ppxscal/embedding_network huggingface dataset:
The Application of Trend Following Strategies in Stock Market Trading
Authors: Simon Fong, Jackie Tai
Venue: Proceedings of the 2009 Fifth International Joint Conference on INC, IMS and IDC (2009)

Trend-following (TF) strategies use fixed trading mechanism in order to take advantages from the long-term market moves without regards to the past price performance.In contrast with most prediction tools that stemmed from soft computing such as neural networks to predict a future trend, TF just rides on the current trend pattern to decide on buying or selling. While TF is widely applied in currency markets with a good track record for major currency pairs [1], it is doubtful that if TF can be applied in stock market. In this paper a new TF model that features both strategies of evaluating the trend by static and adaptive rules, is created from simulations and later verified on Hong Kong Hang Seng future indices. The model assesses trend profitability from the statistical features of the return distribution of the asset under consideration. The results and examples facilitate some insights on the merits of using the trend following model. The ACM Portal is published by the Association for Computing Machinery. Copyright © 2010 ACM, Inc. Terms of Usage Privacy Policy Code of Ethics Contact Us Useful downloads: Adobe Acrobat QuickTime Windows Media Player Real Player
Caristi's Fixed Point Theorem in Quasi-metric Spaces
Authors: Chen Shaobai, Xu Xiaowen, Chen Xiaodan
Venue: Proceedings of the 2009 Second International Workshop on Computer Science and Engineering - Volume 01 (2009)

The completeness of quasi-metric space is researched in this paper. And the closed ball theorem of quasi-metric space is proved. Finally, the Ekeland theorem, Caristi fixed point theorem.
Double-sided two-way ranging algorithm to reduce ranging time
Authors: Hakyong Kim
Venue: IEEE Communications Letters (2009)

In this Letter we propose a novel ranging algorithm for the asynchronous location positioning system. The main idea of the proposed algorithm is to reply with multiple acknowledgement packets to a single ranging request. The ranging algorithm reduces the number of packets used in ranging process and improves the ranging accuracy at the same time.
Performance of orthogonal fingerprinting codes under worst-case noise
Authors: Negar Kiyavash, Pierre Moulin
Venue: IEEE Transactions on Information Forensics and Security (2009)

We study the effect of the noise distribution on the error probability of the detection test when a class of randomly rotated spherical fingerprints is used. The detection test is performed by a focused correlation detector, and the spherical codes studied here form a randomized orthogonal constellation. The colluders create a noise-free forgery by uniform averaging of their individual copies, and then add a noise sequence to form the actual forgery. We derive the noise distribution that maximizes the error probability of the detector under average and almost-sure distortion constraints. Moreover, we characterize the noise distribution that minimizes the decoder's error exponent under a large-deviations distortion constraint.
Supplier Selection Mode of Aerospace Batch Production Based on Multiple Objective Programming
Authors: Shengbin Zhao, Chunsheng Shi
Venue: Proceedings of the 2009 International Conference on Multimedia Information Networking and Security - Volume 02 (2009)

One of the essential problems of aerospace batch production management is to ensure that production material is supplied in time, and to strengthen the control management of suppliers. A Supplier selection mode of aerospace batch production is presented based on multiple objective programming theories. The principle, absolutely restrictive condition and objectively restrictive condition are analyzed, according to the real demand in development suppliers' selection. Results showed that the method is valid to improve the performance of supplier selection by an existence.
Computer simulation of landslides by the contact element method
Authors: Jiang Xiaoyu, Qiao Jianping, Wang Chenghua, Zhao Yu
Venue: Computers Geosciences (2006)

In the paper, an improved contact element method was adopted to analyze the sliding process of slopes. The normal and shear strengths of materials on potential sliding surfaces of slopes were considered. The convergence of nonlinear problems on frictional contact boundaries was reached through a repeated contact calculation. A step-by-step procedure was used to simulate the process of landslides. The energy change of the slope system at each step was calculated, considering the strain energy, kinetic energy and the work of friction force, etc. In the simulation of rock slopes, it was found that there were three main states: a 'perfectly bounded' state, a 'local sliding' state and a 'whole sliding' state. The effects of weathering and water infiltrating into the sliding surfaces were considered, and the displacements of landslides were obtained. For a real case history, application of the code to results of an actual landslide is given. The simulation method described here may be employed to predict other kinds of landslides because it is not restricted to particular slopes, material properties of slopes or shapes of potential sliding surfaces.
A New Resource Pricing Fluctuation Model with Trust System in Grid Economy
Authors: Shanzhou Ma, Guanfeng Liu, Yuebin Xu, Zhenkuan Pan, Junyan Wang, Jun Ji
Venue: Proceedings of the 2009 Third International Conference on Multimedia and Ubiquitous Engineering (2009)

In recent years, the study of the Grid economy is becoming a new hot spot with the Grid technology development. Lots of models and middleware have been proposed by scholars to improve the application of Grid economy. In our previous research work we have proposed the Resource Pricing Fluctuation Module (RPFM) as a part of Grid Architecture for Computational Economy (GRACE). However, as nodes in the GRACE can access and leave Grid environments freely, the trust of nodes become an important issue. In this paper, we propose a trust evaluation module for the RPFM and present a new RPFM with trust system for the GRACE. The simulation experiments reveal the significance of our new proposed model.
A Literature Review of Privacy Research on Social Network Sites
Authors: Xi Chen, Shuo Shi
Venue: Proceedings of the 2009 International Conference on Multimedia Information Networking and Security - Volume 01 (2009)

With the development of social network sites, security protection of private information online has been a serious and important research topic. Research status quo on privacy of social network sites has been investigated and reviewed in this paper. Two main ways of obtaining private information on social network sites were summarized as based on privacy disclosure and attack technique. In each category, actions to threaten privacy were brought forth. A framework of dangers, which users facing on social network sites, was proposed, and according to privacy risks, protection methods were also discussed. Finally, new topics about privacy research directions on social network sites, privacy-preserving collaborative social network and business model of privacy protection, which need further research, were presented and discussed.
Phrase-based document categorization revisited
Authors: Cornelis H.A. Koster, Jean G. Beney
Venue: Proceeding of the 2nd international workshop on Patent information retrieval (2009)

This paper takes a fresh look at an old idea in Information Retrieval: the use of linguistically extracted phrases as terms in the automatic categorization (aka classification) of documents. Until now, there was found little or no evidence that document categorization benefits from the application of linguistics techniques. Classification algorithms using the most cleverly designed linguistical representations typically do no better than those using simply the bag-of-words representation. Shallow linguistical techniques are used routinely, but their positive effect on the accuracy is small at best. We have investigated the use of dependency triples as terms in document categorization, which are derived according to a dependency model based on the notion of aboutness. The documents are syntactically analyzed by a parser and transduced to dependency trees, which in turn are unnested into dependency triples following the aboutness-based model. In the process, various normalizing transformations are applied to enhance recall. We describe a sequence of large-scale experiments with different document representations, test collections and even languages, presenting evidence that adding such triples to the words in a bag-of-terms document representation may lead to a significant increase in the accuracy of document categorization.
Part-machine grouping using weighted similarity coefficients
Authors: B. Adenso-Díaz, S. Lozano, I. Eguía
Venue: Computers and Industrial Engineering (2005)

The first step in the transition to cellular manufacturing is part-machine grouping. In this paper, grouping parts into families and machines into cells is done in two phases: by first grouping machines and then assigning parts. Limits both on the number of machines per cell and on the number of parts per family are considered. The number of cells is not fixed. A weighted sum of within-cell voids and out-of-cell operations is used to evaluate the part-machine grouping obtained. In Phase One, weighted similarity coefficients are computed and machines are clustered using a Tabu search algorithm. In Phase Two, part types are assigned to the previously formed groups using a linear minimum cost network flow model. The proposed approach is compared with three heuristics, namely ZODIAC, GRAFICS and MST, on a large number of problems.
Behavior Safety Integration Management and Control System for Coal Enterprises
Authors: Hong Chen, Hui Qi, Ruyin Long
Venue: Proceedings of the 2009 Fifth International Joint Conference on INC, IMS and IDC (2009)

The coal enterprise behavior safety integrated management and control system is the integrated management and control information system which takes the behavior safety as the core and aims to guide safe behavior and realize coal safety supervision. In this article, we describe the theoretical base of the system design, i.e. the theoretical frame of the accident prevention and control for coal enterprises based the view of behavior safety, design the system structure and function structure of the system through taking the information support platform applying the main strategy of the theory as the guidance, analyze the concrete functional characters from the view of information circulation, and design the standardized relationships of various organization units and activity bodies in the system running and information circulation.
SUA: A computer program to compute regolith site-response and estimate uncertainty for probabilistic seismic hazard analyses
Authors: David Robinson, Trevor Dhu, John Schneider
Venue: Computers Geosciences (2006)

The presence of soils, geological sediments and weathered rock (collectively known as regolith) can amplify the level of ground shaking experienced during an earthquake. Consequently, including the affect of regolith on earthquake ground shaking is an important component of any seismic hazard analysis. This manuscript provides a detailed and comprehensive description of equivalent linear site-response analysis, a technique for modelling the amplification of seismic waves due to propagation through regolith. The description includes a theoretical solution of the wave equation, derivation of a transfer function relating bedrock acceleration to surface acceleration, calculation of a response spectral acceleration and computation of an amplification factor. This paper also presents a simple approach for estimating the level of uncertainty in the modelled amplification factors due to variations in regolith thickness and velocity structure. A suite of MATLAB routines referred to as SUA are provided to implement an equivalent linear site-response analysis with the option of including an assessment of uncertainty. An example from Sydney, Australia demonstrates the techniques ability to successfully estimate site-response and associated uncertainties.
A Trust Rating Model of Recommendation in Grid
Authors: Wenming Huang, Peizhi Wen, Xianli Zeng, Zhenrong Deng
Venue: Proceedings of the 2009 Fifth International Joint Conference on INC, IMS and IDC (2009)

The trust rating of recommendation for one entity greatly depends on the trust in the recommenders’ ability to provide recommendations. To prevent the cahoots, cheating and fluctuant fraudulence in recommendation, we studied the characteristics of the two classes of true and false recommendation. On the basis of the analysis of the feature set, a distinguishing model is created to effectively identify the baleful entities that provide false recommendations in grid system, thus increasing the veracity of trust rating. The model checking shows that this scheme is of high feasibility.
Time varying interference statistical distribution for direct-to-user satellite applications
Authors: Athanasios D. Panagopoulos
Venue: IEEE Communications Letters (2009)

Adjacent co-channel satellite systems might lead to unacceptable mutual radio interference levels due to their close spacing in orbit and to the reduced antenna sizes at the user's reception. Tropospheric propagation impairments along with the interference effects are of utmost importance for the reliable design of modern satellite communication systems operating at Ku (14/12 GHz) and Ka(30/20GHz) frequency bands and above. The objective of this Letter is the presentation of a novel analytical and accurate methodology for the prediction of the time varying carrier-to-interference ratio (CIR) statistical distribution under rain fading conditions. Appropriate physical space-time structure is employed for the correlation between the rain-induced attenuations on the two converging slant paths. The analysis proposed is flexible and incorporates various operational and geometrical parameters of the interference scenario. Numerical results illustrating the impact of those parameters on the space-time varying CIR statistics are presented and useful conclusions are drawn.
On Cauchy matrices for remainder decoding of Reed-Solomon codes
Authors: Chingwo Ma
Venue: IEEE Communications Letters (2009)

It is shown that generalized Cauchy matrices in generator matrices of Reed-Solomon codes can be interpreted by a Lagrange interpolation. The algebraic property of such Cauchy generators is presented. As a main result, a new key equation for the remainder decoding of Reed-Solomon codes is derived. This extends a previous work in Welch's note.
Approximation Strategy Based on Data Merging for Static Data Management in Networks
Authors: Dongmei Xing, Hong Zhu
Venue: Proceedings of the 2009 Fifth International Joint Conference on INC, IMS and IDC (2009)

we studied static data management problem based on data merging in general networks with object to minimize the total costs. By using greedy and LP-dual method, an initial placement is acquired. Given network \emph{G=(V, E)} and data set \emph{X}, we can achieve a constant ratio approximation algorithm.The key of our method is to construct some clusters based on hierarchical structure for requests. In order to get the initial placement, we preciously discuss an approximation strategy for a variance of facility location with service installation cost.
IEEE 1588 clock synchronization using dual slave clocks in a slave
Authors: Wen-Long Chin, Sau-Gee Chen
Venue: IEEE Communications Letters (2009)

IEEE 1588 is a standard used in the synchronization of independent clocks that run on separate nodes of a distributed measurement and control system. This work presents a method that employs dual slave clocks in a slave to measure the link propagation delay, clock skew and offset. By accurately deriving these parameters, the proposed approach can reduce the deviation from the master clock to several orders of magnitude better than the required specification. The proposed technique fully conforms to the IEEE 1588, and can be used in the environments of symmetric and asymmetric communication links, such as xDSL.
An evolutionary algorithm to solve the joint replenishment problem using direct grouping
Authors: Anne L. Olsen
Venue: Computers and Industrial Engineering (2005)

There has been much work in establishing a joint replenishment policy to minimize the total cost of inventory replenishment. Most of this work uses the indirect grouping method. Little research has been done with direct grouping methods. In this paper we develop an evolutionary algorithm (EA) that uses direct grouping to solve the joint replenishment problem (JRP). We test the EA and compare these results with results with the best available algorithm. The EA is shown to find a replenishment policy that incurs a lower total cost than the best available algorithm for some problem parameters.
Comments on "Channel estimation and signal detection for MIMO-OFDM with time varying channels"
Authors: Fei F. Cao, Jiandong Li
Venue: IEEE Communications Letters (2009)

It is shown in [1] that the proposed least squares channel estimator for multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) systems will acquire improved performance as the polynomial order increases, which we find is not generally the case. Analyses and simulation results are given to support our claim.
Life and Work
Authors: Richard Mateosian
Venue: IEEE Micro (2009)

Ricahrd Mateosian gives a book review of Land the Tech Job You Love.
Tsoft: graphical and interactive software for the analysis of time series and Earth tides
Authors: Michel Van Camp, Paul Vauterin
Venue: Computers Geosciences (2005)

We present Tsoft, a graphical interactive analysis software package originally dedicated to the analysis and processing of gravity time series. Tsoft can also be used to process and analyze all sorts of time series like seismic or other environmental signals. The Tsoft approach has a number of important advantages in the area of pre-treatment of the data (correction of artefacts such as spikes and steps), because the user can always inspect what happened and intervene manually. The graphical environment is also very convenient for the detection, isolation and analysis of events (e.g. earthquakes). Lastly, errors in the analysis path are easily detected, because the software shows a graphical representation of the results at each stage of the analysis. In this article we describe first the general data structure and the possible data manipulations and computations. Then, we present the correcting tools dealing with unwanted steps, spikes and gaps in raw data. Afterwards, we describe the module dedicated to the computation of tidal signals. Lastly, we give an overview of the most used computing tools like spectral analysis and multilinear least-squares fit.
Dimension table driven approach to referential partition relational data warehouses
Authors: Ladjel Bellatreche, Komla Yamavo Woameno
Venue: Proceeding of the ACM twelfth international workshop on Data warehousing and OLAP (2009)

Most of business intelligence applications use data warehousing solutions. The star schema or its variants modelling these applications are usually composed of hundreds of dimension tables and multiple huge fact tables. Referential horizontal partitioning is one of physical design techniques adapted to optimize queries posed over these schemes. In referential partitioning, a fact table can inherit the fragmentation characteristics from dimension table(s). Most of the existing works done on referential partitioning start from a bag containing selection predicates defined on dimension tables, partition each one based on its predicates and finally propagate their fragmentation schemes to the fact table. This procedure gives all dimension tables the same probability to partition the fact table which is not always true. In order to ensure a high performance of the most costly queries, the identification of relevant dimension table(s) to referential partition a fact table is a crucial issue that should be addressed. In this paper, we first study the complexity of the problem of selecting dimension table(s) used to partition a fact table. Secondly, we present strategies to perform their selection. Finally, to validate of our proposal, we conduct intensive experimental studies using a mathematical cost model and the obtained results are verified on Oracle11G DBMS.
Unmarrying non-functional properties and services coordination using contracts
Authors: Javier A. Espinosa-Oviedo, Genoveva Vargas-Solar, José Luis Zechinelli-Martini, Christine Collet
Venue: Proceeding of the first international workshop on Model driven service engineering and data quality and security (2009)

This paper presents an approach for building reliable applications based on services oriented paradigm and the use of a contract based coordination model. Thanks to contracts describing the logic of a services based application running in a dynamic environment it is possible to associate a personalized behavior in an orthogonal way. Contracts ensure, for example, transactional properties at execution time in the presence of exceptions and make applications aware of their execution context.
Signal and noise analysis of an MIMO-SSFA
Authors: Frédéric Broydé, Evelyne Clavelier
Venue: IEEE Transactions on Circuits and Systems II: Express Briefs (2009)

This brief describes the influences of the source and load impedance matrices on the main small-signal and noise characteristics of a multiple-input-port and multiple-output-port (MIPMOP) device. Expressions for the noise figures of an MIPMOP device are provided in the impedance and admittance representations. We define the natural noise figures as the noise figures evaluated in the case where the multiport source behaves like a noisy passive network at the temperature T0. This theory is applied to a mujltiple-input and multiple-output series-series feedback amplifier (MIMO-SSFA), some characteristics of which are computed and measured.
A novel and efficient unlinkable secret handshakes scheme
Authors: Hai Huang, Zhenfu Cao
Venue: IEEE Communications Letters (2009)

An unlinkable secret handshakes is a two-party authentication protocol which protects the privacy of parties' affiliation and identity to everyone except for the intended parties. However, we find that the latest solution proposed by Jarecki et al. is not very efficient. In particular, each party requires O(log n) exponentiations where n is the number of parties affiliated with a single organization. In this paper, we propose a novel unlinkable secret handshakes protocol. Compared with Jarecki et al's scheme, our proposal is simple intuitionally and requires only constant exponentiations.
Optimum Design of Throttle-Valves Parameters for Shock Absorber Based on Velocity Characteristic
Authors: Changcheng Zhou, Jie Meng, Yanhui Cai
Venue: Proceedings of the 2009 Second International Workshop on Computer Science and Engineering - Volume 01 (2009)

Throttle-valves parameters affect the characteristic of shock absorber, but at present, there is not any accurate and reliable analytic design method. In this paper, analyzed the various damping factors that affect the design of throttle-valves parameters, the design model of throttle-valves parameters by single velocity was founded, by the analytic formula of throttle-slice deformation and the relation of throttle-pressure with flux. Based on this, defined a target function, the optimization design method of throttle-valves parameters of curve fitting was established. A practical design example of throttle-valves parameters of one shock absorber followed, with this method. The designed results of throttle-valves parameters were compared with that shown on the blueprint of factory. The performance test was conducted for the telescopic shock absorber designed. The experiment results show that the model and method of optimization design for the throttle-valves parameters are reliable.