Search results for: approximation of derivatives

Authors: Aparna Viswanath

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Electricity spot prices are highly volatile under optimal generation capacity scenarios due to factors such as non-storability of electricity, peak demand at certain periods, generator outages, fuel uncertainty for renewable energy generators, huge investments and time needed for generation capacity expansion etc. As a result market participants are exposed to price and volume risk, which has led to the development of risk management practices. This paper provides an overview of risk management practices by market participants in electricity markets using financial derivatives.

Keywords: financial derivatives, forward, futures, options, risk management

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Authors: B. Bahloul, K. Babesse, A. Dkhira, Y. Bahloul, L. Amirouche

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Structural and electronic properties of the rock-salt BaxSr1−xS are calculated using the first-principles calculations based on the density functional theory (DFT) within the generalized gradient approximation (GGA), the local density approximation (LDA) and the virtual-crystal approximation (VCA). The calculated lattice parameters at equilibrium volume for x=0 and x=1 are in good agreement with the literature data. The BaxSr1−xS alloys are found to be an indirect band gap semiconductor. Moreoever, for the composition (x) ranging between [0-1], we think that our results are well discussed and well predicted.

Keywords: semiconductor, Ab initio calculations, rocksalt, band structure, BaxSr1−xS

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Authors: Hossein Mostafavi

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A diversity of biological activities and pharmaceutical uses have been attributed to gallic acid derivatives such as antibacterial, anticancer, anti inflammatory. A series of gallic acid derivatives were synthesized, and their structure was confirmed by FT-IR, HNMR, CNMR, elemental analysis. In vitro biological activity of compounds was determined against Proteus vulgaris ATCC 7829, Escherichia coli ATCC 25922, as (Gram-negative) bacteria and bacillus cereus ATCC 11778, Staphylococus aureus ATCC 6538 as (Gram-positive) bacteria. Antibacterial susceptibility tests were done by use of the paper disc diffusion method on Mueller Hinton agar (Merck). Chloramiphenicol, Penicilline, Streptomycin and Tetracycline were standard reference antibiotics. The zone of inhibition against bacteria was measured after 24 hours at 37 °C. Compounds 3, 4, 5 were the main antibacterial compounds against Gram-negative bacteria but not Gram-positive.

Keywords: gallic acid derivatives, antibacterial, antibiotics, inhibition

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Authors: Jean-Pierre Lomaliza, Kwang-Seok Moon, Hanhoon Park

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It is well-known that Ramer Douglas Peucker (RDP) algorithm greatly depends on the method of choosing starting points. Therefore, this paper focuses on finding such starting points that will optimize the results of RDP algorithm. Specifically, this paper proposes a curve approximation algorithm that finds flat points, called essential points, of an input curve, divides the curve into corner-like sub-curves using the essential points, and applies the RDP algorithm to the sub-curves. The number of essential points play a role on optimizing the approximation results by balancing the degree of shape information loss and the amount of data reduction. Through experiments with curves of various types and complexities of shape, we compared the performance of the proposed algorithm with three other methods, i.e., the RDP algorithm itself and its variants. As a result, the proposed algorithm outperformed the others in term of maintaining the original shapes of the input curve, which is important in various applications like pattern recognition.

Keywords: curve approximation, essential point, RDP algorithm

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Authors: Daniel Mokatsanyane, Johnny Jansen Van Rensburg

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This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class.

Keywords: water derivatives, commodity market, nasdaq veles california water Index (NQH2O, water price, risk management

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Authors: S. B. Provost, Susan Sheng

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An alternative bivariate density estimation methodology is introduced in this presentation. The proposed approach involves estimating the density function associated with the marginal distribution of each of the two variables by means of the saddlepoint approximation technique and applying a bivariate polynomial adjustment to the product of these density estimates. Since the saddlepoint approximation is utilized in the context of density estimation, such estimates are determined from empirical cumulant-generating functions. In the univariate case, the saddlepoint density estimate is itself adjusted by a polynomial. Given a set of observations, the coefficients of the polynomial adjustments are obtained from the sample moments. Several illustrative applications of the proposed methodology shall be presented. Since this approach relies essentially on a determinate number of sample moments, it is particularly well suited for modeling massive data sets.

Keywords: density estimation, empirical cumulant-generating function, moments, saddlepoint approximation

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Authors: Mohamed Abd Esselem Dems, Souhila Laib, Nadjia Latelli, Nadia Ouddai

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In this work, we have developed QSAR model for Relative Binding Affinity (RBA) of a large diverse set of estradiol among these derivatives, the organometallic derivatives. By dividing the dataset into a training set of 24 compounds and a test set of 6 compounds. The DFT method was used to calculate quantum chemical descriptors and physicochemical descriptors (MR and MLOGP) were performed using E-Dragon. All the validations indicated that the QSAR model built was robust and satisfactory (R2 = 90.12, Q2LOO = 86.61, RMSE = 0.272, F = 60.6473, Q2ext =86.07). We have therefore apply this model to predict the RBA, for two isomers β and α wherein Mn(CO)3 complex with the aromatic ring of estradiol, and the two isomers show little appreciation for the estrogenic receptor (RBAβ = 1.812 and RBAα = 1.741).

Keywords: DFT, estradiol, haptotropic rearrangement, QSAR, relative binding affinity

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

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Authors: H. Florianová, J. Nešleha

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Financial derivatives are considered to be risky investment instruments which could possibly bring another financial crisis. As prevention, European Union and its member states have released new legal acts adjusting this area of law in recent years. There have been several cases in history of capital markets worldwide where it was shown that legislature may affect behavior of subjects on capital markets. In our paper we analyze main events on selected European stock exchanges in order to apply them on three chosen markets - Czech capital market represented by Prague Stock Exchange, German capital market represented by Deutsche Börse and Polish capital market represented by Warsaw Stock Exchange. We follow time series of development of the sum of listed derivatives on these three stock exchanges in order to evaluate popularity of those exchanges. Afterwards we compare newly listed derivatives in relation to the speed of development of these exchanges. We also make a comparison between trends in derivatives and shares development. We explain how a legal regulation may affect situation on capital markets. If the regulation is too strict, potential investors or traders are not willing to undertake it and move to other markets. On the other hand, if the regulation is too vague, trading scandals occur and the market is not reliable from the prospect of potential investors or issuers. We see that making the regulation stricter usually discourages subjects to stay on the market immediately although making the regulation vaguer to interest more subjects is usually much slower process.

Keywords: capital markets, financial derivatives, investors' behavior, regulation

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Authors: Fernando Maass, Pablo Martin, Jorge Olivares

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The Bessel function J₀(x) is very important in Electrodynamics and Physics, as well as its zeros. In this work, a method to obtain high accuracy approximation is presented through an application to that function. In most of the applications of this function, the values of the zeros are very important. In this work, analytic approximations for this function have been obtained valid for all positive values of the variable x, which have high accuracy for the function as well as for the zeros. The approximation is determined by the simultaneous used of the power series and asymptotic expansion. The structure of the approximation is a combination of two rational functions with elementary functions as trigonometric and fractional powers. Here us in Pade method, rational functions are used, but now there combined with elementary functions us fractional powers hyperbolic or trigonometric functions, and others. The reason of this is that now power series of the exact function are used, but together with the asymptotic expansion, which usually includes fractional powers trigonometric functions and other type of elementary functions. The approximation must be a bridge between both expansions, and this can not be accomplished using only with rational functions. In the simplest approximation using 4 parameters the maximum absolute error is less than 0.006 at x ∼ 4.9. In this case also the maximum relative error for the zeros is less than 0.003 which is for the second zero, but that value decreases rapidly for the other zeros. The same kind of behaviour happens for the relative error of the maximum and minimum of the functions. Approximations with higher accuracy and more parameters will be also shown. All the approximations are valid for any positive value of x, and they can be calculated easily.

Keywords: analytic approximations, asymptotic approximations, Bessel functions, quasirational approximations

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Authors: Balachandra Kumaraswamy, P. G. Poonacha

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Automatic Music Information Retrieval has been one of the challenging topics of research for a few decades now with several interesting approaches reported in the literature. In this paper we have developed a pitch extraction method based on a finite Fourier series approximation to the given window of samples. We then estimate pitch as the fundamental period of the finite Fourier series approximation to the given window of samples. This method uses analysis of the strength of harmonics present in the signal to reduce octave as well as harmonic errors. The performance of our method is compared with three best known methods for pitch extraction, namely, Yin, Windowed Special Normalization of the Auto-Correlation Function and Harmonic Product Spectrum methods of pitch extraction. Our study with artificially created signals as well as music files show that Fourier Approximation method gives much better estimate of pitch with less octave and harmonic errors.

Keywords: pitch, fourier series, yin, normalization of the auto- correlation function, harmonic product, mean square error

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Authors: Fatima Doganc, Hakan Goker

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Benzimidazole moiety is an important pharmacophore and privileged structure for the medicinal chemists, since it exhibits various important biological activities. Some clinically used drugs have benzimidazole moiety, such as omeprazole, astemizole, albendazole and domperidone. 2-(4-tert-Butylphenyl)benzimidazole, is a PGC-1α transcriptional regulator shown to have beneficial effects in diabetic mice. We planned to modify the structure of this compound for developing new antidiabetic drug candidates. Hence, a series of guanidino or amidino, benzo/pyrido/pyrimidino-imidazole derivatives were freshly prepared. Mass, 1H-NMR, 13C-NMR, 2D-NMR spectroscopy techniques were used for the new derivatives to clarify their structures and their purity was controlled through the elemental analysis. Antidiabetic activity studies of the synthesized compounds are under the investigation.

Keywords: antidiabetic agents, benzimidazole, imidazopyridine, imidazopyrimidine

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Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

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This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.

Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions

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Authors: Valeria Bondarenko

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We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

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Authors: Pablo Martin, Jorge Olivares, Fernando Maass

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The use of fractional derivatives to different problems in Engineering and Physics has been increasing in the last decade. For this reason, we have here considered partial derivatives when the integral is a spherical Bessel function of the first kind in both regular and modified ones simple initial conditions have been also considered. In this way, the solution has been found as a combination of hypergeometric functions. The case of a general rational value for α of the fractional derivative α has been solved in a general way for alpha between zero and two. The modified spherical Bessel functions of the first kind have been also considered and how to go from the regular case to the modified one will be also shown.

Keywords: caputo fractional derivatives, hypergeometric functions, linear differential equations, spherical Bessel functions

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Authors: Sirapat Lookrak, Anol Paisal

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Space debris has numerous manifestations, including ferro-metalize and non-ferrous. The electric field will induce negative charges to split from positive charges inside the space debris. In this research, we focus only on conducting materials. The assumption is that the electric charge density of a conducting surface is proportional to the electric field on that surface due to Gauss's Law. We are trying to find the induced charge density from an external electric field perpendicular to a conducting spherical surface. An object is a sphere on which the external electric field is not uniform. The electric field is, therefore, considered locally. The localised spherical surface is a tangent plane, so the Gaussian surface is a very small cylinder, and every point on a spherical surface has its own cylinder. The electric field from a circular electrode has been calculated in near-field and far-field approximation and shown Explanation Touchless maneuvering space debris orbit properties. The electric charge density calculation from a near-field and far-field approximation is done.

Keywords: near-field approximation, far-field approximation, localized Gauss’s law, electric charge density

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Authors: Preeti Sharma

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This paper deals with the Stancu type generalization of Lupaş-Durrmeyer operators. We establish some direct results in the polynomial weighted space of continuous functions defined on the interval [0, 1]. Also, Voronovskaja type theorem is studied.

Keywords: Lupas-Durrmeyer operators, polya distribution, weighted approximation, rate of convergence, modulus of continuity

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Authors: Sema Şenoğlu, Sevgi Karakuş

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Hydrazone scaffold is important to design new drug groups and is found to possess numerous uses in pharmaceutical chemistry. Besides, hydrazone derivatives are also known for biological activities such as anticancer, antimicrobial, antiviral, and antifungal. Hydrazone derivatives are promising anticancer agents because they inhibit cancer proliferation and induce apoptosis. Human carbonic anhydrase IX has a high potential to be an antiproliferative drug target, and targeting this protein is also important for obtaining potential anticancer inhibitors. The protein construct was retrieved as a PDB file from the RCSB protein database. This binding interaction of proteins and ligands was performed using Discovery Studio Visualizer. In vitro inhibitory activity of hydrazone derivatives was tested against enzyme carbonic anhydrase IX on the PyRx programme. Most of these molecules showed remarkable human carbonic anhydrase IX inhibitory activity compared to the acetazolamide. As a result, these compounds appear to be a potential target in drug design against human carbonic anhydrase IX.

Keywords: cancer, carbonic anhydrase IX enzyme, docking, hydrazone

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Authors: Zebiri Saliha

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Ochratoxin A (OTA) is a mycotoxin produced by certain species of the genera Aspergillus and Penicillium, primarily found in cereals, coffee, and grapevine products. Its accumulation in the body can lead to nephrotoxic, teratogenic, immunosuppressive, and carcinogenic effects. The objective of this study is to investigate the contamination of consumed wheat and its derivatives by toxic fungi in Algeria. For this purpose, an analysis of 200 samples was conducted, including 90 samples of durum wheat and common wheat and 110 samples of wheat derivatives collected from mills (semolina and flour manufacturers). The results revealed an average fungal contamination rate ranging from 60% to 100%. The identified fungal isolates primarily belonged to the genera Aspergillus (70%), Penicillium (27.5%), Alternaria (40%), and Mucor (19.4%). The density of the fungal flora was higher in products intended for animal consumption, such as durum wheat flour (2525 CFU/g), wheat scraps (3175 CFU/g), and wheat bran (2950 CFU/g). Conversely, low fungal density was observed in fine semolina (900 CFU/g) and flour (800 CFU/g) intended for human consumption. The genus Penicillium was isolated in 46% of the analyzed samples of durum wheat derivatives and in 62.7% of the analyzed samples of common wheat derivatives. The Aspergillus genus dominated the majority of the analyzed samples. Molecular identification of Aspergillus and Penicillium isolates by sequencing ITS1-5.8S-ITS2 regions of DNAr and a part of the calmodulin (CaM) gene indicated that the species involved in the production of OTA in wheat and its derivatives were mainly Aspergillus ochraceus, A. westerdijkia, A. alliaceus, A. carbonarius, and Penicillium islandicus. The amounts of OTA produced by these species were determined by HPLC-FLD and ranged between 0,8.9 and 3033μg/g. Given that food safety and quality are major concerns today, understanding the microbial biodiversity of wheat is crucial because it is a staple food in Algeria.

Keywords: wheat derivatives, Aspergillus, microbial biodiversity, OTA

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Authors: M. A. Ghebouli, H. Choutri, B. Ghebouli , M. Fatmi, L. Louail

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We employed the density-functional perturbation theory (DFPT) within the generalized gradient approximation (GGA), the local density approximation (LDA) and the virtual-crystal approximation (VCA) to study the effect of composition on the structure, stability, energy gaps, electron effective mass, the dynamic effective charge, optical and acoustical phonon frequencies and static and high dielectric constants of the rock-salt CaxMg1-xSe and CaxMg1-xTe alloys. The computed equilibrium lattice constant and bulk modulus show an important deviation from the linear concentration. From the Voigt-Reuss-Hill approximation, CaxMg1-xSe and CaxMg1-xTe present lower stiffness and lateral expansion. For Ca content ranging between 0.25-0.75, the elastic constants, energy gaps, electron effective mass and dynamic effective charge are predictions. The elastic constants and computed phonon dispersion curves indicate that these alloys are mechanically stable.

Keywords: CaxMg1-xSe, CaxMg1-xTe, band structure, phonon

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Authors: Dagim Ali Hussen, Adnan A. Bekhit, Ariaya Hymete

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In this study, several pyridine derivatives were synthesized and evaluated for their in vitro antimicrobial activity against gram-positive bacteria (S. aureus and B. Cereus), gram-negative bacteria (P. aeruginosa and E. coli) and fungus (C. albican and A niger). The intermediate chalcone derivative 2a,b was synthesized by condensation of pyrazole aldehydes 1a,b with acetophenone in alcoholic KOH. Cyclization of 2a,b with ethyl cyanoacetate ad ammonium acetate resulted in pyridine carbonitrile derivatives 3a,b. Furthermore, condensation of pyridine-4-carboxaldeyhe with different amino-derivatives gave rise to pyridine derivatives 5a,b, 6a,b. The oxadiazole derivative 7a was prepared by cyclization of 6a with acetic anhydride. Characterization of the synthesized compound was performed using IR, 1H NMR, 13C NMR spectra and elemental microanalyses. The antimicrobial results revealed that compounds 5a, 6b and 7a exhibited half fold antibacterial activity compared to ampicillin, against B. cereus. On the other hand, compound 3b showed an equivalent activity compared to miconazole against candida albican (CANDAL 03) and to clotrimazole against the clinical isolate candida albican 6647. Moreover, this compound 3b was further tested for its acute toxicity profile. The results showed that oral LD50 is more that 300 mg/kg and parentral LD50 is more than 100 mg/kg. Compound 3b is a good candidate for antifungal agent with good toxicity profile, and deserves more chemical derivatization and clinical study.

Keywords: antifungal, antimicrobial, Candida albican, pyridine

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Authors: Hassina Harkat, Samiha Taybe, Salima Loucif, Valérie Beneteau, Patrick Pale

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Indole and its derivatives have attracted great interest because of their importance in the synthetic organic and medicinal chemistry. They are widely used as anti hypertension, anti tubercular, anticancer activity, antiviral, Alzheimer's disease, antioxidant properties, and free radical induced lipid peroxidation. Many drugs and natural products contain indole moiety, such as the vinca alkaloids, fungal metabolites and marine natural products. Generally applicable synthetic methods for indole moiety involve ring closure to form the pyrrole. Indole derivatives can also be accessed by further functionalization of the indole nucleus. Therefore we report a mild and efficient protocol for the synthesis of analogues of indole catalyzed via zeolithe USY doped with CuI under solvent-free conditions.

Keywords: indole, zeolithe, USY-CuI, heterogeneous catalysis

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Authors: Ruswanto Ruswanto, Richa Mardianingrum, Tita Nofianti, Nur Rahayuningsih

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Tuberculosis (TB) is a chronic disease as a result of Mycobacterium tuberculosis. It can affect all age groups, and hence, is a global health problem that causes the death of millions of people every year. One of the drugs used in tuberculosis treatment is isonicotinohydrazide. In this study, N'-benzoylisonicotinohydrazide derivative compounds (a-l) were prepared using acylation reactions between isonicotinohydrazide and benzoyl chloride derivatives, through the reflux method. Molecular docking studies suggested that all of the compounds had better interaction with Mycobacterium tuberculosis enoyl-acyl carrier protein reductase (InhA) than isonicotinohydrazide. It can be concluded that N'-benzoylisonicotinohydrazide derivatives (a-l) could be used as anti-tuberculosis candidates. From the docking results revealed that all of the compounds interact well with InhA, with compound g (N'-(3-nitrobenzoyl)isonicotinohydrazide) exhibiting the best interaction.

Keywords: anti-tuberculosis , docking, InhA, N'-benzoylisonicotinohydrazide, synthesis

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Authors: Mustafa Salman, Nurcan Cetinkaya, Zehra Selcuk, Bugra Genc

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The objectives of the present study were to estimate the microbial-N flow to the small intestine and to predict the digestible organic matter intake (DOMI) in grazing Karayaka sheep based on urinary excretion of purine derivatives (xanthine, hypoxanthine, uric acid, and allantoin) by the use of spot urine sampling under field conditions. In the trial, 10 Karayaka sheep from 2 to 3 years of age were used. The animals were grazed in a pasture for ten months and fed with concentrate and vetch plus oat hay for the other two months (January and February) indoors. Highly significant linear and cubic relationships (P<0.001) were found among months for purine derivatives index, purine derivatives excretion, purine derivatives absorption, microbial-N and DOMI. Through urine sampling and the determination of levels of excreted urinary PD and Purine Derivatives / Creatinine ratio (PDC index), microbial-N values were estimated and they indicated that the protein nutrition of the sheep was insufficient. In conclusion, the prediction of protein nutrition of sheep under the field conditions may be possible with the use of spot urine sampling, urinary excreted PD and PDC index. The mean purine derivative levels in spot urine samples from sheep were highest in June, July and October. Protein nutrition of pastured sheep may be affected by weather changes, including rainfall. Spot urine sampling may useful in modeling the feed consumption of pasturing sheep. However, further studies are required under different field conditions with different breeds of sheep to develop spot urine sampling as a model.

Keywords: Karayaka sheep, spot sampling, urinary purine derivatives, PDC index, microbial-N, feed intake

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Authors: M. Ouassaf, S. Belaid

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A series of quinoline derivatives with antimalarial activity were subjected to two-dimensional quantitative structure-activity relationship (2D-QSAR) studies. Three models were implemented using multiple regression linear MLR, a regression partial least squares (PLS), nonlinear regression (MNLR), to see which descriptors are closely related to the activity biologic. We relied on a principal component analysis (PCA). Based on our results, a comparison of the quality of, MLR, PLS, and MNLR models shows that the MNLR (R = 0.914 and R² = 0.835, RCV= 0.853) models have substantially better predictive capability because the MNLR approach gives better results than MLR (R = 0.835 and R² = 0,752, RCV=0.601)), PLS (R = 0.742 and R² = 0.552, RCV=0.550) The model of MNLR gave statistically significant results and showed good stability to data variation in leave-one-out cross-validation. The obtained results suggested that our proposed model MNLR may be useful to predict the biological activity of derivatives of quinoline.

Keywords: antimalarial, quinoline, QSAR, PCA, MLR , MNLR, MLR

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Authors: Z. Bayat

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A quantitative structure–property relationship (QSPR) study was performed to develop models those relate the structures of 65 Kovats retention index (RI) of adamantane derivatives. Molecular descriptors derived solely from 3D structures of the molecular compounds. The usefulness of the quantum chemical descriptors, calculated at the level of the DFT theories using 6-311+G** basis set for QSAR study of adamantane derivatives was examined. The use of descriptors calculated only from molecular structure eliminates the need to experimental determination of properties for use in the correlation and allows for the estimation of RI for molecules not yet synthesized. The prediction results are in good agreement with the experimental value. A multi-parametric equation containing maximum Four descriptors at B3LYP/6-31+G** method with good statistical qualities (R2train=0.913, Ftrain=97.67, R2test=0.770, Ftest=3.21, Q2LOO=0.895, R2adj=0.904, Q2LGO=0.844) was obtained by Multiple Linear Regression using stepwise method.

Keywords: DFT, adamantane, QSAR, Kovat

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Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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Authors: Zaid Jamal Saeed Almahmoud

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Smart grid is emerging as the future power grid, with smart techniques to optimize power consumption and electricity generation. Minimizing peak power consumption under a fixed delay requirement is a significant problem in the smart grid.For this problem, all appliances must be scheduled within a given finite time duration. We consider the problem of minimizing the peak demand under appliances constraints by scheduling power jobs with uniform release dates and deadlines. As the problem is known to be NP-hard, we analyze the performance of a version of the natural greedy heuristic for solving this problem. Our theoretical analysis and experimental results show that the proposed heuristic outperforms existing methods by providing a better approximation to the optimal solution.

Keywords: peak demand scheduling, approximation algorithms, smart grid, heuristics

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Authors: Vikram Saini, Lillie Dewan

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This paper presents the iterative schemes based on Least square, Hierarchical Least Square and Stochastic Approximation Gradient method for the Identification of Wiener model with parametric structure. A gradient method is presented for the parameter estimation of wiener model with noise conditions based on the stochastic approximation. Simulation results are presented for the Wiener model structure with different static non-linear elements in the presence of colored noise to show the comparative analysis of the iterative methods. The stochastic gradient method shows improvement in the estimation performance and provides fast convergence of the parameters estimates.

Keywords: hard non-linearity, least square, parameter estimation, stochastic approximation gradient, Wiener model

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Authors: Clarinda Vitorino Nhangumbe, Fredericks Ebrahim, Betuel Canhanga

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The price of an option weather derivatives can be approximated as a solution of the two-dimensional convection-diffusion dominant partial differential equation derived from the Ornstein-Uhlenbeck process, where one variable represents the weather dynamics and the other variable represent the underlying weather index. With appropriate financial boundary conditions, the solution of the pricing equation is approximated using a nonstandard finite difference method. It is shown that the proposed numerical scheme preserves positivity as well as stability and consistency. In order to illustrate the accuracy of the method, the numerical results are compared with other methods. The model is tested for real weather data.

Keywords: nonstandard finite differences, Ornstein-Uhlenbeck process, partial differential equations approach, weather derivatives

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