Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays.     

Automated procedure to determine the thermodynamic stability of a material and the range of chemical potentials necessary for its formation relative to competing phases and compounds

We present a simple and fast algorithm to test the thermodynamic stability and determine the necessary chemical environment for the production of a multiternary material, relative to competing phases and compounds formed from the constituent elements. If the material is found to be stable, the region of stability, in terms of the constituent elemental chemical potentials, is determined from the intersection points of hypersurfaces in an (n−1)$(n-1)$-dimensional chemical potential space, where n$n$ is the number of atomic species in the material. The input required is the free energy of formation of the material itself, and that of all competing phases. Output consists of the result of the test of stability, the intersection points in the chemical potential space and the competing phase to which they relate, and, for two- and three-dimensional spaces, a file which may be used for visualization of the stability region. We specify the use of the program by applying it both to a ternary system and to a quaternary system. The algorithm automates essential analysis of the thermodynamic stability of a material. This analysis consists of a process which is lengthy for ternary materials, and becomes much more complicated when studying materials of four or more constituent elements, which have become of increased interest in recent years for technological applications such as energy harvesting and optoelectronics. The algorithm will therefore be of great benefit to the theoretical and computational study of such materials.     

ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2 MEASURE BY AUTOREGRESSIVE MODEL FITTING

Abstract. For predicting the future values of a stationary process { x_t } ( t = 0, pL 1, pL 2,…) on the basis of its past, two key parameters are the variance V ( h ), h ≥ 1, of the h -step prediction error and Z ( h ) ={ R (0) - V ( h )}/ R (0), the corresponding measure, in an R ² sense, of the predictability of the process from its past, where R (0) denotes the process variance. The estimation of V ( h ) and Z ( h ) from a realization of T consecutive observations of { x_t } is considered, without requiring that the process follows a finite parameter model. Three different autoregressive estimators are examined and are shown to be asymptotically equivalent in the sense that as T ∝ they have the same asymptotic normal distribution. The question of bias in estimating these parameters is also examined and a bias correction is proposed. Finite sample behaviour is investigated by a simulation study.     

Efficient data selection for speech recognition based on prior confidence estimation using speech and monophone models

This paper proposes an efficient speech data selection technique that can identify those data that will be well recognized. Conventional confidence measure techniques can also identify well-recognized speech data. However, those techniques require a lot of computation time for speech recognition processing to estimate confidence scores. Speech data with low confidence should not go through the time-consuming recognition process since they will yield erroneous spoken documents that will eventually be rejected. The proposed technique can select the speech data that will be acceptable for speech recognition applications. It rapidly selects speech data with high prior confidence based on acoustic likelihood values and using only speech and monophone models. Experiments show that the proposed confidence estimation technique is over 50 times faster than the conventional posterior confidence measure while providing equivalent data selection performance for speech recognition and spoken document retrieval.     

离子选择电极法测定陶瓷工业废水的含氟量

本文采用氟离子选择电极法,该法具有测定简便、快速、灵敏、选择性好、可测定浑浊、有色样品等优点,最低检出浓度为0.05mg/L,适用浓度范围宽,在测定含陶瓷工业废水氟量中取得良好效果。     

骨组织工程支架材料

寻找理想的支架材料是目前骨组织工程研究的热点。本文对用于骨组织工程支架材抖的天然生物衍生材料、聚合物类材料、陶瓷材料及其复合材料等的研究现状进行综述，分析了这些材料的优缺点，并对骨组织工程支架材料发展趋势进行了展望。     

A heuristic biomarker selection approach based on professional tennis player ranking strategy

Extracting significant features from high-dimension and small sample size biological data is a challenging problem. Recently, Micha? Draminski proposed the Monte Carlo feature selection (MC) algorithm, which was able to search over large feature spaces and achieved better classification accuracies. However in MC the information of feature rank variations is not utilized and the ranks of features are not dynamically updated. Here, we propose a novel feature selection algorithm which integrates the ideas of the professional tennis players ranking, such as seed players and dynamic ranking, into Monte Carlo simulation. Seed players make the feature selection game more competitive and selective. The strategy of dynamic ranking ensures that it is always the current best players to take part in each competition. The proposed algorithm is tested on 8 biological datasets. Results demonstrate that the proposed method is computationally efficient, stable and has favorable performance in classification.     

Text classification using genetic algorithm oriented latent semantic features

In this paper, genetic algorithm oriented latent semantic features (GALSF) are proposed to obtain better representation of documents in text classification. The proposed approach consists of feature selection and feature transformation stages. The first stage is carried out using the state-of-the-art filter-based methods. The second stage employs latent semantic indexing (LSI) empowered by genetic algorithm such that a better projection is attained using appropriate singular vectors, which are not limited to the ones corresponding to the largest singular values, unlike standard LSI approach. In this way, the singular vectors with small singular values may also be used for projection whereas the vectors with large singular values may be eliminated as well to obtain better discrimination. Experimental results demonstrate that GALSF outperforms both LSI and filter-based feature selection methods on benchmark datasets for various feature dimensions.     

A hybrid algorithm for Bayesian network structure learning with application to multi-label learning

We present a novel hybrid algorithm for Bayesian network structure learning, called H2PC. It first reconstructs the skeleton of a Bayesian network and then performs a Bayesian-scoring greedy hill-climbing search to orient the edges. The algorithm is based on divide-and-conquer constraint-based subroutines to learn the local structure around a target variable. We conduct two series of experimental comparisons of H2PC against Max–Min Hill-Climbing (MMHC), which is currently the most powerful state-of-the-art algorithm for Bayesian network structure learning. First, we use eight well-known Bayesian network benchmarks with various data sizes to assess the quality of the learned structure returned by the algorithms. Our extensive experiments show that H2PC outperforms MMHC in terms of goodness of fit to new data and quality of the network structure with respect to the true dependence structure of the data. Second, we investigate H2PC’s ability to solve the multi-label learning problem. We provide theoretical results to characterize and identify graphically the so-called minimal label powersets that appear as irreducible factors in the joint distribution under the faithfulness condition. The multi-label learning problem is then decomposed into a series of multi-class classification problems, where each multi-class variable encodes a label powerset. H2PC is shown to compare favorably to MMHC in terms of global classification accuracy over ten multi-label data sets covering different application domains. Overall, our experiments support the conclusions that local structural learning with H2PC in the form of local neighborhood induction is a theoretically well-motivated and empirically effective learning framework that is well suited to multi-label learning. The source code (in R) of H2PC as well as all data sets used for the empirical tests are publicly available.     

Optimisation of partner selection and collaborative transportation scheduling in Virtual Enterprises using GA

Partner selection and transportation scheduling are critical to the success of a Virtual Enterprise. Collaborative transportation is a promising strategy that can help many enterprises survive and thrive in today’s highly competitive market. To help decision makers establish and operate Virtual Enterprises more effectively, an innovative decision support system is proposed in this paper. First, new model for integration of partner selection and collaborative transportation scheduling in Virtual Enterprises is developed. This integrated optimisation problem is very dynamic in nature and it is required to optimise a number of interlinked sub-problems at the same time. Then, a novel Genetic Algorithm with a unique dynamic chromosome representation and genetic operations is developed to find an optimal solution to the integrated problem. The effectiveness of the proposed approach is demonstrated in a representative case study.