The article describes the methodology and practical implementation of Cash Flow at Risk (CFaR) calculation with the help of a multidimensional Monte Carlo simulation. CFar is one of the most important characteristics of liquidity. It assesses the likelihood that operating cash flows will drop below a prespecified level. In this paper is considered application for measuring CFaR under impact of different environment factors. The application is written in C# .NET.
{"title":"Liquidity management using Cash Flow at Risk","authors":"B. Stoyanov, H.W. Wieczorrek, A. Antonov","doi":"10.1109/IS.2008.4670466","DOIUrl":"https://doi.org/10.1109/IS.2008.4670466","url":null,"abstract":"The article describes the methodology and practical implementation of Cash Flow at Risk (CFaR) calculation with the help of a multidimensional Monte Carlo simulation. CFar is one of the most important characteristics of liquidity. It assesses the likelihood that operating cash flows will drop below a prespecified level. In this paper is considered application for measuring CFaR under impact of different environment factors. The application is written in C# .NET.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121063173","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 a novel data transformation method aiming at multi-purpose data standardization and inspired by gene-centric clustering approaches. The idea is to perform data standardization via template matching of each expression profile with the rest of the expression profiles employing dynamic time warping (DTW) alignment algorithm to measure the similarity between the expression profiles. This algorithm facilitates the identification of a cluster of genes whose expression profiles are related, possibly with a nonlinear time shift, to the profile of the gene supplied as a template. Consequently, for each gene profile a varying number (based on the degree of similarity) of neighboring gene profiles is identified to be used in the subsequent standardization phase. The latter uses a recursive aggregation algorithm in order to reduce the set of neighboring expression profiles into a singe profile representing the standardized version of the profile in question. The proposed data transformation method is evaluated and demonstrated on gene expression time series data coming from a study examining the global cell-cycle control of gene expression in fission yeast Schizosaccharomyces pombe.
{"title":"A novel gene-centric clustering algorithm for standardization of time series expression data","authors":"E. Tsiporkova, V. Boeva","doi":"10.1109/IS.2008.4670512","DOIUrl":"https://doi.org/10.1109/IS.2008.4670512","url":null,"abstract":"This paper proposes a novel data transformation method aiming at multi-purpose data standardization and inspired by gene-centric clustering approaches. The idea is to perform data standardization via template matching of each expression profile with the rest of the expression profiles employing dynamic time warping (DTW) alignment algorithm to measure the similarity between the expression profiles. This algorithm facilitates the identification of a cluster of genes whose expression profiles are related, possibly with a nonlinear time shift, to the profile of the gene supplied as a template. Consequently, for each gene profile a varying number (based on the degree of similarity) of neighboring gene profiles is identified to be used in the subsequent standardization phase. The latter uses a recursive aggregation algorithm in order to reduce the set of neighboring expression profiles into a singe profile representing the standardized version of the profile in question. The proposed data transformation method is evaluated and demonstrated on gene expression time series data coming from a study examining the global cell-cycle control of gene expression in fission yeast Schizosaccharomyces pombe.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123326158","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 present two packet marking schemes that can be used against distributed denial of service attacks. We describe the architectural details of the filtering and traceback mechanism that is deployed on the victimpsilas network and show how the components utilize the packet markings to effectively stop ongoing DDoS attacks.
{"title":"Implementing filtering and traceback mechanism for packet-marking IP-traceback schemes against DDoS attacks","authors":"K. Stefanidis, D. Serpanos","doi":"10.1109/IS.2008.4670527","DOIUrl":"https://doi.org/10.1109/IS.2008.4670527","url":null,"abstract":"In this paper we present two packet marking schemes that can be used against distributed denial of service attacks. We describe the architectural details of the filtering and traceback mechanism that is deployed on the victimpsilas network and show how the components utilize the packet markings to effectively stop ongoing DDoS attacks.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115234305","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 recent years, personalized information systems (PIS), and mainly in the field of transport, are increasingly developing. In fact, their aim is to provide the user with the relevant information that directly interests him/her and suits his/her preferences. There exist several personalization methods yet, to our knowledge and at the present point of research, the evaluation of such systems was ignored. To fill up this lack, it is necessary to envisage new personalization methods taking into account the evaluation function in order to guarantee a good quality of services that these systems may provide. In this paper, we study some existing PIS. Then, we propose a personalization and evaluation method based on multi-agent approach. Finally, we present some experimentation results in transport field to validate the mentioned approach.
{"title":"PES: Personalization and evaluation system based on multi-agents approach: Application in transport information","authors":"M. Soui, I. Benjaafar, M. Abed, K. Ghédira","doi":"10.1109/IS.2008.4670475","DOIUrl":"https://doi.org/10.1109/IS.2008.4670475","url":null,"abstract":"In recent years, personalized information systems (PIS), and mainly in the field of transport, are increasingly developing. In fact, their aim is to provide the user with the relevant information that directly interests him/her and suits his/her preferences. There exist several personalization methods yet, to our knowledge and at the present point of research, the evaluation of such systems was ignored. To fill up this lack, it is necessary to envisage new personalization methods taking into account the evaluation function in order to guarantee a good quality of services that these systems may provide. In this paper, we study some existing PIS. Then, we propose a personalization and evaluation method based on multi-agent approach. Finally, we present some experimentation results in transport field to validate the mentioned approach.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115830550","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}
Primates use saliency-based visual attention to detect conspicuous objects in cluttered visual environments. Some new strategies of combining feature maps to form a saliency map are addressed in this paper. Traditional methods of making saliency map are to linearly combine feature maps extracted from early visual system. Here we have proposed some modifications in saliency model with three different data fusion schemes: weighted linear combination of feature maps, multiplicative saliency map, and harmonic mean of feature maps. Experiments are based on a 32 images dataset of emergency triangle in natural environments. Comparison with the basic saliency model has also been provided. Results suggest that nonlinear combination of feature activities could perform a more accurate detection, and speeds up the process of finding a desired object in the scene.
{"title":"Nonlinear data fusion in saliency-based visual attention","authors":"H. Bahmani, A. Nasrabadi, M. Gholpayeghani","doi":"10.1109/IS.2008.4670416","DOIUrl":"https://doi.org/10.1109/IS.2008.4670416","url":null,"abstract":"Primates use saliency-based visual attention to detect conspicuous objects in cluttered visual environments. Some new strategies of combining feature maps to form a saliency map are addressed in this paper. Traditional methods of making saliency map are to linearly combine feature maps extracted from early visual system. Here we have proposed some modifications in saliency model with three different data fusion schemes: weighted linear combination of feature maps, multiplicative saliency map, and harmonic mean of feature maps. Experiments are based on a 32 images dataset of emergency triangle in natural environments. Comparison with the basic saliency model has also been provided. Results suggest that nonlinear combination of feature activities could perform a more accurate detection, and speeds up the process of finding a desired object in the scene.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132414811","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 paper describes the design of the fuzzy control system for an autonomous robot car which operates in unknown, unpredictable, and dynamic environment. The fuzzy control system must provide the fusing of data from multiple sensors and must ensure navigation of the autonomous robot car. Both - an obstacle avoidance control strategy and a target tracking control strategy - are used for the control of the autonomous robot car. They are combined and thereby resulting in an optimal control policy of the fuzzy control system. A computer simulationpsilas experiments of mobile autonomous robot carpsilas control policy show the effectiveness and feasibility of the proposed fuzzy control methods.
{"title":"Optimal fuzzy control of autonomous robot car","authors":"O. Farhi, Y. Chervenkov","doi":"10.1109/IS.2008.4670427","DOIUrl":"https://doi.org/10.1109/IS.2008.4670427","url":null,"abstract":"The paper describes the design of the fuzzy control system for an autonomous robot car which operates in unknown, unpredictable, and dynamic environment. The fuzzy control system must provide the fusing of data from multiple sensors and must ensure navigation of the autonomous robot car. Both - an obstacle avoidance control strategy and a target tracking control strategy - are used for the control of the autonomous robot car. They are combined and thereby resulting in an optimal control policy of the fuzzy control system. A computer simulationpsilas experiments of mobile autonomous robot carpsilas control policy show the effectiveness and feasibility of the proposed fuzzy control methods.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130803392","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 paper investigates the use of artificial neural networks in modeling and control of manufacturing systems. This approach models the various elements of a manufacturing system by the form of neural networks. The modeling approximates discrete systems by continuous models. The suggested model is applied to the approximation of a manufacturing system, the approximated model is then simulated and trained to control the machines to achieve some desired targets. The system presented in this paper is the subset exit beam of the back silencer. The system is simulated at the end with and without training of the neural network.
{"title":"Modeling of the exhaust box assembly workshop using neural networks","authors":"T. El-Fouly, A. Shtay, G. Aly","doi":"10.1109/IS.2008.4670423","DOIUrl":"https://doi.org/10.1109/IS.2008.4670423","url":null,"abstract":"The paper investigates the use of artificial neural networks in modeling and control of manufacturing systems. This approach models the various elements of a manufacturing system by the form of neural networks. The modeling approximates discrete systems by continuous models. The suggested model is applied to the approximation of a manufacturing system, the approximated model is then simulated and trained to control the machines to achieve some desired targets. The system presented in this paper is the subset exit beam of the back silencer. The system is simulated at the end with and without training of the neural network.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126532377","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}
M. Alade Rahman, H. F. Ahmad, H. Suguri, S. Sadik, H. Longe, A. Ojo
Personalization, which has the ultimate goal of satisfying userpsilas requests, can be perceived in terms of QoS measurement. As one of the means for the success of semantics Web, many techniques have been effectively used in modeling and developing Web service personalization. However, most of these methodologies relied heavily on detailed implicit and explicit information supply by users during initial and subsequent interactions with the systems. We propose in this paper a novel approach using the supply chain management (SCM) technique in personalizing Web services as against the conventional notion of applying SCM only to product manufacturing. Our user-model based framework uses multi-agent system (MAS) components in taking requests from users and working towards their satisfaction including seeking for additional information outside the system as the need arises. Only basic stereotype information furnished by potential users at initial contact is required for personalization during subsequent interactions with the system. The system is adaptive and aimed at high quality autonomous information services where users are successfully presented preferred Web services with minimum information request.
{"title":"Supply chain optimization towards personalizing web services","authors":"M. Alade Rahman, H. F. Ahmad, H. Suguri, S. Sadik, H. Longe, A. Ojo","doi":"10.1109/IS.2008.4670464","DOIUrl":"https://doi.org/10.1109/IS.2008.4670464","url":null,"abstract":"Personalization, which has the ultimate goal of satisfying userpsilas requests, can be perceived in terms of QoS measurement. As one of the means for the success of semantics Web, many techniques have been effectively used in modeling and developing Web service personalization. However, most of these methodologies relied heavily on detailed implicit and explicit information supply by users during initial and subsequent interactions with the systems. We propose in this paper a novel approach using the supply chain management (SCM) technique in personalizing Web services as against the conventional notion of applying SCM only to product manufacturing. Our user-model based framework uses multi-agent system (MAS) components in taking requests from users and working towards their satisfaction including seeking for additional information outside the system as the need arises. Only basic stereotype information furnished by potential users at initial contact is required for personalization during subsequent interactions with the system. The system is adaptive and aimed at high quality autonomous information services where users are successfully presented preferred Web services with minimum information request.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122985877","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}
Rendering of human knowledge for educational purposes requires the careful selection of the most essential concepts, so educational topic maps must not be too large. In contrast to common case with arbitrary amount of topics, here we can set a task of full visualization of a map on computer display. The solution is not formal and needs some heuristic strokes. Special software converting original TM-file into its VRML image was developed. Several algorithms of visualization are already checked up, but the improvement of the result visual picture will be continued.
{"title":"The software for 3D-viewing of educational topic maps","authors":"E. Eremin","doi":"10.1109/IS.2008.4670546","DOIUrl":"https://doi.org/10.1109/IS.2008.4670546","url":null,"abstract":"Rendering of human knowledge for educational purposes requires the careful selection of the most essential concepts, so educational topic maps must not be too large. In contrast to common case with arbitrary amount of topics, here we can set a task of full visualization of a map on computer display. The solution is not formal and needs some heuristic strokes. Special software converting original TM-file into its VRML image was developed. Several algorithms of visualization are already checked up, but the improvement of the result visual picture will be continued.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114733021","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}
Feature selection has been used widely for a variety of data, yielding higher speeds and reduced computational cost for the classification process. However, it is in microarray datasets where its advantages become more evident and are more required. In this paper we present a novel approach to accomplish this based on the concept of discernibility that we introduce to depict how separated the classes of a dataset are. We develop and test two independent feature selection methods that follow this approach. The results of our experiments on four microarray datasets show that discernibility-based feature selection reduces the dimensionality of the datasets involved without compromising the performance of the classifiers.
{"title":"A discernibility-based approach to feature selection for microarray data","authors":"Z. Voulgaris, G. Magoulas","doi":"10.1109/IS.2008.4670469","DOIUrl":"https://doi.org/10.1109/IS.2008.4670469","url":null,"abstract":"Feature selection has been used widely for a variety of data, yielding higher speeds and reduced computational cost for the classification process. However, it is in microarray datasets where its advantages become more evident and are more required. In this paper we present a novel approach to accomplish this based on the concept of discernibility that we introduce to depict how separated the classes of a dataset are. We develop and test two independent feature selection methods that follow this approach. The results of our experiments on four microarray datasets show that discernibility-based feature selection reduces the dimensionality of the datasets involved without compromising the performance of the classifiers.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122083190","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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