The study investigates the potential of two new machine learning methods, least-square support vector regression with a gravitational search algorithm (LSSVR-GSA) and the dynamic evolving neural-fuzzy inference system (DENFIS), for modeling reference evapotranspiration (ETo) using limited data. The results of the new methods are compared with the M5 model tree (M5RT) approach. Previous values of temperature data and extraterrestrial radiation information obtained from three stations, in China, are used as inputs to the models. The estimation exactness of the models is measured by three statistics root mean square error, mean absolute error, and determination coefficient. According to the results, the temperature or extraterrestrial radiation-based LSSVR-GSA models perform superiorly to the DENFIS and M5RT models in terms of estimating monthly ETo. However, in some cases, a slight difference was found between the LSSVR-GSA and DENFIS methods. The results indicate that better prediction accuracy may be obtained using only extraterrestrial radiation information for all three methods. The prediction accuracy of the models is not generally improved by including periodicity information in the inputs. Using optimum air temperature and extraterrestrial radiation inputs together generally does not increase the accuracy of the applied methods in the estimation of monthly ETo.The timing of an initial public offering (IPO) is a complex dynamic game in the stock market. Based on a dynamic game model with the real option, this paper investigates the relationship between pricing constraint and the complexity of IPO timing in the stock market, and further discusses its mechanism. The model shows that the IPO pricing constraint reduced the exercise value of the real option of IPO timing, thus restricting the enterprise's independent timing and promoting an earlier listing. The IPO price limit has a stronger effect on high-trait enterprises, such as technology enterprises. Lowering the upper limit of the pricing constraint increases the probability that enterprises are bound by this restriction during IPO. A high discount cost and stock-market volatility are also reasons for early listing. This paper suggests a theoretical explanation for the mechanism of the pricing constraint on IPO timing in the complex market environment, which is an extension of IPO timing theory, itself an interpretation of the IPO behavior of Chinese enterprises. These findings provide new insights in understanding the complexity of IPOs in relation to the Chinese stock market.Most of chaos-based cryptosystems utilize stationary dynamics of chaos for the permutation and diffusion, and many of those are successfully attacked. In this paper, novel models of the image permutation and diffusion are proposed, in which chaotic map is perturbed at bit level on state variables, on control parameters or on both. Amounts of perturbation are initially the coordinate of pixels in the permutation, the value of ciphered word in the diffusion, and then a value extracted from state variables in every iteration. Under the persistent perturbation, dynamics of chaotic map is nonstationary and dependent on the image content. The simulation results and analyses demonstrate the effectiveness of the proposed models by means of the good statistical properties of transformed image obtained after just only a single round.Due to various regulations (e.g., the Basel III Accord), banks need to keep a specified amount of capital to reduce the impact of their insolvency. https://www.selleckchem.com/products/bay-2666605.html This equity can be calculated using, e.g., the Internal Rating Approach, enabling institutions to develop their own statistical models. In this regard, one of the most important parameters is the loss given default, whose correct estimation may lead to a healthier and riskless allocation of the capital. Unfortunately, since the loss given default distribution is a bimodal application of the modeling methods (e.g., ordinary least squares or regression trees), aiming at predicting the mean value is not enough. Bimodality means that a distribution has two modes and has a large proportion of observations with large distances from the middle of the distribution; therefore, to overcome this fact, more advanced methods are required. To this end, to model the entire loss given default distribution, in this article we present the weighted quantile Regression Forest algorithm, which is an ensemble technique. We evaluate our methodology over a dataset collected by one of the biggest Polish banks. Through our research, we show that weighted quantile Regression Forests outperform "single" state-of-the-art models in terms of their accuracy and the stability.When gradient descent (GD) is scaled to many parallel workers for large-scale machine learning applications, its per-iteration computation time is limited by straggling workers. Straggling workers can be tolerated by assigning redundant computations and/or coding across data and computations, but in most existing schemes, each non-straggling worker transmits one message per iteration to the parameter server (PS) after completing all its computations. Imposing such a limitation results in two drawbacks over-computation due to inaccurate prediction of the straggling behavior, and under-utilization due to discarding partial computations carried out by stragglers. To overcome these drawbacks, we consider multi-message communication (MMC) by allowing multiple computations to be conveyed from each worker per iteration, and propose novel straggler avoidance techniques for both coded computation and coded communication with MMC. We analyze how the proposed designs can be employed efficiently to seek a balance between the computation and communication latency. Furthermore, we identify the advantages and disadvantages of these designs in different settings through extensive simulations, both model-based and real implementation on Amazon EC2 servers, and demonstrate that proposed schemes with MMC can help improve upon existing straggler avoidance schemes.Novel measures of symbol dominance (dC1 and dC2), symbol diversity (DC1 = N (1 - dC1) and DC2 = N (1 - dC2)), and information entropy (HC1 = log2DC1 and HC2 = log2DC2) are derived from Lorenz-consistent statistics that I had previously proposed to quantify dominance and diversity in ecology. Here, dC1 refers to the average absolute difference between the relative abundances of dominant and subordinate symbols, with its value being equivalent to the maximum vertical distance from the Lorenz curve to the 45-degree line of equiprobability; dC2 refers to the average absolute difference between all pairs of relative symbol abundances, with its value being equivalent to twice the area between the Lorenz curve and the 45-degree line of equiprobability; N is the number of different symbols or maximum expected diversity. These Lorenz-consistent statistics are compared with statistics based on Shannon's entropy and Rényi's second-order entropy to show that the former have better mathematical behavior than the latter. The use of dC1, DC1, and HC1 is particularly recommended, as only changes in the allocation of relative abundance between dominant (pd > 1/N) and subordinate (ps less then 1/N) symbols are of real relevance for probability distributions to achieve the reference distribution (pi = 1/N) or to deviate from it.