Search results for: random matrix theory
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8359

Search results for: random matrix theory

8149 Easily Memorable Strong Password Generation and Retrieval

Authors: Shatadru Das, Natarajan Vijayarangan

Abstract:

In this paper, a system and method for generating and recovering an authorization code has been designed and analyzed. The system creates an authorization code by accepting a base-sentence from a user. Based on the characters present in this base-sentence, the system computes a base-sentence matrix. The system also generates a plurality of patterns. The user can either select the pattern from the multiple patterns suggested by the system or can create his/her own pattern. The system then performs multiplications between the base-sentence matrix and the selected pattern matrix at different stages in the path forward, for obtaining a strong authorization code. In case the user forgets the base sentence, the system has a provision to manage and retrieve 'forgotten authorization code'. This is done by fragmenting the base sentence into different matrices and storing the fragmented matrices into a repository after computing matrix multiplication with a security question-answer approach and with a secret key provided by the user.

Keywords: easy authentication, key retrieval, memorable passwords, strong password generation

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8148 House Price Index Predicts a Larger Impact of Habitat Loss than Primary Productivity on the Biodiversity of North American Avian Communities

Authors: Marlen Acosta Alamo, Lisa Manne, Richard Veit

Abstract:

Habitat loss due to land use change is one of the leading causes of biodiversity loss worldwide. This form of habitat loss is a non-random phenomenon since the same environmental factors that make an area suitable for supporting high local biodiversity overlap with those that make it attractive for urban development. We aimed to compare the effect of two non-random habitat loss predictors on the richness, abundance, and rarity of nature-affiliated and human-affiliated North American breeding birds. For each group of birds, we simulated the non-random habitat loss using two predictors: the House Price Index as a measure of the attractiveness of an area for humans and the Normalized Difference Vegetation Index as a proxy for primary productivity. We compared the results of the two non-random simulation sets and one set of random habitat loss simulations using an analysis of variance and followed up with a Tukey-Kramer test when appropriate. The attractiveness of an area for humans predicted estimates of richness loss and increase of rarity higher than primary productivity and random habitat loss for nature-affiliated and human-affiliated birds. For example, at 50% of habitat loss, the attractiveness of an area for humans produced estimates of richness at least 5% lower and of a rarity at least 40% higher than primary productivity and random habitat loss for both groups of birds. Only for the species abundance of nature-affiliated birds, the attractiveness of an area for humans did not outperform primary productivity as a predictor of biodiversity following habitat loss. We demonstrated the value of the House Price Index, which can be used in conservation assessments as an index of the risks of habitat loss for natural communities. Thus, our results have relevant implications for sustainable urban land-use planning practices and can guide stakeholders and developers in their efforts to conserve local biodiversity.

Keywords: biodiversity loss, bird biodiversity, house price index, non-random habitat loss

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8147 KSVD-SVM Approach for Spontaneous Facial Expression Recognition

Authors: Dawood Al Chanti, Alice Caplier

Abstract:

Sparse representations of signals have received a great deal of attention in recent years. In this paper, the interest of using sparse representation as a mean for performing sparse discriminative analysis between spontaneous facial expressions is demonstrated. An automatic facial expressions recognition system is presented. It uses a KSVD-SVM approach which is made of three main stages: A pre-processing and feature extraction stage, which solves the problem of shared subspace distribution based on the random projection theory, to obtain low dimensional discriminative and reconstructive features; A dictionary learning and sparse coding stage, which uses the KSVD model to learn discriminative under or over dictionaries for sparse coding; Finally a classification stage, which uses a SVM classifier for facial expressions recognition. Our main concern is to be able to recognize non-basic affective states and non-acted expressions. Extensive experiments on the JAFFE static acted facial expressions database but also on the DynEmo dynamic spontaneous facial expressions database exhibit very good recognition rates.

Keywords: dictionary learning, random projection, pose and spontaneous facial expression, sparse representation

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8146 Testing the Weak Form Efficiency of Islamic Stock Market: Empirical Evidence from Indonesia

Authors: Herjuno Bagus Wicaksono, Emma Almira Fauni, Salma Amelia Dina

Abstract:

The Efficient Market Hypothesis (EMH) states that, in an efficient capital market, price fully reflects the information available in the market. This theory has influenced many investors behavior in trading in the stock market. Advanced researches have been conducted to test the efficiency of the stock market in particular countries. Indonesia, as one of the emerging countries, has performed substantial growth in the past years. Hence, this paper aims to examine the efficiency of Islamic stock market in Indonesia in its weak form. The daily stock price data from Indonesia Sharia Stock Index (ISSI) for the period October 2015 to October 2016 were used to do the statistical tests: Run Test and Serial Correlation Test. The results show that there is no serial correlation between the current price with the past prices and the market follows the random walk. This research concludes that Indonesia Islamic stock market is weak form efficient.

Keywords: efficient market hypothesis, Indonesia sharia stock index, random walk, weak form efficiency

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8145 Multilevel Modeling of the Progression of HIV/AIDS Disease among Patients under HAART Treatment

Authors: Awol Seid Ebrie

Abstract:

HIV results as an incurable disease, AIDS. After a person is infected with virus, the virus gradually destroys all the infection fighting cells called CD4 cells and makes the individual susceptible to opportunistic infections which cause severe or fatal health problems. Several studies show that the CD4 cells count is the most determinant indicator of the effectiveness of the treatment or progression of the disease. The objective of this paper is to investigate the progression of the disease over time among patient under HAART treatment. Two main approaches of the generalized multilevel ordinal models; namely the proportional odds model and the nonproportional odds model have been applied to the HAART data. Also, the multilevel part of both models includes random intercepts and random coefficients. In general, four models are explored in the analysis and then the models are compared using the deviance information criteria. Of these models, the random coefficients nonproportional odds model is selected as the best model for the HAART data used as it has the smallest DIC value. The selected model shows that the progression of the disease increases as the time under the treatment increases. In addition, it reveals that gender, baseline clinical stage and functional status of the patient have a significant association with the progression of the disease.

Keywords: nonproportional odds model, proportional odds model, random coefficients model, random intercepts model

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8144 Contextualizing Theory Z of Motivation Among Indian Universities of Higher Education

Authors: Janani V., Tanika Singh, Bala Subramanian R., Santosh Kumar Sharma

Abstract:

Higher education across the globe is undergoing a sea change. This has created a varied management of higher education in Indian universities, and therefore, we find no universal law regarding HR policies and practices in these universities. As a result, faculty retention is very low, which is a serious concern for educational leaders such as vice-chancellors or directors working in the higher education sector. We can understand this phenomenon in the light of various management theories, among which theory z proposed by William Ouchi is a prominent one. With this backdrop, the present article strives to contextualize theory z in Indian higher education. For the said purpose, qualitative methodology has been adopted, and accordingly, propositions have been generated. We believe that this article will motivate other researchers to empirically test the generated propositions and thereby contribute in the existing literature.

Keywords: education, managemenet, motivation, Theory X, Theory Y, Theory Z, faculty members, universities, India

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8143 Fraud Detection in Credit Cards with Machine Learning

Authors: Anjali Chouksey, Riya Nimje, Jahanvi Saraf

Abstract:

Online transactions have increased dramatically in this new ‘social-distancing’ era. With online transactions, Fraud in online payments has also increased significantly. Frauds are a significant problem in various industries like insurance companies, baking, etc. These frauds include leaking sensitive information related to the credit card, which can be easily misused. Due to the government also pushing online transactions, E-commerce is on a boom. But due to increasing frauds in online payments, these E-commerce industries are suffering a great loss of trust from their customers. These companies are finding credit card fraud to be a big problem. People have started using online payment options and thus are becoming easy targets of credit card fraud. In this research paper, we will be discussing machine learning algorithms. We have used a decision tree, XGBOOST, k-nearest neighbour, logistic-regression, random forest, and SVM on a dataset in which there are transactions done online mode using credit cards. We will test all these algorithms for detecting fraud cases using the confusion matrix, F1 score, and calculating the accuracy score for each model to identify which algorithm can be used in detecting frauds.

Keywords: machine learning, fraud detection, artificial intelligence, decision tree, k nearest neighbour, random forest, XGBOOST, logistic regression, support vector machine

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8142 Testing the Change in Correlation Structure across Markets: High-Dimensional Data

Authors: Malay Bhattacharyya, Saparya Suresh

Abstract:

The Correlation Structure associated with a portfolio is subjected to vary across time. Studying the structural breaks in the time-dependent Correlation matrix associated with a collection had been a subject of interest for a better understanding of the market movements, portfolio selection, etc. The current paper proposes a methodology for testing the change in the time-dependent correlation structure of a portfolio in the high dimensional data using the techniques of generalized inverse, singular valued decomposition and multivariate distribution theory which has not been addressed so far. The asymptotic properties of the proposed test are derived. Also, the performance and the validity of the method is tested on a real data set. The proposed test performs well for detecting the change in the dependence of global markets in the context of high dimensional data.

Keywords: correlation structure, high dimensional data, multivariate distribution theory, singular valued decomposition

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8141 Logic of the Prospect Theory: The Decision Making Process of the First Gulf War and the Crimean Annexation

Authors: Zhengyang Ma, Zhiyao Li, Jiayi Zhang

Abstract:

This article examines the prospect theory’s arguments about decision-making through two case studies, the First Gulf War and Russia’s annexation of Crimea. The article uses the methods of comparative case analysis and process tracing to investigate the prospect theory’s fundamental arguments. Through evidence derived from existing primary and secondary sources, this paper argues that both former U.S. President Bush and Russian President Putin viewed their situations as a domain of loss and made risky decisions to prevent further deterioration, which attests the arguments of the prospect theory. After the two case studies, this article also discusses how the prospect theory could be used in analyzing the decision-making process that led to the current Russia-Ukraine War.

Keywords: the prospect theory, international relations, the first gulf war, the crimea crisis

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8140 Cr Induced Magnetization in Zinc-Blende ZnO-Based Diluted Magnetic Semiconductors

Authors: Bakhtiar Ul Haq, R. Ahmed, A. Shaari, Mazmira Binti Mohamed, Nisar Ali

Abstract:

The capability of exploiting the electronic charge and spin properties simultaneously in a single material has made diluted magnetic semiconductors (DMS) remarkable in the field of spintronics. We report the designing of DMS based on zinc-blend ZnO doped with Cr impurity. The full potential linearized augmented plane wave plus local orbital FP-L(APW+lo) method in density functional theory (DFT) has been adapted to carry out these investigations. For treatment of exchange and correlation energy, generalized gradient approximations have been used. Introducing Cr atoms in the matrix of ZnO has induced strong magnetic moment with ferromagnetic ordering at stable ground state. Cr:ZnO was found to favor the short range magnetic interaction that reflect the tendency of Cr clustering. The electronic structure of ZnO is strongly influenced in the presence of Cr impurity atoms where impurity bands appear in the band gap.

Keywords: ZnO, density functional theory, diluted agnetic semiconductors, ferromagnetic materials, FP-L(APW+lo)

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8139 Disintegration of Deuterons by Photons Reaction Model for GEANT4 with Dibaryon Formalism

Authors: Jae Won Shin, Chang Ho Hyun

Abstract:

A disintegration of deuterons by photons (dγ → np) reaction model for GEANT4 is developed in this work. An effective field theory with dibaryon fields Introducing a dibaryon field, we can take into account the effective range contribution to the propagator up to infinite order, and it consequently makes the convergence of the theory better than the pionless effective field theory without dibaryon fields. We develop a hadronic model for GEANT4 which is specialized for the disintegration of the deuteron by photons, dγ → np. For the description of two-nucleon interactions, we employ an effective field theory so called pionless theory with dibaryon fields (dEFT). In spite of its simplicity, the theory has proven very effective and useful in the applications to various two-nucleon systems and processes at low energies. We apply the new model of GEANT4 (G4dEFT) to the calculation of total and differential cross sections in dγ → np, and obtain good agreements to experimental data for a wide range of incoming photon energies.

Keywords: dγ → np, dibaryon fields, effective field theory, GEANT4

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8138 Robust Control of a Dynamic Model of an F-16 Aircraft with Improved Damping through Linear Matrix Inequalities

Authors: J. P. P. Andrade, V. A. F. Campos

Abstract:

This work presents an application of Linear Matrix Inequalities (LMI) for the robust control of an F-16 aircraft through an algorithm ensuring the damping factor to the closed loop system. The results show that the zero and gain settings are sufficient to ensure robust performance and stability with respect to various operating points. The technique used is the pole placement, which aims to put the system in closed loop poles in a specific region of the complex plane. Test results using a dynamic model of the F-16 aircraft are presented and discussed.

Keywords: F-16 aircraft, linear matrix inequalities, pole placement, robust control

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8137 Ballistic Transport in One-Dimensional Random Dimer Photonic Crystals

Authors: Samira Cherid, Samir Bentata, F. Zahira Meghoufel, Sabria Terkhi, Yamina Sefir, Fatima Bendahma, Bouabdellah Bouadjemi, Ali Z. Itouni

Abstract:

In this work, we examined the propagation of light in one-dimensional systems is examined by means of the random dimer model. The introduction of defect elements, randomly in the studied system, breaks down the Anderson localization and provides a set of propagating delocalized modes at the corresponding conventional dimer resonances. However, tuning suitably the defect dimer resonance on the host ones (or vice versa), the transmission magnitudes can be enhanced providing the optimized ballistic transmission regime as an average response. Hence, ballistic optical filters can be conceived at desired wavelengths.

Keywords: photonic crystals, random dimer model, ballistic resonance, localization and transmission

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8136 Assessing Effects of an Intervention on Bottle-Weaning and Reducing Daily Milk Intake from Bottles in Toddlers Using Two-Part Random Effects Models

Authors: Yungtai Lo

Abstract:

Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

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8135 Stability of Solutions of Semidiscrete Stochastic Systems

Authors: Ramazan Kadiev, Arkadi Ponossov

Abstract:

Semidiscrete systems contain both continuous and discrete components. This means that the dynamics is mostly continuous, but at certain instants, it is exposed to abrupt influences. Such systems naturally appear in applications, for example, in biological and ecological models as well as in the control theory. Therefore, the study of semidiscrete systems has recently attracted the attention of many specialists. Stochastic effects are an important part of any realistic approach to modeling. For example, stochasticity arises in the population dynamics, demographic and ecological due to a change in time of factors external to the system affecting the survival of the population. In control theory, random coefficients can simulate inaccuracies in measurements. It will be shown in the presentation how to incorporate such effects into semidiscrete systems. Stability analysis is an essential part of modeling real-world problems. In the presentation, it will be explained how sufficient conditions for the moment stability of solutions in terms of the coefficients for linear semidiscrete stochastic equations can be derived using non-Lyapunov technique.

Keywords: abrupt changes, exponential stability, regularization, stochastic noises

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8134 Digital Joint Equivalent Channel Hybrid Precoding for Millimeterwave Massive Multiple Input Multiple Output Systems

Authors: Linyu Wang, Mingjun Zhu, Jianhong Xiang, Hanyu Jiang

Abstract:

Aiming at the problem that the spectral efficiency of hybrid precoding (HP) is too low in the current millimeter wave (mmWave) massive multiple input multiple output (MIMO) system, this paper proposes a digital joint equivalent channel hybrid precoding algorithm, which is based on the introduction of digital encoding matrix iteration. First, the objective function is expanded to obtain the relation equation, and the pseudo-inverse iterative function of the analog encoder is derived by using the pseudo-inverse method, which solves the problem of greatly increasing the amount of computation caused by the lack of rank of the digital encoding matrix and reduces the overall complexity of hybrid precoding. Secondly, the analog coding matrix and the millimeter-wave sparse channel matrix are combined into an equivalent channel, and then the equivalent channel is subjected to Singular Value Decomposition (SVD) to obtain a digital coding matrix, and then the derived pseudo-inverse iterative function is used to iteratively regenerate the simulated encoding matrix. The simulation results show that the proposed algorithm improves the system spectral efficiency by 10~20%compared with other algorithms and the stability is also improved.

Keywords: mmWave, massive MIMO, hybrid precoding, singular value decompositing, equivalent channel

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8133 Polynomial Chaos Expansion Combined with Exponential Spline for Singularly Perturbed Boundary Value Problems with Random Parameter

Authors: W. K. Zahra, M. A. El-Beltagy, R. R. Elkhadrawy

Abstract:

So many practical problems in science and technology developed over the past decays. For instance, the mathematical boundary layer theory or the approximation of solution for different problems described by differential equations. When such problems consider large or small parameters, they become increasingly complex and therefore require the use of asymptotic methods. In this work, we consider the singularly perturbed boundary value problems which contain very small parameters. Moreover, we will consider these perturbation parameters as random variables. We propose a numerical method to solve this kind of problems. The proposed method is based on an exponential spline, Shishkin mesh discretization, and polynomial chaos expansion. The polynomial chaos expansion is used to handle the randomness exist in the perturbation parameter. Furthermore, the Monte Carlo Simulations (MCS) are used to validate the solution and the accuracy of the proposed method. Numerical results are provided to show the applicability and efficiency of the proposed method, which maintains a very remarkable high accuracy and it is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, polynomial chaos expansion, Shishkin mesh, two small parameters, exponential spline

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8132 Superconductor-Insulator Transition in Disordered Spin-1/2 Systems

Authors: E. Cuevas, M. Feigel'man, L. Ioffe, M. Mezard

Abstract:

The origin of continuous energy spectrum in large disordered interacting quantum systems is one of the key unsolved problems in quantum physics. While small quantum systems with discrete energy levels are noiseless and stay coherent forever in the absence of any coupling to external world, most large-scale quantum systems are able to produce thermal bath, thermal transport and excitation decay. This intrinsic decoherence is manifested by a broadening of energy levels which acquire a finite width. The important question is: What is the driving force and mechanism of transition(s) between two different types of many-body systems - with and without decoherence and thermal transport? Here, we address this question via two complementary approaches applied to the same model of quantum spin-1/2 system with XY-type exchange interaction and random transverse field. Namely, we develop analytical theory for this spin model on a Bethe lattice and implement numerical study of exact level statistics for the same spin model on random graph. This spin model is relevant to the study of pseudogaped superconductivity and S-I transition in some amorphous materials.

Keywords: strongly correlated electrons, quantum phase transitions, superconductor, insulator

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8131 Cyber Security Enhancement via Software Defined Pseudo-Random Private IP Address Hopping

Authors: Andre Slonopas, Zona Kostic, Warren Thompson

Abstract:

Obfuscation is one of the most useful tools to prevent network compromise. Previous research focused on the obfuscation of the network communications between external-facing edge devices. This work proposes the use of two edge devices, external and internal facing, which communicate via private IPv4 addresses in a software-defined pseudo-random IP hopping. This methodology does not require additional IP addresses and/or resources to implement. Statistical analyses demonstrate that the hopping surface must be at least 1e3 IP addresses in size with a broad standard deviation to minimize the possibility of coincidence of monitored and communication IPs. The probability of breaking the hopping algorithm requires a collection of at least 1e6 samples, which for large hopping surfaces will take years to collect. The probability of dropped packets is controlled via memory buffers and the frequency of hops and can be reduced to levels acceptable for video streaming. This methodology provides an impenetrable layer of security ideal for information and supervisory control and data acquisition systems.

Keywords: moving target defense, cybersecurity, network security, hopping randomization, software defined network, network security theory

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8130 Design and Implementation of Pseudorandom Number Generator Using Android Sensors

Authors: Mochamad Beta Auditama, Yusuf Kurniawan

Abstract:

A smartphone or tablet require a strong randomness to establish secure encrypted communication, encrypt files, etc. Therefore, random number generation is one of the main keys to provide secrecy. Android devices are equipped with hardware-based sensors, such as accelerometer, gyroscope, etc. Each of these sensors provides a stochastic process which has a potential to be used as an extra randomness source, in addition to /dev/random and /dev/urandom pseudorandom number generators. Android sensors can provide randomness automatically. To obtain randomness from Android sensors, each one of Android sensors shall be used to construct an entropy source. After all entropy sources are constructed, output from these entropy sources are combined to provide more entropy. Then, a deterministic process is used to produces a sequence of random bits from the combined output. All of these processes are done in accordance with NIST SP 800-22 and the series of NIST SP 800-90. The operation conditions are done 1) on Android user-space, and 2) the Android device is placed motionless on a desk.

Keywords: Android hardware-based sensor, deterministic process, entropy source, random number generation/generators

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8129 Algorithms for Fast Computation of Pan Matrix Profiles of Time Series Under Unnormalized Euclidean Distances

Authors: Jing Zhang, Daniel Nikovski

Abstract:

We propose an approximation algorithm called LINKUMP to compute the Pan Matrix Profile (PMP) under the unnormalized l∞ distance (useful for value-based similarity search) using double-ended queue and linear interpolation. The algorithm has comparable time/space complexities as the state-of-the-art algorithm for typical PMP computation under the normalized l₂ distance (useful for shape-based similarity search). We validate its efficiency and effectiveness through extensive numerical experiments and a real-world anomaly detection application.

Keywords: pan matrix profile, unnormalized euclidean distance, double-ended queue, discord discovery, anomaly detection

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8128 A Study of Chinese-specific Terms in Government Work Report(2017-2019) from the Perspective of Relevance Theory

Authors: Shi Jiaxin

Abstract:

The Government Work Report is an essential form of document in the government of the People’s Republic of China. It covers all aspects of Chinese society and reflects China’s development strategy and trend. There are countless special terms in Government Work Report. Only by understanding Chinese-specific terms can we understand the content of the Government Work Report. Only by accurately translating the Chinese-specific terms can people come from all across the world know the Chinese government work report and understand China. Relevance theory is a popular theory of cognitive pragmatics. Relevance Translation Theory, which is closely related to Relevance Theory, has crucial and major guiding significance for the translation of Chinese-specific. Through studying Relevance Theory and researching the translation techniques, strategies and applications in the process of translating Chinese-specific terms from the perspective of Relevance Theory, we can understand the meaning and connotation of Chinese-specific terms, then solve various problems in the process of C-E translation, and strengthen our translation ability.

Keywords: government work report, Chinese-specific terms, relevance theory, translation

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8127 Hybrid Algorithm for Non-Negative Matrix Factorization Based on Symmetric Kullback-Leibler Divergence for Signal Dependent Noise: A Case Study

Authors: Ana Serafimovic, Karthik Devarajan

Abstract:

Non-negative matrix factorization approximates a high dimensional non-negative matrix V as the product of two non-negative matrices, W and H, and allows only additive linear combinations of data, enabling it to learn parts with representations in reality. It has been successfully applied in the analysis and interpretation of high dimensional data arising in neuroscience, computational biology, and natural language processing, to name a few. The objective of this paper is to assess a hybrid algorithm for non-negative matrix factorization with multiplicative updates. The method aims to minimize the symmetric version of Kullback-Leibler divergence known as intrinsic information and assumes that the noise is signal-dependent and that it originates from an arbitrary distribution from the exponential family. It is a generalization of currently available algorithms for Gaussian, Poisson, gamma and inverse Gaussian noise. We demonstrate the potential usefulness of the new generalized algorithm by comparing its performance to the baseline methods which also aim to minimize symmetric divergence measures.

Keywords: non-negative matrix factorization, dimension reduction, clustering, intrinsic information, symmetric information divergence, signal-dependent noise, exponential family, generalized Kullback-Leibler divergence, dual divergence

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8126 Development of Noninvasive Method to Analyze Dynamic Changes of Matrix Stiffness and Elasticity Characteristics

Authors: Elena Petersen, Inna Kornienko, Svetlana Guryeva, Sergey Dobdin, Anatoly Skripal, Andrey Usanov, Dmitry Usanov

Abstract:

One of the most important unsolved problems in modern medicine is the increase of chronic diseases that lead to organ dysfunction or even complete loss of function. Current methods of treatment do not result in decreased mortality and disability statistics. Currently, the best treatment for many patients is still transplantation of organs and/or tissues. Therefore, finding a way of correct artificial matrix biofabrication in case of limited number of natural organs for transplantation is a critical task. One important problem that needs to be solved is development of a nondestructive and noninvasive method to analyze dynamic changes of mechanical characteristics of a matrix with minimal side effects on the growing cells. This research was focused on investigating the properties of matrix as a marker of graft condition. In this study, the collagen gel with human primary dermal fibroblasts in suspension (60, 120, 240*103 cells/mL) and collagen gel with cell spheroids were used as model objects. The stiffness and elasticity characteristics were evaluated by a semiconductor laser autodyne. The time and cell concentration dependency of the stiffness and elasticity were investigated. It was shown that these properties changed in a non-linear manner with respect to cell concentration. The maximum matrix stiffness was observed in the collagen gel with the cell concentration of 120*103 cells/mL. This study proved the opportunity to use the mechanical properties of matrix as a marker of graft condition, which can be measured by noninvasive semiconductor laser autodyne technique.

Keywords: graft, matrix, noninvasive method, regenerative medicine, semiconductor laser autodyne

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8125 Stock Prediction and Portfolio Optimization Thesis

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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8124 Value from Environmental and Cultural Perspectives or Two Sides of the Same Coin

Authors: Vilem Paril, Dominika Tothova

Abstract:

This paper discusses the value theory in cultural heritage and the value theory in environmental economics. Two economic views of the value theory are compared within the field of cultural heritage maintenance and within the field of the environment. The main aims are to find common features in these two differently structured theories under the layer of differently defined terms as well as really differing features of these two approaches, to clear the confusion which stems from different terminology as in fact these terms capture the same aspects of reality and to show possible inspiration these two perspectives can offer one another. Another aim is to present these two value systems in one value framework. First, important moments of the value theory from the economic perspective are presented, leading to the marginal revolution of (not only) the Austrian School. Then the theory of value within cultural heritage and environmental economics are explored. Finally, individual approaches are compared and their potential mutual inspiration searched for.

Keywords: cultural heritage, environmental economics, existence value, value theory

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8123 Acquisition of Overt Pronoun Constraint in L2 Turkish by Adult Korean Speakers

Authors: Oktay Cinar

Abstract:

The aim of this study is to investigate the acquisition of Overt Pronoun Constraint (OPC) by adult Korean L2 Turkish speakers in order to find out how constraints regulating the syntax of null and overt subjects are acquired. OPC is claimed to be a universal feature of all null subject languages restricting the co-indexation between overt embedded pronoun and quantified or wh-question antecedents. However, there is no such restriction when the embedded subject is null or the antecedent is a referential subject. Considered as a principle of Universal Grammar (UG), OPC knowledge of L2 speakers has been widely tested with different language pairs. In the light of previous studies on OPC, it can be argued that L2 learners display early sensitivity to OPC constraints during their interlanguage grammar development. Concerning this, the co-indexation between overt embedded pronoun o (third person pronoun) and referential matrix subject is claimed to be controversial in Turkish, which poses problems with the universality of OPC. However, the current study argues against this claim by providing evidence from advanced Korean speakers that OPC is universal to all null subject languages and OPC knowledge can be accessed with direct access to UG. In other words, the performances of adult Korean speakers on the syntax of null and overt subjects are tested to support this claim. In order to test this, OPC task is used. 15 advanced speakers and a control group of adult native Turkish participants are instructed to determine the co-reference relationship between the subject of embedded clause, either overt pronominal o or null, and the subject of the matrix clause, either quantified pronoun and wh-question or referential antecedent. They are asked to select the interpretation of the embedded subject, either as the same person as in the matrix subject or another person who is not the same person in the matrix subject. These relations are represented with four conditions, and each condition has four questions (16 questions in total). The results claim that both control group and Korean L2 Turkish speakers display sensitivity to all constraints that OPC has, which suggests that OPC works in Turkish as well.

Keywords: adult Korean speakers, binding theory, generative second language acquisition, overt pronoun constraint

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8122 Wear Characteristics of Al Based Composites Fabricated with Nano Silicon Carbide Particles

Authors: Mohammad Reza Koushki Ardestani, Saeed Daneshmand, Mohammad Heydari Vini

Abstract:

In the present study, AA7075/SiO2 composites have been fabricated via liquid metallurgy process. Using the degassing process, the wet ability of the molten aluminum alloys increased which improved the bonding between aluminum matrix and reinforcement (SiO2) particles. AA7075 alloy and SiO2 particles were taken as the base matrix and reinforcements, respectively. Then, contents of 2.5 and 5 wt. % of SiO2 subdivisions were added into the AA7075 matrix. To improve wettability and distribution, reinforcement particles were pre-heated to a temperature of 550°C for each composite sample. A uniform distribution of SiO2 particles was observed through the matrix alloy in the microstructural study. A hardened EN32 steel disc as the counter face was used to evaluate the wear rate pin-on-disc, a wear testing machine containing. The results showed that the wear rate of the AA/SiO2 composites was lesser than that of the monolithic AA7075 samples. Finally, The SEM worn surfaces of samples were investigated.

Keywords: Al7075, SiO₂, wear, composites, stir casting

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8121 Innovative Textile Design Using in-situ Ag NPs incorporation into Natural Fabric Matrix

Authors: M. Rehan, H. Mashaly, H. Emam, A. Abou El-Kheir, S. Mowafi

Abstract:

In this work, we will study a simple highly efficient technique to impart multi functional properties to different fabric substrates by in situ Ag NPs incorporation into fabric matrix. Ag NPs as a coloration and antimicrobial agent were prepared in situ incorporation into fabric matrix (Cotton and Wool) by using trisodium citrate as reducing and stabilizing agent. The Ag NPs treated fabric (Cotton and Wool) showed different color because of localized surface Plasmon resonance (LSPR) property of Ag NPs. The formation of Ag NPs was confirmed by UV/Vis spectra for the supernatant solutions and The Ag NPs treated fabric (Cotton and Wool) were characterized by scanning electron microscopy (SEM) and X-ray photo electron spectroscopy (XPS). The dependence of color properties characterized by colorimetric, fastness and antibacterial properties evaluated by Escherichia coli using counting method and the reaction parameters were studied. The results indicate that, the in situ Ag NPs incorporation into fabric matrix approach can simultaneously impart colorant and antimicrobial properties into different fabric substrates.

Keywords: Ag NPs, coloration, antibacterial, wool, cotton fabric

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8120 Development of Al-5%Cu/Si₃N₄, B₄C or BN Composites for Piston Applications

Authors: Ahmed Lotfy, Andrey V. Pozdniakov, Vadim C. Zolotorevskiy

Abstract:

The purpose of this research is to provide a competitive alternative to aluminum silicon alloys used in automotive applications. This alternative was created by developing three types of composites Al-5%Cu- (B₄C, BN or Si₃N₄) particulates with a low coefficient of thermal expansion. Stir casting was used to synthesis composites containing 2, 5 and 7 wt. % of B₄C, Si₃N₄ and 2, 5 of BN followed by squeeze casting. The squeeze casting process decreased the porosity of the final composites. The composites exhibited a fairly uniform particle distribution throughout the matrix alloy. The microstructure and XRD results of the composites suggested a significant reaction occurred at the interface between the particles and alloy. Increasing the aging temperature from 200 to 250°C decreased the hardness values of the matrix and the composites and decreased the time required to reach the peak. Turner model was used to calculate the expected values of thermal expansion coefficient CTE of matrix and its composites. Deviations between calculated and experimental values of CTE were not exceeded 10%. Al-5%Cu-B₄C composites experimentally showed the lowest values of CTE (17-19)·10-6 °С-1 and (19-20) ·10-6 °С-1 in the temperature range 20-100 °С and 20-200 °С respectively.

Keywords: aluminum matrix composites, coefficient of thermal expansion, X-ray diffraction, squeeze casting, electron microscopy,

Procedia PDF Downloads 367