Monday, February 7, 2011

Neural Networks in Business: Techniques and Applications






Table of Contents
Preface ....................................................................................................... vii
Kate A. Smith, Monash University, Australia
Jatinder N. D. Gupta, Ball State University, USA
Acknowledgements ...................................................................................... xi
Section I: Introduction
Chapter 1: Neural Networks for Business: An Introduction ................. 1
Kate A. Smith, Monash University, Australia
Section II: Applications to Retail Sales and Marketing
Chapter 2: Predicting Consumer Retail Sales Using Neural
Networks ....................................................................................................... 26
G. Peter Zhang, Georgia State University, USA
Min Qi, Kent State University, USA
Chapter 3: Using Neural Networks to Model Premium Price Sensitivity
of Automobile Insurance Customer ......................................................... 41
Ai Cheo Yeo, Kate A. Smith, and Robert J. Willis
Monash University, Australia
Malcolm Brooks, Australian Associated Motor Insurers, Australia
Chapter 4: A Neural Network Application to Identify High-Value
Customers for a Large Retail Store in Japan.......................................... 55
Edward Ip, University of Southern California, USA
Joseph Johnson, University of Miami, USA
Katsutoshi Yada, Kansai University, Japan
Yukinobu Hamuro, Osaka Sangyo University, Japan
Naoki Katoh, Kyoto University, Japan
Stephane Cheung, University of Southern California, USA
Chapter 5: Segmentation of the Portuguese Clients of Pousadas de
Portugal ....................................................................................................... 70
Margarida G. M. S. Cardoso, Instituto Superior de Ciências
do Trabalho e Emprego, Portugal
Fernando Moura-Pires, Universidade de Évora, Portugal
Chapter 6: Neural Networks for Target Selection in Direct
Marketing ..................................................................................................... 89
Rob Potharst and Uzay Kaymak
Erasmus University Rotterdam, The Netherlands
Wim Pijls, Erasmus University Rotterdam, The Netherlands
Section III: Applications to Risk Assessment
Chapter 7: Prediction of Survival and Attrition of Click-and-Mortar
Corporations ............................................................................................... 112
Indranil Bose and Anurag Agarwal
University of Florida, USA
Chapter 8: Corporate Strategy and Wealth Creation: An Application of
Neural Network Analysis ......................................................................... 124
Caron H. St. John and Nagraj (Raju) Balakrishnan
Clemson University, USA
James O. Fiet, University of Louisville, USA
Chapter 9: Credit Rating Classification Using
Self-Organizing Maps ................................................................................ 140
Roger P. G. H. Tan, Robeco Group, The Netherlands
Jan van den Berg and Willem-Max van den Bergh
Erasmus University Rotterdam, The Netherlands
Chapter 10: Credit Scoring Using Supervised and Unsupervised Neural
Networks .....................................................................................................154
David West and Cornelius Muchineuta
East Carolina University, USA
Chapter 11: Predicting Automobile Insurance Losses Using ........... 167
Artificial Neural Networks
Fred L. Kitchens, Ball State University, USA
John D. Johnson, University of Mississippi, USA
Jatinder N. D. Gupta, Ball State University, USA
Section IV: Applications to Financial Markets
Chapter 12: Neural Networks for Technical Forecasting of Foreign
Exchange Rates .........................................................................................189
JingTao Yao, Massey University, New Zealand
Chew Lim Tan, National University of Singapore, Singapore
Chapter 13: Using Neural Networks to Discover Patterns in International
Equity Markets: A Case Study................................................................205
Mary E. Malliaris and Linda Salchenberger
Loyola University Chicago, USA
Chapter 14: Comparing Conventional and Artificial Neural
Network Models for the Pricing of Options ..........................................220
Paul Lajbcygier, Monash University, Australia
Chapter 15: Combining Supervised and Unsupervised Neural
Networks for Improved Cash Flow Forecasting ..................................236
Kate A. Smith and Larisa Lokmic
Monash University, Australia
About the Authors .....................................................................................245
Index .....................................................................................................255

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Ad Hoc and Sensor Networks, Theory and Applications







Contents
Preface vii
Acknowledgements xi
1. Introduction 1
1.1 Introduction 1
1.2 The Communication Puzzle 4
1.3 Applications of MANETs 7
1.4 Challenges 8
1.4.1 Scalability 9
1.4.2 Quality of Service 9
1.4.3 Client-Server Model Shift 10
1.4.4 Security 10
1.4.5 Interoperation with the Internet 11
1.4.6 Energy Conservation 11
1.4.7 Node (MH) Cooperation 12
1.4.8 Interoperation 12
1.5 Book Organization 13
1.6 Conclusions and Future Directions 16
Homework Questions/Simulation Projects 17
References 17
2. Routing in Ad Hoc Networks 19
2.1 Introduction 19
2.2 Topology-Based versus Position-Based Approaches 20
2.3 Topology-Based Routing Protocols 22
2.3.1 Proactive Routing Approach 22
2.3.2 Reactive Routing Approach 28
2.3.3 Hybrid Routing Approach 37
2.3.4 Comparison 42
2.4 Position-Based Routing 42
2.4.1 Principles and Issues 43
2.4.2 Location Services 44
2.4.3 Forwarding Strategies 50
2.4.4 Comparisons 62
2.5 Other Routing Protocols 67
2.5.1 Signal Stability Routing 67
2.5.2 Power Aware Routing 68
2.5.3 Associativity-Based Routing 68
2.5.4 QoS Routing 69
2.6 Conclusion and Future Directions 74
Homework Questions/Simulation Projects 75
References 75
3. Broadcasting, Multicasting and Geocasting 80
3.1 Introduction 80
3.2 The Broadcast Storm 82
3.2.1 Broadcasting in a MANET 83
3.2.2 Flooding-Generated Broadcast Storm 84
3.2.3 Redundancy Analysis 85
3.2.4 Rebroadcasting Schemes 87
3.3 Multicasting 97
3.3.1 Issues in Providing Multicast in a MANET 97
3.3.2 Multicast Routing Protocols 98
3.3.3 Comparison 124
3.4 Geocasting 124
3.4.1 Geocast Routing Protocols 126
3.4.2 Comparison 134
3.5 Conclusion and Future Directions 135
Homework Questions/Simulation Projects 136
References 137
4. Wireless LANs 141
4.1 Introduction 141
4.2 Why Wireless LANs 142
4.3 Transmission Techniques 144
4.3.1 Wired 144
4.3.2 Wireless 145
4.4 Medium Access Control Protocol Issues 150
4.4.1 Hidden Terminal Problem 150
4.4.2 Reliability 152
4.4.3 Collision Avoidance 153
4.4.4 Congestion Avoidance 153
4.4.5 Congestion Control 154
4.4.6 Energy Efficiency 154
4.4.7 Other MAC Issues 155
4.5 The IEEE 802.11 Standard for Wireless LANs 155
4.5.1 Network Architecture 158
4.5.2 The Physical Layer 159
4.5.3 The MAC Layer 172
4.5.4 Security 187
4.5.5 System Design Considerations 192
4.5.6 An Overview of Past and Present IEEE 802.11 Efforts.. 195
4.5.7 The IEEE 802.lie MAC Protocol 201
4.6 Enhancement to IEEE 802.11 MAC 205
4.6.1 Power Control 205
4.6.2 Spatial Reusability 210
4.6.3 QoS Provisioning 215
4.7 The HIPERLAN/2 Standard for Wireless LANs 218
4.7.1 Physical Layer 218
4.7.2 MAC Layer 220
4.8 Conclusions and Future Directions 222
Homework Questions/Simulation Projects 222
References 223
5. Wireless PANs 227
5.1 Introduction 227
5.2 Why Wireless PANs 228
5.3 The Bluetooth Technology 229
5.3.1 History and Applications 230
5.3.2 Technical Overview 231
5.3.3 The Bluetooth Specifications 238
5.3.4 Piconet Synchronization and Bluetooth Clocks 241
5.3.5 Master-Slave Switch 242
5.3.6 Bluetooth Security 243
5.4 Enhancements to Bluetooth 252
5.4.1 Bluetooth Interference Issues 252
5.4.2 Intra and Inter Piconet Scheduling 258
5.4.3 Bridge Selection 270
5.4.4 Traffic Engineering 274
5.4.5 QoS and Dynamic Slot Assignment 278
5.4.6 Scatternet Formation 280
5.5 The IEEE 802.15 Working Group for WPANs 282
5.5.1 The IEEE 802.15.3 284
5.5.2 The IEEE 802.15.4 287
5.6 Comparison between WPAN Systems 293
5.6.1 Range 293
5.6.2 Data Rate 294
5.6.3 Support for Voice 294
5.6.4 Support for LAN Integration 295
5.6.5 Power Management 295
5.6.6 Comparison and Summary of Results 296
5.7 WLANs versus WPANs 297
5.8 Conclusion and Future Directions 299
Homework Questions/Simulation Projects 299
References 300
6. Directional Antenna Systems 305
6.1 Introduction 305
6.2 Antenna Concepts 307
6.2.1 Gain 308
6.2.2 Radiation Pattern 309
6.2.3 Beam Width 310
6.3 Evolution of Directional Antenna Systems 310
6.3.1 Sectorized Antenna Systems 310
6.3.2 Diversity Antenna Systems 311
6.3.3 Smart Antenna Systems 311
6.4 Advantages of Using Directional Antennas 314
6.5 Directional Antennas for Ad Hoc Networks 315
6.5.1 Antenna Models 316
6.6 Protocol Issues on the Use of Directional Antennas 319
6.6.1 Directional Neighborhood 320
6.6.2 New Types of Hidden Terminal Problems 321
6.6.3 Deafness 325
6.7 Broadcasting 326
6.7.1 Broadcasting Protocols 327
6.8 Medium Access Control 333
6.8.1 Single Channel 333
6.8.2 Multi-Channel 343
6.8.3 Other Protocols 345
6.9 Routing 347
6.9.1 Protocols 347
6.10 Conclusions and Future Directions 350
Homework Questions/Simulation Projects 351
References 352
7. TCP over Ad Hoc Networks 354
7.1 Introduction 354
7.2 TCP Protocol Overview 355
7.2.1 Designed and Fine-Tuned to Wired Networks 356
7.2.2 TCP Basics 357
7.2.3 TCP Header Format 358
7.2.4 Congestion Control 361
7.2.5 Round-Trip Time Estimation 363
7.3 TCP and MANETs 364
7.3.1 Effects of Partitions on TCP 366
7.3.2 Impact of Lower Layers on TCP 370
7.4 Solutions for TCP over Ad Hoc 383
7.4.1 Mobility-Related 383
7.4.2 Fairness-Related 389
7.5 Conclusions and Future Directions 396
Homework Questions/Simulation Projects 399
References 400
8. Wireless Sensor Networks 403
8.1 Introduction 403
8.2 The Mica Mote 405
8.3 Sensing and Communication Range 405
8.4 Design Issues 408
8.4.1 Challenges 412
8.5 Energy Consumption 416
8.6 Clustering of Sensors 420
8.6.1 Regularly placed sensors 421
8.6.2 Heterogeneous WSNs 425
8.6.3 Mobile Sensors 426
8.7 Applications 429
8.7.1 Habitat Monitoring 430
8.7.2 A Remote Ecological Micro-Sensor Network 432
8.7.3 Environmental Monitoring 432
8.7.4 Drinking Water Quality 435
8.7.5 Disaster Relief Management 435
8.7.6 Soil Moisture Monitoring 436
8.7.7 Health Care Monitoring 437
8.7.8 Building, Bridge and Structural Monitoring 437
8.7.9 Smart Energy and Home/Office Applications 439
8.7.10 DARPA Efforts towards Wireless Sensor Networks.... 439
8.7.11 Body Area Network 441
8.8 Conclusions and Future Directions 442
Homework Questions/Simulation Projects 443
References 444
9. Data Retrieval in Sensor Networks 448
9.1 Introduction 448
9.2 Classifications of WSNs 450
9.2.1 Architecture of Sensor Networks 451
9.2.2 Network Architecture 452
9.2.3 Physical Layer 455
9.3 MAC Layer 455
9.3.1 Design Issues 457
9.3.2 MAC Protocols 458
9.3.3 Link Layer 469
9.4 Routing Layer 469
9.4.1 Network Structure Based 471
9.4.2 Flat versus Hierarchical 490
9.4.3 Multipath-Based Routing 495
9.4.4 Query-Based Routing 499
9.4.5 Location-Based Routing 500
9.4.6 Transport Layer 500
9.5 High-Level Application LayerSupport 501
9.5.1 Distributed Query Processing 501
9.5.2 Sensor Databases 501
9.5.3 Distributed Applications 502
9.5.4 In-Network Processing 503
9.5.5 Security 506
9.6 Adapting to the Inherent Dynamic Nature of WSNs 507
9.7 Conclusions and Future Directions 508
Homework Questions/Simulation Projects 508
References 509
10. Security 515
10.1 Introduction 515
10.2 Distributed Systems Security 516
10.3 Security in Ad Hoc Networks 518
10.3.1 Requirements 518
10.3.2 Security Solutions Constraints 520
10.3.3 Challenges 521
10.3.4 Authentication 523
10.4 Key Management 524
10.4.1 Conceptual Background 525
10.4.2 Diffie-Hellman Key Agreement 527
10.4.3 N-Party Diffie-Hellman Key Agreement 529
10.4.4 The Ingemarsson Protocol 533
10.4.5 The Burmester and Desmedt Protocol 535
10.4.6 The Hypercube Protocol 536
10.4.7 The Octopus Protocol 538
10.4.8 The CLIQUES Protocol Suite 542
10.4.9 The Tree-Based Generalized Diffie-Hellman Protocol. 548
10.5 Secure Routing 550
10.5.1 Problems Affecting Secure Ad Hoc Routing 551
10.5.2 Secure Routing Protocols 556
10.5.3 The Wormhole Attack 577
10.6 Cooperation in MANETs 578
10.6.1 CONFID ANT 579
10.6.2 Token-Based 580
10.7 Wireless Sensor Networks 582
10.7.1 WSN Security 582
10.7.2 Key Distribution and Management 584
10.8 Intrusion Detection Systems 587
10.8.1 Overview 588
10.8.2 Unsuitability of Current IDS Techniques 589
10.8.3 An IDS Architecture for Ad Hoc Networks 589
10.8.4 Anomaly Detection 593
10.9 Conclusions and Future Directions 594
Homework Questions/Simulation Projects 595
References 596
11. Integrating MANETs, WLANs and Cellular Networks 598
11.1 Introduction 598
11.2 Ingredients of a Heterogeneous Architecture 600
11.2.1 Mobile User Stations 601
11.2.2 Base Station and Access Point 602
11.2.3 Core IP Network (CN) 603
11.2.4 Possible Communication Scenarios 603
11.2.5 Design Factors 605
11.3 Protocol Stack 606
11.3.1 The Physical Layer 607
11.3.2 The Data Link Layer 608
11.3.3 The Network Layer 610
11.3.4 Transport Layer 619
11.3.5 Application Layer 620
11.3.6 Mobility and Connection Management 621
11.4 Comparison of the Integrated Architectures 625
11.5 Conclusions and Future Directions 629
Homework Questions/Simulation Projects 629
References 630

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Developing Visual Studio .NET Macros and Add-Ins







Acknowledgments xiii
About the Author xv
Introduction xvii
Part 1 Automating Your Work 1
Chapter 1 All about Macros and Add-ins 3
What Are Macros and Add-ins? 4
Why Use Macros and Add-ins? 4
Automating Your Work with Macros 5
Enhancing the IDE with Add-ins 7
Online Help for Macros and Add-ins 8
Other Ways to Customize Visual Studio .NET 9
Manipulating the Windows 10
Managing the Toolbars and Commands 17
Customizing the Menus 22
Moving Forward 26
Chapter 2 Just Enough VB.NET 27
VB.NET Subroutines and Functions 29
VB.NET Variables 30
Arrays in VB.NET 34
Strings in VB.NET 36
VB.NET Control Structures 40
Conditional Statements 40
Loop Statements 41
Exceptions 43
Classes in VB.NET 44
Other VB.NET Topics 46
Moving Forward 48
Chapter 3 Introducing the Visual Studio Macro IDE 49
The Macro System and the Main IDE 49
Macro Development Divisions 51
Projects and Modules 51
Class Files and Code Files 53
Scoping 53
Working with the Macros IDE 54
The Parts of the Macros IDE 55
Managing Projects and Modules 56
Creating a New Project 57
Loading and Unloading Projects 57
Saving Your Project 58
Default Macro Location 59
Creating a New Module 59
Renaming Projects and Modules 59
Deleting a Module 60
Running a Macro 60
Stopping a Macro 61
Using the Code Editor in the Macros IDE 62
Collapsible Code 62
Working with Blocks of Code 63
Debugging a Macro 63
Working with the Macro Explorer 64
Quickly Recording a Temporary Macro 66
Selecting the Recording Project 67
Recording a Macro 67
Editing the Temporary Macro 68
Assigning Shortcut Keys to Your Macros 70
Moving Forward 71
Chapter 4 Macros That Interact with the User 73
Referencing Assemblies and Macro Projects 73
Referencing External Assemblies 74
Referencing Items in Other Macro Projects 75
Referencing One of Your Own Assemblies 77
Creating Windows and Forms 83
Getting Input from a User 83
Creating a Form 84
Displaying Standard Dialog Boxes 85
Working with System Event Handlers 87
Categories of Events 88
Moving Forward 93
Chapter 5 Just Enough .NET Architecture 95
Getting to Know Microsoft .NET 95
Common Language Runtime 96
.NET Class Library 97
Packaging Your Software: Assemblies and Manifests 98
Looking at an Assembly 99
Organizing Multiple Versions of an Assembly 100
.NET and OLE/COM 101
Globally Unique Identifiers 102
Building an Assembly from a COM Component 102
Macro and Add-in Models 103
Visual Studio Packages 104
Visual Studio Project Types 104
Accessing Project Types Not Supported by the Macros IDE 106
Accessing the Project Object 107
Accessing Visual Basic and C# Projects 108
Accessing C++ Projects 109
Macro IDE Automation Model 112
Moving Forward 113
Part 2 Enhancing Visual Studio 115
Chapter 6 Introducing Add-ins 117
About Add-ins 117
Startup and Shutdown 119
Invoking Your Add-in 120
Interacting with the IDE 121
Creating Custom Options Pages 123
Creating Tool Windows 124
Add-ins and the Command System 124
Wizards 125
Add-ins Are COM Components 126
Creating an Add-in 129
Using the Wizard 130
Building and Running the Add-in 136
Managing Add-ins 137
Moving Forward 138
Chapter 7 Creating Add-ins for the IDE 139
Building an Add-in in C++ 139
Including a GUI with Your Add-in 140
Working with Commands 141
Using the Forms Library 141
Building a Tool Window 145
Using the Form Designer with a Tool Window 153
Moving Forward 159
Chapter 8 Life Cycles, Debugging, and Satellite DLLs 161
The Life Cycle of an Add-in 161
Debugging an Add-in 162
Keeping the Registry Clean 163
Debugging the Command-Line Version 163
Debugging the Command-Line Add-in 164
Setting Up Multiple Debug Configurations 165
Creating a Satellite DLL for Resources 167
About Culture-Specific Information 168
Valid Culture Identifiers 169
Adding Culture-Specific Resources in .NET 170
Forms and Multiple Languages 170
Adding Cultural Assemblies in General 171
Making Your Add-ins Multilingual 175
Moving Forward 184
Chapter 9 Manipulating Solutions and Projects 185
Determining the Currently Selected Project 186
Manipulating a Project’s Items 188
Manipulating a Project’s Settings 193
Accessing and Setting Configuration Properties 195
Adding Configurations 198
Configuring Projects at the Solution Level 200
Configuring Individual Files 201
Manipulating Language-Specific Information 205
Moving Forward 206
Chapter 10 Programming the Document and User Interface Objects 207
Managing Documents with the Document Classes 207
The Form Editor and Documents 209
Opening or Creating a Document 210
Processing Text 212
The EditPoint, TextPoint, and VirtualPoint Objects 218
Working with Multiple Windows and Panes 221
Navigating the User Interface Hierarchy 223
Finding a Hierarchy Item 226
Finding an Item Using Regular Expressions 226
Selecting a Hierarchy Item 228
Collapsing Nodes 230
Moving Forward 231
Chapter 11 The CodeModel and Build Objects 233
Manipulating Code with the CodeModel 234
A FileCodeModel Add-in 237
Working with Build Objects 248
Spawning a Build Process 250
Building with the SolutionBuild Object 252
More on the SolutionBuild Object 252
Moving Forward 254
Chapter 12 Creating Project Wizards 255
Dissecting the Wizard Directory Structure 256
Wizard File Interactions and Symbols 259
Rendering the Template Files 263
Wizard Properties 267
A Script Wizard Tutorial 269
The common.js File 276
Viewing Your HTML Files 279
Moving Forward 281
Part 3 VS.NET and Other Products 283
Chapter 13 Writing .NET Add-ins for Microsoft Office 285
Introducing Office Add-ins 285
Writing Add-ins for Other Products 287
Preparing the Office Application 287
Creating the Add-in 288
Adding References to Office Products 291
Writing the Add-in 295
Debugging for Multiple Products 301
Responding to Office Events 303
Moving Forward 311
Chapter 14 Integrating Visual Studio .NET with Microsoft Office 313
Adding a Spelling Checker 314
Integrating an Excel Spreadsheet 322
Automating from Macros 326
Moving Forward 333
Chapter 15 Integrating with Other Products 335
Windows Script Host 335
Delphi 338
Python 340
Script Explorer Add-in 343
Moving Forward 352
Part 4 Deploying and Supercharging 353
Chapter 16 Deploying Your Macros and Add-ins 355
All about Security and Add-ins 355
.NET Security 356
Valid and Verified .NET Code 357
Security Permissions 357
Security Administration for .NET 358
Security in Action 359
COM Security 362
Deploying Macros 364
Setting Up the Deployment Project 365
Adding a Shortcut to the .vsmacros File 370
Creating the Custom Action Project 371
Moving Forward 375
Chapter 17 Supercharging Visual Studio .NET 377
Creating an Options Page for Your Add-in 377
Another Useful Add-in 388
Third-Party Add-ins 392
Exploring the CLI 393
Understanding the CLI 394
Other Languages and the CLI 394
Wrap-up 395
Appendix A Class and Object Quick Reference 397
Root DTE Object 397
DTE Properties 397
DTE Methods 400
Other EnvDTE Objects 401
Enumerations 402
Index 409

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Sunday, February 6, 2011

The Network Society







CONTENTS
1 Introduction 1
A New Infrastructure for Society 1
A Second Communications Revolution? 3
Characteristics of the New Media 6
Communication Capacities of the New Media 13
The Nature and Design of this Book 17
2 Networks: The Nervous System of Society 19
The Network Society and Other Classifications 19
A Short History of the Human Web 21
Networks at All Levels 24
Causes of the Rise of Networks 29
From Mass Society to Network Society 32
Changing Relations in the Network Society 37
3 Technology 42
Introduction 42
Technical Foundations of the Network Society 43
Telecommunication Networks 46
Data Communication Networks 48
Mass Communication Networks 51
Integrated Networks 53
Multimedia and Broadband Networks 55
Future Trends 58
4 Economy 61
Introduction 61
Causes of the Current Communications Revolution 62
A Flow Economy 65
Markets, Hierarchies and Networks 72
A New Economy? 76
The Producers: From Infrastructure to Service Providers 81
The Consumers: Pushers and Pulled 89
Conclusions 93
5 Politics and Power 95
Introduction 95
The Vulnerability of Networks 96
The Spread and Concentration of Politics 98
The Claims of E-Government and Digital Democracy 103
Power in the Organization 108
Privacy and Personal Autonomy 112
Conclusions 125
6 Law 127
Introduction 127
The Law Undermined by Networks 128
Who Rules the Internet? 130
Information and Communication Freedom 137
Rights of Ownership 143
The Right to Privacy 149
Conclusions 154
7 Social Structure 156
Introduction 156
Space and Time in the Network Society 157
The Blurring Spheres of Living 161
Communities and Social Relations 165
Unity and Fragmentation: A New Social Cohesion 171
Networks and Social (In)equality 174
The Digital Divide 177
The Instability of the Network Society 186
Conclusions 188
8 Culture 190
Introduction 190
Living in a Digital Culture 191
The Quantity and Quality of New Media Content 199
Changing Media Use 204
Conclusions 208
9 Psychology 210
Introdution 210
Perception and the New Media 211
Cognition and the New Media 217
Learning with the New Media 224
The Social Psychology of CMC 226
Changes in the Human Personality? 233
Conclusions 238
10 Conclusions and Policy Perspectives 240
Introduction 240
General Conclusions 240
The Information and Network Society in North America,
Europe, East Asia and the Third World 244
Policy Perspectives for the Network Society 253
Glossary 264
References 272
Index 288

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The Executives Guide to Information Technology







Contents
P ART I
The Effective IT Organization
1 The IT Dilemma 3
2 Sources and Causes of IT Ineffectiveness 18
3 Information Technology Costs 35
P ART II
Managing the IT Department
4 The IT Organization 63
5 The IT Director 94
6 IT Direction and Standard Setting 112
7 IT Operations 151
8 Application Management 187
9 IT Human Resource Practices 220
10 Vendor Selection 257
11 Vendor Management 322
P ART III
Senior Executive IT Management
12 Working with the Business 345
13 IT Budgeting and Cost Management 357
14 Effective Decision Making and Risk Management 385
15 IT Demand Management and Project Prioritization 400
16 IT Performance Measurement 432
17 IT Steering Committee 460
A PPENDIX
IT Toolkit 477
Index 481

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Saturday, February 5, 2011

SQL Bible







by Alex Kriegel and Boris M. Trukhnov ISBN:0764525840
John Wiley & Sons © 2003 (831 pages)
This definitive volume contains all the information you need to understand and use SQL and its implementations in accordance with the established SQL99 standard.

CD Content



Table of Contents
SQL Bible
Preface
Part I - SQL Basic Concepts and Principles
Chapter 1 - SQL and Relational Database Management Systems (RDBMS)
Chapter 2 - Fundamental SQL Concepts and Principles
Chapter 3 - SQL Data Types
Part II - Creating and Modifying Database Objects
Chapter 4 - Creating RDBMS Objects
Chapter 5 - Altering and Destroying RDBMS Objects
Part III - Data Manipulation and Transaction Control
Chapter 6 - Data Manipulation Language (DML)
Chapter 7 - Sessions, Transactions, and Locks
Part IV - Retrieving and Transforming Data
Chapter 8 - Understanding SELECT Statement
Chapter 9 - Multitable Queries
Chapter 10 - SQL Functions
Chapter 11 - SQL Operators
Part V - Implementing Security Using System Catalogs
Chapter 12 - SQL and RDBMS Security
Chapter 13 - The System Catalog and INFORMATION_SCHEMA
Part VI - Beyond SQL—Procedural Programming and Database Access Mechanisms
Chapter 14 - Stored Procedures, Triggers, and User-Defined Functions
Chapter 15 - Dynamic and Embedded SQL Overview
Chapter 16 - SQL API
Chapter 17 - New Developments—XML, OLAP, and Objects
Part VII - Appendix
Appendix A - What's on the CD-ROM
Appendix B - The ACME Sample Database
Appendix C - Basics of Relational Database Design
Appendix D - Installing RDBMS Software
Appendix E - Accessing RDBMS
Appendix F - Installing the ACME Database
Appendix G - SQL Functions
Appendix H - SQL Syntax Reference
Appendix I - SQL-Reserved Keywords
Appendix J - SQL99 Major Features Compliance Across Different RDBMS
Appendix K - The Other RDBMS
Appendix L - A Brief Introduction to the Number Systems, Boolean Algebra, and Set Theory
Index
List of Figures
List of Tables
List of Code Examples
List of Sidebars


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Lonely Planet - Indonesia







Destination Indonesia
Adventure looms large in this vast and steamy archipelago, where the best of Southeast
Asia’s spicy melange simmers tantalisingly. Heady scents, vivid colours, dramatic vistas and diverse cultures spin and multiply to the point of exhaustion, their potent brew leaving your senses reeling.

Rippling across the equator for nearly 5000km, Indonesia encompasses more than 17,000
islands, two-thirds of which are inhabited and richly layered with character. The elaborate funeral ceremonies and timeless tradition of Sulawesi’s Toraja are light years from the surfing culture of Lombok. But so too are the mighty saddle-backed Batak mansions and volcanic lakes of Sumatra’s Danua Toba from the mummies and deeply etched gorges of Papua’s Baliem Valley. Bali’s resorts and restaurants pamper precocious style cats, while at the same moment threadbare backpackers are adopted by homestays in Kalimantan.

Indonesia’s cities are in a constant state of urban evolution, where dense populations, technology and construction live in hectic symbiosis. But most of the archipelago’s territory remains unexplored, concealing a wealth of cultures and a myriad of landscapes. Oceanic rice fields and ancient sultanates in Java are humbled by haunting volcanic cones. Maluku’s alabaster beaches and desert islands remain pristine while the tourist trail heads elsewhere. The jungles of Sumatra, Kalimantan and Papua are zoological wonders, revealing impish monkeys, stoic sun bears, leopards, orang-utans and remarkable marsupials.

And then there are the micromoments, equally exquisite but entirely unexpected; im-
promptu English lessons with school children, instant friendships in crammed bemos, lending an ear to your becak rider... In Indonesia there is plenty of cause to pause, except when dodging hurtling traffic – but that’s all part of the adventure.


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The CISSP Prep Guide







Table of Contents

The CISSP Prep Guide—Mastering the Ten Domains of
Computer Security
Foreword
Introduction
Chapter 1 - Security Management Practices
Chapter 2 - Access Control Systems
Chapter 3 - Telecommunications and Network Security
Chapter 4 - Cryptography
Chapter 5 - Security Architecture and Models
Chapter 6 - Operations Security
Chapter 7 - Applications and Systems Development
Chapter 8 -
Business Continuity Planning and Disaster
Recovery Planning
Chapter 9 - Law, Investigation, and Ethics
Chapter 10 - Physical Security
Appendix A - Glossary of Terms and Acronyms
Appendix B -
The RAINBOW Series—Minimum Security
Requirements for Multi-user Operating
Systems NISTIR 5153
Appendix C - Answers to Sample Questions
Appendix D -
A Process Approach to HIPAA Compliance
Through a HIPAA-CMM
Appendix E - The NSA InfoSec Assessment Methodology
Appendix F - The Case for Ethical Hacking
Appendix G - The Common Criteria
Appendix H - References for Further Study
Appendix I - British Standard 7799
Index
List of Figures
List of Tables
List of Sidebars


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Friday, February 4, 2011

Computational Methods in Systems Biology







Table of Contents
Modal Logics for Brane Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
M. Miculan, G. Bacci
Deciding Behavioural Properties in Brane Calculi . . . . . . . . . . . . . . . . . . . . . 17
N. Busi
Probabilistic Model Checking of Complex Biological Pathways . . . . . . . . . . 32
J. Heath, M. Kwiatkowska, G. Norman, D. Parker,
O. Tymchyshyn
Type Inference in Systems Biology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
F. Fages, S. Soliman
Stronger Computational Modelling of Signalling Pathways Using Both
Continuous and Discrete-State Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
M. Calder, A. Duguid, S. Gilmore, J. Hillston
A Formal Approach to Molecular Docking . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
D. Prandi
Feedbacks and Oscillations in the Virtual Cell VICE . . . . . . . . . . . . . . . . . . 93
D. Chiarugi, M. Chinellato, P. Degano, G. Lo Brutto,
R. Marangoni
Modelling Cellular Processes Using Membrane Systems with Peripheral
and Integral Proteins . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
M. Cavaliere, S. Sedwards
Modelling and Analysing Genetic Networks: From Boolean Networks
to Petri Nets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
L.J. Steggles, R. Banks, A. Wipat
Regulatory Network Reconstruction Using Stochastic Logical
Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
B. Wilczy ́ski, J. Tiuryn
n
Identifying Submodules of Cellular Regulatory Networks . . . . . . . . . . . . . . . 155
G. Sanguinetti, M. Rattray, N.D. Lawrence
Incorporating Time Delays into the Logical Analysis of Gene Regulatory
Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
H. Siebert, A. Bockmayr
A Computational Model for Eukaryotic Directional Sensing . . . . . . . . . . . . 184
A. Gamba, A. de Candia, F. Cavalli, S. Di Talia, A. Coniglio,
F. Bussolino, G. Serini
Modeling Evolutionary Dynamics of HIV Infection . . . . . . . . . . . . . . . . . . . . 196
L. Sguanci, P. Li`, F. Bagnoli
o
Compositional Reachability Analysis of Genetic Networks . . . . . . . . . . . . . . 212
G. G ̈ssler
o
Randomization and Feedback Properties of Directed Graphs Inspired
by Gene Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
M. Cosentino Lagomarsino, P. Jona, B. Bassetti
Computational Model of a Central Pattern Generator . . . . . . . . . . . . . . . . . 242
E. Cataldo, J.H. Byrne, D.A. Baxter
Rewriting Game Theory as a Foundation for State-Based Models of
Gene Regulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
C. Chettaoui, F. Delaplace, P. Lescanne, M. Vestergaard,
R. Vestergaard
Condition Transition Analysis Reveals TF Activity Related to
Nutrient-Limitation-Specific Effects of Oxygen Presence in Yeast . . . . . . . . 271
T.A. Knijnenburg, L.F.A. Wessels, M.J.T. Reinders
An In Silico Analogue of In Vitro Systems Used to Study Epithelial
Cell Morphogenesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
M.R. Grant, C.A. Hunt
A Numerical Aggregation Algorithm for the Enzyme-Catalyzed
Substrate Conversion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
H. Busch, W. Sandmann, V. Wolf
Possibilistic Approach to Biclustering: An Application to
Oligonucleotide Microarray Data Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
M. Filippone, F. Masulli, S. Rovetta, S. Mitra, H. Banka
Author Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323


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Linux The Complete Reference, Sixth Edition







Contents at a Glance
Part I Introduction
1 Introduction to Linux . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Getting Started . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Part II The Linux Shell and File Structure
3 The Shell . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4 The Shell Scripts and Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
5 Shell Configuration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
6 Linux Files, Directories, and Archives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
Part III Desktop
7 The X Window System, Xorg, and Display Managers . . . . . . . . . . . . . . . . . 145
8 GNOME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
9 KDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
Part IV Linux Software
10 Software Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
11 Office and Database Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
12 Graphics Tools and Multimedia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
13 Mail and News Clients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
14 Web, FTP, and Java Clients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
15 Network Tools . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
Part V Security
16 Encryption, Integrity Checks, and Signatures . . . . . . . . . . . . . . . . . . . . . . . . 313
17 Security-Enhanced Linux . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
18 IPsec and Virtual Private Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
19 Secure Shell and Kerberos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
20 Firewalls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
Part VI Internet and Network Services
21 Managing Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
22 FTP Servers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
23 Web Servers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
24 Proxy Servers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467
25 Mail Servers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
26 Print, News, Search, and Database Servers . . . . . . . . . . . . . . . . . . . . . . . . . . 503
Part VII System Administration
27 Basic System Administration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 523
28 Managing Users . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 551
29 File Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 583
30 RAID and LVM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615
31 Devices and Modules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 639
32 Kernel Administration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 671
33 Backup Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 693
Part VIII Network Administration Services
34 Administering TCP/IP Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 707
35 Network Autoconfiguration with IPv6, DHCPv6, and DHCP . . . . . . . . . . 745
36 NFS and NIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 761
37 Distributed Network File Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 777
A Where to Obtain Linux Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 785
Index ............................................................... 787


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Total Area Networking--ATM, IP, Frame Relay & SMDS Explained







Contents
Preface ix
Foreword xi
About the Authors xiii
Acknowledgements xv
1 The Information Age 1
1.1 The Impact of the Information Age 3
1.2 Value Seekers and Economy Seekers 4
1.3 Convergence and Collision 6
1.4 The Magnificent Seven 8
1.5 Preparing for Superconnectivity 11
1.6 Summary 13
References 13
2 The Total Area Network 15
2.1 The Story So Far 16
2.2 Trends and Drivers 19
2.3 The World Wide Web 25
2.4 The Information-Intensive Marketplace 29
2.5 Virtual Organisations 32
2.6 Parts of the Jigsaw 35
2.7 Convergence and Collision Revisited 39
2.8 Summary 39
References 40
3 Frame Relay 43
3.1 The ISDN 43
3.2 Frame Relay as an ISDN Bearer Service 45
3.3 The Frame Relay Data Transmission Service 53
3.4 Summary 61
References 62
4 Switched Multi-Megabit Data Service (SMDS) 65
4.1 The Basics of SMDS 66
4.2 Completing the Picture 74
4.3 Early SMDS Implementations 85
4.4 Summary 88
References 89
5 Asynchronous Transfer Mode (ATM) 91
5.1 The Basics of ATM 92
5.2 Completing the Picture 105
5.3 SMDS and Frame Relay over ATM 120
5.4 ATM in Local Area Networks 125
5.5 Summary 127
References 128
6 A Telecommunications View of the Total Area
Network 129
6.1 Signalling in the Network—CCSS7 130
6.2 The Transition to the Intelligent Network 135
6.3 IN Architecture and Terminology 136
6.4 Examples of IN Services 140
6.5 Service Management and Creation in the IN 148
6.6 Centralised vs Distributed Intelligence 150
6.7 Summary 153
References 155
7 A Computing View of the Total Area Network 157
7.1 Intranet Basics 158
7.2 Applications and Operations 160
7.3 The Technology Used 163
7.4 Security 164
7.5 Management 166
7.6 Practical Options 169
7.7 Summary 172
References 172
8 Network Management 175
8.1 Typical Networks 176
8.2 The Network as a Resource 178
8.3 Aim 1—Early Detection 180
8.4 Aim 2—Clearly Defined Network Management Concepts 180
8.5 Aim 3—Network Management Standards 182
8.6 Practicality 1—A Network Strategy 186
8.7 Practicality 2—Management Organisation Structure 187
8.8 Practicality 3—A Management System Strategy 188
8.9 Practicality 4—Automation 189
8.10 Summary 196
References 196
9 Survival in the Information Jungle 199
9.1 The Shape of Things to Come 199
9.2 Horses for Courses 202
9.3 Survival in the Information Jungle 207
9.4 Into Cyberspace 208
References 209
Appendix 1 Data Communications—Some Basic Concepts
and Standards 211
A1.1 Packet Switching 212
A1.2 The Open Systems Interconnection (OSI) Reference
Model 215
A1.3 X.25: The International Standard for Packet Data
Services 217
A1.4 Local Area Networks (LANs) 223
A1.5 LAN Interconnection 227
References 229
Appendix 2 Distributed Computing—Some Basic Concepts
and Standards 231
A2.1 Distributed Processing 233
A2.2 The Concepts and Approaches for Meeting the
Challenge 239
A2.3 The Guiding Architectures 247
A2.4 Groupware—the People Side of Distributed
Processing 256
References 261
Appendix 3 The Future of Network Supply and
Operation 263
A3.1 The Forces that will Shape the Future 265
A3.2 The Here and Now 267
A3.3 The Network of the Future 269
A3.4 Access—the Flexible Delivery 270
A3.5 Transmission—the Heart of the Matter 272
A3.6 Switching—the Route Ahead 273
A3.7 Intelligence—the Thinking Network 276
A3.8 Management—Maintaining the Edge 278
A3.9 Two Snapshots 279
A3.10 Summary 280
References 281
Glossary 283
Index 307

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Thursday, February 3, 2011

Social Networks and Health, Models, Methods, and Applications







Contents
Part I Models
1 Introduction 3
Relationships Matter 3
Random Sampling Is Not Enough 6
Literature Overview 7
Major Research Advances 9
Individual- and Network-Level Measures 21
Summary 25
2 History 26
History Reconsidered 28
Behavioral Science 30
Life Span Approaches 35
Public Health and Medical Applications 36
Summary 39
3 Methods 41
Data Collection Techniques 43
Data Management 50
Data Characteristics 55
Network Variables 55
Summary 60
4 Ego- and Personal-Network Effects 61
Measures 65
Statistical Analysis 70
Personal Network versus Sociometric Variables 72
Snowball/Sequenced Data 74
Summary 77
Part II Measures
5 Centrality 81
Degree 82
Closeness 83
Distances for Unconnected Nodes 85
Betweenness 87
Correlation among Centrality Measures 91
Other Centrality Measures 93
Link or Edge Centrality 93
Centrality versus Centralization 94
Centrality and Behavior 95
Characteristics of Opinion Leaders 98
Summary 99
6 Groups 100
Components and K-Cores 101
Girvan-Newman Technique 105
Groups and Behavior 108
Group Membership and Disease 109
Groups, Density, and Bridges 110
Summary 113
114
7 Positions
Network-Level Positions 115
CONCOR 121
Individual Positional Measures 122
Individual Measures as Positions 123
Positions and Behavior 124
Network Weights 125
Summary 126
128
8 Network-Level Measures
Size 129
Density 129
Mutuality/Reciprocity 130
Triads/Transitivity 132
Diameter/Average Path Length 134
Density and Cohesion 135
Clustering 137
Centralization 138
Core-Periphery 140
Two-Mode Data 144
Individual Network-Level Interactions 146
Summary 147
Part III Applications
9 Exponential Random Graph Models, P* and Actor
Oriented Models 151
Estimating the Link 153
Vectorizing the Matrix 153
Exponential Random Graph Models (ERGM) 156
Simulation 157
New Specifications 160
Obesity Example 161
Actor-Oriented Model 163
WINCART 166
Summary 170
10 Diffusion of Innovations 172
Homogeneous Mixing 175
Integration and Opinion Leadership 179
Structural Models 181
Dynamic Models 184
Empirical Estimates Using Diffusion Network Data 187
Infection and Susceptibility 190
Thresholds 191
Limitations to Diffusion Theory 194
Summary 194
11 Network Interventions 196
Opinion Leaders 197
Key Players 201
Groups 202
Identifying Leaders and Groups 203
Snowball Sampling or Network Recruitment 205
Rewiring Networks 207
Bridges and Potential Bridges 208
Links versus Nodes 209
Networks and Attributes 212
Iatrogenic Effects 214
A Pharmaceutical Marketing Example 216
Summary 218
12 Summary 219
Agent-Based Modeling 224
Increasing the Threshold 231
Statistical Analysis 232
Network Scale 232
Future Research Questions 233
How to Get Started 237
Limitations 237
Conclusion 238
Appendix A: Glossary 239
Appendix B: Sample Sociometric Survey 241
Appendix C: Sample Egocentric Survey 243
Appendix D: Centrality Scores for Network in Figure 1–1 245
Appendix E: Input Files (Network and Attribute) for the
Network in Figure 1–1 247
References 251
Author Index 269
Subject Index 273


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Theory and Practice of Uncertain Programming







Contents
Preface ix
1 Mathematical Programming 1
1.1 Single-Objective Programming . . . . . . . . . . . . . . . . . 1
1.2 Multiobjective Programming . . . . . . . . . . . . . . . . . . 3
1.3 Goal Programming . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Dynamic Programming . . . . . . . . . . . . . . . . . . . . . 6
1.5 Multilevel Programming . . . . . . . . . . . . . . . . . . . . . 7
2 Genetic Algorithms 9
2.1 Representation Structure . . . . . . . . . . . . . . . . . . . . 10
2.2 Handling Constraints . . . . . . . . . . . . . . . . . . . . . . 10
2.3 Initialization Process . . . . . . . . . . . . . . . . . . . . . . 10
2.4 Evaluation Function . . . . . . . . . . . . . . . . . . . . . . . 11
2.5 Selection Process . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.6 Crossover Operation . . . . . . . . . . . . . . . . . . . . . . . 12
2.7 Mutation Operation . . . . . . . . . . . . . . . . . . . . . . . 13
2.8 General Procedure . . . . . . . . . . . . . . . . . . . . . . . . 13
2.9 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . 14
3 Neural Networks 19
3.1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2 Function Approximation . . . . . . . . . . . . . . . . . . . . 21
3.3 Neuron Number Determination . . . . . . . . . . . . . . . . . 21
3.4 Backpropagation Algorithm . . . . . . . . . . . . . . . . . . . 22
3.5 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . 23
4 Stochastic Programming 25
4.1 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . 25
4.2 Expected Value Model . . . . . . . . . . . . . . . . . . . . . . 30
4.3 Chance-Constrained Programming . . . . . . . . . . . . . . . 32
4.4 Dependent-Chance Programming . . . . . . . . . . . . . . . . 38
4.5 Hybrid Intelligent Algorithm . . . . . . . . . . . . . . . . . . 45
4.6 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . 48
5 Fuzzy Programming 53
5.1 Fuzzy Variables . . . . . . . . . . . . . . . . . . . . . . . . . 53
5.2 Expected Value Model . . . . . . . . . . . . . . . . . . . . . . 60
5.3 Chance-Constrained Programming . . . . . . . . . . . . . . . 61
5.4 Dependent-Chance Programming . . . . . . . . . . . . . . . . 65
5.5 Hybrid Intelligent Algorithm . . . . . . . . . . . . . . . . . . 68
5.6 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . 70
6 Hybrid Programming 75
6.1 Hybrid Variables . . . . . . . . . . . . . . . . . . . . . . . . . 76
6.2 Expected Value Model . . . . . . . . . . . . . . . . . . . . . . 84
6.3 Chance-Constrained Programming . . . . . . . . . . . . . . . 85
6.4 Dependent-Chance Programming . . . . . . . . . . . . . . . . 87
6.5 Hybrid Intelligent Algorithm . . . . . . . . . . . . . . . . . . 89
6.6 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . 92
7 System Reliability Design 97
7.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . 97
7.2 Stochastic Models . . . . . . . . . . . . . . . . . . . . . . . . 98
7.3 Fuzzy Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
7.4 Hybrid Models . . . . . . . . . . . . . . . . . . . . . . . . . . 103
8 Project Scheduling Problem 107
8.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . 107
8.2 Stochastic Models . . . . . . . . . . . . . . . . . . . . . . . . 108
8.3 Fuzzy Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
8.4 Hybrid Models . . . . . . . . . . . . . . . . . . . . . . . . . . 113
9 Vehicle Routing Problem 115
9.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . 116
9.2 Stochastic Models . . . . . . . . . . . . . . . . . . . . . . . . 117
9.3 Fuzzy Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
9.4 Hybrid Models . . . . . . . . . . . . . . . . . . . . . . . . . . 123
10 Facility Location Problem 125
10.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . 125
10.2 Stochastic Models . . . . . . . . . . . . . . . . . . . . . . . . 126
10.3 Fuzzy Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
10.4 Hybrid Models . . . . . . . . . . . . . . . . . . . . . . . . . . 131
11 Machine Scheduling Problem 133
11.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . 133
11.2 Stochastic Models . . . . . . . . . . . . . . . . . . . . . . . . 134
11.3 Fuzzy Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
11.4 Hybrid Models . . . . . . . . . . . . . . . . . . . . . . . . . . 141
12 Uncertain Programming 145
12.1 Uncertain Variables . . . . . . . . . . . . . . . . . . . . . . . 145
12.2 Expected Value Model . . . . . . . . . . . . . . . . . . . . . . 147
12.3 Chance-Constrained Programming . . . . . . . . . . . . . . . 148
12.4 Dependent-Chance Programming . . . . . . . . . . . . . . . . 151
12.5 Uncertain Dynamic Programming . . . . . . . . . . . . . . . 152
12.6 Uncertain Multilevel Programming . . . . . . . . . . . . . . . 153
12.7 Ψ Graph of Uncertain Programming . . . . . . . . . . . . . . 157
Bibliography 159
List of Acronyms 179
List of Frequently Used Symbols 180
Index 181

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Artificial Neural Networks in Finance and Manufacturing












" # $
Preface .......................................................................................................................... vi
S ECTION I: I NTRODUCTION
Chapter I.
Artificial Neural Networks: Applications in Finance and Manufacturing ...................1
Joarder Kamruzzaman, Monash University, Australia
Ruhul A. Sarker, University of New South Wales, Australia
Rezaul K. Begg, Victoria University, Australia
Chapter II.
Simultaneous Evolution of Network Architectures and Connection Weights in
Artificial Neural Networks ......................................................................................... 28
Ruhul A. Sarker, University of New South Wales, Australia
Hussein A. Abbass, University of New South Wales, Australia
S ECTION II: ANNs IN F INANCE
Chapter III.
Neural Network-Based Stock Market Return Forecasting Using Data Mining for
Variable Reduction ...................................................................................................... 43
David Enke, University of Missouri — Rolla, USA
Chapter IV.
Hybrid-Learning Methods for Stock Index Modeling ................................................. 64
Yuehui Chen, Jinan University, P.R. China
Ajith Abraham, Chung-Ang University, Republic of Korea
Chapter V.
Application of Higher-Order Neural Networks to Financial Time-Series
Prediction .................................................................................................................... 80
John Fulcher, University of Wollongong, Australia
Ming Zhang, Christopher Newport University, USA
Shuxiang Xu, University of Tasmania, Australia
Chapter VI.
Hierarchical Neural Networks for Modelling Adaptive Financial Systems ............ 109
Masoud Mohammadian, University of Canberra, Australia
Mark Kingham, University of Canberra, Australia
Chapter VII.
Forecasting the Term Structure of Interest Rates Using Neural Networks ........... 124
Sumit Kumar Bose, Indian Institute of Management, India
Janardhanan Sethuraman, Indian Institute of Management, India
Sadhalaxmi Raipet, Indian Institute of Management, India
Chapter VIII.
Modeling and Prediction of Foreign Currency Exchange Markets ......................... 139
Joarder Kamruzzaman, Monash University, Australia
Ruhul A. Sarker, University of New South Wales, Australia
Rezaul K. Begg, Victoria University, Australia
Chapter IX.
Improving Returns on Stock Investment through Neural Network Selection ......... 152
Tong-Seng Quah, Nanyang Technological University, Republic of Singapore
S ECTION III: ANNs IN M ANUFACTURING
Chapter X.
Neural Networks in Manufacturing Operations ...................................................... 165
Eldon Gunn, Dalhousie University, Canada
Corinne MacDonald, Dalhousie University, Canada
Chapter XI.
High-Pressure Die-Casting Process Modeling Using Neural Networks ................ 182
M. Imad Khan, Deakin University, Australia
Saeid Nahavandi, Deakin University, Australia
Yakov Frayman, Deakin University, Australia
Chapter XII.
Neural Network Models for the Estimation of Product Costs: An Application in the
Automotive Industry .................................................................................................. 199
Sergio Cavalieri, Università degli Studi di Bergamo, Italy
Paolo Maccarrone, Politecnico di Milano, Italy
Roberto Pinto, Università degli Studi di Bergamo, Italy
Chapter XIII.
A Neural-Network-Assisted Optimization Framework and Its Use for Optimum-
Parameter Identification ........................................................................................... 221
Tapabrata Ray, University of New South Wales, Australia
Chapter XIV.
Artificial Neural Networks in Manufacturing: Scheduling .................................... 236
George A. Rovithakis, Aristotle University of Thessaloniki, Greece
Stelios E. Perrakis, Technical University of Crete, Greece
Manolis A. Christodoulou, Technical University of Crete, Greece
Chapter XV.
Recognition of Lubrication Defects in Cold Forging Process with a
Neural Network ......................................................................................................... 262
Bernard F. Rolfe, Deakin University, Australia
Yakov Frayman, Deakin University, Australia
Georgina L. Kelly, Deakin University, Australia
Saeid Nahavandi, Deakin University, Australia
About the Authors ..................................................................................................... 276
Index .......................................................................................................................... 284

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