Search results for: Hybrid real coded GA (HRCGA)

Authors: Kainat Affrin, P. Reshma, G. Narendra Kumar

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Optimization of timetable is the need of the day for the rescheduling and routing of trains in real time. Trains are scheduled in parallel with the road transport vehicles to the same destination. As the number of trains is restricted due to single track, customers usually opt for road transport to use frequently. The air pollution increases as the density of vehicles on road transport is increased. Use of an alternate mode of transport like train helps in reducing air-pollution. This paper mainly aims at attracting the passengers to Train transport by proper rescheduling of trains using hybrid of stop-skip algorithm and iterative convex programming algorithm. Rescheduling of train bi-directionally is achieved on a single track with dynamic dual time and varying stops. Introduction of more trains attract customers to use rail transport frequently, thereby decreasing the pollution. The results are simulated using Network Simulator (NS-2).

Keywords: Air pollution, routing protocol, network simulator, rescheduling.

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Authors: S.Esakkirajan, T. Veerakumar, V. Senthil Murugan, P.Navaneethan

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In this paper, image compression using hybrid vector quantization scheme such as Multistage Vector Quantization (MSVQ) and Pyramid Vector Quantization (PVQ) are introduced. A combined MSVQ and PVQ are utilized to take advantages provided by both of them. In the wavelet decomposition of the image, most of the information often resides in the lowest frequency subband. MSVQ is applied to significant low frequency coefficients. PVQ is utilized to quantize the coefficients of other high frequency subbands. The wavelet coefficients are derived using lifting scheme. The main aim of the proposed scheme is to achieve high compression ratio without much compromise in the image quality. The results are compared with the existing image compression scheme using MSVQ.

Keywords: Lifting Scheme, Multistage Vector Quantization and Pyramid Vector Quantization.

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Authors: J. Thirunavukkarasu, M. Poulet, T. Turner, S. Pickering

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Composite waste from manufacturing can consist of different fiber materials, including blends of different fiber. Commercially, the recycling of composite waste is currently limited to carbon fiber waste and recycling glass fiber waste is currently not economically viable due to the low cost of virgin glass fiber and the reduced mechanical properties of the recovered fibers. For this reason, the recycling of hybrid fiber materials, where carbon fiber is blended with glass fibers, cannot be processed economically. Therefore, a separation method is required to remove the glass fiber materials during the recycling process. An electrostatic separation method is chosen for this work because of the significant difference between carbon and glass fiber electrical properties. In this study, an experimental rig has been developed to measure the electrostatic charge achievable as the materials are passed through a tube. A range of particle lengths (80-100 µm, 6 mm and 12 mm), surface state conditions (0%SA, 2%SA and 6%SA), and several tube wall materials have been studied. A polytetrafluoroethylene (PTFE) tube and recycled fiber without sizing agent were identified as the most suitable parameters for the electrical separation method. It was also found that shorter fiber lengths helped to encourage particle flow and attain higher charge values. These findings can be used to develop a separation process to enable the cost-effective recycling of hybrid fiber composite waste. 

Keywords: electrostatic charging, hybrid fiber composite, recycling, short fiber composites

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Authors: Shimal Das, Dibyendu Ghoshal

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Fractal based digital image compression is a specific technique in the field of color image. The method is best suited for irregular shape of image like snow bobs, clouds, flame of fire; tree leaves images, depending on the fact that parts of an image often resemble with other parts of the same image. This technique has drawn much attention in recent years because of very high compression ratio that can be achieved. Hybrid scheme incorporating fractal compression and speedup techniques have achieved high compression ratio compared to pure fractal compression. Fractal image compression is a lossy compression method in which selfsimilarity nature of an image is used. This technique provides high compression ratio, less encoding time and fart decoding process. In this paper, fractal compression with quad tree and DCT is proposed to compress the color image. The proposed hybrid schemes require four phases to compress the color image. First: the image is segmented and Discrete Cosine Transform is applied to each block of the segmented image. Second: the block values are scanned in a zigzag manner to prevent zero co-efficient. Third: the resulting image is partitioned as fractals by quadtree approach. Fourth: the image is compressed using Run length encoding technique.

Keywords: Fractal coding, Discrete Cosine Transform, Iterated Function System (IFS), Affine Transformation, Run length encoding.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: M. De la Sen, O. Barambones

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This paper presents an indirect adaptive stabilization scheme for first-order continuous-time systems under saturated input which is described by a sigmoidal function. The singularities are avoided through a modification scheme for the estimated plant parameter vector so that its associated Sylvester matrix is guaranteed to be non-singular and then the estimated plant model is controllable. The modification mechanism involves the use of a hysteresis switching function. An alternative hybrid scheme, whose estimated parameters are updated at sampling instants is also given to solve a similar adaptive stabilization problem. Such a scheme also uses hysteresis switching for modification of the parameter estimates so as to ensure the controllability of the estimated plant model.

Keywords: Hybrid dynamic systems, discrete systems, saturated input, control, stabilization.

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Authors: Halil Ibrahim Demir, Abdullah Hulusi Kokcam, Fuat Simsir, Özer Uygun

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Traditionally, three important manufacturing functions which are process planning, scheduling and due-date assignment are performed sequentially and separately. Although there are numerous works on the integration of process planning and scheduling and plenty of works focusing on scheduling with due date assignment, there are only a few works on integrated process planning, scheduling and due-date assignment. Although due-dates are determined without taking into account of weights of the customers in the literature, here weighted due-date assignment is employed to get better performance. Jobs are scheduled according to weighted earliest due date dispatching rule and due dates are determined according to some popular due date assignment methods by taking into account of the weights of each job. Simulated Annealing, Evolutionary Strategies, Random Search, hybrid of Random Search and Simulated Annealing, and hybrid of Random Search and Evolutionary Strategies, are applied as solution techniques. Three important manufacturing functions are integrated step-by-step and higher integration levels are found better. Search meta-heuristics are found to be very useful while improving performance measure.

Keywords: Evolutionary strategies, hybrid searches, process planning, simulated annealing, weighted due-date assignment, weighted scheduling.

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Authors: Christian Bräuer-Burchardt, Peter Kühmstedt, Gunther Notni

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A new hybrid method to realise high-precision distortion determination for optical ultra-precision 3D measurement systems based on stereo cameras using active light projection is introduced. It consists of two phases: the basic distortion determination and the refinement. The refinement phase of the procedure uses a plane surface and projected fringe patterns as calibration tools to determine simultaneously the distortion of both cameras within an iterative procedure. The new technique may be performed in the state of the device “ready for measurement" which avoids errors by a later adjustment. A considerable reduction of distortion errors is achieved and leads to considerable improvements of the accuracy of 3D measurements, especially in the precise measurement of smooth surfaces.

Keywords: 3D Surface Measurement, Fringe Projection, Lens Distortion, Stereo.

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Authors: Mehrdad Hashemi, Mitra Behrooz Aghdam, Reza Mahdian, Ahmad Reza Kamyab

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Cytogenetic analysis still remains the gold standard method for prenatal diagnosis of trisomy 21 (Down syndrome, DS). Nevertheless, the conventional cytogenetic analysis needs live cultured cells and is too time-consuming for clinical application. In contrast, molecular methods such as FISH, QF-PCR, MLPA and quantitative Real-time PCR are rapid assays with results available in 24h. In the present study, we have successfully used a novel MGB TaqMan probe-based real time PCR assay for rapid diagnosis of trisomy 21 status in Down syndrome samples. We have also compared the results of this molecular method with corresponding results obtained by the cytogenetic analysis. Blood samples obtained from DS patients (n=25) and normal controls (n=20) were tested by quantitative Real-time PCR in parallel to standard G-banding analysis. Genomic DNA was extracted from peripheral blood lymphocytes. A high precision TaqMan probe quantitative Real-time PCR assay was developed to determine the gene dosage of DSCAM (target gene on 21q22.2) relative to PMP22 (reference gene on 17p11.2). The DSCAM/PMP22 ratio was calculated according to the formula; ratio=2 -ΔΔCT. The quantitative Real-time PCR was able to distinguish between trisomy 21 samples and normal controls with the gene ratios of 1.49±0.13 and 1.03±0.04 respectively (p value <0.001). These results represent the presence of 3 copies of target gene in DS samples Vs 2 copies in normal controls. The results of quantitative Real-time PCR were in complete agreement with results of cytogenetic analysis. This study confirms previous reports regarding successful implementation of quantitative Real-time PCR for detection of trisomy 21. However, the assay has been improved by using MGB probes and more accurate data analysis. This assay, in particular, when performed in combination with another molecular assay such as QF-PCR or MLPA, can be used as a reliable technique for rapid prenatal diagnosis of trisomy 21.

Keywords: Trisomy 21, Real-time PCR, MGB-TaqMan Probes, Gene Dosage.

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Authors: Jong-hwa Kim, Mu-wook Pyeon, Yang-dam Eo, Ill-woong Jang

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Construction of geo-spatial information recently tends to develop as multi-dimensional geo-spatial information. People constructing spatial information is also expanding its area to the general public from some experts. As well as, studies are in progress using a variety of devices, with the aim of near real-time update. In this paper, getting the stereo images using GoPro device used widely also to the general public as well as experts. And correcting the distortion of the images, then by using SIFT, DLT, is acquired the point clouds. It presented a possibility that on the basis of this experiment, using a video device that is readily available in real life, to create a real-time digital map.

Keywords: GoPro, SIFT, DLT, Point Clouds.

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Authors: Tan Kian Lam, Abdullah Zawawi bin Haji Talib, Mohd. Azam Osman

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This paper describes a method of modeling to model shadow play puppet using sophisticated computer graphics techniques available in OpenGL in order to allow interactive play in real-time environment as well as producing realistic animation. This paper proposes a novel real-time method is proposed for modeling of puppet and its shadow image that allows interactive play of virtual shadow play using texture mapping and blending techniques. Special effects such as lighting and blurring effects for virtual shadow play environment are also developed. Moreover, the use of geometric transformations and hierarchical modeling facilitates interaction among the different parts of the puppet during animation. Based on the experiments and the survey that were carried out, the respondents involved are very satisfied with the outcomes of these techniques.

Keywords: Animation, blending, hierarchical modeling, interactive play, real-time, shadow play, visual simulation.

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Authors: Irshad Ahmad, Abdul Muhamin Naeem, Muhammad Islam

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Information on weed distribution within the field is necessary to implement spatially variable herbicide application. Since hand labor is costly, an automated weed control system could be feasible. This paper deals with the development of an algorithm for real time specific weed recognition system based on Histogram Analysis of an image that is used for the weed classification. This algorithm is specifically developed to classify images into broad and narrow class for real-time selective herbicide application. The developed system has been tested on weeds in the lab, which have shown that the system to be very effectiveness in weed identification. Further the results show a very reliable performance on images of weeds taken under varying field conditions. The analysis of the results shows over 95 percent classification accuracy over 140 sample images (broad and narrow) with 70 samples from each category of weeds.

Keywords: Image Processing, real-time recognition, Weeddetection.

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Authors: Kazuki Abe, Myungryun Yoo, Takanori Yokoyama

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Tasks of an application program of an embedded system are managed by the scheduler of a real-time operating system (RTOS). Most RTOSs adopt just fixed priority scheduling, which is not optimal in all cases. Some applications require earliest deadline first (EDF) scheduling, which is an optimal scheduling algorithm. In order to develop an efficient real-time embedded system, the scheduling algorithm of the RTOS should be selectable. The paper presents a method to customize the scheduler using aspectoriented programming. We define aspects to replace the fixed priority scheduling mechanism of an OSEK OS with an EDF scheduling mechanism. By using the aspects, we can customize the scheduler without modifying the original source code. We have applied the aspects to an OSEK OS and get a customized operating system with EDF scheduling. The evaluation results show that the overhead of aspect-oriented programming is small enough.

Keywords: aspect-oriented programming, embedded system, operating system, real-time system

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

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This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: Deng Zengming, Wang Mingjiang

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As 3D video is explored as a hot research topic in the last few decades, free-viewpoint TV (FTV) is no doubt a promising field for its better visual experience and incomparable interactivity. View synthesis is obviously a crucial technology for FTV; it enables to render images in unlimited numbers of virtual viewpoints with the information from limited numbers of reference view. In this paper, a novel hybrid synthesis framework is proposed and blending priority is explored. In contrast to the commonly used View Synthesis Reference Software (VSRS), the presented synthesis process is driven in consideration of the temporal correlation of image sequences. The temporal correlations will be exploited to produce fine synthesis results even near the foreground boundaries. As for the blending priority, this scheme proposed that one of the two reference views is selected to be the main reference view based on the distance between the reference views and virtual view, another view is chosen as the auxiliary viewpoint, just assist to fill the hole pixel with the help of background information. Significant improvement of the proposed approach over the state-of –the-art pixel-based virtual view synthesis method is presented, the results of the experiments show that subjective gains can be observed, and objective PSNR average gains range from 0.5 to 1.3 dB, while SSIM average gains range from 0.01 to 0.05.

Keywords: View synthesis, Gaussian mixture model, hybrid framework, fusion method.

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Authors: H. Aoudia, Y. Touati, E. H. Teguig, A. Ali Cherif

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Conceiving and developing routing protocols for wireless sensor networks requires considerations on constraints such as network lifetime and energy consumption. In this paper, we propose a hybrid hierarchical routing protocol named HHRP combining both clustering mechanism and multipath optimization taking into account residual energy and RSSI measures. HHRP consists of classifying dynamically nodes into clusters where coordinators nodes with extra privileges are able to manipulate messages, aggregate data and ensure transmission between nodes according to TDMA and CDMA schedules. The reconfiguration of the network is carried out dynamically based on a threshold value which is associated with the number of nodes belonging to the smallest cluster. To show the effectiveness of the proposed approach HHRP, a comparative study with LEACH protocol is illustrated in simulations.

Keywords: Routing protocols, energy optimization, clustering.

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Authors: P. Vazan, P. Tanuska

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The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

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Authors: A. Ukaew, C. Chauypen

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Design concepts of real-time embedded system can be realized initially by introducing novel design approaches. In this literature, model based design approach and in-the-loop testing were employed early in the conceptual and preliminary phase to formulate design requirements and perform quick real-time verification. The design and analysis methodology includes simulation analysis, model based testing, and in-the-loop testing. The design of conceptual driveby- wire, or DBW, algorithm for electronic control unit, or ECU, was presented to demonstrate the conceptual design process, analysis, and functionality evaluation. The concepts of DBW ECU function can be implemented in the vehicle system to improve electric vehicle, or EV, conversion drivability. However, within a new development process, conceptual ECU functions and parameters are needed to be evaluated. As a result, the testing system was employed to support conceptual DBW ECU functions evaluation. For the current setup, the system components were consisted of actual DBW ECU hardware, electric vehicle models, and control area network or CAN protocol. The vehicle models and CAN bus interface were both implemented as real-time applications where ECU and CAN protocol functionality were verified according to the design requirements. The proposed system could potentially benefit in performing rapid real-time analysis of design parameters for conceptual system or software algorithm development.

Keywords: Drive-by-wire ECU, in-the-loop testing, modelbased design, real-time embedded system.

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Authors: Chien-Chih Chen, Ya-Hsin Hsueh, Zong-Cian He

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With getting older in the whole population, the prevalence of stroke and its residual disability is getting higher and higher recently in Taiwan. The functional electrical stimulation cycling system (FESCS) is useful for hemiplegic patients. Because that the muscle of stroke patients is under hybrid activation. The raw electromyography (EMG) represents the residual muscle force of stroke subject whereas the peak-to-peak of stimulus EMG indicates the force enhancement benefiting from ES. It seems that EMG signals could be used for a parameter of feedback control mechanism. So, we design the feedback control protocol of FESCS, it includes physiological signal recorder, FPGA biomedical module, DAC and electrical stimulation circuit. Using the intensity of real-time EMG signal obtained from patients, as a feedback control method for the output voltage of FES-cycling system.

Keywords: Functional Electrical Stimulation cycling system EMG, control protocol.

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Authors: Wei Yee Teoh, Chee Wei Tan

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The issue of unintentional islanding in PV grid interconnection still remains as a challenge in grid-connected photovoltaic (PV) systems. This paper discusses the overview of popularly used anti-islanding detection methods, practically applied in PV grid-connected systems. Anti-islanding methods generally can be classified into four major groups, which include passive methods, active methods, hybrid methods and communication base methods. Active methods have been the preferred detection technique over the years due to very small non-detected zone (NDZ) in small scale distribution generation. Passive method is comparatively simpler than active method in terms of circuitry and operations. However, it suffers from large NDZ that significantly reduces its performance. Communication base methods inherit the advantages of active and passive methods with reduced drawbacks. Hybrid method which evolved from the combination of both active and passive methods has been proven to achieve accurate anti-islanding detection by many researchers. For each of the studied anti-islanding methods, the operation analysis is described while the advantages and disadvantages are compared and discussed. It is difficult to pinpoint a generic method for a specific application, because most of the methods discussed are governed by the nature of application and system dependent elements. This study concludes that the setup and operation cost is the vital factor for anti-islanding method selection in order to achieve minimal compromising between cost and system quality.

Keywords: Active method, hybrid method, islanding detection, passive method, photovoltaic (PV), utility method

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Authors: N. Ravi Kumar, R. Kamalakannan

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The advancement of hybrid energy resources such as solar and wind power leading to the emergence of customer owned grid. It provides an opportunity to regulars to obtain low energy costs as well as enabling the power supplier to regulate the utility grid. There is a need to develop smart systems that will automatically submit energy demand schedule and monitors energy price signals in real-time without the prompt of customers. In this paper, a demand side energy management for a grid connected household and also smart preparation of electrical appliance have been presented. It also reduces electricity bill for the consumers in the grid. In addition to this, when production is high, the surplus energy fashioned in the customer owned grid is given to main grid or neighboring micro grids. The simulation of the entire system is presented using LabVIEW software.

Keywords: Distributed renewable energy resource, power storage devices, scheduling, smart meters, smart micro grid, electric vehicle.

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Authors: Chutima Prommak, Airisa Jantaweetip

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In wireless networks, bandwidth is scare resource and it is essential to utilize it effectively. This paper analyses effects of using different bandwidth management techniques on the network performances of the Wireless Local Area Networks (WLANs) that use hybrid load balancing scheme. In particular, we study three bandwidth management schemes, namely Complete Sharing (CS), Complete Partitioning (CP), and Partial Sharing (PS). Performances of these schemes are evaluated by simulation experiments in term of percentage of network association blocking. Our results show that the CS scheme can provide relatively low blocking percentage in various network traffic scenarios whereas the PS scheme can enhance quality of services of the multimedia traffic with rather small expenses on the blocking percentage of the best effort traffic.

Keywords: Bandwidth management, Load Balancing, WLANs.

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Authors: A. M. Sagir

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In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Ayse Yayla, Aynur Akar

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Developments in scientific and technical area cause to use new methods and techniques in education, as is the case in all fields. Especially, the internet contributes a variety of new methods to design virtual and real time laboratory applications in education. In this study, a real time virtual laboratory is designed and implemented for analog and digital communications laboratory experiments by using Lab VIEW program for Marmara University Electronics-Communication Department. In this application, students can access the virtual laboratory web site and perform their experiments without any limitation of time and location so as the students can observe the signals by changing the parameters of the experiment and evaluate the results.

Keywords: Virtual laboratory, LabVIEW, ModulationTechniques

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Authors: Achuthsankar S. Nair, J. S. Jayasudha

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The ever increasing use of World Wide Web in the existing network, results in poor performance. Several techniques have been developed for reducing web traffic by compressing the size of the file, saving the web pages at the client side, changing the burst nature of traffic into constant rate etc. No single method was adequate enough to access the document instantly through the Internet. In this paper, adaptive hybrid algorithms are developed for reducing web traffic. Intelligent agents are used for monitoring the web traffic. Depending upon the bandwidth usage, user-s preferences, server and browser capabilities, intelligent agents use the best techniques to achieve maximum traffic reduction. Web caching, compression, filtering, optimization of HTML tags, and traffic dispersion are incorporated into this adaptive selection. Using this new hybrid technique, latency is reduced to 20 – 60 % and cache hit ratio is increased 40 – 82 %.

Keywords: Bandwidth, Congestion, Intelligent Agents, Prefetching, Web Caching.

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Authors: Ling Zhang, Ting-Zhu Huang

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A P0-matrix is a real square matrix all of whose principle minors are nonnegative. In this paper, we consider the class of P0-matrix. Our main aim is to determine which sign pattern matrices are admissible for this class of real matrices.

Keywords: Sign pattern matrices, P0 matrices, graph, digraph.

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Authors: Farshad Arvin, Shyamala Doraisamy

Abstract:

This paper presents a new hardware interface using a microcontroller which processes audio music signals to standard MIDI data. A technique for processing music signals by extracting note parameters from music signals is described. An algorithm to convert the voice samples for real-time processing without complex calculations is proposed. A high frequency microcontroller as the main processor is deployed to execute the outlined algorithm. The MIDI data generated is transmitted using the EIA-232 protocol. The analyses of data generated show the feasibility of using microcontrollers for real-time MIDI generation hardware interface.

Keywords: Signal processing, MIDI, Microcontroller, EIA-232.

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Authors: Hoshang Kolivand, Mahyar Kolivand, Mohd Shahrizal Sunar, Mohd Azhar M. Arsad

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Real-time shadow generation in virtual environments and Augmented Reality (AR) was always a hot topic in the last three decades. Lots of calculation for shadow generation among AR needs a fast algorithm to overcome this issue and to be capable of implementing in any real-time rendering. In this paper, a silhouette detection algorithm is presented to generate shadows for AR systems. Δ+ algorithm is presented based on extending edges of occluders to recognize which edges are silhouettes in the case of real-time rendering. An accurate comparison between the proposed algorithm and current algorithms in silhouette detection is done to show the reduction calculation by presented algorithm. The algorithm is tested in both virtual environments and AR systems. We think that this algorithm has the potential to be a fundamental algorithm for shadow generation in all complex environments.

Keywords: Silhouette detection, shadow volumes, real-time shadows, rendering, augmented reality.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi

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In this paper a real-time obstacle avoidance approach for both autonomous and non-autonomous dynamical systems (DS) is presented. In this approach the original dynamics of the controller which allow us to determine safety margin can be modulated. Different common types of DS increase the robot’s reactiveness in the face of uncertainty in the localization of the obstacle especially when robot moves very fast in changeable complex environments. The method is validated by simulation and influence of different autonomous and non-autonomous DS such as important characteristics of limit cycles and unstable DS. Furthermore, the position of different obstacles in complex environment is explained. Finally, the verification of avoidance trajectories is described through different parameters such as safety factor.

Keywords: Limit cycles, Nonlinear dynamical system, Real time obstacle avoidance.

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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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