Constructing Intelligent Credit Rating Prediction Models by the Application of Financial Variables

In reviewing the history of the Asian financial markets, the financial systems of the nations in Asia suffered great losses and even became credit crisis when the jeopardizations of the heavy wave of the Asian Financial Crisis in 1997, the financial turmoil originated from a US subprime mortgage crisis in the middle of 2007-2009, and the crisis of Dubai debt default in recent days, particularly in the case of banks. It is shown that the negative economic effects of banks are far over those of the general firms, and thus to urgently look reliably forecasting tools providing objective information in assessing the operating performance, financial status, and solvency of banks is needed by the investors. Hence, it is desired to have an early warning system that identifies potential bank failure or high-risk banks through the traits of financial information from an intelligent perspective for surviving in such a continuously changing environment of financial markets. Under this context, the proposal aims to forecast the credit rating by the applications of financial ratios that will be extracted from the publicly financial reports in the Asian banking industry from a well-known BANKSCOPE database. Previously, numerous models have been proposed to deal with credit rating problems, but these models suffer three key drawbacks: (1) Statistical techniques rely on the restrictive assumptions on linear separability, multivariate normality, and independence of the predictive variables; (2) some research results lack explanatory and interpretative power; and (3) too numerous variables are used in establishing the classification model, resulting in high dimensions and complex data, as well as a failure to fully differentiate the significance of attributes and understand the cause-effect relationships among attributes. Therefore, to reconcile these aforementioned shortcomings, the proposal offers two intelligent hybrid models based on artificial intelligence techniques to combine experiential knowledge, feature selection, discretization methods, rule filter, artificial neural networks, and rough set theory. The hybrid models provide comprehensible decision rules as knowledge-based systems for interested parties and offer a suitable method for a classification knowledge discovery of credit rating in the Asian banking industry.[[abstract]]回顧亞洲金融市場歷史裡，歷經1997 年亞洲金融風暴、2007-2009 年美國次貸危機的金 融大海嘯和最近杜拜倒債危機等，這些驚濤巨浪席捲全亞洲，造成很多國家金融體系蒙 受巨大損失，其中以銀行業所受影響最大。以上訊息得知，銀行業受負面影響遠較一般 公司深，突顯投資人對銀行業經營績效、財務狀況和償債能力等資訊掌控之強烈需求， 渴望擁有一套有效早期預警制度，免除遭受巨額投資損失之風險。這樣的概念下，本研 究藉由世界著名BANKSCOPE 金融資料庫蒐集亞洲銀行業財務報表和財務比率資料建 立債信評比預測模型。過去債信評比文獻存在三種主要缺點: (1) 統計技術於資料分配受 到假設條件限制，如線性可分割、多變量常態性和變數獨立性等；不幸地，複雜金融環 境而言，常違反上述假設限制；(2) 研究結果缺乏解釋能力；和(3) 建構解決相關金融 財務問題的模型之影響變數太多，導致高資料量和高維度屬性。為改善以上缺點，本研 究擬提出二個智慧混合式預測模型，結合專業知識、屬性選取方法、資料離散方法、規 則過濾器、類神經網路和粗糙集理論等技術優點，提供有價值的資訊和可理解的決策規 則予利害關係人，做為正確投資或決策規劃之參考

Investigation on Bending Characteristics of Terahertz Pipe Waveguides

Developments and applications of terahertz (THz) technology have attracted growing interests in recent years. Almost all current THz systems use free space for THz wave propagation because of the lack of low-loss THz waveguides as an alternative. The THz pipe waveguide, one recently proposed novel hollow waveguiding structure, has been demonstrated theoretically and experimentally to achieve very low propagation losses under straight condition, and is thus promising for future THz applications. However, in practical system architectures, waveguides often suffer bending. Hence, it is important to further clarify the transmission characteristics of the THz pipe waveguides under bent condition. The purpose of this two-year research is to investigate the bending characteristics of the THz pipe waveguides theoretically and numerically. In the first year, a full-vectorial mode solver suitable for analyzing bent waveguides will be implemented first. Then, by using the mode solver as a numerical research tool, the eigenmode analysis will be conducted to investigate various characteristics of the pure bent THz pipe waveguides, which include modal distributions and bending losses of the fundamental and higher-order modes, effects of polarization, and effects of various waveguide structure parameters such as air-core diameter, cladding thickness, and cladding refractive index. In the second year, a new full-vectorial beam propagation method for bent waveguide analysis will be first proposed and then implemented. By using the proposed beam propagation method as a numerical research tool, the beam propagation analysis will be conducted to examine the case where a straight THz pipe waveguide is connected to a bent one. Investigations will include observing the transient behaviors of the straight-to-bent structure, simulating the transmission losses arisen from the mode mismatch of the fundamental modes between the straight and the bent THz pipe waveguides, calculating the excited modal powers of the higher-order modes of the bent waveguides, and finding an optimal offset value between the straight and the bent waveguides to minimize the transmission losses. With the execution of this two-year research, bending characteristics of the THz pipe waveguides can be thoroughly investigated, and the research results can be used as a reference for optimal system design in practical THz applications.[[abstract]]近年來，兆赫波技術的發展與應用日益受到重視。但對兆赫波系統而言，始終缺乏低損 耗的波導，藉以有效地傳導兆赫波。兆赫波管狀波導是最近提出的一種新型空心波導結構， 理論與實驗均證實它在筆直狀態下的損耗相當低，極具應用潛力。然而在實際系統中，波導 通常會被彎曲。因此本計畫預計以兩年為期，從理論方面進一步研究兆赫波管狀波導在彎曲 情況下的傳輸特性。第一年，首先將建立一個適用於彎曲波導的解模態器電磁數值程式，然 後以此解模態器為數值研究工具，對純粹彎曲的管狀波導進行本徵模態分析，研究基本模態 與高階模態的能量分布與彎曲損耗、電場極化方向的影響、各種結構參數的影響等特性。第 二年，將先提出一種適用於彎曲波導的波束傳播法電磁數值方法，並建立其程式。然後以此 波束傳播法為數值研究工具，對包括筆直管狀波導與彎曲管狀波導在內整體的彎曲結構進行 波束傳播分析，計算筆直波導與彎曲波導銜接時由於模態不匹配所產生的傳輸損耗、彎曲波 導中高階模態被激發的能量、並決定筆直波導與彎曲波導銜接的最佳相對位置。此二年期計 畫之執行，不僅可以精確瞭解兆赫波管狀波導在彎曲情況下的各項特性，同時可以為實際兆 赫波系統的應用，提供參數最佳化的設計參考

Reliability Assessment of the Serviceability Performance for Deep Excavation

In recent years, there has been growing recognition that the performance-based approach to geotechnical design could offer much insight and benefit to complement the traditional factor-of-safety approach. The rational performance-based approach verification are ultimate limit state and serviceability limit state. The design of excavation have to consider ultimate limit sate to avoid collapse and control ground movements to maintain the integrity of structure adjacent to excavation by considering serviceability limit state. In excavation design, the serviceability limit state is the governing criterion, particularly for the cases of the congested urban area. However, no procedures are currently available for assessing serviceability reliability of braced excavation system. The main objective of the proposed research is to establish a framework with which the performance of geotechnical structures such as braced excavation system, in terms of the serviceability reliability, can be assessed. The project, if successfully that will significantly improve the lack of traditional analysis. The developed framework provides engineers with a ability to assess the reliability of deep excavation and its impact on adjacent buildings. The improved geotechnical practice in excavation can aid in protecting public from loss of life and property damage.[[abstract]]近年來；工程界已意識到性能設計相對於傳統的安全係數設計，有較佳的優勢，也 成為各國規範發展的主流，而性能設計則以極限限度狀態和服務限度狀態為基礎。深開 挖工程的極限限度狀態設計，是為避免開挖系統的崩潰，服務限度狀態設計則是要控制 地盤變位，以保護鄰產安全。在都會地區進行深開挖工程，通常是以服務限度狀態作為 工程成功與否的指標。然而截至目前為止，仍未有一個系統化的程序，可以評估深開挖 工程服務限度狀態的可靠度。有鑑於此；本研究計畫的目的，在於發展一個可以評估深 開挖工程服務限度狀態可靠度的方法，並建立評估鄰產因深開挖引致的地盤變位，造成 服務性損失機率的程序。本計畫的研究成果可以顯著改善傳統分析方法的缺失，令大地 工程師具備評估工程設計對鄰產衝擊的能力，並避免大眾生命及財產的損失