基于WRT方法的港口危化品物流风险评估研究

针对港口危化品物流风险管理中风险因素众多和交互影响的复杂性,构建港口危化品物流的WRT风险评估模型.首先基于物理-事理-人理WSR理论构建港口危化品物流风险评估指标框架,其次通过风险过滤和排序RFRM理论对风险因素进行双重过滤,保留关键风险因素.然后基于TSS情景构建理论从物理、事理和人理三个层面构建港口危化品物流的多维风险情景,通过深入剖析各风险情景下风险因素之间的耦合关系,刻画港口危化品物流中的不同风险状态与风险源最后,基于熵权法和贝叶斯理论对我国7个重要港口进行多维情景风险评估,结果表明天津港和南京港整体风险较大,多数情况下二维情景风险大于三维情景风险,同时从多维风险情景下对物理、事理、人理的耦合风险进行分析,展示了各港口的薄弱环节,最后为港口危化品物流风险管理提出建议.     

Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation

In this study, a novel hybrid intelligent mining system integrating rough sets theory and support vector machines is developed to extract efficiently association rules from original information table for credit risk evaluation and analysis. In the proposed hybrid intelligent system, support vector machines are used as a tool to extract typical features and filter its noise, which are different from the previous studies where rough sets were only used as a preprocessor for support vector machines. Such an approach could reduce the information table and generate the final knowledge from the reduced information table by rough sets. Therefore, the proposed hybrid intelligent system overcomes the difficulty of extracting rules from a trained support vector machine classifier and possesses the robustness which is lacking for rough-set-based approaches. In addition, the effectiveness of the proposed hybrid intelligent system is illustrated with two real-world credit datasets.     

Why do EMD‐based methods improve prediction? A multiscale complexity perspective

Empirical mode decomposition (EMD)‐based ensemble methods have become increasingly popular in the research field of forecasting, substantially enhancing prediction accuracy. The key factor in this type of method is the multiscale decomposition that immensely mitigates modeling complexity. Accordingly, this study probes this factor and makes further innovations from a new perspective of multiscale complexity. In particular, this study quantitatively investigates the relationship between the decomposition performance and prediction accuracy, thereby developing (1) a novel multiscale complexity measurement (for evaluating multiscale decomposition), (2) a novel optimized EMD (OEMD) (considering multiscale complexity), and (3) a novel OEMD‐based forecasting methodology (using the proposed OEMD in multiscale analysis). With crude oil and natural gas prices as samples, the empirical study statistically indicates that the forecasting capability of EMD‐based methods is highly reliant on the decomposition performance; accordingly, the proposed OEMD‐based methods considering multiscale complexity significantly outperform the benchmarks based on typical EMDs in prediction accuracy.     

A Novel Integrated Measure for Energy Market Efficiency

This paper formulates a novel integrated measure for energy market efficiency, by investigating different aspects of the market performance. Different from most existing models focusing on one certain aspect, the novel measure especially takes into consideration the self-similarity(or system memo ability or long-term persistence) via fractality, the attractor properties in phase-space via chaos,and disorder state of data dynamics via entropy. In the proposed method, the most popular data analysis techniques of multi-fractal detrended fluctuation analysis, correlation dimension, and sample entropy are respectively conducted on the market returns to capture the corresponding features, and the entropy weight method is then used to generate the final integrated index. For illustration and verification, the proposed measure is applied to three typical energy markets analyses. The empirical results find that natural gas market and crude oil market are much more efficient than carbon market.     

美舍河沉积物重金属地球化学特征及其环境意义

对海口市美舍河沉积物重金属进行分析,结果表明,沉积物重金属元素Cr、As和Cd的含量较高,并对美舍河沉积物重金属采用地质累积指数法和潜在生态风险评价法对其进行污染评价,研究结果表明,由地质累积指数可知：Cu、Zn和Pb元素属于无污染水平,其中Cu元素接近无污染到轻污染之间的水平;Ni元素属于轻污染水平;Cr和Cd元素属于轻污染到重污染之间的水平;As元素属于重污染水平;各重金属元素的污染程度顺序为：Zn〈Cu〈Pb〈Ni〈Cd〈As〈Cr,各重金属元素潜在生态危害系数顺序为：Zn〈Cu〈Pb〈Ni〈Cr〈As〈Cd,该研究区潜在生态风险指数肼平均值为45．28,属于轻微生态危害范围。     

Fuzzy-based network bandwidth design under demand uncertainty

<正> In communication networks (CNs),the uncertainty is caused by the dynamic nature of thetraffic demands.Therefore there is a need to incorporate the uncertainty into the network bandwidthcapacity design.For this purpose,this paper developed a fuzzy methodology for network bandwidthdesign under demand uncertainty.This methodology is usually used for offline traffic engineeringoptimization,which takes a centralized view of bandwidth design,resource utilization,and performanceevaluation.In this proposed methodology,uncertain traffic demands are first handled into a fuzzynumber via a fuzzification method.Then a fuzzy optimization model for the network bandwidthallocation problem is formulated with the consideration of the trade-off between resource utilizationand network performance.Accordingly,the optimal network bandwidth capacity can be obtained bymaximizing network revenue in CNs.Finally,an illustrative numerical example is presented for thepurpose of verification.     

基于关联规则赋权特征选择集成的信用分类研究

针对信用分类数据集中常见的高维性特征,本文基于特征袋装法和关联规则挖掘算法,构建了新的赋权特征选择集成模型AR-WSAB.该模型能根据频繁项集的支持度和置信度,对各特征的重要度进行测度,进而选择出各特征子集,训练子分类器,再通过集成得到最终结果.通过在贷款违约预测数据集上进行实证分析,结果表明该模型分类正确率相对于Bagging集成模型和PCA算法都有显著优势,所提方法能够有效处理高维性特征,并且在各分类算法上都具有普适性.     

互联网环境下的理财产品信用价差影响因素研究

互联网理财产品信用价差受到了广泛关注,本文从探究系统性、非系统性和互联网等风险因子所隐含的信息出发,分析各风险因子对互联网理财产品信用价差大小的贡献程度,找出影响信用价差大小的关键因素.其中,互联网金融理财产品的信用价差利用Nelson-Siegel-Svensson模型构建无风险收益序列并结合零波动率价差法计算得到,并根据文献建立了系统性、非系统性和互联网等风险因子体系.实证结果表明,互联网金融发展指数对互联网金融理财产品信用价差存在显著影响;利率期限结构调整的债券市场收益率、银行业景气指数、采购经理人指数、居民消费指数、非系统性债券指数波动率也对互联网金融理财产品信用价差存在显著影响.然而,反映股票市场系统性风险因子的上证综指、非系统性股票波动率、广义货币供应量对互联网金融理财产品信用价差无显著影响.     

Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks

Based on the concept of ‘decomposition and ensemble’, a novel ensemble forecasting approach is proposed for complex time series by coupling sparse representation (SR) and feedforward neural network (FNN), i.e. the SR‐based FNN approach. Three main steps are involved: data decomposition via SR, individual forecasting via FNN and ensemble forecasting via a simple addition method. In particular, to capture various coexisting hidden factors, the effective decomposition tool of SR with its unique virtues of flexibility and generalization is introduced to formulate an overcomplete dictionary covering diverse bases, e.g. exponential basis for main trend, Fourier basis for cyclical (and seasonal) features and wavelet basis for transient actions, different from other techniques with a single basis. Using crude oil price (a typical complex time series) as sample data, the empirical study statistically confirms the superiority of the SR‐based FNN method over some other popular forecasting models and similar ensemble models (with other decomposition tools). Copyright © 2016 John Wiley & Sons, Ltd.     

Forecasting China’s Foreign Trade Volume with a Kernel-Based Hybrid Econometric-Ai Ensemble Learning Approach

Due to the complexity of economic system and the interactive effects between all kinds of economic variables and foreign trade, it is not easy to predict foreign trade volume. However, the difficulty in predicting foreign trade volume is usually attributed to the limitation of many conventional forecasting models. To improve the prediction performance, the study proposes a novel kernel-based ensemble learning approach hybridizing econometric models and artificial intelligence （AI） models to predict China＇s foreign trade volume. In the proposed approach, an important econometric model, the co-integration-based error correction vector auto-regression （EC-VAR） model is first used to capture the impacts of all kinds of economic variables on Chinese foreign trade from a multivariate linear analysis perspective. Then an artificial neural network （ANN） based EC-VAR model is used to capture the nonlinear effects of economic variables on foreign trade from the nonlinear viewpoint. Subsequently, for incorporating the effects of irregular events on foreign trade, the text mining and expert＇s judgmental adjustments are also integrated into the nonlinear ANN-based EC-VAR model. Finally, all kinds of economic variables, the outputs of linear and nonlinear EC-VAR models and judgmental adjustment model are used as input variables of a typical kernel-based support vector regression （SVR） for ensemble prediction purpose. For illustration, the proposed kernel-based ensemble learning methodology hybridizing econometric techniques and AI methods is applied to China＇s foreign trade volume prediction problem. Experimental results reveal that the hybrid econometric-AI ensemble learning approach can significantly improve the prediction performance over other linear and nonlinear models listed in this study.