Search results for: Applied pi calculus
2845 Sufficiency Economy: A Contribution to Economic Development
Authors: Prasopchoke Mongsawad
Abstract:
The Philosophy of Sufficiency Economy, bestowed by His Majesty the King Bhumibol Adulyadej to the people of Thailand, highlights a balanced way of living. Three principles of moderation reasonableness, and immunity, along with the conditions for morality and knowledge, can be applied to any level of the society–from an individual to the nation. The Philosophy of Sufficiency Economy helps address the current development challenges, which are issues on institutions, environmental sustainability, human well-being, and the role of the government.Keywords: Sufficiency Economy, Development Theory, Sustainable Development, Environmental Sustainability, Social Capital, Human Well-Being,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25872844 Implementation of Intuitionistic Fuzzy Approach in Maximizing Net Present Value
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25132843 Determination of Adequate Fuzzy Inequalities for their Usage in Fuzzy Query Languages
Authors: Marcel Shirvanian, Wolfram Lippe
Abstract:
Although the usefulness of fuzzy databases has been pointed out in several works, they are not fully developed in numerous domains. A task that is mostly disregarded and which is the topic of this paper is the determination of suitable inequalities for fuzzy sets in fuzzy query languages. This paper examines which kinds of fuzzy inequalities exist at all. Afterwards, different procedures are presented that appear theoretically appropriate. By being applied to various examples, their strengths and weaknesses are revealed. Furthermore, an algorithm for an efficient computation of the selected fuzzy inequality is shown.Keywords: Fuzzy Databases, Fuzzy Inequalities, Fuzzy QueryLanguages, Fuzzy Ranking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13562842 Determination of Electromagnetic Properties of Human Tissues
Authors: Iliana Marinova, Valentin Mateev
Abstract:
In this paper a computer system for electromagnetic properties measurements is designed. The system employs Agilent 4294A precision impedance analyzer to measure the amplitude and the phase of a signal applied over a tested biological tissue sample. Measured by the developed computer system data could be used for tissue characterization in wide frequency range from 40Hz to 110MHz. The computer system can interface with output devices acquiring flexible testing process.Keywords: Electromagnetic properties, human tissue, bioimpedance, measurement system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24282841 Neural Networks: From Black Box towards Transparent Box Application to Evapotranspiration Modeling
Authors: A. Johannet, B. Vayssade, D. Bertin
Abstract:
Neural networks are well known for their ability to model non linear functions, but as statistical methods usually does, they use a no parametric approach thus, a priori knowledge is not obvious to be taken into account no more than the a posteriori knowledge. In order to deal with these problematics, an original way to encode the knowledge inside the architecture is proposed. This method is applied to the problem of the evapotranspiration inside karstic aquifer which is a problem of huge utility in order to deal with water resource.Keywords: Neural-Networks, Hydrology, Evapotranpiration, Hidden Function Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18062840 Futures Trading: Design of a Strategy
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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11232839 Photoluminescence Properties of β-FeSi2 on Cu- or Au-coated Si
Authors: Kensuke Akiyama, Satoru Kaneko, Takeshi Ozawa, Kazuya Yokomizo, Masaru Itakura
Abstract:
The photoluminescence (PL) at 1.55 μm from semiconducting β-FeSi2 has attracted a noticeable interest for silicon-based optoelectronic applications. Moreover, its high optical absorption coefficient (higher than 105 cm-1 above 1.0 eV) allows this semiconducting material to be used as photovoltanics devices. A clear PL spectrum for β-FeSi2 was observed by Cu or Au coating on Si(001). High-crystal-quality β-FeSi2 with a low-level nonradiative center was formed on a Cu- or Au- reated Si layer. This method of deposition can be applied to other materials requiring high crystal quality.Keywords: iron silicide, semiconductor, epitaxial, photoluminescence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26132838 DHCP Message Authentication with an Effective Key Management
Authors: HongIl Ju, JongWook Han
Abstract:
In this paper we describes the authentication for DHCP (Dynamic Host Configuration Protocol) message which provides the efficient key management and reduces the danger replay attack without an additional packet for a replay attack. And the authentication for DHCP message supports mutual authentication and provides both entity authentication and message authentication. We applied the authentication for DHCP message to the home network environments and tested through a home gateway.Keywords: DHCP, authentication, key management, replayattack, home network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24842837 Computation of D8 Flow Line at Ron Phibun Area, Nakhon Si Thammarat, Thailand
Authors: O. Boonklong, M. Jaroensutasinee, K. Jaroensutasinee
Abstract:
A flow line computational technique based on the D8 method using Mathematica was developed. The technique was applied to Ron Phibun area, Nakhon Si Thammarat Province. This area is highly contaminated with arsenic 3 and 5. It was found that the technique using Mathematica can produce similar results to those obtained from GRASS v 5.0.2.Keywords: Arsenic contamination, flow line, D8 method, Ron Phibun.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19562836 Two-Dimensional Solitary Wave Solution to the Quadratic Nonlinear Schrdinger Equation
Authors: Sarun Phibanchon
Abstract:
The solitary wave solution of the quadratic nonlinear Schrdinger equation is determined by the iterative method called Petviashvili method. This solution is also used for the initial condition for the time evolution to study the stability analysis. The spectral method is applied for the time evolution.
Keywords: soliton, iterative method, spectral method, plasma
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18612835 Mitigation of Radiation Levels for Base Transceiver Stations based on ITU-T Recommendation K.70
Abstract:
This essay presents applicative methods to reduce human exposure levels in the area around base transceiver stations in a environment with multiple sources based on ITU-T recommendation K.70. An example is presented to understand the mitigation techniques and their results and also to learn how they can be applied, especially in developing countries where there is not much research on non-ionizing radiations.
Keywords: Electromagnetic fields (EMF), human exposure limits, intentional radiator, cumulative exposure ratio, base transceiver station (BTS), radiation levels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27002834 Managers' Empowerment in High School by Knowledge Management
Authors: B. Azizi Nejad, M.M. Seiied Abbaszadeh
Abstract:
The purpose of the present study is the investigation of the relationship between knowledge management and enabling managers based on achieving proper function. This research is descriptive and investigative. The sample includes all male and female high school managers of first and second regions of Urmia including 98 school and accordingly 98 managers. The instrument applied was a questionnaire. To sum up, there is a statistically significant relationship between knowledge management and empowering managers. In the end, several suggestions are provided.Keywords: Empowering managers, high school managers' efficiency, knowledge, knowledge management.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13542833 Union is Strength in Lossy Image Compression
Authors: Mario Mastriani
Abstract:
In this work, we present a comparison between different techniques of image compression. First, the image is divided in blocks which are organized according to a certain scan. Later, several compression techniques are applied, combined or alone. Such techniques are: wavelets (Haar's basis), Karhunen-Loève Transform, etc. Simulations show that the combined versions are the best, with minor Mean Squared Error (MSE), and higher Peak Signal to Noise Ratio (PSNR) and better image quality, even in the presence of noise.Keywords: Haar's basis, Image compression, Karhunen-LoèveTransform, Morton's scan, row-rafter scan.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17452832 Solitons and Universes with Acceleration Driven by Bulk Particles
Authors: A. C. Amaro de Faria Jr, A. M. Canone
Abstract:
Considering a scenario where our universe is taken as a 3d domain wall embedded in a 5d dimensional Minkowski space-time, we explore the existence of a richer class of solitonic solutions and their consequences for accelerating universes driven by collisions of bulk particle excitations with the walls. In particular it is shown that some of these solutions should play a fundamental role at the beginning of the expansion process. We present some of these solutions in cosmological scenarios that can be applied to models that describe the inflationary period of the Universe.Keywords: Solitons, topological defects, Branes, kinks, accelerating universes in Brane scenarios.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7902831 A Practical Methodology for Evaluating Water, Sanitation and Hygiene Education and Training Programs
Authors: Brittany E. Coff, Tommy K. K. Ngai, Laura A. S. MacDonald
Abstract:
Many organizations in the Water, Sanitation and Hygiene (WASH) sector provide education and training in order to increase the effectiveness of their WASH interventions. A key challenge for these organizations is measuring how well their education and training activities contribute to WASH improvements. It is crucial for implementers to understand the returns of their education and training activities so that they can improve and make better progress toward the desired outcomes. This paper presents information on CAWST’s development and piloting of the evaluation methodology. The Centre for Affordable Water and Sanitation Technology (CAWST) has developed a methodology for evaluating education and training activities, so that organizations can understand the effectiveness of their WASH activities and improve accordingly. CAWST developed this methodology through a series of research partnerships, followed by staged field pilots in Nepal, Peru, Ethiopia and Haiti. During the research partnerships, CAWST collaborated with universities in the UK and Canada to: review a range of available evaluation frameworks, investigate existing practices for evaluating education activities, and develop a draft methodology for evaluating education programs. The draft methodology was then piloted in three separate studies to evaluate CAWST’s, and CAWST’s partner’s, WASH education programs. Each of the pilot studies evaluated education programs in different locations, with different objectives, and at different times within the project cycles. The evaluations in Nepal and Peru were conducted in 2013 and investigated the outcomes and impacts of CAWST’s WASH education services in those countries over the past 5-10 years. In 2014, the methodology was applied to complete a rigorous evaluation of a 3-day WASH Awareness training program in Ethiopia, one year after the training had occurred. In 2015, the methodology was applied in Haiti to complete a rapid assessment of a Community Health Promotion program, which informed the development of an improved training program. After each pilot evaluation, the methodology was reviewed and improvements were made. A key concept within the methodology is that in order for training activities to lead to improved WASH practices at the community level, it is not enough for participants to acquire new knowledge and skills; they must also apply the new skills and influence the behavior of others following the training. The steps of the methodology include: development of a Theory of Change for the education program, application of the Kirkpatrick model to develop indicators, development of data collection tools, data collection, data analysis and interpretation, and use of the findings for improvement. The methodology was applied in different ways for each pilot and was found to be practical to apply and adapt to meet the needs of each case. It was useful in gathering specific information on the outcomes of the education and training activities, and in developing recommendations for program improvement. Based on the results of the pilot studies, CAWST is developing a set of support materials to enable other WASH implementers to apply the methodology. By using this methodology, more WASH organizations will be able to understand the outcomes and impacts of their training activities, leading to higher quality education programs and improved WASH outcomes.
Keywords: Education and training, capacity building, evaluation, water and sanitation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21952830 An Exact Solution to Support Vector Mixture
Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé
Abstract:
This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13642829 Analysis of Complex Quadrature Mirror Filter Banks
Authors: Chimin Tsai
Abstract:
This work consists of three parts. First, the alias-free condition for the conventional two-channel quadrature mirror filter bank is analyzed using complex arithmetic. Second, the approach developed in the first part is applied to the complex quadrature mirror filter bank. Accordingly, the structure is simplified and the theory is easier to follow. Finally, a new class of complex quadrature mirror filter banks is proposed. Interesting properties of this new structure are also discussed.Keywords: Aliasing cancellation, complex signal processing, polyphase realization, quadrature mirror filter banks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22742828 Order Penetration Point Location using Fuzzy Quadratic Programming
Authors: Hamed Rafiei, Masoud Rabbani
Abstract:
This paper addresses one of the most important issues have been considered in hybrid MTS/MTO production environments. To cope with the problem, a mathematical programming model is applied from a tactical point of view. The model is converted to a fuzzy goal programming model, because a degree of uncertainty is involved in hybrid MTS/MTO context. Finally, application of the proposed model in an industrial center is reported and the results prove the validity of the model.Keywords: Fuzzy sets theory, Hybrid MTS/MTO, Order penetration point, Quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15982827 Neural Adaptive Switching Control of Robotic Systems
Authors: A. Denker, U. Akıncıoğlu
Abstract:
In this paper a neural adaptive control method has been developed and applied to robot control. Simulation results are presented to verify the effectiveness of the controller. These results show that the performance by using this controller is better than those which just use either direct inverse control or predictive control. In addition, they show that the resulting is a useful method which combines the advantages of both direct inverse control and predictive control.Keywords: Neural networks, robotics, direct inverse control, predictive control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21822826 Nonlinear Response of Infinite Beams on a Multilayer Tensionless Extensible Geo-Synthetic: Reinforced Earth Beds under Moving Load
Authors: K. Karuppasamy
Abstract:
In this paper, analysis of an infinite beam resting on multilayer tensionless extensible geosynthetic reinforced granular fill-poor soil system overlying soft soil strata under moving load with constant velocity is presented. The beam is subjected to a concentrated load moving with constant velocity. The upper reinforced granular bed is modeled by a rough membrane embedded in Pasternak shear layer overlying a series of compressible nonlinear winkler springs representing the underlying the very poor soil. The multilayer tensionless extensible geosynthetic layer has been assumed to deform such that at interface the geosynthetic and the soil have some deformation. Nonlinear behaviour of granular fill and the very poor soil has been considered in the analysis by means of hyperbolic constitutive relationships. Governing differential equations of the soil foundation system have been obtained and solved with the help of appropriate boundary conditions. The solution has been obtained by employing finite difference method by means of Gauss-Siedal iterative scheme. Detailed parametric study has been conducted to study the influence of various parameters on the response of soil–foundation system under consideration by means of deflection and bending moment in the beam and tension mobilized in the geosynthetic layer. These parameters include magnitude of applied load, velocity of load, damping, ultimate resistance of poor soil and granular fill layer. Range of values of parameters has been considered as per Indian Railway conditions. This study clearly observed that the comparisons of multilayer tensionless extensible geosynthetic reinforcement with poor foundation soil and magnitude of applied load, relative compressibility of granular fill and ultimate resistance of poor soil has significant influence on the response of soil–foundation system.Keywords: Infinite beams, multilayer tensionless extensible geosynthetic, granular layer, moving load, nonlinear behavior of poor soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24542825 The Functional Magnetic Resonance Imaging and the Consumer Behaviour: Reviewing Recent Research
Authors: Mikel Alonso López
Abstract:
In the first decade of the twenty-first century, advanced imaging techniques began to be applied for neuroscience research. The Functional Magnetic Resonance Imaging (fMRI) is one of the most important and most used research techniques for the investigation of emotions, because of its ease to observe the brain areas that oxygenate when performing certain tasks. In this research, we make a review about the main research carried out on the influence of the emotions in the decision-making process that is exposed by using the fMRI.Keywords: Decision making, emotions, fMRI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14562824 Parallel Algorithm for Numerical Solution of Three-Dimensional Poisson Equation
Authors: Alibek Issakhov
Abstract:
In this paper developed and realized absolutely new algorithm for solving three-dimensional Poisson equation. This equation used in research of turbulent mixing, computational fluid dynamics, atmospheric front, and ocean flows and so on. Moreover in the view of rising productivity of difficult calculation there was applied the most up-to-date and the most effective parallel programming technology - MPI in combination with OpenMP direction, that allows to realize problems with very large data content. Resulted products can be used in solving of important applications and fundamental problems in mathematics and physics.Keywords: MPI, OpenMP, three dimensional Poisson equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16932823 Analysis of Gamma-Ray Spectra Using Levenberg-Marquardt Method
Authors: A. H. Fatah, A. H. Ahmed
Abstract:
Levenberg-Marquardt method (LM) was proposed to be applied as a non-linear least-square fitting in the analysis of a natural gamma-ray spectrum that was taken by the Hp (Ge) detector. The Gaussian function that composed of three components, main Gaussian, a step background function and tailing function in the lowenergy side, has been suggested to describe each of the y-ray lines mathematically in the spectrum. The whole spectrum has been analyzed by determining the energy and relative intensity for the strong y-ray lines.Keywords: Gamma-Ray, Spectrum analysis, Non-linear leastsquare fitting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24102822 Application of Four-electrode Method to Analysis Resistance Characteristics of Conductive Concrete
Authors: Chun-Yao Lee, Siang-Ren Wang
Abstract:
The purpose of this paper is to discuss the influence of resistance characteristic on the high conductive concrete considering the various voltage and environment. The four-electrode method is applied to the tailor-made high conductive concrete with appropriate proportion. The curve of resistivity with the changes of voltage and environment is plotted and the changes of resistivity are explored. The result based on the methods reveals that resistivity is less affected by the temperature factor, and the four-electrode method would be an applicable measurement method on a site inspection.Keywords: Conductive concrete, Resistivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16032821 The Evaluation and Application of FMEA in Sepahan Oil Co
Authors: Hekmatpanah M., Fadavinia, A.
Abstract:
Failure modes and effects analysis (FMEA) is an effective technique for preventing potential problems and actions needed to error cause removal. On the other hand, the oil producing companies paly a critical role in the oil industry of Iran as a developing country out of which, Sepahan Oil Co. has a considerable contribution. The aim of this research is to show how FMEA could be applied and improve the quality of products at Sepahan Oil Co. For this purpose, the four liter production line of the company has been selected for investigation. The findings imply that the application of FMEA has reduced the scraps from 50000 ppm to 5000 ppm and has resulted in a 0.92 percent decrease of the oil waste.
Keywords: FMEA, Iran, Sepahan Oil Co., Canning, Waste, Scrap
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27782820 DD Models for Reports Building
Authors: Ljerka Hrženjak-Šego, Željko Polić, Zdravka Aljinović
Abstract:
In general, reports are a form of representing data in such way that user gets the information he needs. They can be built in various ways, from the simplest (“select from") to the most complex ones (results derived from different sources/tables with complex formulas applied). Furthermore, rules of calculations could be written as a program hard code or built in the database to be used by dynamic code. This paper will introduce two types of reports, defined in the DB structure. The main goal is to manage calculations in optimal way, keeping maintenance of reports as simple and smooth as possible.Keywords: Data Definition diagram, Server Model Diagram, system modelling, reports.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13422819 Steady State of Passive and Active Suspensions in the Physical Domain
Authors: Gilberto Gonzalez-A, Jorge Madrigal
Abstract:
The steady state response of bond graphs representing passive and active suspension is presented. A bond graph with preferred derivative causality assignment to get the steady state is proposed. A general junction structure of this bond graph is proposed. The proposed methodology to passive and active suspensions is applied.Keywords: Bond graph, steady state, active suspension.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17212818 The Application of the Queuing Theory in the Traffic Flow of Intersection
Authors: Shuguo Yang, Xiaoyan Yang
Abstract:
It is practically significant to research the traffic flow of intersection because the capacity of intersection affects the efficiency of highway network directly. This paper analyzes the traffic conditions of an intersection in certain urban by the methods of queuing theory and statistical experiment, sets up a corresponding mathematical model and compares it with the actual values. The result shows that queuing theory is applied in the study of intersection traffic flow and it can provide references for the other similar designs.
Keywords: Intersection, Queuing theory, Statistical experiment, System metrics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 75412817 Renewable Energy Trends Analysis: A Patents Study
Authors: Sepulveda Juan
Abstract:
This article explains the elements and considerations taken into account when implementing and applying patent evaluation and scientometric study in the identifications of technology trends, and the tools that led to the implementation of a software application for patent revision. Univariate analysis helped recognize the technological leaders in the field of energy, and steered the way for a multivariate analysis of this sample, which allowed for a graphical description of the techniques of mature technologies, as well as the detection of emerging technologies. This article ends with a validation of the methodology as applied to the case of fuel cells.Keywords: Energy, technology mapping, patents.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21862816 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market
Authors: Cristian Păuna
Abstract:
In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.
Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 694