基于稀有事件仿真的商业银行IT操作风险评估研究

系统仿真是风险评价的一种重要手段,针对商业银行IT操作风险预警问题,提出了一种基于稀有事件仿真的IT操作风险评估方法。采用商业银行IT操作风险的概率作为衡量IT操作风险高低的标准,构造基于稀有事件的商业银行IT操作风险识别模型,利用交叉熵方法构建了一种稀有事件仿真的有效算法,并由此估计出发生损失的概率。实证分析结果表明,模型对商业银行IT操作风险具有很强的识别能力,从而提供了一个风险预警的新视角。     

银行信息系统中操作风险管理的框架

通过信息系统来加强对操作风险的管理越来越受到银行界的重视,总结了目前银行信息系统建设中在操作风险防范方面存在的问题,分析了银行信息系统中操作风险管理的需求。提出了一种基于全流程的银行信息系统操作风险管理的框架,阐述了交易前、交易中、交易后三个组成模块的具体功能和实现要点,最后说明在某大型商业银行的实践情况。该框架从操作风险控制的全局归纳出了共性的控制点,设计了主要的风险控制流程环节。     

电子商务交易评估算法

研究电子商务交易风险的准确评估问题.当前电子交易的复杂性日益增加,各种影响因素的潜在相关性越来越复杂,传统的电子商务交易风险评估方法是将电子商务的技术安全作为准确定量,定量标准模糊,造成风险评估不准确的问题.提出一种小堆最优区间权重熵的电子商务交易评估算法,对交易评估中引入风险惩罚因子的概念,并对其进行定量分析,按照交易风险惩罚因子的信息熵差进行风险因素小堆区间的划分,使用小堆区间优化技术对各个相关因子权重最优求解,计算交易中的最大风险.实验证明,改进评估方法对规模较大的电子商务交易风险起到了较好的评估作用.     

基于数据挖掘的异常交易检测方法

提出一种基于数据挖掘的异常交易检测方法,可以在业务层面和操作层面对交易中的异常进行检测。当一个用户提交一笔新的消费交易时,采用贝叶斯信念网络算法判断当前交易属于正常交易的后验概率,作为在业务层面的可信因子;然后提取该用户在当前交易之前的若干个操作,与当前交易一起构成一个固定长度的操作序列,并通过BLAST-SSAHA算法将其与该用户正常操作序列和已知异常操作序列进行比对,得出在操作层面的可信因子。综合考虑业务层面的可信因子和操作层面的可信因子,最终决定当前交易是否为异常交易。     

程序化交易安全风险及其分析

本文首先介绍了程序化交易的概念以及与传统人工交易相比所带来的优势,然后将程序化交易面临的安全风险进行全面阐述、分析,并以流程图的方式展示程序化交易面临的各风险之间的关系,最后指出信息安全风险对程序化交易的影响范围最为广泛。通过分析,能够帮助投资者更清楚地意识到潜在风险从而达到评估风险、规避风险的目的。     

C4.5算法在保险业可疑交易分析中的应用

上报可疑交易报告是保险公司日常工作之一,目前对可疑交易的识别基本上是工作人员依照中国人民银行公布的《金融机构大额交易和可疑交易报告管理办法》对交易逐条进行识别。本文利用经典的决策树C4.5算法对交易进行分析,自动识别出部分可疑交易。     

基于交易网络的公有链用户识别方法

分析与研究公有链交易数据及系统用户行为对于保证公有链应用安全至关重要。比特币作为公有链的代表性应用,是一种基于P2P网络的电子现金系统。比特币交易地址具有匿名特征,无法关联到用户真实信息,这使得比特币溯源非常困难。为识别比特币中交易地址间的关联关系,推断出用户真实信息,提出一种基于交易网络的用户识别方法。对比特币区块数据进行预处理,通过解析比特币区块数据中的脚本信息,将比特币原始交易数据处理为更加直观的数据格式。衡量交易输入与输出地址间的相似程度,根据交易地址关联信息识别出比特币匿名地址对应的所有用户。在实验中应用真实的比特币区块数据,利用可视化方式对用户识别结果进行分析,结果表明该方法不受交易规则的限制,能对比特币匿名地址进行有效识别,且随着比特币区块数量的增加,识别准确率基本稳定于80%。     

基于稀有事件仿真的商业银行个人信用风险评估研究

系统仿真是风险评价的一种重要手段,针对商业银行个人信用风险预警问题,提出一种基于稀有事件仿真的个人信用风险评估方法.采用商业银行个人未偿还贷款的概率作为衡量个人信用风险高低的标准,构造基于稀有事件的商业银行个人信用风险识别模型,利用交叉熵方法构建了一种稀有事件仿真的有效算法,并由此估计出发生损失的概率.实证分析结果表明,模型对商业银行个人信用风险具有很强的识别能力,从而提供了一个风险预警的新视角.     

中国期货市场组合交易保证金算法研究

交易成本与风险控制是保证期货市场有效性的两个关键要素。中国是个信用体系尚未健全的国家,围绕如何保证在风险全面可控的前提下降低交易成本这个问题,研究了组合交易大边保证金算法与实现,提出在不依赖公共信用体系控制交易风险的情况下,对于相关度比较高的合约之间的组合交易行为,可以依照算法按相关性高低折抵收取组合保证金。实践证明,采用该算法后,组合交易保证金额度在大幅降低的同时仍足以覆盖风险,在类似信用状况的期货市场具有推广价值。     

交易中间件的研究与实现

文章设计了一个交易中间件模型，该模型主要由通信进程、交易进程和服务进程组成，同时介绍了应用层接口和数据库接口，重点描述了交易处理方式及完整性保护机制。为了有效地控制交易风险，提出了一种锁与自动确认／冲正相结合的处理方式。     

Only connect: teaching, technology and telesis

Abstract This paper describes an approach to the design of interactive multimedia materials being developed in a European Community project. The developmental process is seen as a dialogue between technologists and teachers. This dialogue is often problematic because of the differences in training, experience and culture between them. Conditions needed for fruitful dialogue are described and the generic model for learning design used in the project is explained.     

European Community policy and the market

Abstract This paper starts with some reflections on the policy considerations and priorities which are shaping European Commission (EC) research programmes. Then it attempts to position the current projects which seek to capitalise on information and communications technologies for learning in relation to these priorities and the apparent realities of the marketplace. It concludes that while there are grounds to be optimistic about the contribution EC programmes can make to the efficiency and standard of education and training, they are still too technology driven.     

一种自适应子融合集成多分类器方法

融合集成方法已经广泛应用在模式识别领域,然而一些基分类器实时性能稳定性较差,导致多分类器融合性能差,针对上述问题本文提出了一种新的基于多分类器的子融合集成分类器系统。该方法考虑在度量层融合层次之上通过对各类基多分类器进行动态选择,票数最多的类别作为融合系统中对特征向量识别的类别,构成一种新的自适应子融合集成分类器方法。实验表明,该方法比传统的分类器以及分类融合方法识别准确率明显更高,具有更好的鲁棒性。     

Avoiding semantic and temporal gaps in developing software intensive systems

Development of software intensive systems (systems) in practice involves a series of self-contained phases for the lifecycle of a system. Semantic and temporal gaps, which occur among phases and among developer disciplines within and across phases, hinder the ongoing development of a system because of the interdependencies among phases and among disciplines. Such gaps are magnified among systems that are developed at different times by different development teams, which may limit reuse of artifacts of systems development and interoperability among the systems. This article discusses such gaps and a systems development process for avoiding them.     

Designing economic np control charts: A programmed simulation approach

This paper presents control charts models and the necessary simulation software for the location of economic values of the control parameters. The simulation program is written in FORTRAN, requires only 10K of main storage, and can run on most mini and micro computers. Two models are presented - one describes the process when it is operating at full capacity and the other when the process is operating under capacity. The models allow the product quality to deteriorate to a further level before an existing out-of-control state is detected, and they can also be used in situations where no prior knowledge exists of the out-of-control causes and the resulting proportion defectives.     

The development of robot art

Going through a few examples of robot artists who are recognized worldwide, we try to analyze the deepest meaning of what is called “robot art” and the related art field definition. We also try to highlight its well-marked borders, such as kinetic sculptures, kinetic art, cyber art, and cyberpunk. A brief excursion into the importance of the context, the message, and its semiotics is also provided, case by case, together with a few hints on the history of this discipline in the light of an artistic perspective. Therefore, the aim of this article is to try to summarize the main characteristics that might classify robot art as a unique and innovative discipline, and to track down some of the principles by which a robotic artifact can or cannot be considered an art piece in terms of social, cultural, and strictly artistic interest. This work was presented in part at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008     

Explanation and prediction: an architecture for default and abductive reasoning

Although there are many arguments that logic is an appropriate tool for artificial intelligence, there has been a perceived problem with the monotonicity of classical logic. This paper elaborates on the idea that reasoning should be viewed as theory formation where logic tells us the consequences of our assumptions. The two activities of predicting what is expected to be true and explaining observations are considered in a simple theory formation framework. Properties of each activity are discussed, along with a number of proposals as to what should be predicted or accepted as reasonable explanations. An architecture is proposed to combine explanation and prediction into one coherent framework. Algorithms used to implement the system as well as examples from a running implementation are given.     

Three Process Perspectives: Organizations, Teams, and People

This paper provides the author's personal views and perspectives on software process improvement. Starting with his first work on technology assessment in IBM over 20 years ago, Watts Humphrey describes the process improvement work he has been directly involved in. This includes the development of the early process assessment methods, the original design of the CMM, and the introduction of the Personal Software Process (PSP)^SM and Team Software Process (TSP){^SM}. In addition to describing the original motivation for this work, the author also reviews many of the problems he and his associates encountered and why they solved them the way they did. He also comments on the outstanding issues and likely directions for future work. Finally, this work has built on the experiences and contributions of many people. Mr. Humphrey only describes work that he was personally involved in and he names many of the key contributors. However, so many people have been involved in this work that a full list of the important participants would be impractical.     

基于复小波噪声方差显著修正的SAR图像去噪

提出了一种基于复小波域统计建模与噪声方差估计显著性修正相结合的合成孔径雷达(Synthetic Aperture Radar,SAR)图像斑点噪声滤波方法。该方法首先通过对数变换将乘性噪声模型转化为加性噪声模型,然后对变换后的图像进行双树复小波变换(Dualtree Complex Wavelet Transform,DCWT),并对复数小波系数的统计分布进行建模。在此先验分布的基础上,通过运用贝叶斯估计方法从含噪系数中恢复原始系数,达到滤除噪声的目的。实验结果表明该方法在去除噪声的同时保留了图像的细节信息,取得了很好的降噪效果。     

How do children do mathematics with LOGO?

Abstract  This paper considers some results of a study designed to investigate the kinds of mathematical activity undertaken by children (aged between 8 and 11) as they learned to program in LOGO. A model of learning modes is proposed, which attempts to describe the ways in which children used and acquired understanding of the programming/mathematical concepts involved. The remainder of the paper is concerned with discussing the validity and limitations of the model, and its implications for further research and curriculum development.