基于数据挖掘的金融时序频繁模式的快速发现

针对金融时间序列分析中注重快速作出趋势判断的特点,利用数据挖掘的思想和工具,提出一种金融时间序列模式快速发现算法.与传统的预测算法相比较,该算法对数据的分布和平稳性等方面的要求不高,不基于任何假设,能够非常快速地发现时间序列中的频繁模式,经过模式匹配后,可以用于金融时间序列的分析与预测.以实际汇率数据为例,证明了该算法的有效性.     

]Modeling dynamic systems by using the nonlinear difference equations based on genetic programming

When acquaintances of a model are little or the model is too complicate to build by using traditional time series methods, it is convenient for us to take advantage of genetic programming (GP) to build the model. Considering the complexity of nonlinear dynamic systems, this paper proposes modeling dynamic systems by using the nonlinear difference equation based on GP technique. First it gives the method, criteria and evaluation of modeling. Then it describes the modeling algorithm using GP. Finally two typical examples of time series are used to perform the numerical experiments. The result shows that this algorithm can successfully establish the difference equation model of dynamic systems and its predictive result is also satisfactory. Foundation item: Supported by Foundation for University Key Teacher by the Ministry of Education of China Biography: Liu Min ( 1978-), female, Master candidate, research derection: application mathematics.     

Application of support vector machines regression in prediction Shanghai stock composite index

0　IntroductionNeuralnetworks,inrecentyears,havebeensuccessfullyusedformodelingfinancialtimeseries.Researchesrevealneuralnetworkshavebetterresultsindescribingdynamiccharac teristicscomparingwithclassicalstatisticalmethods[1 3] .Back propagation (BP)neuralnetworkisamostpopularlyusedneuralnetworkmodelintheareaoffinancialforecasting .AlthoughBP’sstructureissimple ,ithaspowerfulabilityinsolvingvariousproblems.TherearealsoshortcomingswithBP :needsformanycontrolparameters,difficultyingettingsta…     

内部控制计算机监控系统

主要介绍了内部控制计算机监控系统的分析、设计过程。该系统可对事业单位财务数据进行计算机动态实时监控，及时发现管理当中的问题并予以解决，这有利于提高审计工作的质量和效率，增强审计工作的主动性和预见性。     

Remote intelligent identification system of structural damage

The focus of this paper is to build the damage identify system, which performs “system identification“ to detcct the positions and extents of structural damages. The identification of structural damage can be characterized as a nonlinear process which linear prediction models such as linear regression are not suitable. However. neural network techniques may provide an effective tool for system identification. The method of damage identification using the radial basis function neural network (P, BFNN) is presented in this paper. Using this method, a simple reinforced concrete structure has been tested both in the absence and presence of noise. The resuits show that the RBFNN identification technology can he used with related success for the solution of dynamic damage identification problems, even in the presence of a noisy identify data. Furthermore, a remote identification system based on that is set up with Java Technologies.     

The Configuration Strategies on Caching for Web Servers

The Web cluster has been a popular solution of network server system because of its scalability and cost effective ness. The cache configured in servers can result in increasing significantly performance, In this paper, we discuss the suitable configuration strategies for caching dynamic content by our experimental results. Considering the system itself can provide support for caching static Web page, such as computer memory cache and disk＇s own cache, we adopt a special pattern that only caches dynamic Web page in some experiments to enlarge cache space. The paper is introduced three different replacement algorithms in our cache proxy module to test the practical effects of caching dynamic pages under different conditions. The paper is chiefly analyzed the influences of generated time and accessed frequency on caching dynamic Web pages. The paper is also provided the detailed experiment results and main conclusions in the paper.     

KDS-CM： A Cache Mechanism Based on Top-K Data Source for Deep Web Query

Caching is an important technique to enhance the efficiency of query processing. Unfortunately, traditional caching mechanisms are not efficient for deep Web because of storage space and dynamic maintenance limitations. In this paper, we present on providing a cache mechanism based on Top-K data source （KDS-CM） instead of result records for deep Web query. By integrating techniques from IR and Top-K, a data reorganization strategy is presented to model KDS-CM. Also some measures about cache management and optimization are proposed to improve the performances of cache effectively. Experimental results show the benefits of KDS-CM in execution cost and dynamic maintenance when compared with various alternate strategies.     

A Novel Incremental Mining Algorithm of Frequent Patterns for Web Usage Mining

Because data warehouse is frequently changing, incremental data leads to old knowledge which is mined formerly unavailable. In order to maintain the discovered knowledge and patterns dynamically, this study presents a novel algorithm updating for global frequent patterns-IPARUC. A rapid clustering method is introduced to divide database into n parts in IPARUC firstly, where the data are similar in the same part. Then, the nodes in the tree are adjusted dynamically in inserting process by ＂pruning and laying back＂ to keep the frequency descending order so that they can be shared to approaching optimization. Finally local frequent itemsets mined from each local dataset are merged into global frequent itemsets. The results of experimental study are very encouraging. It is obvious from experiment that IPARUC is more effective and efficient than other two contrastive methods. Furthermore, there is significant application potential to a prototype of Web log Analyzer in web usage mining that can help us to discover useful knowledge effectively, even help managers making decision.     

Stochastic Optimal Economic Growth Model with Natural Resources

The paper examines an economic growth problem how social planners reasonably open up and retain natural resources. The objective is to maximize the total expected discounted utility of comsumption. Social planners＇ optimal decision and optimal expected rates at the steady state are derived. At last, how productivity and productivity shock affect on the expected growth rate, consumption-resources ratio and the fraction of exploited resources, are analyzed.     

Testing Forms in Web Applications Automatically

Forms enhance both the dynamic and interactive abilities of Web applications and the system complexity. And it is especially important to test forms completely and thoroughly. Therefore, this paper discusses how to carry out the form testing by different methods in the related testing phases. Namely, at first, automatically abstracting forms in the Web pages by parsing the HTML documents; then, ohtai ning the testing data with a certain strategies, such as by requirement specifications, by mining users＇ hefore input informarion or by recording meehanism; and next executing the testing actions automatically due to the well formed test cases; finally, a case study is given to illustrate the convenient and effective of these methods.     

Context-Aware Usage-Based Grid Authorization Framework

Due to inherent heterogeneity, multi-domain characteristic and highly dynamic nature, authorization is a critical concern in grid computing. This paper proposes a general authorization and access control architecture, grid usage control （GUCON）, for grid computing. It＇s based on the next generation access control mechanism usage control （UCON） model. The GUCON Framework dynamic grants and adapts permission to the subject based on a set of contextual information collected from the system environments; while retaining the authorization by evaluating access requests based on subject attributes, object attributes and requests. In general, GUCON model provides very flexible approaches to adapt the dynamically security request. GUCON model is being implemented in our experiment prototype.     

Interactive Multimedia Synchronization Model Based on Petri Nets

The multimedia synchronization is used to coordinate the timing of each multimedia object in the multimedia system. After studying different multimedia synchronization systems that have been published, an Interactive Synchronization multimedia based on Petri Nets model （ISPN） is proposed in this paper. The system is capable of describing the dynamic timing actions of multimedia objects vividly as well as controlling them interactively to maintain the system level synchronization balance.     

An Improved Grid Security Infrastructure by Trusted Computing

Current delegation mechanism of grid security infrastructure （GSI） can＇t satisfy the requirement of dynamic, distributed and practical security in grid virtual organization. To improve this situation, a TC-enabled GSI is discussed in this paper. With TC-enabled GSI, a practical delegation solution is proposed in this paper through enforcing fine granularity policy over distributed platforms with the emerging trusted computing technologies. Here trusted platform module is treated as a tamper-resistance module to improve grid security infrastructure. With the implement of Project Daonity, it is demonstrated that the solution could gain dynamic and distributed security in grid environment.     

A distributed dynamic clustering algorithm for wireless sensor networks

This paper proposes a distributed dynamic k-medoid clustering algorithm for wireless sensor networks (WSNs), DDKCAWSN. Different from node-clustering algorithms and protocols for WSNs, the algorithm focuses on clustering data in the network. By sending the sink clustered data instead of practical ones, the algorithm can greatly reduce the size and the time of data communication, and further save the energy of the nodes in the network and prolong the system lifetime. Moreover, the algorithm improves the accuracy of the clustered data dynamically by updating the clusters periodically such as each day. Simulation results demonstrate the effectiveness of our approach for different metrics. Biography: WANG Leichun (1974–), male, Ph.D. candidate, research direction: wireless communication.     

金融时间序列动态系统的混沌识别

金融系统的运行及其外在表现主要是由金融变量的时间序列数据来记录和反映的 本文给出了金融时间序列数据动态系统混沌识别的方法 ,并对我国上海股市收益率序列实行涨跌停板制度前后期的混沌特性进行了实际定量分析     

3-D lightning location solution and precision analysis of cloud flash

Using the spatial coordinates of detection stations and the time of arrival of lightning wave, the observation equations can be expressed. For the large lightning detection network, the least square method is used to process the adjustment of observation data to find the most probable value of lightning position, and the result is assessed by the mean error and dilution of precision. Lightning location precision is affected by figure factor. The conclusion can be used in the design of location network, data processing, and data analysis. Biography: ZHANG Ping (1968–), female, Ph.D. candidate, Lecturer, research direction: lightning detection and 3S technology.     

应用结构方程模型及多元回归分析的营销系统研究

为研究产业市场中内容营销信息传播在品牌资产创造价值过程中的作用,对内容营销信息进行了有效解构:在B2C市场驱动型营销策略中的功能型和情感型信息的基础上,针对B2B市场推动型营销策略发现了先驱型信息的存在.同时将品牌资产视为B2B内容营销信息传播影响品牌绩效的关键因素,最终构建了"B2B内容营销信息传播–品牌资产–品牌绩效"的营销系统.基于325家供应商的调研数据,采用结构方程模型和多元回归分析对研究假设进行检验.研究结果表明:三类信息传播对建立强势品牌资产均有正向影响;而品牌资产显著正向影响品牌财务绩效;三类信息传播对品牌财务绩效有正向影响,而公开信息渠道增加强化情感型信息和先驱型信息对品牌财务绩效的影响.      

Integrating Multi-Source Web Records into Relational Database

How to integrate heterogeneous semi-structured Web records into relational database is an important and challengeable research topic. An improved model of conditional random fields was presented to combine the learning of labeled samples and unlabeled database records in order to reduce the dependence on tediously hand-labeled training data. The pro- posed model was used to solve the problem of schema matching between data source schema and database schema. Experimental results using a large number of Web pages from diverse domains show the novel approach＇s effectiveness.