Search results for: Phase congruency model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8550

Search results for: Phase congruency model

3150 Research and Development of Net-Centric Information Sharing Platform

Authors: Xiaoqing Wang, Fang Youyuan, Zheng Yanxing, Gu Tianyang, Zong Jianjian, Tong Jinrong

Abstract:

Compared with traditional distributed environment, the net-centric environment brings on more demanding challenges for information sharing with the characteristics of ultra-large scale and strong distribution, dynamic, autonomy, heterogeneity, redundancy. This paper realizes an information sharing model and a series of core services, through which provides an open, flexible and scalable information sharing platform.

Keywords: Net-centric environment, Information sharing, Metadata registry and catalog, Cross-domain data access control.

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3149 Persistence of Termination for Non-Overlapping Term Rewriting Systems

Authors: Munehiro Iwami

Abstract:

A property is called persistent if for any many-sorted term rewriting system , has the property if and only if term rewriting system , which results from by omitting its sort information, has the property. In this paper,we show that termination is persistent for non-overlapping term rewriting systems and we give the example as application of this result. Furthermore we obtain that completeness is persistent for non-overlapping term rewriting systems.

Keywords: Theory of computing, Model-based reasoning, termrewriting system, termination

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3148 Functionality of Negotiation Agent on Value-based Design Decision

Authors: Arazi Idrus, Christiono Utomo

Abstract:

This paper presents functionality of negotiation agent on value-based design decision. The functionality is based on the characteristics of the system and goal specification. A Prometheus Design Tool model was used for developing the system. Group functionality will be the attribute for negotiation agents, which comprises a coordinator agent and decision- maker agent. The results of the testing of the system to a building system selection on valuebased decision environment are also presented.

Keywords: Functionality, negotiation agent, value-baseddecision

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3147 Design and Instrumentation of a Benchmark Multivariable Nonlinear Control Laboratory

Authors: S. H. Teh, S. Malawaraarachci, W. P. Chan, A. Nassirharand

Abstract:

The purpose of this paper is to present the design and instrumentation of a new benchmark multivariable nonlinear control laboratory. The mathematical model of this system may be used to test the applicability and performance of various nonlinear control procedures. The system is a two degree-of-freedom robotic arm with soft and hard (discontinuous) nonlinear terms. Two novel mechanisms are designed to allow the implementation of adjustable Coulomb friction and backlash.

Keywords: Nonlinear control, describing functions, AdjustableCoulomb friction, Adjustable backlash.

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3146 An Experience Report on Course Teaching in Information Systems

Authors: Carlos Oliveira

Abstract:

This paper is a criticism of the traditional model of teaching and presents alternative teaching methods, different from the traditional lecture. These methods are accompanied by reports of experience of their application in a class. It was concluded that in the lecture, the student has a low learning rate and that other methods should be used to make the most engaging learning environment for the student, contributing (or facilitating) his learning process. However, the teacher should not use a single method, but rather a range of different methods to ensure the learning experience does not become repetitive and fatiguing for the student.

Keywords: Educational practices, experience report, IT in education, teaching methods.

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3145 Control of Chaotic Dynamical Systems using RBF Networks

Authors: Yoichi Ishikawa, Yuichi Masukake, Yoshihisa Ishida

Abstract:

This paper presents a novel control method based on radial basis function networks (RBFNs) for chaotic dynamical systems. The proposed method first identifies the nonlinear part of the chaotic system off-line and then constructs a model-following controller using only the estimated system parameters. Simulation results show the effectiveness of the proposed control scheme.

Keywords: Chaos, nonlinear plant, radial basis function network.

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3144 Engineering Education for Sustainable Development in China: Perceptions Bias between Experienced Engineers and Engineering Students

Authors: Liang Wang, Wei Zhang

Abstract:

Nowadays sustainable development has increasingly become an important research topic of engineering education all over the world. Engineering Education for Sustainable Development (EESD) highlighted the importance of addressing sustainable development in engineering practice. However, whether and how the professional engineering learning and experience affect those perceptions is an interesting research topic especially in Chinese context. Our study fills this gap by investigating perceptions bias of EESD among first-grade engineering students, fourth-grade engineering students and experienced engineers using a triple-dimensional model. Our goal is to find the effect of engineering learning and experience on sustainable development and make these learning and experiences more accessible for students and engineers in school and workplace context. The data (n = 138) came from a Likert questionnaire based on the triple-dimensional model of EESD adopted from literature reviews and the data contain 48 first-grade students, 56 fourth-grade students and 34 engineers with rich working experience from Environmental Engineering, Energy Engineering, Chemical Engineering and Civil Engineering in or graduated from Zhejiang University, China. One-way ANOVA analysis was used to find the difference in different dimensions among the three groups. The statistical results show that both engineering students and engineers have a well understanding of sustainable development in ecology dimension of EESD while there are significant differences among three groups as to the socio-economy and value rationality dimensions of EESD. The findings provide empirical evidence that both engineering learning and professional engineering experience are helpful to cultivate the cognition and perception of sustainable development in engineering education. The results of this work indicate that more practical content should be added to students’ engineering education while more theoretical content should be added to engineers’ training in order to promote the engineering students’ and engineers’ perceptions of sustainable development. In addition, as to the design of engineering courses and professional practice system for sustainable development, we should not only pay attention to the ecological aspects, but also emphasize the coordination of ecological, socio-economic and human-centered sustainable development (e.g., engineer's ethical responsibility).

Keywords: Engineering education, sustainable development, experienced engineers, engineering students.

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3143 Modelling and Analyzing a Hospital Procedureusing a Petri-Net Approach

Authors: Mourtou Efstratia, Abdel-Badeeh M. Salem, Pavlidis George

Abstract:

Hierarchical high-level PNs (HHPNs) with time versions are a useful tool to model systems in a variety of application domains, ranging from logistics to complex workflows. This paper addresses an application domain which is receiving more and more attention: procedure that arranges the final inpatient charge in payment-s office and their management. We shall prove that Petri net based analysis is able to improve the delays during the procedure, in order that inpatient charges could be more reliable and on time.

Keywords: eHealth, Petri-Nets, Hospital Services, InpatientCharges, Workflow Modeling.

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3142 The Link between Ergonomics and Occupational Diseases

Authors: Kateřina Sekulová, Michal Šimon

Abstract:

Ergonomics is a useful tool for creating a healthy and safe workplace. The long-term action of harmful conditions on the health of workers is the emergence of occupational disease, and the firm-s increased compensation costs associated with these diseases, but is also the loss of time needed for educating and including new workers in the work process. The article deals with the link of ergonomics to occupational diseases, factors which influence these diseases. In the conclusion, a model is described to help reduce the risk of selected occupational diseases using ergonomic principles and knowledge.

Keywords: ergonomics, occupational diseases, optimization, workplace health

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3141 Simulation of Online Communities Using MAS Social and Spatial Organisations

Authors: Maya Rupert, Salima Hassas, Carlos Li, John Sherwood

Abstract:

Online Communities are an example of sociallyaware, self-organising, complex adaptive computing systems. The multi-agent systems (MAS) paradigm coordinated by self-organisation mechanisms has been used as an effective way for the simulation and modeling of such systems. In this paper, we propose a model for simulating an online health community using a situated multi-agent system approach, governed by the co-evolution of the social and spatial organisations of the agents.

Keywords: multi-agent systems, organizations, online communities.

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3140 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.

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3139 The Effect of a Free -Trade Agreement upon Agricultural Imports

Authors: Andres G. Victorio, Montita Rungswang

Abstract:

A free-trade agreement is found to increase Thailand-s agricultural imports from New Zealand, despite the short span of time for which the agreement has been operational. The finding is described by autoregressive estimates that correct for possible unit roots in the data. The agreement-s effect upon imports is also estimated while considering an error-correction model of imports against gross domestic product.

Keywords: Agricultural imports, free trade, unit roots, cointegration, error correction.

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3138 Multi-Objective Cellular Manufacturing System under Machines with Different Life-Cycle using Genetic Algorithm

Authors: N. Javadian, J. Rezaeian, Y. Maali

Abstract:

In this paper a multi-objective nonlinear programming model of cellular manufacturing system is presented which minimize the intercell movements and maximize the sum of reliability of cells. We present a genetic approach for finding efficient solutions to the problem of cell formation for products having multiple routings. These methods find the non-dominated solutions and according to decision makers prefer, the best solution will be chosen.

Keywords: Cellular Manufacturing, Genetic Algorithm, Multiobjective, Life-Cycle.

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3137 Design and Bandwidth Allocation of Embedded ATM Networks using Genetic Algorithm

Authors: H. El-Madbouly

Abstract:

In this paper, genetic algorithm (GA) is proposed for the design of an optimization algorithm to achieve the bandwidth allocation of ATM network. In Broadband ISDN, the ATM is a highbandwidth; fast packet switching and multiplexing technique. Using ATM it can be flexibly reconfigure the network and reassign the bandwidth to meet the requirements of all types of services. By dynamically routing the traffic and adjusting the bandwidth assignment, the average packet delay of the whole network can be reduced to a minimum. M/M/1 model can be used to analyze the performance.

Keywords: Bandwidth allocation, Genetic algorithm, ATMNetwork, packet delay.

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3136 A Comparative Study on Different Approaches to Evaluate Ship Equilibrium Point

Authors: Alessandro A. Zizzari, Francesca Calabrese, Giovanni Indiveri, Andrea Coraddu, Diego Villa

Abstract:

The aim of this paper is to present a comparative study on two different methods for the evaluation of the equilibrium point of a ship, core issue for designing an On Board Stability System (OBSS) module that, starting from geometry information of a ship hull, described by a discrete model in a standard format, and the distribution of all weights onboard calculates the ship floating conditions (in draught, heel and trim).

Keywords: Algorithms, Computer applications, Equilibrium, Marine applications, Stability System.

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3135 Ranking Fuzzy Numbers Based on Lexicographical Ordering

Authors: B. Farhadinia

Abstract:

Although so far, many methods for ranking fuzzy numbers have been discussed broadly, most of them contained some shortcomings, such as requirement of complicated calculations, inconsistency with human intuition and indiscrimination. The motivation of this study is to develop a model for ranking fuzzy numbers based on the lexicographical ordering which provides decision-makers with a simple and efficient algorithm to generate an ordering founded on a precedence. The main emphasis here is put on the ease of use and reliability. The effectiveness of the proposed method is finally demonstrated by including a comprehensive comparing different ranking methods with the present one.

Keywords: Ranking fuzzy numbers, Lexicographical ordering.

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3134 Machine Learning Framework: Competitive Intelligence and Key Drivers Identification of Market Share Trends among Healthcare Facilities

Authors: A. Appe, B. Poluparthi, L. Kasivajjula, U. Mv, S. Bagadi, P. Modi, A. Singh, H. Gunupudi, S. Troiano, J. Paul, J. Stovall, J. Yamamoto

Abstract:

The necessity of data-driven decisions in healthcare strategy formulation is rapidly increasing. A reliable framework which helps identify factors impacting a healthcare provider facility or a hospital (from here on termed as facility) market share is of key importance. This pilot study aims at developing a data-driven machine learning-regression framework which aids strategists in formulating key decisions to improve the facility’s market share which in turn impacts in improving the quality of healthcare services. The US (United States) healthcare business is chosen for the study, and the data spanning 60 key facilities in Washington State and about 3 years of historical data are considered. In the current analysis, market share is termed as the ratio of the facility’s encounters to the total encounters among the group of potential competitor facilities. The current study proposes a two-pronged approach of competitor identification and regression approach to evaluate and predict market share, respectively. Leveraged model agnostic technique, SHAP (SHapley Additive exPlanations), to quantify the relative importance of features impacting the market share. Typical techniques in literature to quantify the degree of competitiveness among facilities use an empirical method to calculate a competitive factor to interpret the severity of competition. The proposed method identifies a pool of competitors, develops Directed Acyclic Graphs (DAGs) and feature level word vectors, and evaluates the key connected components at the facility level. This technique is robust since it is data-driven, which minimizes the bias from empirical techniques. The DAGs factor in partial correlations at various segregations and key demographics of facilities along with a placeholder to factor in various business rules (for e.g., quantifying the patient exchanges, provider references, and sister facilities). Identified are the multiple groups of competitors among facilities. Leveraging the competitors' identified developed and fine-tuned Random Forest Regression model to predict the market share. To identify key drivers of market share at an overall level, permutation feature importance of the attributes was calculated. For relative quantification of features at a facility level, incorporated SHAP, a model agnostic explainer. This helped to identify and rank the attributes at each facility which impacts the market share. This approach proposes an amalgamation of the two popular and efficient modeling practices, viz., machine learning with graphs and tree-based regression techniques to reduce the bias. With these, we helped to drive strategic business decisions.

Keywords: Competition, DAGs, hospital, healthcare, machine learning, market share, random forest, SHAP.

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3133 Bioremediation of Oil-Polluted Soil of Western Kazakhstan

Authors: S. A. Aytkeldiyeva, A. K. Sadanov, E. R. Faizulina, A. A. Kurmanbayev

Abstract:

15 strains of oil-destructing microorganisms were isolated from oil polluted soil of Western Kazakhstan. Strains 2-A and 41-3 with the highest oil-destructing activities were chosen from them. It was shown that these strains oxidized n-alkanes very well, but isoalkanes, isoparaffin, cycloparaffin and heavy aromatic compounds were destructed very slowly. These both strains were tested as preparations for bioremediation of oil-polluted soil in model and field experiments. The degree of utilizing of soil oil by this preparation was 79-84 % in field experiments.

Keywords: Bioremediation, n-alkanes, oil-polluted soil, oiloxidizingmicroorganisms.

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3132 Analysis of Social Network Using Clever Ant Colony Metaphor

Authors: Mohammad Al-Fayoumi, Soumya Banerjee, Jr., P. K. Mahanti

Abstract:

A social network is a set of people or organization or other social entities connected by some form of relationships. Analysis of social network broadly elaborates visual and mathematical representation of that relationship. Web can also be considered as a social network. This paper presents an innovative approach to analyze a social network using a variant of existing ant colony optimization algorithm called as Clever Ant Colony Metaphor. Experiments are performed and interesting findings and observations have been inferred based on the proposed model.

Keywords: Social Network, Ant Colony, Maximum Clique, Sub graph, Clever Ant colony.

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3131 Kinetics and Thermodynamics Adsorption of Phenolic Compounds on Organic-Inorganic Hybrid Mesoporous Material

Authors: Makhlouf Mourad, Messabih Sidi Mohamed, Bouchher Omar, Houali Farida, Benrachedi Khaled

Abstract:

Mesoporous materials are very commonly used as adsorbent materials for removing phenolic compounds. However, the adsorption mechanism of these compounds is still poorly controlled. However, understanding the interactions mesoporous materials/adsorbed molecules is very important in order to optimize the processes of liquid phase adsorption. The difficulty of synthesis is to keep an orderly and cubic pore structure and achieve a homogeneous surface modification. The grafting of Si(CH3)3 was chosen, to transform hydrophilic surfaces hydrophobic surfaces. The aim of this work is to study the kinetics and thermodynamics of two volatile organic compounds VOC phenol (PhOH) and P hydroxy benzoic acid (4AHB) on a mesoporous material of type MCM-48 grafted with an organosilane of the Trimethylchlorosilane (TMCS) type, the material thus grafted or functionalized (hereinafter referred to as MCM-48-G). In a first step, the kinetic and thermodynamic study of the adsorption isotherms of each of the VOCs in mono-solution was carried out. In a second step, a similar study was carried out on a mixture of these two compounds. Kinetic models (pseudo-first order, pseudo-second order) were used to determine kinetic adsorption parameters. The thermodynamic parameters of the adsorption isotherms were determined by the adsorption models (Langmuir, Freundlich). The comparative study of adsorption of PhOH and 4AHB proved that MCM-48-G had a high adsorption capacity for PhOH and 4AHB; this may be related to the hydrophobicity created by the organic function of TMCS in MCM-48-G. The adsorption results for the two compounds using the Freundlich and Langmuir models show that the adsorption of 4AHB was higher than PhOH. The values ​​obtained by the adsorption thermodynamics show that the adsorption interactions for our sample with the phenol and 4AHB are of a physical nature. The adsorption of our VOCs on the MCM-48 (G) is a spontaneous and exothermic process.

Keywords: Adsorption, kinetics, isotherm, mesoporous materials, TMCS, phenol, P-hydroxy benzoic acid.

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3130 Active Suspension - Case Study on Robust Control

Authors: Kruczek A., Stříbrský A., Honců J., Hlinovský M.

Abstract:

Automotive suspension system is important part of car comfort and safety. In this article automotive active suspension with linear motor as actuator is designed using H-infinity control. This paper is focused on comparison of different controller designed for quart, half or full-car model (and always used for “full" car). Special attention is placed on energy demand of the whole system. Each controller configuration is simulated and then verified on the hydraulic quarter car test bed.

Keywords: active suspension, linear motor, robust control

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3129 Representing Collective Unconsciousness Using Neural Networks

Authors: Pierre Abou-Haila, Richard Hall, Mark Dawes

Abstract:

Instead of representing individual cognition only, population cognition is represented using artificial neural networks whilst maintaining individuality. This population network trains continuously, simulating adaptation. An implementation of two coexisting populations is compared to the Lotka-Volterra model of predator-prey interaction. Applications include multi-agent systems such as artificial life or computer games.

Keywords: Collective unconsciousness, neural networks, adaptation, predator-prey simulation.

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3128 Improved Computational Efficiency of Machine Learning Algorithms Based on Evaluation Metrics to Control the Spread of Coronavirus in the UK

Authors: Swathi Ganesan, Nalinda Somasiri, Rebecca Jeyavadhanam, Gayathri Karthick

Abstract:

The COVID-19 crisis presents a substantial and critical hazard to worldwide health. Since the occurrence of the disease in late January 2020 in the UK, the number of infected people confirmed to acquire the illness has increased tremendously across the country, and the number of individuals affected is undoubtedly considerably high. The purpose of this research is to figure out a predictive machine learning (ML) archetypal that could forecast the COVID-19 cases within the UK. This study concentrates on the statistical data collected from 31st January 2020 to 31st March 2021 in the United Kingdom. Information on total COVID-19 cases registered, new cases encountered on a daily basis, total death registered, and patients’ death per day due to Coronavirus is collected from World Health Organization (WHO). Data preprocessing is carried out to identify any missing values, outliers, or anomalies in the dataset. The data are split into 8:2 ratio for training and testing purposes to forecast future new COVID-19 cases. Support Vector Machine (SVM), Random Forest (RF), and linear regression (LR) algorithms are chosen to study the model performance in the prediction of new COVID-19 cases. From the evaluation metrics such as r-squared value and mean squared error, the statistical performance of the model in predicting the new COVID-19 cases is evaluated. RF outperformed the other two ML algorithms with a training accuracy of 99.47% and testing accuracy of 98.26% when n = 30. The mean square error obtained for RF is 4.05e11, which is lesser compared to the other predictive models used for this study. From the experimental analysis, RF algorithm can perform more effectively and efficiently in predicting the new COVID-19 cases, which could help the health sector to take relevant control measures for the spread of the virus.

Keywords: COVID-19, machine learning, supervised learning, unsupervised learning, linear regression, support vector machine, random forest.

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3127 Robot Cell Planning

Authors: Allan Tubaileh, Ibrahim Hammad, Loay Al Kafafi

Abstract:

A new approach to determine the machine layout in flexible manufacturing cell, and to find the feasible robot configuration of the robot to achieve minimum cycle time is presented in this paper. The location of the input/output location and the optimal robot configuration is obtained for all sequences of work tasks of the robot within a specified period of time. A more realistic approach has been presented to model the problem using the robot joint space. The problem is formulated as a nonlinear optimization problem and solved using Sequential Quadratic Programming algorithm.

Keywords: Robotics, Layout.

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3126 Similitude for Thermal Scale-up of a Multiphase Thermolysis Reactor in the Cu-Cl Cycle of a Hydrogen Production

Authors: Mohammed W. Abdulrahman

Abstract:

The thermochemical copper-chlorine (Cu-Cl) cycle is considered as a sustainable and efficient technology for a hydrogen production, when linked with clean-energy systems such as nuclear reactors or solar thermal plants. In the Cu-Cl cycle, water is decomposed thermally into hydrogen and oxygen through a series of intermediate reactions. This paper investigates the thermal scale up analysis of the three phase oxygen production reactor in the Cu-Cl cycle, where the reaction is endothermic and the temperature is about 530 oC. The paper focuses on examining the size and number of oxygen reactors required to provide enough heat input for different rates of hydrogen production. The type of the multiphase reactor used in this paper is the continuous stirred tank reactor (CSTR) that is heated by a half pipe jacket. The thermal resistance of each section in the jacketed reactor system is studied to examine its effect on the heat balance of the reactor. It is found that the dominant contribution to the system thermal resistance is from the reactor wall. In the analysis, the Cu-Cl cycle is assumed to be driven by a nuclear reactor where two types of nuclear reactors are examined as the heat source to the oxygen reactor. These types are the CANDU Super Critical Water Reactor (CANDU-SCWR) and High Temperature Gas Reactor (HTGR). It is concluded that a better heat transfer rate has to be provided for CANDU-SCWR by 3-4 times than HTGR. The effect of the reactor aspect ratio is also examined in this paper and is found that increasing the aspect ratio decreases the number of reactors and the rate of decrease in the number of reactors decreases by increasing the aspect ratio. Finally, a comparison between the results of heat balance and existing results of mass balance is performed and is found that the size of the oxygen reactor is dominated by the heat balance rather than the material balance.

Keywords: Clean energy, Cu-Cl cycle, heat transfer, sustainable energy.

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3125 Evaluation of a PSO Approach for Optimum Design of a First-Order Controllers for TCP/AQM Systems

Authors: Sana Testouri, Karim Saadaoui, Mohamed Benrejeb

Abstract:

This paper presents a Particle Swarm Optimization (PSO) method for determining the optimal parameters of a first-order controller for TCP/AQM system. The model TCP/AQM is described by a second-order system with time delay. First, the analytical approach, based on the D-decomposition method and Lemma of Kharitonov, is used to determine the stabilizing regions of a firstorder controller. Second, the optimal parameters of the controller are obtained by the PSO algorithm. Finally, the proposed method is implemented in the Network Simulator NS-2 and compared with the PI controller.

Keywords: AQM, first-order controller, time delay, stability, PSO.

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3124 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.

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3123 Adding Edges between One Node and Every Other Node with the Same Depth in a Complete K-ary Tree

Authors: Kiyoshi Sawada, Takashi Mitsuishi

Abstract:

This paper proposes a model of adding relations between members of the same level in a pyramid organization structure which is a complete K-ary tree such that the communication of information between every member in the organization becomes the most efficient. When edges between one node and every other node with the same depth N in a complete K-ary tree of height H are added, an optimal depth N* = H is obtained by minimizing the total path length which is the sum of lengths of shortest paths between every pair of all nodes.

Keywords: complete K-ary tree, organization structure, shortest path

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3122 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.

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3121 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.

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