Search results for: IM and real time.

Authors: R. Bremananth

Abstract:

Biometric authentication is an essential task for any kind of real-life applications. In this paper, we contribute two primary paradigms to Iris recognition such as Robust Eyelash Detection (RED) using pathway kernels and hair curve fitting synthesized model. Based on these two paradigms, rotation invariant iris recognition is enhanced. In addition, the presented framework is tested with real-life iris data to provide the authentication for LRC (Learning Resource Center) users. Recognition performance is significantly improved based on the contributed schemes by evaluating real-life irises. Furthermore, the framework has been implemented using Java programming language. Experiments are performed based on 1250 diverse subjects in different angles of variations on the authentication process. The results revealed that the methodology can deploy in the process on LRC management system and other security required applications.

Keywords: Authentication, biometric, eye lashes detection, iris scanning, LRC security, secure access.

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Authors: Jaeyoung Lee

Abstract:

Autonomous driving systems require high reliability to provide people with a safe and comfortable driving experience. However, despite the development of a number of vehicle sensors, it is difficult to always provide high perceived performance in driving environments that vary from time to season. The image segmentation method using deep learning, which has recently evolved rapidly, provides high recognition performance in various road environments stably. However, since the system controls a vehicle in real time, a highly complex deep learning network cannot be used due to time and memory constraints. Moreover, efficient networks are optimized for GPU environments, which degrade performance in embedded processor environments equipped simple hardware accelerators. In this paper, a semantic segmentation network, matrix multiplication accelerator network (MMANet), optimized for matrix multiplication accelerator (MMA) on Texas instrument digital signal processors (TI DSP) is proposed to improve the recognition performance of autonomous driving system. The proposed method is designed to maximize the number of layers that can be performed in a limited time to provide reliable driving environment information in real time. First, the number of channels in the activation map is fixed to fit the structure of MMA. By increasing the number of parallel branches, the lack of information caused by fixing the number of channels is resolved. Second, an efficient convolution is selected depending on the size of the activation. Since MMA is a fixed, it may be more efficient for normal convolution than depthwise separable convolution depending on memory access overhead. Thus, a convolution type is decided according to output stride to increase network depth. In addition, memory access time is minimized by processing operations only in L3 cache. Lastly, reliable contexts are extracted using the extended atrous spatial pyramid pooling (ASPP). The suggested method gets stable features from an extended path by increasing the kernel size and accessing consecutive data. In addition, it consists of two ASPPs to obtain high quality contexts using the restored shape without global average pooling paths since the layer uses MMA as a simple adder. To verify the proposed method, an experiment is conducted using perfsim, a timing simulator, and the Cityscapes validation sets. The proposed network can process an image with 640 x 480 resolution for 6.67 ms, so six cameras can be used to identify the surroundings of the vehicle as 20 frame per second (FPS). In addition, it achieves 73.1% mean intersection over union (mIoU) which is the highest recognition rate among embedded networks on the Cityscapes validation set.

Keywords: Edge network, embedded network, MMA, matrix multiplication accelerator and semantic segmentation network.

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Authors: Deepthi Narayan, Srikanta Murthy K., G. Hemantha Kumar

Abstract:

Graph based image segmentation techniques are considered to be one of the most efficient segmentation techniques which are mainly used as time & space efficient methods for real time applications. How ever, there is need to focus on improving the quality of segmented images obtained from the earlier graph based methods. This paper proposes an improvement to the graph based image segmentation methods already described in the literature. We contribute to the existing method by proposing the use of a weighted Euclidean distance to calculate the edge weight which is the key element in building the graph. We also propose a slight modification of the segmentation method already described in the literature, which results in selection of more prominent edges in the graph. The experimental results show the improvement in the segmentation quality as compared to the methods that already exist, with a slight compromise in efficiency.

Keywords: Graph based image segmentation, threshold, Weighted Euclidean distance.

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Authors: Veronica Diaz Quezada

Abstract:

In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.

Keywords: Engineering education, errors, limits, mathematics competences, problem solving.

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Authors: Min Ah Kang, Sangbae Jeong, Minsoo Hahn

Abstract:

This paper presents the source extraction system which can extract only target signals with constraints on source localization in on-line systems. The proposed system is a kind of methods for enhancing a target signal and suppressing other interference signals. But, the performance of proposed system is superior to any other methods and the extraction of target source is comparatively complete. The method has a beamforming concept and uses an improved time-frequency (TF) mask-based BSS algorithm to separate a target signal from multiple noise sources. The target sources are assumed to be in front and test data was recorded in a reverberant room. The experimental results of the proposed method was evaluated by the PESQ score of real-recording sentences and showed a noticeable speech enhancement.

Keywords: Beam forming, Non-stationary noise reduction, Source separation, TF mask.

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Authors: Sudipta Majumdar

Abstract:

This paper presents a method for identification of a linear time invariant (LTI) autonomous all pole system using singular value decomposition. The novelty of this paper is two fold: First, MUSIC algorithm for estimating complex frequencies from real measurements is proposed. Secondly, using the proposed algorithm, we can identify the coefficients of differential equation that determines the LTI system by switching off our input signal. For this purpose, we need only to switch off the input, apply our complex MUSIC algorithm and determine the coefficients as symmetric polynomials in the complex frequencies. This method can be applied to unstable system and has higher resolution as compared to time series solution when, noisy data are used. The classical performance bound, Cramer Rao bound (CRB), has been used as a basis for performance comparison of the proposed method for multiple poles estimation in noisy exponential signal.

Keywords: MUSIC algorithm, Cramer Rao bound, frequency estimation.

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Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker

Abstract:

Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.

Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.

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Authors: Ling Liu, Yuan Ye

Abstract:

In this paper, a discrete-time SIR epidemic model with nonlinear incidence rate, time delays and impulses is investigated. Sufficient conditions for the existence and uniqueness of periodic solutions are obtained by using contraction theorem and inequality techniques. An example is employed to illustrate our results.

Keywords: Discrete-time SIR epidemic model, time delay, nonlinear incidence rate, impulse.

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Authors: Sitalakshmi Venkataraman

Abstract:

Recent scientific investigations indicate that multimodal biometrics overcome the technical limitations of unimodal biometrics, making them ideally suited for everyday life applications that require a reliable authentication system. However, for a successful adoption of multimodal biometrics, such systems would require large heterogeneous datasets with complex multimodal fusion and privacy schemes spanning various distributed environments. From experimental investigations of current multimodal systems, this paper reports the various issues related to speed, error-recovery and privacy that impede the diffusion of such systems in real-life. This calls for a robust mechanism that caters to the desired real-time performance, robust fusion schemes, interoperability and adaptable privacy policies. The main objective of this paper is to present a framework that addresses the abovementioned issues by leveraging on the heterogeneous resource sharing capacities of Grid services and the efficient machine learning capabilities of artificial neural networks (ANN). Hence, this paper proposes a Grid-based neural network framework for adopting multimodal biometrics with the view of overcoming the barriers of performance, privacy and risk issues that are associated with shared heterogeneous multimodal data centres. The framework combines the concept of Grid services for reliable brokering and privacy policy management of shared biometric resources along with a momentum back propagation ANN (MBPANN) model of machine learning for efficient multimodal fusion and authentication schemes. Real-life applications would be able to adopt the proposed framework to cater to the varying business requirements and user privacies for a successful diffusion of multimodal biometrics in various day-to-day transactions.

Keywords: Back Propagation, Grid Services, MultimodalBiometrics, Neural Networks.

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Authors: Wei Lo, Ming-En Kuo

Abstract:

While to minimize the overall project cost is always one of the objectives of construction managers, to obtain the maximum economic return is definitely one the ultimate goals of the project investors. As there is a trade-off relationship between the project time and cost, and the project delivery time directly affects the timing of economic recovery of an investment project, to provide a method that can quantify the relationship between the project delivery time and cost, and identify the optimal delivery time to maximize economic return has always been the focus of researchers and industrial practitioners. Using genetic algorithms, this study introduces an optimization model that can quantify the relationship between the project delivery time and cost and furthermore, determine the optimal delivery time to maximize the economic return of the project. The results provide objective quantification for accurately evaluating the project delivery time and cost, and facilitate the analysis of the economic return of a project.

Keywords: Time-Cost Trade-Off, Genetic Algorithms, Resource Integration, Economic return.

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Authors: Rusliza Ahmad, Harun Budin

Abstract:

This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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Authors: Elsheikh Asser

Abstract:

Time and cost are the main goals of the construction project management. The first schedule developed may not be a suitable schedule for beginning or completing the project to achieve the target completion time at a minimum total cost. In general, there are trade-offs between time and cost (TCT) to complete the activities of a project. This research presents genetic algorithms (GAs) multiobjective model for project scheduling considering different scenarios such as least cost, least time, and target time.

Keywords: Genetic algorithms, Time-cost trade-off.

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Authors: Moohyun Lee, Soojung Hur, Yongwan Park

Abstract:

We propose obstacle classification method based on 2D LIDAR Database. The existing obstacle classification method based on 2D LIDAR, has an advantage in terms of accuracy and shorter calculation time. However, it was difficult to classifier the type of obstacle and therefore accurate path planning was not possible. In order to overcome this problem, a method of classifying obstacle type based on width data of obstacle was proposed. However, width data was not sufficient to improve accuracy. In this paper, database was established by width and intensity data; the first classification was processed by the width data; the second classification was processed by the intensity data; classification was processed by comparing to database; result of obstacle classification was determined by finding the one with highest similarity values. An experiment using an actual autonomous vehicle under real environment shows that calculation time declined in comparison to 3D LIDAR and it was possible to classify obstacle using single 2D LIDAR.

Keywords: Obstacle, Classification, LIDAR, Segmentation, Width, Intensity, Database.

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Authors: Shiuh-Jer Huang, Yu-Sheng Hsu

Abstract:

On-board available parking space detecting system, parking trajectory planning and tracking control mechanism are the key components of vehicle backward auto-parking system. Firstly, pair of ultrasonic sensors is installed on each side of vehicle body surface to detect the relative distance between ego-car and surrounding obstacle. The dimension of a found empty space can be calculated based on vehicle speed and the time history of ultrasonic sensor detecting information. This result can be used for constructing the 2D vehicle environmental map and available parking type judgment. Finally, the auto-parking controller executes the on-line optimal parking trajectory planning based on this 2D environmental map, and monitors the real-time vehicle parking trajectory tracking control. This low cost auto-parking system was tested on a model car.

Keywords: Vehicle auto-parking, parking space detection, parking path tracking, intelligent fuzzy controller.

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Authors: Swadhin Ku. Mishra, Sidhartha Panda, Simanchala Padhy, C. Ardil

Abstract:

In this paper, real-coded genetic algorithm (RCGA) optimization technique has been applied for large-scale linear dynamic multi-input-multi-output (MIMO) system. The method is based on error minimization technique where the integral square error between the transient responses of original and reduced order models has been minimized by RCGA. The reduction procedure is simple computer oriented and the approach is comparable in quality with the other well-known reduction techniques. Also, the proposed method guarantees stability of the reduced model if the original high-order MIMO system is stable. The proposed approach of MIMO system order reduction is illustrated with the help of an example and the results are compared with the recently published other well-known reduction techniques to show its superiority.

Keywords: Multi-input-multi-output (MIMO) system.Modelorder reduction. Integral squared error (ISE). Real-coded geneticalgorithm

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Authors: M. Mohemmed Sha, T. Manesh, A. Mohamed Mustaq Ahmed

Abstract:

In this corporate world, the technology of Web services has grown rapidly and its significance for the development of web based applications gradually rises over time. The success of Business to Business integration rely on finding novel partners and their services in a global business environment. However, the selection of the most suitable Web service from the list of services with the identical functionality is more vital. The satisfaction level of the customer and the provider’s reputation of the Web service are primarily depending on the range it reaches the customer’s requirements. In most cases, the customer of the Web service feels that he is spending for the service which is undelivered. This is because the customer always thinks that the real functionality of the web service is not reached. This will lead to change of the service frequently. In this paper, a framework is proposed to evaluate the Quality of Service (QoS) and its cost that makes the optimal correlation between each other. In addition, this research work proposes some management decision against the functional deviancy of the web service that is guaranteed at time of selection.

Keywords: Web service, service level agreement, quality of a service, cost of a service, QoS, CoS, SOA, WSLA, WsRF.

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Authors: H. Mhamdi, N. Hamrouni, A. Temimi, M. Bouhlel

Abstract:

In this article, we expose our research work in Human-machine Interaction. The research consists in manipulating the workspace by eyes. We present some of our results, in particular the detection of eyes and the mouse actions recognition. Indeed, the handicaped user becomes able to interact with the machine in a more intuitive way in diverse applications and contexts. To test our application we have chooses to work in real time on videos captured by a camera placed in front of the user.

Keywords: Computer vision, Face and Eyes Detection, Mouse pointer recognition.

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Authors: Nor Asrina Binti Ramlee

Abstract:

Voltage sag, voltage swell, high-frequency noise and voltage transients are kinds of disturbances in power quality. They are also known as power quality events. Equipment used in the industry nowadays has become more sensitive to these events with the increasing complexity of equipment. This leads to the importance of distributing clean power quality to the consumer. To provide better service, the best analysis on power quality is very vital. Thus, this paper presents the events detection focusing on voltage sag and swell. The method is developed by applying time domain signal analysis using wavelet transform approach in MATLAB. Four types of mother wavelet namely Haar, Dmey, Daubechies, and Symlet are used to detect the events. This project analyzed real interrupted signal obtained from 22 kV transmission line in Skudai, Johor Bahru, Malaysia. The signals will be decomposed through the wavelet mothers. The best mother is the one that is capable to detect the time location of the event accurately.

Keywords: Power quality, voltage sag, voltage swell, wavelet transform.

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Authors: Sheng-Ming Huang, Nan-Chyuan Tsai, Chih-Che Lin, Chun-Chi Lin

Abstract:

An innovative design for intelligent Chemical Mechanical Polishing (CMP) system is proposed and verified by experiments in this report. On-line measurement and real-time feedback are integrated to eliminate the shortcomings of traditional approaches, e.g., the batch-to-batch discrepancy of required polishing time, over consumption of chemical slurry, and non-uniformity across the wafer. The major advantage of the proposed method is that the finish of local surface roughness can be consistent, no matter where the inner-ring region or outer-ring region is concerned. Secondly, it is able to eliminate the Edge effect. Conventionally, the interfacial induced stress near the wafer edge is generally much higher than that near the wafer center. At last, by using the proposed intelligent chemical mechanical polishing strategy, the cost of the entire machining cycle can be much reduced while the quality of the finished goods certainly upgraded.

Keywords: Chemical Mechanical Polishing, Active Magnetic Actuator, On-Line Measurement.

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Authors: S. V. Yendiyarov

Abstract:

Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.

Keywords: Pattern recognition, optimal control, quadratic programming, dynamic programming, dynamic time warping, sintering control.

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Authors: O. Shiman, V. Gerbreders, E. Sledevskis, A. Bulanovs, V.Pashkevich

Abstract:

The selective wet-etching of amorphous and crystalline region of Sb20Se80 thin films was carried out using organic based solution e.g. amines. We report the development of an in situ real-time method to study the wet chemical etching process of thin films. Characterization of the structure and surface of films studied by X-ray diffraction, SEM and EBSD methods has been done and potential application suggested.

Keywords: amorphous and crystalline phases, chalcogenide thinfilm, etching process

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Authors: Kiwon Rhee, Kyung-Jin You, Hyun-Chool Shin

Abstract:

This paper proposes a method of remotely controlling robots with arm gestures using surface electromyography (EMG) and accelerometer sensors attached to the operator’s wrists. The EMG and accelerometer sensors receive signals from the arm gestures of the operator and infer the corresponding movements to execute the command to control the robot. The movements of the robot include moving forward and backward and turning left and right. The accuracy is over 99% and movements can be controlled in real time.

Keywords: EMG, accelerometer, K-nn, entropy.

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Authors: Muhammad Tahir Qadri, M. Irfan Anis, M. Nawaz Irshad Khan

Abstract:

This paper discusses the approach of real-time controlling of the energy management system using the data acquisition tool of LabVIEW. The main idea of this inspiration was to interface the Station (PC) with the system and publish the data on internet using LabVIEW. In this venture, controlling and switching of 3 phase AC loads are effectively and efficiently done. The phases are also sensed through devices. In case of any failure the attached generator starts functioning automatically. The computer sends command to the system and system respond to the request. The modern feature is to access and control the system world-wide using world wide web (internet). This controlling can be done at any time from anywhere to effectively use the energy especially in developing countries where energy management is a big problem. In this system totally integrated devices are used to operate via remote location.

Keywords: VI-server, Remote Access, Telemetry, Data Acquisition, web server.

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Authors: A. K. Al-Othman, Nabil A. Ahmed, A. M. Al-Kandari, H. K. Ebraheem

Abstract:

Selective harmonic elimination-pulse width modulation techniques offer a tight control of the harmonic spectrum of a given voltage waveform generated by a power electronic converter along with a low number of switching transitions. Traditional optimization methods suffer from various drawbacks, such as prolonged and tedious computational steps and convergence to local optima; thus, the more the number of harmonics to be eliminated, the larger the computational complexity and time. This paper presents a novel method for output voltage harmonic elimination and voltage control of PWM AC/AC voltage converters using the principle of hybrid Real-Coded Genetic Algorithm-Pattern Search (RGA-PS) method. RGA is the primary optimizer exploiting its global search capabilities, PS is then employed to fine tune the best solution provided by RGA in each evolution. The proposed method enables linear control of the fundamental component of the output voltage and complete elimination of its harmonic contents up to a specified order. Theoretical studies have been carried out to show the effectiveness and robustness of the proposed method of selective harmonic elimination. Theoretical results are validated through simulation studies using PSIM software package.

Keywords: PWM, AC/AC voltage converters, selectiveharmonic elimination, direct search method, pattern search method, Real-coded Genetic algorithms, evolutionary algorithms andoptimization.

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Authors: M. T. Yazdani Sabouni, Rasaratnam Logendran

Abstract:

We consider a typical problem in the assembly of printed circuit boards (PCBs) in a two-machine flow shop system to simultaneously minimize the weighted sum of weighted tardiness and weighted flow time. The investigated problem is a group scheduling problem in which PCBs are assembled in groups and the interest is to find the best sequence of groups as well as the boards within each group to minimize the objective function value. The type of setup operation between any two board groups is characterized as carryover sequence-dependent setup time, which exactly matches with the real application of this problem. As a technical constraint, all of the boards must be kitted before the assembly operation starts (kitting operation) and by kitting staff. The main idea developed in this paper is to completely eliminate the role of kitting staff by assigning the task of kitting to the machine operator during the time he is idle which is referred to as integration of internal (machine) and external (kitting) setup times. Performing the kitting operation, which is a preparation process of the next set of boards while the other boards are currently being assembled, results in the boards to continuously enter the system or have dynamic arrival times. Consequently, a dynamic PCB assembly system is introduced for the first time in the assembly of PCBs, which also has characteristics similar to that of just-in-time manufacturing. The problem investigated is computationally very complex, meaning that finding the optimal solutions especially when the problem size gets larger is impossible. Thus, a heuristic based on Genetic Algorithm (GA) is employed. An example problem on the application of the GA developed is demonstrated and also numerical results of applying the GA on solving several instances are provided.

Keywords: Genetic algorithm, Dynamic PCB assembly, Carryover sequence-dependent setup times, Multi-objective.

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Authors: Won-Ho Kim

Abstract:

In this paper, a design of H.263 based wireless video transceiver is presented for wireless camera system. It uses standard WIFI transceiver and the covering area is up to 100m. Furthermore the standard H.263 video encoding technique is used for video compression since wireless video transmitter is unable to transmit high capacity raw data in real time and the implemented system is capable of streaming at speed of less than 1Mbps using NTSC 720x480 video.

Keywords: Digital signal processing, H.263 video encoder, surveillance camera, wireless video transceiver.

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Authors: Sunil Patel, Pallab Maji

Abstract:

To study the effect of adversarial attack environment must be controlled. Autonomous driving includes mainly 5 phases sense, perceive, map, plan, and drive. Autonomous vehicles sense their surrounding with the help of different sensors like cameras, radars, and lidars. Deep learning techniques are considered Blackbox and found to be vulnerable to adversarial attacks. In this research, we study the effect of the various known adversarial attacks with the help of the Unreal Engine-based, high-fidelity, real-time raytraced simulated environment. The goal of this experiment is to find out if adversarial attacks work in moving vehicles and if an unknown network may be targeted. We discovered that the existing Blackbox and Whitebox attacks have varying effects on different traffic signs. We observed that attacks that impair detection in static scenarios do not have the same effect on moving vehicles. It was found that some adversarial attacks with hardly noticeable perturbations entirely blocked the recognition of certain traffic signs. We observed that the daylight condition has a substantial impact on the model's performance by simulating the interplay of light on traffic signs. Our findings have been found to closely resemble outcomes encountered in the real world.

Keywords: Adversarial attack simulation, computer simulation, ray-traced environment, realistic simulation, unreal engine.

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Authors: Yong-can Cao, Wei-dong Zhang

Abstract:

To deal with random delays in Networked Control System (NCS), Modified Fuzzy PID Controller is introduced in this paper to implement real-time control adaptively. Via adjusting the control signal dynamically, the system performance is improved. In this paper, the design process and the ultimate simulation results are represented. Finally, examples and corresponding comparisons prove the significance of this method.

Keywords: Fuzzy Control, Networked Control System, PID, Random Delays

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Authors: Hyung-Keun Jee, Sung-Uk Jung, Jang-Hee Yoo

Abstract:

To increase reliability of face recognition system, the system must be able to distinguish real face from a copy of face such as a photograph. In this paper, we propose a fast and memory efficient method of live face detection for embedded face recognition system, based on the analysis of the movement of the eyes. We detect eyes in sequential input images and calculate variation of each eye region to determine whether the input face is a real face or not. Experimental results show that the proposed approach is competitive and promising for live face detection.

Keywords: Liveness Detection, Eye detection, SQI.

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Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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