Search results for: computational finance.

Authors: A. M. Tahsini

Abstract:

Supersonic hydrogen-air cylindrical mixing layer is numerically analyzed to investigate the effect of inlet swirl on ignition time delay in scramjets. Combustion is treated using detail chemical kinetics. One-equation turbulence model of Spalart and Allmaras is chosen to study the problem and advection upstream splitting method is used as computational scheme. The results show that swirling both fuel and oxidizer streams may drastically decrease the ignition distance in supersonic combustion, unlike using the swirl just in fuel stream which has no helpful effect.

Keywords: Ignition delay, Supersonic combustion, Swirl, Numerical simulation, Turbulence.

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Authors: Mohammad R. Jalali, Mohammad M. Jalali

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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Even harmonic components of sloshing waves, Green–Naghdi equations, nonlinearity, solitary waves.

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Authors: M. Zahid Hossain, M. Ashraful Amin

Abstract:

The algorithms of convex hull have been extensively studied in literature, principally because of their wide range of applications in different areas. This article presents an efficient algorithm to construct approximate convex hull from a set of n points in the plane in O(n + k) time, where k is the approximation error control parameter. The proposed algorithm is suitable for applications preferred to reduce the computation time in exchange of accuracy level such as animation and interaction in computer graphics where rapid and real-time graphics rendering is indispensable.

Keywords: Convex hull, Approximation algorithm, Computational geometry, Linear time.

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Authors: Hidehiko Okada, Yuki Fujii

Abstract:

Researchers have been applying artificial/ computational intelligence (AI/CI) methods to computer games. In this research field, further researchesare required to compare AI/CI methods with respect to each game application. In thispaper, we report our experimental result on the comparison of evolution strategy, genetic algorithm and their hybrids, applied to evolving controller agents for MarioAI. GA revealed its advantage in our experiment, whereas the expected ability of ES in exploiting (fine-tuning) solutions was not clearly observed. The blend crossover operator and the mutation operator of GA might contribute well to explore the vast search space.

Keywords: Evolutionary algorithm, autonomous game controller agent, neuroevolutions, MarioAI

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Authors: József Valyon, Gábor Horváth

Abstract:

Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.

Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling

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Authors: Alessio Mastrorillo, Giuseppe Silvi, Francesco Scagliola

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This paper explores the decoding of Ambisonics material into 2-channel mixing formats, addressing challenges related to stereo speakers and headphones. We present the Universal HJ (UHJ) format as a solution, enabling the preservation of the entire horizontal plane and offering versatile spatial audio experiences. Our paper presents a UHJ format decoder, explaining its design, computational aspects, and empirical optimization. We discuss the advantages of UHJ decoding, potential applications, and its significance in music composition. Additionally, we highlight the integration of this decoder within the Envelop for Live (E4L) suite.

Keywords: Ambisonics, UHJ, quadrature filter, virtual reality, Gerzon, decoder, stereo, binaural, biquad.

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Authors: Lee Yih Rou, Hishammuddin Asmuni

Abstract:

Flexible Job Shop Problem (FJSP) is an extension of classical Job Shop Problem (JSP). The FJSP extends the routing flexibility of the JSP, i.e assigning machine to an operation. Thus it makes it more difficult than the JSP. In this study, Cooperative Coevolutionary Genetic Algorithm (CCGA) is presented to solve the FJSP. Makespan (time needed to complete all jobs) is used as the performance evaluation for CCGA. In order to test performance and efficiency of our CCGA the benchmark problems are solved. Computational result shows that the proposed CCGA is comparable with other approaches.

Keywords: Co-evolution, Genetic Algorithm (GA), Flexible JobShop Problem(FJSP)

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Authors: T. Kishore Kumar

Abstract:

Speech enhancement is the process of eliminating noise and increasing the quality of a speech signal, which is contaminated with other kinds of distortions. This paper is on developing an optimum cascaded system for speech enhancement. This aim is attained without diminishing any relevant speech information and without much computational and time complexity. LMS algorithm, Spectral Subtraction and Kalman filter have been deployed as the main de-noising algorithms in this work. Since these algorithms suffer from respective shortcomings, this work has been undertaken to design cascaded systems in different combinations and the evaluation of such cascades by qualitative (listening) and quantitative (SNR) tests.

Keywords: LMS, Kalman filter, Speech Enhancement and Spectral Subtraction.

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Authors: H. B. Kekre, Tanuja K. Sarode

Abstract:

This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.

Keywords: Vector Quantization, Data Compression, Encoding, Searching.

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Authors: Farhad Kolahan, M. Hossein Abolbashari, Samaeddin Mohitzadeh

Abstract:

Several methods are available for weight and shape optimization of structures, among which Evolutionary Structural Optimization (ESO) is one of the most widely used methods. In ESO, however, the optimization criterion is completely case-dependent. Moreover, only the improving solutions are accepted during the search. In this paper a Simulated Annealing (SA) algorithm is used for structural optimization problem. This algorithm differs from other random search methods by accepting non-improving solutions. The implementation of SA algorithm is done through reducing the number of finite element analyses (function evaluations). Computational results show that SA can efficiently and effectively solve such optimization problems within short search time.

Keywords: Simulated annealing, Structural optimization, Compliance, C.V. product.

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Authors: D. I. Ekine, C. C. Akpanibah

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This paper analyses the productivity of median scale battery cage and deep litter chicken egg producers in Rivers State, Nigeria. 90 battery cage and 90 deep litter farmers giving a total of 180 farmers were sampled through a multistage sampling procedure. Mean productivity was higher for the battery cage than the deep litter farmers at 2.65 and 2.33 respectively. Productivity of battery cage farmers were positively influenced by age, extension contacts, experience and feed quantity while the productivity of deep litter farmers was positively influenced by age, extension contacts, household size, experience and labour. The major constraints identified by both categories are high cost of feed, high price of day-old chick, inadequate finance, lack of credit and high cost of drug/vaccination. Furthermore, the work recommends that government should assist chicken egg farmers through subsidies of input resources and put policies to make financial institutions give out loans at low interest rate to the farmers. The farmers should abide by the recommended number of birds per unit area while stocking.

Keywords: Productivity, battery cage, deep litter, median scale, egg production.

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Authors: Vishnu Pratap Singh Kirar

Abstract:

Wireless sensor network (WSN) is a network of many interconnected networked systems, they equipped with energy resources and they are used to detect other physical characteristics. On WSN, there are many researches are performed in past decades. WSN applicable in many security systems govern by military and in many civilian related applications. Thus, the security of WSN gets attention of researchers and gives an opportunity for many future aspects. Still, there are many other issues are related to deployment and overall coverage, scalability, size, energy efficiency, quality of service (QoS), computational power and many more. In this paper we discus about various applications and security related issue and requirements of WSN.

Keywords: Wireless Sensor Network (WSN), Wireless Network Attacks, Wireless Network Security.

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Authors: Fituri H Belgassem, Abdulbasit Nigrat, Seddeeq Ghrari

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In this paper, the construction of fast algorithms for the computation of Periodic Walsh Piecewise-Linear PWL transform and the Periodic Haar Piecewise-Linear PHL transform will be presented. Algorithms for the computation of the inverse transforms are also proposed. The matrix equation of the PWL and PHL transforms are introduced. Comparison of the computational requirements for the periodic piecewise-linear transforms and other orthogonal transforms shows that the periodic piecewise-linear transforms require less number of operations than some orthogonal transforms such as the Fourier, Walsh and the Discrete Cosine transforms.

Keywords: Piece wise linear transforms, Fast transforms, Fast algorithms.

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Authors: Artem Nuriev, Olga Zaitseva

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This paper is devoted to the study of a viscous incompressible flow around a circular cylinder performing harmonic oscillations, especially the steady streaming phenomenon. The research methodology is based on the asymptotic explanation method combined with the computational bifurcation analysis. The research approach develops Schlichting and Wang decomposition method. Present studies allow to identify several regimes of the secondary streaming with different flow structures. The results of the research are in good agreement with experimental and numerical simulation data.

Keywords: Oscillating cylinder, Secondary Streaming, Flow Regimes, Asymptotic and Bifurcation Analysis.

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Authors: I. Mahdavi, R. Janamiri, A. Sinkakarimi, M. Safdari, M. H. Sedaghat, A. Zamani, A. Hoseini, M. Karimi

Abstract:

In this work, study the location of interface in a stirred vessel with Rushton impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.

Keywords: CFD, Interface, Rushton impeller, Turbulence model.

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Authors: Thomas Shermer, Godfried T. Toussaint

Abstract:

A chord of a simple polygon P is a line segment [xy] that intersects the boundary of P only at both endpoints x and y. A chord of P is called an interior chord provided the interior of [xy] lies in the interior of P. P is weakly visible from [xy] if for every point v in P there exists a point w in [xy] such that [vw] lies in P. In this paper star-shaped, L-convex, and convex polygons are characterized in terms of weak visibility properties from internal chords and starshaped subsets of P. A new Krasnoselskii-type characterization of isothetic star-shaped polygons is also presented.

Keywords: Convex polygons, L-convex polygons, star-shaped polygons, chords, weak visibility, discrete and computational geometry

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Authors: R. Amrollahi, M. Habibi

Abstract:

When the shock front (SF) hits the central electrode axis of plasma focus device, a reflected shock wave moves radially outwards. The current sheath (CS) results from ionization of filled gas between two electrodes continues to compress inwards until it hits the out-going reflected shock front. In this paper the Lagrangian equations are solved for a parabolic shock trajectory yielding a first and second approximation for the CS path. To determine the accuracy of the approximation, the same problem is solved for a straight shock.

Keywords: Radial compression, Shock wave trajectory, Current sheath, Slog model.

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Authors: Y. K. Lin, H. T. Hsieh, F. Y. Hsieh

Abstract:

Total weighted tardiness is a measure of customer satisfaction. Minimizing it represents satisfying the general requirement of on-time delivery. In this research, we consider an ant colony optimization (ACO) algorithm to solve the problem of scheduling unrelated parallel machines to minimize total weighted tardiness. The problem is NP-hard in the strong sense. Computational results show that the proposed ACO algorithm is giving promising results compared to other existing algorithms.

Keywords: ant colony optimization, total weighted tardiness, unrelated parallel machines.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Nileshkumar Vaishnav, Aditya Tatu

Abstract:

An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.

Keywords: Graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing.

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.

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Authors: Sevil Igit, Merve Meric, Sarp Erturk

Abstract:

In this paper, it is proposed to improve Daisy Descriptor based face recognition using a novel One-Bit Transform (1BT) based pre-registration approach. The 1BT based pre-registration procedure is fast and has low computational complexity. It is shown that the face recognition accuracy is improved with the proposed approach. The proposed approach can facilitate highly accurate face recognition using DAISY descriptor with simple matching and thereby facilitate a low-complexity approach.

Keywords: Face Recognition, Daisy Descriptor, One-Bit Transform, Image Registration.

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Authors: Abhijit Mitra, Bhargav Kumar Mitra, Biswajoy Chatterjee

Abstract:

We present a novel scheme to recognize isolated speech signals using certain statistical parameters derived from those signals. The determination of the statistical estimates is based on extracted signal information rather than the original signal information in order to reduce the computational complexity. Subtle details of these estimates, after extracting the speech signal from ambience noise, are first exploited to segregate the polysyllabic words from the monosyllabic ones. Precise recognition of each distinct word is then carried out by analyzing the histogram, obtained from these information.

Keywords: Isolated speech signals, Block overlapping technique, Positive peaks, Histogram analysis.

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Authors: Sh. Shahhosseini, S. Alinia, M. Irani

Abstract:

In this paper 2D Simulation of catalytic Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL technology has been performed utilizing computational fluid dynamics (CFD). Synthesis gas (a mixture of carbon monoxide and hydrogen) has been used as feedstock. The reactor was modeled and the model equations were solved employing finite volume method. The model was validated against the experimental data reported in literature. The comparison showed a good agreement between simulation results and the experimental data. In addition, the model was applied to predict the concentration contours of the reactants and products along the length of reactor.

Keywords: GTL, Fischer–Tropsch synthesis, Fixed Bed Reactor, CFD simulation.

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Authors: S. Venkateswaran, C. Mallika Parveen

Abstract:

The fluid flow and the properties of the hydraulic fluid inside a torque converter are the main topics of interest in this research. The primary goal is to investigate the applicability of various viscous fluids inside the torque converter. The Taguchi optimization method is adopted to analyse the fluid flow in a torque converter from a design perspective. Calculations are conducted in maximizing the pressure since greater the pressure, greater the torque developed. Using the values of the S/N ratios obtained, graphs are plotted. Computational Fluid Dynamics (CFD) analysis is also conducted.

Keywords: Hydraulic fluid, Taguchi's method, optimization, pressure, torque.

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Authors: P. Parvasi, R. Janamiri, A. Sinkakarimi, I. Mahdavi, M. Safdari, M. H. Sedaghat, A. Hosseini, M. Karimi

Abstract:

In this work study the location of interface in a stirred vessel with a Concave impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.

Keywords: CFD, Interface, Concave impeller, turbulence model.

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Authors: N. Praveen Kumar, Abhijit Mitra, C. Ardil

Abstract:

Decision feedback equalizers are commonly employed to reduce the error caused by intersymbol interference. Here, an adaptive decision feedback equalizer is presented with a new adaptation algorithm. The algorithm follows a block-based approach of normalized least mean square (NLMS) algorithm with set-membership filtering and achieves a significantly less computational complexity over its conventional NLMS counterpart with set-membership filtering. It is shown in the results that the proposed algorithm yields similar type of bit error rate performance over a reasonable signal to noise ratio in comparison with the latter one.

Keywords: Decision feedback equalizer, Adaptive algorithm, Block based computation, Set membership filtering.

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Authors: Nhon Do

Abstract:

Ontology is a terminology which is used in artificial intelligence with different meanings. Ontology researching has an important role in computer science and practical applications, especially distributed knowledge systems. In this paper we present an ontology which is called Computational Object Knowledge Base Ontology. It has been used in designing some knowledge base systems for solving problems such as the system that supports studying knowledge and solving analytic geometry problems, the program for studying and solving problems in Plane Geometry, the knowledge system in linear algebra.

Keywords: Artificial intelligence, knowledge representation, knowledge base system, ontology.

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Authors: Kadda Boumediene, Mohamed Bouzit

Abstract:

The prediction of the flow around marine propellers and vessel hulls propeller interaction is one of the challenges of Computational fluid dynamics (CFD). The CFD has emerged as a potential tool in recent years and has promising applications. The objective of the current study is to predict the hydrodynamic performances of HSP marine propeller in open water and behind a vessel. The unsteady 3-D flow was modeled numerically along with respectively the K-ω standard and K-ω SST turbulence models for steady and unsteady cases. The hydrodynamic performances such us a torque and thrust coefficients and efficiency show good agreement with the experiment results.

Keywords: Seiun Maru propeller, steady, unsteady, CFD, HSP.

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Authors: M. A. Rubio, A. Urquia

Abstract:

Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: Optimization, sensitivity, genetic algorithms, model calibration.

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