Search results for: Integrated Tutoring System

Authors: Moad Alhamaty , Ali Yazdian , Fathi Al-qadasi

Abstract:

A common way to elude the signature-based Network Intrusion Detection System is based upon changing a recognizable attack to an unrecognizable one via the IDS. For example, in order to evade sign accommodation with intrusion detection system markers, a hacker spilt the payload packet into many small pieces or hides them within messages. In this paper we try to model the main fragmentation attack and create a new module in the intrusion detection architecture system which recognizes the main fragmentation attacks through verification of integrity checking of TCP packet in order to prevent elusion of the system and also to announce the necessary alert to the system administrator.

Keywords: Intrusion detection system, Evasion techniques, Fragmentation attacks, TCP Packet integrity.

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Authors: Mohammad Shariful Islam, Shamima Nasrin, Md. Shahidul Islam, Farzana Rahman Moury

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Protection of slope and embankment from erosion has become an important issue in Bangladesh. The constructions of strong structures require large capital, integrated designing, high maintenance cost. Strong structure methods have negative impact on the environment and sometimes not function for the design period. Plantation of vetiver system along the slopes is an alternative solution. Vetiver not only serves the purpose of slope protection but also adds green environment reducing pollution. Vetiver is available in almost all the districts of Bangladesh. This paper presents the application of vetiver system with geo-jute, for slope protection and erosion control of embankments and slopes. In-situ shear tests have been conducted on vetiver rooted soil system to find the shear strength. The shear strength and effective soil cohesion of vetiver rooted soil matrix are respectively 2.0 times and 2.1 times higher than that of the bared soil. Similar trends have been found in direct shear tests conducted on laboratory reconstituted samples. Field trials have been conducted in road embankment and slope protection with vetiver at different sites. During the time of vetiver root growth the soil protection has been accomplished by geo-jute. As the geo-jute degrades with time, vetiver roots grow and take over the function of geo-jutes. Slope stability analyses showed that vegetation increase the factor of safety significantly.

Keywords: Erosion, geo-jute, green technology, vegetation.

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Authors: A. Rubiano F, N. Olarte, D. Lara

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This paper presents the design, implementation and results related to the storage system of medical information associated to the ECG (Electrocardiography) signal. The system includes the signal acquisition modules, the preprocessing and signal processing, followed by a module of transmission and reception of the signal, along with the storage and web display system of the medical platform. The tests were initially performed with this signal, with the purpose to include more biosignal under the same system in the future.

Keywords: Acquisition, ECG Signal, Storage, Web Platform

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Authors: Rohit Tripathi, Sumit Tiwari, G. N. Tiwari

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In present study, an approach is adopted where photovoltaic thermal flat plate collector is integrated with compound parabolic concentrator. Analytical expression of temperature dependent electrical efficiency of N number of partially covered Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) water collector connected in series has been derived with the help of basic thermal energy balance equations. Analysis has been carried for winter weather condition at Delhi location, India. Energy and exergy performance of N - partially covered Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) Water collector system has been compared for two cases: (i) 25% area of water collector covered by PV module, (ii) 75% area of water collector covered by PV module. It is observed that case (i) has been best suited for thermal performance and case (ii) for electrical energy as well as overall exergy.

Keywords: Compound parabolic concentrator, Energy, Photovoltaic thermal, Temperature dependent electrical efficiency.

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Authors: Mais Haj Qasem, Maen M. Al Assaf, Ali Rodan

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Parallel hybrid storage systems consist of a hierarchy of different storage devices that vary in terms of data reading speed performance. As we ascend in the hierarchy, data reading speed becomes faster. Thus, migrating the application’ important data that will be accessed in the near future to the uppermost level will reduce the application I/O waiting time; hence, reducing its execution elapsed time. In this research, we implement trace-driven two-levels parallel hybrid storage system prototype that consists of HDDs and SSDs. The prototype uses data mining techniques to classify application’ data in order to determine its near future data accesses in parallel with the its on-demand request. The important data (i.e. the data that the application will access in the near future) are continuously migrated to the uppermost level of the hierarchy. Our simulation results show that our data migration approach integrated with data mining techniques reduces the application execution elapsed time when using variety of traces in at least to 22%.

Keywords: Data mining, hybrid storage system, recurrent neural network, support vector machine.

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Authors: Nurulhuda Ismail, Mas Idayu Md. Sabri

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This paper presents a system overview of Mobile to Server Face Recognition, which is a face recognition application developed specifically for mobile phones. Images taken from mobile phone cameras lack of quality due to the low resolution of the cameras. Thus, a prototype is developed to experiment the chosen method. However, this paper shows a result of system backbone without the face recognition functionality. The result demonstrated in this paper indicates that the interaction between mobile phones and server is successfully working. The result shown before the database is completely ready. The system testing is currently going on using real images and a mock-up database to test the functionality of the face recognition algorithm used in this system. An overview of the whole system including screenshots and system flow-chart are presented in this paper. This paper also presents the inspiration or motivation and the justification in developing this system.

Keywords: Mobile to server, face recognition, system overview.

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Authors: Ying-Hsiu Chen, Pao-Peng Hsu, Mou-Yuan Liao, Shu-Min Hsieh

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This paper employs a the variable returns to scale DEA model to take account of risky assets and estimate the operating efficiencies for the 21 domestic listed securities firms during the period 2005-2009. Evidence is found that on average the brokerage securities firms- operating efficiencies are better than integrated securities firms. Evidence is also found that the technical inefficiency from inappropriate management constitutes the main source of the operating inefficiency for both types of securities firms. Moreover, the scale economies prevail in brokerage and integrated securities firms, in other words, which exhibit the characteristic of increasing returns to scale.

Keywords: Data Envelopment Analysis, Risky Assets, PureTechnical Efficiency, Scale Efficiency, Scale Economies.

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Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla

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This paper introduces a low cost INS/GPS algorithm for land vehicle navigation application. The data fusion process is done with an extended Kalman filter in cascade configuration mode. In order to perform numerical simulations, MATLAB software has been developed. Loosely coupled configuration is considered. The results obtained in this work demonstrate that a low-cost INS/GPS navigation system is partially capable of meeting the performance requirements for land vehicle navigation. The relative effectiveness of the kalman filter implementation in integrated GPS/INS navigation algorithm is highlighted. The paper also provides experimental results; field test using a car is carried out.

Keywords: GPS, INS, IMU, Kalman filter.

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Authors: M. Hossain, A. Abdkader, C. Cherif, A. Berger, M. Sparing, R. Hühne, L. Schultz, K. Nielsch

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Due to the best quality of yarn and the flexibility of the machine, the ring spinning process is the most widely used spinning method for short staple yarn production. However, the productivity of these machines is still much lower in comparison to other spinning systems such as rotor or air-jet spinning process. The main reason for this limitation lies on the twisting mechanism of the ring spinning process. In the ring/traveler twisting system, each rotation of the traveler along with the ring inserts twist in the yarn. The rotation of the traveler at higher speed includes strong frictional forces, which in turn generates heat. Different ring/traveler systems concerning with its geometries, material combinations and coatings have already been implemented to solve the frictional problem. However, such developments can neither completely solve the frictional problem nor increase the productivity. The friction free superconducting magnetic bearing (SMB) system can be a right alternative replacing the existing ring/traveler system. The unique concept of SMB bearings is that they possess a self-stabilizing behavior, i.e. they remain fully passive without any necessity for expensive position sensing and control. Within the framework of a research project funded by German research foundation (DFG), suitable concepts of the SMB-system have been designed, developed, and integrated as a twisting device of ring spinning replacing the existing ring/traveler system. With the help of the developed mathematical model and experimental investigation, the physical limitations of this innovative twisting device in the spinning process have been determined. The interaction among the parameters of the spinning process and the superconducting twisting element has been further evaluated, which derives the concrete information regarding the new spinning process. Moreover, the influence of the implemented SMB twisting system on the yarn quality has been analyzed with respect to different process parameters. The presented work reveals the enormous potential of the innovative twisting mechanism, so that the productivity of the ring spinning process especially in case of thermoplastic materials can be at least doubled for the first time in a hundred years. The SMB ring spinning tester has also been presented in the international fair “International Textile Machinery Association (ITMA) 2015”.

Keywords: Ring spinning, superconducting magnetic bearing, yarn properties, productivity.

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Authors: Salha Alshamrani, Maha Aljohni, Eman Aldhaheri

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With the proliferation of Internet of Things (IoT) devices in various industries, there has been a concurrent rise in security vulnerabilities, particularly spoofing attacks. This study explores the potential of blockchain technology in enhancing the security of IoT systems and mitigating these attacks. Blockchain's decentralized and immutable ledger offers significant promise for improving data integrity, transaction transparency, and tamper-proofing. This research develops and implements a blockchain-based IoT architecture and a reference network to simulate real-world scenarios and evaluate a blockchain-integrated intrusion detection system. Performance measures including time delay, security, and resource utilization are used to assess the system's effectiveness, comparing it to conventional IoT networks without blockchain. The results provide valuable insights into the practicality and efficacy of employing blockchain as a security mechanism, shedding light on the trade-offs between speed and security in blockchain deployment for IoT. The study concludes that despite minor increases in time consumption, the security benefits of incorporating blockchain technology into IoT systems outweigh potential drawbacks, demonstrating a significant potential for blockchain in bolstering IoT security.

Keywords: Internet of Thing, Spoofing, IoT, Access control, Blockchain, Raspberry pi.

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Authors: Gwanghee Heo, Geonhyeok Bang, Chunggil Kim, Chinok Lee

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This paper attempts to develop a wireless feedback control system as a primary step eventually toward a bio-inspired structure system where inanimate structure behaves like a life form autonomously. It is a standalone wireless control system which is supposed to measure externally caused structural responses, analyze structural state from acquired data, and take its own action on the basis of the analysis with an embedded logic. For an experimental examination of its effectiveness, we applied it on a model of two-span bridge and performed a wireless control test. Experimental tests have been conducted for comparison on both the wireless and the wired system under the conditions of Un-control, Passive-off, Passive-on, and Lyapunov control algorithm. By proving the congruence of the test result of the wireless feedback control system with the wired control system, its control performance was proven to be effective. Besides, it was found to be economical in energy consumption and also autonomous by means of a command algorithm embedded into it, which proves its basic capacity as a bio-inspired system.

Keywords: Structural vibration control, wireless system, MR damper, feedback control, embedded system.

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Authors: Mogari I. Rapoo, Diteboho Xaba

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This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

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Authors: Jui P. Hung, Yuan L. Lai, Hui T. You

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Chatter vibration has been a troublesome problem for a machine tool toward the high precision and high speed machining. Essentially, the machining performance is determined by the dynamic characteristics of the machine tool structure and dynamics of cutting process, which can further be identified in terms of the stability lobe diagram. Therefore, realization on the machine tool dynamic behavior can help to enhance the cutting stability. To assess the dynamic characteristics and machining stability of a vertical milling system under the influence of a linear guide, this study developed a finite element model integrated the modeling of linear components with the implementation of contact stiffness at the rolling interface. Both the finite element simulations and experimental measurements reveal that the linear guide with different preload greatly affects the vibration behavior and milling stability of the vertical column spindle head system, which also clearly indicate that the predictions of the machining stability agree well with the cutting tests. It is believed that the proposed model can be successfully applied to evaluate the dynamics performance of machine tool systems of various configurations.

Keywords: Machining stability, Vertical milling machine, Linearguide, Contact stiffness.

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Authors: Fan Ye

Abstract:

Adverse weather conditions, particularly those with low visibility, are critical to the driving tasks. However, the direct relationship between visibility distances and traffic flow/roadway safety is uncertain due to the limitation of visibility data availability. The recent growth of deployment of Road Weather Information Systems (RWIS) makes segment-specific visibility information available which can be integrated with other Intelligent Transportation System, such as automated warning system and variable speed limit, to improve mobility and safety. Before applying the RWIS visibility measurements in traffic study and operations, it is critical to validate the data. Therefore, an attempt was made in the paper to examine the validity and viability of RWIS visibility data by comparing visibility measurements among RWIS, airport weather stations, and weather information recorded by police in crash reports, based on Ohio data. The results indicated that RWIS visibility measurements were significantly different from airport visibility data in Ohio, but no conclusion regarding the reliability of RWIS visibility could be drawn in the consideration of no verified ground truth in the comparisons. It was suggested that more objective methods are needed to validate the RWIS visibility measurements, such as continuous in-field measurements associated with various weather events using calibrated visibility sensors.

Keywords: Low visibility, RWIS, traffic safety, visibility.

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Authors: Meryem Elif Çelebi Yakartepe, Ayşe Betül Gökarslan

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Today, preservation of the historical constructions in "single construction" scale creates an inadequate preservation model in terms of the integrity of the historical environment in which they are located. However, in order to preserve these structures forming this integrity with a holistic approach, the structures either need to continue their unique functions or to be reshaped for function conforming to today's comfort conditions brought by the modern life.

In this work, the preservation of Ayazma Social Complex located in Ayazma Neighborhood of Üsküdar, one of the most important historical districts of İstanbul, with integrated preservation method has been discussed. In the conventional Turkish architecture, the social complex is a structure complex formed via constructing the public buildings required for the daily life of the people living in a settlement. Thus, the preservation of the social complexes within the scope of "integrated preservation" has gained importance. Ayazma Social Complex that forms the examination area of this work consists of a mosque in its center and structures around this mosque such as sultan mansion, time assignment center, primary school, stores, bath and water reservoirs. Mosque, sultan mansion and the water reservoirs survived to today as mostly preserved status. However, time assignment center, primary school and the stores didn't survive to today and new structures were built on their plots. The bath was mostly damaged and only the wall residues survive to today. Thus, it's urgent and crucial especially carry out the preservation restoration of the bath in accordance with integrated preservation principles. The preservation problems of the bath based on the social complex were determined as a working method and preservation suggestions were made to overcome these problems and to include the bath into daily life. Furthermore, it was suggested that the bath should be reshaped for a different function in order to be preserved with the social complex.

Keywords: Üsküdar, Ayazma Complex, Ayazma Bath, Conservation, Restoration.

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Authors: Mohammed Salahat, Steve Wade

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This paper presents an application of a “Systematic Soft Domain Driven Design Framework” as a soft systems approach to domain-driven design of information systems development. The framework use SSM as a guiding methodology within which we have embedded a sequence of design tasks based on the UML leading to the implementation of a software system using the Naked Objects framework. This framework have been used in action research projects that have involved the investigation and modelling of business processes using object-oriented domain models and the implementation of software systems based on those domain models. Within this framework, Soft Systems Methodology (SSM) is used as a guiding methodology to explore the problem situation and to develop the domain model using UML for the given business domain. The framework is proposed and evaluated in our previous works, and a real case study “Information Retrieval System for academic research” is used, in this paper, to show further practice and evaluation of the framework in different business domain. We argue that there are advantages from combining and using techniques from different methodologies in this way for business domain modelling. The framework is overviewed and justified as multimethodology using Mingers multimethodology ideas.

Keywords: SSM, UML, domain-driven design, soft domaindriven design, naked objects, soft language, information retrieval, multimethodology.

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Authors: T. Tahri, A. Bettahar, M. Douani

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In this work, an attempt is made to design an optimal wind/pv/diesel hybrid power system for a village of Ain Merane, Chlef, Algeria, where the wind speed and solar radiation measurements were made. The aim of this paper is the optimization of a hybrid wind/solar/diesel system applied in term of technical and economic feasibility by simulation using HOMER. A comparison was made between the performance of wind/pv/diesel system and the classic connecting system.

Keywords: Chlef-Algeria, Homer, Renewable energy, Wind-pvdiesel hybrid system.

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Authors: Douglas A. Menezes, Isabel D. Nunes, Ulrich Schiel

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Most Virtual Learning Environments do not provide support mechanisms for the integrated planning, construction and follow-up of Instructional Design supported by Learning Analytic results. The present work aims to present an authoring tool that will be responsible for constructing the structure of an Instructional Design (ID), without the data being altered during the execution of the course. The visual interface aims to present the critical situations present in this ID, serving as a support tool for the course follow-up and possible improvements, which can be made during its execution or in the planning of a new edition of this course. The model for the ID is based on High-Level Petri Nets and the visualization forms are determined by the specific kind of the data generated by an e-course, a population of students generating sequentially dependent data.

Keywords: Educational data visualization, high-level petri nets, instructional design, learning analytics.

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Authors: Peng Li, Jun Zhou, Xin Liu, Chee Keong Ho, Xiaodan Zou, Minkyu Je

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A digital system is proposed for low power 100- channel neural recording system in this paper, which consists of 100 amplifiers, 100 analog-to-digital converters (ADC), digital controller and baseband, transceiver for data link and RF command link. The proposed system is designed in a 0.18 μm CMOS process and 65 nm CMOS process.

Keywords: multiplex, neural recording, synchronization, transceiver

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Authors: Kunyanuth Kularbphettong, Kunnika Tenprakhon, Pattarapan Roonrakwit

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In this paper, we present a recommendation library application on Android system. The objective of this system is to support and advice user to use library resources based on mobile application. We describe the design approaches and functional components of this system. The system was developed based on under association rules, Apriori algorithm. In this project, it was divided the result by the research purposes into 2 parts: developing the Mobile application for online library service and testing and evaluating the system. Questionnaires were used to measure user satisfaction with system usability by specialists and users. The results were satisfactory both specialists and users.

Keywords: Online library, Apriori algorithm, android application, black box.

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Authors: Marco Antonio Lara De la Calleja, María Catalina Ovando Chico, Eduardo Lopez Ruiz

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Community empowerment has been proved to be a key element in the solution of the food security problem. As a result of a conceptual analysis, it was found that agricultural production, economic development and governance, are the traditional basis of food security models. Although the literature points to social inclusion as an important factor for food security, no model has considered it as the basis of it. The aim of this research is to identify different dimensions that make an integral model for food security, with emphasis on community empowerment. A diagnosis was made in the study community (Tatoxcac, Zacapoaxtla, Puebla), to know the aspects that impact the level of food insecurity. With a statistical sample integrated by 200 families, the Latin American and Caribbean Food Security Scale (ELCSA) was applied, finding that: in households composed by adults and children, have moderated food insecurity, (ELCSA scale has three levels, low, moderated and high); that result is produced mainly by the economic income capacity and the diversity of the diet on its food. With that being said, a model was developed to promote food security through five dimensions: 1. Regional context of the community; 2. Structure and system of local food; 3. Health and nutrition; 4. Information and technology access; and 5. Self-awareness and empowerment. The specific actions on each axis of the model, allowed a systemic approach needed to attend food security in the community, through the empowerment of society. It is concluded that the self-awareness of local communities is an area of extreme importance, which must be taken into account for participatory schemes to improve food security. In the long term, the model requires the integrated participation of different actors, such as government, companies and universities, to solve something such vital as food security.

Keywords: Community empowerment, food security, model, systemic approach.

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Authors: Roengruen P., Tipsuwanporn V., Puawade P., Numsomran A.

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Smith Predictor control is theoretically a good solution to the problem of controlling the time delay systems. However, it seldom gets use because it is almost impossible to find out a precise mathematical model of the practical system and very sensitive to uncertain system with variable time-delay. In this paper is concerned with a design method of smith predictor for temperature control system by Coefficient Diagram Method (CDM). The simulation results show that the control system with smith predictor design by CDM is stable and robust whilst giving the desired time domain system performance.

Keywords: CDM, Smith Predictor, temperature process

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Authors: Jazaul Ikhsan, Masaharu Fujita

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Safety, river environment, and sediment utilization are the elements of the target of sediment management. As a change in an element by sediment management, may affect the other two elements, and the priority among three elements depends on stakeholders. It is necessary to develop a method to evaluate the effect of sediment management on each element and an integrated evaluation method for socio-economic effect. In this study, taking Mount Merapi basin as an investigation field, the method for an active volcanic basin was developed. An integrated evaluation method for sediment management was discussed from a socio-economic point on safety, environment, and sediment utilization and a case study of sediment management was evaluated by means of this method. To evaluate the effect of sediment management, some parameters on safety, utilization, and environment have been introduced. From a utilization point of view, job opportunity, additional income of local people, and tax income to local government were used to evaluate the effectiveness of sediment management. The risk degree of river infrastructure was used to describe the effect of sediment management on a safety aspect. To evaluate the effects of sediment management on environment, the mean diameter of grain size distribution of riverbed surface was used. On the coordinate system designating these elements, the direction of change in basin condition by sediment management can be predicted, so that the most preferable sediment management can be decided. The results indicate that the cases of sediment management tend to give the negative impacts on sediment utilization. However, these sediment managements will give positive impacts on safety and environment condition. Evaluation result from a social-economic point of view shows that the case study of sediment management reduces job opportunity and additional income for inhabitants as well as tax income for government. Therefore, it is necessary to make another policy for creating job opportunity for inhabitants to support these sediment managements.

Keywords: Merapi, sediment, management, evaluation

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Authors: Iliana Marinova, Valentin Mateev

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In this paper a computer system for electromagnetic properties measurements is designed. The system employs Agilent 4294A precision impedance analyzer to measure the amplitude and the phase of a signal applied over a tested biological tissue sample. Measured by the developed computer system data could be used for tissue characterization in wide frequency range from 40Hz to 110MHz. The computer system can interface with output devices acquiring flexible testing process.

Keywords: Electromagnetic properties, human tissue, bioimpedance, measurement system.

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Authors: Chang-Bin Ha, Yong-Jun Kim, Dong-Hyun Ha, Hyoung-Kyu Song

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The conventional Wi-Fi backscatter system can only process one-to-one communication between the Wi-Fi reader and the Wi-Fi tag. For improvement of throughput of the conventional system, this paper proposes the multi-to-multi communication system. In the proposed system, the interference by the multi-to-multi communication is effectively cancelled by the orthogonal multiple access based on the identification code of the tag. Although the overhead is generated by the procedure for the multi-to-multi communication, because the procedure is processed by the Wi-Fi protocol, the overhead is insignificant for the entire communication procedure. From the numerical results, it is confirmed that the proposed system has nearly proportional increased throughput in according to the number of the tag that simultaneously participates in communication.

Keywords: Backscatter, Multi-to-multi communication, Orthogonality, Wi-Fi.

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Authors: Ismahafezi Ismail, Mohd Shahrizal Sunar

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The motion of a realistic 3D humanoid character is very important especially for the industries developing computer animations and games. However, this type of motion is seen with a very complex dimensional data as well as body position, orientation, and joint rotation. Integrated Style Motion Editor (ISME), on the other hand, is a method used to alter the 3D humanoid motion capture data utilised in computer animation and games development. Therefore, this study was carried out with the purpose of demonstrating a method that is able to manipulate and deform different motion styles by integrating Key Pose Deformation Technique and Trajectory Control Technique. This motion editing method allows the user to generate new motions from the original motion capture data using a simple interface control. Unlike the previous method, our method produces a realistic humanoid motion style in real time.

Keywords: Computer animation, humanoid motion, motion capture, motion editing.

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Authors: Keisuke Nakamura, Kiyoshi Akama, Hiroshi Mabuchi

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E-Learning systems are used by many learners and teachers. The developer is developing the e-Learning system. However, the developer cannot do system construction to satisfy all of users- demands. We discuss a method of constructing e-Learning systems where learners and teachers can design, try to use, and share extending system functions that they want to use; which may be nally added to the system by system managers.

Keywords: Clause-Rule-Model, database-access, e-Learning, Web-Application.

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Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: Toru Murayama, Akinori Nagano, Zhi-Wei Luo

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In this research, we study a control method of a multivehicle system while considering the limitation of communication range for each vehicles. When we control networked vehicles with limitation of communication range, it is important to control the communication network structure of a multi-vehicle system in order to keep the network-s connectivity. From this, we especially aim to control the network structure to the target structure. We formulate the networked multi-vehicle system with some disturbance and the communication constraints as a hybrid dynamical system, and then we study the optimal control problems of the system. It is shown that the system converge to the objective network structure in finite time when the system is controlled by the receding horizon method. Additionally, the optimal control probrems are convertible into the mixed integer problems and these problems are solvable by some branch and bound algorithm.

Keywords: Hybrid system, multi-vehicle system, receding horizon control, topology control.

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Authors: Ramin Javadzadeh, Zahra Afsahi, MohammadReza Meybodi

Abstract:

The hybridization of artificial immune system with cellular automata (CA-AIS) is a novel method. In this hybrid model, the cellular automaton within each cell deploys the artificial immune system algorithm under optimization context in order to increase its fitness by using its neighbor-s efforts. The hybrid model CA-AIS is introduced to fix the standard artificial immune system-s weaknesses. The credibility of the proposed approach is evaluated by simulations and it shows that the proposed approach achieves better results compared to standard artificial immune system.

Keywords: Artificial Immune System, Cellular Automat, neighborhood

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