Search results for: population balance model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8482

Search results for: population balance model

8032 Validation of a Fluid-Structure Interaction Model of an Aortic Dissection versus a Bench Top Model

Authors: K. Khanafer

Abstract:

The aim of this investigation was to validate the fluid-structure interaction (FSI) model of type B aortic dissection with our experimental results from a bench-top-model. Another objective was to study the relationship between the size of a septectomy that increases the outflow of the false lumen and its effect on the values of the differential of pressure between true lumen and false lumen. FSI analysis based on Galerkin’s formulation was used in this investigation to study flow pattern and hemodynamics within a flexible type B aortic dissection model using boundary conditions from our experimental data. The numerical results of our model were verified against the experimental data for various tear size and location. Thus, CFD tools have a potential role in evaluating different scenarios and aortic dissection configurations.

Keywords: Aortic dissection, fluid-structure interaction, in vitro model, numerical.

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8031 Neuro-fuzzy Model and Regression Model a Comparison Study of MRR in Electrical Discharge Machining of D2 Tool Steel

Authors: M. K. Pradhan, C. K. Biswas,

Abstract:

In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.

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8030 Nonlinear Model Predictive Control for Solid Oxide Fuel Cell System Based On Wiener Model

Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee

Abstract:

In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.

Keywords: SOFC, model predictive control, Wiener model.

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8029 Markov Chain Monte Carlo Model Composition Search Strategy for Quantitative Trait Loci in a Bayesian Hierarchical Model

Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

Abstract:

Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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8028 Investigating Climate Change Trend Based on Data Simulation and IPCC Scenario during 2010-2030 AD: Case Study of Fars Province

Authors: Leila Rashidian, Abbas Ebrahimi

Abstract:

The development of industrial activities, increase in fossil fuel consumption, vehicles, destruction of forests and grasslands, changes in land use, and population growth have caused to increase the amount of greenhouse gases especially CO2 in the atmosphere in recent decades. This has led to global warming and climate change. In the present paper, we have investigated the trend of climate change according to the data simulation during the time interval of 2010-2030 in the Fars province. In this research, the daily climatic parameters such as maximum and minimum temperature, precipitation and number of sunny hours during the 1977-2008 time interval for synoptic stations of Shiraz and Abadeh and during 1995-2008 for Lar stations and also the output of HADCM3 model in 2010-2030 time interval have been used based on the A2 propagation scenario. The results of the model show that the average temperature will increase by about 1 degree centigrade and the amount of precipitation will increase by 23.9% compared to the observational data. In conclusion, according to the temperature increase in this province, the amount of precipitation in the form of snow will be reduced and precipitations often will occur in the form of rain. This 1-degree centigrade increase during the season will reduce production by 6 to 10% because of shortening the growing period of wheat.

Keywords: Climate change, Lars.WG, HADCM3 model, Fars province, climatic parameters, A2 scenario.

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8027 Optimal Network of Secondary Warehouses for Production-Distribution Inventory Model

Authors: G. M. Arun Prasath, N. Arthi

Abstract:

This work proposed a multi-objective mathematical programming approach to select the appropriate supply network elements. The multi-item multi-objective production-distribution inventory model is formulated with possible constraints under fuzzy environment. The unit cost has taken under fuzzy environment. The inventory model and warehouse location model has combined to formulate the production-distribution inventory model. Warehouse location is important in supply chain network. Particularly, if a company maintains more selling stores it cannot maintain individual secondary warehouse near to each selling store. Hence, maintaining the optimum number of secondary warehouses is important. Hence, the combined mathematical model is formulated to reduce the total expenditure of the organization by arranging the network of minimum number of secondary warehouses. Numerical example has been taken to illustrate the proposed model.

Keywords: Fuzzy inventory model, warehouse location model, triangular fuzzy number, secondary warehouse, LINGO software.

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8026 Forecasting Materials Demand from Multi-Source Ordering

Authors: Hui Hsin Huang

Abstract:

The downstream manufactures will order their materials from different upstream suppliers to maintain a certain level of the demand. This paper proposes a bivariate model to portray this phenomenon of material demand. We use empirical data to estimate the parameters of model and evaluate the RMSD of model calibration. The results show that the model has better fitness.

Keywords: Farlie-Gumbel-Morgenstern family of bivariate distributions, multi-source ordering, materials demand quantity, recency, ordering time.

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8025 Framework of TAZ_OPT Model for Ambulance Location and Allocation Problem

Authors: Adibah Shuib, Zati Aqmar Zaharudin

Abstract:

Our study is concerned with the development of an Emergency Medical Services (EMS) ambulance location and allocation model called the Time-based Ambulance Zoning Optimization Model (TAZ_OPT). This paper presents the framework of the study. The model is formulated using the goal programming (GP), where the goals are to determine the satellite locations of ambulances and the number of ambulances to be allocated at these locations. The model aims at maximizing the expected demand coverage based on probability of reaching the emergency location within targetted time, and minimizing the ambulance busyness likelihood value. Among the benefits of the model is the increased accessibility and availability of ambulances, thus, enhanced quality of the EMS ambulance services.

Keywords: Optimization, Ambulance Location, Location facilities.

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8024 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE

Authors: A. Lakrim, D. Tahri

Abstract:

This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.

Keywords: SiC MPS Diode, electro-thermal, SPICE Model.

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8023 Parametric Study of Vertical Diffusion Still for Water Desalination

Authors: A. Seleem, M. Mortada, M. El Morsi, M. Younan

Abstract:

Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semianalytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55- 90°C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).

Keywords: Analytical Model, Solar Distillation, Sustainable Water Systems, Vertical Diffusion Still.

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8022 A Numerical Model for Studying Convectional Lifting Processes in the Tropics

Authors: Chantawan Noisri, Robert Harold Buchanan Exell

Abstract:

A simple model for studying convectional lifting processes in the tropics is described in this paper with some tests of the model in dry air. The model consists of the density equation, the wind equation, the vertical velocity equation, and the temperature equation. The model domain is two-dimensional with length 100 km and height 17.5 km. Plan for experiments to investigate the effects of the heating surface, the deep convection approximation and the treatment of velocities at the boundaries are discussed. Equations for the simplified treatment of moisture in the atmosphere in future numerical experiments are also given.

Keywords: Numerical weather prediction, Finite differences, Convection lifting.

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8021 Validity Domains of Beams Behavioural Models: Efficiency and Reduction with Artificial Neural Networks

Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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8020 MPC of Single Phase Inverter for PV System

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents a model predictive control (MPC) of a utility interactive (UI) single phase inverter (SPI) for a photovoltaic (PV) system at residential/distribution level. The proposed model uses single-phase phase locked loop (PLL) to synchronize SPI with the grid and performs MPC control in a dq reference frame. SPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a full bridge (FB) voltage source inverter (VSI). No PI regulators to tune and carrier and modulating waves are required to produce switching sequence. Instead, the operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a three kW PV system at the input of UI-SPI in Matlab/Simulink. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: Matlab/Simulink, Model Predictive Control, Phase Locked Loop, Single Phase Inverter, Voltage Source Inverter.

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8019 Model of Appropriate Science Teaching for Mathayomsuksa 3 (Grade 9) in Ang-Thong Province

Authors: Lertlop, W

Abstract:

This research aims to study the appropriate model of Science teaching for students, academic achievement and to survey students- attitudes toward using appropriate for students in Mathayomsuksa 3 in Ang-Thong province. The research results were as follows: 1. The appropriate model of Science teaching for Mathayomsuksa 3 students in Ang-Thong province including these following five steps: Step 1. The introduction of the lessons. Step 2. Setting the hypothesis. Step 3. Doing the experiment /survey. Step 4. Making conclusion. Step 5. Applying to daily life or other subjects. 2. There is no significant difference between using appropriate model teaching and regular teaching at 0.05 level significant difference. 3. There is a significant difference between before and after teaching using appropriate model of Science teaching at 0.05 level. 4. The satisfaction of students- attitudes to using the appropriate model of Science teaching for students was in intermediate level.

Keywords: Pedagogy, science teaching model, Ang-Thong province.

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8018 Mathematical Modeling to Predict Surface Roughness in CNC Milling

Authors: Ab. Rashid M.F.F., Gan S.Y., Muhammad N.Y.

Abstract:

Surface roughness (Ra) is one of the most important requirements in machining process. In order to obtain better surface roughness, the proper setting of cutting parameters is crucial before the process take place. This research presents the development of mathematical model for surface roughness prediction before milling process in order to evaluate the fitness of machining parameters; spindle speed, feed rate and depth of cut. 84 samples were run in this study by using FANUC CNC Milling α-Τ14ιE. Those samples were randomly divided into two data sets- the training sets (m=60) and testing sets(m=24). ANOVA analysis showed that at least one of the population regression coefficients was not zero. Multiple Regression Method was used to determine the correlation between a criterion variable and a combination of predictor variables. It was established that the surface roughness is most influenced by the feed rate. By using Multiple Regression Method equation, the average percentage deviation of the testing set was 9.8% and 9.7% for training data set. This showed that the statistical model could predict the surface roughness with about 90.2% accuracy of the testing data set and 90.3% accuracy of the training data set.

Keywords: Surface roughness, regression analysis.

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8017 Knowledge Management Model for Research Projects Masters Program

Authors: Víctor Hugo Medina García, Darío Alejandro Segura Torres

Abstract:

This paper presents the adaptation of the knowledge management model and intellectual capital measurement NOVA to the needs of work or research project must be developed when conducting a program of graduate-level master. Brackets are added in each of the blocks which is represented in the original model NOVA and which allows to represent those involved in each of these.

Keywords: Knowledge management, masters programs, Nova model, research projects

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8016 Toward a Risk Assessment Model Based On Multi-Agent System for Cloud Consumer

Authors: Saadia Drissi, Siham Benhadou, Hicham Medromi

Abstract:

The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.

Keywords: Cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer.

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8015 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source

Authors: Z. Veselý, M. Honner, J. Mach

Abstract:

The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. Complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: Computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source.

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8014 Adaptive Gaussian Mixture Model for Skin Color Segmentation

Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong

Abstract:

Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.

Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.

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8013 Detecting Cavitation in a Vertical Sea water Centrifugal Lift Pump Related to Iran Oil Industry Cooling Water Circulation System

Authors: Omid A. Zargar

Abstract:

Cavitation is one of the most well-known process faults that may occur in different industrial equipment especially centrifugal pumps. Cavitation also may happen in water pumps and turbines. Sometimes cavitation has been severe enough to wear holes in the impeller and damage the vanes to such a degree that the impeller becomes very ineffective. More commonly, the pump efficiency will decrease significantly during cavitation and continue to decrease as damage to the impeller increases. Typically, when cavitation occurs, an audible sound similar to ‘marbles’ or ‘crackling’ is reported to be emitted from the pump. In this paper, the most effective monitoring items and techniques in detecting cavitation discussed in details. Besides, some successful solutions for solving this problem for sea water vertical Centrifugal lift Pump discussed through a case history related to Iran oil industry. Furthermore, balance line modification, strainer choking and random resonance in sea water pumps discussed. In addition, a new Method for diagnosing mechanical conditions of sea water vertical Centrifugal lift Pumps introduced. This method involves disaggregating bus current by device into disaggregated currents having correspondences with operating currents in response to measured bus current. Moreover, some new patents and innovations in mechanical sea water pumping and cooling systems discussed in this paper.

Keywords: Cavitation, Vibration Analysis, Centrifugal Pump, Vertical Pump, Sea Water Pump, Balance Line, Strainer, Time Wave Form (TWF), Fast Fourier Transform (FFT)

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8012 External Effects on Dynamic Competitive Model of Domestic Airline and High Speed Rail

Authors: Shih-Ching Lo, Yu-Ping Liao

Abstract:

Social-economic variables influence transportation demand largely. Analyses of discrete choice model consider social-economic variables to study traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. Also, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, models with different social-economic variables, which are oil price, GDP per capita, CPI and economic growth rate, are compared. From the results, the model with the oil price is better than models with the other social-economic variables.

Keywords: forecasting, passenger volume, dynamic competitive model, social-economic variables, oil price.

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8011 Javanese Character Recognition Using Hidden Markov Model

Authors: Anastasia Rita Widiarti, Phalita Nari Wastu

Abstract:

Hidden Markov Model (HMM) is a stochastic method which has been used in various signal processing and character recognition. This study proposes to use HMM to recognize Javanese characters from a number of different handwritings, whereby HMM is used to optimize the number of state and feature extraction. An 85.7 % accuracy is obtained as the best result in 16-stated vertical model using pure HMM. This initial result is satisfactory for prompting further research.

Keywords: Character recognition, off-line handwritingrecognition, Hidden Markov Model.

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8010 Evaluation of the Weight-Based and Fat-Based Indices in Relation to Basal Metabolic Rate-to-Weight Ratio

Authors: Orkide Donma, Mustafa M. Donma

Abstract:

Basal metabolic rate is questioned as a risk factor for weight gain. The relations between basal metabolic rate and body composition have not been cleared yet. The impact of fat mass on basal metabolic rate is also uncertain. Within this context, indices based upon total body mass as well as total body fat mass are available. In this study, the aim is to investigate the potential clinical utility of these indices in the adult population. 287 individuals, aged from 18 to 79 years, were included into the scope of the study. Based upon body mass index values, 10 underweight, 88 normal, 88 overweight, 81 obese, and 20 morbid obese individuals participated. Anthropometric measurements including height (m), and weight (kg) were performed. Body mass index, diagnostic obesity notation model assessment index I, diagnostic obesity notation model assessment index II, basal metabolic rate-to-weight ratio were calculated. Total body fat mass (kg), fat percent (%), basal metabolic rate, metabolic age, visceral adiposity, fat mass of upper as well as lower extremities and trunk, obesity degree were measured by TANITA body composition monitor using bioelectrical impedance analysis technology. Statistical evaluations were performed by statistical package (SPSS) for Windows Version 16.0. Scatterplots of individual measurements for the parameters concerning correlations were drawn. Linear regression lines were displayed. The statistical significance degree was accepted as p < 0.05. The strong correlations between body mass index and diagnostic obesity notation model assessment index I as well as diagnostic obesity notation model assessment index II were obtained (p < 0.001). A much stronger correlation was detected between basal metabolic rate and diagnostic obesity notation model assessment index I in comparison with that calculated for basal metabolic rate and body mass index (p < 0.001). Upon consideration of the associations between basal metabolic rate-to-weight ratio and these three indices, the best association was observed between basal metabolic rate-to-weight and diagnostic obesity notation model assessment index II. In a similar manner, this index was highly correlated with fat percent (p < 0.001). Being independent of the indices, a strong correlation was found between fat percent and basal metabolic rate-to-weight ratio (p < 0.001). Visceral adiposity was much strongly correlated with metabolic age when compared to that with chronological age (p < 0.001). In conclusion, all three indices were associated with metabolic age, but not with chronological age. Diagnostic obesity notation model assessment index II values were highly correlated with body mass index values throughout all ranges starting with underweight going towards morbid obesity. This index is the best in terms of its association with basal metabolic rate-to-weight ratio, which can be interpreted as basal metabolic rate unit.

Keywords: Basal metabolic rate, body mass index, children, diagnostic obesity notation model assessment index, obesity.

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8009 Analytical Model to Predict the Shear Capacity of Reinforced Concrete Beams Externally Strengthened with CFRP Composites Conditions

Authors: Rajai Al-Rousan

Abstract:

This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.

Keywords: Predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites.

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8008 An Enhanced Artificial Neural Network for Air Temperature Prediction

Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom

Abstract:

The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. An improved model for temperature prediction in Georgia was developed by including information on seasonality and modifying parameters of an existing artificial neural network model. Alternative models were compared by instantiating and training multiple networks for each model. The inclusion of up to 24 hours of prior weather information and inputs reflecting the day of year were among improvements that reduced average four-hour prediction error by 0.18°C compared to the prior model. Results strongly suggest model developers should instantiate and train multiple networks with different initial weights to establish appropriate model parameters.

Keywords: Time-series forecasting, weather modeling.

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8007 Discovering the Dimension of Abstractness: Structure-Based Model that Learns New Categories and Categorizes on Different Levels of Abstraction

Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova

Abstract:

A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.

Keywords: Analogy-making, categorization, learning of categories, abstraction, hierarchical structure.

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8006 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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8005 The Gasoil Hydrofining Kinetics Constants Identification

Authors: C. Patrascioiu, V. Matei, N. Nicolae

Abstract:

The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.

Keywords: Hydrofining, kinetic, modeling, optimization.

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8004 A Study on Stochastic Integral Associated with Catastrophes

Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: Stochastic integrals, single–server queue model, catastrophes, busy period.

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8003 Two Individual Genetic Algorithm

Authors: Younis R. Elhaddad, Aiman S.Gannous

Abstract:

The particular interests of this paper is to explore if the simple Genetic Algorithms (GA) starts with population of only two individuals and applying different crossover technique over these parents to produced 104 children, each one has different attributes inherited from their parents; is better than starting with population of 100 individuals; and using only one type crossover (order crossover OX). For this reason we implement GA with 52 different crossover techniques; each one produce two children; which means 104 different children will be produced and this may discover more search space, also we implement classic GA with order crossover and many experiments were done over 3 Travel Salesman Problem (TSP) to find out which method is better, and according to the results we can say that GA with Multi-crossovers is much better.

Keywords: Artificial intelligence, genetic algorithm, order crossover, travel salesman problem.

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