Catálogo de publicaciones - libros

A model of scenario-based line capacity expansion problem for PWB (Printed Wiring Board) assembly systems at the aggregate level is developed. The model synthesizes BOM (Bill Of Material) of product families and machine operation flexibility, thus it is an attempt of integrating strategic capacity planning, aggregate production planning and MPS (Master Production Scheduling), which is an important research topic of production management. Since the resulting model is a large-scale two-stage stochastic mixed integer programming problem, it can not be solved with standard code. An approximate solution procedure is developed, which first reduces the searching space of capacity expansion decision variables to rough addition sets by heuristics, then the rough addition sets are searched through adaptive genetic algorithms. Numerical experiments are presented to show the financial benefit of the model and the feasibility of our approach.

In an information rich world, the task of data analysis is becoming ever more complex. Even with the processing capability of modern technology, more often than not, important details become saturated and thus, lost amongst the volume of data. With analysis problems ranging from discovering credit card fraud to tracking terrorist activities the phrase “a needle in a haystack” has never been more apt. In order to deal with large data sets current approaches require that the data be sampled or summarised before true analysis can take place. In this paper we propose a novel pyramidic method, namely, copasetic clustering, which focuses on the problem of applying traditional clustering techniques to large-scale data sets while using limited resources. A further benefit of the technique is the transparency into intermediate clustering steps; when applied to spatial data sets this allows the capture of contextual information. The abilities of this technique are demonstrated using both synthetic and biological data.

Data mining is widely used in today’s dynamic business environment as a manager’s decision making tool, however, not many applications have been used in accounting areas where accountants deal with large amounts of operational as well as financial data. The purpose of this research is to propose a multiple criteria linear programming (MCLP) approach to data mining for bankruptcy prediction. A multiple criteria linear programming data mining approach has recently been applied to credit card portfolio management. This approach has proven to be robust and powerful even for a large sample size using a huge financial database. The results of the MCLP approach in a bankruptcy prediction study are promising as this approach performs better than traditional multiple discriminant analysis or logit analysis using financial data. Similar approaches can be applied to other accounting areas such as fraud detection, detection of tax evasion, and an audit-planning tool for financially distressed firms.

This study presents a neural network & web-based decision support system (DSS) for foreign exchange (forex) forecasting and trading decision, which is adaptable to the needs of financial organizations and individual investors. In this study, we integrate the back-propagation neural network (BPNN)- based forex rolling forecasting system to accurately predict the change in direction of daily exchange rates, and the Web-based forex trading decision support system to obtain forecasting data and provide some investment decision suggestions for financial practitioners. This research reveals the structure of the DSS by the description of an integrated framework, and meantime we find that the DSS is integrated, user-oriented by its implementation, and practical applications reveal that this DSS demonstrates very high forecasting accuracy and its trading recommendations are reliable.

Data mining usually is considered as application tasks conducted on the top of database management systems. However, this may not always be true. To illustrate this, in this article we examine the issue of conduct data mining in mobile computing environments, where multiple physical copies of the same data object in client caches may exist at the same time with the server as the primary owner of all data objects. By demonstrating what can be mined in such an environment, we point out the important connection of data mining with database implementation. This leads us to take a look at the issue of extending traditional invalid-access prevention policy protocols, which are needed to ensure serializability involving data updates in mobile environments. Furthermore, we provide examples to illustrate how such kind of research can shed light on mobile data mining.

Behavior analysis of credit cardholders is one of the main research topics in credit card portfolio management. Usually, the cardholder’s behavior, especially bankruptcy, is measured by a score of aggregate attributes that describe cardholder’s spending history. In the real-life practice, statistics and neural networks are the major players to calculate such a score system for prediction. Recently, various multiple criteria linear programming based classification methods have been explored for analyzing credit cardholders’ behavior. This paper proposes a multiple criteria non-linear programming (MCNP) approach to discovering the bankruptcy patterns of credit cardholders. A real-life credit database from a major US bank is used for empirical study on MCNP classification. Finally, the comparison of MCNP and other known classification methods is conducted to verify the validation of MCNP method.

In this new hybrid model ofnonlinear classifier, unlike the classical linear classifier where the feature attributes influence the classifying attribute independently, the interaction among the influences from the feature attributes toward the classifying attribute is described by a signed fuzzy measure. An optimized Choquet integral with respect to an optimized signed fuzzy measure is adopted as a nonlinear projector to map each observation from the sample space onto a one-dimensional space. Thus, combining a criterion concerning the weighted Euclidean distance, the new linear classifier also takes account of the elliptic-clustering character of the classes and, therefore, is much more powerful than some existing classifiers. Such a classifier can be applied to deal with data even having classes with some complex geometrical shapes such as crescent (cashew-shaped) classes.

The early and reliable detection and deterrence of malicious attacks, both from external and internal sources are a crucial issue for today’s e-business. There are various methods available today for intrusion detection; however, every method has its limitations and new approaches should still be explored. The objectives of this study are twofold: one is to discuss the formulation of Multiple Criteria Quadratic Programming (MCQP) approach, and to investigate the applicability of the quadratic classification method to the intrusion detection problem. The demonstration of successful Multiple Criteria Quadratic Programming application in intrusion detection can add another option to network security toolbox. The classification results are examined by cross-validation and improved by an ensemble method. The results demonstrated that MCQP is excellent and stable. Furthermore, the outcome of MCQP can be improved by the ensemble method.

The paper is devoted to a visualization-based data mining tool that helps to explore properties of large volumes of data given in the form of relational databases. It is shown how the tool can support the process of exploration of data properties and selecting a small number of preferable items from the database by application a graphic form of goal programming. The graphic Web application server is considered which implements the data mining tool via Internet. Its current and future applications are discussed.

Knowledge Management (KM) with information technology (IT) has made tremendous progresses in recent years. It has helped many people in making decision and transactions. Nevertheless, without continuous expanding and upgrading our habitual domains (HD) and competence set (CS), KM may lead us to decision traps and making wrong decisions. This article introduces the concepts of habitual domains and competence set analysis in such a way that we could see where KM can commit decision traps and how to avoid them. Innovation dynamics, as an overall picture of continued enterprise innovation, is also introduced so that we could know the areas and directions in which KM can make maximum contributions and create value. KM empowered by HD can make KM even more powerful.