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2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)最新文献

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Verification of Loss Cut Effect in Scenario-tree-type Multi-period Probability Planning Model 场景树型多周期概率规划模型的减损效果验证
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00113
Kento Ohshima, T. Hasuike
In this study, we add a new loss-cutting constraint formula to the scenario-tree-type multi-period stochastic programming model, which is used in conventional portfolio theory when a portfolio is held for multiple periods, and examine the effect of loss-cutting. Specifically, we compare the return, risk, and Sharpe ratio before and after the addition of the loss-cutting constraint equation, and examine how the loss-cutting constraint equation affects the objective function value. Assuming that stock prices follow a geometric Brownian motion, we create a scenario tree using the simulated results. In this study, we assume that the portfolio holding period is three periods and that the scenario has four branches in each period. Next, we set the probability of occurrence of each node at the end of the plan. We assume that the occurrence probability of each node follows a uniform distribution. Specifically, random numbers that follow a uniform distribution are generated, and in order to treat them as random variables, the sum of the occurrence probabilities of each node is obtained, and the value of each node divided by the obtained sum is used as the occurrence probability. Using the above simulation results, we implement a scenario-tree type multi-period stochastic programming model and obtain the objective function value. Furthermore, we define and implement the loss-cut constraint equation, calculate the objective function value again, and verify how the return, risk, and Sharpe ratio change before and after adding the loss-cut constraint equation. The experimental results show that the return increases or decreases and the risk increases or decreases depending on the price of loss-cutting. The results also show that the Sharpe ratio improves depending on the price of loss-cutting, and thus the effectiveness of the proposed method is verified.
本文在传统投资组合理论中多期持有的情景树型多期随机规划模型的基础上,增加了一个新的损失削减约束公式,并检验了损失削减的效果。具体来说,我们比较了加入损失削减约束方程前后的收益、风险和夏普比率,并考察了损失削减约束方程对目标函数值的影响。假设股票价格遵循几何布朗运动,我们使用模拟结果创建一个场景树。在本研究中,我们假设投资组合持有期为三个时期,每个时期有四个分支。接下来,我们在计划的末尾设置每个节点出现的概率。我们假设每个节点的出现概率服从均匀分布。具体来说,生成服从均匀分布的随机数,为了将其作为随机变量处理,得到每个节点的发生概率之和,将每个节点的值除以得到的和作为发生概率。利用上述仿真结果,我们实现了一个场景树型多周期随机规划模型,并得到了目标函数值。进一步定义并实现割损约束方程,重新计算目标函数值,验证加入割损约束方程前后收益、风险、夏普比率的变化情况。实验结果表明,收益的增加或减少和风险的增加或减少取决于割损价格。结果还表明,夏普比率随切损价格的增加而提高,从而验证了所提方法的有效性。
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引用次数: 0
On a Preliminary Implementation of Enemy Agent on a City Development Simulation Game 敌人特工在城市发展模拟游戏中的初步实现
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00176
S. Sakata, Naoki Fukuta
This paper explains our ongoing implementation of an enemy agent in a city development game which players freely build a city. This paper also explains the way to reproduce competitive or cooperative city developments which are important in simulating more real world city development in a game.
这篇论文解释了我们在一款城市开发游戏中正在进行的敌人代理人的执行,玩家可以自由地建造城市。本文还解释了复制竞争或合作城市发展的方法,这对于在游戏中模拟更真实的城市发展非常重要。
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引用次数: 0
Topic-model based Estimation of Passive Twitter-User's Interests from Followed Users' Tweets 基于主题模型的被动推特用户兴趣估计
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00057
Tessai Hayama, Qi Zhang
User modeling based on the contents of social network services has been developed to recommend information related to the preference of each user. Most of the previous studies have analyzed active users' tweets and estimated their interests. Meanwhile, although there are more than a certain number of passive users, who do not tweet but only gather information, little research has been conducted on interest estimation for them due to the lack of clues for estimating their interests. In this study, we developed an interest estimation method for passive Twitter users from the tweets of followed users by applying an interest topic extraction method for active users. In our evaluation, we confirmed the effectiveness of the proposed method by comparison with simple topic extraction methods based on data with interest topic evaluation of 12 users.
已经开发了基于社交网络服务内容的用户建模,以推荐与每个用户的偏好相关的信息。之前的大多数研究都是分析活跃用户的推文并估计他们的兴趣。与此同时,虽然有一定数量以上的被动用户,他们不发推,只收集信息,但由于缺乏对他们兴趣的估计线索,对他们的兴趣估计研究很少。在本研究中,我们采用针对活跃用户的兴趣话题提取方法,从关注用户的推文中开发了一种针对被动Twitter用户的兴趣估计方法。在我们的评估中,我们基于12个用户的兴趣话题评价数据,通过与简单的话题提取方法进行对比,证实了本文方法的有效性。
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引用次数: 1
A Dynamic Embedding Method for Passenger Flow Estimation 一种动态嵌入的客流估计方法
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00070
W. Chung, Yen-Nan Ho, Yu-Hsuan Wu, Jheng-Long Wu
Many studies have used the embedding method to represent the traffic flow information with high dimensional embedding. Recently, due to the advancement of transfer learning technology which enhances the performance of subsequent learning tasks. The information such as locations, timestamps, and distance have been used to train a static embedding in a feature space, and the static embedding also can transfer to the subsequent task to improve performance. However, many factors affect the traffic flow prediction so more diverse traffic information needs to be considered in the pre-train embedding model. If the embedding can be dynamically obtained to generate useful features to represent a mass rapid transit (MRT) station, the features will enhance the passenger flow prediction performance of a subsequent task. Therefore, the paper proposes a dynamic pre-trained embedding model by the bidirectional encoder representations from transformers (BERT) model to represent station status and learn from traffic information in a geographical relation. To solve the problem that the fixed pre-training embedding cannot generate diversified features on different time and stations. The pre-training model also considers time and distance at the same time, and it transfers the weights of the pre-trained model to the subsequent model of passenger flow estimation for generating dynamic embedding of the station. The performance of MRT station passenger flow estimation using dynamic station embedding has significantly improved.
许多研究都采用嵌入方法对交通流信息进行高维嵌入。近年来,由于迁移学习技术的进步,提高了后续学习任务的性能。利用位置、时间戳和距离等信息在特征空间中训练静态嵌入,并将静态嵌入转移到后续任务中以提高性能。然而,影响交通流预测的因素很多,因此在列车预嵌入模型中需要考虑更多样化的交通信息。如果可以动态地获得嵌入,以生成有用的特征来表示捷运站点,则这些特征将增强后续任务的客流预测性能。因此,本文提出了一种基于双向编码器表示的动态预训练嵌入模型(BERT)来表示车站状态,并从地理关系中学习交通信息。为了解决固定的预训练嵌入不能在不同的时间和站点上产生多样化特征的问题。预训练模型同时考虑了时间和距离,并将预训练模型的权值传递给后续的客流估计模型,生成车站的动态嵌入。利用动态站点嵌入方法对捷运站点客流估计的性能有了显著提高。
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引用次数: 0
An Examination of Learning 3D Modeling Software and Creating 3D Data Using Online Video in a 3D Printer Workshop for High School Students 学习3D建模软件和使用在线视频创建3D数据在3D打印机研讨会高中学生的考试
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00165
Shoko Usui, Yoko Noborimoto, Yosuke Watanabe, H. Furukawa
In the educational use of 3D printers, the key issue is how to support students in learning 3D modeling software. However, students have few opportunities to practice operating them, especially in primary and secondary education in Japan. In order to obtain insight into how to support students in learning to operate 3D modeling software, we used online video to exam whether students could create 3D data similar to their design sketches. Specifically, we learned how long it would take them to create 3D data in a 3D printer workshop for five high school students. We found that all of the students could create 3D data with almost the same shape as their design sketches using online video. The students took 2 to 5 hours to create the first 3D data, and all of the students completed the second and subsequent 3D data in much less time than the first.
在3D打印机的教学使用中,关键问题是如何支持学生学习3D建模软件。然而,学生很少有机会练习操作它们,特别是在日本的中小学教育中。为了深入了解如何支持学生学习操作3D建模软件,我们使用在线视频来测试学生是否可以创建与设计草图相似的3D数据。具体来说,我们了解到他们需要多长时间才能在3D打印机车间为五名高中生创建3D数据。我们发现所有的学生都可以使用在线视频创建与他们的设计草图几乎相同形状的3D数据。学生们花了2到5个小时创建了第一个3D数据,所有学生在比第一个更短的时间内完成了第二个和随后的3D数据。
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引用次数: 0
Risk Management of Silent Cyber Risks in Consideration of Emerging Risks 考虑新兴风险的隐性网络风险管理
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00126
Ryuya Mishina, S. Tanimoto, Hideki Goromaru, Hiroyuki Sato, Atsushi Kanai
In recent years, new cyber attacks such as targeted attacks have caused extensive damage. With the continuing development of the IoT society, various devices are now connected to the network and are being used for various purposes. The Internet of Things has the potential to link cyber risks to actual property damage, as cyberspace risks are connected to physical space. With this increase in unknown cyber risks, the demand for cyber insurance is increasing. One of the most serious emerging risks is the silent cyber risk, and it is likely to increase in the future. However, at present, security measures against silent cyber risks are insufficient. In this study, we conducted a risk management of silent cyber risk for organizations with the objective of contributing to the development of risk management methods for new cyber risks that are expected to increase in the future. Specifically, we modeled silent cyber risk by focusing on state transitions to different risks. We newly defined two types of silent cyber risk, namely, Alteration risk and Combination risk, and conducted risk assessment. Our assessment identified 23 risk factors, and after analyzing them, we found that all of them were classified as Risk Transference. We clarified that the most effective risk countermeasure for Alteration risk was insurance and for Combination risk was measures to reduce the impact of the risk factors themselves. Our evaluation showed that the silent cyber risk could be reduced by about 50%, thus demonstrating the effectiveness of the proposed countermeasures.
近年来,针对性攻击等新型网络攻击造成了广泛的破坏。随着物联网社会的不断发展,现在各种设备连接到网络并用于各种目的。物联网有可能将网络风险与实际财产损失联系起来,因为网络空间风险与物理空间有关。随着未知网络风险的增加,对网络保险的需求也在增加。最严重的新兴风险之一是无声的网络风险,未来这种风险可能会增加。然而,目前针对无声网络风险的安全措施还不够。在本研究中,我们对组织进行了无声网络风险的风险管理,目的是为未来可能增加的新网络风险的风险管理方法的发展做出贡献。具体来说,我们通过关注状态向不同风险的转变来模拟无声的网络风险。我们重新定义了两种沉默的网络风险,即变更风险和组合风险,并进行了风险评估。我们的评估确定了23个风险因素,经过分析,我们发现它们都被归类为风险转移。明确了变更风险最有效的风险对策是保险,组合风险最有效的风险对策是降低风险因素自身影响的措施。我们的评估表明,沉默的网络风险可以减少约50%,从而证明了所提出的对策的有效性。
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引用次数: 1
An Analysis on Pharmaceutical Patent Applications and Grants in India: Mega-pharma shifts its strategies toward India 印度药品专利申请与授权分析:大型制药公司将战略转向印度
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00120
Yaeko Mitsumori
The Indian pharmaceutical industry ranks third globally in terms of volume. Due to the World Trade Organization's Agreement on Trade-Related Aspects of Intellectual Property Rights (TRIPS), which entered into force in 1995, India revised its patent law in 2005 and reintroduced product patents. Mega-pharma companies that had left India in the 1970s re-entered India between the late 1990s and early 2000s and started engaging in R&D activities and submitting patent applications to the Indian Patent Office. Due to these activities, the number of patent applications in India shot up in the mid-2000s; however the number has been dropping since then. This study analyzed the transition of mega-pharma companies business strategies toward India by using both the Indian Patent Office's database and Clarivate's Derwent World Patents Index (DWPI).
印度制药业在数量上排名全球第三。由于世界贸易组织1995年生效的《与贸易有关的知识产权协定》(TRIPS),印度于2005年修订了专利法,重新引入了产品专利。20世纪70年代离开印度的大型制药公司在90年代末至21世纪初重新进入印度,开始从事研发活动,并向印度专利局提交专利申请。由于这些活动,印度的专利申请数量在2000年代中期激增;然而,从那以后,这个数字一直在下降。本研究通过使用印度专利局的数据库和Clarivate的Derwent世界专利指数(DWPI),分析了大型制药公司向印度的商业战略转变。
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引用次数: 0
Deepfake Detection Using Machine Learning Algorithms 使用机器学习算法的深度伪造检测
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00079
M. Rana, B. Murali, A. Sung
Deepfake, a new video manipulation technique, has drawn much attention recently. Among the unlawful or nefarious applications, Deepfake has been used for spreading misinformation, fomenting political discord, smearing opponents, or even blackmailing. As the technology becomes more sophisticated and the apps for creating them ever more available, detecting Deepfake has become a challenging task, and accordingly researchers have proposed various deep learning (DL) methods for detection. Though the DL-based approach can achieve good solutions, this paper presents the results of our study indicating that traditional machine learning (ML) techniques alone can obtain superior performance in detecting Deepfake. The ML-based approach is based on the standard methods of feature development and feature selection, followed by training, tuning, and testing an ML classifier. The advantage of the ML approach is that it allows better understandability and interpretability of the model with reduced computational cost. We present results on several Deepfake datasets that are obtained relatively fast with comparable or superior performance to the state-of-the-art DL-based methods: 99.84% accuracy on FaceForecics++, 99.38% accuracy on DFDC, 99.66% accuracy on VDFD, and 99.43% on Celeb-DF datasets. Our results suggest that an effective system for detecting Deepfakes can be built using traditional ML methods.
Deepfake是一种新的视频处理技术,最近备受关注。在非法或恶意的应用程序中,Deepfake被用于传播错误信息,煽动政治不和,抹黑对手,甚至勒索。随着技术变得越来越复杂,用于创建它们的应用程序越来越多,检测Deepfake已经成为一项具有挑战性的任务,因此研究人员提出了各种深度学习(DL)检测方法。虽然基于dl的方法可以获得很好的解决方案,但本文提出的研究结果表明,仅使用传统的机器学习(ML)技术就可以在检测Deepfake方面获得更好的性能。基于ML的方法是基于特征开发和特征选择的标准方法,然后是训练、调优和测试ML分类器。ML方法的优点是它允许模型更好的可理解性和可解释性,同时减少了计算成本。我们展示了几个Deepfake数据集的结果,这些数据集获得的速度相对较快,性能与最先进的基于dl的方法相当或更好:faceforecic++的准确率为99.84%,DFDC的准确率为99.38%,VDFD的准确率为99.66%,Celeb-DF数据集的准确率为99.43%。我们的研究结果表明,可以使用传统的机器学习方法构建一个有效的检测深度伪造的系统。
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引用次数: 1
A Purchasing Prediction Model Considering the Time Consumers Spend on a Site and Consumers Characteristics (Second Report) 考虑消费者在网站停留时间和消费者特征的购买预测模型(第二次报告)
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00154
Yuto Fukui, Tomoaki Tabata, Takaaki Hosoda
With the proliferation of the Internet, retailers are obtaining large amounts of big data such as access logs and customer attributes from their daily online interactions with customers. By using those data, retailers can understand the characteristics of the customers who visit their sites, and can tailor their marketing strategies accordingly. Specifically, by building a purchase prediction model, a model that predicts which customers will visit a site and make a purchase and which will not, it is possible to understand what factors are influencing customer purchases. Traditionally, one such model has been built using data such as POS data and customer attributes, focusing only on the resulting purchases by customers. However, since those models fail to take into account the process by which the customer makes the purchase, they are unable to understand what the customer was thinking when he or she made the purchase. In e-commerce, which is a transaction via the Internet, it is possible to obtain data on the process of a customer's purchase, such as how much time the customer spent on what product, what products the customer browsed before making a purchase, etc. By using these features in the model, it will be possible to gain a more precise understanding of the factors influencing the customer's purchase. The purpose of this study is to construct a purchase prediction model that incorporates variables that indicate the time spent on the site by customers, the time spent browsing products, and the bias of the time spent on the products browsed by customers, and to obtain the contribution of the features to the prediction results to help formulate marketing strategies.
随着互联网的普及,零售商从日常与顾客的在线互动中获取了大量的大数据,如访问日志、顾客属性等。通过使用这些数据,零售商可以了解访问他们网站的客户的特征,并可以相应地调整他们的营销策略。具体来说,通过建立一个购买预测模型,一个预测哪些客户会访问一个网站并进行购买,哪些不会的模型,有可能了解哪些因素正在影响客户的购买。传统上,一个这样的模型是使用POS数据和客户属性等数据构建的,只关注客户的最终购买。然而,由于这些模型没有考虑到客户进行购买的过程,因此它们无法理解客户在购买时的想法。在电子商务中,这是一种通过互联网进行的交易,可以获得客户购买过程的数据,例如客户在什么产品上花了多少时间,客户在购买之前浏览了什么产品,等等。通过在模型中使用这些特征,可以更准确地了解影响客户购买的因素。本研究的目的是构建一个购买预测模型,该模型包含了客户在网站上花费的时间、浏览产品所花费的时间以及客户浏览产品所花费的时间偏差等变量,并获得这些特征对预测结果的贡献,以帮助制定营销策略。
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引用次数: 0
Universal Simulation System by Learning from Historical Data of Agricultural Pest Occurrence 借鉴农业有害生物发生历史数据的通用模拟系统
Pub Date : 2021-07-01 DOI: 10.1109/iiai-aai53430.2021.00162
Noriko Horibe, Yuuto Kai, Koji Yamauchi, M. Komatsu, Takuya Matsunaga, Keisuke Noguchi, S. Aoqui
In agricultural management, harmful pest occurrences are very serious problems for achieving farmer's stable income. Speedy and appropriate pest control are necessary to minimize harmful pest damages. However, it is difficult to realize such pest controls because many experts or systems with high costs are needed essentially in considerable traditional methods. In this research, we suppose a universal simulation system as one of the solutions for the problem. The system can be applied to various kind of it is important to develop a technology to realize systems in rapid and low cost. In this research, we propose a method to generate pest models, which is one of the most important components for pest occurrence simulation systems. Weather information and past pest occurrence data are used by machine learning algorithm “C 4. 5” to find hypotheses which represent the relationship between them. Each pest model is automatically generated based on the hypotheses, and the model is refined by comparing their behavior with real cultivation experiments.
在农业经营中,有害生物灾害是影响农民稳定收入的重要问题。迅速和适当的虫害防治是必要的,以尽量减少有害虫害的损害。然而,在相当多的传统方法中,基本上需要许多专家或高成本的系统,难以实现这种害虫控制。在本研究中,我们设想一个通用的仿真系统作为解决这一问题的方法之一。该系统可应用于各种类型,开发一种快速、低成本实现系统的技术至关重要。在本研究中,我们提出了一种生成害虫模型的方法,这是害虫发生模拟系统的重要组成部分之一。天气信息和过去虫害发生的数据由机器学习算法“c4”使用。找到代表它们之间关系的假设。每个害虫模型都是基于假设自动生成的,并通过将它们的行为与实际栽培实验进行比较来改进模型。
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引用次数: 0
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2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)
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