At present, how to enable Search Engine to construct user personal interest model initially, master user＇s personalized information timely and provide personalized services accurately have become the hotspot in the r...At present, how to enable Search Engine to construct user personal interest model initially, master user＇s personalized information timely and provide personalized services accurately have become the hotspot in the research of Search Engine area. Aiming at the problems of user model＇s construction and combining techniques of manual customization modeling and automatic analytical modeling, a User Interest Model （UIM） is proposed in the paper. On the basis of it, the corresponding establishment and update algorithms of User lnterest Profile （UIP） are presented subsequently. Simulation tests proved that the UIM proposed and corresponding algorithms could enhance the retrieval precision effectively and have superior adaptability.展开更多
By analyzing the WWW Cache model, we bring forward a user-interest description method based on the fuzzy theory and user-interest inferential relations based on BP（baek propagation） neural network. By this method, t...By analyzing the WWW Cache model, we bring forward a user-interest description method based on the fuzzy theory and user-interest inferential relations based on BP（baek propagation） neural network. By this method, the users＇ interest in the WWW cache can be described and the neural network of users＇ interest can be constructed by positive spread of interest and the negative spread of errors. This neural network can infer the users＇ interest. This model is not the simple extension of the simple interest model, but the round improvement of the model and its related algorithm.展开更多
We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user inter...We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user interest tree, the content and the structure of which can change simultaneously to adapt to the changes in a user＇s interests. This expression represents a user＇s specific and general interests as a continuurn. In some sense, specific interests correspond to shortterm interests, while general interests correspond to longterm interests. So this representation more really reflects the users＇ interests. The algorithm can automatically model a us er＇s multiple interest domains, dynamically generate the in terest models and prune a user interest tree when the number of the nodes in it exceeds given value. Finally, we show the experiment results in a Chinese Web Site.展开更多
It has very realistic significance for improving the quality of users＇ accessing information to filter and selectively retrieve the large number of information on the Internet. On the basis of analyzing the existing ...It has very realistic significance for improving the quality of users＇ accessing information to filter and selectively retrieve the large number of information on the Internet. On the basis of analyzing the existing users＇ interest models and some basic questions of users＇ interest （representation, derivation and identification of users＇ interest）, a Bayesian network based users＇ interest model is given. In this model, the users＇ interest reduction algorithm based on Markov Blanket model is used to reduce the interest noise, and then users＇ interested and not interested documents are used to train the Bayesian network. Compared to the simple model, this model has the following advantages like small space requirements, simple reasoning method and high recognition rate. The experiment result shows this model can more appropriately reflect the user＇s interest, and has higher performance and good usability.展开更多
A barrier option valuation model with stochastic barrier which was regarded as the main feature of the model was developed under the Hull-White interest rate model.The purpose of this study was to deal with the stocha...A barrier option valuation model with stochastic barrier which was regarded as the main feature of the model was developed under the Hull-White interest rate model.The purpose of this study was to deal with the stochastic barrier by means of partial differential equation methods and then derive the exact analytical solutions of the barrier options.Furthermore,a numerical example was given to show how to apply this model to pricing one structured product in realistic market.Therefore,this model can provide new insight for future research on structured products involving barrier options.展开更多
In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating acco...In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.展开更多
User interest is not static and changes dynamically. In the scenario of a search engine, this paper presents a personalized adaptive user interest prediction framework. It represents user interest as a topic distribut...User interest is not static and changes dynamically. In the scenario of a search engine, this paper presents a personalized adaptive user interest prediction framework. It represents user interest as a topic distribution, captures every change of user interest in the history, and uses the changes to predict future individual user interest dynamically. More specifically, it first uses a personalized user interest representation model to infer user interest from queries in the user＇s history data using a topic model; then it presents a personalized user interest prediction model to capture the dynamic changes of user interest and to predict future user interest by leveraging the query submission time in the history data. Compared with the Interest Degree Multi-Stage Quantization Model, experiment results on an AOL Search Query Log query log show that our framework is more stable and effective in user interest prediction.展开更多
In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duratio...In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.展开更多
The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysi...The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysis follows the framework of discrete stochastic calculus.展开更多
The 19th National Congress of the Communist Party of China(CPC)put forward the proposal of establishing a social governance model based on collaboration,participation,and common interests,with the aim of developing ne...The 19th National Congress of the Communist Party of China(CPC)put forward the proposal of establishing a social governance model based on collaboration,participation,and common interests,with the aim of developing new approaches to social governance and further modernizing China’s social system and capacity for governance.As a structuralized social relation addressing diversified governance bodies,the model has consolidated the social governance innovations achieved since the 18th CPC National Congress.Focusing on three dimensions—"value,""structure"and"roadmap,"this paper tries to interpret the value connotations and defining features behind the model and explores its development roadmap.Such a social governance model is a response to political,social and public value appeals,and an adjustment to the order of governance bodies,resource allocations and the benefit distribution structure.Its construction is a systematic and long-term project,which should aim continuously at satisfying people’s ever-higher needs,perfecting laws and regulations,cultivating a pool of specialized organizations and talents,exerting the technology advantages of the Internet in governance,and promoting socialization,legalization,specialization and intellectualization in social development.展开更多
Purpose： This paper aims at an understanding of factors that influence the continuance intention to use mobile interest-based community applications, with a focus on the impacts of technology acceptance model （TAM）...Purpose： This paper aims at an understanding of factors that influence the continuance intention to use mobile interest-based community applications, with a focus on the impacts of technology acceptance model （TAM） constructs and experiential value. Design/methodology/approach： Taking a hybrid model combining TAM and extended expectation confirmation model （ECM） as foundation, this study integrated experiential value into the research model. A survey method was adopted and the sample was constituted by 347 Chinese undergraduates who were experienced users of mobile interest-based community applications. Structural equation modeling was used to test the research model. Findings： Our findings suggest that 1） key determinants of user satisfaction with mobile interest-based community applications are confirmation, perceived usefulness （PU）, perceived ease of use （PEU） and experiential value. Both satisfaction and PU are directly correlated with continuance intention; 2） PU＇s impact on satisfaction and continuance intention has been confirmed again in this study. Although PEU has no direct impact on satisfaction and continuance intention, it may indirectly affect them via PU; 3） all the perceived experiential values （aesthetics, playfulness, service excellence and return on investment） have a positive influence on satisfaction. Research limitations： We did not examine the effects of individual user differences that may also be important for understanding satisfaction and continuance intention. Practical implications： The study findings can help service providers improve the use of mobile interest-based community applications. Originality/value： Our study contributes to a more systematic understanding of factors that influence continuous use of mobile interest-based community applications.展开更多
The users'interest can be mined from the web cache and can be used widely.The interest can be specialized by the two-tuple(term,weight)in the simple interest model,in which the association relations are not mined,...The users'interest can be mined from the web cache and can be used widely.The interest can be specialized by the two-tuple(term,weight)in the simple interest model,in which the association relations are not mined,and then the interest cannot be associated in expressing the users'interest.Based on analyzing the WWW cache model,this letter brings forward a twodimensional interest model and gives the interrelated methods on how to store the two-dimensional interest model effectively.展开更多
In this paper, the absolute ruin in the compound Poisson risk model with interest and a constant dividend barrier is investigated. First, integro-differential equations satisfied by the expected discounted dividend pa...In this paper, the absolute ruin in the compound Poisson risk model with interest and a constant dividend barrier is investigated. First, integro-differential equations satisfied by the expected discounted dividend payments are derived. The explicit expressions are obtained when the individual claim size is exponential distributed. Second, the moment generating function of the discounted dividends is considered, and integro-differential equations satisfied by the moment generating function of the discounted dividends are derived. Third, by a ＂differential＂ argument, the time to recovery to zero from a given negative surplus is considered. Finally, how long it takes for the surplus process to reach the dividend barrier is discussed.展开更多
Recommendation system can greatly alleviate the "information overload" in the big data era. Existing recommendation methods, however, typically focus on predicting missing rating values via analyzing user-it...Recommendation system can greatly alleviate the "information overload" in the big data era. Existing recommendation methods, however, typically focus on predicting missing rating values via analyzing user-item dualistic relationship, which neglect an important fact that the latent interests of users can influence their rating behaviors. Moreover, traditional recommendation methods easily suffer from the high dimensional problem and cold-start problem. To address these challenges, in this paper, we propose a PBUED(PLSA-Based Uniform Euclidean Distance) scheme, which utilizes topic model and uniform Euclidean distance to recommend the suitable items for users. The solution first employs probabilistic latent semantic analysis(PLSA) to extract users' interests, users with different interests are divided into different subgroups. Then, the uniform Euclidean distance is adopted to compute the users' similarity in the same interest subset; finally, the missing rating values of data are predicted via aggregating similar neighbors' ratings. We evaluate PBUED on two datasets and experimental results show PBUED can lead to better predicting performance and ranking performance than other approaches.展开更多
Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in th...Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in their administered rates, on both deposits and lendings. The dynamics of administered bank interest rates in response to changes in money market rates is essential to examine the impact of monetary policies on the economy. Chong et al. (2006) proposed an error correction model to study such impact, using data previous to the recent financial crisis. In this paper we examine the validity of the model in the recent time period, characterized by very low monetary rates. The current state of close-to-zero monetary rates is of particular relevance, as it has never been studied before. Our main contribution is a novel, more parsimonious, model and a predictive performance assessment methodology, which allows comparing it with the error correction model.展开更多
Regarding KMV model identification credit risk profile of small and medium-sized listed companies, at present, domestic scholars has made some achievements in the process of the KMV model combined with China’s nation...Regarding KMV model identification credit risk profile of small and medium-sized listed companies, at present, domestic scholars has made some achievements in the process of the KMV model combined with China’s national conditions. In this paper, we will amend the model by using uncertain interest rate instead of fixed rate on the basis of existing research. Comparing the uncertain KMV model to traditional KMV model with ST-listed companies and non-ST-listed companies in Shanghai and Shenzhen stock exchange, we find that it performs slightly better as a predictor in uncertain KMV model and in out of sample forecasts.展开更多
基金Supported by the National Natural Science Foundation of China (50674086)the Doctoral Foundation of Ministry of Education of China (20060290508)the Youth Scientific Research Foundation of CUMT (0D060125)
文摘At present, how to enable Search Engine to construct user personal interest model initially, master user＇s personalized information timely and provide personalized services accurately have become the hotspot in the research of Search Engine area. Aiming at the problems of user model＇s construction and combining techniques of manual customization modeling and automatic analytical modeling, a User Interest Model （UIM） is proposed in the paper. On the basis of it, the corresponding establishment and update algorithms of User lnterest Profile （UIP） are presented subsequently. Simulation tests proved that the UIM proposed and corresponding algorithms could enhance the retrieval precision effectively and have superior adaptability.
基金Supported bythe Outstanding Young Young Scientist’s Fund ofthe National Natural Science Foundation of China (60303024) ,the National Natu-ral Science Foundation of China (90412003) , National Grand Fundamental Re-search 973 Programof China (2002CB312000) , Doctor Foundation of Ministry ofEducation(20020286004) , Opening Foundation of Jiangsu Key Laboratory of Com-puter Information Processing Technology in Soochow University, Natural ScienceResearch Planfor Jiang Su High School(04kjb520096) ,Doctor Foundatoin of Nan-jing University of Posts and Telecommunications(2003-02)
文摘By analyzing the WWW Cache model, we bring forward a user-interest description method based on the fuzzy theory and user-interest inferential relations based on BP（baek propagation） neural network. By this method, the users＇ interest in the WWW cache can be described and the neural network of users＇ interest can be constructed by positive spread of interest and the negative spread of errors. This neural network can infer the users＇ interest. This model is not the simple extension of the simple interest model, but the round improvement of the model and its related algorithm.
基金Supported by the National Natural Science Funda-tion of China (69973012 ,60273080)
文摘We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user interest tree, the content and the structure of which can change simultaneously to adapt to the changes in a user＇s interests. This expression represents a user＇s specific and general interests as a continuurn. In some sense, specific interests correspond to shortterm interests, while general interests correspond to longterm interests. So this representation more really reflects the users＇ interests. The algorithm can automatically model a us er＇s multiple interest domains, dynamically generate the in terest models and prune a user interest tree when the number of the nodes in it exceeds given value. Finally, we show the experiment results in a Chinese Web Site.
基金Supported by the National Natural Science Foundation of China (60503020, 60503033, 60373066, 60403016)Opening Foundation of Jiangsu Key Laboratory of Computer Information Processing Technology in Soochow University
文摘It has very realistic significance for improving the quality of users＇ accessing information to filter and selectively retrieve the large number of information on the Internet. On the basis of analyzing the existing users＇ interest models and some basic questions of users＇ interest （representation, derivation and identification of users＇ interest）, a Bayesian network based users＇ interest model is given. In this model, the users＇ interest reduction algorithm based on Markov Blanket model is used to reduce the interest noise, and then users＇ interested and not interested documents are used to train the Bayesian network. Compared to the simple model, this model has the following advantages like small space requirements, simple reasoning method and high recognition rate. The experiment result shows this model can more appropriately reflect the user＇s interest, and has higher performance and good usability.
基金National Natural Science Foundations of China(Nos.11471175,11171221)
文摘A barrier option valuation model with stochastic barrier which was regarded as the main feature of the model was developed under the Hull-White interest rate model.The purpose of this study was to deal with the stochastic barrier by means of partial differential equation methods and then derive the exact analytical solutions of the barrier options.Furthermore,a numerical example was given to show how to apply this model to pricing one structured product in realistic market.Therefore,this model can provide new insight for future research on structured products involving barrier options.
基金supported by the National Natural Science Foundation of China(11101451)Ph.D.Programs Foundation of Ministry of Education of China(20110191110033)
文摘In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.
基金Supported by the National Natural Science Foundation of China(71473183,71503188)
文摘User interest is not static and changes dynamically. In the scenario of a search engine, this paper presents a personalized adaptive user interest prediction framework. It represents user interest as a topic distribution, captures every change of user interest in the history, and uses the changes to predict future individual user interest dynamically. More specifically, it first uses a personalized user interest representation model to infer user interest from queries in the user＇s history data using a topic model; then it presents a personalized user interest prediction model to capture the dynamic changes of user interest and to predict future user interest by leveraging the query submission time in the history data. Compared with the Interest Degree Multi-Stage Quantization Model, experiment results on an AOL Search Query Log query log show that our framework is more stable and effective in user interest prediction.
基金The NNSF (10671072) of China"Shu Guang" project (04SG27) of Shanghai Municipal Education CommissionShanghai Education Development Foundation
文摘In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.
文摘The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysis follows the framework of discrete stochastic calculus.
基金a staged research result of "Studies on the Path of Local Governments to Orderly Promote the Classification and Development of Social Organizations,"a research program sponsored by the National Social Sciences Fund(17BSH107)
文摘The 19th National Congress of the Communist Party of China(CPC)put forward the proposal of establishing a social governance model based on collaboration,participation,and common interests,with the aim of developing new approaches to social governance and further modernizing China’s social system and capacity for governance.As a structuralized social relation addressing diversified governance bodies,the model has consolidated the social governance innovations achieved since the 18th CPC National Congress.Focusing on three dimensions—"value,""structure"and"roadmap,"this paper tries to interpret the value connotations and defining features behind the model and explores its development roadmap.Such a social governance model is a response to political,social and public value appeals,and an adjustment to the order of governance bodies,resource allocations and the benefit distribution structure.Its construction is a systematic and long-term project,which should aim continuously at satisfying people’s ever-higher needs,perfecting laws and regulations,cultivating a pool of specialized organizations and talents,exerting the technology advantages of the Internet in governance,and promoting socialization,legalization,specialization and intellectualization in social development.
基金supported by the National Natural Science Foundation of China(Grant No.:71303178)China Postdoctoral Science Foundation(Grant No.:2015M572202)
文摘Purpose： This paper aims at an understanding of factors that influence the continuance intention to use mobile interest-based community applications, with a focus on the impacts of technology acceptance model （TAM） constructs and experiential value. Design/methodology/approach： Taking a hybrid model combining TAM and extended expectation confirmation model （ECM） as foundation, this study integrated experiential value into the research model. A survey method was adopted and the sample was constituted by 347 Chinese undergraduates who were experienced users of mobile interest-based community applications. Structural equation modeling was used to test the research model. Findings： Our findings suggest that 1） key determinants of user satisfaction with mobile interest-based community applications are confirmation, perceived usefulness （PU）, perceived ease of use （PEU） and experiential value. Both satisfaction and PU are directly correlated with continuance intention; 2） PU＇s impact on satisfaction and continuance intention has been confirmed again in this study. Although PEU has no direct impact on satisfaction and continuance intention, it may indirectly affect them via PU; 3） all the perceived experiential values （aesthetics, playfulness, service excellence and return on investment） have a positive influence on satisfaction. Research limitations： We did not examine the effects of individual user differences that may also be important for understanding satisfaction and continuance intention. Practical implications： The study findings can help service providers improve the use of mobile interest-based community applications. Originality/value： Our study contributes to a more systematic understanding of factors that influence continuous use of mobile interest-based community applications.
基金Supported in part by the National Natural Science Foundation of China(No.60073012)Natural Science Foundation of Jiangsu(BK2001004)Visiting Scholar Foundation of Key Lab,in University.
文摘The users'interest can be mined from the web cache and can be used widely.The interest can be specialized by the two-tuple(term,weight)in the simple interest model,in which the association relations are not mined,and then the interest cannot be associated in expressing the users'interest.Based on analyzing the WWW cache model,this letter brings forward a twodimensional interest model and gives the interrelated methods on how to store the two-dimensional interest model effectively.
基金Supported by the National Natural Science Foundation of China (10971157)the Fundamental Research Funds for the Central Universities
文摘In this paper, the absolute ruin in the compound Poisson risk model with interest and a constant dividend barrier is investigated. First, integro-differential equations satisfied by the expected discounted dividend payments are derived. The explicit expressions are obtained when the individual claim size is exponential distributed. Second, the moment generating function of the discounted dividends is considered, and integro-differential equations satisfied by the moment generating function of the discounted dividends are derived. Third, by a ＂differential＂ argument, the time to recovery to zero from a given negative surplus is considered. Finally, how long it takes for the surplus process to reach the dividend barrier is discussed.
基金supported in part by the National High‐tech R&D Program of China (863 Program) under Grant No. 2013AA102301technological project of Henan province (162102210214)
文摘Recommendation system can greatly alleviate the "information overload" in the big data era. Existing recommendation methods, however, typically focus on predicting missing rating values via analyzing user-item dualistic relationship, which neglect an important fact that the latent interests of users can influence their rating behaviors. Moreover, traditional recommendation methods easily suffer from the high dimensional problem and cold-start problem. To address these challenges, in this paper, we propose a PBUED(PLSA-Based Uniform Euclidean Distance) scheme, which utilizes topic model and uniform Euclidean distance to recommend the suitable items for users. The solution first employs probabilistic latent semantic analysis(PLSA) to extract users' interests, users with different interests are divided into different subgroups. Then, the uniform Euclidean distance is adopted to compute the users' similarity in the same interest subset; finally, the missing rating values of data are predicted via aggregating similar neighbors' ratings. We evaluate PBUED on two datasets and experimental results show PBUED can lead to better predicting performance and ranking performance than other approaches.
文摘Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in their administered rates, on both deposits and lendings. The dynamics of administered bank interest rates in response to changes in money market rates is essential to examine the impact of monetary policies on the economy. Chong et al. (2006) proposed an error correction model to study such impact, using data previous to the recent financial crisis. In this paper we examine the validity of the model in the recent time period, characterized by very low monetary rates. The current state of close-to-zero monetary rates is of particular relevance, as it has never been studied before. Our main contribution is a novel, more parsimonious, model and a predictive performance assessment methodology, which allows comparing it with the error correction model.
文摘Regarding KMV model identification credit risk profile of small and medium-sized listed companies, at present, domestic scholars has made some achievements in the process of the KMV model combined with China’s national conditions. In this paper, we will amend the model by using uncertain interest rate instead of fixed rate on the basis of existing research. Comparing the uncertain KMV model to traditional KMV model with ST-listed companies and non-ST-listed companies in Shanghai and Shenzhen stock exchange, we find that it performs slightly better as a predictor in uncertain KMV model and in out of sample forecasts.
