不当以及医患关系的信息不对称等问题,提出了基于J2ME的医院远程信息系统的研究应用。本文采用当前移动开发领域较为流行的J2ME和Web Service技术,通过J2ME核心的技术标准JSR172实现移动设备上的Web服务的调用,采用面向对象的程序设计方法,利用软件工程的管理方法,设计并开发了医院远程信息系统。     

自动分词模型中的歧义字段消除探讨

Web技术在在线信息服务系统的研究和应用领域中,智能答疑系统得到了越来越广泛的应用。在智能答疑系统中,对汉语自动分词的模型和方法已经有了很多的研究,然而始终不能得到完善的解决。本文利用基于规则和基于统计的歧义消除策略对自动分词模型中的算法和歧义字段的消除作出了一定的研究。     

A method towards Web service combination for cross-organisational business process using QoS and cluster

How to quickly combine various Web services to support cross-organisational business processes is the key technical problem in service computing. Because of the changeability of QoS of Web services, the traditional methods are unadaptable to the new environments. In this paper, a new service composition method, called Improved Self-organising neural network Method for Web Service Composition, is proposed to achieve QoS-aware Web service combination, according to using the clustering technology. First, fuzzy mathematics is used to express each QoS attribute and the improved self-organising neural network is used to cluster services to reduce the number of candidate services. Secondly, all the centre of each cluster is selected and formed a composite service by using an exhaustive algorithm. Thirdly, the service cluster that is represented by the concrete services. Finally, the optimal service combination can be selected using integer programming or genetic algorithm. The experimental result shows the efficiency of Web service composition and demonstrates the applicability.     

QoS-aware middleware for web services composition: a qualitative approach

Web services exhibit major industrial benefit by their ability to participate in composition processes. Web services composition allows for automated exchange of information among remote processes through the service interface. A well-established end-to-end QoS infrastructure among the involved processes precludes confusion among the developers, vendors and consumers. Most of the research work conducted in this domain has focused on functional QoS requirements such as service response time, delay, cost, etc. This paper elaborates the QoS of web services from the perspective of data freshness and accuracy. Towards this aim, the ‘Region Switching’ (RS) algorithm is introduced in this paper. Within the context of the multiple web services composition scenario, the RS-algorithm allows for accurate identification of the point of information change and the appropriate re-computation over the subset of the pre-established, global service execution plan. Thereafter, a mathematical model is presented to verify the need for re-computation based on certain estimated factors, computed thresholds, and the model design. Such a selective re-computation is worth considering since some services may take a significant amount of time to produce results where a slight change to the information set might not alter the outcome of the service. The proposed concept is implemented by utilising and extending the WS-Notification specification in order to elaborate a middleware that is capable of sensing and routing information change at the level of web services using the publish-subscribe mechanism. The contribution of this paper is threefold. First, it highlights the importance of qualifiable QoS aspect related to the issue of web services composition and monitoring. Second, it describes an algorithm capable of capturing and reflecting the state of web services involved in a composition process, thereby achieving higher QoS. Finally, the paper illustrates the use and extension of the WS-Notification concept in building such systems that would deliver up-to-date information to the user through selective re-computation of the web services composition plan.     

Web Services安全技术研究

Web Service的安全性在当前的应用中起到基础作用。在分析了Web Service安全现状的基础上,根据Web Service的主要安全需求,提出了安全的SOAP消息方法,主要采用文档对象的加密方法并且定义了数据加密的过程,给出了基于元素方式的数据加密的一个安全机制,可有效的保证SOAP消息的安全传输。     

Web数据挖掘中XML技术的应用研究

随着网络技术的发展,网上的信息资源越来越丰富,怎样对Web上海量的数据信息进行深层次的应用成了当今数据库技术的研究热点。文章针对Web上数据的特点和目前Web数据挖掘存在的挑战,结合XML语言的技术特点,主要探讨了XML技术在Web数据挖掘中的重要应用。