Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation

In this paper, the authors use the concept of the population ROC curve to build analytic models of ROC curves. Information about the population properties can be used to gain greater accuracy of estimation relative to the non-parametric methods currently in vogue. If used properly this is particularly helpful in some situations where the number of sick loans is rather small; a situation frequently met in periods of benign macro-economic background.validation; credit analysis; rating model; ROC; Basel II

Structure of Topological Lattice Field Theories in Three Dimensions

We construct and classify topological lattice field theories in three dimensions. After defining a general class of local lattice field theories, we impose invariance under arbitrary topology-preserving deformations of the underlying lattice, which are generated by two new local lattice moves. Invariant solutions are in one--to--one correspondence with Hopf algebras satisfying a certain constraint. As an example, we study in detail the topological lattice field theory corresponding to the Hopf algebra based on the group ring \C[G], and show that it is equivalent to lattice gauge theory at zero coupling, and to the Ponzano--Regge theory for $G=$SU(2).Comment: 63 pages, 46 figure

Exact solutions of semilinear radial Schrodinger equations by separation of group foliation variables

Explicit solutions are obtained for a class of semilinear radial Schrodinger equations with power nonlinearities in multi-dimensions. These solutions include new similarity solutions and other new group-invariant solutions, as well as new solutions that are not invariant under any symmetries of this class of equations. Many of the solutions have interesting analytical behavior connected with blow-up and dispersion. Several interesting nonlinearity powers arise in these solutions, including the case of the critical (pseudo-conformal) power. In contrast, standard symmetry reduction methods lead to nonlinear ODEs for which few if any explicit solutions can be derived by standard integration methods.Comment: typos have been corrected; 30 pages, 3 tables; published versio

China on the move : travel, exile, and migration in Chinese literature and film of the 20th century

During no previous century in China’s long history has society experienced more profound and far-reaching changes than during that nation’s long twentieth century. The contact with Western modernity and institutional change during the late Qing dynasty, the end of dynastic rule and the birth of the Republic, the Pacific War and the Civil War, the founding of the People’s Republic of China (PRC), Taiwan’s gradual democratization and finally the era of opening and reform in China under Deng Xiaoping 鄧小平 (1904−97) and the ensuing economic rise are only some of the key historical events that have profoundly transformed Chinese society and culture. What these events have in common is that they all gave rise to various forms of displacement, both voluntary and involuntary, and both internally within China proper as well as from China to the outside world. This special issue intends to explore the degree to which displacement in the form of travel, migration, and exile has given rise to modern literary and cinematic works and how intellectuals, writers, and filmmakers have responded to the various forms of displacement in their works. The theme of this special issue is deliberately broad in scope. The editors believe that only if studied over the entire span of the twentieth century and in all its various facets can the impact of displacement on the creative imagination of Chinese writers and filmmakers be adequately explored

An Unsupervised Feature Learning Approach to Improve Automatic Incident Detection

Sophisticated automatic incident detection (AID) technology plays a key role in contemporary transportation systems. Though many papers were devoted to study incident classification algorithms, few study investigated how to enhance feature representation of incidents to improve AID performance. In this paper, we propose to use an unsupervised feature learning algorithm to generate higher level features to represent incidents. We used real incident data in the experiments and found that effective feature mapping function can be learnt from the data crosses the test sites. With the enhanced features, detection rate (DR), false alarm rate (FAR) and mean time to detect (MTTD) are significantly improved in all of the three representative cases. This approach also provides an alternative way to reduce the amount of labeled data, which is expensive to obtain, required in training better incident classifiers since the feature learning is unsupervised.Comment: The 15th IEEE International Conference on Intelligent Transportation Systems (ITSC 2012