首页 > 最新文献

2008 International Seminar on Future Information Technology and Management Engineering最新文献

英文 中文
Opportunistic Geographical Information Dissemination via Public Transportation Networks 利用公共交通网络传播地理信息
Guoqing Ma, Gang Zhao, Minhuan Huang, Dongxia Wang
Geographical opportunistic dissemination scheme in an urban setting has a lot of potential applications range from daily services like advertising and local weather forecast to safety-related services such as fire/accident warning. These applications share several unique characteristics such as location-based address of nodes and maintaining in an area for a specific time. However, all existing solutions fail to take into account these characteristics.In this paper, we propose a novel opportunistic information dissemination scheme via metropolitan bus networks. The scheme firstly makes use of geographical information like street map and bus route to convert information dissemination within a specific area to opportunistic multicast to non-overlapped road segments. A probabilistic routing protocol based on closest distance predictability is presented to multicast the message to its multiple destination road segments and then disseminate to roadside users. We use dissemination ratio and number of replicas as metrics to evaluate the performance of the scheme. And the simulation results show that the proposed dissemination scheme achieves high dissemination ratio when the number of buses is enough with an acceptable number of replicas (network overhead).
城市环境中的地理机会传播方案有很多潜在的应用范围,从广告和当地天气预报等日常服务到火灾/事故预警等安全相关服务。这些应用程序共享几个独特的特征,例如基于位置的节点地址和在特定时间在一个区域内维护。然而,所有现有的解决方案都没有考虑到这些特征。本文提出了一种基于城市公交网络的机会主义信息传播方案。该方案首先利用街道地图、公交线路等地理信息,将特定区域内的信息传播转化为对不重叠路段的机会组播。提出了一种基于最近距离可预测性的概率路由协议,将消息组播到多个目的路段,然后分发给路边用户。我们使用传播率和副本数量作为指标来评估方案的性能。仿真结果表明,在总线数量足够且副本数量(网络开销)可接受的情况下,所提出的分发方案具有较高的分发率。
{"title":"Opportunistic Geographical Information Dissemination via Public Transportation Networks","authors":"Guoqing Ma, Gang Zhao, Minhuan Huang, Dongxia Wang","doi":"10.1109/FITME.2008.154","DOIUrl":"https://doi.org/10.1109/FITME.2008.154","url":null,"abstract":"Geographical opportunistic dissemination scheme in an urban setting has a lot of potential applications range from daily services like advertising and local weather forecast to safety-related services such as fire/accident warning. These applications share several unique characteristics such as location-based address of nodes and maintaining in an area for a specific time. However, all existing solutions fail to take into account these characteristics.In this paper, we propose a novel opportunistic information dissemination scheme via metropolitan bus networks. The scheme firstly makes use of geographical information like street map and bus route to convert information dissemination within a specific area to opportunistic multicast to non-overlapped road segments. A probabilistic routing protocol based on closest distance predictability is presented to multicast the message to its multiple destination road segments and then disseminate to roadside users. We use dissemination ratio and number of replicas as metrics to evaluate the performance of the scheme. And the simulation results show that the proposed dissemination scheme achieves high dissemination ratio when the number of buses is enough with an acceptable number of replicas (network overhead).","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"178 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121217521","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
The Active Security Situation Sensor for Network 主动式网络安全态势传感器
Dongxia Wang, Gang Zhao, Guoqing Ma
In this paper the idea of active security situation sensing is introduced. The active security situation sensor which is different from the traditional sensor such as firewall or IDS, can capture attack intention and predict attack trends before attack occurs to productive system. The design and implementation of our A3S are described, and the whole system of security situational awareness is also simply introduced.
本文介绍了主动安全态势感知的思想。主动安全态势传感器不同于防火墙、入侵检测等传统传感器,能够在生产系统受到攻击前捕捉攻击意图,预测攻击趋势。介绍了我们的A3S系统的设计与实现,并对整个安全态势感知系统进行了简单的介绍。
{"title":"The Active Security Situation Sensor for Network","authors":"Dongxia Wang, Gang Zhao, Guoqing Ma","doi":"10.1109/FITME.2008.153","DOIUrl":"https://doi.org/10.1109/FITME.2008.153","url":null,"abstract":"In this paper the idea of active security situation sensing is introduced. The active security situation sensor which is different from the traditional sensor such as firewall or IDS, can capture attack intention and predict attack trends before attack occurs to productive system. The design and implementation of our A3S are described, and the whole system of security situational awareness is also simply introduced.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"494 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131482329","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
Complexity and Optimization Analysis of Spatial Network 空间网络的复杂性与优化分析
Jin Li, Junhai Ma
Optimization is a classical problem in graph theory, and lots of researchers are working on the complexity of complex networks. We visualize and analyze some countriespsila national highway networks with Pajek and Ucinet, and find that they share several universal topological properties: tending to choose short edges, average degree is smaller than 4, small clustering coefficient and large diameter, and the degree distribution can be expressed in a general formula. All of above characteristics attribute to 2-dimension of the spatial network. Then we modify the optimization model from the economic viewpoint and use genetic algorithm to optimize the networks, which is proved useful and effective.
优化是图论中的一个经典问题,许多研究者都在研究复杂网络的复杂性。利用Pajek和Ucinet对一些国家的国家公路网进行了可视化分析,发现它们具有几个普遍的拓扑性质:倾向于选择短边、平均度小于4、聚类系数小、直径大,并且度的分布可以用一般公式表示。所有这些特征都归因于空间网络的二维性。然后从经济学的角度对优化模型进行修正,利用遗传算法对网络进行优化,证明了遗传算法的实用性和有效性。
{"title":"Complexity and Optimization Analysis of Spatial Network","authors":"Jin Li, Junhai Ma","doi":"10.1109/FITME.2008.51","DOIUrl":"https://doi.org/10.1109/FITME.2008.51","url":null,"abstract":"Optimization is a classical problem in graph theory, and lots of researchers are working on the complexity of complex networks. We visualize and analyze some countriespsila national highway networks with Pajek and Ucinet, and find that they share several universal topological properties: tending to choose short edges, average degree is smaller than 4, small clustering coefficient and large diameter, and the degree distribution can be expressed in a general formula. All of above characteristics attribute to 2-dimension of the spatial network. Then we modify the optimization model from the economic viewpoint and use genetic algorithm to optimize the networks, which is proved useful and effective.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133414619","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: 8
Research on Service Monitoring Methods of Manufacturing Grid Based on Monitoring Command Word 基于监控命令字的制造网格服务监控方法研究
Chunquan Li, Wenhan Wang, Y. Shang
Service monitoring is a very important part of Manufacturing Grid (MG). Our research work is aiming at MG service monitoring process. MG service monitoring modules and other four modules: User interface, detect, status messages index and status messages trigger are discussed, and the flow of service monitoring is analyzed in this paper. Service monitoring methods grounding on eight-segment monitoring command word are put forward, and the format of the monitoring command word and its status messages trigger methods are focused on. Finally, practical evidence is provided.
服务监控是制造网格的重要组成部分。我们的研究工作是针对MG服务的监控过程。讨论了MG业务监控模块以及用户界面、检测、状态消息索引和状态消息触发四个模块,分析了业务监控的流程。提出了基于8段监控命令字的业务监控方法,重点研究了监控命令字的格式及其状态消息触发方法。最后,给出了实践证据。
{"title":"Research on Service Monitoring Methods of Manufacturing Grid Based on Monitoring Command Word","authors":"Chunquan Li, Wenhan Wang, Y. Shang","doi":"10.1109/FITME.2008.156","DOIUrl":"https://doi.org/10.1109/FITME.2008.156","url":null,"abstract":"Service monitoring is a very important part of Manufacturing Grid (MG). Our research work is aiming at MG service monitoring process. MG service monitoring modules and other four modules: User interface, detect, status messages index and status messages trigger are discussed, and the flow of service monitoring is analyzed in this paper. Service monitoring methods grounding on eight-segment monitoring command word are put forward, and the format of the monitoring command word and its status messages trigger methods are focused on. Finally, practical evidence is provided.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133962975","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
An Enhanced Self-deployment Algorithm in Mobile Sensor Network 一种增强的移动传感器网络自部署算法
Minghua Yang, Yuanda Cao, Li Tan, Jiong Yu
In order to enforce the sensing performance of mobile sensor network (MSN), an enhanced self-deployment (ESD) algorithm is proposed in this paper. By designing the virtual repulsive force between nodes, the movement equation and the virtual attracting-field in the sensing area, the problems of the network partition and coverage holes which are aroused by conventional potential-field-based deployment approach is solved. Simulation results show that ESD algorithm exhibits excellent performance and expands the generalization of MSN greatly.
为了提高移动传感器网络的感知性能,提出了一种增强的自部署算法。通过设计节点间的虚拟排斥力、运动方程和感知区域内的虚拟吸引场,解决了传统基于势场部署方法引起的网络分割和覆盖漏洞问题。仿真结果表明,该算法具有良好的性能,极大地扩展了MSN的泛化。
{"title":"An Enhanced Self-deployment Algorithm in Mobile Sensor Network","authors":"Minghua Yang, Yuanda Cao, Li Tan, Jiong Yu","doi":"10.1109/FITME.2008.128","DOIUrl":"https://doi.org/10.1109/FITME.2008.128","url":null,"abstract":"In order to enforce the sensing performance of mobile sensor network (MSN), an enhanced self-deployment (ESD) algorithm is proposed in this paper. By designing the virtual repulsive force between nodes, the movement equation and the virtual attracting-field in the sensing area, the problems of the network partition and coverage holes which are aroused by conventional potential-field-based deployment approach is solved. Simulation results show that ESD algorithm exhibits excellent performance and expands the generalization of MSN greatly.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134006910","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: 5
The Framework of Total Decision Support Based on Knowledge Management 基于知识管理的全面决策支持框架
Yinghong Zhong
The contribution of knowledge management to the process of decision making has been largely ignored by researchers from the fields of both decision theories and knowledge management. Firstly this paper highlights the importance of organizational decision knowledge system. Then decision makerpsilas learning behaviors and the mechanism of knowledge intervention have been analyzed and introduced. Thirdly this paper discusses the concept of total decision support (TDS) for improving the effect of decision making and compares total decision support and traditional decision support system (DSS) from several aspects. Based on the above analysis we put forward the research framework of total decision support and point out the future work.
知识管理对决策过程的贡献在很大程度上被决策理论和知识管理领域的研究者所忽视。本文首先强调了组织决策知识系统的重要性。然后对决策者的学习行为和知识干预机制进行了分析和介绍。第三,本文讨论了全面决策支持(TDS)的概念,以提高决策的效果,并从几个方面比较了全面决策支持和传统决策支持系统。在此基础上,提出了全面决策支持的研究框架,并指出了今后的工作方向。
{"title":"The Framework of Total Decision Support Based on Knowledge Management","authors":"Yinghong Zhong","doi":"10.1109/FITME.2008.61","DOIUrl":"https://doi.org/10.1109/FITME.2008.61","url":null,"abstract":"The contribution of knowledge management to the process of decision making has been largely ignored by researchers from the fields of both decision theories and knowledge management. Firstly this paper highlights the importance of organizational decision knowledge system. Then decision makerpsilas learning behaviors and the mechanism of knowledge intervention have been analyzed and introduced. Thirdly this paper discusses the concept of total decision support (TDS) for improving the effect of decision making and compares total decision support and traditional decision support system (DSS) from several aspects. Based on the above analysis we put forward the research framework of total decision support and point out the future work.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114005124","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: 7
The Study on Spatial Data of Across-district Emergency Response Information Sharing System 跨区域应急响应信息共享系统空间数据研究
Jing Liu
Across-district emergency response is the mode of calling for different geographical emergency department to respond as a united system when the response area is insufficient force in tackling emergency situations. In this paper, which major in database layer and application layer, presents a scheme of emergency response transaction and information sharing system based on WebGIS and service technology. The emergency response information sharing system's database is composed of spatial data and attribute data. And there is especial an issue database, which is used for promulgate the emergency response data. ArcIMS is used to connect and management the data center and clients. ArcIMS application server in charge of receiving clients' requests, load balance, service management and pass the request to special data server. The spatial data server processes the requests and then returns the data to client using ArcXML message style. ArcIMS supports lots of terminal types include HTML browser, JAVA browser and GIS browser, etc.
跨区域应急是指在应急区域力量不足的情况下,要求不同地域的应急部门作为一个统一的系统进行应急响应的方式。本文以数据库层和应用层为核心,提出了一种基于WebGIS和服务技术的应急响应事务与信息共享系统方案。应急响应信息共享系统的数据库由空间数据和属性数据组成。特别有一个问题数据库,用于发布应急响应数据。ArcIMS用于连接和管理数据中心和客户端。ArcIMS应用服务器负责接收客户端的请求、负载平衡、服务管理,并将请求传递给专用的数据服务器。空间数据服务器处理请求,然后使用ArcXML消息样式将数据返回给客户端。ArcIMS支持多种终端类型,包括HTML浏览器、JAVA浏览器和GIS浏览器等。
{"title":"The Study on Spatial Data of Across-district Emergency Response Information Sharing System","authors":"Jing Liu","doi":"10.1109/FITME.2008.52","DOIUrl":"https://doi.org/10.1109/FITME.2008.52","url":null,"abstract":"Across-district emergency response is the mode of calling for different geographical emergency department to respond as a united system when the response area is insufficient force in tackling emergency situations. In this paper, which major in database layer and application layer, presents a scheme of emergency response transaction and information sharing system based on WebGIS and service technology. The emergency response information sharing system's database is composed of spatial data and attribute data. And there is especial an issue database, which is used for promulgate the emergency response data. ArcIMS is used to connect and management the data center and clients. ArcIMS application server in charge of receiving clients' requests, load balance, service management and pass the request to special data server. The spatial data server processes the requests and then returns the data to client using ArcXML message style. ArcIMS supports lots of terminal types include HTML browser, JAVA browser and GIS browser, etc.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"16 1-2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114048455","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
Modeling Tree Diameter Growth Using Nonlinear Mixed-Effects Models 用非线性混合效应模型建模树径生长
Lichun Jiang, Fengri Li
A diameter-age model was developed for dahurian larch (Larix gmelinii. Rupr.) in northeastern China based on Chapman-Richards growth model using nonlinear mixed-effects modeling approach. The methods of model development include which parameters should be considered to be random and which should be purely fixed, as well as procedures for determining autoregressive correlation structures. Model performance was evaluated utilizing information criterion statistics (AIC, BIC, and LRT). The Chapman-Richards model with two random parameters showed the best performance. The inclusion of autoregressive models (AR(p), MA(q), ARMA(p,q)) in the mixed-effects model resulted in a significant improvement of model fitting statistics.
建立了大落叶松的直径-年龄模型。基于Chapman-Richards生长模型,采用非线性混合效应建模方法对东北地区进行了研究。模型开发的方法包括哪些参数应被认为是随机的,哪些参数应被认为是纯固定的,以及确定自回归相关结构的程序。利用信息标准统计(AIC、BIC和LRT)评估模型的性能。具有两个随机参数的Chapman-Richards模型表现出最好的性能。在混合效应模型中加入自回归模型(AR(p)、MA(q)、ARMA(p,q)),模型拟合统计量显著提高。
{"title":"Modeling Tree Diameter Growth Using Nonlinear Mixed-Effects Models","authors":"Lichun Jiang, Fengri Li","doi":"10.1109/FITME.2008.141","DOIUrl":"https://doi.org/10.1109/FITME.2008.141","url":null,"abstract":"A diameter-age model was developed for dahurian larch (Larix gmelinii. Rupr.) in northeastern China based on Chapman-Richards growth model using nonlinear mixed-effects modeling approach. The methods of model development include which parameters should be considered to be random and which should be purely fixed, as well as procedures for determining autoregressive correlation structures. Model performance was evaluated utilizing information criterion statistics (AIC, BIC, and LRT). The Chapman-Richards model with two random parameters showed the best performance. The inclusion of autoregressive models (AR(p), MA(q), ARMA(p,q)) in the mixed-effects model resulted in a significant improvement of model fitting statistics.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124823929","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
An Approach for Integrating Trust Information Model 一种集成信任信息模型的方法
Xu Wu, Jingsha He, Fei Xu
Currently, there exist different trust models in peer-to-peer application. Each model has an abundance of trust information about trust and reputation attributes which are needed for establishing trust between peers. These trust models canpsilat be easily interoperable due to no approach for integrating in a semantic way the trust information from different models. Integrating trust information in a semantic way is a significant step towards the realization of trust models interoperability in an open system such as Web where resource providers and users are often strangers to one another and universal and correct expressiveness of trust information will be crucial. Therefore, this paper proposes an ontology-based approach for integrating trust information models. Additionally, it is also useful for simplifying security policies specification and protecting sensitive information.
目前,在点对点应用中存在着不同的信任模型。每个模型都具有丰富的信任和声誉属性的信任信息,这些信息是在对等体之间建立信任所必需的。由于没有以语义方式集成来自不同模型的信任信息的方法,这些信任模型不能很容易地互操作。在Web等开放系统中,以语义方式集成信任信息是实现信任模型互操作性的重要一步,资源提供者和用户往往互不认识,信任信息的通用和正确表达至关重要。因此,本文提出了一种基于本体的信任信息模型集成方法。此外,它还有助于简化安全策略规范和保护敏感信息。
{"title":"An Approach for Integrating Trust Information Model","authors":"Xu Wu, Jingsha He, Fei Xu","doi":"10.1109/FITME.2008.24","DOIUrl":"https://doi.org/10.1109/FITME.2008.24","url":null,"abstract":"Currently, there exist different trust models in peer-to-peer application. Each model has an abundance of trust information about trust and reputation attributes which are needed for establishing trust between peers. These trust models canpsilat be easily interoperable due to no approach for integrating in a semantic way the trust information from different models. Integrating trust information in a semantic way is a significant step towards the realization of trust models interoperability in an open system such as Web where resource providers and users are often strangers to one another and universal and correct expressiveness of trust information will be crucial. Therefore, this paper proposes an ontology-based approach for integrating trust information models. Additionally, it is also useful for simplifying security policies specification and protecting sensitive information.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122116287","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
Fuzzy Decision-Making Model for Risk Investment Projects 风险投资项目的模糊决策模型
Z. Sheng
In the process of risk investment decision-making, real option which is one of the key issues in the research of finance engineering is very important to enforce flexibility of management decision. As for appraising methodology, the real option approach is used. However, The investment circumstance is always vague. That is to say, the information we need is incomplete. The uncertainty influences the real option valuation by all appearances. In this paper we take into account the uncertainty of the up and down jump factors of underling assets, which are estimated by triangular fuzzy numbers. While pricing for the real option, we use the binomial model and the risk-neutral valuation approach, and then derive the risk-neutral probability intervals. As a result, we obtain a decision-making model for risk investment projects under vague circumstance. It is beneficial for the evaluation of risk-investment and useful for avoiding the mistaken investment decision-making.Finality, we provide a corresponding example analysis.
在风险投资决策过程中,实物期权作为金融工程研究的核心问题之一,对增强管理决策的灵活性具有十分重要的作用。在评价方法上,采用实物期权法。然而,投资环境总是模糊的。也就是说,我们需要的信息是不完整的。不确定性对实物期权估值的影响是多方面的。本文考虑了资产上下跳跃因子的不确定性,用三角模糊数对其进行估计。在对实物期权进行定价时,采用二项模型和风险中性估值方法,推导出风险中性的概率区间。得到了模糊环境下风险投资项目的决策模型。这有利于风险投资的评估,有助于避免错误的投资决策。最后,给出了相应的实例分析。
{"title":"Fuzzy Decision-Making Model for Risk Investment Projects","authors":"Z. Sheng","doi":"10.1109/FITME.2008.58","DOIUrl":"https://doi.org/10.1109/FITME.2008.58","url":null,"abstract":"In the process of risk investment decision-making, real option which is one of the key issues in the research of finance engineering is very important to enforce flexibility of management decision. As for appraising methodology, the real option approach is used. However, The investment circumstance is always vague. That is to say, the information we need is incomplete. The uncertainty influences the real option valuation by all appearances. In this paper we take into account the uncertainty of the up and down jump factors of underling assets, which are estimated by triangular fuzzy numbers. While pricing for the real option, we use the binomial model and the risk-neutral valuation approach, and then derive the risk-neutral probability intervals. As a result, we obtain a decision-making model for risk investment projects under vague circumstance. It is beneficial for the evaluation of risk-investment and useful for avoiding the mistaken investment decision-making.Finality, we provide a corresponding example analysis.","PeriodicalId":218182,"journal":{"name":"2008 International Seminar on Future Information Technology and Management Engineering","volume":"06 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129486274","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
期刊
2008 International Seminar on Future Information Technology and Management Engineering
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