Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

一种区间数的因子分析技术及其在证券市场中的应用

传统的因子分析技术能够有效地对高维变量空间进行降维处理,但它对于样本空间却缺乏行之有效的降维效果.为了解决这一问题,一种针对大量样本数据、新的因子分析技术———区间数因子分析技术(intervaldatafactoranalysis,IFA)被提出并得到了迅速的发展。IFA方法对传统的数据概念做了本质性的扩张,运用'数据打包'的理念,对海量原始数据在不破坏其原有内在逻辑关系的前提下,可以进行变量和样本点维度的双重降维。本文详细阐述了区间数因子分析技术的原理,并以中国股票市场为案例研究背景,结果表明IFA分析技术对大规模多维数据系统做综合简化是十分有效的。     

数据挖掘技术在银行业的应用

随着技术的进步、市场规模的扩大以及分工交易方式的发展,银行业的经营环境也因信息技术发展的影响而不断改变,银行业面临着愈加激烈的竞争.通过建立数据仓库,使用数据挖掘技术,挖掘出为银行创造利润的客户,从复杂的客户信息中建立模型,能够降低成本与风险,提高效益.     

零售业销售数据关联规则挖掘算法关键思想研究

对零售业销售数据关联规则挖掘算法的关键思想进行了研究，给出了各种提高算法效率的方法以及对规则选择的方法。     

试论村庄下采煤的技术问题

文章讨论了村庄下采煤的技术问题。     

Discovering Frequent Subtrees from XML Data Using Neural Networks

By rapid progress of network and storage technologies, a huge amount of electronic data such as Web pages and XML has been available on Internet. In this paper, we study a data-mining problem of discovering frequent ordered sub-trees in a large collection of XML data, where both of the patterns and the data are modeled by labeled ordered trees. We present an efficient algorithm of Ordered Subtree Miner （OSTMiner） based on two- layer neural networks with Hebb rule, that computes all ordered sub-trees appearing in a collection of XML trees with frequent above a user-specified threshold using a special structure EM-tree. In this algo- rithm, EM-tree is used as an extended merging tree to supply scheme information for efficient pruning and mining frequent sub-trees. Experiments results showed that OSTMiner has good response time and scales well.     

Web Service消息安全验证机制

主要讨论了DotNet环境下利用Web Service进行数据传输时存在的安全漏洞,对这一系列安全问题及其解决方案进行了探讨.作为Web Service的基本安全规范,WS-Security针对这些做出了规定,解决了如何对非法字符串进行过滤、如何对SOAP消息加密等问题.     

提高煤炭资源回收率实现矿井可持续发展

以同煤集团晋华宫矿为例,分析了提高煤炭资源回收率、合理开发矿井煤炭资源的途径。     

采煤工作面瓦斯涌出分析及控制技术

分析了采煤工作面瓦斯涌出规律及其主要影响因素,论述了瓦斯治理及控制技术。     

知识挖掘在电信业客户关系管理中的应用

介绍了基于知识挖掘的电信业客户关系管理,分别从潜在用户、业务流程、客户行为角度探讨了知识挖掘在客户关系管理中的应用。