Search results for: location quotients model

Authors: Igor V. Kuzminov

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The proposed article is a development of the topics of gravity, the inverse temperature dependence of gravity, the action of the inverse temperature dependence of gravity, and the second law of thermodynamics, dark matter, the identity of gravity, inertial forces, and centrifugal forces. All interaction schemes are built on the basis of Newton's laws of classical mechanics and Rutherford's planetary model of the structure of the atom. The basis of all constructions is the gyroscopic effect of rotation of all particles of the atomic structure. In this case, interatomic and intermolecular bonds are accepted as the static part of the gyroscope, and the rotation of an electron in an atom is accepted as the dynamic part. The structure of the planet Earth is accepted as a model of the structure of the Black Hole. Namely, gravitational and thermodynamic phenomena in the structure of the planet Earth are accepted as a model. Based on this model, assumptions are made about the processes inside the Black Hole. Moreover, a version is put forward, a scheme of a closed cycle of transformation of matter in the Universe.

Keywords: black hole, gravity, inverse temperature dependence of gravitational forces, second law of thermodynamics, gyroscopic effect, dark matter

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Authors: Shingo Murakami, Shinichi Enoki

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In structures, stress concentration is a factor of fatigue fracture. Basically, the stress concentration is a phenomenon that should be avoided. However, it is difficult to avoid the stress concentration. Therefore, relaxation of the stress concentration is important. The stress concentration arises from notches and circular holes. There is a relaxation method that a composite patch covers a notch and a circular hole. This relaxation method is used to repair aerial wings, but it is not systematized. Composites are more expensive than single materials. Accordingly, we propose the relaxation method that a single material patch covers a notch and a circular hole, and aim to systematize this relaxation method. We performed FEA (Finite Element Analysis) about an object by using a three-dimensional FEA model. The object was that a patch adheres to a plate with a circular hole. And, a uniaxial tensile load acts on the patched plate with a circular hole. In the three-dimensional FEA model, it is not easy to model the adhesion layer. Basically, the yield stress of the adhesive is smaller than that of adherents. Accordingly, the adhesion layer gets to plastic deformation earlier than the adherents under the yield stress of adherents. Therefore, we propose the three-dimensional FEA model which is applied a nonlinear elastic region to the adhesion layer. The nonlinear elastic region was calculated by a bilinear approximation. We compared the analysis results with the tensile test results to confirm whether the analysis model has usefulness. As a result, the analysis results agreed with the tensile test results. And, we confirmed that the analysis model has usefulness. As a result that the three-dimensional FEA model was used to the analysis, it was confirmed that an out-of-plane deformation occurred to the patched plate with a circular hole. The out-of-plane deformation causes stress increase of the patched plate with a circular hole. Therefore, we investigate that the out-of-plane deformation affects relaxation of the stress concentration in the plate with a circular hole on this relaxation method. As a result, it was confirmed that the out-of-plane deformation inhibits relaxation of the stress concentration on the plate with a circular hole.

Keywords: stress concentration, patch, out-of-plane deformation, Finite Element Analysis

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Authors: Abhishek Jha, Manoj Kumar

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This paper proposes a new type of two wheels differential type odometry to estimate the next position and orientation of mobile robots. The proposed odometry is composed for two independent wheels with respective encoders. The two wheels rotate independently, and the change is determined by the difference in the velocity of the two wheels. Angular velocities of the two wheels are measured by rotary encoders. A mathematical model is proposed for the mobile robots to precisely move towards the goal. Using measured values of the two encoders, the current displacement vector of a mobile robot is calculated by kinematics of the mathematical model. Using the displacement vector, the next position and orientation of the mobile robot are estimated by proposed odometry. Result of simulator experiment by the developed odometry is shown.

Keywords: mobile robot, odometry, unicycle, differential type, encoders, infrared range sensors, kinematic model

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Authors: Gul Nihal Gugul, Merih Aydinalp-Koksal

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In this study, hourly energy consumption model of a single detached house in Ankara, Turkey is developed using ESP-r building energy simulation software. Natural gas is used for space heating, cooking, and domestic water heating in this two story 4500 square feet four-bedroom home. Hourly electricity consumption of the home is monitored by an automated meter reading system, and daily natural gas consumption is recorded by the owners during 2013. Climate data of the region and building envelope data are used to develop the model. The heating energy consumption of the house that is estimated by the ESP-r model is then compared with the actual heating demand to determine the performance of the model. Scenarios are applied to the model to determine the amount of reduction in the total energy consumption of the house. The scenarios are using photovoltaic panels to generate electricity, ground source heat pumps for space heating and solar panels for domestic hot water generation. Alternative scenarios such as improving wall and roof insulations and window glazing are also applied. These scenarios are evaluated based on annual energy, associated CO2 emissions, and fuel expenditure savings. The pay-back periods for each scenario are also calculated to determine best alternative energy source or technology option for this home to reduce annual energy use and CO2 emission.

Keywords: ESP-r, building energy simulation, residential energy saving, CO2 reduction

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Authors: Hoai Nam Huynh, Edouard Rivière-Lorphèvre, Olivier Verlinden

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Manufacturing technologies are becoming continuously more diversified over the years. The increasing use of robots for various applications such as assembling, painting, welding has also affected the field of machining. Machining robots can deal with larger workspaces than conventional machine-tools at a lower cost and thus represent a very promising alternative for machining applications. Furthermore, their inherent structure ensures them a great flexibility of motion to reach any location on the workpiece with the desired orientation. Nevertheless, machining robots suffer from a lack of stiffness at their joints restricting their use to applications involving low cutting forces especially finishing operations. Vibratory instabilities may also happen while machining and deteriorate the precision leading to scrap parts. Some researchers are therefore concerned with the identification of optimal parameters in robotic machining. This paper continues the development of a virtual robotic machining simulator in order to find optimized cutting parameters in terms of depth of cut or feed per tooth for example. The simulation environment combines an in-house milling routine (DyStaMill) achieving the computation of cutting forces and material removal with an in-house multibody library (EasyDyn) which is used to build a dynamic model of a 3-DOF planar robot with flexible links. The position of the robot end-effector submitted to milling forces is controlled through an inverse kinematics scheme while controlling the position of its joints separately. Each joint is actuated through a servomotor for which the transfer function has been computed in order to tune the corresponding controller. The output results feature the evolution of the cutting forces when the robot structure is deformable or not and the tracking errors of the end-effector. Illustrations of the resulting machined surfaces are also presented. The consideration of the links flexibility has highlighted an increase of the cutting forces magnitude. This proof of concept will aim to enrich the database of results in robotic machining for potential improvements in production.

Keywords: control, milling, multibody, robotic, simulation

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

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We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: possibility distribution, parameters estimation, Maxmin u\E estimator, fuzzy model identification

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Authors: Sagar Shiwakoti, Narendra Man Shakya

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The lumped conceptual hydrological model HBV is applied to the Karnali River Basin to estimate runoff at several gauging stations and to analyze the changes in catchment hydrology and future flood magnitude due to climate change. The performance of the model is analyzed to assess its suitability to simulate streamflow in snow fed mountainous catchments. Due to the structural complexity, the model shows difficulties in modeling low and high flows accurately at the same time. It is observed that the low flows were generally underestimated and the peaks were correctly estimated except for some sharp peaks due to isolated precipitation events. In this study, attempt has been made to evaluate the importance of snow melt discharge in the runoff regime of the basin. Quantification of contribution of snowmelt to annual, summer and winter runoff has been done. The contribution is highest at the beginning of the hot months as the accumulated snow begins to melt. Examination of this contribution under conditions of increased temperatures indicate that global warming leading to increase in average basin temperature will significantly lead to higher contributions to runoff from snowmelt. Forcing the model with the output of HadCM3 GCM and the A1B scenario downscaled to the station level show significant changes to catchment hydrology in the 2040s. It is observed that the increase in runoff is most extreme in June - July. A shift in the hydrological regime is also observed.

Keywords: hydrological modeling, HBV light, rainfall runoff modeling, snow melt, climate change

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Authors: Emin Z. Mahmud

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This paper presents the observations from a series of shaking-table tests done on a 1:1 scaled confined masonry wall model, with opening for a door – specimens CMDuS (confined masonry wall with opening for a door before strengthening) and CMDS (confined masonry wall with opening for a door after strengthening). Frequency and stiffness changes before and after GFRP (Glass Fiber Reinforced Plastic) wall strengthening are analyzed. Definition of dynamic properties of the models was the first step of the experimental testing, which enabled acquiring important information about the achieved stiffness (natural frequencies) of the model. The natural frequency was defined in the Y direction of the model by applying resonant frequency search tests. It is important to mention that both specimens CMDuS and CMDS are subjected to the same effects. The tests are realized in the laboratory of the Institute of Earthquake Engineering and Engineering Seismology (IZIIS), Skopje. The specimens were examined separately on the shaking table, with uniaxial, in-plane excitation. After testing, samples were strengthened with GFRP and re-tested. The initial frequency of the undamaged model CMDuS is 13.55 Hz, while at the end of the testing, the frequency decreased to 6.38 Hz. This emphasizes the reduction of the initial stiffness of the model due to damage, especially in the masonry and tie-beam to tie-column connection. After strengthening of the damaged wall, the natural frequency increases to 10.89 Hz. This highlights the beneficial effect of the strengthening. After completion of dynamic testing at CMDS, the natural frequency is reduced to 6.66 Hz.

Keywords: behaviour of masonry structures, Eurocode, frequency, masonry, shaking table test, strengthening

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Authors: Nasrin Akter, Prem Chhetri, Shams Rahman

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The present study tested Ajzen’s Theory of Planned Behavior (TPB) model to explain the formation of business customers’ intention to use 3PL services in Bangladesh. The findings show that the TPB model has a good fit to the data. Based on theoretical support and suggested modification indices, a refined TPB model was developed afterwards which provides a better predictive power for intention. Consistent with the theory, the results of a structural equation analysis revealed that the intention to use 3PL services is predicted by attitude and subjective norms but not by perceived behavioral control. Further investigation indicated that the paths between (attitude and intention) and (subjective norms and intention) did not statistically differ between 3PL user and non-user. Findings of this research provide an evidence base to formulate business strategies to increase the use of 3PL services in Bangladesh to enhance productivity and to gain economic efficiency.

Keywords: Bangladesh, intention, third-party logistics, Theory of Planned Behavior

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Authors: B. Roostaii, H. Kazeminejad, S. Khakshournia

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The evolution of volume porosity previously obtained by using the existing low temperature high burn-up gaseous swelling model with progressive recrystallization for UO₂ fuel is utilized to study the degradation of irradiated UO₂ thermal conductivity calculated by the FRAPCON model of thermal conductivity. A porosity correction factor is developed based on the assumption that the fuel morphology is a three-phase type, consisting of the as-fabricated pores and pores due to intergranular bubbles whitin UO₂ matrix and solid fission products. The predicted thermal conductivity demonstrates an additional degradation of 27% due to porosity formation at burn-up levels around 120 MWd/kgU which would cause an increase in the fuel temperature accordingly. Results of the calculations are compared with available data.

Keywords: irradiation-induced recrystallization, matrix swelling, porosity evolution, UO₂ thermal conductivity

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Authors: Wiam El Kheir, Anais Dumais, Maude Beaudoin, Bernard Marcos, Nick Virgilio, Benoit Paquette, Nathalie Faucheux, Marc-Antoine Lauzon

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The high infiltrative pattern of glioblastoma multiforme cells (GBM) is the main cause responsible for the actual standard treatments failure. The tumor high heterogeneity, the interstitial fluid flow (IFF) and chemokines guides GBM cells migration in the brain parenchyma resulting in tumor recurrence. Drug delivery systems emerged as an alternative approach to develop effective treatments for the disease. Some recent studies have proposed to harness the effect CXC-lchemokine-ligand-12 to direct and control the cancer cell migration through delivery system. However, the dynamics of the brain environment on the delivery system remains poorly understood. Nanoparticles (NPs) and hydrogels are known as good carriers for the encapsulation of different agents and control their release. We studied the release of CXCL12 (free or loaded into NPs) from an alginate-based hydrogel under static and indirect perfusion (IP) conditions. Under static conditions, the main phenomena driving CXCL12 release from the hydrogel was diffusion with the presence of strong interactions between the positively charged CXCL12 and the negatively charge alginate. CXCL12 release profiles were independent from the initial mass loadings. Afterwards, we demonstrated that the release could tuned by loading CXCL12 into Alginate/Chitosan-Nanoparticles (Alg/Chit-NPs) and embedded them into alginate-hydrogel. The initial burst release was substantially attenuated and the overall cumulative release percentages of 21%, 16% and 7% were observed for initial mass loadings of 0.07, 0.13 and 0.26 µg, respectively, suggesting stronger electrostatic interactions. Results were mathematically modeled based on Fick’s second law of diffusion framework developed previously to estimate the effective diffusion coefficient (Deff) and the mass transfer coefficient. Embedding the CXCL12 into NPs decreased the Deff an order of magnitude, which was coherent with experimental data. Thereafter, we developed an in-vitro 3D model that takes into consideration the convective contribution of the brain IFF to study CXCL12 release in an in-vitro microenvironment that mimics as faithfully as possible the human brain. From is unique design, the model also allowed us to understand the effect of IP on CXCL12 release in respect to time and space. Four flow rates (0.5, 3, 6.5 and 10 µL/min) which may increase CXCL12 release in-vivo depending on the tumor location were assessed. Under IP, cumulative percentages varying between 4.5-7.3%, 23-58.5%, 77.8-92.5% and 89.2-95.9% were released for the three initial mass loadings of 0.08, 0.16 and 0.33 µg, respectively. As the flow rate increase, IP culture conditions resulted in a higher release of CXCL12 compared to static conditions as the convection contribution became the main driving mass transport phenomena. Further, depending on the flow rate, IP had a direct impact on CXCL12 distribution within the simulated brain tissue, which illustrates the importance of developing such 3D in-vitro models to assess the efficiency of a delivery system targeting the brain. In future work, using this very model, we aim to understand the impact of the different phenomenon occurring on GBM cell behaviors in response to the resulting chemokine gradient subjected to various flow while allowing them to express their invasive characteristics in an in-vitro microenvironment that mimics the in-vivo brain parenchyma.

Keywords: 3D culture system, chemokines gradient, glioblastoma multiforme, kinetic release, mathematical modeling

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Authors: Taissir Fekih Romdhane

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This paper proposes a mobile web application named Pharmacy-Station that sells medicines and permits user to search for medications based on their symptoms, making it is easy to locate a specific drug online without the need to visit a pharmacy where it may be out of stock. This application is developed using the jQuery Mobile framework, which uses many web technologies and languages such as HTML5, PHP, JavaScript and CSS3. To test the proposed application, we used data from popular pharmacies in Saudi Arabia that included important information such as location, contact, and medicines in stock, etc. This document describes the different steps followed to create the Pharmacy-Station application along with screenshots. Finally, based on the results, the paper concludes with recommendations and further works planned to improve the Pharmacy-Station mobile application.

Keywords: pharmacy, mobile application, jquery mobile framework, search, medicine

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Authors: Brian W. Mandikiana

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Homestead food production has the potential to alleviate hunger, improve health and nutrition for children and adults. This article examines the relationship between self-reported hunger and homestead food production using the ordered probit model. A sample of households participating in homestead food production was drawn from the first wave of the South African National Income Dynamics Survey, a nationally representative cross-section. The sample selection problem was corrected using an ordered probit model with sample selection approach. The findings show that homestead food production exerts a positive and significant impact on children and adults’ ability to cope with hunger and malnutrition. Yet, on the contrary, potential gains of homestead food production are threatened by shocks such as crop failure.

Keywords: agriculture, hunger, nutrition, sample selection

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Authors: Jie Ji, Jing Xu, Yuehong Zhuang, Xiangqing Kang, Ying Qian, Ping Zhou, Di Xue

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Background: In 2014, there were 28,341 health professionals in Pudong new area of Shanghai and the number per 1000 population was 5.199, 55.55% higher than that in 2006. But it was always less than the average number of health professionals per 1000 population in Shanghai from 2006 to 2014. Therefore, allocation planning for the health professionals in Pudong new area has become a high priority task in order to meet the future demands of health care. In this study, we constructed an objective-based system dynamics model to forecast the number of health professionals in Pudong new area of Shanghai in 2020. Methods: We collected the data from health statistics reports and previous survey of human resources in Pudong new area of Shanghai. Nine experts, who were from health administrative departments, public hospitals and community health service centers, were consulted to estimate the current and future status of nine variables used in the system dynamics model. Based on the objective of the number of health professionals per 1000 population (8.0) in Shanghai for 2020, the system dynamics model for health professionals in Pudong new area of Shanghai was constructed to forecast the number of health professionals needed in Pudong new area in 2020. Results: The system dynamics model for health professionals in Pudong new area of Shanghai was constructed. The model forecasted that there will be 37,330 health professionals (6.433 per 1000 population) in 2020. If the success rate of health professional recruitment changed from 20% to 70%, the number of health professionals per 1000 population would be changed from 5.269 to 6.919. If this rate changed from 20% to 70% and the success rate of building new beds changed from 5% to 30% at the same time, the number of health professionals per 1000 population would be changed from 5.269 to 6.923. Conclusions: The system dynamics model could be used to simulate and forecast the health professionals. But, if there were no significant changes in health policies and management system, the number of health professionals per 1000 population would not reach the objectives in Pudong new area in 2020.

Keywords: allocation planning, forecast, health professional, system dynamics

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Authors: Poramatdha Chutimant

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The objective of the research was to propose a model of teacher leadership in history instruction for utilization. Everett M. Rogers’ Diffusion of Innovations Theory is applied as theoretical framework. Qualitative method is to be used in the study, and the interview protocol used as an instrument to collect primary data from best practices who awarded by Office of National Education Commission (ONEC). Open-end questions will be used in interview protocol in order to gather the various data. Then, information according to international context of history instruction is the secondary data used to support in the summarizing process (Content Analysis). Dendrogram is a key to interpret and synthesize the primary data. Thus, secondary data comes as the supportive issue in explanation and elaboration. In-depth interview is to be used to collected information from seven experts in educational field. The focal point is to validate a draft model in term of future utilization finally.

Keywords: history study, nationalism, patriotism, responsible citizenship, teacher leadership

Procedia PDF Downloads 283

Authors: Armin Bodaghkhani, Bruce Colbourne, Yuri S. Muzychka

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The process of spray-cloud formation and flow kinematics produced from breaking wave impact on vertical and slant lab-scale bow-shaped models were experimentally investigated. Bubble Image Velocimetry (BIV) and Image Processing (IP) techniques were applied to study the various types of wave-model impacts. Different wave characteristics were generated in a tow tank to investigate the effects of wave characteristics, such as wave phase velocity, wave steepness on droplet velocities, and behavior of the process of spray cloud formation. The phase ensemble-averaged vertical velocity and turbulent intensity were computed. A high-speed camera and diffused LED backlights were utilized to capture images for further post processing. Various pressure sensors and capacitive wave probes were used to measure the wave impact pressure and the free surface profile at different locations of the model and wave-tank, respectively. Droplet sizes and velocities were measured using BIV and IP techniques to trace bubbles and droplets in order to measure their velocities and sizes by correlating the texture in these images. The impact pressure and droplet size distributions were compared to several previously experimental models, and satisfactory agreements were achieved. The distribution of droplets in front of both models are demonstrated. Due to the highly transient process of spray formation, the drag coefficient for several stages of this transient displacement for various droplet size ranges and different Reynolds number were calculated based on the ensemble average method. From the experimental results, the slant model produces less spray in comparison with the vertical model, and the droplet velocities generated from the wave impact with the slant model have a lower velocity as compared with the vertical model.

Keywords: spray charachteristics, droplet size and velocity, wave-body interactions, bubble image velocimetry, image processing

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Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

Procedia PDF Downloads 348

Authors: Patcharin Saechan, Isares Dhuchakallaya

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Thermoacoustic refrigerator is a cooling device which uses the acoustic waves to produce the cooling effect. The aim of this paper is to explore the experimental and numerical feasibility of a standing-wave thermoacoustic refrigerator. The effects of the stack length, position of stack and operating frequency on the cooling performance are carried out. The circular pore stacks are tested under the atmospheric pressure. A low-cost loudspeaker is used as an acoustic driver. The results show that the location of stack installed in resonator tube has a greater effect on the cooling performance than the stack length and operating frequency, respectively. The temperature difference across the ends of the stack can be generated up to 13.7°C, and the temperature of cold-end is dropped down by 5.3°C from the ambient temperature.

Keywords: cooling performance, refrigerator, standing-wave, thermoacoustics

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Authors: Alsahli Abdulaziz Abdullah, Hameed Ullah Khan

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Software development nowadays is more and more using global ways of development instead of normal development enviroment where development occur in one location. This paper is a aimed to propose a Requirement Engineering framework to support Global Software Development environment with regards to all requirment engineering activities from elicitation to fially magning requirment change. Global software enviroment is more and more gaining better reputation in software developmet with better quality is resulting from developing in this eviroment yet with lower cost.However, failure rate developing in this enviroment is high due to inapproprate requirment development and managment.This paper will add to the software engineering development envrioments discipline and many developers in GSD will benefit from it.

Keywords: global software development environment, GSD, requirement engineering, FreGsd, computer engineering

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Authors: M. S. Mousavi-Daramoroudi, H. Yousefnia, S. Zolghadri, F. Abbasi-Davani

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Dosimetry is an indispensable and precious factor in patient treatment planning; to minimize the absorbed dose in vital tissues. In this study, In accordance with the proper characteristics of DOTATOC and ¹⁷⁷Lu, after preparing ¹⁷⁷Lu-DOTATOC at the optimal conditions for the first time in Iran, radionuclidic and radiochemical purity of the solution was investigated using an HPGe spectrometer and ITLC method, respectively. The biodistribution of the compound was assayed for treatment of adenocarcinoma breast cancer in bearing BALB/c mice. The results have demonstrated that ¹⁷⁷Lu-DOTATOC is a profitable selection for therapy of the tumors. Because of the vital role of internal dosimetry before and during therapy, the effort to improve the accuracy and rapidity of dosimetric calculations is necessary. For this reason, a new method was accomplished to calculate the absorbed dose through mixing between compartmental model, animal dosimetry and extrapolated data from animal to human and using MIRD method. Despite utilization of compartmental model based on the experimental data, it seems this approach may increase the accuracy of dosimetric data, confidently.

Keywords: ¹⁷⁷Lu-DOTATOC, biodistribution modeling, compartmental model, internal dosimetry

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Authors: Adesuyi Ayodeji Steve, Zahn Munch

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This study investigates the use of MODIS NDVI to identify agricultural land cover change areas on an annual time step (2007 - 2012) and characterize the trend in the study area. An ISODATA classification was performed on the MODIS imagery to select only the agricultural class producing 3 class groups namely: agriculture, agriculture/semi-natural, and semi-natural. NDVI signatures were created for the time series to identify areas dominated by cereals and vineyards with the aid of ancillary, pictometry and field sample data. The NDVI signature curve and training samples aided in creating a decision tree model in WEKA 3.6.9. From the training samples two classification models were built in WEKA using decision tree classifier (J48) algorithm; Model 1 included ISODATA classification and Model 2 without, both having accuracies of 90.7% and 88.3% respectively. The two models were used to classify the whole study area, thus producing two land cover maps with Model 1 and 2 having classification accuracies of 77% and 80% respectively. Model 2 was used to create change detection maps for all the other years. Subtle changes and areas of consistency (unchanged) were observed in the agricultural classes and crop practices over the years as predicted by the land cover classification. 41% of the catchment comprises of cereals with 35% possibly following a crop rotation system. Vineyard largely remained constant over the years, with some conversion to vineyard (1%) from other land cover classes. Some of the changes might be as a result of misclassification and crop rotation system.

Keywords: change detection, land cover, modis, NDVI

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Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

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Authors: B. Mohammadi, A. Riazati, P. Soltan Sanjari, S. Azimbeik

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The ever-increasing development of civic demands on one hand; and the urban constrains for newly establish of infrastructures, on the other hand, perforce the engineering committees to apply non-conflicting methods in order to optimize the results. One of these optimized procedures to establish the main sewerage networks is the pipe jacking and micro-tunneling method. The raw information and researches are based on the experiments of the slurry micro-tunneling project of the Tehran main sewerage network that it has executed by the KAYSON co. The 4985 meters route of the mentioned project that is located nearby the Azadi square and the most vital arteries of Tehran is faced to 45% physical progress nowadays. The boring machine is made by the Herrenknecht and the diameter of the using concrete-polymer pipes are 1600 and 1800 millimeters. Placing and excavating several shafts on the ground and direct Tunnel boring between the axes of issued shafts is one of the requirements of the micro-tunneling. Considering the stream of the ground located shafts should care the hydraulic circumstances, civic conditions, site geography, traffic cautions and etc. The profile length has to convert to many shortened segment lines so the generated angle between the segments will be based in the manhole centers. Each segment line between two continues drive and receive the shaft, displays the jack location, driving angle and the path straight, thus, the diversity of issued angle causes the variety of jack positioning in the shaft. The jacking frame fixing conditions and it's associated dynamic load direction produces various patterns of Stress and Strain distribution and creating fatigues in the shaft wall and the soil surrounded the shaft. This pattern diversification makes the shaft wall transformed, unbalanced subsidence and alteration in the pipe jacking Stress Contour. This research is based on experiments of the Tehran's west sewerage plan and the numerical analysis the interaction of the soil around the shaft, shaft walls and the Jacking frame direction and finally, the suitable or unsuitable location of the pipe jacking shaft will be determined.

Keywords: underground structure, micro-tunneling, fatigue analysis, dynamic-soil–structure interaction, underground water, finite element analysis

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Authors: Mehriban Ahmadova

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Country of origin has been found to be an important determinant of the level of corporate social disclosure. The purpose of this study is to investigate the differences of corporate social disclosure, including sharia non-compliant information, by Islamic banks. The study applies content analysis approach of annual reports of fully-fledged Islamic banks from 24 countries. International differences are found in terms of level, methods and location of disclosure.

Keywords: Content analysis, Corporate social disclosure, Islamic banks, Sharia non-compliant disclosure

Procedia PDF Downloads 156

Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Lou-Hon Sun, Yu-Ming Chiu, Chen-Wei Tao, Chia-Yun Tsai

Abstract:

It is common practice for many companies to ask employees to provide heart-touching service for customers and to emphasize the attitude of 'customer first'. However, services may not necessarily gain praise, and may actually be considered excessive, if customers do not appreciate such behaviors. In reality, many restaurant businesses try to provide as much service as possible without taking into account whether over-provision may lead to negative customer reception. A survey of 894 people in Britain revealed that 49 percent of respondents consider over-attentive waiters the most annoying aspect of dining out. It can be seen that merely aiming to exceed customers’ expectations without actually addressing their needs, only further distances and dissociates the standard of services from the goals of customer satisfaction itself. Over-service is defined, as 'service provided that exceeds customer expectations, or simply that customers deemed redundant, resulting in negative perception'. It was found that customers’ reactions and complaints concerning over-service are not as intense as those against service failures caused by the inability to meet expectations; consequently, it is more difficult for managers to become aware of the existence of over-service. Thus the ability to manage over-service behaviors is a significant topic for consideration. The Kano model classifies customer preferences into five categories: attractive quality attribute, one-dimensional quality attribute, must-be quality attribute, indifferent quality attribute and reverse quality attributes. The model is still very popular for researchers to explore the quality aspects and customer satisfaction. Nevertheless, several studies indicated that Kano’s model could not fully capture the nature of service quality. The concept of over-service can be used to restructure the model and provide a better understanding of the service quality construct. In this research, the structure of Kano's two-dimensional questionnaire will be used to classify the factors into different dimensions. The same questions will be used in the second questionnaire for identifying the over-service experienced of the respondents. The finding of these two questionnaires will be used to analyze the relevance between service quality classification and over-service behaviors. The subjects of this research are customers of fine dining chain restaurants. Three hundred questionnaires will be issued based on the stratified random sampling method. Items for measurement will be derived from DINESERV scale. The tangible dimension of the questionnaire will be eliminated due to this research is focused on the employee behaviors. Quality attributes of the Kano model are often regarded as an instrument for improving customer satisfaction. The concept of over-service can be used to restructure the model and provide a better understanding of service quality construct. The extension of the Kano model will not only develop a better understanding of customer needs and expectations but also enhance the management of service quality.

Keywords: consumer satisfaction, DINESERV, kano model, over-service

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Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Abdelhadi Elharfi

Abstract:

A problem of boundary feedback (exponential) stabilization of an overhead crane model represented by a PDE is considered. For any $r>0$, the exponential stability at the desired decay rate $r$ is solved in semi group setting by a collocated-type stabiliser of a target system combined with a term involving the solution of an appropriate PDE.

Keywords: feedback stabilization, semi group and generator, overhead crane system

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Authors: Nicola Rubino

Abstract:

This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

Procedia PDF Downloads 283

Authors: Ezeamagu M.U, Madu B.C

Abstract:

This study was designed to investigate the efficacy of 5Es constructivist-based instructional model on students’ retention in primary Mathematics. 5Es stands for Engagement, Exploration, Explanation, Elaboration and Evaluation. The study adopted the pre test post test non-equivalent control group quasi-experimental research design. The sample size for the study was one hundred and thirty four pupils (134), seventy six male (76) and fifty eight female (58) from two primary schools in Nsukka education zone. Two intact classes in each of the sampled schools comprising all the primary four pupils were used. Each of the schools was given the opportunity of being assigned randomly to either experimental or control group. The Experimental group was taught using 5Es model while the control group was taught using the conventional method. Two research questions were formulated to guide the study and three hypotheses were tested at p ≤ 0. 05. A Fraction Achievement Test (FAT) of ten (10) questions were used to obtain data on pupils’ retention. Research questions were answered using mean and standard deviation while hypotheses were tested using analysis of covariance (ANCOVA). The result revealed that the 5Es model was more effective than the conventional method of teaching in enhancing pupils’ performance and retention in mathematics, secondly there is no significant difference in the mean retention scores of male and female students taught using 5Es instructional model. Based on the findings, it was recommended among other things, that the 5Es instructional model should be adopted in the teaching of mathematics in primary level of the educational system. Seminar, workshops and conferences should be mounted by professional bodies, federal and state ministries of education on the use of 5Es model. This will enable the mathematics educator, serving teachers, students and all to benefit from the approach.

Keywords: constructivist, education, mathematics, primary, retention

Procedia PDF Downloads 453