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Realization Utility with Reference-Dependent Preferences  [PDF]
Jonathan E. Ingersoll Jr.,Lawrence J. Jin
Quantitative Finance , 2014, DOI: 10.1093/rfs/hhs116
Abstract: We develop a tractable model of realization utility that studies the role of reference-dependent S-shaped preferences in a dynamic investment setting with reinvestment. Our model generates both voluntarily realized gains and losses. It makes specific predictions about the volume of gains and losses, the holding periods, and the sizes of both realized and paper gains and losses that can be calibrated to a variety of statistics, including the Odean measure of the disposition effect. Our model also predicts several anomalies including, among others, the flattening of the capital market line and a negative price for idiosyncratic risk.
Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift  [PDF]
Abdelali Gabih,Hakam Kondakji,J?rn Sass,Ralf Wunderlich
Quantitative Finance , 2014,
Abstract: This paper investigates optimal portfolio strategies in a financial market where the drift of the stock returns is driven by an unobserved Gaussian mean reverting process. Information on this process is obtained from observing stock returns and expert opinions. The latter provide at discrete time points an unbiased estimate of the current state of the drift. Nevertheless, the drift can only be observed partially and the best estimate is given by the conditional expectation given the available information, i.e., by the filter. We provide the filter equations in the model with expert opinion and derive in detail properties of the conditional variance. For an investor who maximizes expected logarithmic utility of his portfolio, we derive the optimal strategy explicitly in different settings for the available information. The optimal expected utility, the value function of the control problem, depends on the conditional variance. The bounds and asymptotic results for the conditional variances are used to derive bounds and asymptotic properties for the value functions. The results are illustrated with numerical examples.
A Method for Integrating Utility Analysis into an Expert System for Design Evaluation  [PDF]
Deborah L. Thurston,Yun Qi Tian
Computer Science , 2013,
Abstract: In mechanical design, there is often unavoidable uncertainty in estimates of design performance. Evaluation of design alternatives requires consideration of the impact of this uncertainty. Expert heuristics embody assumptions regarding the designer's attitude towards risk and uncertainty that might be reasonable in most cases but inaccurate in others. We present a technique to allow designers to incorporate their own unique attitude towards uncertainty as opposed to those assumed by the domain expert's rules. The general approach is to eliminate aspects of heuristic rules which directly or indirectly include assumptions regarding the user's attitude towards risk, and replace them with explicit, user-specified probabilistic multi attribute utility and probability distribution functions. We illustrate the method in a system for material selection for automobile bumpers.
Adaptive Realization of Expert System for Process Control and Operation
过程专家系统的自适应实现

Jiang Qingyin,Shu Diqian,
江青茵
,舒迪前

自动化学报 , 1992,
Abstract: This paper discusses the adaptive realization problem of expert system for industrial process control and operation. A self-organizing structure of knowledge base is put forward, and the realization problems of the self-organizing structure is discussed. Based on this discussion, a learning system SLFOD is developed to learn the knowledge about the process properties from the observed process operation data. The structure and simulation results of SLFOD are also given.
Service Level Agreement (SLA) in Utility Computing Systems  [PDF]
Linlin Wu,Rajkumar Buyya
Computer Science , 2010,
Abstract: In recent years, extensive research has been conducted in the area of Service Level Agreement (SLA) for utility computing systems. An SLA is a formal contract used to guarantee that consumers' service quality expectation can be achieved. In utility computing systems, the level of customer satisfaction is crucial, making SLAs significantly important in these environments. Fundamental issue is the management of SLAs, including SLA autonomy management or trade off among multiple Quality of Service (QoS) parameters. Many SLA languages and frameworks have been developed as solutions; however, there is no overall classification for these extensive works. Therefore, the aim of this chapter is to present a comprehensive survey of how SLAs are created, managed and used in utility computing environment. We discuss existing use cases from Grid and Cloud computing systems to identify the level of SLA realization in state-of-art systems and emerging challenges for future research.
Realization of Fish Disease Diagnosis Expert System Based on Distributing Network
基于分布式网络体系结构的鱼病诊断智能系统的实现*

WEN Ji-wen,FU Ze-tian,
温继文
,傅泽田

计算机应用研究 , 2006,
Abstract: Based on researching on fish disease diagnosis knowledge and expert experience, combining with B/S/S network technique, fish disease diagnosis expert system based on distributing network was constructed. In order to obtain effectively fish diagnosis knowledge and establish general, reliable and accurate knowledge database, repository design was divided into five stages, such as problem identify, knowledge conceptualization, knowledge formalization, knowledge realization and knowledge testing. Reasoning was designed according to the process of fish disease diagnosis and corn arithmetic. At last, fish disease diagnosis function module was recommended in detail. Fish disease diagnosis expert system will be beneficial to scientific diagnosis and prevention fish disease.
Challenges with Automation in Digital Forensic Investigations  [PDF]
Joshua I. James,Pavel Gladyshev
Computer Science , 2013,
Abstract: The use of automation in digital forensic investigations is not only a technological issue, but also has political and social implications. This work discusses some challenges with the implementation and acceptance of automation in digital forensic investigation, and possible implications for current digital forensic investigators. Current attitudes towards the use of automation in digital forensic investigations are examined, as well as the issue of digital investigators knowledge acquisition and retention. The argument is made for a well planned, careful use of automation going forward that allows for a more efficient and effective use of automation in digital forensic investigations while at the same time attempting to improve the overall quality of expert investigators. Targeting and carefully controlling automated solutions for beginning investigators may improve the speed and quality of investigations while at the same time letting expert digital investigators spend more time utilizing expert level knowledge required in manual phases of investigations. By considering how automated solutions are being implemented into digital investigations, investigation unit managers can increase the efficiency of their unit while at the same time maximizing their return on investment for expert level digital investigator training.
Home Automation  [PDF]
Zeeshan Ahmed
Computer Science , 2010,
Abstract: In this paper I briefly discuss the importance of home automation system. Going in to the details I briefly present a real time designed and implemented software and hardware oriented house automation research project, capable of automating house's electricity and providing a security system to detect the presence of unexpected behavior.
An Automated Service Realization Method  [PDF]
Mahshid Marbouti,Fereidoon Shams
International Journal of Computer Science Issues , 2012,
Abstract: One of the key activities in service oriented analysis and design is service modeling. The last and most important step of service modeling is service realization, which should be done after service identification and specification steps. Since the output of realization step is the input of implementation step and organization strategic decisions on services are being made in this step, realization is a very important step. Existing methods for service realization ignore the automation capability. They provide human based prescriptive guidelines which mostly are not applicable at enterprise scale. This paper proposes a novel method called Automated Service Realization Method (ASRM) that automatically realizes service model. This automation focuses on activities needs human intelligence such as component identification and class diagram extraction;
Providing expert medical testimony  [PDF]
Baji?-Milosavljevi? Aleksandra,Orozovi? Sonja
Srpski Arhiv za Celokupno Lekarstvo , 2005, DOI: 10.2298/sarh0512543b
Abstract: This paper represents an effort at making expert medical testimony, one field of the medical profession, more accessible to our junior medical colleagues. As there is no department for expert medical testimony at the Belgrade School of Medicine, neither textbooks on providing expert medical testimony, experiences and knowledge are not unified and have to be collected together from many sources. The work of the medical expert is not aimed at improving the health of a patient, but on the realization of a patient’s rights, which very often depend on the patient’s health. The medical expert confirms medical facts, which may be of legal significance, and, consequently represents a link between medicine and the law. The effects of that link also impinge into the financial sphere. Expert medical testimony is, therefore, an interdisciplinary activity and the medical expert must also have knowledge outside of medical science, in other words, knowledge of the potential legal significance of medical facts. The authors of this paper are professional medical experts and wanted to make precisely that knowledge, which falls outside of medicine but is essential in medical testimony, more accessible to their junior colleagues. This is knowledge of the rights on which their patients can rely from insurance companies (based on health or invalid insurance) or in court. Such knowledge can also help their patients with legal regulations, ethical principles, and establishing their legal rights.
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