Search results for: Physical based model

Authors: Thang Manh Hoang

Abstract:

Recent research result has shown that two multidelay feedback systems can synchronize each other under different schemes, i.e. lag, projective-lag, anticipating, or projectiveanticipating synchronization. There, the driving signal is significantly complex due that it is constituted by multiple nonlinear transformations of delayed state variable. In this paper, a secure communication model is proposed based on synchronization of coupled multidelay feedback systems, in which the plain signal is mixed with a complex signal at the transmitter side and it is precisely retrieved at the receiver side. The effectiveness of the proposed model is demonstrated and verified in the specific example, where the message signal is masked directly by the complex signal and security is examined under the breaking method of power spectrum analysis.

Keywords: chaos synchronization, time-delayed system, chaosbasedsecure communications

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Authors: Tadahiro Wada, Hiroyuki Hanyu

Abstract:

In this study, to clarify the effectiveness of an aluminum/chromium/tungsten-based-coated tool for cutting sintered steel, tool wear was experimentally investigated. The sintered steel was turned with the (Al60,Cr25,W15)N-, (Al60,Cr25,W15)(C,N)- and (Al64,Cr28,W8)(C,N)-coated cemented carbide tools according to the physical vapor deposition (PVD) method. Moreover, the tool wear of the aluminum/chromium/tungsten-based-coated item was compared with that of the (Al,Cr)N coated tool. Furthermore, to clarify the tool wear mechanism of the aluminum/chromium/tungsten-coating film for cutting sintered steel, Scanning Electron Microscope observation and Energy Dispersive x-ray Spectroscopy mapping analysis were conducted on the abraded surface. The following results were obtained: (1) The wear progress of the (Al64,Cr28,W8)(C,N)-coated tool was the slowest among that of the five coated tools. (2) Adding carbon (C) to the aluminum/chromium/tungsten-based-coating film was effective for improving the wear-resistance. (3) The main wear mechanism of the (Al60,Cr25,W15)N-, the (Al60,Cr25,W15)(C,N)- and the (Al64,Cr28,W8)(C,N)-coating films was abrasive wear.

Keywords: Cutting, physical vapor deposition coating method, tool wear, tool wear mechanism, sintered steel.

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Authors: S. Bouharati, I. Bouharati, C. Benzidane, F. Alleg, M. Belmahdi

Abstract:

Sensors possess several properties of physical measures. Whether devices that convert a sensed signal into an electrical signal, chemical sensors and biosensors, thus all these sensors can be considered as an interface between the physical and electrical equipment. The problem is the analysis of the multitudes of saved settings as input variables. However, they do not all have the same level of influence on the outputs. In order to identify the most sensitive parameters, those that can guide users in gathering information on the ground and in the process of model calibration and sensitivity analysis for the effect of each change made. Mathematical models used for processing become very complex. In this paper a fuzzy rule-based system is proposed as a solution for this problem. The system collects the available signals information from sensors. Moreover, the system allows the study of the influence of the various factors that take part in the decision system. Since its inception fuzzy set theory has been regarded as a formalism suitable to deal with the imprecision intrinsic to many problems. At the same time, fuzzy sets allow to use symbolic models. In this study an example was applied for resolving variety of physiological parameters that define human health state. The application system was done for medical diagnosis help. The inputs are the signals expressed the cardiovascular system parameters, blood pressure, Respiratory system paramsystem was done, it will be able to predict the state of patient according any input values.

Keywords: Sensors, Sensivity, fuzzy logic, analysis, physiological parameters, medical diagnosis.

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Authors: Mohammad Shaifur Rahman, Jung Hyun Lee, Youngil Park, Ki-Doo Kim

Abstract:

In this paper, an overview of the radio over fiber (RoF) technology is provided. Obstacles for reducing the capital and operational expenses in the existing systems are discussed in various perspectives. Some possible RoF deployment scenarios for WiMAX data transmission are proposed as a means for capital and operational expenses reduction. IEEE 802.16a standard based end-to-end physical layer model is simulated including intensity modulated direct detection RoF technology. Finally the feasibility of RoF technology to carry WiMAX signals between the base station and the remote antenna units is demonstrated using the simulation results.

Keywords: IMDD, Radio over Fiber, Remote Antenna Unit, WiMAX.

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Authors: Gaurav Kumar, Rakesh Kumar Bajaj

Abstract:

The applicability of Net Present Value (NPV) in an investment project is becoming more and more popular in the field of engineering economics. The classical NPV methodology involves only the precise and accurate data of the investment project. In the present communication, we give a new mathematical model for NPV which uses the concept of intuitionistic fuzzy set theory. The proposed model is based on triangular intuitionistic fuzzy number, which may be known as Intuitionistic Fuzzy Net Present Value (IFNPV). The model has been applied to an example and the results are presented.

Keywords: Net Present Value, Intuitionistic Fuzzy Set, Investment Projects.

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Authors: M.Sujaritha, S. Annadurai

Abstract:

An adaptive spatial Gaussian mixture model is proposed for clustering based color image segmentation. A new clustering objective function which incorporates the spatial information is introduced in the Bayesian framework. The weighting parameter for controlling the importance of spatial information is made adaptive to the image content to augment the smoothness towards piecewisehomogeneous region and diminish the edge-blurring effect and hence the name adaptive spatial finite mixture model. The proposed approach is compared with the spatially variant finite mixture model for pixel labeling. The experimental results with synthetic and Berkeley dataset demonstrate that the proposed method is effective in improving the segmentation and it can be employed in different practical image content understanding applications.

Keywords: Adaptive; Spatial, Mixture model, Segmentation, Color.

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Authors: J. Junk, M. Eickermann

Abstract:

The Small Hive Beetle, Aethina tumida (Coleoptera: Nitidulidae) is a parasite for honey bee colonies, Apis mellifera, and was recently introduced to the European continent, accidentally. Based on the literature, a model was developed by using regional meteorological variables (daily values of minimum, maximum and mean air temperature as well as mean soil temperature at 50 mm depth) to calculate the time-point of hive invasion by A. tumida in springtime, the development duration of pupae as well as the number of generations of A. tumida per year. Luxembourg was used as a test region for our model for 2005 to 2013. The model output indicates a successful surviving of the Small Hive Beetle in Luxembourg with two up to three generations per year. Additionally, based on our meteorological data sets a first migration of SHB to apiaries can be expected from mid of March up to April. Our approach can be transferred easily to other countries to estimate the risk potential for a successful introduction and spreading of A. tumida in Western Europe.

Keywords: Aethina tumida, air temperature, larval development, soil temperature.

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Authors: Shiraz Ahmad, Zhe-Ming Lu

Abstract:

An effective visual error concealment method has been presented by employing a robust rotation, scale, and translation (RST) invariant partial patch matching model (RSTI-PPMM) and exemplar-based inpainting. While the proposed robust and inherently feature-enhanced texture synthesis approach ensures the generation of excellent and perceptually plausible visual error concealment results, the outlier pruning property guarantees the significant quality improvements, both quantitatively and qualitatively. No intermediate user-interaction is required for the pre-segmented media and the presented method follows a bootstrapping approach for an automatic visual loss recovery and the image and video error concealment.

Keywords: Exemplar-based image and video inpainting, outlierpruning, RST-invariant partial patch matching model (RSTI-PPMM), visual error concealment.

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Authors: Rossella Arcucci, Luisa D’Amore, Simone Celestino, Giuseppe Scotti, Giuliano Laccetti

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This work is the first dowel in a rather wide research activity in collaboration with Euro Mediterranean Center for Climate Changes, aimed at introducing scalable approaches in Ocean Circulation Models. We discuss designing and implementation of a parallel algorithm for solving the Variational Data Assimilation (DA) problem on Graphics Processing Units (GPUs). The algorithm is based on the fully scalable 3DVar DA model, previously proposed by the authors, which uses a Domain Decomposition approach (we refer to this model as the DD-DA model). We proceed with an incremental porting process consisting of 3 distinct stages: requirements and source code analysis, incremental development of CUDA kernels, testing and optimization. Experiments confirm the theoretic performance analysis based on the so-called scale up factor demonstrating that the DD-DA model can be suitably mapped on GPU architectures.

Keywords: Data Assimilation, Parallel Algorithm, GPU architectures, Ocean Models.

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Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: Analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges.

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Authors: Nina Robson, Kenneth John Faller II, Vishalkumar Ahir, Mustafa Mhawesh, Reza Langari

Abstract:

This paper describes the development of a model of an impaired human arm performing a reaching motion, which will be used to predict hand path trajectories for people with reduced arm joint mobility. Assuming that the arm was in contact with a surface during the entire movement, the contact conditions at the initial and final task locations were determined and used to generate the entire trajectory. The model was validated by comparing it to experimental data, which simulated an arm joint impairment by physically constraining the joint motion with a brace. Future research will include using the model in the development of physical training protocols that avoid early recruitment of “healthy” Degrees-Of-Freedom (DOF) for reaching motions, thus facilitating an Active Range-Of-Motion Recovery (AROM) for a particular impaired joint.

Keywords: Higher order kinematic specifications, human motor coordination, impaired movement, kinematic synthesis.

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Authors: Balasundaram Prasaant, Ploix Stephane, Delinchant Benoit, Muresan Cristian

Abstract:

Hardware in Loop (HIL) testing is done to test and validate a particular product especially in building technology. When it comes to building technology, it is more important to test the products for their efficiency. The test rig in the HIL simulator may contribute to some uncertainties on measured efficiency. The uncertainties include physical uncertainties and scenario-based uncertainties. In this paper, a simple uncertainty analysis framework for an HIL setup is shown considering only the physical uncertainties. The entire modeling of the HIL setup is done in Dymola. The uncertain sources are considered based on available knowledge of the components and also on expert knowledge. For the propagation of uncertainty, Monte Carlo Simulation is used since it is the most reliable and easy to use. In this article it is shown how an HIL setup can be modeled and how uncertainty propagation can be performed on it. Such an approach is not common in building energy analysis.

Keywords: Energy in Buildings, Hardware in Loop, Modelica (Dymola), Monte Carlo Simulation, Uncertainty Propagation.

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Authors: Mihails Kulikovs, Ernests Petersons

Abstract:

Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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Authors: Sepideh Fazeli, Fariba Bahrami

Abstract:

Investigating language acquisition is one of the most challenging problems in the area of studying language. Syllable learning as a level of language acquisition has a considerable significance since it plays an important role in language acquisition. Because of impossibility of studying language acquisition directly with children, especially in its developmental phases, computer models will be useful in examining language acquisition. In this paper a computer model of early language learning for syllable learning is proposed. It is guided by a conceptual model of syllable learning which is named Directions Into Velocities of Articulators model (DIVA). The computer model uses simple associational and reinforcement learning rules within neural network architecture which are inspired by neuroscience. Our simulation results verify the ability of the proposed computer model in producing phonemes during babbling and early speech. Also, it provides a framework for examining the neural basis of language learning and communication disorders.

Keywords: Brain modeling, computer models, language acquisition, reinforcement learning.

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Authors: J.W. Xiang, M. Liang

Abstract:

This paper presents a method to detect multiple cracks based on frequency information. When a structure is subjected to dynamic or static loads, cracks may develop and the modal frequencies of the cracked structure may change. To detect cracks in a structure, we construct a high precision wavelet finite element (EF) model of a certain structure using the B-spline wavelet on the interval (BSWI). Cracks can be modeled by rotational springs and added to the FE model. The crack detection database will be obtained by solving that model. Then the crack locations and depths can be determined based on the frequency information from the database. The performance of the proposed method has been numerically verified by a rotor example.

Keywords: Rotor, frequency measurement, multiple cracks, wavelet finite element method, identification.

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Authors: T. Sakamoto, N. Hori

Abstract:

A multi-rate discrete-time model, whose response agrees exactly with that of a continuous-time original at all sampling instants for any sampling periods, is developed for a linear system, which is assumed to have multiple real eigenvalues. The sampling rates can be chosen arbitrarily and individually, so that their ratios can even be irrational. The state space model is obtained as a combination of a linear diagonal state equation and a nonlinear output equation. Unlike the usual lifted model, the order of the proposed model is the same as the number of sampling rates, which is less than or equal to the order of the original continuous-time system. The method is based on a nonlinear variable transformation, which can be considered as a generalization of linear similarity transformation, which cannot be applied to systems with multiple eigenvalues in general. An example and its simulation result show that the proposed multi-rate model gives exact responses at all sampling instants.

Keywords: Multi-rate discretization, linear systems, triangularization, similarity transformation, diagonalization, exponential transformation, multiple eigenvalues

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Authors: Asaiel Alohaly

Abstract:

A theoretical framework for corporate governance is needed to bridge the gap between the corporate governance of private companies and State-Owned Enterprises (SOEs). The two dominant models, being shareholder and stakeholder, do not always address the specific requirements and challenges posed by ‘hybrid’ companies; namely, previously national bodies that have been privatised while the government retains significant control or holds a majority of shares. Thus, an exploratory theoretical study is needed to identify how ‘hybrid’ companies should be defined and why the state model should be acknowledged since it is the less conspicuous model in comparison with the shareholder and stakeholder models. This research focuses on the state model of corporate governance to understand the complex ownership, control pattern, goals, and corporate governance of these hybrid companies. The significance of this research lies in the fact that there is a limited available publication on the state model. This research argues for the state model, which proceeds from an understanding of the institutionally embedded characteristics of hybrid companies, where the government as a shareholder, is either a majority of the total shares, or has been granted power based on the rule of law; the company bylaws.

Keywords: Corporate governance, control, shareholders, state model.

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Authors: Porntip Ruengtam

Abstract:

This article is an extension of previous research presenting the relevant factors related to environmental perceptions, residential community, and the design of a healing environment, which have effects on the well-being and requirements of Thai elderly. Research methodology began with observations and interviews in three case studies in terms of the management processes and environment design of similar existing projects in Thailand. The interview results were taken to summarize with related theories and literature. A questionnaire survey was designed for data collection to confirm the factors of requirements in a residential community intended for the Thai elderly. A structural equation model (SEM) was formulated to explain the cause-effect factors for the requirements of a residential community for Thai elderly. The research revealed that the requirements of a residential community for Thai elderly were classified into three groups when utilizing a technique for exploratory factor analysis. The factors were comprised of (1) requirements for general facilities and activities, (2) requirements for facilities related to health and security, and (3) requirements for facilities related to physical exercise in the residential community. The results from the SEM showed the background of elderly people had a direct effect on their requirements for a residential community from various aspects. The results should lead to the formulation of policies for design and management of residential communities for the elderly in order to enhance quality of life as well as both the physical and mental health of the Thai elderly.

Keywords: Elderly, environmental design, residential community, structural equation modeling.

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Authors: Kyoung-Mi Lee, Youn-Mi Lee

Abstract:

This paper proposes a way to track persons by making use of multiple non-overlapping cameras. Tracking persons on multiple non-overlapping cameras enables data communication among cameras through the network connection between a camera and a computer, while at the same time transferring human feature data captured by a camera to another camera that is connected via the network. To track persons with a camera and send the tracking data to another camera, the proposed system uses a hierarchical human model that comprises a head, a torso, and legs. The feature data of the person being modeled are transferred to the server, after which the server sends the feature data of the human model to the cameras connected over the network. This enables a camera that captures a person's movement entering its vision to keep tracking the recognized person with the use of the feature data transferred from the server.

Keywords: Person tracking, human model, networked cameras, vision-based surveillance.

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Authors: Zhang Linan, Jihwan Song, Dongchoul Kim

Abstract:

In this study, a three-dimensional haptotaxis model to simulate the migration of a population of cancer cells has been proposed. The invasion of cancer cells is related with the hapto-attractant and the effect of the interface energies between the cells and the ECM. The diffuse interface model, which incorporates the haptotaxis mechanism and interface energies, is employed. The semi-implicit Fourier spectral scheme is adopted for efficient evaluation of the simulation. The simulation results thoroughly reveal the dynamics of cancer-cell migration.

Keywords: Haptotaxis, Cancer Cells, Cell Migration, Interface Energy, Diffuse Interface Model

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Authors: Ahmed K. Hasan, A. A. Zaidan, Anas Majeed, B. B. Zaidan, Rosli Salleh, Omar Zakaria, Ali Zuheir

Abstract:

Wireless mesh networks based on IEEE 802.11 technology are a scalable and efficient solution for next generation wireless networking to provide wide-area wideband internet access to a significant number of users. The deployment of these wireless mesh networks may be within different authorities and without any planning, they are potentially overlapped partially or completely in the same service area. The aim of the proposed model is design a new model to Enhancement Throughput of Unplanned Wireless Mesh Networks Deployment Using Partitioning Hierarchical Cluster (PHC), the unplanned deployment of WMNs are determinates there performance. We use throughput optimization approach to model the unplanned WMNs deployment problem based on partitioning hierarchical cluster (PHC) based architecture, in this paper the researcher used bridge node by allowing interworking traffic between these WMNs as solution for performance degradation.

Keywords: Wireless Mesh Networks, 802.11s Internetworking, partitioning Hierarchical Cluste.

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Authors: A.V.Naresh Babu, S.Sivanagaraju, Ch.Padmanabharaju, T.Ramana

Abstract:

The interline power flow controller (IPFC) is one of the latest generation flexible AC transmission systems (FACTS) controller used to control power flows of multiple transmission lines. This paper presents a mathematical model of IPFC, termed as power injection model (PIM). This model is incorporated in Newton- Raphson (NR) power flow algorithm to study the power flow control in transmission lines in which IPFC is placed. A program in MATLAB has been written in order to extend conventional NR algorithm based on this model. Numerical results are carried out on a standard 2 machine 5 bus system. The results without and with IPFC are compared in terms of voltages, active and reactive power flows to demonstrate the performance of the IPFC model.

Keywords: flexible AC transmission systems (FACTS), interline power flow controller (IPFC), power injection model (PIM), power flow control.

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Authors: Devdutt

Abstract:

In this paper, passenger seat vibration control of an active quarter car model under random road excitations is considered. The designed ANFIS and Summing ANFIS PID controllers are assembled in primary suspension system of quarter car model. Simulation work is performed in time and frequency domain to obtain passenger seat acceleration and displacement responses. Simulation results show that Summing ANFIS PID based controller is highly suitable to suppress the road induced vibrations in quarter car model to achieve desired passenger ride comfort and safety compared to ANFIS and passive system.

Keywords: Quarter car model, Active suspension system, Summing ANFIS PID controller, Passenger ride comfort.

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Authors: Rafat Alshorman, Walter Hussak

Abstract:

Most of the concurrent transactional protocols consider serializability as a correctness criterion of the transactions execution. Usually, the proof of the serializability relies on mathematical proofs for a fixed finite number of transactions. In this paper, we introduce a protocol to deal with an infinite number of transactions which are iterated infinitely often. We specify serializability of the transactions and the protocol using a specification language based on temporal logics. It is worthwhile using temporal logics such as LTL (Lineartime Temporal Logic) to specify transactions, to gain full automatic verification by using model checkers.

Keywords: Multi-step transactions, LTL specifications, Model Checking.

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Authors: Yung-Yuan Hsu

Abstract:

The primary objective of this paper was to construct a “kinematic parameter-independent modeling of three-axis machine tools for geometric error measurement" technique. Improving the accuracy of the geometric error for three-axis machine tools is one of the machine tools- core techniques. This paper first applied the traditional method of HTM to deduce the geometric error model for three-axis machine tools. This geometric error model was related to the three-axis kinematic parameters where the overall errors was relative to the machine reference coordinate system. Given that the measurement of the linear axis in this model should be on the ideal motion axis, there were practical difficulties. Through a measurement method consolidating translational errors and rotational errors in the geometric error model, we simplified the three-axis geometric error model to a kinematic parameter-independent model. Finally, based on the new measurement method corresponding to this error model, we established a truly practical and more accurate error measuring technique for three-axis machine tools.

Keywords: Three-axis machine tool, Geometric error, HTM, Error measuring

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Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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Authors: Kahil Amar, Meziani Faroudja, Khelil Nacim

Abstract:

The principal objective of this study is the evaluation of the seismic performance of reinforced concrete frame structures, taking into account of the behavior laws, reflecting the real behavior of materials, using CASTEM2000 software. A finite element model used is based in modified Takeda model with Timoshenko elements for columns and beams. This model is validated on a Vecchio experimental reinforced concrete (RC) frame model. Then, a study focused on the behavior of a RC frame with three-level and three-story in order to visualize the positioning the plastic hinge (plastic rotation), determined from the curvature distribution along the elements. The results obtained show that the beams of the 1^st and 2^nd level developed a very large plastic rotations, or these rotations exceed the values corresponding to CP (Collapse prevention with cp q_CP = 0.02 rad), against those developed at the 3^rd level, are between IO and LS (Immediate occupancy and life Safety with q_IO = 0.005 rad and rad q_LS = 0.01 respectively), so the beams of first and second levels submit a very significant damage.

Keywords: Seismic performance, performance level, pushover analysis, plastic rotation, plastic hinge.

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Authors: AbdulLateef A. Olanrewaju, Mohd F. Khamidi, Arazi Idrus

Abstract:

This paper is part of an ongoing research on the development of systemic maintenance management model Malaysian university buildings. In order to achieve this aim, there is a need to develop a performance model against which services are measure. Measuring performance is a significant part of maintenance management service delivery. Maintenance organization needs to know where they are in order to provide user-driven services and to enhance productivity. The aim of this paper is to formulate a template or model for university maintenance organization in Malaysia. The model is based on literature review and survey questionnaire and has been validated. Through grounded theory, this paper developed a 8 points matrix for the university maintenance organizations for measuring and improving their service delivery. The potential of the model is guide and assists towards providing value added service delivery through initiating maintenance according to user value system rather than on the condition of the building.

Keywords: Performance matrix, university buildings, users, maintenance organization

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte

Abstract:

This paper proposes a bioprocess optimization procedure based on Relevance Vector Regression models and evolutionary programming technique. Relevance Vector Regression scheme allows developing a compact and stable data-based process model avoiding time-consuming modeling expenses. The model building and process optimization procedure could be done in a half-automated way and repeated after every new cultivation run. The proposed technique was tested in a simulated mammalian cell cultivation process. The obtained results are promising and could be attractive for optimization of industrial bioprocesses.

Keywords: Bioprocess optimization, Evolutionary programming, Relevance Vector Regression.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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