The combined finiteediscrete element method （FDEM） belongs to a family of methods of computationalmechanics of discontinua. The method is suitable for problems of discontinua, where particles aredeformable and can f...The combined finiteediscrete element method （FDEM） belongs to a family of methods of computationalmechanics of discontinua. The method is suitable for problems of discontinua, where particles aredeformable and can fracture or fragment. The applications of FDEM have spread over a number of disciplinesincluding rock mechanics, where problems like mining, mineral processing or rock blasting canbe solved by employing FDEM. In this work, a novel approach for the parallelization of two-dimensional（2D） FDEM aiming at clusters and desktop computers is developed. Dynamic domain decompositionbased parallelization solvers covering all aspects of FDEM have been developed. These have beenimplemented into the open source Y2D software package and have been tested on a PC cluster. Theoverall performance and scalability of the parallel code have been studied using numerical examples. Theresults obtained confirm the suitability of the parallel implementation for solving large scale problems. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.展开更多
The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics h...The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.展开更多
文摘The combined finiteediscrete element method （FDEM） belongs to a family of methods of computationalmechanics of discontinua. The method is suitable for problems of discontinua, where particles aredeformable and can fracture or fragment. The applications of FDEM have spread over a number of disciplinesincluding rock mechanics, where problems like mining, mineral processing or rock blasting canbe solved by employing FDEM. In this work, a novel approach for the parallelization of two-dimensional（2D） FDEM aiming at clusters and desktop computers is developed. Dynamic domain decompositionbased parallelization solvers covering all aspects of FDEM have been developed. These have beenimplemented into the open source Y2D software package and have been tested on a PC cluster. Theoverall performance and scalability of the parallel code have been studied using numerical examples. Theresults obtained confirm the suitability of the parallel implementation for solving large scale problems. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.
基金supported by the National Natural Science Foundation of China Key Project under Grant No.70933003the National Natural Science Foundation of China under Grant Nos.70871109 and 71203247
文摘The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.
