Search results for: stochastic gradient boosting
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1290

Search results for: stochastic gradient boosting

1050 On Virtual Coordination Protocol towards 5G Interference Mitigation: Modelling and Performance Analysis

Authors: Bohli Afef

Abstract:

The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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1049 Exact Solutions for Steady Response of Nonlinear Systems under Non-White Excitation

Authors: Yaping Zhao

Abstract:

In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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1048 Dynamics of Soil Carbon and Nitrogen Contents and Stocks along a Salinity Gradient

Authors: Qingqing Zhao, Junhong Bai

Abstract:

To investigate the effects of salinity on dynamics of soil carbon and nitrogen contents and stocks, soil samples were collected at a depth of 30 cm at four sampling sites (Sites B, T, S and P) along a salinity gradient in a drained coastal wetland, the Yellow River Delta, China. The salinity of these four sites ranked in the order: B (8.68±4.25 ms/cm) > T (5.89±3.17 ms/cm) > S (3.19±1.01 ms/cm) > P (2.26±0.39 ms/cm). Soil total carbon (TC), soil organic carbon (SOC), soil microbial biomass carbon (MBC), soil total nitrogen (TC) and soil microbial biomass carbon (MBC) were measured. Based on these data, soil organic carbon density (SOCD), soil microbial biomass carbon density (MBCD), soil nitrogen density (TCD) and soil microbial biomass nitrogen density (MBND) were calculated at four sites. The results showed that the mean concentrations of TC, SOC, MBC, TN and MBN showed a general deceasing tendency with increasing salinities in the top 30 cm of soils. The values of SOCD, MBCD, TND and MBND exhibited similar tendency along the salinity gradient. As for profile distribution pattern, The C/N ratios ranged from 8.28 to 56. 51. Higher C/N ratios were found in samples with high salinity. Correlation analysis showed that the concentrations of TC, SOC and MBC at four sampling sites were significantly negatively correlated with salinity (P < 0.01 or P < 0.05), indicating that salinity could inhibit soil carbon accumulation. However, no significant relationship was observed between TN, MBN and salinity (P > 0.05).

Keywords: carbon content and stock, nitrogen content and stock, salinity, coastal wetland

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1047 Self-Organizing Control Systems for Unstable and Deterministic Chaotic Processes

Authors: Mamyrbek A. Beisenbi, Nurgul M. Kissikova, Saltanat E. Beisembina, Salamat T. Suleimenova, Samal A. Kaliyeva

Abstract:

The paper proposes a method for constructing a self-organizing control system for unstable and deterministic chaotic processes in the class of catastrophe “hyperbolic umbilic” for objects with m-inputs and n-outputs. The self-organizing control system is investigated by the universal gradient-velocity method of Lyapunov vector functions. The conditions for self-organization of the control system in the class of catastrophes “hyperbolic umbilic” are shown in the form of a system of algebraic inequalities that characterize the aperiodic robust stability in the stationary states of the system.

Keywords: gradient-velocity method of Lyapunov vector-functions, hyperbolic umbilic, self-organizing control system, stability

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1046 Optimal Management of Forest Stands under Wind Risk in Czech Republic

Authors: Zohreh Mohammadi, Jan Kaspar, Peter Lohmander, Robert Marusak, Harald Vacik, Ljusk Ola Eriksson

Abstract:

Storms are important damaging agents in European forest ecosystems. In the latest decades, significant economic losses in European forestry occurred due to storms. This study investigates the problem of optimal harvest planning when forest stands risk to be felled by storms. One of the most applicable mathematical methods which are being used to optimize forest management is stochastic dynamic programming (SDP). This method belongs to the adaptive optimization class. Sequential decisions, such as harvest decisions, can be optimized based on sequential information about events that cannot be perfectly predicted, such as the future storms and the future states of wind protection from other forest stands. In this paper, stochastic dynamic programming is used to maximize the expected present value of the profits from an area consisting of several forest stands. The region of analysis is the Czech Republic. The harvest decisions, in a particular time period, should be simultaneously taken in all neighbor stands. The reason is that different stands protect each other from possible winds. The optimal harvest age of a particular stand is a function of wind speed and different wind protection effects. The optimal harvest age often decreases with wind speed, but it cannot be determined for one stand at a time. When we consider a particular stand, this stand also protects other stands. Furthermore, the particular stand is protected by neighbor stands. In some forest stands, it may even be rational to increase the harvest age under the influence of stronger winds, in order to protect more valuable stands in the neighborhood. It is important to integrate wind risk in forestry decision-making.

Keywords: Czech republic, forest stands, stochastic dynamic programming, wind risk

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1045 Parameter Estimation for the Mixture of Generalized Gamma Model

Authors: Wikanda Phaphan

Abstract:

Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

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1044 Improvement of Students’ Active Experience through the Provision of Foundational Architecture Pedagogy by Virtual Reality Tools

Authors: Mehdi Khakzand, Flora Fakourian

Abstract:

It has been seen in recent years that architects are using virtual modeling to help them visualize their projects. Research has indicated that virtual media, particularly virtual reality, enhances architects' comprehension of design and spatial perception. Creating a communal experience for active learning is an essential component of the design process in architecture pedagogy. It has been particularly challenging to replicate design principles as a critical teaching function, and this is a complex issue that demands comprehension. Nonetheless, the usage of simulation should be studied and limited as appropriate. In conjunction with extensive technology, 3D geometric illustration can bridge the gap between the real and virtual worlds. This research intends to deliver a pedagogical experience in the architecture basics course to improve the architectural design process utilizing virtual reality tools. This tool seeks to tackle current challenges in current ways of architectural illustration by offering building geometry illustration, building information (data from the building information model), and simulation results. These tools were tested over three days in a design workshop with 12 architectural students. This article provided an architectural VR-based course and explored its application in boosting students' active experiences. According to the research, this technology can improve students' cognitive skills from challenging simulations by boosting visual understanding.

Keywords: active experience, architecture pedagogy, virtual reality, spatial perception

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1043 Examining the Role of Soil pH on the Composition and Abundance of Nitrite Oxidising Bacteria

Authors: Mansur Abdulrasheed, Hussein I. Ibrahim, Ahmed F. Umar

Abstract:

Nitrification, the microbial oxidation of ammonia to nitrate (NO3-) via nitrite (NO2-) is a vital process in the biogeochemical nitrogen cycle and is performed by two distinct functional groups; ammonia oxidisers (comprised of ammonia oxidising bacteria (AOB) and ammonia oxidising archaea (AOA)) and nitrite oxidising bacteria. Autotrophic nitrification is said to occur in acidic soils, even though most laboratory cultures of isolated ammonia and nitrite oxidising bacteria fail to grow below neutral pH. Published studies revealed that soil pH is a major driver for determining the distribution and abundance of AOB and AOA. To determine whether distinct populations of nitrite oxidising bacteria within the lineages of Nitrospira and Nitrobacter are adapted to a particular range of pH as observed in ammonia oxidising organisms, the community structure of Nitrospira-like and Nitrobacter-like NOB were examined across a pH gradient (4.5–7.5) by amplifying nitrite oxido-reductase (nxrA) and 16S rRNA genes followed by denaturing gradient gel electrophoresis (DGGE). The community structure of both Nitrospira and Nitrobacter changed with soil pH, with distinct populations observed in acidic and neutral soils. The abundance of Nitrospira-like 16S rRNA and Nitrobacter-like nxrA gene copies contrasted across the pH gradient. Nitrobacter-like nxrA gene abundance decreased with increasing soil pH, whereas Nitrospira-like 16S rRNA gene abundance increased with increasing pH. Findings indicated that abundance and distributions of soil NOB is influence by soil pH.

Keywords: nitrospira, nitrobacter, nitrite-oxidizing bacteria, nitrification, pH, soil

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1042 On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes

Authors: Amit Ghosh, Chanchal Kundu

Abstract:

Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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1041 Optimal Delivery of Two Similar Products to N Ordered Customers

Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

Abstract:

The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering products located at a central depot to customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from the depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity of the goods that must be delivered. In the present work, we present a specific capacitated stochastic vehicle routing problem which has realistic applications to distributions of materials to shops or to healthcare facilities or to military units. A vehicle starts its route from a depot loaded with items of two similar but not identical products. We name these products, product 1 and product 2. The vehicle must deliver the products to N customers according to a predefined sequence. This means that first customer 1 must be serviced, then customer 2 must be serviced, then customer 3 must be serviced and so on. The vehicle has a finite capacity and after servicing all customers it returns to the depot. It is assumed that each customer prefers either product 1 or product 2 with known probabilities. The actual preference of each customer becomes known when the vehicle visits the customer. It is also assumed that the quantity that each customer demands is a random variable with known distribution. The actual demand is revealed upon the vehicle’s arrival at customer’s site. The demand of each customer cannot exceed the vehicle capacity and the vehicle is allowed during its route to return to the depot to restock with quantities of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. If there is shortage for the desired product, it is permitted to deliver the other product at a reduced price. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the expected total cost among all possible strategies. It is possible to find the optimal routing strategy using a suitable stochastic dynamic programming algorithm. It is also possible to prove that the optimal routing strategy has a specific threshold-type structure, i.e. it is characterized by critical numbers. This structural result enables us to construct an efficient special-purpose dynamic programming algorithm that operates only over those routing strategies having this structure. The findings of the present study lead us to the conclusion that the dynamic programming method may be a very useful tool for the solution of specific vehicle routing problems. A problem for future research could be the study of a similar stochastic vehicle routing problem in which the vehicle instead of delivering, it collects products from ordered customers.

Keywords: collection of similar products, dynamic programming, stochastic demands, stochastic preferences, vehicle routing problem

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1040 Critical Review of Clean Energy Mix as Means of Boosting Power Generation in Nigeria

Authors: B. Adebayo, A. A. Adebayo

Abstract:

Adequate power generation and supply are enormous challenges confronting Nigeria state today. This is a powerful mechanism that drives industrial development and socio-economy of any nation. The present level of power generation and supply have become national embarrassment to both government and the citizens of Nigeria, where over 60% of the population have no access to electricity. This paper is set to review the abundant clean energy alternative sources available in abundance that are capable of boosting power generation. The clean energy sources waiting to be exploited include: nuclear, solar and wind energy. The environmental benefits of these sources of power generation are identified. Nuclear energy is a powerful clean energy source. However, Africa accounted for 20% of known recoverable reserve and uranium produces heat of 500,000 MJ/kg. Moreover, Nigeria receives average daily solar radiation of over 5.249 kWh/m2/day. Researchers have shown that wind speed and power flux densities varied from 1.5 – 4.1 m/s and 5.7 – 22.5 W/m2 respectively. It is a fact that the cost of doing business in Nigeria is very high, leading to winding up of the multi-national companies and then led to increase unemployment level. More importantly, readily available vast quantity of energy will reduce cost of running industries. Hence, more industries will come on board, goods, services, and more job creation will be achieved. This clean source of power generation is devoid of production of green house gases, elimination of environmental pollution, and reduced waste disposal. Then Nigerians will live in harmony with the environment.

Keywords: power, generation, energy, mix, clean, industrial

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1039 Elementary Education Outcome Efficiency in Indian States

Authors: Jyotsna Rosario, K. R. Shanmugam

Abstract:

Since elementary education is a merit good, considerable public resources are allocated to universalise it. However, elementary education outcomes vary across the Indian States. Evidences indicate that while some states are lagging in elementary education outcome primarily due to lack of resources and poor schooling infrastructure, others are lagging despite resource abundance and well-developed schooling infrastructure. Addressing the issue of efficiency, the study employs Stochastic Frontier Analysis for panel data of 27 Indian states from 2012-13 to 2017-18 to estimate the technical efficiency of State governments in generating enrolment. The mean efficiency of states was estimated to be 58%. Punjab, Meghalaya, and West Bengal were found to be the most efficient states. Whereas Jammu and Kashmir, Nagaland, Madhya Pradesh, and Odisha are one of the most inefficient states. This study emphasizes the efficient utilisation of public resources and helps in the identification of best practices.

Keywords: technical efficiency, public expenditure, elementary education outcome, stochastic frontier analysis

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1038 Plant Species Composition and Frequency Distribution Along a Disturbance Gradient in Kano Metropolis Nigeria

Authors: Hamisu Jibril

Abstract:

The study explores changes in plant species composition along disturbance gradient in urban areas in Nigeria at Bayero University Kano campuses. The aim is to assess changes in plant species composition and distribution within a degraded dryland environment in Kano Metropolis, Nigeria. Vegetation sampling was conducted using plots quadrat and transect methods, and different plant species were identified in the three study sites. Data were analyzed using ANOVA, t-tests and conventional indices to compare species richness, evenness and diversity. The study found no significant differences in species frequency among sites or sampling methods but observed higher species richness, evenness and diversity values in grasses species compared to trees. The study addressed changes in plant species composition along a disturbance gradient in an urban environment, focusing on species richness, evenness, and diversity. The study contributes to understanding the vegetation dynamics in degraded urban environments and highlights the need for conservation efforts. The research also adds to the existing literature by confirming previous findings and suggesting re-planting efforts. The study suggests similarities in plant species composition between old and new campus areas and emphasizes the importance of further investigating factors leading to vegetation loss for conservation purposes.

Keywords: species diversity, urban kano, dryland environment, vegetation sampling

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1037 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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1036 Statistical Modeling of Mobile Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

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1035 A Study on Effect of Dynamic Loading Speed on the Fracture Toughness of Equivalent Stress Gradient (ESG) Specimen

Authors: Moon Byung Woo, Seok Chang-Sung, Koo Jae-Mean, Kim Sang-Young, Choi Jae Gu, Huh Nam-Su

Abstract:

Recently, the occurrence of the earthquake has increased sharply and many of the casualties have occurred worldwide, due to the influence of earthquakes. Especially, the Fukushima nuclear power plant accident which was caused by the earthquake in 2011 has significantly increased the fear of people and the demand for the safety of the nuclear power plant. Thus, in order to prevent the earthquake accident at nuclear power plant, it is important to evaluate the fracture toughness considering the seismic loading rate. To obtain fracture toughness for the safety evaluation of nuclear power plant, it is desirable to perform experiments with a real scale pipe which is expensive and hard to perform. Therefore, many researchers have proposed various test specimens to replicate the fracture toughness of a real scale pipe. Since such specimens have several problems, the equivalent stress gradient (ESG) specimen has been recently suggested. In this study, in order to consider the effects of the dynamic loading speed on fracture toughness, the experiment was conducted by applying five different kinds of test speeds using an ESG specimen. In addition, after we performed the fracture toughness test under dynamic loading with different speeds using an ESG specimen and a standard specimen, we compared them with the test results under static loading.

Keywords: dynamic loading speed, fracture toughness, load-ratio-method, equivalent stress gradient (ESG) specimen

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1034 Accounting for Rice Productivity Heterogeneity in Ghana: The Two-Step Stochastic Metafrontier Approach

Authors: Franklin Nantui Mabe, Samuel A. Donkoh, Seidu Al-Hassan

Abstract:

Rice yields among agro-ecological zones are heterogeneous. Farmers, researchers and policy makers are making frantic efforts to bridge rice yield gaps between agro-ecological zones through the promotion of improved agricultural technologies (IATs). Farmers are also modifying these IATs and blending them with indigenous farming practices (IFPs) to form farmer innovation systems (FISs). Also, different metafrontier models have been used in estimating productivity performances and their drivers. This study used the two-step stochastic metafrontier model to estimate the productivity performances of rice farmers and their determining factors in GSZ, FSTZ and CSZ. The study used both primary and secondary data. Farmers in CSZ are the most technically efficient. Technical inefficiencies of farmers are negatively influenced by age, sex, household size, education years, extension visits, contract farming, access to improved seeds, access to irrigation, high rainfall amount, less lodging of rice, and well-coordinated and synergized adoption of technologies. Albeit farmers in CSZ are doing well in terms of rice yield, they still have the highest potential of increasing rice yield since they had the lowest TGR. It is recommended that government through the ministry of food and agriculture, development partners and individual private companies promote the adoption of IATs as well as educate farmers on how to coordinate and synergize the adoption of the whole package. Contract farming concept and agricultural extension intensification should be vigorously pursued to the latter.

Keywords: efficiency, farmer innovation systems, improved agricultural technologies, two-step stochastic metafrontier approach

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1033 Gradient Index Metalens for WLAN Applications

Authors: Akram Boubakri, Fethi Choubeni, Tan Hoa Vuong, Jacques David

Abstract:

The control of electromagnetic waves is a key aim of several researches over the past decade. In this regard, Metamaterials have shown a strong ability to manipulate the electromagnetic waves on a subwavelength scales thanks to its unconventional properties that are not available in natural materials such as negative refraction index, super imaging and invisibility cloaking. Metalenses were used to avoid some drawbacks presented by conventional lenses since focusing with conventional lenses suffered from the limited resolution because they were only able to focus the propagating wave component. Nevertheless, Metalenses were able to go beyond the diffraction limit and enhance the resolution not only by collecting the propagating waves but also by restoring the amplitude of evanescent waves that decay rapidly when going far from the source and that contains the finest details of the image. Metasurfaces have many mechanical advantages over three-dimensional metamaterial structures especially the ease of fabrication and a smaller required volume. Those structures have been widely used for antenna performance improvement and to build flat metalenses. In this work, we showed that a well-designed metasurface lens operating at the frequency of 5.9GHz, has efficiently enhanced the radiation characteristics of a patch antenna and can be used for WLAN applications (IEEE 802.11 a). The proposed metasurface lens is built with a geometrically modified unit cells which lead to a change in the response of the lens at different position and allow the control of the wavefront beam of the incident wave thanks to the gradient refractive index.

Keywords: focusing, gradient index, metasurface, metalens, WLAN Applications

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1032 Performance Analysis of Heterogeneous Cellular Networks with Multiple Connectivity

Authors: Sungkyung Kim, Jee-Hyeon Na, Dong-Seung Kwon

Abstract:

Future mobile networks following 5th generation will be characterized by one thousand times higher gains in capacity; connections for at least one hundred billion devices; user experience capable of extremely low latency and response times. To be close to the capacity requirements and higher reliability, advanced technologies have been studied, such as multiple connectivity, small cell enhancement, heterogeneous networking, and advanced interference and mobility management. This paper is focused on the multiple connectivity in heterogeneous cellular networks. We investigate the performance of coverage and user throughput in several deployment scenarios. Using the stochastic geometry approach, the SINR distributions and the coverage probabilities are derived in case of dual connection. Also, to compare the user throughput enhancement among the deployment scenarios, we calculate the spectral efficiency and discuss our results.

Keywords: heterogeneous networks, multiple connectivity, small cell enhancement, stochastic geometry

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1031 Stochastic Pi Calculus in Financial Markets: An Alternate Approach to High Frequency Trading

Authors: Jerome Joshi

Abstract:

The paper presents the modelling of financial markets using the Stochastic Pi Calculus model. The Stochastic Pi Calculus model is mainly used for biological applications; however, the feature of this model promotes its use in financial markets, more prominently in high frequency trading. The trading system can be broadly classified into exchange, market makers or intermediary traders and fundamental traders. The exchange is where the action of the trade is executed, and the two types of traders act as market participants in the exchange. High frequency trading, with its complex networks and numerous market participants (intermediary and fundamental traders) poses a difficulty while modelling. It involves the participants to seek the advantage of complex trading algorithms and high execution speeds to carry out large volumes of trades. To earn profits from each trade, the trader must be at the top of the order book quite frequently by executing or processing multiple trades simultaneously. This would require highly automated systems as well as the right sentiment to outperform other traders. However, always being at the top of the book is also not best for the trader, since it was the reason for the outbreak of the ‘Hot – Potato Effect,’ which in turn demands for a better and more efficient model. The characteristics of the model should be such that it should be flexible and have diverse applications. Therefore, a model which has its application in a similar field characterized by such difficulty should be chosen. It should also be flexible in its simulation so that it can be further extended and adapted for future research as well as be equipped with certain tools so that it can be perfectly used in the field of finance. In this case, the Stochastic Pi Calculus model seems to be an ideal fit for financial applications, owing to its expertise in the field of biology. It is an extension of the original Pi Calculus model and acts as a solution and an alternative to the previously flawed algorithm, provided the application of this model is further extended. This model would focus on solving the problem which led to the ‘Flash Crash’ which is the ‘Hot –Potato Effect.’ The model consists of small sub-systems, which can be integrated to form a large system. It is designed in way such that the behavior of ‘noise traders’ is considered as a random process or noise in the system. While modelling, to get a better understanding of the problem, a broader picture is taken into consideration with the trader, the system, and the market participants. The paper goes on to explain trading in exchanges, types of traders, high frequency trading, ‘Flash Crash,’ ‘Hot-Potato Effect,’ evaluation of orders and time delay in further detail. For the future, there is a need to focus on the calibration of the module so that they would interact perfectly with other modules. This model, with its application extended, would provide a basis for researchers for further research in the field of finance and computing.

Keywords: concurrent computing, high frequency trading, financial markets, stochastic pi calculus

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1030 A Large Dataset Imputation Approach Applied to Country Conflict Prediction Data

Authors: Benjamin Leiby, Darryl Ahner

Abstract:

This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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1029 A Retrievable Genetic Algorithm for Efficient Solving of Sudoku Puzzles

Authors: Seyed Mehran Kazemi, Bahare Fatemi

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Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.

Keywords: genetic algorithm, optimization, solving Sudoku puzzles, stochastic local search

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1028 Building a Stochastic Simulation Model for Blue Crab Population Evolution in Antinioti Lagoon

Authors: Nikolaos Simantiris, Markos Avlonitis

Abstract:

This work builds a simulation platform, modeling the spatial diffusion of the invasive species Callinectes sapidus (blue crab) as a random walk, incorporating also generation, fatality, and fishing rates modeling the time evolution of its population. Antinioti lagoon in West Greece was used as a testbed for applying the simulation model. Field measurements from June 2020 to June 2021 on the lagoon’s setting, bathymetry, and blue crab juveniles provided the initial population simulation of blue crabs, as well as biological parameters from the current literature were used to calibrate simulation parameters. The scope of this study is to render the authors able to predict the evolution of the blue crab population in confined environments of the Ionian Islands region in West Greece. The first result of the simulation experiments shows the possibility for a robust prediction for blue crab population evolution in the Antinioti lagoon.

Keywords: antinioti lagoon, blue crab, stochastic simulation, random walk

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1027 A Theoretical Study of Accelerating Neutrons in LINAC Using Magnetic Gradient Method

Authors: Chunduru Amareswara Prasad

Abstract:

The main aim of this proposal it to reveal the secrets of the universe by accelerating neutrons. The proposal idea in its abridged version speaks about the possibility of making neutrons accelerate with help of thermal energy and magnetic energy under controlled conditions. Which is helpful in revealing the hidden secrets of the universe namely dark energy and in finding properties of Higgs boson. The paper mainly speaks about accelerating neutrons to near velocity of light in a LINAC, using magnetic energy by magnetic pressurizers. The center of mass energy of two colliding neutron beams is 94 GeV (~0.5c) can be achieved using this method. The conventional ways to accelerate neutrons has some constraints in accelerating them electromagnetically as they need to be separated from the Tritium or Deuterium nuclei. This magnetic gradient method provides efficient and simple way to accelerate neutrons.

Keywords: neutron, acceleration, thermal energy, magnetic energy, Higgs boson

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1026 A Review on Enhancing Heat Transfer Processes by Open-Cell Metal Foams and Industrial Applications

Authors: S. Cheragh Dar, M. Saljooghi, A. Babrgir

Abstract:

In the last couple of decades researchers' attitudes were focused on developing and enhancing heat transfer processes by using new components or cellular solids that divide into stochastic structures and periodic structures. Open-cell metal foams are part of stochastic structures families that they can be considered as an avant-garde technology and they have unique properties, this porous media can have tremendous achievements in thermal processes. This paper argues and surveys postulating possible in industrial thermal issues which include: compact electronic cooling, heat exchanger, aerospace, fines, turbo machinery, automobiles, crygen tanks, biomechanics, high temperature filters and etc. Recently, by surveying exponential rate of publications in thermal open-cell metal foams, all can be demonstrated in a holistic view which can lead researchers to a new level of understanding in different industrial thermal sections.

Keywords: heat transfer, industrial thermal, cellular solids, open cell metal foam

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1025 Comparison of Deep Learning and Machine Learning Algorithms to Diagnose and Predict Breast Cancer

Authors: F. Ghazalnaz Sharifonnasabi, Iman Makhdoom

Abstract:

Breast cancer is a serious health concern that affects many people around the world. According to a study published in the Breast journal, the global burden of breast cancer is expected to increase significantly over the next few decades. The number of deaths from breast cancer has been increasing over the years, but the age-standardized mortality rate has decreased in some countries. It’s important to be aware of the risk factors for breast cancer and to get regular check- ups to catch it early if it does occur. Machin learning techniques have been used to aid in the early detection and diagnosis of breast cancer. These techniques, that have been shown to be effective in predicting and diagnosing the disease, have become a research hotspot. In this study, we consider two deep learning approaches including: Multi-Layer Perceptron (MLP), and Convolutional Neural Network (CNN). We also considered the five-machine learning algorithm titled: Decision Tree (C4.5), Naïve Bayesian (NB), Support Vector Machine (SVM), K-Nearest Neighbors (KNN) Algorithm and XGBoost (eXtreme Gradient Boosting) on the Breast Cancer Wisconsin Diagnostic dataset. We have carried out the process of evaluating and comparing classifiers involving selecting appropriate metrics to evaluate classifier performance and selecting an appropriate tool to quantify this performance. The main purpose of the study is predicting and diagnosis breast cancer, applying the mentioned algorithms and also discovering of the most effective with respect to confusion matrix, accuracy and precision. It is realized that CNN outperformed all other classifiers and achieved the highest accuracy (0.982456). The work is implemented in the Anaconda environment based on Python programing language.

Keywords: breast cancer, multi-layer perceptron, Naïve Bayesian, SVM, decision tree, convolutional neural network, XGBoost, KNN

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1024 Ruta graveolens Fingerprints Obtained with Reversed-Phase Gradient Thin-Layer Chromatography with Controlled Solvent Velocity

Authors: Adrian Szczyrba, Aneta Halka-Grysinska, Tomasz Baj, Tadeusz H. Dzido

Abstract:

Since prehistory, plants were constituted as an essential source of biologically active substances in folk medicine. One of the examples of medicinal plants is Ruta graveolens L. For a long time, Ruta g. herb has been famous for its spasmolytic, diuretic, or anti-inflammatory therapeutic effects. The wide spectrum of secondary metabolites produced by Ruta g. includes flavonoids (eg. rutin, quercetin), coumarins (eg. bergapten, umbelliferone) phenolic acids (eg. rosmarinic acid, chlorogenic acid), and limonoids. Unfortunately, the presence of produced substances is highly dependent on environmental factors like temperature, humidity, or soil acidity; therefore standardization is necessary. There were many attempts of characterization of various phytochemical groups (eg. coumarins) of Ruta graveolens using the normal – phase thin-layer chromatography (TLC). However, due to the so-called general elution problem, usually, some components remained unseparated near the start or finish line. Therefore Ruta graveolens is a very good model plant. Methanol and petroleum ether extract from its aerial parts were used to demonstrate the capabilities of the new device for gradient thin-layer chromatogram development. The development of gradient thin-layer chromatograms in the reversed-phase system in conventional horizontal chambers can be disrupted by problems associated with an excessive flux of the mobile phase to the surface of the adsorbent layer. This phenomenon is most likely caused by significant differences between the surface tension of the subsequent fractions of the mobile phase. An excessive flux of the mobile phase onto the surface of the adsorbent layer distorts the flow of the mobile phase. The described effect produces unreliable, and unrepeatable results, causing blurring and deformation of the substance zones. In the prototype device, the mobile phase solution is delivered onto the surface of the adsorbent layer with controlled velocity (by moving pipette driven by 3D machine). The delivery of the solvent to the adsorbent layer is equal to or lower than that of conventional development. Therefore chromatograms can be developed with optimal linear mobile phase velocity. Furthermore, under such conditions, there is no excess of eluent solution on the surface of the adsorbent layer so the higher performance of the chromatographic system can be obtained. Directly feeding the adsorbent layer with eluent also enables to perform convenient continuous gradient elution practically without the so-called gradient delay. In the study, unique fingerprints of methanol and petroleum ether extracts of Ruta graveolens aerial parts were obtained with stepwise gradient reversed-phase thin-layer chromatography. Obtained fingerprints under different chromatographic conditions will be compared. The advantages and disadvantages of the proposed approach to chromatogram development with controlled solvent velocity will be discussed.

Keywords: fingerprints, gradient thin-layer chromatography, reversed-phase TLC, Ruta graveolens

Procedia PDF Downloads 261
1023 The Prospect of Income Contingent Loan in Malaysia Higher Education Financing Using Deterministic and Stochastic Methods in Modelling Income

Authors: Syaza Isma, Timothy Higgins

Abstract:

In Malaysia, increased take-up rates of tertiary student borrowing, and reliance on retirement savings to fund children's education show the importance of public higher education financing schemes (PTPTN). PTPTN has been operating for 2 decades now; however, there are some critical issues and challenges that include low loan recovery and loan default that suggest a detailed consideration of student loan/financing scheme alternatives is crucial. In addition, the decline in funding level per student following introduction of the new PTPTN full and partial loan scheme has raised ongoing concerns over the sustainability of the scheme to provide continuous financial assistance to students in tertiary education. This research seeks to assess these issues that put greater efficiency in an effort to ensure equitable access to student funding for current and future generations. We explore the extent of repayment hardship under the current loan arrangements that presumably led to low recovery from the borrowers, particularly low-income graduates. The concept of manageable debt exists in the design of income-contingent repayment schemes, as practiced in Australia, New Zealand, UK, Hungary, USA (in limited form), the Netherlands, and South Korea. Can Income Contingent Loans (ICL) offer the best practice for an education financing scheme, and address the issue of repayment hardship and concurrently, can a properly designed ICL scheme provide a solution to the current issues and challenges facing Malaysia student financing? We examine the different potential ICL models using deterministic and stochastic approach to simulate income of graduates.

Keywords: deterministic, income contingent loan, repayment burden, simulation, stochastic

Procedia PDF Downloads 203
1022 Refined Procedures for Second Order Asymptotic Theory

Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

Procedia PDF Downloads 254
1021 Single-Cell Visualization with Minimum Volume Embedding

Authors: Zhenqiu Liu

Abstract:

Visualizing the heterogeneity within cell-populations for single-cell RNA-seq data is crucial for studying the functional diversity of a cell. However, because of the high level of noises, outlier, and dropouts, it is very challenging to measure the cell-to-cell similarity (distance), visualize and cluster the data in a low-dimension. Minimum volume embedding (MVE) projects the data into a lower-dimensional space and is a promising tool for data visualization. However, it is computationally inefficient to solve a semi-definite programming (SDP) when the sample size is large. Therefore, it is not applicable to single-cell RNA-seq data with thousands of samples. In this paper, we develop an efficient algorithm with an accelerated proximal gradient method and visualize the single-cell RNA-seq data efficiently. We demonstrate that the proposed approach separates known subpopulations more accurately in single-cell data sets than other existing dimension reduction methods.

Keywords: single-cell RNA-seq, minimum volume embedding, visualization, accelerated proximal gradient method

Procedia PDF Downloads 197