過去已有許多技術應用來建立預測財務危機的模型，如統計學的多變量分析或是類神經網路等分類技術。這些早期預測財務危機的模型大多以財務比率作為變數。然而歷經安隆（Enron）、世界通訊（WorldCom）等世紀騙局，顯示財務數字計算而成的財務比率有其天生的限制，無法在公司管理階層蓄意虛增盈餘時，及時給予警訊。因此，本論文初步探勘共同比分析、公司治理及傳統的Altman財務比率等研究方法，試圖突破財務比率在財務危機預測問題的限制，選出可能提高財務危機預測的特徵群。接著，我們進一步應用基因演算法篩選質性與非質性的特徵，期望藉由基因演算法裡子代獲得親代間最優基因的交配過程，可以讓子代的適應值最大化，找出最佳組合的特徵群，然後以此特徵群訓練支持向量機預測模型，以提高財務預測效果並降低公眾的損失。實驗結果顯示，共同比分析與公司治理等相關特徵確實能提升預測財務危機模型的預測效果，我們應當用基因演算法嘗試更多質性與非質性的特徵組合，及早預警財務危機公司以降低社會成本。

近年來，在電腦動畫的應用中，虛擬人群模擬的需求越來越多；但人群運動的模擬對於動畫設計師而言，仍是一件十分繁瑣耗時的工作。過去有許多研究曾以虛擬力場模擬簡單的生物群聚行為，但所模擬出的動畫品質與虛擬力場的參數及虛擬環境息息相關，因此經常需要以人工的方式耗時地調整出適當的虛擬力場參數。因此，我們提議以此問題定義成一個基因演算法的問題，針對不同的移動行為，定義適切的適應函數，再由系統根據不同環境自動演化出適當的虛擬力權重組合，以供產生不同人群移動行為之動畫時參考。在本篇論文中，我們已完成基因演算法的設計及人群動畫模擬系統，並設計了不同的典型環境進行電腦模擬實驗，以驗證此方法的可行性。 / The demands for virtual crowd simulation have been increasing in recent years but creating realistic crowd motions remains a complex and time-consuming task for a computer animator. In the literature、much work has been proposed to use virtual forces to simulate the motion of a group of virtual creatures such as birds and fishes. However、the quality of the simulations largely depends on the weights of the component virtual forces as well as the scene where the agents are situated. Usually it requires the animator to tune these parameters for a specific scene in order to obtain the desired result. In this thesis、we propose to use genetic algorithm to generate an optimal set of weighting parameters for composing virtual forces according to the given environment and desired movement behavior. We have implemented the proposed genetic algorithm as well as the crowd simulation system. Extensive experiments have also been conducted to study the effects of typical scenes and behaviors on the parameter sets and verify the feasibility of the approach.

藉由「早期發現，早期治療」的方式，我們可以降低癌症的死亡率。因此找出與癌症病變有關的生物標記以期及早發現與治療是一項重要的工作。本研究分析了包含正常人以及攝護腺癌症病人實際的蛋白質質譜資料，而這些蛋白質質譜資料是來自於表面強化雷射解吸電離飛行質譜技術（SELDI-TOF MS）的蛋白質晶片實驗。表面增強雷射脫附遊離飛行時間質譜技術可有效地留存生物樣本的蛋白質特徵。如果沒有經過適當的事前處理步驟以消除實驗雜訊，ㄧ 個質譜中可能包含多於數百或數千的特徵變數。為了加速對於可能的蛋白質生物標記的搜尋，我們只考慮可以區分癌症病人與正常人的特徵變數。 基因演算法是一種類似生物基因演化的總體最佳化搜尋機制，它可以有效地在高維度空間中去尋找可能的最佳解。本研究中，我們利用仿基因演算法(GAL)進行蛋白質的特徵選取以區分癌症病人與正常人。另外，我們提出兩種兩階段仿基因演算法(TSGAL)，以嘗試改善仿基因演算法的缺點。 / Early detection and diagnosis can effectively reduce the mortality of cancer. The discovery of biomarkers for the early detection and diagnosis of cancer is thus an important task. In this study, a real proteomic spectra data set of prostate cancer patients and normal patients was analyzed. The data were collected from a Surface-Enhanced Laser Desorption/Ionization Time-Of-Flight Mass Spectrometry (SELDI-TOF MS) experiment. The SELDI-TOF MS technology captures protein features in a biological sample. Without suitable pre-processing steps to remove experimental noise, a mass spectrum could consists of more than hundreds or thousands of peaks. To narrow down the search for possible protein biomarkers, only those features that can distinguish between cancer and normal patients are selected. Genetic Algorithm (GA) is a global optimization procedure that uses an analogy of the genetic evolution of biological organisms. It’s shown that GA is effective in searching complex high-dimensional space. In this study, we consider GA-Like algorithm (GAL) for feature selection on proteomic spectra data in classifying prostate cancer patients from normal patients. In addition, we propose two types of Two-Stage GAL algorithm (TSGAL) to improve the GAL.

本論文針對多廠區訂單分配（Multi-plant order allocation）問題進行探討，此問題模式下企業擁有多間製造不同產品之工廠，且生產成本、產能、運送成本等也各自不同，因此這些因素都必須納入訂單分配時的考量。研究中同時考量三個目標：製造成本、配送前置時間和工廠平均產能利用率之均衡性，利用層級分析法（AHP）將三者進行結合，以達到多目標規劃。除了提出此模型架構外，並以基因演算法（Genetic Algorithm）結合層級分析法進行問題的求解，以達到最佳的分配方式，而為了加強求解的品質與效率，利用禁忌搜尋法（Tabu Search）來改善演化過程中，對於產生不可行解的處理方式。在研究最後，將計算結果與過去研究成果作比較，顯示採用基因演算法混合禁忌搜尋法，在求解多廠區訂單分配問題時，可以得到較佳的結果。

在總體經濟學中，跨期替代分析方法佔有相當重要的地位。其中跨期替代彈性(the elasticity of intertemporal substitution, EIS)的大小，間接或者直接影響總體經濟中的許多層面，直覺上，例如跨期替代彈性越大，對個人而言，是對當期消費的機會成本提升，使延後消費的意願上升，同時增加個人儲蓄，在正常金融市場情況之下，個人儲蓄金額的增加，將使市場資金的供給量增多，使得企業或個人的投資機會成本降低，經由總體經濟中間接或直接的影響下，則總體經濟成長率應會上升。其中，當消費者效用函數為固定風險趨避係數(constant coefficient of relative risk aversion, CRRA)且具有跨期分割與可加性的特性，加上在傳統經濟學中，假設每個人皆為完全理性的前提下，經由跨期替代分析方法推導後，可以得到相對風險趨避係數(the coefficient of relative risk aversion, RRA)與跨期替代彈性(the elasticity of intertemporal substitution, EIS)恰好是倒數關係。 / 在過去相關研究中，Hansen and Singleton (1983)推估出跨期替代彈性值較大且顯著，但Hall (1988)強調，若考慮資料的時間加總問題(time aggregation problem)， 則前者估計出跨期替代彈性在統計上則不再是顯著；Hall亦於結論提出跨期替代彈性為小於或等於0.1，甚至比0小。在經濟意義上，代表股票市場中投資人的相對風險趨避程度(RRA)極大，直覺上，是不合理的現象，這也是著名的彈性迷思(elasticity puzzle)。於是Epstein and Zin (1991)嘗試建議並修正效用函數為不具時間分割性(non-time separable utility)的效用函數，並得到跨期替代彈性(EIS)與相對風險趨避係數(RRA)互為倒數關係，不復存在的結論。這也說明影響彈性迷思(elasticity puzzle)的原因有許多，其中之一，可能為設定不同形式效用函數所造成。 / 在傳統經濟模型中，假設完全理性的個人決策行為之下，利用跨期替代方法，可以得到跨期替代彈性(EIS)與相對風險趨避程度(RRA)互為倒數關係後，又得到隱含風險趨避程度為無窮大的推估結論。這也是本研究想要來探究的問題，即是彈性迷思(elasticity puzzle)究竟是假設所造成，或者是因為由個體資料加總成總體資料，所產生的謬誤。 / 因此，本研究與其他研究不同之處，在於利用建構時間可分離形式的效用函數(time-separable utility)模型基礎，以遺傳演算(Genetic Algorithms)方法，建構有限理性的人工股票市場進行模擬，其中，模擬方式為設定不同代理人(agent)有不同程度的預測能力，代表其理性程度的差異的表現。 / 本研究發現在有限理性異質性個人的人工股票市場下，相對風險趨避程度係數(RRA)與跨期替代彈性(EIS)不為倒數關係，且設定不同代理人不同的預測能力，亦會影響跨期替代彈性(EIS)的推估數值大小。

過去的文獻中，資產配置的方法不外乎效率前緣、動態資產配置等方式，但是，單獨針對銀行探討的文章並不多見，所以本文的貢獻在於單獨針對銀行的資產配置行為進行研究，希望能利用『演化策略演算法』，進行『模擬最佳化』來解決銀行資產配置的問題。基本上這個方法是由兩個動作結合而成，先是模擬，再來尋求最佳解。所以，資產面我們選擇了現金、債券、股票、不動產四項標的，而負債面則模擬了定存、活存與借入款這三項業務，然後透過重複執行模型的方式來求出最適解。並與單期資產配置方法下的結果作一比較，發現運用演化策略演算法有較佳的結果，此外，在不同的亂數下，仍具有良好的穩健性，可作為一般銀行經理人參考之用。 / We focus on the bank’s asset allocation problem in this thesis. We use simulation optimization to solve the problem by evolution strategy, which is relatively new in the financial field. Simulation optimization consists of two steps: simulate numerous situations and search for the optimal asset portfolios. In the simulation, we set up four assets, including cash, bond, stock, and real estate and three business lines, including demand deposits, time deposits, and borrowings. Then we search for the optimal solution by running the ES algorithm. The results show that simulation optimization generates better results than one-period asset allocation. Furthermore, the evolution strategy method generates similar results using different random numbers.

在無線感測器網路中，由於感測器電池的不可替換性，有效的能源管理是一項重要的研究議題。既然通訊及偵測都會消耗感測器的能量，減少多餘偵測範圍的重疊，及降低重覆資料(duplicate data)的影響，可有效節省能量，延長網路生命週期。於本研究中，我們提出VERA (Voronoi dEtection Range Adjustment)，利用分散式Voronoi diagram演算法劃分各感測器負責監控的區域，並利用基因演算法計算每個感測器最合適的偵測範圍以節省能量，延長網路生命週期。此外，我們亦考慮偵測能力的限制，在減少感測器偵測範圍重疊的同時，也避免某些區域的偵測能力低於門檻值。在實驗模擬的部份，我們利用模擬系統驗證所提出的方法是否能有效降低各感測器偵測範圍的重疊性，並因偵測範圍降低而導致duplicate data的減少和整個感測器網路總能量耗損的減少。末了，也將驗證本方法是否能延長無線感測器網路的生命週期和達到滿足偵測機率的最低保證。 / In the wireless sensor networks, the batteries are not replaceable, efficient power management thus becomes an important research issue. Since both communication and detection consume energy, if we can largely decrease the overlaps among detection ranges and reduce the duplicate data then we can save the energy effectively. This will thus prolong the network lifetime. In this research, we propose a Voronoi dEtection Range Adjustment (VERA) method that utilizes distributed Voronoi diagram to delimit the responsible area for each sensor, and utilize Genetic Algorithm to compute the most suitable detection range for each sensor. As we try to decrease the detection ranges, we still guarantee to meet the lower bound of the sensor detection probability. Simulations showed that our method can decrease the redundant overlaps among detection ranges, minimize energy consumption, and prolong the lifetime of the whole network effectively.

在現今資訊潮流中，企業的龐大資料庫可藉由統計及人工智慧的科學技術尋找出有價值的隱藏事件。利用資料做深入分析，找出其中的知識，並根據企業的問題，建立不同的模型，進而提供企業進行決策時的參考依據。資料挖掘的工作是近年來資料庫應用領域中相當熱門的議題。它雖是個神奇又時髦的技術，卻不是一門創新的學問。美國政府在第二次世界大戰前，就於人口普查以及軍事方面使用資料挖掘的分析方法。隨著資訊科技的進展，新工具的出現，以及網路通訊技術的發展，常常能超越歸納範圍的關係來執行資料挖掘，而由資料堆中挖掘寶藏，使資料挖掘成為企業智慧的一部份。在本篇論文當中，將資料挖掘技術中的關聯法則 ( Association Rule ) 運用至房地產的價格分析，進而提供有效的關聯法則，對於複雜之房價與週邊環境因素作一整合探討。購屋者將有一適當依循的投資計畫，房產業者亦可針對適當的族群做出適當的銷售企畫。 / At this technological stream of time, it is able to extract the value of corporations’ large data sets by applying the knowledge of statistics and the scientific techniques from artificial intelligence. Through the use of these algorithms, the database will be analyzed and its knowledge will be generated. In addition to these, data models will be sorted by different corporation issues resulting in the reference for any strategic decision processes. More advantages are the predictions of future events and how much public is willing to contribute and feedback to new products or promotions. The probability of outcomes will be helpful as references since this information is referable to ensure companies providing quality services at the right time. In another words, companies will have clues in attempts to understand and familiarize their customers’ needs, wants and behaviors, as a result of delivering best services for customers’ satisfactions. Data mining is such a new knowledge that is commonly discussed in the field of database applications. Although it is a relatively new term, the technology is not exactly due to the analysis methods used. Before World War II, the analysis techniques were used in particular to the statistics in census or cases related to military affairs by the US government. Knowledge discovery has been one part of business intelligence in current corporations because these new techniques are inherently geared towards explicit information, rather than just simple analysis. By applying association rules from knowledge discovery technology, this dissertation will provide a discussion of price estimation in real estates. This discussion is involved in investigations into diverse housing prices resulting from the factors of surrounding environment. By referring to this association rule, buyers will acquire information about investment plans while housing agents will gain knowledge for their plans or projects in particular to their target markets.

我國全民健保近年財務不佳，民國98年收支短絀達582億元。根據中央健康保險署資料，截至目前為止，特約醫事服務機構違規次數累積達13722次。在所有重大違規事件中，大部分是詐欺行為。 健保審查機制主要以電腦隨機抽樣，再由人工進行調查。然而，這樣的審查方式無法有效抽取到違規醫事機構之樣本，造成審查效果不彰。 Benford’s Law又稱第一位數法則，其概念為第一位數的值越小則該數字出現的頻率越大，反之相反。該方法被應用於會計、金融、審計及經濟領域中。楊喻翔(2012)將Benford’s Law相關指標應用於我國全民健保上，並結合機器學習演算法來進行健保異常偵測。 Zaharia et al. (2012)提出了一種具容錯的群集記憶內運算模式 Apache Spark，在相同的運算節點及資源下，其資料運算效率及速度可勝出Hadoop MapReduce 20倍以上。 為解決健保異常查核效果不彰問題，本研究將採用Benford’s Law，使用國家衛生研究院發行之健保資料計算成為Benford’s Law指標和實務指標，接著並使用支援向量機和邏輯斯迴歸來建構出異常查核模型。然而健保資料量龐大，為加快運算時間，本研究使用Apache Spark做為運算環境，並以Hadoop MapReduce作為標竿，比較運算效率。 研究結果顯示，本研究撰寫的Spark程式運算時間能較MapReduce快2倍；在分類模型上，支援向量機和邏輯斯迴歸所進行的住院資料測試，敏感度皆有80%以上；而所進行的門診資料測試，兩個模型的準確率沒有住院資料高，但邏輯斯迴歸測試結果仍保有一定的準確性，在敏感度仍有75%，整體正確率有73%。 本研究使用Apache Spark節省處理大量健保資料的運算時間。其次本研究建立的智慧型異常查核模型，確實能查核出違約的醫事機構，而模型所查核出可能有詐欺及濫用健保之醫事機構，可進行下階段人工調查，最終得改善健保查核效力。 / Financial condition of National Health Insurance (NHI) has been wretched in recent years. The income statement in 2009 indicated that National Health Insurance Administration (NHIA) was in debt for NTD $58.2 billion. According to NHIA data, certain medical institutions in Taiwan violated the NHI laws for 13722 times. Among all illegal cases, fraud is the most serious. In order to find illegal medical institutions, NHIA conducted random sampling by computer. Once the data was collected, NHIA investigators got involved in the review process. However, the way to get the samples mentioned above cannot reveal the reality. Benford's law is called the First-Digit Law. The concept of Benford’s Law is that the smaller digits would appear more frequently, while larger digits would occur less frequently. Benford’s Law is applied to accounting, finance, auditing and economics. Yang(2012) used Benford’s Law in NHI data and he also used machine learning algorithms to do fraud detection. Zaharia et al. (2012) proposed a fault-tolerant in-memory cluster computing -Apache Spark. Under the same computing nodes and resources, Apache Spark’s computing is faster than Hadoop MapReduce 20 times. In order to solve the problem of medical claims review, Benford’s Law was applied to this study. This study used NHI data which was published by National Health Research Institutes. Then, we computed NHI data to generate Benford’s Law variables and technical variables. Finally, we used support vector machine and logistics regression to construct the illegal check model. During system development, we found that the data size was big. With the purpose of reducing the computing time, we used Apache Spark to build computing environment. Furthermore, we adopted Hadoop MapReduce as benchmark to compare the performance of computing time. This study indicated that Apache Spark is faster twice than Hadoop MapReduce. In illegal check model, with support vector machine and logistics regression, we had 80% sensitivity in inpatient data. In outpatient data, the accuracy of support vector machine and logistics regression were lower than inpatient data. In this case, logistics regression still had 75% sensitivity and 73% accuracy. This study used Apache Spark to compute NHI data with lower computing time. Second, we constructed the intelligent illegal check model which can find the illegal medical institutions for manual check. With the use of illegal check model, the procedure of medical claims review will be improved.

由於採用的地球原子不同，目前，台灣地區有兩種坐標系統存在，TWD67(Taiwan Datum 1967) 和TWD97(Taiwan Datum 1997)。在應用上，必須進行不同地球原子間之坐標轉換。坐標轉換方面，有許多方法可供選擇，如六參數轉換、支持向量機(Support Vector Machine, SVM)轉換等。 最小二乘支持向量機(Least Square Support Vector Machine, LSSVM)，為SVM的一種演算法，是一種非線性模型。LSSVM在運用上所需之參數少，能夠解決小樣本、非線性、高維度和局部極小點等問題。目前，LSSVM，已經被成功運用在影像分類和統計迴歸等領域上。 本研究將利用LSSVM採用不同之核函數：線性核函數(LIN)、多項式核函數(POLY)及徑向基核函數(RBF)進行TWD97和TWD67之坐標轉換。研究中並使用基因演算法來調整LSSVM的RBF核函數之系統參數(後略稱RBF+GA)，找出較佳之系統參數組合以進行坐標轉換。模擬與實測之地籍資料，將被用以測試LSSVM及六參數坐標轉換方法的轉換精度。 研究結果顯示，RBF+GA在各實驗區之轉換精度優於參數優化前RBF之轉換精度，且RBF+GA之轉換精度也較六參數轉換之轉換精度高。 進行參數優化後，RBF+GA相對於RBF的精度提升率如下：(1)模擬實驗區：參考點與檢核點數量比分別為1：1、2：1、3：1、1：2及1：3時，精度提升率分別為15.2%、21.9%、33.2%、12.0%、11.7%；(2)真實實驗區：花蓮縣、台中市及台北市實驗區之精度提升率分別為20.1%、32.4% 、22.5%。 / There are two coordinate systems with different geodetic datum in Taiwan region, i.e., TWD67 (Taiwan Datum 1967) and TWD97 (Taiwan Datum 1997). In order to maintain the consistency of cadastral coordinates, it is necessary to transform from one coordinate system to another. There are many coordinate transformation methods, such as, 2-dimension 6-parameter transformation, and support vector machine (SVM). Least Square Support Vector Machine (LSSVM), is one type of SVM algorithms, and it is also a non-linear model。LSSVM needs a few parameters to solve non-linear, high-dimension problems, and it has been successfully applied to the fields of image classification, and statistical regression. The goal of this paper is to apply LSSVM with different kernel functions (POLY、LIN、RBF) to cadastral coordinate transformation between TWD67 and TWD97. Genetic Algorithm will be used to find out an appropriate set of system parameters for LSSVM with RBF kernel to transform the cadastral coordinates. The simulated and real data sets will be used to test the performances, and coordinate transformation accuracies of LSSVM with different kernel functions and 6-parameter transformation. According to the test results, it is found that after optimizing the RBF parameters (RBF+GA), the transformation accuracies using RBF+GA are better than RBF, and even better than those of 6-parameter transformation. Comparing with the transformation accuracies using RBF, the transformation accuracy improving rate of RBF+GA are : (1) The simulated data sets: when the amount ratio of reference points and check points comes to 1:1, 2:1, 3:1, 1:2 and 1:3, the transformation accuracy improving rate are 15.2%, 21.9%, 33.2%, 12.0% and 11.7%, respectively; (2) The real data sets： the transformation accuracy improving rate of RBF+GA for the Hualien, Taichung and Taipei data sets are 20.1%, 32.4% and 22.5%, respectively.