首页 > 最新文献

2021 International Conference on Computer, Blockchain and Financial Development (CBFD)最新文献

英文 中文
Intelligent Penetration Technology of Power Web System Vulnerability Based on Deep Learning 基于深度学习的电网系统漏洞智能渗透技术
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00048
Liang Chen, Jie Li, Bocheng Zhang
At present, there are some security risks existing in power web system, such as large number of systems, low efficiency of vulnerability identification, poor intelligence level of vulnerability penetration and so on. To solve the problems, this paper studies parallel crawler and multithreaded crawler scanning technology to effectively improve the code and data crawling speed of power web system, so as to improve the efficiency of vulnerability scanning identification. Furthermore, the paper studies the decision-making selection technology of vulnerability feature pattern recognition and vulnerability intelligent detection model of power web system based on LSTM, breaks through the key technologies of semi-automatic outlier sample detection and intelligent vulnerability location and identification, effectively improves the efficiency of vulnerability location and identification, and reduces the labor cost in the process of data processing. Then, based on neural network algorithm, combined with expert experience and exploitation characteristics, the combination rules of parallel and chain are trained. Finally, the deep neural network algorithm is used to judge the feasibility of vulnerability exploitation path, eliminate those paths that cannot be successfully attacked, and improve the success of vulnerability exploitation, so as to improve the ability of intelligent discovery of vulnerability risks.
目前,电网系统存在着系统数量多、漏洞识别效率低、漏洞渗透智能程度低等安全隐患。针对这些问题,本文研究了并行爬虫和多线程爬虫扫描技术,以有效提高电网系统的代码和数据爬行速度,从而提高漏洞扫描识别的效率。进一步研究了基于LSTM的电网系统漏洞特征模式识别的决策选择技术和漏洞智能检测模型,突破了半自动离群样本检测和漏洞智能定位识别的关键技术,有效提高了漏洞定位识别的效率,降低了数据处理过程中的人工成本。然后,基于神经网络算法,结合专家经验和开发特点,训练并行与链的组合规则;最后,利用深度神经网络算法判断漏洞利用路径的可行性,剔除无法成功攻击的路径,提高漏洞利用成功率,从而提高漏洞风险的智能发现能力。
{"title":"Intelligent Penetration Technology of Power Web System Vulnerability Based on Deep Learning","authors":"Liang Chen, Jie Li, Bocheng Zhang","doi":"10.1109/CBFD52659.2021.00048","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00048","url":null,"abstract":"At present, there are some security risks existing in power web system, such as large number of systems, low efficiency of vulnerability identification, poor intelligence level of vulnerability penetration and so on. To solve the problems, this paper studies parallel crawler and multithreaded crawler scanning technology to effectively improve the code and data crawling speed of power web system, so as to improve the efficiency of vulnerability scanning identification. Furthermore, the paper studies the decision-making selection technology of vulnerability feature pattern recognition and vulnerability intelligent detection model of power web system based on LSTM, breaks through the key technologies of semi-automatic outlier sample detection and intelligent vulnerability location and identification, effectively improves the efficiency of vulnerability location and identification, and reduces the labor cost in the process of data processing. Then, based on neural network algorithm, combined with expert experience and exploitation characteristics, the combination rules of parallel and chain are trained. Finally, the deep neural network algorithm is used to judge the feasibility of vulnerability exploitation path, eliminate those paths that cannot be successfully attacked, and improve the success of vulnerability exploitation, so as to improve the ability of intelligent discovery of vulnerability risks.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"82 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131786428","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
Investigating the Price of Floating Lookback Option and Fixed Lookback Option Based on Facebook Stock 基于Facebook股票的浮动期权和固定期权价格研究
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00078
Jingzhu Mu, Jinjie Lao
The lookback option is one of the exotic options but the only option that allows investors to reduce risks by looking back at the option period. Compared with other options, it allows the holder to know history when determining when to exercise their option, which reduces uncertainties and solves the market timing problem. However, not many people currently realize the benefits of the option and why they should invest. In the paper, we analyze the lookback option based on its unique characteristics and options theory. We established this paper with the Black-Scholes Merton method by taking Facebook as an underlying asset to simulate the stock price and the payoffs from the fixed lookback call option and floating lookback call option. At the end of the analysis, we concluded that the change of strike price leads to an obvious change to the fixed lookback option and European Option price, compared to the floating lookback option. The change of both spot price and volatility contributes a clear difference to the lookback option relative to the European Option. Besides, the lookback option solves the market timing problems even though with a higher option price. This paper aims to explain to investors that the lookback option is one of the best options for investment.
回顾期权是一种奇特的期权,但也是唯一一种允许投资者通过回顾期权期来降低风险的期权。与其他期权相比,它允许持有者在决定何时行使期权时了解历史,减少了不确定性,解决了市场时机问题。然而,目前并没有多少人意识到期权的好处以及为什么他们应该投资。本文从回溯期权的特点出发,结合期权理论对回溯期权进行分析。本文采用Black-Scholes Merton方法,以Facebook为标的资产,模拟股票价格以及固定回看期权和浮动回看期权的收益。在分析的最后,我们得出了执行价格的变化导致固定回看期权和欧洲期权价格的明显变化,相对于浮动回看期权。现货价格和波动率的变化使得回溯期权相对于欧式期权有明显的差异。此外,虽然期权价格较高,但回溯期权解决了市场择时问题。本文旨在向投资者解释,回顾期权是投资的最佳选择之一。
{"title":"Investigating the Price of Floating Lookback Option and Fixed Lookback Option Based on Facebook Stock","authors":"Jingzhu Mu, Jinjie Lao","doi":"10.1109/CBFD52659.2021.00078","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00078","url":null,"abstract":"The lookback option is one of the exotic options but the only option that allows investors to reduce risks by looking back at the option period. Compared with other options, it allows the holder to know history when determining when to exercise their option, which reduces uncertainties and solves the market timing problem. However, not many people currently realize the benefits of the option and why they should invest. In the paper, we analyze the lookback option based on its unique characteristics and options theory. We established this paper with the Black-Scholes Merton method by taking Facebook as an underlying asset to simulate the stock price and the payoffs from the fixed lookback call option and floating lookback call option. At the end of the analysis, we concluded that the change of strike price leads to an obvious change to the fixed lookback option and European Option price, compared to the floating lookback option. The change of both spot price and volatility contributes a clear difference to the lookback option relative to the European Option. Besides, the lookback option solves the market timing problems even though with a higher option price. This paper aims to explain to investors that the lookback option is one of the best options for investment.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134043620","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
Image Colorization Algorithm Based on Improved GAN 基于改进GAN的图像着色算法
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00016
Wen-Fang Wu, Yongjia Li, Chang Che
At present, with deep learning technology applied in the field of machine vision, image colorization has gradually become a hot research direction. The traditional image colorization technology needs human-computer interaction in the application. The operation process of this technology is complex and difficult, it is difficult to achieve large-scale application. Considering the shortcomings of the traditional methods, We propose an image colorization algorithm by designing the improved generation adversarial network (GAN). Aiming at the problem of black-and-white photos' colorization, the self-attention model (SAM) is used to construct the task of image generation. Image details are generated according to the clues of all feature positions, and the spectral normalization method is introduced to improve the quality of the network generated image. The discriminator of the algorithm that we proposed can effectively check the consistency of the features of long-range details in the image. Experimental results show that the algorithm can effectively achieve the batch colorization of black-and-white images.
目前,随着深度学习技术在机器视觉领域的应用,图像着色逐渐成为一个热门的研究方向。传统的图像着色技术在应用中需要人机交互。该技术操作过程复杂、难度大,难以实现大规模应用。针对传统方法的不足,提出了一种基于改进生成对抗网络(GAN)的图像着色算法。针对黑白照片的着色问题,采用自注意模型(SAM)构建图像生成任务。根据各特征位置的线索生成图像细节,并引入光谱归一化方法提高网络生成图像的质量。该算法的鉴别器可以有效地检查图像中远程细节特征的一致性。实验结果表明,该算法能有效地实现黑白图像的批量着色。
{"title":"Image Colorization Algorithm Based on Improved GAN","authors":"Wen-Fang Wu, Yongjia Li, Chang Che","doi":"10.1109/CBFD52659.2021.00016","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00016","url":null,"abstract":"At present, with deep learning technology applied in the field of machine vision, image colorization has gradually become a hot research direction. The traditional image colorization technology needs human-computer interaction in the application. The operation process of this technology is complex and difficult, it is difficult to achieve large-scale application. Considering the shortcomings of the traditional methods, We propose an image colorization algorithm by designing the improved generation adversarial network (GAN). Aiming at the problem of black-and-white photos' colorization, the self-attention model (SAM) is used to construct the task of image generation. Image details are generated according to the clues of all feature positions, and the spectral normalization method is introduced to improve the quality of the network generated image. The discriminator of the algorithm that we proposed can effectively check the consistency of the features of long-range details in the image. Experimental results show that the algorithm can effectively achieve the batch colorization of black-and-white images.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125249979","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
An Index Model of Stock Market Based on Investors’ Behavioral Contagion 基于投资者行为传染的股票市场指数模型
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00032
Qian Wang
Under the framework of behavioral finance, the modeling idea of the SIS epidemic model is used to study investors’ behavioral contagion affecting the capital flow of the stock market. An index model of the stock market is established and stability of equilibrium is analyzed. The threshold theorem applicable to the stock market is obtained. This paper quantifies the behavioral contagion of investors by defining the investment infection rate and the investment removal rate. The model built on this basis can more accurately describe the behavior of investors in actual investment decision-making and its impact on stock indexes. Both the theoretical research and empirical analysis indicate the rises and falls of the stock are consistent with changes in the proportion of the infection rate and the removal rate, revealing a clear positive correlation and the dominant nonlinear relationship. Finally, the Granger causality test is carried out, and the results show that investor behavioral contagion is the cause of the stock market’s rise and fall changes. Investor behavior contagion affects the stock price, but the stock price changes are not the cause of contagious changes in investor behavior.
在行为金融学的框架下,运用SIS流行病模型的建模思想,研究投资者行为传染对股票市场资金流动的影响。建立了股票市场的指数模型,并分析了均衡的稳定性。得到了适用于股票市场的阈值定理。本文通过定义投资感染率和投资撤资率来量化投资者的行为传染。在此基础上建立的模型可以更准确地描述投资者在实际投资决策中的行为及其对股指的影响。理论研究和实证分析均表明,种群的涨跌与感染率和去除率所占比例的变化一致,呈现出明显的正相关关系和占主导地位的非线性关系。最后进行格兰杰因果检验,结果表明投资者行为传染是股市涨跌变化的原因。投资者行为传染影响股票价格,但股票价格的变化并不是投资者行为传染变化的原因。
{"title":"An Index Model of Stock Market Based on Investors’ Behavioral Contagion","authors":"Qian Wang","doi":"10.1109/CBFD52659.2021.00032","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00032","url":null,"abstract":"Under the framework of behavioral finance, the modeling idea of the SIS epidemic model is used to study investors’ behavioral contagion affecting the capital flow of the stock market. An index model of the stock market is established and stability of equilibrium is analyzed. The threshold theorem applicable to the stock market is obtained. This paper quantifies the behavioral contagion of investors by defining the investment infection rate and the investment removal rate. The model built on this basis can more accurately describe the behavior of investors in actual investment decision-making and its impact on stock indexes. Both the theoretical research and empirical analysis indicate the rises and falls of the stock are consistent with changes in the proportion of the infection rate and the removal rate, revealing a clear positive correlation and the dominant nonlinear relationship. Finally, the Granger causality test is carried out, and the results show that investor behavioral contagion is the cause of the stock market’s rise and fall changes. Investor behavior contagion affects the stock price, but the stock price changes are not the cause of contagious changes in investor behavior.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"78 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114793547","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
Does Digital Financial Inclusion Promote SME Innovation? : -- Evidence from SMEs listed companies 数字普惠金融促进中小企业创新吗?——来自中小企业上市公司的证据
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00088
Qiuting Zhao, Yuxi He, Huchuan Zhang
Based on the panel data of SMEs listed on the SME Board from 2014 to 2018, this paper constructs a benchmark regression model and a mediating effect model and conducts an empirical study on the relationship between the development degree of digital financial inclusion in China and the innovation of SMEs listed on the SME Board. The results show that the development degree of digital financial inclusion has a significant positive impact on enterprise innovation, and the promotion effect is more significant for small-scale enterprises. Digital financial inclusion also indirectly affects the level of innovation of enterprises through financing constraints. The results of replacing the digital financial inclusion index with the digital financial inclusion index are still significant. This paper puts forward implementing policies and letting them play a role in the investment and financing field for small and medium-sized enterprises. We should lift financing constraints, improve the efficiency of financing, and vigorously develop inclusive finance suggestions.
本文基于2014 - 2018年中小板上市中小企业面板数据,构建基准回归模型和中介效应模型,实证研究中国数字普惠金融发展程度与中小板上市中小企业创新之间的关系。研究结果表明,数字普惠金融发展程度对企业创新具有显著的正向影响,且对小规模企业的促进作用更为显著。数字普惠金融也通过融资约束间接影响企业的创新水平。用数字普惠金融指数代替数字普惠金融指数的效果仍然显著。本文提出在中小企业投融资领域实施政策,发挥政策作用。要解除融资约束,提高融资效率,大力提出普惠金融建议。
{"title":"Does Digital Financial Inclusion Promote SME Innovation? : -- Evidence from SMEs listed companies","authors":"Qiuting Zhao, Yuxi He, Huchuan Zhang","doi":"10.1109/CBFD52659.2021.00088","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00088","url":null,"abstract":"Based on the panel data of SMEs listed on the SME Board from 2014 to 2018, this paper constructs a benchmark regression model and a mediating effect model and conducts an empirical study on the relationship between the development degree of digital financial inclusion in China and the innovation of SMEs listed on the SME Board. The results show that the development degree of digital financial inclusion has a significant positive impact on enterprise innovation, and the promotion effect is more significant for small-scale enterprises. Digital financial inclusion also indirectly affects the level of innovation of enterprises through financing constraints. The results of replacing the digital financial inclusion index with the digital financial inclusion index are still significant. This paper puts forward implementing policies and letting them play a role in the investment and financing field for small and medium-sized enterprises. We should lift financing constraints, improve the efficiency of financing, and vigorously develop inclusive finance suggestions.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"141 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124691757","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
Visualization analysis of information economy based on CiteSpace 基于CiteSpace的信息经济可视化分析
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00072
Kun Qian, Yingxue Li
information economy has formed its basic knowledge system and a good situation of integration with other disciplines after nearly 100 years of germination and development. The analysis and research of information economy is becoming more and more abundant. According to certain retrieval conditions, 863 literatures published from 1995 to 2021 are retrieved from CNKI database as data samples. CiteSpace software is used for visual analysis, CO citation analysis and cluster analysis are carried out on these literature data, and the corresponding knowledge map is drawn. This paper makes a comprehensive analysis of the research progress, content system and main application fields of information economics in China, and concludes that it has formed a basic knowledge system and a good situation of integration with other disciplines.
信息经济经过近百年的萌芽和发展,已经形成了自己的基本知识体系,并与其他学科形成了良好的融合态势。对信息经济的分析和研究越来越丰富。按照一定的检索条件,从CNKI数据库中检索1995 - 2021年发表的863篇文献作为数据样本。利用CiteSpace软件进行可视化分析,对这些文献数据进行CO被引分析和聚类分析,并绘制相应的知识图谱。本文综合分析了国内信息经济学的研究进展、内容体系和主要应用领域,认为信息经济学已形成基本的知识体系和与其他学科融合的良好局面。
{"title":"Visualization analysis of information economy based on CiteSpace","authors":"Kun Qian, Yingxue Li","doi":"10.1109/CBFD52659.2021.00072","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00072","url":null,"abstract":"information economy has formed its basic knowledge system and a good situation of integration with other disciplines after nearly 100 years of germination and development. The analysis and research of information economy is becoming more and more abundant. According to certain retrieval conditions, 863 literatures published from 1995 to 2021 are retrieved from CNKI database as data samples. CiteSpace software is used for visual analysis, CO citation analysis and cluster analysis are carried out on these literature data, and the corresponding knowledge map is drawn. This paper makes a comprehensive analysis of the research progress, content system and main application fields of information economics in China, and concludes that it has formed a basic knowledge system and a good situation of integration with other disciplines.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122812943","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
Blockchain-based IoT security authentication system 基于区块链的物联网安全认证系统
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00090
Gongguo Zhang, Zhou Wan
IoT devices have the characteristics of limited performance and mobility, which makes it difficult for traditional centralized security authentication methods to support security authentication in the current IoT environment. In order to cope with these challenges, this paper proposes a security authentication system named iot-chain in the Internet of Things, which provides attribute-based security authentication based on the Hyperledger Fabric blockchain framework. The system contains three kinds of chain codes, namely access code, device code, and policy code. The access code is the main program that implements the user safety authentication method. The device code provides a query method for the URL of the resource data generated by the storage device, and the policy code provides the access control strategy for the administrator user. Combining access control and blockchain technology, iot-chain provides dynamic security authentication management in the Internet of Things. Experimental results show that iot-chain can maintain high throughput and effectively reach consensus in a distributed system.
物联网设备具有性能和移动性有限的特点,传统的集中式安全认证方式难以支持当前物联网环境下的安全认证。为了应对这些挑战,本文提出了物联网中的iot-chain安全认证体系,该体系基于Hyperledger Fabric区块链框架,提供基于属性的安全认证。系统包含三种链码,分别是接入码、设备码和策略码。访问码是实现用户安全认证方法的主要程序。设备码提供了对存储设备生成的资源数据URL的查询方法,策略码提供了管理员用户的访问控制策略。iot-chain结合访问控制和区块链技术,为物联网提供动态安全认证管理。实验结果表明,在分布式系统中,物联网链可以保持高吞吐量并有效达成共识。
{"title":"Blockchain-based IoT security authentication system","authors":"Gongguo Zhang, Zhou Wan","doi":"10.1109/CBFD52659.2021.00090","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00090","url":null,"abstract":"IoT devices have the characteristics of limited performance and mobility, which makes it difficult for traditional centralized security authentication methods to support security authentication in the current IoT environment. In order to cope with these challenges, this paper proposes a security authentication system named iot-chain in the Internet of Things, which provides attribute-based security authentication based on the Hyperledger Fabric blockchain framework. The system contains three kinds of chain codes, namely access code, device code, and policy code. The access code is the main program that implements the user safety authentication method. The device code provides a query method for the URL of the resource data generated by the storage device, and the policy code provides the access control strategy for the administrator user. Combining access control and blockchain technology, iot-chain provides dynamic security authentication management in the Internet of Things. Experimental results show that iot-chain can maintain high throughput and effectively reach consensus in a distributed system.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124968492","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
Serviceability Analysis of Monte Carlo Simulation for Stock Market Trading Price 股票市场交易价格蒙特卡罗模拟的适用性分析
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00070
Liu Yu, Xiaoyan Wu, Zuosheng Zhou
When stocks are traded in the market, the price of stock has a great variation. Therefore, predicting the stock price is a huge challenge. Monte Carlo Simulation (MCS) is a typical method for stock price simulation. However, the serviceability of MCS is still insufficient. In this paper, the serviceability analysis has been done to evaluate the performance of MCS in different stocks price simulation. The results show that the Group 1, Group 5 and Group 8 have the highest predicted return under our condition settings. Among them, PDD has the biggest contribution, and the combinations holding PDD have a good return rate. Besides, the combinations holding WMT have a good performance of resisting risk because the WMT has better stability. The findings illustrate that the performance of Monte Carlo is influenced by stock itself more than the investment combination.
当股票在市场上交易时,股票的价格有很大的变化。因此,预测股价是一个巨大的挑战。蒙特卡罗模拟是股票价格模拟的一种典型方法。然而,MCS的可维护性仍然不足。本文通过适用性分析来评估MCS在不同股票价格模拟中的性能。结果表明,在我们的条件设置下,第1组、第5组和第8组的预测收益最高。其中,PDD贡献最大,持有PDD的组合收益率较好。此外,由于WMT具有较好的稳定性,持有WMT的组合具有较好的抗风险性能。研究结果表明,蒙特卡洛绩效受股票本身的影响大于受投资组合的影响。
{"title":"Serviceability Analysis of Monte Carlo Simulation for Stock Market Trading Price","authors":"Liu Yu, Xiaoyan Wu, Zuosheng Zhou","doi":"10.1109/CBFD52659.2021.00070","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00070","url":null,"abstract":"When stocks are traded in the market, the price of stock has a great variation. Therefore, predicting the stock price is a huge challenge. Monte Carlo Simulation (MCS) is a typical method for stock price simulation. However, the serviceability of MCS is still insufficient. In this paper, the serviceability analysis has been done to evaluate the performance of MCS in different stocks price simulation. The results show that the Group 1, Group 5 and Group 8 have the highest predicted return under our condition settings. Among them, PDD has the biggest contribution, and the combinations holding PDD have a good return rate. Besides, the combinations holding WMT have a good performance of resisting risk because the WMT has better stability. The findings illustrate that the performance of Monte Carlo is influenced by stock itself more than the investment combination.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130269949","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
Research on Key Technologies of Computer Graphics and Image Processing 计算机图形学与图像处理关键技术研究
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00060
Jiaogang Lin, Lu Liang
Under the new background of the rapid development of Internet technology in the information age, Internet technology and graphics and image processing technology have made unprecedented progress. In the process of development, it pointed out the development direction of electrical mode processing in the new era. Computer graphics in computer processing technology needs to be used more optimally, and its own research content involves a wide range of aspects. Its research content includes graphics and image visualization, standardization research, graphics modeling, and image interaction research. At present, China has entered the era of Internet technology development, and various needs and problems have arisen in the development process. At this stage, we should give full play to the application value of information technology in the Internet technology era in graphics and image processing. This article analyzes the structure and technical guarantee realization of technical improvement. The author first briefly explained the current necessity of paying attention to electrical mode processing, and then analyzed the construction content of the technical improvement of image information recognition. The author looks forward to the development prospects of technical improvement under the data detection system in the new era, and hopes to be helpful to the in-depth promotion of technical improvement in the next stage.
在信息时代互联网技术飞速发展的新背景下,互联网技术和图形图像处理技术取得了前所未有的进步。在发展过程中,指出了电模加工在新时期的发展方向。计算机图形学在计算机处理技术中需要得到更优化的应用,其本身的研究内容涉及到广泛的方面。其研究内容包括图形与图像可视化、标准化研究、图形建模、图像交互研究。目前,中国已经进入了互联网技术发展的时代,在发展过程中出现了各种需求和问题。在这个阶段,我们应该充分发挥互联网技术时代信息技术在图形图像处理方面的应用价值。本文分析了技术改进的结构和技术保障。作者首先简要说明了当前重视电模式处理的必要性,然后分析了图像信息识别技术改进的构建内容。笔者展望了新时代数据检测系统下技术改进的发展前景,希望对下一阶段技术改进的深入推进有所帮助。
{"title":"Research on Key Technologies of Computer Graphics and Image Processing","authors":"Jiaogang Lin, Lu Liang","doi":"10.1109/CBFD52659.2021.00060","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00060","url":null,"abstract":"Under the new background of the rapid development of Internet technology in the information age, Internet technology and graphics and image processing technology have made unprecedented progress. In the process of development, it pointed out the development direction of electrical mode processing in the new era. Computer graphics in computer processing technology needs to be used more optimally, and its own research content involves a wide range of aspects. Its research content includes graphics and image visualization, standardization research, graphics modeling, and image interaction research. At present, China has entered the era of Internet technology development, and various needs and problems have arisen in the development process. At this stage, we should give full play to the application value of information technology in the Internet technology era in graphics and image processing. This article analyzes the structure and technical guarantee realization of technical improvement. The author first briefly explained the current necessity of paying attention to electrical mode processing, and then analyzed the construction content of the technical improvement of image information recognition. The author looks forward to the development prospects of technical improvement under the data detection system in the new era, and hopes to be helpful to the in-depth promotion of technical improvement in the next stage.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130621167","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
Application of BP Neural Network in Higher Education System BP神经网络在高等教育系统中的应用
Pub Date : 2021-04-01 DOI: 10.1109/CBFD52659.2021.00035
Zhao Hongkai, Zhang Hao
The higher education system is an important part of the country’s education of citizens. In order to adapt to this trend, this paper establishes an evaluation model for the higher education system. The evaluation elements include the health and sustainability of the higher education system. We use this model to evaluate and predict the higher education system. Then, we propose practical policies and implementation schedule. Finally, we evaluate the effectiveness of the policy and possible difficulties.
高等教育体系是国家公民教育的重要组成部分。为了适应这一趋势,本文建立了高等教育系统的评价模型。评估要素包括高等教育系统的健康和可持续性。我们使用该模型对高等教育系统进行评估和预测。然后,我们提出切实可行的政策和实施时间表。最后,我们评估了政策的有效性和可能存在的困难。
{"title":"Application of BP Neural Network in Higher Education System","authors":"Zhao Hongkai, Zhang Hao","doi":"10.1109/CBFD52659.2021.00035","DOIUrl":"https://doi.org/10.1109/CBFD52659.2021.00035","url":null,"abstract":"The higher education system is an important part of the country’s education of citizens. In order to adapt to this trend, this paper establishes an evaluation model for the higher education system. The evaluation elements include the health and sustainability of the higher education system. We use this model to evaluate and predict the higher education system. Then, we propose practical policies and implementation schedule. Finally, we evaluate the effectiveness of the policy and possible difficulties.","PeriodicalId":230625,"journal":{"name":"2021 International Conference on Computer, Blockchain and Financial Development (CBFD)","volume":"128 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122421116","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
2021 International Conference on Computer, Blockchain and Financial Development (CBFD)
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:604180095
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