Toward practical adoption of i* framework: an automatic two-level layout approach

Requirements Engineering - Bridging the gap between academia and industry is an important issue to promote the practicality of i* framework. Researchers have been dealing with this issue from...     

Neural network’s selection of color in UI design of social software

Neural Computing and Applications - In recent years, the design of social software UI has become a design research focus in the field of design. Color affects many factors in UI design. However,...     

DM-CTSA: a discriminative multi-focused and complementary temporal/spatial attention framework for action recognition

Neural Computing and Applications - Video-based human action recognition remains a challenging task. There are three main limitations: (1) Most works are only restricted to single temporal scale...     

Insight into an unsupervised two-step sparse transfer learning algorithm for speech diagnosis of Parkinson’s disease

Neural Computing and Applications - Speech diagnosis of Parkinson’s disease (PD) as a non-invasive and simple diagnosis method is particularly worth exploring. However, the number of samples...     

Texture compensation with multi-scale dilated residual blocks for image denoising

Neural Computing and Applications - Deep convolutional neural networks have achieved great success for image denoising recently. However, increasing the depth of the neural network cannot...     

Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model

Based on the multi-agent model, an artificial stock market with four types of traders is constructed. On this basis, this paper focuses on comparing the effects of liquidation behavior on market liquidity, volatility, price discovery efficiency and long memory of absolute returns when the institutional trader adopts equal-order strategy, Volume Weighted Average Price (VWAP) strategy and Implementation Shortfall (IS) strategy respectively. The results show the following: (1) the artificial stock market based on multi-agent model can reproduce the stylized facts of real stock market well; (2) among these three algorithmic trading strategies, IS strategy causes the longest liquidation time and the lowest liquidation cost; (3) the liquidation behavior of institutional trader will significantly reduce market liquidity, price discovery efficiency and long memory of absolute returns, and increase market volatility; (4) in comparison, IS strategy has the least impact on market liquidity, volatility and price discovery efficiency, while VWAP strategy has the least impact on long memory of absolute returns.

     

Pricing Exotic Option Under Jump-Diffusion Models by the Quadrature Method

This paper extends the quadrature method to price exotic options under jump-diffusion models. We compute the transition density of jump-extended models using convolution integrals. Furthermore, a simpler and more efficient lattice grid is introduced to implement the recursion more directly in matrix form. It can be shown that a lot of running time can be saved. At last, we apply the developed approach to the different jump-extended models to demonstrate its universality and provide a detailed comparison for the discrete path-dependent options to demonstrate its advantages in terms of speed and accuracy.

     

A steel surface defect inspection approach towards smart industrial monitoring

Journal of Intelligent Manufacturing - With the advance in Industry 4.0, smart industrial monitoring has been proposed to timely discover faults and defects in industrial processes. Steel is widely...     

网络虚拟服务器安全性对策研究方案

针对目前虚拟服务器的安全问题进行研究。设计了一种新的Web虚拟服务器应用安全的解决方案,在代码一级对其攻击进行检测和防护。即一方面,确定代码位置,利用特定的API调用在其前后对用户输入相关的参数进行判断是否含有可能的攻击存在并进行相应的处理;另一方面在应用源代码或中间代码文件中插入本方案的检测代码,以实现防护的功能。     

基于USB总线的新型多路自整角信号发生器设计

目前,常用的自整角信号发生器大都采用像AD2S100这样的专用器件进行信号转换;这类器件往往都是国外制造,价格不菲,然而信号转换精度却只有0.2°～0.5°,对于某些高精度应用难以满足要求;为此,以C8051F340单片机为核心设计了一种基于USB总线的多路自整角信号发生器;设计摒弃了对专用芯片的需求,采用软件模拟方式进行信号解算和误差补偿,大大降低生产成本的同时,使信号全范围误差小于0.2°。经应用证明该信号发生器工作稳定、抗干扰强,有很高的实用价值。