Search results for: authoritarian pedagogic model

Authors: Saadia Drissi

Abstract:

The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.

Keywords: cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer

Procedia PDF Downloads 545

Authors: Eti Dwi Wiraningsih, Folashade Agusto, Lina Aryati, Syamsuddin Toaha, Suzanne Lenhart, Widodo, Willy Govaerts

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This paper considers a deterministic model for the transmission dynamics of rabies virus in the wild dogs-domestic dogs-human zoonotic cycle. The effect of vaccination and culling in dogs is considered on the model, then the stability was analysed to get basic reproduction number. We use the next generation matrix method and Routh-Hurwitz test to analyze the stability of the Disease-Free Equilibrium and Endemic Equilibrium of this model.

Keywords: stability analysis, rabies model, vaccination effect, culling in dogs

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Authors: Lakrim Abderrazak, Tahri Driss

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This paper presents a new behavioural electrothermal model of power Silicon Carbide (SiC) MOSFET under SPICE. This model is based on the MOS model level 1 of SPICE, in which phenomena such as Drain Leakage Current IDSS, On-State Resistance RDSon, gate Threshold voltage VGSth, the transconductance (gfs), I-V Characteristics Body diode, temperature-dependent and self-heating are included and represented using behavioural blocks ABM (Analog Behavioural Models) of Spice library. This ultimately makes this model flexible and easily can be integrated into the various Spice -based simulation softwares. The internal junction temperature of the component is calculated on the basis of the thermal model through the electric power dissipated inside and its thermal impedance in the form of the localized Foster canonical network. The model parameters are extracted from manufacturers' data (curves data sheets) using polynomial interpolation with the method of simulated annealing (S A) and weighted least squares (WLS). This model takes into account the various important phenomena within transistor. The effectiveness of the presented model has been verified by Spice simulation results and as well as by data measurement for SiC MOS transistor C2M0025120D CREE (1200V, 90A).

Keywords: SiC power MOSFET, DC electro-thermal model, ABM Spice library, SPICE modelling, behavioural model, C2M0025120D CREE.

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Authors: S. O. Oyamakin, A. U. Chukwu,

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We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a stabilizing parameter called θ using hyperbolic sine function into the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while using testing the independence of the error term using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE, and AIC confirmed the predictive power of the Hyperbolic Monomolecular growth models over its source model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz

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Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben

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Model transformation, as a pivotal aspect of Model-driven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: cross-domain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.

Keywords: automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons

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Authors: Razieh Khalafi

Abstract:

The brain is the information processing centre of the human body. Stimuli in the form of information are transferred to the brain and then brain makes the decision on how to respond to them. In this research, we propose a new partial differential equation which analyses the EEG signals and make a relationship between the incoming stimuli and the brain response to them. In order to test the proposed model, a set of external stimuli applied to the model and the model’s outputs were checked versus the real EEG data. The results show that this model can model the EEG signal well. The proposed model is useful not only for modelling of EEG signal in case external stimuli but it can be used for modelling of brain response in case of internal stimuli.

Keywords: brain, stimuli, partial differential equation, response, EEG signal

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Authors: Irtaza M. Syed, Kaamran Raahemifar

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This paper presents a model predictive control (MPC) of a utility interactive (UI) single phase inverter (SPI) for a photovoltaic (PV) system at residential/distribution level. The proposed model uses single-phase phase locked loop (PLL) to synchronize SPI with the grid and performs MPC control in a dq reference frame. SPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a full bridge (FB) voltage source inverter (VSI). No PI regulators to tune and carrier and modulating waves are required to produce switching sequence. Instead, the operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a three kW PV system at the input of UI-SPI in Matlab/Simulink. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: phase locked loop, voltage source inverter, single phase inverter, model predictive control, Matlab/Simulink

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Authors: Alieu B. Sanneh

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In a country where there are minimal economic opportunities, with a declining living condition of the people, do electorates in Africa’s newest democracy reevaluate their support for a candidate based on issues or ethnicity. In the 2016 presidential election in The Gambia, the opposition coalition party had successfully managed to overthrow an authoritarian government, which has ruled the country for 22 years. The results of the election are not only surprising but also presented an interesting theoretical puzzle that raises important this paper is going to address. An important fact is that dictator had organized an election which he lost, and this paper will assess the voting decisions of Gambian electorates to determine whether they were more concerned with issues such as status of the economy, human rights abuses by the Jammeh administration or the ethnicities of the contestants who took part in the election. This study uses field survey data, conducted six months after this historic vote, to evaluate the opinion of the electorates. Contrary to the notion of the prevalence of ethnic voting in African elections, an argument made by many scholars, this study concluded that Gambian voters were more concerned with issues such as the economy and human rights under the Jammeh administration than they were for the ethnicities of the candidates. The election was issue-based, and that Jammeh lost the polls due to the concern the electorate had on human rights abuses by his government.

Keywords: election, issue, ethnicity, regime change

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Authors: Muneer Abbad

Abstract:

This research explains the e-learning usage in a university in Jordan. Unified theory of acceptance and use of technology (UTAUT) model has been used as a base model to explain the usage. UTAUT is a model of individual acceptance that is compiled mainly from different models of technology acceptance. This research is the initial part from full explanations of the users' acceptance model that use Structural Equation Modelling (SEM) method to explain the users' acceptance of the e-learning systems based on UTAUT model. In this part data has been collected and prepared for further analysis. The main factors of UTAUT model has been tested as different factors using exploratory factor analysis (EFA). The second phase will be confirmatory factor analysis (CFA) and SEM to explain the users' acceptance of e-learning systems.

Keywords: e-learning, moodle, adoption, Unified Theory of Acceptance and Use of Technology (UTAUT)

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Authors: Mariana Paz Sajon, Paula Cecilia Primogerio, Mariana Albarracin

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This study recovers an experience of teacher training carried out in an Undergraduate Business School from a private university in Buenos Aires, Argentina. The purpose of the project was to provide teachers with an opportunity to reflect on their teaching practices at the university. The aim of the study is to systematize lessons and challenges that emerge from this teacher training experience. A group of teachers who showed a willingness to learn teaching abilities was selected to work. They completed a formative journey working in learning communities starting from the immersion in different aspects of teaching and learning, class observations, and an individual and collaborative reflection exercise in a systematic way among colleagues. In this study, the productions of the eight teachers who are members of the learning communities are analyzed, framed in an e-portfolio that they prepared during the training journey. The analysis shows that after the process of shared reflection, traits related to powerful teaching and meaningful learning have appeared in the classes. For their part, teachers reflect having reached an awareness of their own practices, identifying strengths and opportunities for improvement, and the experience of sharing their own way and knowing the successes and failures of others was valued. It is an educational journey of pedagogical transformation of the teachers, which is infrequent in business education, which could lead to a change in teaching practices for the entire Business School. The present study involves theoretical and pedagogic aspects of education in a business school in Argentina and its flow-on implications for the workplace that may be transferred to other educational contexts.

Keywords: Argentina, learning community, meaningful learning, powerful teaching, reflective practice

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Authors: V. Benedico, C. Anacleto, A. Bearzi, L. Brice, V. Delahaye

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The aim in present paper is to construct an affordable and reliable commodity prices based on a recalculation of its cost through time which allows visualize the potential risks and thus, take more appropriate decisions regarding forecasts. Here attention has been focused on Levy model, more reliable and realistic than classical random Gaussian one as it takes into consideration observed abrupt jumps in case of sudden price variation. In application to Energy Trading sector where it has never been used before, equations corresponding to Levy model have been written for electricity pricing in European market. Parameters have been set in order to predict and simulate the price and its evolution through time to remarkable accuracy. As predicted by Levy model, the results show significant spikes which reach unconventional levels contrary to currently used Brownian model.

Keywords: commodity pricing, Lévy Model, price spikes, electricity market

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Authors: Farzad Sharifi, Raziyeh Shamsi

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In this paper, we obtain the projection of inefficient units in data envelopment analysis (DEA) in the case of stochastic inputs and outputs using the multi-objective programming (MOP) structure. In some problems, the inputs might be stochastic while the outputs are deterministic, and vice versa. In such cases, we propose molti-objective DEA-R model, because in some cases (e.g., when unnecessary and irrational weights by the BCC model reduces the efficiency score), an efficient DMU is introduced as inefficient by the BCC model, whereas the DMU is considered efficient by the DEA-R model. In some other case, only the ratio of stochastic data may be available (e.g; the ratio of stochastic inputs to stochastic outputs). Thus, we provide multi objective DEA model without explicit outputs and prove that in-put oriented MOP DEA-R model in the invariable return to scale case can be replacing by MOP- DEA model without explicit outputs in the variable return to scale and vice versa. Using the interactive methods for solving the proposed model, yields a projection corresponding to the viewpoint of the DM and the analyst, which is nearer to reality and more practical. Finally, an application is provided.

Keywords: DEA, MOLP, STOCHASTIC, DEA-R

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Authors: Tesfaye Alamirew Dessie

Abstract:

Our study focuses on developing a Model Predictive Controller (MPC) and evaluating it against a traditional PID for a pasteurization process. Utilizing system identification from the experimental data, the dynamics of the pasteurization process were calculated. Using best fit with data validation, residual, and stability analysis, the quality of several model architectures was evaluated. The validation data fit the auto-regressive with exogenous input (ARX322) model of the pasteurization process by roughly 80.37 percent. The ARX322 model structure was used to create MPC and PID control techniques. After comparing controller performance based on settling time, overshoot percentage, and stability analysis, it was found that MPC controllers outperform PID for those parameters.

Keywords: MPC, PID, ARX, pasteurization

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Authors: Jaroslav Krutil, Simona Fialová, , František Pochylý

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A nonlinear mathematical model of mutual fluid-structure interaction is presented in the work. The model is applicable to the general shape of sealing gaps. An in compressible fluid and turbulent flow is assumed. The shaft carries a rotational and procession motion, the gap is axially flowed through. The achieved results of the additional mass, damping and stiffness matrices may be used in the solution of the rotor dynamics. The usage of this mathematical model is expected particularly in hydraulic machines. The method of control volumes in the ANSYS Fluent was used for the simulation. The obtained results of the pressure and velocity fields are used in the mathematical model of additional effects.

Keywords: nonlinear mathematical model, CFD modeling, hydrodynamic sealing gap, matrices of mass, stiffness, damping

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Authors: Lavan Vickneson

Abstract:

In today’s modern economy, the conventional banking model is the primary banking system used around the world. A significant problem faced by the conventional banking model is the recurring nature of banking crises. History’s record of the various banking crises, ranging from the Great Depression to the 2008 subprime mortgage crisis, is testament to the fact that banking crises continue to strike despite the preventive measures in place, such as bank’s minimum capital requirements and deposit guarantee schemes. If banking crises continue to occur despite these preventive measures, it necessarily follows that there are inherent flaws with the conventional banking model itself. In light of this, a possible alternative banking model to the conventional banking model is Islamic banking. To date, Islamic banking has been a niche market, predominantly serving Muslim investors. This paper seeks to explore the possibility of Islamic banking being more than just a niche market and playing a greater role in banking sectors around the world, by being a viable alternative to the conventional banking model.

Keywords: bank crises, conventional banking model, Islamic banking, niche market

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Authors: Sofia Hartati

Abstract:

This research is aimed at describing training in early childhood education program empirically, describing teachers ability to plan lessons empirically, and acquiring empirical data as well as analyzing the influence of guided and independent training toward teachers competence in planning early childhood learning program. The method used is an experiment. It collected data with a population of 76 early childhood educators in Tunjung Teja Sub District area through random sampling technique and grouped into two namely 38 people in an experiment class and 38 people in a controlled class. The technique used for data collections is a test. The result of the research shows that there is a significant influence between training for guided educators toward Teachers Ability toward Planning Early Childhood Learning Program. Guided training has been proven to improve the ability to comprehend planning a learning program. The ability to comprehend planning a learning program owned by teachers of early childhood program comprises of 1) determining the characteristics and competence of students prior to learning; 2) formulating the objective of the learning; 3) selecting materials and its sequences; 4) selecting teaching methods; 5) determining the means or learning media; 6) selecting evaluation strategy as a part of teachers pedagogic competence. The result of this research describes a difference in the competence level of teachers who have joined guided training which is relatively higher than the teachers who joined the independent training. Guided training is one of an effective way to improve the knowledge and competence of early childhood educators.

Keywords: competence, planning, teachers, training

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Authors: M. Bruzza, M. Tupia, F. Rodríguez

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As part of the regulatory compliance process and the streamlining of public administration, the Peruvian government has implemented the National E-Government Plan in all state institutions with the aim of providing citizens with solid services based on the use of Information and Communications Technologies (ICT). As part of the regulations, the requisites to be met by public institutions have been submitted. However, the lack of an implementation model was detected, one that can serve as a guide to such institutions in order to materialize the organizational and technological structures needed, which allow them to provide the required digital services. This paper develops an implementation model of electronic government (e-government) for Peru’s state institutions, in compliance with current regulations based on a COBIT 5.0 framework. Furthermore, the paper introduces phase 1 of this model: business and IT goals, the goals cascade and the future model of processes.

Keywords: e-government, u-government, COBIT, implementation model

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Authors: Deepak Raj Bhat, Ryuichi Yatabe

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In this study, a residual-state creep failure model was developed based on the residual-state creep test results of clayey soils. To develop the proposed model, the regression analyses were done by using the R. The model results of the failure time (tf) and critical displacement (δc) were compared with experimental results and found in close agreements to each others. It is expected that the proposed regression model for residual-state creep failure will be more useful for the prediction of displacement of different clayey soils in the future.

Keywords: regression model, residual-state creep failure, displacement prediction, clayey soils

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Authors: Ossama Matrane

Abstract:

Information System has become a strategic lever for enterprises. It contributes effectively to align business processes on strategies of enterprises. It is regarded as an increase in productivity and effectiveness. So, many organizations are currently involved in implementing sustainable Information System. And, a large number of studies have been conducted the last decade in order to define the success factors of information system. Thus, many studies on maturity model have been carried out. Some of this study is referred to the maturity model of Information System. In this article, we report on development of maturity models specifically designed for information system. This model is built based on three components derived from Maturity Model for Information Security Management, OPM3 for Project Management Maturity Model and processes of COBIT for IT governance. Thus, our proposed model defines three maturity stages for corporate a strong Information System to support objectives of organizations. It provides a very practical structure with which to assess and improve Information System Implementation.

Keywords: information system, maturity models, information security management, OPM3, IT governance

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Authors: Ouzayr Rabhi, Ibtissam Arrassen

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To provide a complete analysis of the organization and to help decision-making, leaders need to have relevant data; Data Warehouses (DW) are designed to meet such needs. However, designing DW is not trivial and there is no formal method to derive a multidimensional schema from heterogeneous databases. In this article, we present a Model-Driven based approach concerning the design of data warehouses. We describe a multidimensional meta-model and also specify a set of transformations starting from a Unified Modeling Language (UML) metamodel. In this approach, the UML metamodel and the multidimensional one are both considered as a platform-independent model (PIM). The first meta-model is mapped into the second one through transformation rules carried out by the Query View Transformation (QVT) language. This proposal is validated through the application of our approach to generating a multidimensional schema of a Balanced Scorecard (BSC) DW. We are interested in the BSC perspectives, which are highly linked to the vision and the strategies of an organization.

Keywords: data warehouse, meta-model, model-driven architecture, transformation, UML

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Authors: Kiumars Shahbazi, Salah Salimian, Abdolrahim Hashemi Dizaj

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Locating is one of the key elements in success and survival of industrial centers and has great impact on cost reduction of establishment and launching of various economic activities. In this study, streets with unequal length model have been used that is the classic extension of Spoke model; however with unlimited number of streets with uneven lengths. The results showed that the spoke model is a special case of streets with unequal length model. According to the results of this study, if the strategy of enterprises and firms is to select both price and location, there would be no balance in the game. Furthermore, increased length of streets leads to increased profit of enterprises and with increased number of streets, the enterprises choose locations that are far from center (the maximum differentiation), and the enterprises' output will decrease. Moreover, the enterprise production rate will incline toward zero when the number of streets goes to infinity, and complete competition outcome will be achieved.

Keywords: locating, Nash equilibrium, streets with unequal length model, streets with unequal length model

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Authors: Jeong-Hyun Park, Young-Sik Park, Hyo-Teag Jung

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This paper presents static analysis deployment model for code quality on R&D Projects of SW Development. The proposed model includes the scope of R&D projects and index for static analysis of source code, operation model and execution process, environments and infrastructure system for R&D projects of SW development. There is the static analysis result of pilot project as case study based on the proposed deployment model and environment, and strategic considerations for success operation of the proposed static analysis deployment model for R&D Projects of SW Development. The proposed static analysis deployment model in this paper will be adapted and improved continuously for quality upgrade of R&D projects, and customer satisfaction of developed source codes and products.

Keywords: static analysis, code quality, coding rules, automation tool

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Authors: A. Bentabet, A. Aydin, N. Fenineche

Abstract:

The mean penetration depth has a most important in the absorption transport phenomena. Analytical model of light ion backscattering coefficients from solid targets have been made by Vicanek and Urbassek. In the present work, we showed a mathematical expression (deterministic model) for Z1/2. In advantage, in the best of our knowledge, relatively only one analytical model exit for electron or positron mean penetration depth in solid targets. In this work, we have presented a simple geometric spherical model of absorbed particles based on CSDA scheme. In advantage, we have showed an analytical expression of the mean penetration depth by combination between our model and the Vicanek and Urbassek theory. For this, we have used the Relativistic Partial Wave Expansion Method (RPWEM) and the optical dielectric model to calculate the elastic cross sections and the ranges respectively. Good agreement was found with the experimental and theoretical data.

Keywords: Bentabet spherical geometric model, continuous slowing down approximation, stopping powers, ranges, mean penetration depth

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Authors: Azizah Che Omar

Abstract:

Various studies have proposed factors of impulse purchase in different advertising mediums like website, mobile, traditional retail store and traditional television. However, to the best of researchers’ knowledge, none of the impulse purchase model is dedicated towards impulse purchase tendency for interactive TV (iTV) advertising. Therefore, the proposed model conceptual design model of interactive television advertising toward impulse purchase (iTVAdIP) was developed. The focus of this study is to evaluate the conceptual design model of iTVAdIP through expert review. As a result, the finding showed that majority of expert reviews agreed that the conceptual design model iTVAdIP is applicable to the development of interactive television advertising and it will increase the effectiveness of advertising. This study also shows the conceptual design model of iTVAdIP that has been reviewed.

Keywords: impulse purchase, interactive television advertising, persuasive

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Authors: S. Shamohammadi, L. Razavi

Abstract:

This paper based on the principle concepts of SCS-CN model, a new mathematical model for computation of retention potential (S) presented. In the mathematical model, not only precipitation-runoff concepts in SCS-CN model are precisely represented in a mathematical form, but also new concepts, called “maximum retention” and “total retention” is introduced, and concepts of potential retention capacity, maximum retention, and total retention have been separated from each other. In the proposed model, actual retention (F), maximum actual retention (Fmax), total retention (S), maximum retention (Smax), and potential retention (Sp), for the first time clearly defined, so that Sp is not variable, but a function of morphological characteristics of the watershed. Indeed, based on the mathematical relation of the conceptual curve of SCS-CN model, the proposed model provides a new method for the computation of actual retention in watershed and it simply determined runoff based on. In the corresponding relations, in addition to Precipitation (P), Initial retention (Ia), cumulative values of actual retention capacity (F), total retention (S), runoff (Q), antecedent moisture (M), potential retention (Sp), total retention (S), we introduced Fmax and Fmin referring to maximum and minimum actual retention, respectively. As well as, ksh is a coefficient which depends on morphological characteristics of the watershed. Advantages of the modified version versus the original model include a better precision, higher performance, easier calibration and speed computing.

Keywords: model, mathematical, retention, watershed, SCS

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Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

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This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

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Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan

Abstract:

A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.

Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers

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Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova

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A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.

Keywords: analogy-making, categorization, learning of categories, abstraction, hierarchical structure

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Authors: C. Patrascioiu, V. Matei, N. Nicolae

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The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.

Keywords: hydrofining, kinetic, modeling, optimization

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Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

Procedia PDF Downloads 198