Search results for: financial time series.

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: Mariana Lima, Rodrigo Silva, Victor Stange, Teodiano Bastos

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Due to the high reliability reached by DNA tests, since the 1980s this kind of test has allowed the identification of a growing number of criminal cases, including old cases that were unsolved, now having a chance to be solved with this technology. Currently, the use of genetic profiling databases is a typical method to increase the scope of genetic comparison. Forensic laboratories must process, analyze, and generate genetic profiles of a growing number of samples, which require time and great storage capacity. Therefore, it is essential to develop methodologies capable to organize and minimize the spent time for both biological sample processing and analysis of genetic profiles, using software tools. Thus, the present work aims the development of a software system solution for laboratories of forensics genetics, which allows sample, criminal case and local database management, minimizing the time spent in the workflow and helps to compare genetic profiles. For the development of this software system, all data related to the storage and processing of samples, workflows and requirements that incorporate the system have been considered. The system uses the following software languages: HTML, CSS, and JavaScript in Web technology, with NodeJS platform as server, which has great efficiency in the input and output of data. In addition, the data are stored in a relational database (MySQL), which is free, allowing a better acceptance for users. The software system here developed allows more agility to the workflow and analysis of samples, contributing to the rapid insertion of the genetic profiles in the national database and to increase resolution of crimes. The next step of this research is its validation, in order to operate in accordance with current Brazilian national legislation.

Keywords: Database, forensic genetics, genetic analysis, sample management, software solution.

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Authors: Bokyung Sung, Kwanghyo Koo, Jungsoo Kim, Myung-Bum Jung, Jinman Kwon, Ilju Ko

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In this paper, we propose effective system for digital music retrieval. We divided proposed system into Client and Server. Client part consists of pre-processing and Content-based feature extraction stages. In pre-processing stage, we minimized Time code Gap that is occurred among same music contents. As content-based feature, first-order differentiated MFCC were used. These presented approximately envelop of music feature sequences. Server part included Music Server and Music Matching stage. Extracted features from 1,000 digital music files were stored in Music Server. In Music Matching stage, we found retrieval result through similarity measure by DTW. In experiment, we used 450 queries. These were made by mixing different compression standards and sound qualities from 50 digital music files. Retrieval accurate indicated 97% and retrieval time was average 15ms in every single query. Out experiment proved that proposed system is effective in retrieve digital music and robust at various user environments of web.

Keywords: Music Retrieval, Content-based, Music Feature and Digital Music.

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Authors: M. Rajasimman, K. Murugaiyan

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In this work, sorption of nickel from aqueous solution on hypnea valentiae, red macro algae, was investigated. Batch experiments have been carried out to find the effect of various parameters such as pH, temperature, sorbent dosage, metal concentration and contact time on the sorption of nickel using hypnea valentiae. Response surface methodology (RSM) is employed to optimize the process parameters. Based on the central composite design, quadratic model was developed to correlate the process variables to the response. The most influential factor on each experimental design response was identified from the analysis of variance (ANOVA). The optimum conditions for the sorption of nickel were found to be: pH – 5.1, temperature – 36.8oC, sorbent dosage – 5.1 g/L, metal concentration – 100 mg/L and contact time – 30 min. At these optimized conditions the maximum removal of nickel was found to be 91.97%. A coefficient of determination R2 value 0.9548 shows the fitness of response surface methodology in this work.

Keywords: Optimization, metal, Hypnea valentia, response surface methodology, red algae.

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Authors: Hoda Aslani, Mohammad Moghiman, Mohammad Aslani

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Considering the demand to reduce global warming potential and importance of solidification in various applications, there is an increasing interest in energy storage systems to find the efficient phase change materials. Therefore, this paper presents an experimental study and comparison on the potential of titania nanofluids with and without surfactant for cooling energy storage systems. A designed cooling generation device based on compression refrigeration cycle is used to explore nanofluids solidification characteristics. In this work, titania nanoparticles of 0.01, 0.02 and 0.04 wt.% are dispersed in deionized water as base fluid. Measurement of phase change parameters of nanofluids illustrates that the addition of polyvinylpyrrolidone (PVP) as surfactant to titania nanofluids advances the onset nucleation time and leads to lower solidification time. Also, the experimental results show that only adding 0.02 wt.% titania nanoparticles, especially in the case of nanofluids with a surfactant, can evidently reduce the supercooling degree by nearly 70%. Hence, it is concluded that there is a great energy saving potential in the energy storage systems using titania nanofluid with PVP.

Keywords: Cooling energy storage, nanofluid, PVP, solidification, titania.

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Authors: Inaki Maulida Hakim, T. Yuri M. Zagloel, Astari Wulandari

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Six sigma is a framework that is used to identify inefficiency so that the cause of inefficiency will be known and right improvement to overcome cause of inefficiency can be conducted. This paper presents result of implementing six sigma to improve piston assembly line in Manufacturing Laboratory, Universitas Indonesia. Six sigma framework will be used to analyze the significant factor of inefficiency that needs to be improved which causes bottleneck in assembly line. After analysis based on six sigma framework conducted, line balancing method was chosen for improvement to overcome causative factor of inefficiency which is differences time between workstation that causes bottleneck in assembly line. Then after line balancing conducted in piston assembly line, the result is increase in efficiency. Efficiency is shown in the decreasing of Defects per Million Opportunities (DPMO) from 900,000 to 700,000, the increasing of level of labor productivity from 0.0041 to 0.00742, the decreasing of idle time from 121.3 seconds to 12.1 seconds, and the increasing of output, which is from 1 piston in 5 minutes become 3 pistons in 5 minutes.

Keywords: Assembly line, efficiency, improvement, line balancing, productivity, six sigma, workstation.

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Authors: T. Poespowati, E. Marsyahyo, R. Kartika-Dewi

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This experimental study aims at studying the conversion of macro-algae into bioethanol under several steps of procedure: preparation, pre-treatment, fermentation, and distillation. The main objective of this work was to investigate the role of buffer’s type as a stabiliser of pH level and fermentation time on the yield of ethanol. For this purpose, experiments were carried out on biomass macro-algae to de-couple the pre-treatment and fermentation processes from those associated with distillation process. β- glucosidase was used as cellulose decomposer during hydrolysis step and yeast was used during fermentation process. The species of macro-algae utilised as energy feedstock was Ulva lactuca and it was harvested from southern coast of Central of Java Island – Indonesia. Experiments were conducted in a simple fermenter over a different buffer: citrate buffer and acetic buffer, and over a range of fermentation times between 5 to 20 days. The ethanol production was found to be significantly affected by both variables. The optimum time of fermentation was 10 days with citrate buffer; result in 0.88458% of ethanol, and the ethanol content after distillation process was shown 0.985015%.

Keywords: Fermentation, ulva-lactuca, buffer, β-glucosidase, bioethanol.

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Authors: J. H. Park, S. K. Lee, Y. W. Kim, D. C. Ko

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A large variety of pipe flange is required in marine and construction industry. Pipe flanges are usually welded or screwed to the pipe end and are connected with bolts. This approach is very simple and widely used for a long time; however, it results in high development cost and low productivity, and the productions made by this approach usually have safety problem at the welding area. In this research, a new approach of forming pipe flange based on cold forging and floating die concept is presented. This innovative approach increases the effectiveness of the material usage and save the time cost compared with conventional welding method. To ensure the dimensional accuracy of the final product, the finite element analysis (FEA) was carried out to simulate the process of cold forging, and the orthogonal experiment methods were used to investigate the influence of four manufacturing factors (pin die angle, pipe flange angle, rpm, pin die distance from clamp jig) and predicted the best combination of them. The manufacturing factors were obtained by numerical and experimental studies and it shows that the approach is very useful and effective for the forming of pipe flange, and can be widely used later.

Keywords: Cold forging, FEA, finite element analysis, Forge- 3D, rotating forming, tubes.

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Authors: Vijay Janyani, Trevor M. Benson, Ana Vukovic

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A time-domain numerical model within the framework of transmission line modeling (TLM) is developed to simulate electromagnetic pulse propagation inside multiple microcavities forming photonic crystal (PhC) structures. The model developed is quite general and is capable of simulating complex electromagnetic problems accurately. The field quantities can be mapped onto a passive electrical circuit equivalent what ensures that TLM is provably stable and conservative at a local level. Furthermore, the circuit representation allows a high level of hybridization of TLM with other techniques and lumped circuit models of components and devices. A photonic crystal structure formed by rods (or blocks) of high-permittivity dieletric material embedded in a low-dielectric background medium is simulated as an example. The model developed gives vital spatio-temporal information about the signal, and also gives spectral information over a wide frequency range in a single run. The model has wide applications in microwave communication systems, optical waveguides and electromagnetic materials simulations.

Keywords: Computational Electromagnetics, Numerical Simulation, Transmission Line Modeling.

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Authors: Bremananth R., Veerabadran C. S., Andy W. H. Khong

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Automatic reading of handwritten cheque is a computationally complex process and it plays an important role in financial risk management. Machine vision and learning provide a viable solution to this problem. Research effort has mostly been focused on recognizing diverse pitches of cheques and demand drafts with an identical outline. However most of these methods employ templatematching to localize the pitches and such schemes could potentially fail when applied to different types of outline maintained by the bank. In this paper, the so-called outline problem is resolved by a cheque information tree (CIT), which generalizes the localizing method to extract active-region-of-entities. In addition, the weight based density plot (WBDP) is performed to isolate text entities and read complete pitches. Recognition is based on texture features using neural classifiers. Legal amount is subsequently recognized by both texture and perceptual features. A post-processing phase is invoked to detect the incorrect readings by Type-2 grammar using the Turing machine. The performance of the proposed system was evaluated using cheque and demand drafts of 22 different banks. The test data consists of a collection of 1540 leafs obtained from 10 different account holders from each bank. Results show that this approach can easily be deployed without significant design amendments.

Keywords: Cheque reading, Connectivity checking, Text localization, Texture analysis, Turing machine, Signature verification.

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Authors: Chetan Mahawar, Sarath Chandran, Sridhar Panigrahi, V. P. Shaji

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The ever-growing advancement in space exploration has led to an alarming concern for space debris removal as it restricts further launch operations and adventurous space missions; hence various technologies and methods are explored for re-entry predictions and material selection processes for mitigating space debris. The selection of material and operating conditions is determined with the objective of lightweight structure and ability to demise faster subject to spacecraft survivability during its mission. The various evolving thermal material properties such as emissivity, specific heat capacity, thermal conductivity, radiation intensity, etc. affect demisability of spacecraft. Thus, this paper presents the analysis of evolving thermal material properties of spacecraft, which affect the demisability process and thus estimate demise time using the demisability model by incorporating evolving thermal properties for sensible heating followed by the complete or partial break-up of spacecraft. The demisability analysis thus concludes that the best suitable spacecraft material is based on the least estimated demise time, which fulfills the criteria of design-for-survivability and as well as of design-for-demisability.

Keywords: Demisability, emissivity, lightweight, re-entry, survivability.

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Authors: Jun Seok Kim, Cheong-Sool Park, Jun-Geol Baek, Sung-Shick Kim

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Control chart pattern recognition is one of the most important tools to identify the process state in statistical process control. The abnormal process state could be classified by the recognition of unnatural patterns that arise from assignable causes. In this study, a wavelet based neural network approach is proposed for the recognition of control chart patterns that have various characteristics. The procedure of proposed control chart pattern recognizer comprises three stages. First, multi-resolution wavelet analysis is used to generate time-shape and time-frequency coefficients that have detail information about the patterns. Second, distance based features are extracted by a bi-directional Kohonen network to make reduced and robust information. Third, a back-propagation network classifier is trained by these features. The accuracy of the proposed method is shown by the performance evaluation with numerical results.

Keywords: Control chart pattern recognition, Multi-resolution wavelet analysis, Bi-directional Kohonen network, Back-propagation network, Feature extraction.

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Authors: Ming-Ta Yang, Jyh-Cherng Gu, Chun-Wei Huang, Jin-Lung Guan

Abstract:

Time base maintenance (TBM) is conventionally applied by the power utilities to maintain circuit breakers (CBs), transformers, bus bars and cables, which may result in under maintenance or over maintenance. As information and communication technology (ICT) industry develops, the maintenance policies of many power utilities have gradually changed from TBM to condition base maintenance (CBM) to improve system operating efficiency, operation cost and power supply reliability. This paper discusses the feasibility of using intelligent electronic devices (IEDs) to construct a CB CBM management platform. CBs in power substations can be monitored using IEDs with additional logic configuration and wire connections. The CB monitoring data can be sent through intranet to a control center and be analyzed and integrated by the Elipse Power Studio software. Finally, a human-machine interface (HMI) of supervisory control and data acquisition (SCADA) system can be designed to construct a CBM management platform to provide maintenance decision information for the maintenance personnel, management personnel and CB manufacturers.

Keywords: Circuit breaker, Condition base maintenance, Intelligent electronic device, Time base maintenance, SCADA.

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Authors: A. Shayeghi, H. Shayeghi, H. Eimani Kalasar

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In recent years, tuned mass damper (TMD) control systems for civil engineering structures have attracted considerable attention. This paper emphasizes on the application of particle swarm application (PSO) to design and optimize the parameters of the TMD control scheme for achieving the best results in the reduction of the building response under earthquake excitations. The Integral of the Time multiplied Absolute value of the Error (ITAE) based on relative displacement of all floors in the building is taken as a performance index of the optimization criterion. The problem of robustly TMD controller design is formatted as an optimization problem based on the ITAE performance index to be solved using the PSO technique which has a story ability to find the most optimistic results. An 11- story realistic building, located in the city of Rasht, Iran is considered as a test system to demonstrate effectiveness of the proposed method. The results analysis through the time-domain simulation and some performance indices reveals that the designed PSO based TMD controller has an excellent capability in reduction of the seismically excited example building.

Keywords: TMD, Particle Swarm Optimization, Tall Buildings, Structural Dynamics.

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Authors: Manuela Nayantara Jeyaraj

Abstract:

Having moved into the 21^st century, it is way past being arguable that innovative technology needs to be incorporated into conventional classroom teaching. Though the Western world has found presumable success in achieving this, it is still a concept under battle in developing countries such as Sri Lanka. Reaching the acme of implementing interactive virtual learning within classrooms is a struggling idealistic fascination within the island. In order to overcome this problem, this study is set to reveal facts that limit the implementation of virtual, interactive learning within the school classrooms and provide hacks that could prove the augmented use of the Virtual World to enhance teaching and learning experiences. As each classroom moves along with the usage of technology to fulfill its functionalities, a few intense hacks provided will build the administrative onuses on a virtual system. These hacks may divulge barriers based on social conventions, financial boundaries, digital literacy, intellectual capacity of the staff, and highlight the impediments in introducing students to an interactive virtual learning environment and thereby provide the necessary actions or changes to be made to succeed and march along in creating an intellectual society built on virtual learning and lifestyle. This digital learning environment will be composed of multimedia presentations, trivia and pop quizzes conducted on a GUI, assessments conducted via a virtual system, records maintained on a database, etc. The ultimate objective of this study could enhance every child's basic learning environment; hence, diminishing the digital divide that exists in certain communities.

Keywords: Digital divide, digital learning, digitization, Sri Lanka, teaching methodologies.

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Authors: Ahmed Mudhafar Hashim, Aseel Mahmood Abdullah

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The present work introduced a green composite consisting of corn natural fiber of constant concentration of 10% by weight incorporation with poly methyl methacrylate matrix biomaterial prepared by hand lay-up technique. Corn natural fibers were treated with two concentrations of sodium hydroxide solution (3% and 5%) with different immersed time (1.5 and 3 hours) at room temperature. The fracture toughness test of untreated and alkali treated corn fiber composites were performed. The effect of chemically treated on fracture properties of composites has been analyzed using Fourier transform infrared (FTIR) spectroscopy. The experimental results showed that the alkali treatment improved the fracture properties in terms of plane strain fracture toughness KIC. It was found that the plane strain fracture toughness KIC increased by up to 62% compared to untreated fiber composites. On the other hand, increases in both concentrations of alkali solution and time of soaking to 5% NaOH and 3 hours, respectively reduced the values of KIC lower than the value of the unfilled material.

Keywords: green composites, fracture toughness, corn natural fiber, Bio-PMMA

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Authors: A. Buasri, N. Chaiyut, V. Loryuenyong, E. Phakdeepataraphan, S. Watpathomsub, V. Kunakemakorn

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In this research, the optimum conditions for the synthesis of activated carbon from biodiesel wastes such as palm shells (PS) and Jatropha curcas fruit shells (JS) by chemical activation method using potassium hydroxide (KOH) as an activating agent under nitrogen atmosphere were investigated. The effects of soaking in hydrofluoric acid (HF), impregnation ratio, activation temperature and activation time on adsorption capacity of methylene blue (MB) and iodine (I2) solution were examined. The results showed that HF-treated activated carbons exhibited higher adsorption capacities by eliminating ash residues, which might fill up the pores. In addition, the adsorption capacities of methylene blue and iodine solution were also significantly influenced by the types of raw materials, the activation temperature and the activation time. The highest adsorption capacity of methylene blue 257.07mg/g and iodine 847.58mg/g were obtained from Jatropha curcas wastes.

Keywords: Activated Carbon, Palm Shells (PS), Jatropha Curcas Fruit Shells (JS), Agricultural Wastes, Biodiesel Wastes, Optimum Conditions.

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Authors: Manas Ranjan Kabat, Manoj Kumar Patel, Chita Ranjan Tripathy

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Many multimedia communication applications require a source to transmit messages to multiple destinations subject to quality of service (QoS) delay constraint. To support delay constrained multicast communications, computer networks need to guarantee an upper bound end-to-end delay from the source node to each of the destination nodes. This is known as multicast delay problem. On the other hand, if the same message fails to arrive at each destination node at the same time, there may arise inconsistency and unfairness problem among users. This is related to multicast delayvariation problem. The problem to find a minimum cost multicast tree with delay and delay-variation constraints has been proven to be NP-Complete. In this paper, we propose an efficient heuristic algorithm, namely, Economic Delay and Delay-Variation Bounded Multicast (EDVBM) algorithm, based on a novel heuristic function, to construct an economic delay and delay-variation bounded multicast tree. A noteworthy feature of this algorithm is that it has very high probability of finding the optimal solution in polynomial time with low computational complexity.

Keywords: EDVBM, Heuristic algorithm, Multicast tree, QoS routing, Shortest path.

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Authors: A. Özköse, A. Tamkoç

Abstract:

The present study involved analysis of certain characteristics of the perennial ryegrass (Lolium perenne L.) genotypes collected from the natural flora of Ankara, and explores a correlation among them. In order to evaluate the plants for breeding purpose as per Turkey's environmental conditions, the perennial ryegrass plants were collected from natural pasture of Ankara in 2004 and were utilized for the study. Seeds of the collected plants were sown in pots and seedlings were prepared in a greenhouse. In 2005, the seedlings were transplanted at 50 × 50 cm2 intervals in Randomized Complete Blocks Design in an experimental field. In 2007 and 2008, data were recorded from the observations and measurements of 568 perennial ryegrasses. The plant characteristics, which were investigated, included re-growth time in spring, color, density, growth habit, tendency to form inflorescence, time of inflorescence, plant height, length of upper internode, spike length, leaf length, leaf width, leaf area, leaf shape, number of spikelets per spike, seed yield per spike and 1000 grain weight and the correlation analyses were made using this data. Correlation coefficients were estimated between all paired combinations of the studied traits. The yield components exhibited varying trends of association among themselves. Seed yield per spike showed significant and positive association with the number of spikelets per spike, 1000 grain weight, plant height, length of upper internode, spike length, leaf length, leaf width, leaf area and color, but significant and negative association with the growth habit and re-growth time in spring.

Keywords: Correlation, morphological traits, Lolium perenne.

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Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely, where the subspace of the covariance matrix is decomposed to separate the signal subspace from noise subspace. The decomposition is normally done by using either the eigenvalue decomposition (EVD) or the singular value decomposition (SVD) of the auto-correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. This paper considers the estimation of the multipath slow frequency hopping (FH) channel using noise space based method. In particular, an efficient method is proposed to estimate the multipath time delays by applying multiple signal classification (MUSIC) algorithm which is based on the null space extracted by the rank revealing LU (RRLU) factorization. As a result, precise information is provided by the RRLU about the numerical null space and the rank, (i.e., important tool in linear algebra). The simulation results demonstrate the effectiveness of the proposed novel method by approximately decreasing the computational complexity to the half as compared with RRQR methods keeping the same performance.

Keywords: Time Delay Estimation, RRLU, RRQR, MUSIC, LS-ESPRIT, LS-ESPRIT, Frequency Hopping.

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Authors: A. Parizad, A. Khazali, M. Kalantar

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Voltage collapse is instability of heavily loaded electric power systems that cause to declining voltages and blackout. Power systems are predicated to become more heavily loaded in the future decade as the demand for electric power rises while economic and environmental concerns limit the construction of new transmission and generation capacity. Heavily loaded power systems are closer to their stability limits and voltage collapse blackouts will occur if suitable monitoring and control measures are not taken. To control transmission lines, it can be used from FACTS devices. In this paper Harmony search algorithm (HSA) and Genetic Algorithm (GA) have applied to determine optimal location of FACTS devices in a power system to improve power system stability. Three types of FACTS devices (TCPAT, UPFS, and SVC) have been introduced. Bus under voltage has been solved by controlling reactive power of shunt compensator. Also a combined series-shunt compensators has been also used to control transmission power flow and bus voltage simultaneously. Different scenarios have been considered. First TCPAT, UPFS, and SVC are placed solely in transmission lines and indices have been calculated. Then two types of above controller try to improve parameters randomly. The last scenario tries to make better voltage stability index and losses by implementation of three types controller simultaneously. These scenarios are executed on typical 34-bus test system and yields efficiency in improvement of voltage profile and reduction of power losses; it also may permit an increase in power transfer capacity, maximum loading, and voltage stability margin.

Keywords: FACTS Devices, Voltage Stability Index, optimal location, Heuristic methods, Harmony search, Genetic Algorithm.

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Authors: Branislav V. Šojić, Ljiljana S. Petrović, Vladimir M. Tomović, Natalija R. Džinić, Anamarija I. Mandić, Snežana B. Škaljac, Marija R. Jokanović, Predrag M. Ikonić, Tatjana A. Tasić, Ivana J. Sedej

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The influence of ripening conditions (traditional and industrial) on oxidative and sensory stability of dry fermented sausage (Petrovská klobása), during 7 months of storage, was investigated. During the storage period the content of free fatty acids was significantly higher (P<0.05), while the content of malondialdehyde was significantly lower in the sausage subjected to traditional conditions of drying. At the end of the storage period, content of hexanal in the sausage subjected to traditional conditions of ripening (1.67μg/g) was significantly lower (P<0.05) in comparison with this content in the sausage subjected to industrial conditions of ripening (4.94µg/g). Traditional conditions of ripening at lower temperatures have led to better sensory properties of odor and taste of traditional dry fermented sausage, Petrovská klobása after 2 and 7 months of storage.

Keywords: Lipid oxidation, Petrovská klobása, sensory stability, storage time.

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Authors: Sheetal Chavan, P. J. Kulkarni, Vivek Shanbhag

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Although achieving zero-defect software release is practically impossible, software industries should take maximum care to detect defects/bugs well ahead in time allowing only bare minimums to creep into released version. This is a clear indicator of time playing an important role in the bug detection. In addition to this, software quality is the major factor in software engineering process. Moreover, early detection can be achieved only through static code analysis as opposed to conventional testing. BugCatcher.Net is a static analysis tool, which detects bugs in .NET® languages through MSIL (Microsoft Intermediate Language) inspection. The tool utilizes a Parser based on Finite State Automata to carry out bug detection. After being detected, bugs need to be corrected immediately. BugCatcher.Net facilitates correction, by proposing a corrective solution for reported warnings/bugs to end users with minimum side effects. Moreover, the tool is also capable of analyzing the bug trend of a program under inspection.

Keywords: Dependence, Early solution, Finite State Automata, Grammar, Late solution, Parser State Transition Diagram, StaticProgram Analysis.

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Authors: Nadia Masood Khan, Muhammad Salman Khan, Gul Muhammad Khan

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Cardiologists perform cardiac auscultation to detect abnormalities in heart sounds. Since accurate auscultation is a crucial first step in screening patients with heart diseases, there is a need to develop computer-aided detection/diagnosis (CAD) systems to assist cardiologists in interpreting heart sounds and provide second opinions. In this paper different algorithms are implemented for automated heart sound classification using unsegmented phonocardiogram (PCG) signals. Support vector machine (SVM), artificial neural network (ANN) and cartesian genetic programming evolved artificial neural network (CGPANN) without the application of any segmentation algorithm has been explored in this study. The signals are first pre-processed to remove any unwanted frequencies. Both time and frequency domain features are then extracted for training the different models. The different algorithms are tested in multiple scenarios and their strengths and weaknesses are discussed. Results indicate that SVM outperforms the rest with an accuracy of 73.64%.

Keywords: Pattern recognition, machine learning, computer aided diagnosis, heart sound classification, and feature extraction.

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Authors: M. Kobylanski, D. Buskulic, P.-H. Duron, D. Revuz, F. Ruggieri, E. Sandier, C. Tijus

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In order to design a cooperative e-learning platform, we observed teams of Teacher [T], Computer Scientist [CS] and exerciser's programmer-designer [ED] cooperating for the conception of a self-correcting exercise, but without the use of such a device in order to catch the kind of interactions a useful platform might provide. To do so, we first run a task analysis on how T, CS and ED should be cooperating in order to achieve, at best, the task of creating and implementing self-directed, self-paced, repeatable self-correcting exercises (RSE) in the context of open educational resources. The formalization of the whole process was based on the “objectives, activities and evaluations” theory of educational task analysis. Second, using the resulting frame as a “how-to-do it” guide, we run a series of three contrasted Hackathon of RSE-production to collect data about the cooperative process that could be later used to design the collaborative e-learning platform. Third, we used two complementary methods to collect, to code and to analyze the adequate survey data: the directional flow of interaction among T-CS-ED experts holding a functional role, and the Means-End Problem Solving analysis. Fourth, we listed the set of derived recommendations useful for the design of the exerciser as a cooperative e-learning platform. Final recommendations underline the necessity of building (i) an ecosystem that allows to sustain teams of T-CS-ED experts, (ii) a data safety platform although offering accessibility and open discussion about the production of exercises with their resources and (iii) a good architecture allowing the inheritance of parts of the coding of any exercise already in the data base as well as fast implementation of new kinds of exercises along with their associated learning activities.

Keywords: Distance open educational resources, pedagogical alignment, self-correcting exercises, teacher’s involvement, team roles.

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Authors: F. Havas Beigi, E. Mohammadi, M.Vafaee Yeganeh

Abstract:

Curriculum is one of the most important inputs in higher education system and for knowing the strong and weak spots of it we need evaluation. The main purpose of this study was to survey of the curriculum quality of Insurance Management field. Case: University of Allameh Taba Tabaee(according to view point of students,alumni,employer and faculty members).Descriptive statistics (mean, tables, percentages, frequency distribution) and inferential statistics (CHI SQUARE) were used to analyze the data. Six criterions considered for the Quality of curriculum: objectives, content, teaching and learning methods, space and facilities, Time, assessment of learning. objectives, teaching and learning methods criterions was desirable level, content criteria was undesirable level, space and facilities, time and assessment of learning were rather desirable level. The quality of curriculum of insurance management field was relatively desirable level.

Keywords: Quality, curriculum, insurance management, higher education.

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Authors: Lokesh Tharani, R.P.Yadav

Abstract:

This paper presents the results related to the interference reduction technique in multistage multiuser detector for asynchronous DS-CDMA system. To meet the real-time requirements for asynchronous multiuser detection, a bit streaming, cascade architecture is used. An asynchronous multiuser detection involves block-based computations and matrix inversions. The paper covers iterative-based suboptimal schemes that have been studied to decrease the computational complexity, eliminate the need for matrix inversions, decreases the execution time, reduces the memory requirements and uses joint estimation and detection process that gives better performance than the independent parameter estimation method. The stages of the iteration use cascaded and bits processed in a streaming fashion. The simulation has been carried out for asynchronous DS-CDMA system by varying one parameter, i.e., number of users. The simulation result exhibits that system gives optimum bit error rate (BER) at 3rd stage for 15-users.

Keywords: Multi-user detection (MUD), multiple accessinterference (MAI), near-far effect, decision feedback detector, successive interference cancellation detector (SIC) and parallelinterference cancellation (PIC) detector.

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Authors: Matheus Borges Carneiro, Fabiane Letícia Lizarelli, José Carlos de Toledo

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The evolution of quality management by companies was strongly enabled by, among others, ISO 9001 certification, which is considered a crucial requirement for several customers. Likewise, performance measurement provides useful insights for companies to identify the reflection of their decision-making process on their improvement. One of the most used performance measurement models is the balanced scorecard (BSC), which uses four perspectives to address a firm’s performance: financial, internal process, customer satisfaction, and learning and growth. Since ISO 9001 certified firms are likely to measure their performance through BSC approach, it is important to verify whether the certificate influences the firm performance or not. Therefore, this paper aims to verify the impact of ISO 9001:2015 on Brazilian firms’ performance based on the BSC perspective. Hence, nine certified companies located in the Southeast region of Brazil were studied through a multiple case study approach. Within this study, it was possible to identify the positive impact of ISO 9001 on firms’ overall performance, and four Critical Success Factors (CSFs) were identified as relevant on the linkage among ISO 9001 and firms’ performance: employee involvement, top management, process management, and customer focus. Due to the COVID-19 pandemic, the number of interviews was limited to the quality manager specialist, and the sample was limited since several companies were closed during the period of the study. This study presents an in-depth analysis of how the relationship between ISO 9001 certification and firms’ performance in a developing country is.

Keywords: Balanced scorecard, Brazilian firms’ performance, critical success factors, ISO 9001 certification, performance measurement.

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Authors: Susana Cortez, Pilar Teixeira, Rosário Oliveira, Manuel Mota

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Mature landfill leachates contain some macromolecular organic substances that are resistant to biological degradation. Recently, Fenton-s oxidation has been investigated for chemical treatment or pre-treatment of mature landfill leachates. The aim of this study was to reduce the recalcitrant organic load still remaining after the complete treatment of a mature landfill leachate by Fenton-s oxidation post-treatment. The effect of various parameters such as H2O2 to Fe2+ molar ratio, dosage of Fe2+ reagent, initial pH, reaction time and initial chemical oxygen demand (COD) strength, that have an important role on the oxidation, was analysed. A molar ratio H2O2/Fe2+ = 3, a Fe2+ dosage of 4 mmol·L-1, pH 3, and a reaction time of 40 min were found to achieve better oxidation performances. At these favorable conditions, COD removal efficiency was 60.9% and 31.1% for initial COD of 93 and 743 mg·L-1 respectively (diluted and non diluted leachate). Fenton-s oxidation also presented good results for color removal. In spite of being extremely difficult to treat this leachate, the above results seem rather encouraging on the application of Fenton-s oxidation.

Keywords: Fenton's oxidation, mature landfill leachate, recalcitrant organic matter.

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Authors: Gayadhar Panda, Sidhartha Panda, C. Ardil

Abstract:

The main objective of Automatic Generation Control (AGC) is to balance the total system generation against system load losses so that the desired frequency and power interchange with neighboring systems is maintained. Any mismatch between generation and demand causes the system frequency to deviate from its nominal value. Thus high frequency deviation may lead to system collapse. This necessitates a very fast and accurate controller to maintain the nominal system frequency. This paper deals with a novel approach of artificial intelligence (AI) technique called Hybrid Neuro-Fuzzy (HNF) approach for an (AGC). The advantage of this controller is that it can handle the non-linearities at the same time it is faster than other conventional controllers. The effectiveness of the proposed controller in increasing the damping of local and inter area modes of oscillation is demonstrated in a two area interconnected power system. The result shows that intelligent controller is having improved dynamic response and at the same time faster than conventional controller.

Keywords: Automatic Generation Control (AGC), Dynamic Model, Two-area Power System, Fuzzy Logic Controller, Neural Network, Hybrid Neuro-Fuzzy(HNF).

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