243 resultados para STOCHASTIC SEARCH


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Research on corporate social responsibility (CSR) has not differentiated the varying degree of government influence in its multiple roles on different types of CSR. However, different il1fluences resulting from the different roles he govemment plays in the CSR arena an shape different CSR behavior. This paper examines the efficacy of the govemment influence on four types of corporate social responsibilities: legal, economic, philanthropic and ethical. We argue that the govemment influence on firms' CSR disposition varies in intensizv and salience depending on the level of interdependency between the government and the firm and the deployable strategies available to the govemment. We have identified the strongest link between the government as mandator and legal CSR and weakest link between the govemment as endorser and ethical CSR. We provide implications for government policy makers and future studies in this area.

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Bayesian experimental design is a fast growing area of research with many real-world applications. As computational power has increased over the years, so has the development of simulation-based design methods, which involve a number of algorithms, such as Markov chain Monte Carlo, sequential Monte Carlo and approximate Bayes methods, facilitating more complex design problems to be solved. The Bayesian framework provides a unified approach for incorporating prior information and/or uncertainties regarding the statistical model with a utility function which describes the experimental aims. In this paper, we provide a general overview on the concepts involved in Bayesian experimental design, and focus on describing some of the more commonly used Bayesian utility functions and methods for their estimation, as well as a number of algorithms that are used to search over the design space to find the Bayesian optimal design. We also discuss other computational strategies for further research in Bayesian optimal design.

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The current ‘holy grail’ for our health and well-being centres around the search for, and establishment of, a work/life balance. For many individuals, this appears to be an ever-elusive goal – forever slipping from our grasp as we juggle the day-to-day battle for our attention and time from an array of sources. When we add the word ‘Women’ to this mix, often the number of sources related to these demands multiplies in alignment with the number of roles we fill. To take this to even another level, consider the addition of the words ‘Sport’ or ‘Elite Athlete’ to ‘Women’ and ‘Work/Life Balance’, and the search for the ‘holy grail’ becomes more literal! Many sportswomen at the elite level face significant challenges in balancing working to support themselves and/or their families, studying to lay the foundations of a post-sport career, (often) spending the equivalent of full-time hours training towards their sporting goals, and additionally investing in the things that are important for them outside of these two areas – the ‘Life’ component. Getting the work/life balance ‘balanced’ has been suggested to be a key component of investing in our health and well-being. The same is applicable to sportswomen, with the added suggestion that if the balance between work/sport/life is achieved, this can positively impact upon sporting performance itself. These ideas and observations will be explored via experience within the Australian elite sporting environment from a psychologist’s perspective, with questions and invitations for further discussion.

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The aim of spoken term detection (STD) is to find all occurrences of a specified query term in a large audio database. This process is usually divided into two steps: indexing and search. In a previous study, it was shown that knowing the topic of an audio document would help to improve the accuracy of indexing step which results in a better performance for STD system. In this paper, we propose the use of topic information not only in the indexing step, but also in the search step. Results of our experiments show that topic information could also be used in search step to improve the STD accuracy.

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In today’s world of information-driven society, many studies are exploring usefulness and ease of use of the technology. The research into personalizing next-generation user interface is also ever increasing. A better understanding of factors that influence users’ perception of web search engine performance would contribute in achieving this. This study measures and examines how users’ perceived level of prior knowledge and experience influence their perceived level of satisfaction of using the web search engines, and how their perceived level of satisfaction affects their perceived intention to reuse the system. 50 participants from an Australian university participated in the current study, where they performed three search tasks and completed survey questionnaires. A research model was constructed to test the proposed hypotheses. Correlation and regression analyses results indicated a significant correlation between (1) users’ prior level of experience and their perceived level of satisfaction in using the web search engines, and (2) their perceived level of satisfaction in using the systems and their perceived intention to reuse the systems. A theoretical model is proposed to illustrate the causal relationships. The implications and limitations of the study are also discussed.

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Motion planning for planetary rovers must consider control uncertainty in order to maintain the safety of the platform during navigation. Modelling such control uncertainty is difficult due to the complex interaction between the platform and its environment. In this paper, we propose a motion planning approach whereby the outcome of control actions is learned from experience and represented statistically using a Gaussian process regression model. This mobility prediction model is trained using sample executions of motion primitives on representative terrain, and predicts the future outcome of control actions on similar terrain. Using Gaussian process regression allows us to exploit its inherent measure of prediction uncertainty in planning. We integrate mobility prediction into a Markov decision process framework and use dynamic programming to construct a control policy for navigation to a goal region in a terrain map built using an on-board depth sensor. We consider both rigid terrain, consisting of uneven ground, small rocks, and non-traversable rocks, and also deformable terrain. We introduce two methods for training the mobility prediction model from either proprioceptive or exteroceptive observations, and report results from nearly 300 experimental trials using a planetary rover platform in a Mars-analogue environment. Our results validate the approach and demonstrate the value of planning under uncertainty for safe and reliable navigation.

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This paper examines the impact of allowing for stochastic volatility and jumps (SVJ) in a structural model on corporate credit risk prediction. The results from a simulation study verify the better performance of the SVJ model compared with the commonly used Merton model, and three sources are provided to explain the superiority. The empirical analysis on two real samples further ascertains the importance of recognizing the stochastic volatility and jumps by showing that the SVJ model decreases bias in spread prediction from the Merton model, and better explains the time variation in actual CDS spreads. The improvements are found particularly apparent in small firms or when the market is turbulent such as the recent financial crisis.

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This paper addresses the issue of output feedback model predictive control for linear systems with input constraints and stochastic disturbances. We show that the optimal policy uses the Kalman filter for state estimation, but the resultant state estimates are not utilized in a certainty equivalence control law

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Demand response can be used for providing regulation services in the electricity markets. The retailers can bid in a day-ahead market and respond to real-time regulation signal by load control. This paper proposes a new stochastic ranking method to provide regulation services via demand response. A pool of thermostatically controllable appliances (TCAs) such as air conditioners and water heaters are adjusted using direct load control method. The selection of appliances is based on a probabilistic ranking technique utilizing attributes such as temperature variation and statuses of TCAs. These attributes are stochastically forecasted for the next time step using day-ahead information. System performance is analyzed with a sample regulation signal. Network capability to provide regulation services under various seasons is analyzed. The effect of network size on the regulation services is also investigated.