A fuzzy GARCH model applied to stock market scenario using a genetic algorithm

In this paper, we derive a new application of fuzzy systems designed for a generalized autoregression conditional heteroscedasticity (GARCH) model. In general, stock market performance is time-varying and nonlinear, and exhibits properties of clustering. The latter means simply that certain large changes tend to follow other large changes, and in general small changes tend to follow other small changes. This paper shows results from using the method of functional fuzzy systems to analyze the clustering in the case of a GARCH model.The optimal parameters of the fuzzy membership functions and GARCH model are extracted using a genetic algorithm (GA). The GA method aims to achieve a global optimal solution with a fast convergence rate for this fuzzy GARCH model estimation problem. From the simulation results, we have determined that the performance is significantly improved if the leverage effect of clustering is considered in the GARCH model. The simulations use stock market data from the Taiwan weighted index (Taiwan) and the NASDAQ composite index (NASDAQ) to illustrate the performance of the proposed method.     

Novel in-line WAT processing of 55 nm CIS product and effect of process waiting time on void growth at interface of SiCN with copper capping layer

The WAT (wafer acceptance test) is the last examination that is performed before a wafer or a chip fab out to ensure the quality and stability of chip performance. In 55 nm CIS (CMOS Image Sensor) technology, a highly smooth wafer surface is critical for the BSI (backside illumination) process. The traditional WAT process cannot be used; rather the in-line WAT must be performed during the process for forming copper interconnect. However, increasing the processing time increases the period of exposure of the copper interconnect to air, which is called the Q-time, affecting the reliability of copper interconnect. Nitrogen-doped silicon carbide (also called NDC or SiCN) has been used to fabricate copper diffusion barrier films. PECVD SiCN dielectric has a promisingly low dielectric constant for use as a copper diffusion barrier. Copper diffusion barrier films comprise one or more layers of silicon carbide. Covering a copper layer with a single thin NDC pre-layer significantly increases the maximum allowable Q-time for wafer probing. However, after the Q-time, a void forms between NDC layer and the NDC pre-layer. This work proposes a new two-step NDC process and the optimization of the thickness of the NDC pre-layer. The process has the advantages of providing a high stability for parametric test and a long allowable Q-time. These advantages are achieved by changing the thickness of the NDC pre-layer. This new approach has been analyzed using TEM and by performing parametric tests, and the feasibility has been confirmed experimentally. No void is formed between the NDC layers and a high test stability is achieved when the thickness of the NDC pre-layer is 120 Å.     

Starting open source collaborative innovation: the antecedents of network formation in community source

Specific needs in the area of enterprise applications have led to a new type of collaborative open source innovation development across institution borders: community source. We use the Kuali community source network, a jointly managed, border‐spanning organization that supplies the institutions that created it, to describe how community source works. This study builds a theoretical basis for understanding the individual and institutional factors affecting community source network formation and the decision by organizations to join a community source network. We identify eight antecedents of decisions about forming or joining community source initiatives: motives, learning, trust, norms and monitoring, institutional similarity, external funding, hostile external environment and information technology. © 2016 John Wiley & Sons Ltd     

Effect of plasma chemistry on the simulation of helium atmospheric-pressure plasmas

The effect on the selection of different plasma chemistries for simulating a typical dielectric barrier discharge (DBD) driven by quasi-pulsed power source (20 kHz) is investigated. The numerical simulation was performed by using the one-dimensional self-consistent fluid modeling solver. Our simulation result indicates that the computed temporal current density can be significantly improved by using a complex version of plasma chemistry module rather than the simple one and demonstrates an excellent agreement with the experimental data. The result suggests the metastable, excited and ionic helium related reaction channels, which are important in simulating a DBD, should be taken into account. Furthermore, it also reveals that the power absorption of ions is considerably higher than that of the electron.     

RFID-initiated workflow control to facilitate patient safety and utilization efficiency in operation theater

Objective

To control the workflow for surgical patients, we in-cooperate radio-frequency identification (RFID) technology to develop a Patient Advancement Monitoring System (PAMS) in operation theater.

Methods

The web-based PAMS is designed to monitor the whole workflow for the handling of surgical patients. The system integrates multiple data entry ports Across the multi-functional surgical teams. Data are entered into the system through RFID, bar code, palm digital assistance (PDA), ultra-mobile personal computer (UMPC), or traditional keyboard at designated checkpoints. Active radio-frequency identification (RFID) tag can initiate data demonstration on the computer screens upon a patient's arrival at any particular checkpoint along the advancement pathway.

Results

The PAMS can manage the progress of operations, patient localization, identity verification, and peri-operative care. The workflow monitoring provides caregivers’ instant information sharing to enhance management efficiency.

Conclusion

RFID-initiate surgical workflow control is valuable to meet the safety, quality, efficiency requirements in operation theater.     

Realization and synthesis of reversible functions

Reversible circuits play an important role in quantum computing. This paper studies the realization problem of reversible circuits. For any n-bit reversible function, we present a constructive synthesis algorithm. Given any n-bit reversible function, there are N distinct input patterns different from their corresponding outputs, where N≤2ⁿ, and the other (2ⁿ−N) input patterns will be the same as their outputs. We show that this circuit can be synthesized by at most 2n⋅N ‘(n−1)’-CNOT gates and 4n²⋅N NOT gates. The time and space complexities of the algorithm are Ω(n⋅4ⁿ) and Ω(n⋅2ⁿ), respectively. The computational complexity of our synthesis algorithm is exponentially lower than that of breadth-first search based synthesis algorithms.     

一类并发实时系统的自动验证

一个被广泛用于验证实时系统的方法是根据被验证的实时性质,使用适当的双向模拟等价关系使无限的状态空间转化为有限的状态等价类空间.算法只需要在这个有限的等价类空间里搜索就可以得到正确答案.但是,这个等价类空间的规模一般随着系统规模的增大而产生爆炸性的增长,以至于在很多情况下,穷尽搜索这个空间是不现实的.该文引入了一个等价关系来验证一个由多个实时自动机通过共享变量组成的并发系统是否满足一个线性时段特性.同时,还引入了格局之间的兼容关系来避免对状态等价类空间的穷尽搜索.基于这两个关系,文章提出了一个算法来验证是否一个实时自动机网满足一个线性时段特性.实例研究显示,此算法在某些情况下比其他一些工具有更好的时间和空间效率.     

Convergence analysis of convex incremental neural networks

Recently, a convex incremental algorithm (CI-ELM) has been proposed in Huang and Chen (Neurocomputing 70:3056–3062, 2007), which randomly chooses hidden neurons and then analytically determines the output weights connecting with the hidden layer and the output layer. Though hidden neurons are generated randomly, the network constructed by CI-ELM is still based on the principle of universal approximation. The random approximation theory breaks through the limitation of most conventional theories, eliminating the need for tuning hidden neurons. However, due to the random characteristic, some of the neurons contribute little to decrease the residual error, which eventually increase the complexity and computation of neural networks. Thus, CI-ELM cannot precisely give out its convergence rate. Based on Lee’s results (Lee et al., IEEE Trans Inf Theory 42(6):2118–2132, 1996), we first show the convergence rate of a maximum CI-ELM, and then systematically analyze the convergence rate of an enhanced CI-ELM. Different from CI-ELM, the hidden neurons of the two algorithms are chosen by following the maximum or optimality principle under the same structure as CI-ELM. Further, the proof process also demonstrates that our algorithms achieve smaller residual errors than CI-ELM. Since the proposed neural networks remove these “useless” neurons, they improve the efficiency of neural networks. The experimental results on benchmark regression problems will support our conclusions. The work is under the funding of Singapore MOE AcRF Tier 1 grant WBS No: R 252-000-221-112.     

Efficient Phrase-Based Document Similarity for Clustering

In this paper, we propose a phrase-based document similarity to compute the pair-wise similarities of documents based on the Suffix Tree Document (STD) model. By mapping each node in the suffix tree of STD model into a unique feature term in the Vector Space Document (VSD) model, the phrase-based document similarity naturally inherits the term tf-idf weighting scheme in computing the document similarity with phrases. We apply the phrase-based document similarity to the group-average Hierarchical Agglomerative Clustering (HAC) algorithm and develop a new document clustering approach. Our evaluation experiments indicate that, the new clustering approach is very effective on clustering the documents of two standard document benchmark corpora OHSUMED and RCV1. The quality of the clustering results significantly surpass the results of traditional single-word textit{tf-idf} similarity measure in the same HAC algorithm, especially in large document data sets. Furthermore, by studying the property of STD model, we conclude that the feature vector of phrase terms in the STD model can be considered as an expanded feature vector of the traditional single-word terms in the VSD model. This conclusion sufficiently explains why the phrase-based document similarity works much better than the single-word tf-idf similarity measure.     

Surface treatment,reflectance, and age effects on electronic‐paper reading performance

Abstract— This study is intended to explore the legibility and visual fatigue of different age users under various surface treatments and reflectance of electronic paper. Through the method of character‐search task, the results indicated that compared with single types of treatment [anti‐reflection (AR) 0.8%, anti‐glare, 43% haze), the compound treatment of anti‐reflection and anti‐glare (ARC) exhibited the same legibility, and it showed superior properties to effectively reduce visual fatigue. Hence, it is suggested that electronic‐paper manufacturers should choose the compound surface treatment for better visual performance. On the other hand, the findings also validated that enhancing the reflectance of electronic paper to the same level as regular paper (about 80%) is worthy to be practically implemented. Based on the results of this study, electronic‐paper manufacturers can take useful information to fulfill ergonomic requirements on product design.