Because of the market demand, institutions and technology, the nature of goods of meteorological services has been changed from pure public goods to coexistence of public goods and private goods. The meteorological services supply modes have also been changed. The government and the private enterprises become the two supply subjects. Different modes have different transaction costs that are the criteria which measure the supply patterns. An effective meteorological service supply mode should minimize transaction costs. The paper argues that in the case of a rational tax system, public meteorological services should be provided by government departments, and commercial meteorological services provided by the private enterprises under a clear property rights.
{"title":"A Study on Meteorological Service Supply Mode from the Perspective of Transaction Cost","authors":"Yang Chun-gui","doi":"10.1109/CSO.2011.59","DOIUrl":"https://doi.org/10.1109/CSO.2011.59","url":null,"abstract":"Because of the market demand, institutions and technology, the nature of goods of meteorological services has been changed from pure public goods to coexistence of public goods and private goods. The meteorological services supply modes have also been changed. The government and the private enterprises become the two supply subjects. Different modes have different transaction costs that are the criteria which measure the supply patterns. An effective meteorological service supply mode should minimize transaction costs. The paper argues that in the case of a rational tax system, public meteorological services should be provided by government departments, and commercial meteorological services provided by the private enterprises under a clear property rights.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129085295","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}
This paper discusses the Monte Carlo and quasi-Monte Carlo methods combined with some variance reduction techniques for exotic option pricing where the log returns of the underlying asset prices follow both the NIG and the normal distributions. An arithmetic Asian option and an Up-and-Out Asian option are considered in this paper. Our test results show that variance reduction methods can usually reduce variances significantly if they are chosen carefully. The results also show that the (randomized) {%quasi-Monte Carlo method is more efficient than the Monte Carlo method if both are combined with the same variance reduction method.
{"title":"Efficient Simulations for Exotic Options under NIG Model","authors":"Yongjia Xu, Yongzeng Lai, Xiaojing Xi","doi":"10.1109/CSO.2011.123","DOIUrl":"https://doi.org/10.1109/CSO.2011.123","url":null,"abstract":"This paper discusses the Monte Carlo and quasi-Monte Carlo methods combined with some variance reduction techniques for exotic option pricing where the log returns of the underlying asset prices follow both the NIG and the normal distributions. An arithmetic Asian option and an Up-and-Out Asian option are considered in this paper. Our test results show that variance reduction methods can usually reduce variances significantly if they are chosen carefully. The results also show that the (randomized) {%quasi-Monte Carlo method is more efficient than the Monte Carlo method if both are combined with the same variance reduction method.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"134 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129160387","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}
The restricted shortest path problem (RSP) is considered as one of the key components of the Quality of Service (QoS) routing. It is well-known that this problem is NP-hard. A simple and fast algorithm for solving RSP is presented in this paper. The idea is to include complicating constraints in the objective function with the "penalty" term, optimizes the resulting Lagrangian relaxation problem. A simple technique of updating multiplies based on penalty method is also applied in the iterative process. The motivation behind the algorithm is that relaxation problem can be solved rapidly and updating of Lagrangian multipliers are calculated easily in the iterative process. The numerical results show that the algorithm presented in this paper is simple and fast.
{"title":"A Simple and Fast Algorithm for Restricted Shortest Path Problem","authors":"Mingfang Ni, Xinrong Wu, Zhanke Yu, Bin Gao","doi":"10.1109/CSO.2011.57","DOIUrl":"https://doi.org/10.1109/CSO.2011.57","url":null,"abstract":"The restricted shortest path problem (RSP) is considered as one of the key components of the Quality of Service (QoS) routing. It is well-known that this problem is NP-hard. A simple and fast algorithm for solving RSP is presented in this paper. The idea is to include complicating constraints in the objective function with the \"penalty\" term, optimizes the resulting Lagrangian relaxation problem. A simple technique of updating multiplies based on penalty method is also applied in the iterative process. The motivation behind the algorithm is that relaxation problem can be solved rapidly and updating of Lagrangian multipliers are calculated easily in the iterative process. The numerical results show that the algorithm presented in this paper is simple and fast.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128706184","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}
In this paper, we obtain the sufficient condition for a risk measure defined by Choquet integral is not only coherent risk measure but also convex risk measure. Some properties about coherent (convex) risk measures are investigated and Jensen's inequality and dominated convergence theorem for generalized risk measure are presented.
{"title":"Risk Measure via Choquet Integral","authors":"Defei Zhang, P. He","doi":"10.1109/CSO.2011.229","DOIUrl":"https://doi.org/10.1109/CSO.2011.229","url":null,"abstract":"In this paper, we obtain the sufficient condition for a risk measure defined by Choquet integral is not only coherent risk measure but also convex risk measure. Some properties about coherent (convex) risk measures are investigated and Jensen's inequality and dominated convergence theorem for generalized risk measure are presented.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129031399","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}
It is well-known that the topological structure of an interconnection network can be modeled by a connected graph, whose vertices represent sites of the network and whose edges represent physical communication links. Such a close interrelation between graph theory and network motivates us to investigate the stability of graphs with respect to edge or vertex alteration. Since Tutte gave an instruction of 3-connected graphs in 1961--research on structural characterization of connected graph becomes a very popular topic in graph theory. It plays an important role in both theoretical respect and practical applications due to its close connection to network modeling and combinatorial optimization. The concepts of removable edges and contractible edges of graphs are powerful tools to study the structure of graphs and to prove properties of graphs by induction. In this paper we mainly consider the number of removable edges in 3-regular 3-connected graphs whose girth keeps at least 4.
{"title":"Remarks on the Removable Edges of a Spectial Network","authors":"Jianxiang Cao, Minyong Shi","doi":"10.1109/CSO.2011.219","DOIUrl":"https://doi.org/10.1109/CSO.2011.219","url":null,"abstract":"It is well-known that the topological structure of an interconnection network can be modeled by a connected graph, whose vertices represent sites of the network and whose edges represent physical communication links. Such a close interrelation between graph theory and network motivates us to investigate the stability of graphs with respect to edge or vertex alteration. Since Tutte gave an instruction of 3-connected graphs in 1961--research on structural characterization of connected graph becomes a very popular topic in graph theory. It plays an important role in both theoretical respect and practical applications due to its close connection to network modeling and combinatorial optimization. The concepts of removable edges and contractible edges of graphs are powerful tools to study the structure of graphs and to prove properties of graphs by induction. In this paper we mainly consider the number of removable edges in 3-regular 3-connected graphs whose girth keeps at least 4.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116425657","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}
Due to limitation of storage space and cost, the massive amount of urban detected traffic data becomes a great burden. How to efficiently reduce these data and store them becomes more and more urgent. In this paper, an effective method for urban traffic data compression based on Wavelet-PCA is proposed. After preprocessing, the dataset is decomposed using wavelet and then multi-scale PCA is applied to reduce them to different dimensions. Simulation results prove that this method can greatly compress original data at the cost of acceptable recovery error and outperforms conventional PCA. Finally, we develop a prototype system specifically for urban traffic data compression using Visual C#.NET and Matlab.
{"title":"A Method for Urban Traffic Data Compression Based on Wavelet-PCA","authors":"Jun Ding, Zuo Zhang, Xiao Ma","doi":"10.1109/CSO.2011.36","DOIUrl":"https://doi.org/10.1109/CSO.2011.36","url":null,"abstract":"Due to limitation of storage space and cost, the massive amount of urban detected traffic data becomes a great burden. How to efficiently reduce these data and store them becomes more and more urgent. In this paper, an effective method for urban traffic data compression based on Wavelet-PCA is proposed. After preprocessing, the dataset is decomposed using wavelet and then multi-scale PCA is applied to reduce them to different dimensions. Simulation results prove that this method can greatly compress original data at the cost of acceptable recovery error and outperforms conventional PCA. Finally, we develop a prototype system specifically for urban traffic data compression using Visual C#.NET and Matlab.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114502802","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}
A class of inverse eigenvalue problem is proposed for real symmetric positive definite Arrow matrices. Necessary and sufficient conditions for the existence of a unique solution of this problem, as well as the analytic formula of this solution are derived, Our results are on structive, in the sense that they generate an algorithmic procedure to construct the matrix.
{"title":"On the Construction of Positive Definite Doubly Arrow Matrix from Two Eigenpairs","authors":"Kanmin Wang, Zhibing Liu, Chengfeng Xu","doi":"10.1109/CSO.2011.186","DOIUrl":"https://doi.org/10.1109/CSO.2011.186","url":null,"abstract":"A class of inverse eigenvalue problem is proposed for real symmetric positive definite Arrow matrices. Necessary and sufficient conditions for the existence of a unique solution of this problem, as well as the analytic formula of this solution are derived, Our results are on structive, in the sense that they generate an algorithmic procedure to construct the matrix.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116055504","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}
This paper proposes an iterative strategy to address the bi-objective optimization of metabolic pathways. The metabolic system is firstly represented by the S-system formalism. Then a weighted-sum method is used iteratively to maximize the performance of a metabolic pathway while minimizing its cost. The presented iterative strategy is applied to the fermentation pathway in Saccharomyces cerevisiae and shown to the effectiveness of the approach.
{"title":"An Iterative Strategy for Bi-objective Optimization of Metabolic Pathways","authors":"Gongxian Xu","doi":"10.1109/CSO.2011.83","DOIUrl":"https://doi.org/10.1109/CSO.2011.83","url":null,"abstract":"This paper proposes an iterative strategy to address the bi-objective optimization of metabolic pathways. The metabolic system is firstly represented by the S-system formalism. Then a weighted-sum method is used iteratively to maximize the performance of a metabolic pathway while minimizing its cost. The presented iterative strategy is applied to the fermentation pathway in Saccharomyces cerevisiae and shown to the effectiveness of the approach.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114690927","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}
This paper develops some models to explore the strategies of the supply chain agents when there exists an electronic market. Besides the demand uncertainty, the electronic market price uncertainty is also taken into consideration. The expected profit of the retailer and the supplier are derived. We prove the concavity of the expected profit and obtain the corresponding optimal strategies. In addition, we identify the conditions under which the supplier would join the e-market. It is found that the decisions of the supply chain agents depend on the revenue structure of the e-market owner.
{"title":"Optimal Strategies of Supply Chain with Uncertain Electronic Market Price","authors":"J. Pei, Jian Li, Xin Tian, Y. Ding","doi":"10.1109/CSO.2011.190","DOIUrl":"https://doi.org/10.1109/CSO.2011.190","url":null,"abstract":"This paper develops some models to explore the strategies of the supply chain agents when there exists an electronic market. Besides the demand uncertainty, the electronic market price uncertainty is also taken into consideration. The expected profit of the retailer and the supplier are derived. We prove the concavity of the expected profit and obtain the corresponding optimal strategies. In addition, we identify the conditions under which the supplier would join the e-market. It is found that the decisions of the supply chain agents depend on the revenue structure of the e-market owner.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125404202","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}
The price mechanism is the signal mechanism of reflecting the scarcity of resources to the consumers. Appropriately raising the price of water will help the rational allocation of water resources and conservation of water. Application of input-output price affects local closed model, quantifies the impact of water tariff adjustment on residents and different economic sectors, analyses the influence of different price adjustment programs on economic performance. The results show that a reasonable adjustment is in the range of tolerance within society, and will not have much effect on the economy. Water price changes affect differently on different sectors. Thus in the formulation of water policies, it should give full consideration to the capacity of the various departments, so that not only help conserve water resources and industrial structure optimization, but also keep the impact on the production and living of residents at affordable range.
{"title":"The Analysis on Economic Input-Output of Water Price's Rising","authors":"Ximing Wu","doi":"10.1109/CSO.2011.252","DOIUrl":"https://doi.org/10.1109/CSO.2011.252","url":null,"abstract":"The price mechanism is the signal mechanism of reflecting the scarcity of resources to the consumers. Appropriately raising the price of water will help the rational allocation of water resources and conservation of water. Application of input-output price affects local closed model, quantifies the impact of water tariff adjustment on residents and different economic sectors, analyses the influence of different price adjustment programs on economic performance. The results show that a reasonable adjustment is in the range of tolerance within society, and will not have much effect on the economy. Water price changes affect differently on different sectors. Thus in the formulation of water policies, it should give full consideration to the capacity of the various departments, so that not only help conserve water resources and industrial structure optimization, but also keep the impact on the production and living of residents at affordable range.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125485844","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}
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