基于PairWise排序学习算法研究综述

Learning to Rank(L2R)技术是对搜索结果进行排序,是近几年的研究热点。现关于L2R中的PairWise方法进行研究分析,PairWise方法将排序问题转化为二元分类问题,其缺点是只考虑两篇文档的相对顺序,而不考虑文档出现在搜索结果列表中的位置。另外,不同的查询拥有的文档对数目不同,结果会向拥有文档对较多的查询偏移。对常用的PairWise算法的损失函数及其求解方法、基本思想、算法框架、效用评价以及算法应用进行概括分析。     

Random Survival Forests Models for SME Credit Risk Measurement

This paper extends the existing literature on empirical research in the field of credit risk default for Small Medium Enterprizes (SMEs). We propose a non-parametric approach based on Random Survival Forests (RSF) and we compare its performance with a standard logit model. To the authors’ knowledge, no studies in the area of credit risk default for SMEs have used a variety of statistical methodologies to test the reliability of their predictions and to compare their performance against one another. As for the in-sample results, we find that our non-parametric model performs much better that the classical logit model. As for the out-of-sample performances, the evidence is just the opposite, and the logit performs better than the RSF model. We explain this evidence by showing how error in the estimates of default probabilities can affect classification error when the estimates are used in a classification rule.      

On the loss process in a batch arrival queue

In this paper, we investigate the loss process in a finite-buffer queue with batch arrivals and total rejection discipline. In such a model, if the buffer has insufficient capacity to accept all the customers included in an arriving batch, the whole batch is blocked and lost. This scheme is especially useful in performance evaluation of buffering processes in IP (internet protocol) networks. The main result of this paper is a closed-form formula for the joint distribution of the length of the first lost series of batches and the time of the first loss. Moreover, the limiting distribution (as the buffer size grows to infinity) is shown.     

Loss circuit switched communication network-performance analysis and dynamic routing

We investigate a loss circuit switched communication network with state-dependent dynamic routing strategy, wherein the state of the network at the time of call arrival determines whether or not the call is accepted and, if accepted, its route. We develop an approximate approach to the network performance analysis. The approach enhances the Fixed Point Model by treating multiple solutions of the Fixed Point Equations. Assuming that the multiple solutions correspond to the long-living network modes, we develop the aggregated Markov chain that describes the network transitions among these modes. We also propose and discuss a new state-dependent dynamic routing strategy which we call Least-Expected-Blocking strategy (LEB). LEB accepts an incoming call only if this results in a decrease in the expected blocking probability and it chooses a route that yields the maximum decrease. The new strategy outperforms the previously known strategies by the criterion of network steady blocking probability.     

Dielectric permittivity of nickel ferrites at microwave frequencies 1 MHz to 1.8 GHz

NiFe₂O₄ prepared via the sol–gel technique were pre-sintered at 900 °C and synthesized at different sintering temperatures from 1,000 °C to 1,200 °C at 100 °C intervals. The samples were characterized for microwave dielectric properties. These samples were measured using Agilent Impedance/Material Analyzer at frequencies 1 MHz to 1.8 GHz. Results showed a decrease in the dielectric constant and loss factor with frequency except at the turning point, around 150 MHz, where the loss factor showed a gradual increase. However, both the dielectric constant and loss factor increase with increasing sintering temperature. The grain size and density also increased with increasing sintering temperature, but the porosity and grain boundary density showed a decrease. This paper was presented at the International Conference on Solid State Science and Technology 2006, Kuala Terengganu, Malaysia, Sept. 4–6, 2006.     

A shortage probability metric for battery depletion risk

In this paper, we propose a battery depletion risk (BDR) metric that evaluates the probability of depleting an energy storage system in the context of a centralized power system with stochastic demand and supply for electricity across multiple consecutive time periods. This newly proposed reliability metric informs battery sizing decisions to mitigate outage risks. We demonstrate the applicability of this metric by embedding it in an economic dispatch model with thermal generation units and a centralized energy storage system.     

同相输出混合环3dB定向耦合器的研究

提出了用λ／Ｎ段构成的同机输出混合环３ｄＢ定向耦合器的一般设计方法．由理论分析确定了结构中各段的特性导纳及Ｎ的取值范围．对几个给定的Ｎ值，我们计算了器件的反射损耗、隔离度以及耦合度的频率特性．由计算可知器件的结构和性能将随Ｎ而变化．最后，我们对两个允许的Ｎ值制作了微带结构器件．实验结果表明：上述方法是可行的；而当Ｎ＝３．５时，器件两输出臂之间的隔离度可急降达负６０ｄＢ．     

夹心式换能器损耗与工艺及结构关系研究

本文从传统的等效线路出发,讨论了换能器的表面制作工艺,即结构损耗对换能器内部机械阻抗及谐振频率的影响,结果表明,对称型结构的换能器机械损耗最低。     

A marked Cox model for the number of IBNR claims: Theory

Incurred but not reported (IBNR) loss reserving is an important issue for Property & Casualty (P&C) insurers. To calculate IBNR reserve, one needs to model claim arrivals and then predict IBNR claims. However, factors such as temporal dependence among claim arrivals and environmental variation are often not incorporated in many of the current loss reserving models, which may greatly affect the accuracy of IBNR predictions.In this paper, we propose to model the claim arrival process together with its reporting delays as a marked Cox process. Our model is versatile in modeling temporal dependence, allowing also for natural interpretations. This paper focuses mainly on the theoretical aspects of the proposed model. We show that the associated reported claim process and IBNR claim process are both marked Cox processes with easily convertible intensity functions and marking distributions. The proposed model can also account for fluctuations in the exposure. By an order statistics property, we show that the corresponding discretely observed process preserves all the information about the claim arrivals. Finally, we derive closed-form expressions for both the autocorrelation function (ACF) and the distributions of the numbers of reported claims and IBNR claims. Model estimation and its applications are considered in a subsequent paper, Badescu et al. (2015b).