1,583 research outputs found
Web-based Geographical Visualization of Container Itineraries
Around 90% of the world cargo is transported in maritime containers, but only around 2% are physically inspected. This opens the possibility for illicit activities. A viable solution is to control containerized cargo through information-based risk analysis. Container route-based analysis has been considered a key factor in identifying potentially suspicious consignments. Essential part of itinerary analysis is the geographical visualization of the itinerary. In the present paper, we present initial work of a web-based systemâs realization for interactive geographical visualization of container itinerary.JRC.G.4-Maritime affair
Untangling hotel industryâs inefficiency: An SFA approach applied to a renowned Portuguese hotel chain
The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio
Bayesian Network Analysis for Diagnostics and Prognostics of Engineering Systems
Bayesian networks have been applied to many different domains to perform prognostics, reduce risk and ultimately improve decision making. However, these methods have not been applied to military field and human performance data sets in an industrial environment. Methods frequently rely on a clear understanding of causal connections leading to an undesirable event and detailed understanding of the system behavior. Methods may also require large amount of analyst teams and domain experts, coupled with manual data cleansing and classification. The research performed utilized machine learning algorithms (such as Bayesian networks) and two existing data sets. The primary objective of the research was to develop a diagnostic and prognostic tool utilizing Bayesian networks that does not require the need for detailed causal understanding of the underlying system. The research yielded a predictive method with substantial benefits over reactive methods. The research indicated Bayesian networks can be trained and utilized to predict failure of several important components to include potential malfunction codes and downtime on a real-world Navy data set. The research also considered potential error within the training data set. The results provided credence to utilization of Bayesian networks in real field data â which will always contain error that is not easily quantified. Research should be replicated with additional field data sets from other aircraft. Future research should be conducted to solicit and incorporate domain expertise into subsequent models. Research should also consider incorporation of text based analytics for text fields, which was considered out of scope for this research project
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Analysis of new sentiment and its application to finance
This thesis was submitted for the degree of Doctor of philosophy and awarded by Brunel UniversityWe report our investigation of how news stories influence the behaviour of tradable financial assets, in particular, equities. We consider the established methods of turning news events into a quantifiable measure and explore the models which connect these measures to financial decision making and risk control. The study of our thesis is built around two practical, as well as, research problems which are determining trading strategies and quantifying trading risk. We have constructed a new measure which takes into consideration (i) the volume of news and (ii) the decaying effect of news sentiment. In this way we derive the impact of aggregated news events for a given asset; we have defined this as the impact score. We also characterise the behaviour of assets using three parameters, which are return, volatility and liquidity, and construct predictive models which incorporate impact scores. The derivation of the impact measure and the characterisation of asset behaviour by introducing liquidity are two innovations reported in this thesis and are claimed to be contributions to knowledge. The impact of news on asset behaviour is explored using two sets of predictive models: the univariate models and the multivariate models. In our univariate predictive models, a universe of 53 assets were considered in order to justify the relationship of news and assets across 9 different sectors. For the multivariate case, we have selected 5 stocks from the financial sector only as this is relevant for the purpose of constructing trading strategies. We have analysed the celebrated Black-Litterman model (1991) and constructed our Bayesian multivariate predictive models such that we can incorporate domain expertise to improve the predictions. Not only does this suggest one of the best ways to choose priors in Bayesian inference for financial models using news sentiment, but it also allows the use of current and synchronised data with market information. This is also a novel aspect of our work and a further contribution to knowledge.Engineering and Physical Sciences Research Council (EPSRC) and OptiRisk Systems
The History of the Quantitative Methods in Finance Conference Series. 1992-2007
This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.
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