Engineering with Computers - The indirect and accurate determination of blast-induced rock movement has important significance in the reduction of ore loss and dilution and in the protection of... 相似文献
In group assessment, the focus is on finding high‐authority experts to improve the reliability of assessment results. In this study, we propose an authority updating algorithm while considering the power and judgement reliability of an expert on the basis of social networks and post‐evaluations. A network power index is established and used to reflect the power of an expert while considering social networks. The measurement of the judgement reliability of an expert considers the post‐evaluation of the objects selected by experts, thereby more scientifically reflecting the reliability of experts. The analysis shows the following: although the social‐network structure influences the authority of experts, the influence weakens when the assessment group is a highly or even fully connected group; the network effect may increase the authority of some experts and reduce that of others, and it will weaken as the network connectivity increases; moreover, the judgement reliability and authority of an expert while considering post‐evaluation can encourage him/her to make fair assessments and strive to reduce his/her motivation and cognitive biases. 相似文献
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.
This paper presents a short term load forecasting model based on Bayesian neural network (shorted as BNN) learned by the Hybrid Monte Carlo (shorted as HMC) algorithm. The weight vector parameter of the Bayesian neural network is a multi-dimensional random variable. In learning process, the Bayesian neural network is considered as a special Hamiltonian dynamical system, and the weights vector as the system position variable. The HMC algorithm is used to learn the weight vector parameter with respect to Normal prior distribution and Cauchy prior distribution, respectively. The Bayesian neural networks learned by Laplace algorithm and HMC algorithm and the artificial neural network (ANN) learned by the BP algorithm were used to forecast the hourly load of 25 days of April (Spring), August (Summer), October (Autumn) and January (Winter), respectively. The roots mean squared error (RMSE) and the mean absolute percent errors (MAPE) were used to measured the forecasting performance. The experimental result shows that the BNNs learned by HMC algorithm have far better performance than the BNN learned by Laplace algorithm and the neural network learned BP algorithm and the BNN learned by HMC has powerful generalizing capability, it can welly solve the overfitting problem. 相似文献