Search results for: structure prediction

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: algorithmic trading, automated trading systems, high-frequency trading, DAX Deutscher Aktienindex

Procedia PDF Downloads 117

Authors: Christian Uchechukwu Gilbert

Abstract:

Generativism in language design investigates the framework on which varying sentence structures are built in the English language. Propounded by Noam Chomsky in 1965, the theory transforms sentences from an active structure to a passive one by the application of established rules of the theory. Resident in the body of syntax, the rules include movement, insertion, substitution, and deletion rules. Using the movement rule, the analysis is armed with the qualitative research method, on which the works of scholars were duly consulted for more insight and in line with the academic practice in research activities. The investigation showed that the rules of competent grammar explain the formulation of sentences in a language and how transformation takes place among sentences from a deep structure to a surface structure with accurate results. The structural differences that could be got through dative movement and the deletion of the preposition; passivisation got from an active sentence by the insertion of the preposition “by” a “be verb” and the aspect tense marker “–en”, held as the creative aspect of language vocabulary and the subject-auxiliary inversion that exchanges the auxiliary of a sentence with the subject of the same sentence thereby transforming a kennel sentence to a polar question, viewed as an external argument under θ-theory. Generativism in language design, therefore, changes available types of sentences and relates one form of linguistic category with others in language design.

Keywords: language, generate, transformation, structure, design

Procedia PDF Downloads 37

Authors: Pompa Marcello, Mauro Capocelli, Vincenzo Piemonte

Abstract:

This work focuses on a mathematical model able to describe the gastro-intestinal physiology and providing a rational tool for the design of an artificial gastro-intestinal system. This latter is mainly devoted to analyse the absorption and bioavailability of drugs and nutrients through in vitro tests in order to overcome (or, at least, to partially replace) in vivo trials. The provided model realizes a conjunction ring (with extended prediction capability) between in vivo tests and mechanical-laboratory models emulating the human body. On this basis, no empirical equations controlling the gastric emptying are implemented in this model as frequent in the cited literature and all the sub-unit and the related system of equations are physiologically based. More in detail, the model structure consists of six compartments (stomach, duodenum, jejunum, ileum, colon and blood) interconnected through pipes and valves. Paracetamol, Ketoprofen, Irbesartan and Ketoconazole are considered and analysed in this work as reference drugs. The mathematical model has been validated against in vivo literature data. Results obtained show a very good model reliability and highlight the possibility to realize tailored simulations for different couples patient-drug, including food adsorption dynamics.

Keywords: gastro-intestinal model, drugs bioavailability, paracetamol, ketoprofen

Procedia PDF Downloads 154

Authors: Abdelrahman Taha, Niloofar Malekghaini, Hamed Ebrahimian, Ramin Motamed

Abstract:

This paper compares the substructure and direct methods for soil-structure interaction (SSI) analysis in the time domain. In the substructure SSI method, the soil domain is replaced by a set of springs and dashpots, also referred to as the impedance function, derived through the study of the behavior of a massless rigid foundation. The impedance function is inherently frequency dependent, i.e., it varies as a function of the frequency content of the structural response. To use the frequency-dependent impedance function for time-domain SSI analysis, the impedance function is approximated at the fundamental frequency of the structure-soil system. To explore the potential limitations of the substructure modeling process, a two-dimensional reinforced concrete frame structure is modeled using substructure and direct methods in this study. The results show discrepancies between the simulated responses of the substructure and the direct approaches. To isolate the effects of higher modal responses, the same study is repeated using a harmonic input motion, in which a similar discrepancy is still observed between the substructure and direct approaches. It is concluded that the main source of discrepancy between the substructure and direct SSI approaches is likely attributed to the way the impedance functions are calculated, i.e., assuming a massless rigid foundation without considering the presence of the superstructure. Hence, a refined impedance function, considering the presence of the superstructure, shall be developed. This refined impedance function is expected to significantly improve the simulation accuracy of the substructure approach for structural systems whose behavior is dominated by the fundamental mode response.

Keywords: direct approach, impedance function, soil-structure interaction, substructure approach

Procedia PDF Downloads 102

Authors: Abdelhadi Nadjer

Abstract:

The structure of the text to the systemic school -(glossématique-Helmslev). At the beginning of the note we have a cursory look around the concepts of general linguistics The science that studies scientific study of human language based on the description and preview the facts away from the trend of education than we gave a detailed overview the founder of systemic school and most important customers and more methods and curriculum theory and analysis they extend to all humanities, practical action each offset by a theoretical and the procedure can be analyzed through the elements that pose as another method we talked to its links with other language schools where they are based on the sharp criticism of the language before and deflected into consideration for the field of language and its erection has outside or language network and its participation in the actions (non-linguistic) and after that we started our Valglosamatik analytical structure of the text is ejected text terminal or all of the words to was put for expression. This text Negotiable divided into types in turn are divided into classes and class should not be carrying a contradiction and be inclusive. It is on the same materials as described relationships that combine language and seeks to describe their relations and identified.

Keywords: text, language schools, linguistics, human language

Procedia PDF Downloads 439

Authors: Abdelmalk Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. It can, if it is not prevented, lead to significant spontaneous dimensional variations, which the cracking is one of events. In this context, cracking promotes the transport of aggressive agents in the material, which can affect the durability of concrete structures. Drying shrinkage develops over a long period almost 30 years although most occurred during the first three years. Drying shrinkage stabilizes when the material is water balance with the external environment. The drying shrinkage of cementitious materials is due to the formation of capillary tensions in the pores of the material, which has the consequences of bringing the solid walls of each other. Knowledge of the shrinkage characteristics of concrete is a necessary starting point in the design of structures for crack control. Such knowledge will enable the designer to estimate the probable shrinkage movement in reinforced or prestressed concrete and the appropriate steps can be taken in design to accommodate this movement. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes in consideration the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: drying, hydraulic concretes, shrinkage, modeling, prediction

Procedia PDF Downloads 244

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

Procedia PDF Downloads 373

Authors: Binyamien Ibrahim Rasoul

Abstract:

Controlled burning of rice husk can produce amorphous rice husk ash (RHA) with high silica content which can significantly enhance the properties of concrete. This study has been undertaken to investigate the relationship between the incineration temperatures and time to produce RHA with ultimate reactivity. The rice husk samples were incinerated in an electrical muffle furnace at 350°C, 400°C, 425°C 450°C, 475°C, and 500°C for 60 and 90 minutes, respectively. The silica structure in the Rice Husk Ash (RHA) was determined using X-Ray diffraction analysis, while chemical properties obtained using X-Ray Fluorescence. The results show that RHA appeared to be the totally amorphous when the husk incineration up to 425°C for 60 and even at 90 minutes. However, with increased temperature to 450°C, 475°C and 500°C, traces of crystalline silica (quartz) were detected. However, cannot be taken into account as it does not affect on the ash structure. In conclusion, the result gives an idea of the temperature and the time required to produce ash from rice husk with totally amorphous form.

Keywords: rice husk ash, silica, compressive strength, tensile strength, X-Ray diffraction, X-R florescence, pozzolanic activity

Procedia PDF Downloads 137

Authors: Tang Wei, Yang Xiaofeng, Gui Yewei, Du Yanxia

Abstract:

Complex lifting entry was selected for precise landing performance during the Mars Science Laboratory entry. This study aims to develop the three-dimensional numerical method for precise computation and the surface panel method for rapid engineering prediction. Detailed flow field analysis for Mars exploration mission was performed by carrying on a series of fully three-dimensional Navier-Stokes computations. The static aerodynamic performance was then discussed, including the surface pressure, lift and drag coefficient, lift-to-drag ratio with the numerical and engineering method. Computation results shown that the shock layer is thin because of lower effective specific heat ratio, and that calculated results from both methods agree well with each other, and is consistent with the reference data. Aerodynamic performance analysis shows that CG location determines trim characteristics and pitch stability, and certain radially and axially shift of the CG location can alter the capsule lifting entry performance, which is of vital significance for the aerodynamic configuration des0ign and inner instrument layout of the Mars entry capsule.

Keywords: Mars entry capsule, static aerodynamics, computational fluid dynamics, hypersonic

Procedia PDF Downloads 287

Authors: Sujin Hong, Seokyoon Moon, Heejoong Kim, Yunseok Lee, Youngjune Park

Abstract:

Gas hydrate is an inclusion compound in which a low-molecular-weight gas or organic molecule is trapped inside a three-dimensional lattice structure created by water-molecule via intermolecular hydrogen bonding. It is generally formed at low temperature and high pressure, and exists as crystal structures of cubic systems − structure I, structure II, and hexagonal system − structure H. Many efforts have been made to apply them to various energy and environmental fields such as gas transportation and storage, CO₂ capture and separation, and desalination of seawater. Particularly, studies on the behavior of gas hydrates by new organic materials for CO₂ storage and various applications are underway. In this study, thermodynamic and spectroscopic analyses of the gas hydrate system were performed focusing on cyclopentanol, an organic molecule that forms gas hydrate at relatively low pressure. The thermodynamic equilibria of CH₄ and CO₂ hydrate systems including cyclopentanol were measured and spectroscopic analyses of XRD and Raman were performed. The differences in thermodynamic systems and formation kinetics of CO₂ added cyclopentane, cyclopentanol and cyclopentanone hydrate systems were compared. From the thermodynamic point of view, cyclopentanol was found to be a hydrate promotor. Spectroscopic analyses showed that cyclopentanol formed a hydrate crystal structure of cubic structure II in the presence of CH₄ and CO₂. It was found that the differences in the functional groups among the organic guest molecules significantly affected the rate of hydrate formation and the total amounts of CO₂ stored in the hydrate systems. The total amount of CO₂ stored in the cyclopentanone hydrate was found to be twice that of the amount of CO₂ stored in the cyclopentane and the cyclopentanol hydrates. The findings are expected to open up new opportunity to develop the gas hydrate based wastewater desalination technology.

Keywords: gas hydrate, CO₂, separation, desalination, formation kinetics, thermodynamic equilibria

Procedia PDF Downloads 245

Authors: Fawaz A. Binsarra, Halim Boussabaine

Abstract:

The notion of complexity science has been attracting the interest of researchers and professionals due to the need of enhancing the efficiency of understanding complex systems dynamic and structure of interactions. In addition, complexity analysis has been used as an approach to investigate complex systems that contains a large number of components interacts with each other to accomplish specific outcomes and emerges specific behavior. The design process is considered as a complex action that involves large number interacted components, which are ranked as design tasks, design team, and the components of the design process. Those three main aspects of the building design process consist of several components that interact with each other as a dynamic system with complex information flow. In this paper, the goal is to uncover the complex structure of information interactions in building design process. The Investigating of Royal Institute of British Architects Plan Of Work 2013 information interactions as a case study to uncover the structure and building design process complexity using network analysis software to model the information interaction will significantly enhance the efficiency of the building design process outcomes.

Keywords: complexity, process, building desgin, Riba, design complexity, network, network analysis

Procedia PDF Downloads 507

Authors: Numair A. Siddiqui, Usman Muhammad, Manoj J. Mathew, Ramkumar M., Benjamin Sautter, Muhammad A. K. El-Ghali, David Menier, Shiqi Zhang

Abstract:

The sedimentological parameterization of shallow-marine siliciclastic reservoirs in terms of reservoir quality and heterogeneity from outcrop study can help improve the subsurface reservoir prediction. An architectural analysis has documented variations in sandstone geometry and rock properties within shallow-marine sandstone exposed in the Miocene Sandakan Formation of Sabah, Borneo. This study demonstrates reservoir sandstone quality assessment for subsurface rock evaluation, from well-exposed successions of the Sandakan Formation, Borneo, with which applicable analogues can be identified. The analyses were based on traditional conventional field investigation of outcrops, grain-size and petrographic studies of hand specimens of different sandstone facies and gamma-ray and permeability measurements. On the bases of these evaluations, the studied sandstone was grouped into three qualitative reservoir rock classes; high (Ø=18.10 – 43.60%; k=1265.20 – 5986.25 mD), moderate (Ø=17.60 – 37%; k=21.36 – 568 mD) and low quality (Ø=3.4 – 15.7%; k=3.21 – 201.30 mD) for visualization and prediction of subsurface reservoir quality. These results provided analogy for shallow marine sandstone reservoir complexity that can be utilized in the evaluation of reservoir quality of regional and subsurface analogues.

Keywords: architecture and sedimentology, subsurface rock evaluation, reservoir quality, borneo

Procedia PDF Downloads 120

Authors: Arsalan Ghaderi

Abstract:

Introduction: Inactivity is one of the most important risk factors for cardiovascular disease. According to the study prevalence of inactivity in Iran, about 67.5% and in the staff, and especially nurses, are similar. The inflammatory index (HS-CRP) is highly predictive of the progression of these diseases. Physical activity education is very important in preventing these diseases. One of the modern educational methods is web-based theory-based education. Methods: This is a semi-experimental interventional study which was conducted in Isfahan and Kurdistan universities of medical sciences in two stages. A cross-sectional study was done to determine the status of physical activity and its predictive factors. Then, intervention was performed, and six months later the data were retrieved. The data was collected using a demographic questionnaire, an integrative model of behavior prediction constructs, a standard physical activity questionnaire and (HS-CRP) test. Data were analyzed by SPSS software. Results: Physical activity was low in 66.6% of nurses, 25.4% were moderate and 8% severe. According to Pearson correlation matrix, the highest correlation was found between behavioral intention and skill structures (0.553**), subjective norms (0.222**) and self-efficacy (0.198**). The relationship between age and physical activity in the first study was reverse and significant. After intervention, there was a significant change in attitudes, self-efficacy, skill and behavioral intention in the intervention group. This change was significant in attitudes, self-efficacy and environmental conditions of the control group. HS-CRP index decreased significantly after intervention in both groups, but there was not a significant relationship between inflammatory index and physical activity score. The change in physical activity level was significant only in the control group. Conclusion: Despite the effect of educational intervention on attitude, self-efficacy, skill, and behavioral intention, the results showed that if factors such as environmental factors are not corrected, training and changing structures cannot lead to physical activity behavior. On the other hand, no correlation between physical activity and HS-CRP showed that this index can be influenced by other factors, and this should be considered in any intervention to reduce the HS-CRP index.

Keywords: HS-CRP, integrative model of behavior prediction, physical activity, nurses, web-based education

Procedia PDF Downloads 101

Authors: Ghazala Anjum, Farooq Hussain Bhat, Ravi Kumar

Abstract:

Multiferroic materials are vital for new application and memory devices, not only because of the presence of multiple types of domains but also as a result of cross correlation between coexisting forms of magnetic and electrical orders. In spite of wide studies done on multiferroic bulk ceramic materials their realization in thin film form is yet limited due to some crucial problems. During the last few years, special attention has been devoted to synthesis of thin films like of BiFeO₃. As they allow direct integration of the material into the device technology. Therefore owing to the process of exploration of new multiferroic thin films, preparation, and characterization of La₀.₈Bi₀.₂Fe₀.₇Mn₀.₃O₃ (LBFMO3) thin film on LaAlO₃ (LAO) substrate with LaNiO₃ (LNO) being the buffer layer has been done. The fact that all the electrical and magnetic properties are closely related to the electronic structure makes it inevitable to study the electronic structure of system under study. Without the knowledge of this, one may never be sure about the mechanism responsible for different properties exhibited by the thin film. Literature review reveals that studies on change in atomic and the hybridization state in multiferroic samples are still insufficient except few. The technique of x-ray absorption (XAS) has made great strides towards the goal of providing such information. It turns out to be a unique signature to a given material. In this milieu, it is time honoured to have the electronic structure study of the elements present in the LBFMO₃ multiferroic thin film on LAO substrate with buffer layer of LNO synthesized by RF sputtering technique. We report the electronic structure studies of well characterized LBFMO3 multiferroic thin film on LAO substrate with LNO as buffer layer using near-edge X-ray absorption fine structure (NEXAFS). Present exploration has been performed to find out the valence state and crystal field symmetry of ions present in the system. NEXAFS data of O K- edge spectra reveals a slight shift in peak position along with growth in intensities of low energy feature. Studies of Mn L₃,₂- edge spectra indicates the presence of Mn³⁺/Mn⁴⁺ network apart from very small contribution from Mn²⁺ ions in the system that substantiates the magnetic properties exhibited by the thin film. Fe L₃,₂- edge spectra along with spectra of reference compound reveals that Fe ions are present in +3 state. Electronic structure and valence state are found to be in accordance with the magnetic properties exhibited by LBFMO/LNO/LAO thin film.

Keywords: magnetic, multiferroic, NEXAFS, x-ray absorption fine structure, XMCD, x-ray magnetic circular dichroism

Procedia PDF Downloads 138

Authors: Reza Hedayati, Meysam Jahanbakhshi

Abstract:

The typical airplane stabilizer structures consist of two main similar segments (outer and inner parts), one of them a little larger than the other. In this study, bird impact on four different spots of the stabilizer structure: (a) between two ribs of smaller segment, (b) between two ribs of larger segment, (c) on the rib connecting the two segments, and (d) on a middle rib of the smaller segment, is investigated and their results are compared by means of energy absorption, displacement, and bird’s mass diagrams as well as visible damage induced on the stabilizer structure.

Keywords: airplane, bird strike, LS-DYNA, stabilizer

Procedia PDF Downloads 383

Authors: Matza Gusto Andika, Malinda Sabrina, Syarie Fatunnisa

Abstract:

Aerodynamic and aeroelastics studies on the hanger bridge profile are important to analyze the aerodynamic phenomenon and Aeroelastics stability of hanger. Wind tunnel tests were conducted on a model of H-beam profile from hanger bridge. The purpose of this study is to investigate steady aerodynamic characteristics such as lift coefficient (Cl), drag coefficient (Cd), and moment coefficient (Cm) under the different angle of attack for preliminary prediction of aeroelastics stability problems. After investigation the steady aerodynamics characteristics from the model, dynamic testing is also conducted in wind tunnel to know the aeroelastics phenomenon which occurs at the H-beam hanger bridge profile. The studies show that the torsional vortex induced vibration occur when the wind speed is 7.32 m/s until 9.19 m/s with maximum amplitude occur when the wind speed is 8.41 m/s. The result of wind tunnel testing is matching to hanger vibration where occur in the field, so wind tunnel studies has successful to model the problem. In order that the H-beam profile is not good enough for the hanger bridge and need to be modified to minimize the Aeroelastics problem. The modification can be done with structure dynamics modification or aerodynamics modification.

Keywords: aerodynamics, aeroelastic, hanger bridge, h-beam profile, vortex induced vibration, wind tunnel

Procedia PDF Downloads 329

Authors: Suhair Mereish

Abstract:

This research is aimed at examining the climate for innovation in organisations with the aim of validating the psychometric properties of the Team Climate Inventory (TCI -14) for Jordan’s collectivist society. The innovativeness of teams may be improved or obstructed by the climate within the team. Further, personal factors are considered an important element that influences the climate for innovation. Accordingly, measuring the employees' personality traits using the Big Five Inventory (BFI-44) could provide insights that aid in understanding how to improve innovation. Thus, studying the climate for innovation and its associations with personality traits is valuable, considering the insights it could offer on employee performance, job satisfaction, and well-being. Essentially, the Team Climate Inventory instrument has never been tested in Jordan’s collectivist society. Accordingly, in order to address the existing gap in the literature as a whole and, more specifically, in Jordan, it is essential to investigate its factorial structure and reliability in this particular context. It is also important to explore whether the factorial structure of the Team Climate Inventory in Jordan’s collectivist society demonstrates a similar or different structure to what has been found in individualistic ones. Lastly, examining if there are associations between the Team Climate Inventory and personality traits of Jordanian employees is pivotal. The quantitative study was carried out among Jordanian employees employed in two of the top 20 companies in Jordan, a shipping and logistics company (N=473) and a telecommunications company (N=219). To generalise the findings, this was followed by collecting data from the general population of this country (N=399). The participants completed the Team Climate Inventory. Confirmatory factor analyses and reliability tests were conducted to confirm the factorial structure, validity, and reliability of the inventory. Findings presented that the four-factor structure of the Team Climate Inventory in Jordan revealed a similar structure to the ones in Western culture. The four-factor structure has been confirmed with good fit indices and reliability values. Moreover, for climate for innovation, regression analysis identified agreeableness (positive) and neuroticism (negative) from the Big Five Inventory as significant predictors. This study will contribute to knowledge in several ways. First, by examining the reliability and factorial structure in a Jordanian collectivist context rather than a Western individualistic one. Second, by comparing the Team Climate Inventory structure in Jordan with findings for the Team Climate Inventory from Western individualistic societies. Third, by studying its relationships with personality traits in that country. Furthermore, findings from this study will assist practitioners in the field of organisational psychology and development to improve the climate for innovation for employees working in organisations in Jordan. It is also expected that the results of this research will provide recommendations to professionals in the business psychology sector regarding the characteristics of employees who hold positive and negative perceptions of the workplace climate.

Keywords: big five inventory, climate for innovation, collectivism, individualism, Jordan, team climate inventory

Procedia PDF Downloads 43

Authors: Jun Wang, Ge Zhang

Abstract:

Machine learning has been used in many areas today. It thrives at reviewing large volumes of data and identifying patterns and trends that might not be apparent to a human. Given the huge potential benefit and the amount of data available in the financial market, it is not surprising to see machine learning applied to various financial products. While future prices of financial securities are extremely difficult to forecast, we study them from a different angle. Instead of trying to forecast future prices, we apply machine learning algorithms to predict the direction of future price movement, in particular, whether a sector Exchange Traded Fund (ETF) would outperform or underperform the market in the next week or in the next month. We apply several machine learning algorithms for this prediction. The algorithms are Linear Discriminant Analysis (LDA), k-Nearest Neighbors (KNN), Decision Tree (DT), Gaussian Naive Bayes (GNB), and Neural Networks (NN). We show that these machine learning algorithms, most notably GNB and NN, have some predictive power in forecasting out-performance and under-performance out of sample. We also try to explore whether it is possible to utilize the predictions from these algorithms to outperform the buy-and-hold strategy of the S&P 500 index. The trading strategy to explore out-performance predictions does not perform very well, but the trading strategy to explore under-performance predictions can earn higher returns than simply holding the S&P 500 index out of sample.

Keywords: machine learning, ETF prediction, dynamic trading, asset allocation

Procedia PDF Downloads 72

Authors: Adil Balla Elkrail

Abstract:

Visual MODFLOW computer codes were selected to simulate head distribution, calculate the groundwater budgets of the area, and evaluate the effect of external stresses on the groundwater head and to demonstrate how the groundwater model can be used as a comparative technique in order to optimize utilization of the groundwater resource. A conceptual model of the study area, aquifer parameters, boundary, and initial conditions were used to simulate the flow model. The trial-and-error technique was used to calibrate the model. The most important criteria used to check the calibrated model were Root Mean Square error (RMS), Mean Absolute error (AM), Normalized Root Mean Square error (NRMS) and mass balance. The maps of the simulated heads elaborated acceptable model calibration compared to observed heads map. A time length of eight years and the observed heads of the year 2004 were used for model prediction. The predictive simulation showed that the continuation of pumping will cause relatively high changes in head distribution and components of groundwater budget whereas, the low deficit computed (7122 m3/d) between inflows and outflows cannot create a significant drawdown of the potentiometric level. Hence, the area under consideration may represent a high permeability and productive zone and strongly recommended for further groundwater development.

Keywords: aquifers, model simulation, groundwater, calibrations, trail-and- error, prediction

Procedia PDF Downloads 221

Authors: Hyun Young Kim, Chung Kwang Lee, Han Hee Cho, Sang Woon Cho, Yong Seo Koo

Abstract:

In this paper, we proposed a novel SCR (Silicon Controlled Rectifier) - based ESD (Electrostatic Discharge) protection device for I/O and power clamp. The proposed device has a higher holding voltage characteristic than conventional SCR. These characteristics enable to have latch-up immunity under normal operating conditions as well as superior full chip ESD protection. The proposed device was analyzed to figure out electrical characteristics and tolerance robustness in term of individual design parameters (D1, D2, D3). They are investigated by using the Synopsys TCAD simulator. As a result of simulation, holding voltage increased with different design parameters. The holding voltage of the proposed device changes from 3.3V to 7.9V. Also, N-Stack structure ESD device with the high holding voltage is proposed. In the simulation results, 2-stack has holding voltage of 6.8V and 3-stack has holding voltage of 10.5V. The simulation results show that holding voltage of stacking structure can be larger than the operation voltage of high-voltage application.

Keywords: ESD, SCR, holding voltage, stack, power clamp

Procedia PDF Downloads 537

Authors: Youlu Huang, Huanjun Jiang

Abstract:

A large number of old masonry buildings built in the last century still remain in the city. It generates the problems of unsafety, obsolescence, and non-habitability. In recent years, many old buildings have been reconstructed through renovating façade, strengthening, and adding floors. However, most projects only provide a solution for a single problem. It is difficult to comprehensively solve problems of poor safety and lack of building functions. Therefore, a comprehensive functional renovation program of adding reinforced concrete frame story at the bottom via integrally lifting the building and then strengthening the building was put forward. Based on field measurement and YJK calculation software, the seismic performance of an actual three-story masonry structure in Shanghai was identified. The results show that the material strength of masonry is low, and the bearing capacity of some masonry walls could not meet the code requirements. The elastoplastic time history analysis of the structure was carried out by using SAP2000 software. The results show that under the 7 degrees rare earthquake, the seismic performance of the structure reaches 'serious damage' performance level. Based on the code requirements of the stiffness ration of the bottom frame (lateral stiffness ration of the transition masonry story and frame story), the bottom frame story was designed. The integral lifting process of the masonry building was introduced based on many engineering examples. The reinforced methods for the bottom frame structure strengthened by the steel-reinforced mesh mortar surface layer (SRMM) and base isolators, respectively, were proposed. The time history analysis of the two kinds of structures, under the frequent earthquake, the fortification earthquake, and the rare earthquake, was conducted by SAP2000 software. For the bottom frame structure, the results show that the seismic response of the masonry floor is significantly reduced after reinforced by the two methods compared to the masonry structure. The previous earthquake disaster indicated that the bottom frame is vulnerable to serious damage under a strong earthquake. The analysis results showed that under the rare earthquake, the inter-story displacement angle of the bottom frame floor meets the 1/100 limit value of the seismic code. The inter-story drift of the masonry floor for the base isolated structure under different levels of earthquakes is similar to that of structure with SRMM, while the base-isolated program is better to protect the bottom frame. Both reinforced methods could significantly improve the seismic performance of the bottom frame structure.

Keywords: old buildings, adding story, seismic strengthening, seismic performance

Procedia PDF Downloads 112

Authors: Kay Thi Yar, Khin Mar Lar Tun

Abstract:

Nowadays, social networks are so popular and widely used in all over the world. In addition, searching personal information of each person and searching connection between them (peoples’ relation in real world) becomes interesting issue in our society. In this paper, we propose a framework with three portions for exploring peoples’ relations from their connected information. The first portion focuses on the Graph database structure to store the connected data of peoples’ information. The second one proposes the graph database searching algorithm, the Modified-SoS-ACO (Sense of Smell-Ant Colony Optimization). The last portion proposes the Deductive Reasoning Algorithm to define two persons’ relationship. This study reveals the proper storage structure for connected information, graph searching algorithm and deductive reasoning algorithm to predict and analyze the personnel relationship from peoples’ relation in their connected information.

Keywords: personnel information, graph storage structure, graph searching algorithm, deductive reasoning algorithm

Procedia PDF Downloads 435

Authors: Francisco Reyes, Hector Ramirez

Abstract:

In the coastal zones are home to mangrove swamps, coral reefs, and seagrass ecosystems, which are the most biodiverse and fragile on the planet. These areas support a great diversity of marine life; they are also extraordinarily important for humans in the provision of food, water, wood, and other associated goods and services; they also contribute to climate regulation. The lack of an automated model that generates information on the dynamics of changes in coastlines and coastal erosion is identified as a central problem. Coastlines were determined from 1984 to 2020 on the Google Earth platform Engine from Landsat and Sentinel images, using the Normalized Differential Water Index (MNDWI) and Digital Shoreline Analysis System (DSAS) v5.0. Starting from the 2020 coastline, the 10-year prediction (Year 2031) was determined with the erosion of 238.32 hectares and an accretion of 181.96 hectares, while the 20-year prediction (Year 2041) will be presented an erosion of 544.04 hectares and an accretion of 133.94 hectares. The erosion and accretion of Playa Muelle in the municipality of Puerto Colombia were established, which will register the highest value of erosion. The coverage that presented the greatest change was that of artificialized Territories.

Keywords: coastline, coastal erosion, MNDWI, Google Earth Engine, Colombia

Procedia PDF Downloads 98

Authors: T. Benyetho, L. El Abdellaoui, J. Terhzaz, H. Bennis, N. Ababssi, A. Tajmouati, A. Tribak, M. Latrach

Abstract:

This work presents a new planar multiband antenna based on fractal geometry. This structure is optimized and validated into simulation by using CST-MW Studio. To feed this antenna we have used a CPW line which makes it easy to be incorporated with integrated circuits. The simulation results presents a good matching input impedance and radiation pattern in the GSM band at 900 MHz and ISM band at 2.4 GHz. The final structure is a dual band fractal antenna with 70 x 70 mm² as a total area by using an FR4 substrate.

Keywords: Antenna, CPW, fractal, GSM, multiband

Procedia PDF Downloads 372

Authors: Freddy Munzhelele

Abstract:

Setting: the empirical research has shown that the life cycle theory has an impact on the firms’ financing decisions, particularly the dividend pay-outs. Accordingly, the life cycle theory posits that as a firm matures, it gets to a level and capacity where it distributes more cash as dividends. On the other hand, the young firms prioritise investment opportunities sets and their financing; thus, they pay little or no dividends. The research on firms’ financing decisions also demonstrated, among others, the adoption of trade-off and pecking order theories on the dynamics of firms capital structure. The trade-off theory talks to firms holding a favourable position regarding debt structures particularly as to the cost and benefits thereof; and pecking order is concerned with firms preferring a hierarchical order as to choosing financing sources. The case of life cycle hypothesis explaining the financial managers’ decisions as regards the firms’ capital structure dynamics appears to be an interesting link, yet this link has been neglected in corporate finance research. If this link is to be explored as an empirical research, the financial decision-making alternatives will be enhanced immensely, since no conclusive evidence has been found yet as to the dynamics of capital structure. Aim: the aim of this study is to examine the impact of life cycle theory on the capital structure dynamics trade-off and pecking order theories of firms listed in retail, industrial and mining sectors of the JSE. These sectors are among the key contributors to the GDP in the South African economy. Design and methodology: following the postpositivist research paradigm, the study is quantitative in nature and utilises secondary data obtainable from the financial statements of sampled firm for the period 2010 – 2022. The firms’ financial statements will be extracted from the IRESS database. Since the data will be in panel form, a combination of the static and dynamic panel data estimators will used to analyse data. The overall data analyses will be done using STATA program. Value add: this study directly investigates the link between the life cycle theory and the dynamics of capital structure decisions, particularly the trade-off and pecking order theories.

Keywords: life cycle theory, trade-off theory, pecking order theory, capital structure, JSE listed firms

Procedia PDF Downloads 46

Authors: Selim M. Khan

Abstract:

Indoor air quality is strongly influenced by the presence of radioactive radon (222Rn) gas. Indeed, exposure to high 222Rn concentrations is unequivocally linked to DNA damage and lung cancer and is a worsening issue in North American and European built environments, having increased over time within newer housing stocks as a function of as yet unclear variables. Indoor air radon concentration can be influenced by a wide range of environmental, structural, and behavioral factors. As some of these factors are quantitative while others are qualitative, no single statistical model can determine indoor radon level precisely while simultaneously considering all these variables across a complex and highly diverse dataset. The ability of AI- machine (deep) learning to simultaneously analyze multiple quantitative and qualitative features makes it suitable to predict radon with a high degree of precision. Using Canadian and Swedish long-term indoor air radon exposure data, we are using artificial deep neural network models with random weights and polynomial statistical models in MATLAB to assess and predict radon health risk to human as a function of geospatial, human behavioral, and built environmental metrics. Our initial artificial neural network with random weights model run by sigmoid activation tested different combinations of variables and showed the highest prediction accuracy (>96%) within the reasonable iterations. Here, we present details of these emerging methods and discuss strengths and weaknesses compared to the traditional artificial neural network and statistical methods commonly used to predict indoor air quality in different countries. We propose an artificial deep neural network with random weights as a highly effective method for assessing and predicting indoor radon.

Keywords: radon, radiation protection, lung cancer, aI-machine deep learnng, risk assessment, risk prediction, Europe, North America

Procedia PDF Downloads 81

Authors: M'Hamed Boulakroune, Mouloud Challal, Hassiba Louazene, Saida Fentiz

Abstract:

This paper presents a new ultra wideband (UWB) microstrip bandpass filter (BPF) at microwave frequencies. The first one is based on multiple-mode resonator (MMR) and rectangular-shaped defected ground structure (DGS). This filter, which is compact size of 25.2 x 3.8 mm2, provides in the pass band an insertion loss of 0.57 dB and a return loss greater than 12 dB. The second structure is a tunable bandpass filters using planar patch resonators based on diode varactor. This filter is formed by a triple mode circular patch resonator with two pairs of slots, in which the varactors are connected. Indeed, this filter is initially centered at 2.4 GHz, the center frequency of the tunable patch filter could be tuned up to 1.8 GHz simultaneously with the bandwidth, reaching high tuning ranges. Lossless simulations were compared to those considering the substrate dielectric, conductor losses, and the equivalent electrical circuit model of the tuning element in order to assess their effects. Within these variations, simulation results showed insertion loss better than 2 dB and return loss better than 10 dB over the passband. The proposed filters presents good performances and the simulation results are in satisfactory agreement with the experimentation ones reported elsewhere.

Keywords: defected ground structure, diode varactor, microstrip bandpass filter, multiple-mode resonator

Procedia PDF Downloads 286

Authors: Deepen Sharma, Eugene F. Hill

Abstract:

For nearly 100 years, hydro-turbine governors have operated with only a frequency set point. This natural governor action means that the governor responds with changing megawatt output to disturbances in system frequency. More and more, power system managers are demanding that governors operate with constant megawatt output. One way of doing this is to introduce a second set point in the control structure called a power set point. The control structure investigated and analyzed in this paper is unique in the way that it utilizes a power reference set point in addition to the conventional frequency reference set point. An optimum set of temporary droop parameters derived based on the turbine-generator inertia constant and the penstock water start time for stable islanded operation are shown to be also equally applicable for a satisfactory rate of generator loading during its grid connected mode. A theoretical development shows why this is the case. The performance of the control structure has been investigated and established based on the simulation study made in MATLAB/Simulink as well as through testing the real time controller performance on a 15 MW Kaplan Turbine and generator. Recordings have been made using the labVIEW data acquisition platform. The hydro-turbine governor control structure and its performance investigated in this paper thus eliminates the need to have a separate set of temporary droop parameters, one valid for islanded mode and the other for interconnected operations mode.

Keywords: frequency set point, hydro governor, interconnected operation, isolated operation, power set point

Procedia PDF Downloads 353

Authors: Arian Hosseini, Mahmudul Hasan

Abstract:

To address the increasing need for efficient and accurate content moderation, we propose an efficient and lightweight deep classification ensemble structure. Our approach is based on a combination of simple visual features, designed for high-accuracy classification of violent content with low false positives. Our ensemble architecture utilizes a set of lightweight models with narrowed-down color features, and we apply it to both images and videos. We evaluated our approach using a large dataset of explosion and blast contents and compared its performance to popular deep learning models such as ResNet-50. Our evaluation results demonstrate significant improvements in prediction accuracy, while benefiting from 7.64x faster inference and lower computation cost. While our approach is tailored to explosion detection, it can be applied to other similar content moderation and violence detection use cases as well. Based on our experiments, we propose a "think small, think many" philosophy in classification scenarios. We argue that transforming a single, large, monolithic deep model into a verification-based step model ensemble of multiple small, simple, and lightweight models with narrowed-down visual features can possibly lead to predictions with higher accuracy.

Keywords: deep classification, content moderation, ensemble learning, explosion detection, video processing

Procedia PDF Downloads 28

Authors: Young-Jun You, Youn-Ju Jeong, Min-Su Park, Du-Ho Lee

Abstract:

Due to a lot of limited conditions, a large box type floating structure is inevitably constructed by connecting many pontoons. When a floating structure is made with concrete, concrete shear key with saw-teeth shape is often used to carry shear force. Match casting for the shear key and precise construction on a sea are very important for making separated two pontoons as one body but those are not easy work and may increase construction time and cost. To solve this problem, one-way shear key is studied in this paper for a connected part where there is some difference between upward and downward shear force. It has only one inclined plane and can resist shear force in one direction. Big shear force is resisted by concrete which forms an inclined plane and small shear force is resisted by steel bar. This system can reduce manufacturing cost of individual pontoon and construction time and cost for constructing a floating structure on a sea. In this paper, the feasibility study about one-way shear key system is performed by comparing with design example.

Keywords: connection, floating container terminal, pontoon, pre-stressing, shear key

Procedia PDF Downloads 306