Search results for: 3D Morphable Face Shape Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8517

Search results for: 3D Morphable Face Shape Model

8157 Effect of Different Diesel Fuels on Formation of the Cavitation Phenomena

Authors: Mohammadreza Nezamirad, Sepideh Amirahmadian, Nasim Sabetpour, Azadeh Yazdi, Amirmasoud Hamedi

Abstract:

Cavitation inside a diesel injector nozzle is investigated numerically in this study. The Reynolds Stress Navier Stokes set of equations (RANS) are utilized to investigate flow behavior inside the nozzle numerically. Moreover, K-ε turbulent model is found to be a better approach comparing to K-ω turbulent model. The Winklhofer rectangular shape nozzle is also simulated in order to verify the current numerical scheme, and with the mass flow rate approach, the current solution is verified. Afterward, a six-hole real size nozzle was simulated and it was found that among the different fuels used in this study with the same condition, diesel fuel provides the largest length of cavitation. Also, it was found that at the same boundary condition, rapeseed methyl ester (RME) fuel leads to the highest value of discharge coefficient and mass flow rate.

Keywords: cavitation, diesel fuel, CFD, real size nozzle, discharge coefficient

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8156 An Investigation of Quality Practices in Libyan Industrial Companies

Authors: Mostafa A. Shokshok, Omran Ali Abu Krais

Abstract:

This paper describes the collection and analysis of data obtained from face-to-face interviews conducted in selected Libyan industrial companies. The objectives of the interviews are to enhance understanding, and generate explanations of current issues in culture and quality management systems in Libyan companies. The method used in analyzing the questions, as well as the main finding of each question are explained. The interviews probed areas identify national and organizational culture, quality management systems, current methods, effects, barriers and other factors affecting the success of quality management implementation. Eleven questions are prepared and been discussed with the interviewees.

Keywords: Interviews, quality, culture, Libyan industrial companies.

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8155 Fin Spacing Effect of the Tube Fin Heat Exchanger at the Floor Heating Convector

Authors: F. Lemfeld, K. Frana

Abstract:

This article deals with numerical simulation of the floor heating convector in 3D. Numerical simulation is focused on cooling mode of the floor heating convector. Geometrical model represents section of the heat exchanger – two fins with the gap between, pipes are not involved. Two types of fin are examined – sinusoidal and angular shape with different fin spacing. Results of fin spacing in case of constant Reynolds number are presented. For the numerical simulation was used commercial software Ansys Fluent.

Keywords: fin spacing, cooling output, floor heating convector, numerical simulation.

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8154 Design of Mobile Teaching for Students Collaborative Learning in Distance Higher Education

Authors: Lisbeth Amhag

Abstract:

The aim of the study is to describe and analyze design of mobile teaching for students collaborative learning in distance higher education with a focus on mobile technologies as online webinars (web-based seminars or conferencing) by using laptops, smart phones, or tablets. These multimedia tools can provide face-toface interactions, recorded flipped classroom videos and parallel chat communications. The data collection consists of interviews with 22 students and observations of online face-to-face webinars, as well two surveys. Theoretically, the study joins the research tradition of Computer Supported Collaborative learning, CSCL, as well as Computer Self-Efficacy, CSE concerned with individuals’ media and information literacy. Important conclusions from the study demonstrated mobile interactions increased student centered learning. As the students were appreciating the working methods, they became more engaged and motivated. The mobile technology using among student also contributes to increased flexibility between space and place, as well as media and information literacy.

Keywords: Computer self-efficacy, computer supported collaborative learning, distance and open learning, educational design and technologies, media and information literacy, mobile learning.

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8153 Bayesian Online Learning of Corresponding Points of Objects with Sequential Monte Carlo

Authors: Miika Toivanen, Jouko Lampinen

Abstract:

This paper presents an online method that learns the corresponding points of an object from un-annotated grayscale images containing instances of the object. In the first image being processed, an ensemble of node points is automatically selected which is matched in the subsequent images. A Bayesian posterior distribution for the locations of the nodes in the images is formed. The likelihood is formed from Gabor responses and the prior assumes the mean shape of the node ensemble to be similar in a translation and scale free space. An association model is applied for separating the object nodes and background nodes. The posterior distribution is sampled with Sequential Monte Carlo method. The matched object nodes are inferred to be the corresponding points of the object instances. The results show that our system matches the object nodes as accurately as other methods that train the model with annotated training images.

Keywords: Bayesian modeling, Gabor filters, Online learning, Sequential Monte Carlo.

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8152 Automated Particle Picking based on Correlation Peak Shape Analysis and Iterative Classification

Authors: Hrabe Thomas, Beck Florian, Nickell Stephan

Abstract:

Cryo-electron microscopy (CEM) in combination with single particle analysis (SPA) is a widely used technique for elucidating structural details of macromolecular assemblies at closeto- atomic resolutions. However, development of automated software for SPA processing is still vital since thousands to millions of individual particle images need to be processed. Here, we present our workflow for automated particle picking. Our approach integrates peak shape analysis to the classical correlation and an iterative approach to separate macromolecules and background by classification. This particle selection workflow furthermore provides a robust means for SPA with little user interaction. Processing simulated and experimental data assesses performance of the presented tools.

Keywords: Cryo-electron Microscopy, Single Particle Analysis, Image Processing.

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8151 Object Recognition Approach Based on Generalized Hough Transform and Color Distribution Serving in Generating Arabic Sentences

Authors: Nada Farhani, Naim Terbeh, Mounir Zrigui

Abstract:

The recognition of the objects contained in images has always presented a challenge in the field of research because of several difficulties that the researcher can envisage because of the variability of shape, position, contrast of objects, etc. In this paper, we will be interested in the recognition of objects. The classical Hough Transform (HT) presented a tool for detecting straight line segments in images. The technique of HT has been generalized (GHT) for the detection of arbitrary forms. With GHT, the forms sought are not necessarily defined analytically but rather by a particular silhouette. For more precision, we proposed to combine the results from the GHT with the results from a calculation of similarity between the histograms and the spatiograms of the images. The main purpose of our work is to use the concepts from recognition to generate sentences in Arabic that summarize the content of the image.

Keywords: Recognition of shape, generalized hough transformation, histogram, Spatiogram, learning.

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8150 Managing IT Departments in Higher Education Institutes: Coping with the Exponentially Growing Needs and Expectations

Authors: Balqees A. Al-Thuhli, Ali H. Al-Badi, Khamis Al-Gharbi

Abstract:

Information technology is changing rapidly and the users’ expectations are also growing. Dealing with these changes in information technology, while satisfying the users’ needs and expectations is a big challenge. IT managers need to explore new mechanisms/strategies to enable them to cope with such challenges.

 The objectives of this research are to identify the significant challenges that might face IT managers in higher education institutes in the face of the high and ever growing customer expectations and to propose possible solutions to cope with such high-speed changes in information technology.

To achieve these objectives, interviews with the IT professionals from different higher education institutes in Oman were conducted. In addition, documentation (printed and online) related to these institutions were studied and an intensive literature review of published work was examined.

The findings of this research are expected to give a better understanding of the challenges that might face the IT managers at higher education institutes. This acquired understanding is expected to highlight the importance of being adaptable and fast in keeping up with the ever-growing technological changes. Moreover, adopting different tools and technologies could assist IT managers in developing their organisations’ IT policies and strategies.

Keywords: Information technology, IT rapid changes, CIO roles, challenges, IT managers, coping mechanisms, users' expectations.

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8149 Human Facial Expression Recognition using MANFIS Model

Authors: V. Gomathi, Dr. K. Ramar, A. Santhiyaku Jeevakumar

Abstract:

Facial expression analysis plays a significant role for human computer interaction. Automatic analysis of human facial expression is still a challenging problem with many applications. In this paper, we propose neuro-fuzzy based automatic facial expression recognition system to recognize the human facial expressions like happy, fear, sad, angry, disgust and surprise. Initially facial image is segmented into three regions from which the uniform Local Binary Pattern (LBP) texture features distributions are extracted and represented as a histogram descriptor. The facial expressions are recognized using Multiple Adaptive Neuro Fuzzy Inference System (MANFIS). The proposed system designed and tested with JAFFE face database. The proposed model reports 94.29% of classification accuracy.

Keywords: Adaptive neuro-fuzzy inference system, Facialexpression, Local binary pattern, Uniform Histogram

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8148 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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8147 Comparison of Different Data Acquisition Techniques for Shape Optimization Problems

Authors: Attila Vámosi, Tamás Mankovits, Dávid Huri, Imre Kocsis, Tamás Szabó

Abstract:

Non-linear FEM calculations are indispensable when important technical information like operating performance of a rubber component is desired. For example rubber bumpers built into air-spring structures may undergo large deformations under load, which in itself shows non-linear behavior. The changing contact range between the parts and the incompressibility of the rubber increases this non-linear behavior further. The material characterization of an elastomeric component is also a demanding engineering task. The shape optimization problem of rubber parts led to the study of FEM based calculation processes. This type of problems was posed and investigated by several authors. In this paper the time demand of certain calculation methods are studied and the possibilities of time reduction is presented.

Keywords: Rubber bumper, data acquisition, finite element analysis, support vector regression.

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8146 Development of Face Surrogate for Impact Protection Design for Cyclist

Authors: Sanga Monthatipkul, Pio Iovenitti, Igor Sbarski

Abstract:

Bicycle usage for exercise, recreation, and commuting to work in Australia shows that pedal cycling is the fourth most popular activity with 10.6% increase in participants between 2001 and 2007. As with other means of transport, accident and injury becomes common although mandatory bicycle helmet wearing has been introduced. The research aims to develop a face surrogate made of sandwich of rigid foam and rubber sheets to represent human facial bone under blunt impact. The facial surrogate will serve as an important test device for further development of facial-impact protection for cyclist. A test procedure was developed to simulate the energy of impact and record data to evaluate the effect of impact on facial bones. Drop tests were performed to establish a suitable combination of materials. It was found that the sandwich structure of rigid extruded-polystyrene foam (density of 40 kg/m3 with a pattern of 6-mm-holes), Neoprene rubber sponge, and Abrasaflex rubber backing, had impact characteristics comparable to that of human facial bone. In particular, the foam thickness of 30 mm and 25 mm was found suitable to represent human zygoma (cheekbone) and maxilla (upper-jaw bone), respectively.

Keywords: Facial impact protection, face surrogate, cyclist, accident prevention

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8145 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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8144 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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8143 The Influence of Beta Shape Parameters in Project Planning

Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

Abstract:

Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: Beta distribution, PERT, Monte Carlo Simulation, skewness, project completion time distribution.

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8142 Analytical Prediction of Seismic Response of Steel Frames with Superelastic Shape Memory Alloy

Authors: Mohamed Omar

Abstract:

Superelastic Shape Memory Alloy (SMA) is accepted when it used as connection in steel structures. The seismic behaviour of steel frames with SMA is being assessed in this study. Three eightstorey steel frames with different SMA systems are suggested, the first one of which is braced with diagonal bracing system, the second one is braced with nee bracing system while the last one is which the SMA is used as connection at the plastic hinge regions of beams. Nonlinear time history analyses of steel frames with SMA subjected to two different ground motion records have been performed using Seismostruct software. To evaluate the efficiency of suggested systems, the dynamic responses of the frames were compared. From the comparison results, it can be concluded that using SMA element is an effective way to improve the dynamic response of structures subjected to earthquake excitations. Implementing the SMA braces can lead to a reduction in residual roof displacement. The shape memory alloy is effective in reducing the maximum displacement at the frame top and it provides a large elastic deformation range. SMA connections are very effective in dissipating energy and reducing the total input energy of the whole frame under severe seismic ground motion. Using of the SMA connection system is more effective in controlling the reaction forces at the base frame than other bracing systems. Using SMA as bracing is more effective in reducing the displacements. The efficiency of SMA is dependant on the input wave motions and the construction system as well.

Keywords: Finite element analysis, seismic response, shapesmemory alloy, steel frame, superelasticity

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8141 Journey on Image Clustering Based on Color Composition

Authors: Achmad Nizar Hidayanto, Elisabeth Martha Koeanan

Abstract:

Image clustering is a process of grouping images based on their similarity. The image clustering usually uses the color component, texture, edge, shape, or mixture of two components, etc. This research aims to explore image clustering using color composition. In order to complete this image clustering, three main components should be considered, which are color space, image representation (feature extraction), and clustering method itself. We aim to explore which composition of these factors will produce the best clustering results by combining various techniques from the three components. The color spaces use RGB, HSV, and L*a*b* method. The image representations use Histogram and Gaussian Mixture Model (GMM), whereas the clustering methods use KMeans and Agglomerative Hierarchical Clustering algorithm. The results of the experiment show that GMM representation is better combined with RGB and L*a*b* color space, whereas Histogram is better combined with HSV. The experiments also show that K-Means is better than Agglomerative Hierarchical for images clustering.

Keywords: Image clustering, feature extraction, RGB, HSV, L*a*b*, Gaussian Mixture Model (GMM), histogram, Agglomerative Hierarchical Clustering (AHC), K-Means, Expectation-Maximization (EM).

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8140 Enhanced Interference Management Technique for Multi-Cell Multi-Antenna System

Authors: Simon E. Uguru, Victor E. Idigo, Obinna S. Oguejiofor, Naveed Nawaz

Abstract:

As the deployment of the Fifth Generation (5G) mobile communication networks take shape all over the world, achieving spectral efficiency, energy efficiency, and dealing with interference are among the greatest challenges encountered so far. The aim of this study is to mitigate inter-cell interference (ICI) in a multi-cell multi-antenna system while maximizing the spectral efficiency of the system. In this study, a system model was devised that showed a miniature representation of a multi-cell multi-antenna system. Based on this system model, a convex optimization problem was formulated to maximize the spectral efficiency of the system while mitigating the ICI. This optimization problem was solved using CVX, which is a modeling system for constructing and solving discipline convex programs. The solutions to the optimization problem are sub-optimal coordinated beamformers. These coordinated beamformers direct each data to the served user equipments (UEs) in each cell without interference during downlink transmission, thereby maximizing the system-wide spectral efficiency.

Keywords: coordinated beamforming, convex optimization, inter-cell interference, multi-antenna, multi-cell, spectral efficiency

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8139 Influence of the Granular Mixture Properties on the Rheological Properties of Concrete: Yield Stress Determination Using Modified Chateau et al. Model

Authors: Rachid Zentar, Mokrane Bala, Pascal Boustingorry

Abstract:

The prediction of the rheological behavior of concrete is at the center of current concerns of the concrete industry for different reasons. The shortage of good quality standard materials combined with variable properties of available materials imposes to improve existing models to take into account these variations at the design stage of concrete. The main reasons for improving the predictive models are, of course, saving time and cost at the design stage as well as to optimize concrete performances. In this study, we will highlight the different properties of the granular mixtures that affect the rheological properties of concrete. Our objective is to identify the intrinsic parameters of the aggregates which make it possible to predict the yield stress of concrete. The work was done using two typologies of grains: crushed and rolled aggregates. The experimental results have shown that the rheology of concrete is improved by increasing the packing density of the granular mixture using rolled aggregates. The experimental program realized allowed to model the yield stress of concrete by a modified model of Chateau et al. through a dimensionless parameter following Krieger-Dougherty law. The modelling confirms that the yield stress of concrete depends not only on the properties of cement paste but also on the packing density of the granular skeleton and the shape of grains.

Keywords: Crushed aggregates, intrinsic viscosity, packing density, rolled aggregates, slump, yield stress of concrete.

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8138 A Shape Optimization Method in Viscous Flow Using Acoustic Velocity and Four-step Explicit Scheme

Authors: Yoichi Hikino, Mutsuto Kawahara

Abstract:

The purpose of this study is to derive optimal shapes of a body located in viscous flows by the finite element method using the acoustic velocity and the four-step explicit scheme. The formulation is based on an optimal control theory in which a performance function of the fluid force is introduced. The performance function should be minimized satisfying the state equation. This problem can be transformed into the minimization problem without constraint conditions by using the adjoint equation with adjoint variables corresponding to the state equation. The performance function is defined by the drag and lift forces acting on the body. The weighted gradient method is applied as a minimization technique, the Galerkin finite element method is used as a spatial discretization and the four-step explicit scheme is used as a temporal discretization to solve the state equation and the adjoint equation. As the interpolation, the orthogonal basis bubble function for velocity and the linear function for pressure are employed. In case that the orthogonal basis bubble function is used, the mass matrix can be diagonalized without any artificial centralization. The shape optimization is performed by the presented method.

Keywords: Shape Optimization, Optimal Control Theory, Finite Element Method, Weighted Gradient Method, Fluid Force, Orthogonal Basis Bubble Function, Four-step Explicit Scheme, Acoustic Velocity.

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8137 Numerical Investigation of the Effect of Geometrical Shape of Plate Heat Exchangers on Heat Transfer Efficiency

Authors: Hamed Sanei, Mohammad Bagher Ayani

Abstract:

Optimizations of Plate Heat Exchangers (PHS) have received great attention in the past decade. In this study, heat transfer and pressure drop coefficients are compared for rectangular and circular PHS employing numerical simulations. Plates are designed to have equivalent areas. Simulations were implemented to investigate the efficiency of PHSs considering heat transfer, friction factor and pressure drop. Amount of heat transfer and pressure drop was obtained for different range of Reynolds numbers. These two parameters were compared with aim of F "weighting factor correlation". In this comparison, the minimum amount of F indicates higher efficiency. Results reveal that the F value for rectangular shape is less than circular plate, and hence using rectangular shape of PHS is more efficient than circular one. It was observed that, the amount of friction factor is correlated to the Reynolds numbers, such that friction factor decreased in both rectangular and circular plates with an increase in Reynolds number. Furthermore, such simulations revealed that the amount of heat transfer in rectangular plate is more than circular plate for different range of Reynolds numbers. The difference is more distinct for higher Reynolds number. However, amount of pressure drop in circular plate is less than rectangular plate for the same range of Reynolds numbers which is considered as a negative point for rectangular plate efficiency. It can be concluded that, while rectangular PHSs occupy more space than circular plate, the efficiency of rectangular plate is higher.

Keywords: Chevron corrugated-plate heat exchanger, heat transfer, friction factor, Reynolds numbers.

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8136 Structural Design Strategy of Double-Eccentric Butterfly Valve using Topology Optimization Techniques

Authors: Jun-Oh Kim, Seol-Min Yang, Seok-Heum Baek, Sangmo Kang

Abstract:

In this paper, the shape design process is briefly discussed emphasizing the use of topology optimization in the conceptual design stage. The basic idea is to view feasible domains for sensitivity region concepts. In this method, the main process consists of two steps: as the design moves further inside the feasible domain using Taguchi method, and thus becoming more successful topology optimization, the sensitivity region becomes larger. In designing a double-eccentric butterfly valve, related to hydrodynamic performance and disc structure, are discussed where the use of topology optimization has proven to dramatically improve an existing design and significantly decrease the development time of a shape design. Computational Fluid Dynamics (CFD) analysis results demonstrate the validity of this approach.

Keywords: Double-eccentric butterfly valve, CFD, Topology optimization

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8135 Emotional, Behavioural and Social Development: Modality of Hierarchy of Needs in Supporting Parents with Special Needs

Authors: Fadzilah Abdul Rahman

Abstract:

Emotional development is developed between the parents and their child. Behavioural development is also developed between the parents and their child. Social Development is how parents can help their special needs child to adapt to society and to face challenges. In promoting a lifelong learning mindset, enhancing skill sets and readiness to face challenges, parents would be able to counter balance these challenges during their care giving process and better manage their expectations through understanding the hierarchy of needs modality towards a positive attitude, and in turn, improve their quality of life and participation in society. This paper aims to demonstrate how the hierarchy of needs can be applied in various situations of caregiving for parents with a special needs child.

Keywords: Hierarchy of needs, parents, special needs, care-giving.

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8134 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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8133 Collaborative Professional Education for e-Teaching in Networked Schools

Authors: Ken Stevens

Abstract:

Networked schools have become a feature of education systems in countries that seek to provide learning opportunities in schools located beyond major centres of population. The internet and e-learning have facilitated the development of virtual educational structures that complement traditional schools, encouraging collaborative teaching and learning to proceed. In rural New Zealand and in the Atlantic Canadian province of Newfoundland and Labrador, e-learning is able to provide new ways of organizing teaching, learning and the management of educational opportunities. However, the future of e-teaching and e-learning in networked schools depends on the development of professional education programs that prepare teachers for collaborative teaching and learning environments in which both virtual and traditional face to face instruction co-exist.

Keywords: Advanced Placement, Cybercells, Extranet, Intranet.

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8132 Geometrically Non-Linear Free Vibration Analysis of Functionally Graded Rectangular Plates

Authors: Boukhzer Abdenbi, El Bikri Khalid, Benamar Rhali

Abstract:

In the present study, the problem of geometrically non-linear free vibrations of functionally graded rectangular plates (FGRP) is studied. The theoretical model, previously developed and based on Hamilton’s principle, is adapted here to determine the fundamental non-linear mode shape of these plates. Frequency parameters, displacements and stress are given for various power-law distributions of the volume fractions of the constituents and various aspect ratios. Good agreement with previous published results is obtained in the case of linear and non-linear analyses.

Keywords: Non-linear vibration, functionally graded materials, rectangular plates.

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8131 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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8130 Analysis of the Strip Shape and Microstructure with Consideration of Roll Crossing and Shifting

Authors: Z. Y. Jiang, H. B. Tibar, A. Aljabri

Abstract:

Optimisation of the physical and mechanical properties of cold rolled thin strips is achieved by controlling the rolling parameters. In this paper, the factors affecting the asymmetrical cold rolling of thin low carbon steel strip have been studied at a speed ratio of 1.1 without lubricant applied. The effect of rolling parameters on the resulting microstructure was also investigated. It was found that under dry condition, work roll shifting and work roll cross angle can improve the strip profile, and the result is more significant with an increase of work roll cross angle rather than that of work roll shifting. However, there was no obvious change in microstructure. In addition, effects of rolling parameters on strip profile and microstructure have also been discussed.

Keywords: Reduction ratio, rolling speed ratio, strip shape, work rolls cross angle, work roll shifting.

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8129 Through Biometric Card in Romania: Person Identification by Face, Fingerprint and Voice Recognition

Authors: Hariton N. Costin, Iulian Ciocoiu, Tudor Barbu, Cristian Rotariu

Abstract:

In this paper three different approaches for person verification and identification, i.e. by means of fingerprints, face and voice recognition, are studied. Face recognition uses parts-based representation methods and a manifold learning approach. The assessment criterion is recognition accuracy. The techniques under investigation are: a) Local Non-negative Matrix Factorization (LNMF); b) Independent Components Analysis (ICA); c) NMF with sparse constraints (NMFsc); d) Locality Preserving Projections (Laplacianfaces). Fingerprint detection was approached by classical minutiae (small graphical patterns) matching through image segmentation by using a structural approach and a neural network as decision block. As to voice / speaker recognition, melodic cepstral and delta delta mel cepstral analysis were used as main methods, in order to construct a supervised speaker-dependent voice recognition system. The final decision (e.g. “accept-reject" for a verification task) is taken by using a majority voting technique applied to the three biometrics. The preliminary results, obtained for medium databases of fingerprints, faces and voice recordings, indicate the feasibility of our study and an overall recognition precision (about 92%) permitting the utilization of our system for a future complex biometric card.

Keywords: Biometry, image processing, pattern recognition, speech analysis.

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8128 Flow Discharge Determination in Straight Compound Channels Using ANNs

Authors: A. Zahiri, A. A. Dehghani

Abstract:

Although many researchers have studied the flow hydraulics in compound channels, there are still many complicated problems in determination of their flow rating curves. Many different methods have been presented for these channels but extending them for all types of compound channels with different geometrical and hydraulic conditions is certainly difficult. In this study, by aid of nearly 400 laboratory and field data sets of geometry and flow rating curves from 30 different straight compound sections and using artificial neural networks (ANNs), flow discharge in compound channels was estimated. 13 dimensionless input variables including relative depth, relative roughness, relative width, aspect ratio, bed slope, main channel side slopes, flood plains side slopes and berm inclination and one output variable (flow discharge), have been used in ANNs. Comparison of ANNs model and traditional method (divided channel method-DCM) shows high accuracy of ANNs model results. The results of Sensitivity analysis showed that the relative depth with 47.6 percent contribution, is the most effective input parameter for flow discharge prediction. Relative width and relative roughness have 19.3 and 12.2 percent of importance, respectively. On the other hand, shape parameter, main channel and flood plains side slopes with 2.1, 3.8 and 3.8 percent of contribution, have the least importance.

Keywords: ANN model, compound channels, divided channel method (DCM), flow rating curve

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