Browsing Closed by Issue Date

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Browsing Closed by Issue Date

Sort by: Order: Results:

  • A Decision Support System Prototype for Fuzzy Multiple objetcive Optimization 
    Lu Jie; Wu Fengjie; Zhang Guangquan (European Society for Fuzzy Logic and Technology, 2005)
    An interactive fuzzy multiple objective optimization method was proposed for solving fuzzy multiple objective linear programming problems where fuzzy parameters in both objective functions and constraints and fuzzy ...
  • A Fuzzy Relational Approach to Event Recommendation 
    Cornelis Chris; Guo Xuetao; Lu Jie; Zhang Guangquan (Indian International Conference on Artificial Intelligence, 2005)
    Most existing recommender systems employ collaborative filtering (CF) techniques in making projections about which items an eservice user is likely to be interested in, i.e. they identify correlations between users and ...
  • The Virtual Boundary Violation Faced by China in Information Society 
    Zhang Zhui; Han Bing; Lu Zi; Deng Zhuopeng; Lu Jie; Wang Ran (Hua Publisher, China, 2005)
    The object of this research is to explore how to express the correct boundary of China in electronic map and the harmful problems caused by it in information society. Surveying various kinds of online electronic map ...
  • STEF: Personalized trade exhibition recommendation 
    Guo Xuetao; Lu Jie (Joint Conference On Information Sciences, 2005)
    In this study, a novel recommendation technique is proposed by integrating the user-based and item-based recommendation approaches. A recommender system, called Smart Trade Exhibition Finder (STEF), is proposed to ...
  • 8-Equalities of Sequences of Fuzzy Sets 
    Zhang Guangquan; Lu Jie (Tsinghua University Press, 2005)
    The concept of 8-equalities of Fuzzy Sets was first proposed by Cai in 1995 to measure the degree of equality between two different fuzzy sets. Two fuzzy sets are said to be 8-equal if they are equal to an extent of ...
  • Pricing European and discretely monitored exotic options under the Levy process framework 
    Roberts Dale; Novikov Alex (Wolfram Research, 2005)
    We shall consider both European and discretely monitored Exotic options (Bermudan and Discrete Barrier) in a market where the underlying asset follows a Geometric Levy process. First we shall briefly introduce this ...
  • A Web-Based Decision Support System for Linear Multi Follower Problems without Shared Variables 
    Lu Jie; Shi Chenggen; Zhang Guangquan (Joint Conference On Information Sciences, 2005)
    Advanced web and database technology support remote data access and communication. It has opened new opportunities for decision support system builders to develop web-based DSS. This paper presents a webbased decision ...
  • Minimum norm dual solutions and column generalisation stabilisation 
    Neame Philip (Western Australian Centre of Excellence in Industrial Optimisation, Curtin University of Technology, 2005)
    Column generation is an important technique for solving very large-scale integer programming problems, with important applications in crew scheduling and vehicle routing. However, it has been observed that the column ...
  • Pure pattern calculus 
    Jay Barry; Kesner D (Springer-Verlag, 2006)
    The pure pattern calculus generalises the pure lambda-calculus by basing computation on pattern-matching instead of beta-reduction. The simplicity and power of the calculus derive from allowing any term to be a pattern. ...
  • Scheduling UET-UCT tasks: branch-and-bound search in the priority space 
    Zinder Yakov; Singh Gaurav; Su Bo Liang Tim; Sorli Ronald (Universal Academy Press Inc, 2007)
  • Monitoring Bridge Deterioration using sensors 
    Samali Bijan; Li Jianchun; Aboura Khalid (IEEE, 2008)
    Structural health monitoring is a vital part in the management of bridges, particularly as the structures begin to age. Detecting structural faults through the use of sensors is an emerging field that has seen considerable ...
  • Quasi-Monte Carlo for finance beyond Black-Scholes 
    Baldeaux Jan (Australian Mathematical Scoiety, 2008)
    Quasi-Monte Carlo methods are used to approximate integrals of high dimensionality. However, if the problem under consideration is of unbounded dimensionality, it is not obvious if one can apply quasi-Monte Carlo methods ...
  • A novel design of active inductors based on current controlled voltage sources 
    Pierzchala Marian; Fakhfakh M; Rodanski Benedykt (IEEE, 2010)
    This brief presents a new structure of active inductors. These synthetic inductors are designed using current controlled voltage sources. The signal flow graph method is used for this purpose. For the practical realization, ...
  • Discrete optimisation with polynomially detectable boundaries and restricted level sets 
    Zinder Yakov; Memar Julia; Singh G. (Kailua-Kona, 2010)
    The paper describes an optimization procedure for a class of discrete optimization problems which is defined by certain properties of the boundary of the feasible region and level sets of the objective function. It is shown ...
  • Generalised Extreme Value geoadditive model analysis via variational Bayes 
    Nevillea Sarah; Wand Matthew (Elsevier, 2011)
    We devise a variationalBayes algorithm for fast approximate inference in Bayesian GeneralizedExtremeValue additive modelanalysis. Such models are useful for flexibly assessing the impact of continuous predictor variables ...
  • A visual criterion for identifying Ito diffusions as martingales or strict local martingales 
    Hulley Hardy; Platen Eckhard (Springer, 2011)
    It is often important, in applications of stochastic calculus to financial modelling, to know whether a given local martingale is a martingale or a strict local martingale. We address this problem in the context of a ...
  • Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach 
    Baldeaux Jan; Chan Leung Lung; Platen Eckhard (Australian Mathematical Scoiety, 2011)
    We apply quasi-Monte Carlo methods to the pricing of derivatives on realised variance of an index under the benchmark approach. The resulting integration problem is shown to depend on the joint density of the realised ...