Search results for: random search

Authors: González A. Julio, Ramírez L. Leonardo, Puerta A. Gabriel

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Telemedicine services use a large amount of data, most of which are diagnostic images in Digital Imaging and Communications in Medicine (DICOM) and Health Level Seven (HL7) formats. Metadata is generated from each related image to support their identification. This study presents the use of decision trees for the optimization of information search processes for diagnostic images, hosted on the cloud server. To analyze the performance in the server, the following quality of service (QoS) metrics are evaluated: delay, bandwidth, jitter, latency and throughput in five test scenarios for a total of 26 experiments during the loading and downloading of DICOM images, hosted by the telemedicine group server of the Universidad Militar Nueva Granada, Bogotá, Colombia. By applying decision trees as a data mining technique and comparing it with the sequential search, it was possible to evaluate the search times of diagnostic images in the server. The results show that by using the metadata in decision trees, the search times are substantially improved, the computational resources are optimized and the request management of the telemedicine image service is improved. Based on the experiments carried out, search efficiency increased by 45% in relation to the sequential search, given that, when downloading a diagnostic image, false positives are avoided in management and acquisition processes of said information. It is concluded that, for the diagnostic images services in telemedicine, the technique of decision trees guarantees the accessibility and robustness in the acquisition and manipulation of medical images, in improvement of the diagnoses and medical procedures in patients.

Keywords: cloud storage, decision trees, diagnostic image, search, telemedicine

Procedia PDF Downloads 201

Authors: M. R. Al-Rashidi, K. M. El-Naggar, M. F. Al-Hajri

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The fuel cost function describes the electric power generation-cost relationship in thermal plants, hence, it sheds light on economical aspects of power industry. Different models have been proposed to describe this relationship with the quadratic function model being the most popular one. Parameters of second order fuel cost function are estimated in this paper using cuckoo search algorithm. It is a new population based meta-heuristic optimization technique that has been used in this study primarily as an accurate estimation tool. Its main features are flexibility, simplicity, and effectiveness when compared to other estimation techniques. The parameter estimation problem is formulated as an optimization one with the goal being minimizing the error associated with the estimated parameters. A case study is considered in this paper to illustrate cuckoo search promising potential as a valuable estimation and optimization technique.

Keywords: cuckoo search, parameters estimation, fuel cost function, economic dispatch

Procedia PDF Downloads 579

Authors: Takahiro Nishigaki, Takashi Onoda

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In recent years, the number of document data has been increasing since the spread of the Internet. Many methods have been studied for extracting topics from large document data. We proposed Independent Topic Analysis (ITA) to extract topics independent of each other from large document data such as newspaper data. ITA is a method for extracting the independent topics from the document data by using the Independent Component Analysis. The topic represented by ITA is represented by a set of words. However, the set of words is quite different from the topics the user imagines. For example, the top five words with high independence of a topic are as follows. Topic1 = {"scor", "game", "lead", "quarter", "rebound"}. This Topic 1 is considered to represent the topic of "SPORTS". This topic name "SPORTS" has to be attached by the user. ITA cannot name topics. Therefore, in this research, we propose a method to obtain topics easy for people to understand by using the web search engine, topics given by the set of words given by independent topic analysis. In particular, we search a set of topical words, and the title of the homepage of the search result is taken as the topic name. And we also use the proposed method for some data and verify its effectiveness.

Keywords: independent topic analysis, topic extraction, topic naming, web search engine

Procedia PDF Downloads 118

Authors: Guenther Schuh, Christina Koenig, Nico Schoen, Markus Wellensiek

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Identification and selection of appropriate product and manufacturing technologies are key factors for competitiveness and market success of technology-based companies. Therefore many companies perform technology intelligence (TI) activities to ensure the identification of evolving technologies at the right time. Technology monitoring is one of the three base activities of TI, besides scanning and scouting. As the technological progress is accelerating, more and more technologies are being developed. Against the background of limited resources it is therefore necessary to focus TI activities. In this paper, we propose a concept for defining appropriate search fields for technology monitoring. This limitation of search space leads to more concentrated monitoring activities. The concept will be introduced and demonstrated through an anonymized case study conducted within an industry project at the Fraunhofer Institute for Production Technology. The described concept provides a customized monitoring approach, which is suitable for use in technology-oriented companies especially those that have not yet defined an explicit technology strategy. It is shown in this paper that the definition of search fields and search tasks are suitable methods to define topics of interest and thus to direct monitoring activities. Current as well as planned product, production and material technologies as well as existing skills, capabilities and resources form the basis of the described derivation of relevant search areas. To further improve the concept of technology monitoring the proposed concept should be extended during future research e.g. by the definition of relevant monitoring parameters.

Keywords: monitoring radar, search field, technology intelligence, technology monitoring

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Authors: Pushkar Umaranikar, Chris Pollett

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An online advertisement system and its implementation for the Yioop open source search engine are presented. This system supports both selling advertisements and displaying them within search results. The selling of advertisements is done using a system to auction off daily impressions for keyword searches. This is an open, ascending price auction system in which all accepted bids will receive a fraction of the auctioned day’s impressions. New bids in our system are required to be at least one half of the sum of all previous bids ensuring the number of accepted bids is logarithmic in the total ad spend on a keyword for a day. The mechanics of creating an advertisement, attaching keywords to it, and adding it to an advertisement inventory are described. The algorithm used to go from accepted bids for a keyword to which ads are displayed at search time is also presented. We discuss properties of our system and compare it to existing auction systems and systems for selling online advertisements.

Keywords: online markets, online ad system, online auctions, search engines

Procedia PDF Downloads 324

Authors: Michael A. Kraus, Navid Pourmoghaddam, Martin Botz, Jens Schneider, Geralt Siebert

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Fragmentation analysis of tempered glass gives insight into the quality of the tempering process and defines a certain degree of safety as well. Different standard such as the European EN 12150-1 or the American ASTM C 1048/CPSC 16 CFR 1201 define a minimum number of fragments required for soda-lime safety glass on the basis of fragmentation test results for classification. This work presents an approach for the glass breakage pattern prediction using a Voronoi Tesselation over Random Fields. The random Voronoi tessellation is trained with and validated against data from several breakage patterns. The fragments in observation areas of 50 mm x 50 mm were used for training and validation. All glass specimen used in this study were commercially available soda-lime glasses at three different thicknesses levels of 4 mm, 8 mm and 12 mm. The results of this work form a Bayesian framework for the training and prediction of breakage patterns of tempered soda-lime glass using a Voronoi Random Field Tesselation. Uncertainties occurring in this process can be well quantified, and several statistical measures of the pattern can be preservation with this method. Within this work it was found, that different Random Fields as basis for the Voronoi Tesselation lead to differently well fitted statistical properties of the glass breakage patterns. As the methodology is derived and kept general, the framework could be also applied to other random tesselations and crack pattern modelling purposes.

Keywords: glass breakage predicition, Voronoi Random Field Tessellation, fragmentation analysis, Bayesian parameter identification

Procedia PDF Downloads 159

Authors: Prasanna Haddela

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Document analysis is a well matured yet still active research field, partly as a result of the intricate nature of building computational tools but also due to the inherent problems arising from the variety and complexity of human languages. Breaking down language barriers is vital in enabling access to a number of recent technologies. This paper investigates the application of document classification methods to new Sinhalese datasets. This language is geographically isolated and rich with many of its own unique features. We will examine the interpretability of the classification models with a particular focus on the use of evolved Lucene search queries generated using a Genetic Algorithm (GA) as a method of document classification. We will compare the accuracy and interpretability of these search queries with other popular classifiers. The results are promising and are roughly in line with previous work on English language datasets.

Keywords: evolved search queries, Sinhala document classification, Lucene Sinhala analyzer, interpretable text classification, genetic algorithm

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Authors: Satyendra Pratap Singh, S. P. Singh

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This paper presents a methodology using Gravitational Search Algorithm for optimal placement of Phasor Measurement Units (PMUs) in order to achieve complete observability of the power system. The objective of proposed algorithm is to minimize the total number of PMUs at the power system buses, which in turn minimize installation cost of the PMUs. In this algorithm, the searcher agents are collection of masses which interact with each other using Newton’s laws of gravity and motion. This new Gravitational Search Algorithm based method has been applied to the IEEE 14-bus, IEEE 30-bus and IEEE 118-bus test systems. Case studies reveal optimal number of PMUs with better observability by proposed method.

Keywords: gravitational search algorithm (GSA), law of motion, law of gravity, observability, phasor measurement unit

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Authors: Fahad Y. Al-dawish

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The current trend by a large number of organizations and individuals to use cloud computing. Many consider it a significant shift in the field of computing. Cloud computing are distributed and parallel systems consisting of a collection of interconnected physical and virtual machines. With increasing request and profit of cloud computing infrastructure, diverse computing processes can be executed on cloud environment. Many organizations and individuals around the world depend on the cloud computing environments infrastructure to carry their applications, platform, and infrastructure. One of the major and essential issues in this environment related to allocating incoming tasks to suitable virtual machine (cloud task scheduling). Cloud task scheduling is classified as optimization problem, and there are several meta-heuristic algorithms have been anticipated to solve and optimize this problem. Good task scheduler should execute its scheduling technique on altering environment and the types of incoming task set. In this research project a cloud task scheduling methodology based on ant colony optimization ACO algorithm, we call it ACO-TS Ant Colony Optimization for Task Scheduling has been proposed and compared with different scheduling algorithms (Random, First Come First Serve FCFS, and Fastest Processor to the Largest Task First FPLTF). Ant Colony Optimization (ACO) is random optimization search method that will be used for assigning incoming tasks to available virtual machines VMs. The main role of proposed algorithm is to minimizing the makespan of certain tasks set and maximizing resource utilization by balance the load among virtual machines. The proposed scheduling algorithm was evaluated by using Cloudsim toolkit framework. Finally after analyzing and evaluating the performance of experimental results we find that the proposed algorithm ACO-TS perform better than Random, FCFS, and FPLTF algorithms in each of the makespaan and resource utilization.

Keywords: cloud Task scheduling, ant colony optimization (ACO), cloudsim, cloud computing

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Authors: Gajendra Kumar Mourya, Dinesh Bhatia, Akash Handique, Sunita Warjri, Syed Achaab Amir

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Nowadays, Medical imaging has become an integral part of modern healthcare. Abdominal CT images are an invaluable mean for abdominal organ investigation and have been widely studied in the recent years. Diagnosis of liver pathologies is one of the major areas of current interests in the field of medical image processing and is still an open problem. To deeply study and diagnose the liver, segmentation of liver is done to identify which part of the liver is mostly affected. Manual segmentation of the liver in CT images is time-consuming and suffers from inter- and intra-observer differences. However, automatic or semi-automatic computer aided segmentation of the Liver is a challenging task due to inter-patient Liver shape and size variability. In this paper, we present a technique for automatic segmenting the liver from CT images using Random Forest Classifier. Random forests or random decision forests are an ensemble learning method for classification that operate by constructing a multitude of decision trees at training time and outputting the class that is the mode of the classes of the individual trees. After comparing with various other techniques, it was found that Random Forest Classifier provide a better segmentation results with respect to accuracy and speed. We have done the validation of our results using various techniques and it shows above 89% accuracy in all the cases.

Keywords: CT images, image validation, random forest, segmentation

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Authors: Sanam Haseen, Abdul Bari

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In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.

Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys

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Authors: B. Sellami, Y. Laskri, M. Belloufi

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Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, a new family of conjugate gradient method is proposed for unconstrained optimization. This method includes the already existing two practical nonlinear conjugate gradient methods, which produces a descent search direction at every iteration and converges globally provided that the line search satisfies the Wolfe conditions. The numerical experiments are done to test the efficiency of the new method, which implies the new method is promising. In addition the methods related to this family are uniformly discussed.

Keywords: conjugate gradient method, global convergence, line search, unconstrained optimization

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Authors: Ritesh Kumar, Rajendra Pamula

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In this paper, we present our contribution for book recommendation. In our experiment, we combine the results of Sequential Dependence Model (SDM) and exploitation of book information such as reviews, tags and ratings. This social information is assigned by users. For this, we used CLEF-2016 Social Book Search Track Suggestion task. Finally, our proposed method extensively evaluated on CLEF -2015 Social Book Search datasets, and has better performance (nDCG@10) compared to other state-of-the-art systems. Recently we got the good performance in CLEF-2016.

Keywords: sequential dependence model, social information, social book search, query expansion

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Authors: Nelson Bii, Christopher Ouma, John Odhiambo

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Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

Procedia PDF Downloads 137

Authors: Min Jin Kwon, Seung Won Kim, Eui Yeon Kim, Haeyoung Lee

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Numerous anonymous chat apps that help people to connect with random strangers have been released in South Korea. However, they become a serious problem for young people since young people often use them for channels of prostitution or sexual violence. Although ISPs in South Korea are responsible for making inappropriate content inaccessible on their networks, they do not block traffic of random chat apps since 1) the use of random chat apps is entirely legal. 2) it is reported that they use HTTP proxy blocking so that non-HTTP traffic cannot be blocked. In this paper, we propose a service model that can block random chat apps at home routers. A service provider manages a blacklist that contains blocked apps’ information. Home routers that subscribe the service filter the traffic of the apps out using deep packet inspection. We have implemented a prototype of the proposed model, including a centralized server providing the blacklist, a Raspberry Pi-based home router that can filter traffic of the apps out, and an Android app used by the router’s administrator to locally customize the blacklist.

Keywords: deep packet inspection, internet filtering, juvenile protection, technical blocking

Procedia PDF Downloads 348

Authors: Shaimaa M. Mohamed, Haitham S. Hamza, Imane A. Saroit

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Many wireless sensor network applications require K-coverage of the monitored area. In this paper, we propose a scalable harmony search based algorithm in terms of execution time, K-Coverage Enhancement Algorithm (KCEA), it attempts to enhance initial coverage, and achieve the required K-coverage degree for a specific application efficiently. Simulation results show that the proposed algorithm achieves coverage improvement of 5.34% compared to K-Coverage Rate Deployment (K-CRD), which achieves 1.31% when deploying one additional sensor. Moreover, the proposed algorithm is more time efficient.

Keywords: Wireless Sensor Networks (WSN), harmony search algorithms, K-Coverage, Mobile WSN

Procedia PDF Downloads 526

Authors: Surya R. Niraula, Devendra B Chhetry, Girish K. Singh, S. Nagesh, Frederick A. Connell

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Background: Although random sampling is generally considered to be the gold standard for population-based research, the majority of drug abuse research is based on non-random sampling despite the well-known limitations of this kind of sampling. Method: We compared the statistical properties of two surveys of drug abuse in the same community: one using snowball sampling of drug users who then identified “friend controls” and the other using a random sample of non-drug users (controls) who then identified “friend cases.” Models to predict drug abuse based on risk factors were developed for each data set using conditional logistic regression. We compared the precision of each model using bootstrapping method and the predictive properties of each model using receiver operating characteristics (ROC) curves. Results: Analysis of 100 random bootstrap samples drawn from the snowball-sample data set showed a wide variation in the standard errors of the beta coefficients of the predictive model, none of which achieved statistical significance. One the other hand, bootstrap analysis of the random-sample data set showed less variation, and did not change the significance of the predictors at the 5% level when compared to the non-bootstrap analysis. Comparison of the area under the ROC curves using the model derived from the random-sample data set was similar when fitted to either data set (0.93, for random-sample data vs. 0.91 for snowball-sample data, p=0.35); however, when the model derived from the snowball-sample data set was fitted to each of the data sets, the areas under the curve were significantly different (0.98 vs. 0.83, p < .001). Conclusion: The proposed method of random sampling of controls appears to be superior from a statistical perspective to snowball sampling and may represent a viable alternative to snowball sampling.

Keywords: drug abuse, matched case-control study, non-probability sampling, probability sampling

Procedia PDF Downloads 492

Authors: Peter M. Maurer Maurer

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DGL is a context free grammar-based tool for generating random data. Many types of simulator input data require some computation to be placed in the proper format. For example, it might be necessary to generate ordered triples in which the third element is the sum of the first two elements, or it might be necessary to generate random numbers in some sorted order. Although DGL is universal in computational power, generating these types of data is extremely difficult. To overcome this problem, we have enhanced DGL to include features that permit direct computation within the structure of a context free grammar. The features have been implemented as special types of productions, preserving the context free flavor of DGL specifications.

Keywords: DGL, Enhanced Context Free Grammars, Programming Constructs, Random Data Generation

Procedia PDF Downloads 145

Authors: Lu Ren, You-Liang Fang, Yan-Gang Zhao

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In recent years, the application of BIM (Building Information Modelling) to construction schedule plan has been the focus of more and more researchers. In order to assess the reasonable level of the BIM-based construction schedule plan, that is whether the schedule can be completed on time, some researchers have introduced reliability theory to evaluate. In the process of evaluation, the uncertain factors affecting the construction schedule plan are regarded as random variables, and probability distributions of the random variables are assumed to be normal distribution, which is determined using two parameters evaluated from the mean and standard deviation of statistical data. However, in practical engineering, most of the uncertain influence factors are not normal random variables. So the evaluation results of the construction schedule plan will be unreasonable under the assumption that probability distributions of random variables submitted to the normal distribution. Therefore, in order to get a more reasonable evaluation result, it is necessary to describe the distribution of random variables more comprehensively. For this purpose, cubic normal distribution is introduced in this paper to describe the distribution of arbitrary random variables, which is determined by the first four moments (mean, standard deviation, skewness and kurtosis). In this paper, building the BIM model firstly according to the design messages of the structure and making the construction schedule plan based on BIM, then the cubic normal distribution is used to describe the distribution of the random variables due to the collecting statistical data of the random factors influencing construction schedule plan. Next the reliability analysis of the construction schedule plan based on BIM can be carried out more reasonably. Finally, the more accurate evaluation results can be given providing reference for the implementation of the actual construction schedule plan. In the last part of this paper, the more efficiency and accuracy of the proposed methodology for the reliability analysis of the construction schedule plan based on BIM are conducted through practical engineering case.

Keywords: BIM, construction schedule plan, cubic normal distribution, reliability analysis

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Authors: Mohammad Jalali Varnamkhasti

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The genetic algorithms have been very successful in handling difficult optimization problems. The fundamental problem in genetic algorithms is premature convergence. This paper, present a new fuzzy genetic algorithm based on chaotic values instead of the random values in genetic algorithm processes. In this algorithm, for initial population is used chaotic sequences and then a new sexual selection proposed for selection mechanism. In this technique, the population is divided such that the male and female would be selected in an alternate way. The layout of the male and female chromosomes in each generation is different. A female chromosome is selected by tournament selection size from the female group. Then, the male chromosome is selected, in order of preference based on the maximum Hamming distance between the male chromosome and the female chromosome or The highest fitness value of male chromosome (if more than one male chromosome is having the maximum Hamming distance existed), or Random selection. The selections of crossover and mutation operators are achieved by running the fuzzy logic controllers, the crossover and mutation probabilities are varied on the basis of the phenotype and genotype characteristics of the chromosome population. Computational experiments are conducted on the proposed techniques and the results are compared with some other operators, heuristic and local search algorithms commonly used for solving p-median problems published in the literature.

Keywords: genetic algorithm, fuzzy system, chaos, sexual selection

Procedia PDF Downloads 383

Authors: Liang-Hsuan Chen, Chia-Jung Chang

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Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzy-valued, interval-valued or numeric-valued descriptive parameters using various metrics. Instead of the concept of area metric that is usually adopted in the relevant studies, the numeric expected value is proposed by the concept of distance metric in this study based on two characters (fuzziness and randomness) of FRVs. Comparing with the existing measures, although the results show that the proposed numeric expected value is same with those using the different metric, if only triangular membership functions are used. However, the proposed approach has the advantages of intuitiveness and computational efficiency, when the membership functions are not triangular types. An example with three datasets is provided for verifying the proposed approach.

Keywords: fuzzy random variables, distance measure, expected value, descriptive parameters

Procedia PDF Downloads 342

Authors: Oğuzhan Hasançebi, Saeid Kazemzadeh Azad

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Keywords: structural design optimization, optimal sizing, metaheuristics, self-adaptive step-size search, steel trusses, steel frames

Procedia PDF Downloads 373

Authors: Hongmin Deng, Qionghua Wang

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A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M₀ development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).

Keywords: chaos encryption, logistic map, pseudo-random sequence, RFID

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Authors: Wen-Bao Qiao, Jean-Charles Créput

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To accelerate the solution for large scale traveling salesman problems (TSP), a parallel 2-opt local search algorithm with simple implementation based on Graphics Processing Unit (GPU) is presented and tested in this paper. The parallel scheme is based on technique of data decomposition by dynamically assigning multiple K processors on the integral tour to treat K edges’ 2-opt local optimization simultaneously on independent sub-tours, where K can be user-defined or have a function relationship with input size N. We implement this algorithm with doubly linked list on GPU. The implementation only requires O(N) memory. We compare this parallel 2-opt local optimization against sequential exhaustive 2-opt search along integral tour on TSP instances from TSPLIB with more than 10000 cities.

Keywords: parallel 2-opt, double links, large scale TSP, GPU

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Authors: Bharatendra Rai

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Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).

Keywords: housing data, feature selection, random forest, Boruta algorithm, root mean square error

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Authors: Aarthy Anandan, Anitha Narasimhan, Madhan Karky

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Word-based games are popular in helping people to improve their vocabulary skills. Games like ‘word search’ and crosswords provide a smart way of increasing vocabulary skills. Word search games are fun to play, but also educational which actually helps to learn a language. Finding the words from word search puzzle helps the player to remember words in an easier way, and it also helps to learn the spellings of words. In this paper, we present a tile distribution algorithm for a Maze-Based Treasure Hunt Game 'Pudhaiyal’ for Tamil words, which describes how words can be distributed horizontally, vertically or diagonally in a 10 x 10 grid. Along with the tile distribution algorithm, we also present an algorithm for the scoring model of the game. The proposed game has been tested with 20,000 Tamil words.

Keywords: Pudhaiyal, Tamil word game, word search, scoring, maze, algorithm

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Authors: Manas Shah

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Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

Procedia PDF Downloads 452

Authors: Nini Johana Marín Rodríguez, William Fernando Oquendo Patino

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In this work, we model a coupled system where we explore the effects of steady and random behavior on a linear system like an extension of the classic Strogatz model. This is exemplified by modeling a couple love dynamics as a linear system of two coupled differential equations and studying its stability for four types of lovers chosen as CC='Cautious- Cautious', OO='Only other feelings', OP='Opposites' and RR='Romeo the Robot'. We explore the effects of, first, introducing saturation, and second, adding a random variation to one of the CC-type lover, which will shape his character by trying to model how its variability influences the dynamics between love and hate in couple in a long run relationship. This work could also be useful to model other kind of systems where interactions can be modeled as linear systems with external or internal random influence. We found the final results are not easy to predict and a strong dependence on initial conditions appear, which a signature of chaos.

Keywords: differential equations, dynamical systems, linear system, love dynamics

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Authors: Mohammadamin Abbasnejad

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The analysis of expression and facial Action Units (AUs) detection are very important tasks in fields of computer vision and Human Computer Interaction (HCI) due to the wide range of applications in human life. Many works have been done during the past few years which has their own advantages and disadvantages. In this work, we present a new model based on Gaussian Conditional Random Field. We solve our objective problem using ADMM and we show how well the proposed model works. We train and test our work on two facial expression datasets, CK+, and RU-FACS. Experimental evaluation shows that our proposed approach outperform state of the art expression recognition.

Keywords: Gaussian Conditional Random Field, ADMM, convergence, gradient descent

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Authors: Mandira Mishra, Mark Allen

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This meta-analysis explored whether rejection sensitivity relates to facets of romantic relationships. A comprehensive literature search identified 60 studies (147 effect sizes; 16,955 participants) that met inclusion criteria. Data were analysed using inverse-variance weighted random effects meta-analysis. Mean effect sizes from 21 meta-analyses provided evidence that more rejection sensitive individuals report lower levels of relationship satisfaction and relationship closeness, lower levels of perceived partner satisfaction, a greater likelihood of intimate partner violence (perpetration and victimization), higher levels of relationship concerns and relationship conflict, and higher levels of jealousy and self-silencing behaviours. There was also some evidence that rejection sensitive individuals are more likely to engage in risky sexual behaviour and are more prone to sexual compulsivity. There was no evidence of publication bias and various levels of heterogeneity in computed averages. Random effects meta-regression identified participant age and sex as important moderators of pooled mean effects. These findings provide a foundation for the theoretical development of rejection sensitivity in romantic relationships and should be of interest to relationship and marriage counsellors and other relationship professionals.

Keywords: intimate partner violence, relationship satisfaction, commitment, sexual orientation, risky sexual behaviour

Procedia PDF Downloads 79