首页 > 最新文献

2019 International Conference on Information Science and Communications Technologies (ICISCT)最新文献

英文 中文
The formation of the structure of a multiservice network based on communication equipment from different manufacturers 基于不同厂商通信设备的多业务网络结构的形成
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011830
T. Teshabayev, M. Yakubova, T. Nishanbayev, A. M., G. Sadikova
In the formation of the MSS structure, the article proposes to use switching equipment of different manufacturers, the effectiveness of this approach is shown by simulation based on the OPNET Modeler system version 14.5. Routers with various protocols were investigated and an analysis was made of the distribution of the delay time and the effect of the functioning of the protocols on the throughput of the main protocols benveen the routers.
在MSS结构的形成过程中,本文提出了采用不同厂家的交换设备,并通过基于OPNET Modeler系统14.5版的仿真验证了该方法的有效性。对采用不同协议的路由器进行了研究,分析了路由器间延迟时间的分布以及各协议的功能对主要协议吞吐量的影响。
{"title":"The formation of the structure of a multiservice network based on communication equipment from different manufacturers","authors":"T. Teshabayev, M. Yakubova, T. Nishanbayev, A. M., G. Sadikova","doi":"10.1109/ICISCT47635.2019.9011830","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011830","url":null,"abstract":"In the formation of the MSS structure, the article proposes to use switching equipment of different manufacturers, the effectiveness of this approach is shown by simulation based on the OPNET Modeler system version 14.5. Routers with various protocols were investigated and an analysis was made of the distribution of the delay time and the effect of the functioning of the protocols on the throughput of the main protocols benveen the routers.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130132699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Formation of Relational Structures of Information Identification Models for Insecta Orthoptera Bioobject 直翅目昆虫生物信息识别模型关系结构的形成
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011974
Kholmatov Bakhtiyor, Hudayberdiev Mirzaakbar
We consider the integration of information technology with biology, enabling specialists to further explore the subject area. The object of the research is the identification of the information structure and parameters of the Insects Orthoptera of Uzbekistan. For this purpose, an information identification software package has been created and an analysis has been carried out of the diversity of orthoptera, which have a specific internal structure and, accordingly, a formed structure of a relational database of the form Insecta Orthoptera.
我们考虑将信息技术与生物学相结合,使专家能够进一步探索主题领域。研究的目的是确定乌兹别克斯坦直翅目昆虫的信息结构和参数。为此,我们开发了一个信息识别软件包,并对直翅目的多样性进行了分析,这些直翅目具有特定的内部结构,从而形成了一个以直翅目昆虫为形式的关系数据库的结构。
{"title":"Formation of Relational Structures of Information Identification Models for Insecta Orthoptera Bioobject","authors":"Kholmatov Bakhtiyor, Hudayberdiev Mirzaakbar","doi":"10.1109/ICISCT47635.2019.9011974","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011974","url":null,"abstract":"We consider the integration of information technology with biology, enabling specialists to further explore the subject area. The object of the research is the identification of the information structure and parameters of the Insects Orthoptera of Uzbekistan. For this purpose, an information identification software package has been created and an analysis has been carried out of the diversity of orthoptera, which have a specific internal structure and, accordingly, a formed structure of a relational database of the form Insecta Orthoptera.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"205 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134233033","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Information Security Issues For Travel Companies 旅游公司的信息安全问题
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011896
Zaynalov Nodir Rasulovich, Mukhamadiev Abdinabi Nuralievich, Bekmurodov Ulugbek Baxrom ugli, Mavlonov Obid Nizomovich, Kiyamov Jasur Utkirovich, Qilichev Dusmurod
The article deals with the theoretical and methodological foundations of scientific research of information aspects of tourism security. The place of the concepts of "tourism security" and the information component in the structure of the category "tourism security" are defined. The key problems of information security of travel companies due to information threats are identified. The essence and ways of providing certain components of information security of tourism are characterized. The prospects of further research of information aspects of tourism security are determined.
本文论述了旅游安全信息方面科学研究的理论基础和方法基础。明确了“旅游安全”概念及其信息成分在“旅游安全”范畴结构中的地位。指出了信息威胁对旅游企业信息安全造成的关键问题。阐述了旅游信息安全的本质和提供要素的途径。展望了旅游安全信息方面进一步研究的前景。
{"title":"Information Security Issues For Travel Companies","authors":"Zaynalov Nodir Rasulovich, Mukhamadiev Abdinabi Nuralievich, Bekmurodov Ulugbek Baxrom ugli, Mavlonov Obid Nizomovich, Kiyamov Jasur Utkirovich, Qilichev Dusmurod","doi":"10.1109/ICISCT47635.2019.9011896","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011896","url":null,"abstract":"The article deals with the theoretical and methodological foundations of scientific research of information aspects of tourism security. The place of the concepts of \"tourism security\" and the information component in the structure of the category \"tourism security\" are defined. The key problems of information security of travel companies due to information threats are identified. The essence and ways of providing certain components of information security of tourism are characterized. The prospects of further research of information aspects of tourism security are determined.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"327 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134322235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Spatiotemporal Airy beam modulated by elegant Laguerre and elegant Gaussian function in free space 自由空间中由优雅拉盖尔和优雅高斯函数调制的时空艾里光束
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011988
Xiaping Zhang
Airy elegant Gaussian beam is the airy beam which is modulated by the elegant Gaussian. According to the (2+1)D paraxial wave equation describing the wave propagation of the electric field, Airy elegant Gaussian solution to the paraxial wave equation in spatial field are accessed. The solution of the Airy-Elegant-Largeurre-Gaussian(AiELG) beam, which is the spatiotemporal Airy elegant Gaussian beam modulated by the elegant Larguerre function, can be accessed by solving the (3+1)D Schrödinger equation in the free space. We found that their intensity profiles are determined by three parameters: the azimuthal mode number, the radial mode number and the modulation depth. It is worth mentioning that the radial mode number of AiELG wave packet will change in propagation.
艾里优雅高斯光束是由优雅高斯调制而成的艾里光束。根据描述电场波传播的(2+1)D旁轴波方程,得到了空间场中旁轴波方程的Airy优雅高斯解。Airy- elegance - largeure -Gaussian(AiELG)光束是由优雅的Larguerre函数调制的时空Airy优雅高斯光束,其解可以通过在自由空间中求解(3+1)D Schrödinger方程得到。我们发现它们的强度分布由三个参数决定:方位角模态数、径向模态数和调制深度。值得一提的是,AiELG波包的径向模数在传播过程中会发生变化。
{"title":"Spatiotemporal Airy beam modulated by elegant Laguerre and elegant Gaussian function in free space","authors":"Xiaping Zhang","doi":"10.1109/ICISCT47635.2019.9011988","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011988","url":null,"abstract":"Airy elegant Gaussian beam is the airy beam which is modulated by the elegant Gaussian. According to the (2+1)D paraxial wave equation describing the wave propagation of the electric field, Airy elegant Gaussian solution to the paraxial wave equation in spatial field are accessed. The solution of the Airy-Elegant-Largeurre-Gaussian(AiELG) beam, which is the spatiotemporal Airy elegant Gaussian beam modulated by the elegant Larguerre function, can be accessed by solving the (3+1)D Schrödinger equation in the free space. We found that their intensity profiles are determined by three parameters: the azimuthal mode number, the radial mode number and the modulation depth. It is worth mentioning that the radial mode number of AiELG wave packet will change in propagation.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132613352","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Study on Life Cycle Cost on Railway Switches and Crossings 铁路道岔与道口全寿命周期成本研究
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011975
Furkat Lapasov, Kyuhyoung Choi, Jongwoo Lee
Switches and crossings (S&Cs) are one of the vital subsystems in railway. The main function of an S&C is to help trains to safely move from one track to another track. To do this, an S&C consists of movable and fixed mechanical parts, as well as signaling and electrical systems. Each of these systems requires a proper maintenance and is susceptible to failures which ultimately lead to train disturbances. The aim of the paper is to carry out life cycle cost analysis for railway S&C which operate over more 40 years. We decompose the life cycle of the S&C and break down them into subsystems to identify which of them requires maintenance. We demonstrated how to decide optimal S&C through cost identification and system breakdown.
道岔是铁路系统的重要子系统之一。S&C的主要功能是帮助列车安全地从一条轨道移动到另一条轨道。为此,S&C包括可移动和固定的机械部件,以及信号和电气系统。这些系统中的每一个都需要适当的维护,并且容易发生故障,最终导致列车干扰。本文的目的是对运行40年以上的铁路S&C进行全寿命周期成本分析。我们分解S&C的生命周期,并将它们分解为子系统,以确定其中哪些需要维护。我们演示了如何通过成本识别和系统分解来确定最优S&C。
{"title":"A Study on Life Cycle Cost on Railway Switches and Crossings","authors":"Furkat Lapasov, Kyuhyoung Choi, Jongwoo Lee","doi":"10.1109/ICISCT47635.2019.9011975","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011975","url":null,"abstract":"Switches and crossings (S&Cs) are one of the vital subsystems in railway. The main function of an S&C is to help trains to safely move from one track to another track. To do this, an S&C consists of movable and fixed mechanical parts, as well as signaling and electrical systems. Each of these systems requires a proper maintenance and is susceptible to failures which ultimately lead to train disturbances. The aim of the paper is to carry out life cycle cost analysis for railway S&C which operate over more 40 years. We decompose the life cycle of the S&C and break down them into subsystems to identify which of them requires maintenance. We demonstrated how to decide optimal S&C through cost identification and system breakdown.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133032231","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modelling of transducers of nonsymmetrical signals of electrical nets 电网非对称信号换能器的建模
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011981
I. Siddikov, M.A. Anarbaev, A. Abdumalikov, A. Abubakirov, M.T. Maxsudov, I.M. Xonturaev
In the article given materials of modelling electromagnet transducers of nonsymmetrical signals of three phases electrical nets. Determined, that modellingelectromagnet transducers of nonsymmetrical signals of three phases electrical nets of power systems require a modern mathematical method, which will submit opposite of calculate optimal construction parameters and quantities. In article electromagnet transducers of nonsymmetrical signals of three phases electrical nets modeled on the base practical and computer oriented matrise methods and analytical equations of algebraical equations systems.
本文给出了三相电网非对称信号电磁铁换能器的建模材料。确定了对电力系统三相电网非对称信号的电磁铁换能器进行建模需要一种现代数学方法,这将为计算最优结构参数和数量提供方便。本文以实用的、面向计算机的基本矩阵方法和代数方程组的解析方程为基础,建立了三相电网非对称信号的电磁体换能器模型。
{"title":"Modelling of transducers of nonsymmetrical signals of electrical nets","authors":"I. Siddikov, M.A. Anarbaev, A. Abdumalikov, A. Abubakirov, M.T. Maxsudov, I.M. Xonturaev","doi":"10.1109/ICISCT47635.2019.9011981","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011981","url":null,"abstract":"In the article given materials of modelling electromagnet transducers of nonsymmetrical signals of three phases electrical nets. Determined, that modellingelectromagnet transducers of nonsymmetrical signals of three phases electrical nets of power systems require a modern mathematical method, which will submit opposite of calculate optimal construction parameters and quantities. In article electromagnet transducers of nonsymmetrical signals of three phases electrical nets modeled on the base practical and computer oriented matrise methods and analytical equations of algebraical equations systems.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132043687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Methods of Obtaining Z-solutions of a Multi-criterial Problem 一类多准则问题z解的获取方法
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011992
D. Muhamediyeva, N. Niyozmatova
In this paper, considered approaches to obtaining Z-solutions of a multicriterial problem to obtain a sustainable solution it is desirable to have additional a priori information on the degree of preference for a particular goal, which is specified by various fuzzy operators. A set of fuzzy sets corresponding to various properties of the object of investigation, in particular, qualitative (linguistic) and quantitative information about the characteristics of the object is determined. Proposed the Z-numbers approach to the prediction problem as a multicriterial problem, which reduces to some combination of fuzzy selection criteria, and to the study of complex systems as a hierarchical structure, since in order to obtain a scientifically based forecast, it is often necessary to attract information from social and natural sciences, in which the apparatus of fuzzy sets and Z-numbers is also preferable.
在本文中,考虑了获得多准则问题z解的方法,以获得可持续解,需要有关于特定目标的偏好程度的额外先验信息,这是由各种模糊算子指定的。一组模糊集对应于调查对象的各种属性,特别是关于对象特征的定性(语言)和定量信息被确定。将z -数方法作为多准则问题,将预测问题简化为模糊选择标准的组合,并将复杂系统作为层次结构进行研究,因为为了获得基于科学的预测,通常需要从社会科学和自然科学中吸引信息,其中模糊集和z -数的装置也更可取。
{"title":"Methods of Obtaining Z-solutions of a Multi-criterial Problem","authors":"D. Muhamediyeva, N. Niyozmatova","doi":"10.1109/ICISCT47635.2019.9011992","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011992","url":null,"abstract":"In this paper, considered approaches to obtaining Z-solutions of a multicriterial problem to obtain a sustainable solution it is desirable to have additional a priori information on the degree of preference for a particular goal, which is specified by various fuzzy operators. A set of fuzzy sets corresponding to various properties of the object of investigation, in particular, qualitative (linguistic) and quantitative information about the characteristics of the object is determined. Proposed the Z-numbers approach to the prediction problem as a multicriterial problem, which reduces to some combination of fuzzy selection criteria, and to the study of complex systems as a hierarchical structure, since in order to obtain a scientifically based forecast, it is often necessary to attract information from social and natural sciences, in which the apparatus of fuzzy sets and Z-numbers is also preferable.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132762320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Study of a transmission-reception system of the voice signal of increased security on the basis of generator of chaotic osillations 研究了一种基于混沌振荡发生器的增强安全性的语音信号收发系统
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011881
B. Yakubov, V. Artyukhin, R. Safin
The paper presents the research results of the developed receiver and transmitter with increased confidentiality of messages. Studies were conducted to identify possible circuit solutions and determine the general principles of the system based on the signals of chaotic generators to hide information from unauthorized access.
本文介绍了提高信息保密性的接收机和发射机的研究成果。研究了基于混沌发生器的信号来识别可能的电路解决方案,并确定了系统的一般原理,以隐藏未经授权访问的信息。
{"title":"Study of a transmission-reception system of the voice signal of increased security on the basis of generator of chaotic osillations","authors":"B. Yakubov, V. Artyukhin, R. Safin","doi":"10.1109/ICISCT47635.2019.9011881","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011881","url":null,"abstract":"The paper presents the research results of the developed receiver and transmitter with increased confidentiality of messages. Studies were conducted to identify possible circuit solutions and determine the general principles of the system based on the signals of chaotic generators to hide information from unauthorized access.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127844484","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Biomedical signals interpolation spline models 生物医学信号插值样条模型
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011926
Zayniddinov Xakimjon, Azimov Bunyod
This article is devoted to the study of the properties of Biomedicine signals and the construction of splayn models, which are considered important in signal processing. The cube spline models signals of biomedicine interpretive high rate of accuracy, If this is the case, treating infected patients can make the right decision as appropriate. As an example, it was taken initial experimental information of ECG signals and based on this information, a local interpolation cubic spline model was constructed. The process of interpolation of ECG signal carried out with the help of this model.
本文主要研究了生物医学信号的性质及其在信号处理中的重要作用——波形模型的建立。三次样条模型对生物医学信号的解释准确率很高,如果是这样的话,治疗感染患者可以酌情做出正确的决定。以心电信号的初始实验信息为例,在此基础上建立局部插值三次样条模型。利用该模型对心电信号进行插值处理。
{"title":"Biomedical signals interpolation spline models","authors":"Zayniddinov Xakimjon, Azimov Bunyod","doi":"10.1109/ICISCT47635.2019.9011926","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011926","url":null,"abstract":"This article is devoted to the study of the properties of Biomedicine signals and the construction of splayn models, which are considered important in signal processing. The cube spline models signals of biomedicine interpretive high rate of accuracy, If this is the case, treating infected patients can make the right decision as appropriate. As an example, it was taken initial experimental information of ECG signals and based on this information, a local interpolation cubic spline model was constructed. The process of interpolation of ECG signal carried out with the help of this model.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"530 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116490423","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB 通过基于矩的边界近似计算的有效投资组合:第一部分- EB
Pub Date : 2019-11-01 DOI: 10.1109/ICISCT47635.2019.9011994
S. Dokov, I. Popova, D. Morton
We develop and analyze mean-variance efficient portfolios. Each portfolio comes as a solution of an optimization problem, which approximates the expected value of a utility function. The approximation is an upper bound on the expected value of the utility function. The bound is based on the first two probability moments and cross-moments of the portfolio”s random return. We prove that the optimal solution of the approximate optimization problem yields a mean-variance efficient portfolio. We illustrate how to use the resulting portfolio in practice by designing a daily trading strategy with stocks traded on the New York Stock Exchange (NYSE). The approximate optimization model is solved once every day. Out-of-sample numerical results are presented for 27 years of daily trading for 24 stocks from NYSE.
我们开发和分析均值方差有效的投资组合。每个投资组合都是一个优化问题的解,它近似于效用函数的期望值。近似值是效用函数期望值的上界。该边界是基于投资组合随机收益的前两个概率矩和交叉矩。我们证明了近似优化问题的最优解产生均值方差有效投资组合。我们通过设计在纽约证券交易所(NYSE)交易的股票的每日交易策略来说明如何在实践中使用所得投资组合。近似优化模型每天求解一次。样本外数值结果给出了27年的每日交易的24只股票从纽约证券交易所。
{"title":"Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB","authors":"S. Dokov, I. Popova, D. Morton","doi":"10.1109/ICISCT47635.2019.9011994","DOIUrl":"https://doi.org/10.1109/ICISCT47635.2019.9011994","url":null,"abstract":"We develop and analyze mean-variance efficient portfolios. Each portfolio comes as a solution of an optimization problem, which approximates the expected value of a utility function. The approximation is an upper bound on the expected value of the utility function. The bound is based on the first two probability moments and cross-moments of the portfolio”s random return. We prove that the optimal solution of the approximate optimization problem yields a mean-variance efficient portfolio. We illustrate how to use the resulting portfolio in practice by designing a daily trading strategy with stocks traded on the New York Stock Exchange (NYSE). The approximate optimization model is solved once every day. Out-of-sample numerical results are presented for 27 years of daily trading for 24 stocks from NYSE.","PeriodicalId":170576,"journal":{"name":"2019 International Conference on Information Science and Communications Technologies (ICISCT)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123494065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
期刊
2019 International Conference on Information Science and Communications Technologies (ICISCT)
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1