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Information and Financial Engineering, 2009. ICIFE 2009. International Conference on

Date 17-20 April 2009

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Displaying Results 1 - 25 of 43
  • [Front cover]

    Publication Year: 2009, Page(s): C1
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  • [Title page i]

    Publication Year: 2009, Page(s): i
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  • [Title page iii]

    Publication Year: 2009, Page(s): iii
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  • [Copyright notice]

    Publication Year: 2009, Page(s): iv
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  • Table of contents

    Publication Year: 2009, Page(s):v - vii
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  • Preface

    Publication Year: 2009, Page(s):viii - ix
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  • Organizing Committee

    Publication Year: 2009, Page(s): x
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  • list-reviewer

    Publication Year: 2009, Page(s): xi
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  • Traders' Behavioral Propensities and Stock Market Dynamic Regimes in a Stochastic Multi-agent Model

    Publication Year: 2009, Page(s):3 - 7
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (486 KB) | HTML iconHTML

    We present a multi-agent stock market model with different dynamic regimes including fundamental equilibrium, non-fundamental equilibrium, periodicity and chaos. The influence of traders' behavioral propensities such as mimetic propensity, price-chasing propensity and strategy-switching propensity to market dynamic regime is investigated by both analytical and numerical methods. The mimetic and pr... View full abstract»

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  • Revealing Intraday Market Efficiency -- Estimating Diurnal Price Densities in Limit Order Books

    Publication Year: 2009, Page(s):8 - 12
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1704 KB) | HTML iconHTML

    Liquidity plays an important role in trading and represents a nontrivial economic concept that is difficult to measure as it involves several three dimensions to investigate. In this paper, we explore the liquidity in electronic markets by estimating a time-varying gamma distribution of volume adjusted prices for both bid and ask side of in the order book. Applying this framework on London Stock E... View full abstract»

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  • Research of ASP Procurement Service Mode Oriented to Small and Medium-Sized Enterprises

    Publication Year: 2009, Page(s):13 - 16
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (238 KB) | HTML iconHTML

    A procurement service mode based on application service provider which support the cooperation of small and medium-sized manufacturing enterprises (SME) is presented in this paper. First of all, it investigated and analysed the internal and external condition of ASP application service for SME, and then it researched on the architecture and operation mode of ASP application service and discussed t... View full abstract»

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  • Web Information Disclosure and Reliance on Financial Service Industry

    Publication Year: 2009, Page(s):17 - 21
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (150 KB) | HTML iconHTML

    This study investigates how Web users build reliance on information disclosed by the financial service industry. Unlike most prior studies that focused on business' incentives to dismiss information, this study collects Web users' perceptions, using survey questionnaires on six information categories. The results show that risk-management-related information is positively related to Web user's rel... View full abstract»

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  • Developing an Online Finanical Decision Support Module Based on Fuzzy MCDM Method and Open Source Tools

    Publication Year: 2009, Page(s):22 - 26
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (426 KB) | HTML iconHTML

    Traditional software for solving multiple criterion decision making (MCDM) problem are built in personal computer framework with expensive price. In this paper we propose a free online module for fuzzy MCDM based on VlseKriterijumska Optimizacija I Kompromisno Resenje (VIKOR) method and open source tools. Users can build their own problems by defining fuzzy membership, decision matrix, and weights... View full abstract»

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  • Pricing Strategies in the Mobile Phone Market - An Algorithm for Simulating the Success of Mobile Tariff

    Publication Year: 2009, Page(s):27 - 31
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (243 KB) | HTML iconHTML

    The mobile market is characterized by a large number of mobile phone providers. Therefore the market entrance is very difficult for newcomer. This article presents an algorithm for simulating the behavior of changing the mobile phone provider regarding to several given competing mobile tariffs and ones own. View full abstract»

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  • On Testing Efficiency of Karachi Stock Exchange Using Computational Intelligence

    Publication Year: 2009, Page(s):32 - 36
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (271 KB) | HTML iconHTML

    This paper tests the efficiency of the Karachi stock market. The efficient market hypothesis suggests that the current price of an asset reflects all information that can be obtained from historical data. According to the proponents of this hypothesis, the best strategy in the absence of any predictive ability is to buy and hold. The paper compares this buy and hold strategy against a computationa... View full abstract»

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  • Notice of Retraction
    The Empirical Research on Chinese Listed Companies Performance of M & A

    Publication Year: 2009, Page(s):37 - 41
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (275 KB) | HTML iconHTML

    Notice of Retraction

    After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE's Publication Principles.

    We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

    The presenting author of this paper has the option ... View full abstract»

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  • Influence of Risk Aversion on Distinct Risky Investment Preference: The Mediating Role of Information Search

    Publication Year: 2009, Page(s):45 - 49
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (280 KB) | HTML iconHTML

    Risk aversion is one of major psychological determinants of risky decision-making behavior and information search is often used as a way to overcome perceived risk by investors. This study attempted to propose a mediated model of the determinants of risky investment decision making where theorizing that the effect of risk aversion on risky investment decision was mediated by information search, in... View full abstract»

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  • Comparison of AIS and PSO for Constrained Portfolio Optimization

    Publication Year: 2009, Page(s):50 - 54
    Cited by:  Papers (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (273 KB) | HTML iconHTML

    This paper applies two computational intelligence techniques, namely particle swarm optimization and artificial immune systems, to constrained portfolio optimization. The portfolio selection model considered in this paper is based on the classical Markowitz mean-variance theory enhanced with floor and ceiling constraints. Several experiments are conducted using the stocks listed on the Karachi Sto... View full abstract»

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  • Assessment on the Red-Tourism Development Potential in Xinxian County of China

    Publication Year: 2009, Page(s):55 - 58
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (297 KB) | HTML iconHTML

    Xinxian county of China has rich red-tourism resources. Assessment on red-tourism development potential can guide the tourism planning and promote the sustainable red-tourism development. This study applied AHP (analytic hierarchy process) method and fuzzy clustering to the assessment on red-tourism development potential. The 28 main scenic spots of red-tourism in Xinxian county of China were cate... View full abstract»

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  • Auction Based Detailed Router for 3D FPGA

    Publication Year: 2009, Page(s):59 - 62
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (408 KB) | HTML iconHTML

    To accommodate large designs, existing 2D Field Programmable Gate arrays (FPGA) may not be sufficient. In such scenarios, 3D FPGAs will be useful. Our Algorithm makes use of Auction Based Methodology to solve the detailed routing problem in case of 3D FPGAs. View full abstract»

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  • Investigating the Effect of Different Input Sample Size with Nested Conditional Mean and Variance Models over Market Returns Forecast in Volatile Market Conditions of 2008

    Publication Year: 2009, Page(s):63 - 67
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (326 KB) | HTML iconHTML

    In highly volatile market conditions it's always difficult to predict returns using heteroscedastic Garch models. This paper tries to investigate the impact of sample data inputs over forecast using nested conditional mean ARMAX(2, 2, 0) and conditional variance Garch(1, 1), Gjr-garch(1, 1) and Egarch(1, 1) models. Research also tries to indentify relationship between outcome of formal hypothesis ... View full abstract»

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  • Risk Assessment Model Based on Discriminant Analysis

    Publication Year: 2009, Page(s):68 - 72
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (231 KB) | HTML iconHTML

    A risk assessment model (RAM) is necessary to avoid the limitations associated with a simplistic and broad classification of applicants into a "good" or "bad" category. The absence of appropriate weights in the current evaluation system triggers the need for the development of the comprehensive model based on proven statistical application. Literature survey undertaken brought to surface 28 parame... View full abstract»

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  • The Empirical Research on Corporate Governance and Corporate Performance in Chinese Listed Company

    Publication Year: 2009, Page(s):73 - 78
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (221 KB) | HTML iconHTML

    Our study examines whether corporate governance practice have an effect on corporate performance. We identify a comprehensive set of governance mechanisms for China's listed companies and construct relevant measures for each of them. Factor analysis is introduced to construct an all-rounded performance variable. The results indicate that the ownership and the board structure, executive compensatio... View full abstract»

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  • Business Process Reengineering: A Holistic Approach

    Publication Year: 2009, Page(s):79 - 82
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (120 KB) | HTML iconHTML

    The goal of this study is to have an overview on the subject of business process reengineering (BPR) with the emphasis on a holistic approach. First an introduction is presented containing a brief history of BPR from the time of the first sparkle flamed by Michael Hammer and then some standard and widely accepted definition of BPR are given. This is followed by a discussion which highlights some i... View full abstract»

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  • The Economic Importance of ICT in Iran-Input-Output Approach

    Publication Year: 2009, Page(s):85 - 88
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (312 KB) | HTML iconHTML

    Contribution of the ICT on to overall production system in the new economy is one of the main issues in the economic literature and it is mainly regarded as one of the factors of productivity growth. Although the impacts of ICT on productivity have been studied in many developed world, little is known in developing world especially in Iran. In this paper, we study the economic importance of ICT at... View full abstract»

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