Search results for: Semantic similarity measure
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1611

Search results for: Semantic similarity measure

1071 SeqWord Gene Island Sniffer: a Program to Study the Lateral Genetic Exchange among Bacteria

Authors: Bezuidt O., Lima-Mendez G., Reva O. N.

Abstract:

SeqWord Gene Island Sniffer, a new program for the identification of mobile genetic elements in sequences of bacterial chromosomes is presented. This program is based on the analysis of oligonucleotide usage variations in DNA sequences. 3,518 mobile genetic elements were identified in 637 bacterial genomes and further analyzed by sequence similarity and the functionality of encoded proteins. The results of this study are stored in an open database http://anjie.bi.up.ac.za/geidb/geidbhome. php). The developed computer program and the database provide the information valuable for further investigation of the distribution of mobile genetic elements and virulence factors among bacteria. The program is available for download at www.bi.up.ac.za/SeqWord/sniffer/index.html.

Keywords: mobile genetic elements, virulence, bacterial genomes

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1070 Content-Based Color Image Retrieval Based On 2-D Histogram and Statistical Moments

Authors: Khalid Elasnaoui, Brahim Aksasse, Mohammed Ouanan

Abstract:

In this paper, we are interested in the problem of finding similar images in a large database. For this purpose we propose a new algorithm based on a combination of the 2-D histogram intersection in the HSV space and statistical moments. The proposed histogram is based on a 3x3 window and not only on the intensity of the pixel. This approach overcome the drawback of the conventional 1-D histogram which is ignoring the spatial distribution of pixels in the image, while the statistical moments are used to escape the effects of the discretisation of the color space which is intrinsic to the use of histograms. We compare the performance of our new algorithm to various methods of the state of the art and we show that it has several advantages. It is fast, consumes little memory and requires no learning. To validate our results, we apply this algorithm to search for similar images in different image databases.

Keywords: 2-D histogram, Statistical moments, Indexing, Similarity distance, Histograms intersection.

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1069 Object-Based Image Indexing and Retrieval in DCT Domain using Clustering Techniques

Authors: Hossein Nezamabadi-pour, Saeid Saryazdi

Abstract:

In this paper, we present a new and effective image indexing technique that extracts features directly from DCT domain. Our proposed approach is an object-based image indexing. For each block of size 8*8 in DCT domain a feature vector is extracted. Then, feature vectors of all blocks of image using a k-means algorithm is clustered into groups. Each cluster represents a special object of the image. Then we select some clusters that have largest members after clustering. The centroids of the selected clusters are taken as image feature vectors and indexed into the database. Also, we propose an approach for using of proposed image indexing method in automatic image classification. Experimental results on a database of 800 images from 8 semantic groups in automatic image classification are reported.

Keywords: Object-based image retrieval, DCT domain, Image indexing, Image classification.

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1068 Migration of the Relational Data Base (RDB) to the Object Relational Data Base (ORDB)

Authors: Alae El Alami, Mohamed Bahaj

Abstract:

This paper proposes an approach for translating an existing relational database (RDB) schema into ORDB. The transition is done with methods that can extract various functions from a RDB which is based on aggregations, associations between the various tables, and the reflexive relationships. These methods can extract even the inheritance knowing that no process of reverse engineering can know that it is an Inheritance; therefore, our approach exceeded all of the previous studies made for ​​the transition from RDB to ORDB. In summation, the creation of the New Data Model (NDM) that stocks the RDB in a form of a structured table, and from the NDM we create our navigational model in order to simplify the implementation object from which we develop our different types. Through these types we precede to the last step, the creation of tables.

The step mentioned above does not require any human interference. All this is done automatically, and a prototype has already been created which proves the effectiveness of this approach.

Keywords: Relational databases, Object-relational databases, Semantic enrichment.

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1067 Malaysian Multi-Ethnic Discrimination Scale: Preliminary Factor and Psychometric Analysis

Authors: Chua Bee Seok, Shamsul Amri Baharuddin, Rosnah Ismail, Ferlis Bahari, Jasmine Adela Mutang, Lailawati Madlan, Asong Joseph

Abstract:

The aims of this study were to determine the factor structure and psychometric properties (i.e., reliability and convergent validity) of the Malaysian Multi-Ethnic Discrimination Scale (MMEDS). It consists of 71-items measure experience, strategies used and consequences of ethnic discrimination. A sample of 649 university students from one of the higher education institution in Malaysia was asked to complete MMEDS, as well as Perceived Ethnic and Racial Discrimination. The exploratory factor analysis on ethnic discrimination experience extracted two factors labeled ‘unfair treatment’ (15 items) and ‘Denial of the ethnic right’ (12 items) which accounted for 60.92% of the total variance. The two sub scales demonstrated clear reliability with internal consistency above .70. The convergent validity of the Scale was supported by an expected pattern of correlations (positive and significant correlation) between the score of unfair treatment and denial of the ethnic right and the score of Perceived Ethnic and Racial Discrimination by Peers Scale. The results suggest that the MMEDS is a reliable and valid measure. However, further studies need to be carried out in other groups of sample as to validate the Scale.

Keywords: Factor structure, psychometric properties, exploratory factor analysis.

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1066 A Neural Model of Object Naming

Authors: Alessio Plebe

Abstract:

One astonishing capability of humans is to recognize thousands of different objects visually, and to learn the semantic association between those objects and words referring to them. This work is an attempt to build a computational model of such capacity,simulating the process by which infants learn how to recognize objects and words through exposure to visual stimuli and vocal sounds.One of the main fact shaping the brain of a newborn is that lights and colors come from entities of the world. Gradually the visual system learn which light sensations belong to same entities, despite large changes in appearance. This experience is common between humans and several other mammals, like non-human primates. But humans only can recognize a huge variety of objects, most manufactured by himself, and make use of sounds to identify and categorize them. The aim of this model is to reproduce these processes in a biologically plausible way, by reconstructing the essential hierarchy of cortical circuits on the visual and auditory neural paths.

Keywords: Auditory cortex, object recognition, self-organizingmaps

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1065 ELD79-LGD2006 Transformation Techniques Implementation and Accuracy Comparison in Tripoli Area, Libya

Authors: Jamal A. Gledan, Othman A. Azzeidani

Abstract:

During the last decade, Libya established a new Geodetic Datum called Libyan Geodetic Datum 2006 (LGD 2006) by using GPS, whereas the ground traversing method was used to establish the last Libyan datum which was called the Europe Libyan Datum 79 (ELD79). The current research paper introduces ELD79 to LGD2006 coordinate transformation technique, the accurate comparison of transformation between multiple regression equations and the three – parameters model (Bursa-Wolf). The results had been obtained show that the overall accuracy of stepwise multi regression equations is better than that can be determined by using Bursa-Wolf transformation model.

Keywords: Geodetic datum, horizontal control points, traditional similarity transformation model, unconventional transformation techniques.

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1064 A Text Classification Approach Based on Natural Language Processing and Machine Learning Techniques

Authors: Rim Messaoudi, Nogaye-Gueye Gning, François Azelart

Abstract:

Automatic text classification applies mostly natural language processing (NLP) and other artificial intelligence (AI)-guided techniques to automatically classify text in a faster and more accurate manner. This paper discusses the subject of using predictive maintenance to manage incident tickets inside the sociality. It focuses on proposing a tool that treats and analyses comments and notes written by administrators after resolving an incident ticket. The goal here is to increase the quality of these comments. Additionally, this tool is based on NLP and machine learning techniques to realize the textual analytics of the extracted data. This approach was tested using real data taken from the French National Railways (SNCF) company and was given a high-quality result.

Keywords: Machine learning, text classification, NLP techniques, semantic representation.

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1063 Hidden State Probabilistic Modeling for Complex Wavelet Based Image Registration

Authors: F. C. Calnegru

Abstract:

This article presents a computationally tractable probabilistic model for the relation between the complex wavelet coefficients of two images of the same scene. The two images are acquisitioned at distinct moments of times, or from distinct viewpoints, or by distinct sensors. By means of the introduced probabilistic model, we argue that the similarity between the two images is controlled not by the values of the wavelet coefficients, which can be altered by many factors, but by the nature of the wavelet coefficients, that we model with the help of hidden state variables. We integrate this probabilistic framework in the construction of a new image registration algorithm. This algorithm has sub-pixel accuracy and is robust to noise and to other variations like local illumination changes. We present the performance of our algorithm on various image types.

Keywords: Complex wavelet transform, image registration, modeling using hidden state variables, probabilistic similaritymeasure.

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1062 FCA-based Conceptual Knowledge Discovery in Folksonomy

Authors: Yu-Kyung Kang, Suk-Hyung Hwang, Kyoung-Mo Yang

Abstract:

The tagging data of (users, tags and resources) constitutes a folksonomy that is the user-driven and bottom-up approach to organizing and classifying information on the Web. Tagging data stored in the folksonomy include a lot of very useful information and knowledge. However, appropriate approach for analyzing tagging data and discovering hidden knowledge from them still remains one of the main problems on the folksonomy mining researches. In this paper, we have proposed a folksonomy data mining approach based on FCA for discovering hidden knowledge easily from folksonomy. Also we have demonstrated how our proposed approach can be applied in the collaborative tagging system through our experiment. Our proposed approach can be applied to some interesting areas such as social network analysis, semantic web mining and so on.

Keywords: Folksonomy data mining, formal concept analysis, collaborative tagging, conceptual knowledge discovery, classification.

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1061 Antioxidant Biosensor Using Microbe

Authors: Dyah Iswantini, Trivadila, Novik Nurhidayat, Waras Nurcholis

Abstract:

The antioxidant compounds are needed for the food, beverages, and pharmaceuticals industry. For this purpose, an appropriate method is required to measure the antioxidant properties in various types of samples. Spectrophotometric method usually used has some weaknesses, including the high price, long sample preparation time, and less sensitivity. Among the alternative methods developed to overcome these weaknesses is antioxidant biosensor based on superoxide dismutase (SOD) enzyme. Therefore, this study was carried out to measure the SOD activity originating from Deinococcus radiodurans and to determine its kinetics properties. Carbon paste electrode modified with ferrocene and immobilized SOD exhibited anode and cathode current peak at potential of +400 and +300mv respectively, in both pure SOD and SOD of D. radiodurans. This indicated that the current generated was from superoxide catalytic dismutation reaction by SOD. Optimum conditions for SOD activity was at pH 9 and temperature of 27.50C for D. radiodurans SOD, and pH 11 and temperature of 200C for pure SOD. Dismutation reaction kinetics of superoxide catalyzed by SOD followed the Lineweaver-Burk kinetics with D. radiodurans SOD KMapp value was smaller than pure SOD. The result showed that D. radiodurans SOD had higher enzyme-substrate affinity and specificity than pure SOD. It concluded that D. radiodurans SOD had a great potential as biological recognition component for antioxidant biosensor.

Keywords: Antioxidant biosensor, Deinococcus radiodurans, enzyme kinetic, superoxide dismutase (SOD).

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1060 Identifying and Ranking Critical Success Factors for Implementing Leagile Manufacturing Industries Using Modified TOPSIS

Authors: Naveen Virmani, Rajeev Saha, Rajeshwar Sahai

Abstract:

Leagile is combination of both lean and agile system. Lean is concerned with less of everything i.e. less material, less time, less space, less manpower to produce a product, while agile is concerned with quick respond to customer demand and to reconfigure the system as soon as possible to meet the customer expectations well on time. The market is excessively competitive, so there is a dire need for the companies to adopt new and modern technologies with latest equipments. It has been seen that implementation of leagile system become tedious so the purpose of the paper is to find critical success factors (CSF) affecting leagile manufacturing system using literature review and rank them by using modified TOPSIS (Technique of order preference by similarity to ideal solution) technique.

Keywords: Agile manufacturing, lean manufacturing, leagile manufacturing, modified TOPSIS.

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1059 On the Interactive Search with Web Documents

Authors: Mario Kubek, Herwig Unger

Abstract:

Due to the large amount of information in the World Wide Web (WWW, web) and the lengthy and usually linearly ordered result lists of web search engines that do not indicate semantic relationships between their entries, the search for topically similar and related documents can become a tedious task. Especially, the process of formulating queries with proper terms representing specific information needs requires much effort from the user. This problem gets even bigger when the user's knowledge on a subject and its technical terms is not sufficient enough to do so. This article presents the new and interactive search application DocAnalyser that addresses this problem by enabling users to find similar and related web documents based on automatic query formulation and state-ofthe- art search word extraction. Additionally, this tool can be used to track topics across semantically connected web documents.

Keywords: DocAnalyser, interactive web search, search word extraction, query formulation, source topic detection, topic tracking.

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1058 Gas Detonation Forming by a Mixture of H2+O2 Detonation

Authors: Morteza Khaleghi Meybodi, Hossein Bisadi

Abstract:

Explosive forming is one of the unconventional techniques in which, most commonly, the water is used as the pressure transmission medium. One of the newest methods in explosive forming is gas detonation forming which uses a normal shock wave derived of gas detonation, to form sheet metals. For this purpose a detonation is developed from the reaction of H2+O2 mixture in a long cylindrical detonation tube. The detonation wave goes through the detonation tube and acts as a blast load on the steel blank and forms it. Experimental results are compared with a finite element model; and the comparison of the experimental and numerical results obtained from strain, thickness variation and deformed geometry is carried out. Numerical and experimental results showed approximately 75 – 90 % similarity in formability of desired shape. Also optimum percent of gas mixture obtained when we mix 68% H2 with 32% O2.

Keywords: Explosive forming, High strain rate, Gas detonation, Finite element analysis.

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1057 An Improved Fast Search Method Using Histogram Features for DNA Sequence Database

Authors: Qiu Chen, Feifei Lee, Koji Kotani, Tadahiro Ohmi

Abstract:

In this paper, we propose an efficient hierarchical DNA sequence search method to improve the search speed while the accuracy is being kept constant. For a given query DNA sequence, firstly, a fast local search method using histogram features is used as a filtering mechanism before scanning the sequences in the database. An overlapping processing is newly added to improve the robustness of the algorithm. A large number of DNA sequences with low similarity will be excluded for latter searching. The Smith-Waterman algorithm is then applied to each remainder sequences. Experimental results using GenBank sequence data show the proposed method combining histogram information and Smith-Waterman algorithm is more efficient for DNA sequence search.

Keywords: Fast search, DNA sequence, Histogram feature, Smith-Waterman algorithm, Local search

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1056 Object Recognition Approach Based on Generalized Hough Transform and Color Distribution Serving in Generating Arabic Sentences

Authors: Nada Farhani, Naim Terbeh, Mounir Zrigui

Abstract:

The recognition of the objects contained in images has always presented a challenge in the field of research because of several difficulties that the researcher can envisage because of the variability of shape, position, contrast of objects, etc. In this paper, we will be interested in the recognition of objects. The classical Hough Transform (HT) presented a tool for detecting straight line segments in images. The technique of HT has been generalized (GHT) for the detection of arbitrary forms. With GHT, the forms sought are not necessarily defined analytically but rather by a particular silhouette. For more precision, we proposed to combine the results from the GHT with the results from a calculation of similarity between the histograms and the spatiograms of the images. The main purpose of our work is to use the concepts from recognition to generate sentences in Arabic that summarize the content of the image.

Keywords: Recognition of shape, generalized hough transformation, histogram, Spatiogram, learning.

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1055 Indoor Mobile Robot Positioning Based on Wireless Fingerprint Matching

Authors: Xu Huang, Jing Fan, Maonian Wu, Yonggen Gu

Abstract:

This paper discusses the design of an indoor mobile robot positioning system. The problem of indoor positioning is solved through Wi-Fi fingerprint positioning to implement a low cost deployment. A wireless fingerprint matching algorithm based on the similarity of unequal length sequences is presented. Candidate sequences selection is defined as a set of mappings, and detection errors caused by wireless hotspot stability and the change of interior pattern can be corrected by transforming the unequal length sequences into equal length sequences. The presented scheme was verified experimentally to achieve the accuracy requirements for an indoor positioning system with low deployment cost.

Keywords: Fingerprint match, indoor positioning, mobile robot positioning system, Wi-Fi, wireless fingerprint.

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1054 VISUAL JESS: AN Expandable Visual Generator of Oriented Object Expert systems

Authors: Amel Grissa-Touzi, Habib Ounally, Aissa Boulila

Abstract:

The utility of expert system generators has been widely recognized in many applications. Several generators based on concept of the paradigm object, have been recently proposed. The generator of oriented object expert system (GSEOO) offers languages that are often complex and difficult to use. We propose in this paper an extension of the expert system generator, JESS, which permits a friendly use of this expert system. The new tool, called VISUAL JESS, bring two main improvements to JESS. The first improvement concerns the easiness of its utilization while giving back transparency to the syntax and semantic aspects of the JESS programming language. The second improvement permits an easy access and modification of the JESS knowledge basis. The implementation of VISUAL JESS is made so that it is extensible and portable.

Keywords: Generator of Systems Expert, Programming oriented object classifies, object, inheritance, polymorphism.

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1053 Signal Processing Approach to Study Multifractality and Singularity of Solar Wind Speed Time Series

Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

Abstract:

This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: Detrended fluctuation analysis, generalized Hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis.

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1052 A Test Methodology to Measure the Open-Loop Voltage Gain of an Operational Amplifier

Authors: Maninder Kaur Gill, Alpana Agarwal

Abstract:

It is practically not feasible to measure the open-loop voltage gain of the operational amplifier in the open loop configuration. It is because the open-loop voltage gain of the operational amplifier is very large. In order to avoid the saturation of the output voltage, a very small input should be given to operational amplifier which is not possible to be measured practically by a digital multimeter. A test circuit for measurement of open loop voltage gain of an operational amplifier has been proposed and verified using simulation tools as well as by experimental methods on breadboard. The main advantage of this test circuit is that it is simple, fast, accurate, cost effective, and easy to handle even on a breadboard. The test circuit requires only the device under test (DUT) along with resistors. This circuit has been tested for measurement of open loop voltage gain for different operational amplifiers. The underlying goal is to design testable circuits for various analog devices that are simple to realize in VLSI systems, giving accurate results and without changing the characteristics of the original system. The DUTs used are LM741CN and UA741CP. For LM741CN, the simulated gain and experimentally measured gain (average) are calculated as 89.71 dB and 87.71 dB, respectively. For UA741CP, the simulated gain and experimentally measured gain (average) are calculated as 101.15 dB and 105.15 dB, respectively. These values are found to be close to the datasheet values.

Keywords: Device under test, open-loop voltage gain, operational amplifier, test circuit.

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1051 A CBR System to New Product Development: An Application for Hearing Devices Design

Authors: J.L. Castro, K. Benghazi, M.V. Hurtado, M. Navarro, J.M. Zurita

Abstract:

Nowadays, quick technological changes force companies to develop innovative products in an increasingly competitive environment. Therefore, how to enhance the time of new product development is very important. This design problem often lacks the exact formula for getting it, and highly depends upon human designers- past experiences. For these reasons, in this work, a Casebased reasoning (CBR) system to assist in new product development is proposed. When a case is recovered from the case base, the system will take into account not only the attribute-s specific value and how important it is. It will also take into account if the attribute has a positive influence over the product development. Hence the manufacturing time will be improved. This information will be introduced as a new concept called “adaptability". An application to this method for hearing instrument new design illustrates the proposed approach.

Keywords: Case based reasoning, Fuzzy logic, New product development, Retrieval stage, Similarity.

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1050 A Model for Bidding Markup Decisions Making based-on Agent Learning

Authors: W. Hou, X. Shan, X. Ye

Abstract:

Bidding is a very important business function to find latent contractors of construction projects. Moreover, bid markup is one of the most important decisions for a bidder to gain a reasonable profit. Since the bidding system is a complex adaptive system, bidding agent need a learning process to get more valuable knowledge for a bid, especially from past public bidding information. In this paper, we proposed an iterative agent leaning model for bidders to make markup decisions. A classifier for public bidding information named PIBS is developed to make full use of history data for classifying new bidding information. The simulation and experimental study is performed to show the validity of the proposed classifier. Some factors that affect the validity of PIBS are also analyzed at the end of this work.

Keywords: bidding markup, decision making, agent learning, information similarity.

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1049 On Formalizing Predefined OCL Properties

Authors: Meryem Lamrani, Younès El Amrani, Aziz Ettouhami

Abstract:

The ability of UML to handle the modeling process of complex industrial software applications has increased its popularity to the extent of becoming the de-facto language in serving the design purpose. Although, its rich graphical notation naturally oriented towards the object-oriented concept, facilitates the understandability, it hardly successes to report all domainspecific aspects in a satisfactory way. OCL, as the standard language for expressing additional constraints on UML models, has great potential to help improve expressiveness. Unfortunately, it suffers from a weak formalism due to its poor semantic resulting in many obstacles towards the build of tools support and thus its application in the industry field. For this reason, many researches were established to formalize OCL expressions using a more rigorous approach. Our contribution join this work in a complementary way since it focuses specifically on OCL predefined properties which constitute an important part in the construction of OCL expressions. Using formal methods, we mainly succeed in expressing rigorously OCL predefined functions.

Keywords: Formal methods, Z, OCL, predefined properties, metamodel types.

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1048 Grid-HPA: Predicting Resource Requirements of a Job in the Grid Computing Environment

Authors: M. Bohlouli, M. Analoui

Abstract:

For complete support of Quality of Service, it is better that environment itself predicts resource requirements of a job by using special methods in the Grid computing. The exact and correct prediction causes exact matching of required resources with available resources. After the execution of each job, the used resources will be saved in the active database named "History". At first some of the attributes will be exploit from the main job and according to a defined similarity algorithm the most similar executed job will be exploited from "History" using statistic terms such as linear regression or average, resource requirements will be predicted. The new idea in this research is based on active database and centralized history maintenance. Implementation and testing of the proposed architecture results in accuracy percentage of 96.68% to predict CPU usage of jobs and 91.29% of memory usage and 89.80% of the band width usage.

Keywords: Active Database, Grid Computing, ResourceRequirement Prediction, Scheduling,

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1047 Business Buyers’ Expectations in Buyer-Seller Encounters

Authors: Pia I. Hautamäki

Abstract:

Selling has changed. Selling has taken on aspects of relationship marketing and sales force play a critical role in developing long-term relationships between buyers and sellers which is seen to serve the company’s targets and create success for a long run. The purpose of this study was to examine what really matters in buyer-seller encounters and determine what expectations business buyers have. We studied 17 business buyers by a qualitative interview. We found that buyers appreciate encounters where the salesperson face the buyer as a way he or she is as a person, map the real needs to improve buyers’ business and build up cooperation for long-term relationship. This study show that personality matters are a key elements when satisfying business buyers’ expectations.

Keywords: Business-to-Business, Business buyer-seller encounters, Business buyer, Expectations, Perceived similarity, Personal selling, Personality types.

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1046 South Korean Tourists' Expectation, Satisfaction and Loyalty Relationship

Authors: Tolga Gok, Kursad Sayin

Abstract:

The aim of this study is to investigate the relationship between expectation, satisfaction and loyalty of South Korean tourists visiting Turkey. In the research, a questionnaire was used as a data collecting tool. The questionnaires are filled by South Korean tourists coming to Turkey through package tours and individual. The survey was conducted in 2014 in Nevsehir (Cappadocia Region) and Istanbul. Tourist guides and agency staff have helped the implementation of surveys. The survey questions are composed of 4 parts, which are “demographic characteristics of tourists”, “travel behavior characteristics”, “perception of expectations on destination attributes” and “perception of destination loyalty”. 5-point Likert type scale including 28 destination attributes was used to measure the expectations of South Korean tourists coming to Turkey. Questions were directed to the tourists to measure the destination loyalty. The questions relating to destination loyalty are “Talking about Turkey to others”, “Recommendation Turkey to others” and “Tourists’ intentions to revisit Turkey”. The basic hypothesis of the research is that there is a statistically significant relationship among expectations, satisfactions and destination loyalty of South Korean tourists coming to Turkey. The results indicated that the expectation had a significant effect on overall satisfaction. In addition it was seen that between overall satisfaction of tourists and destination loyalty had a significant relationship. Based on findings, some suggestions for tour operators and travel agencies were made.

Keywords: Tourist expectation, tourist satisfaction, destination loyalty, destination attributes.

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1045 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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1044 NOHIS-Tree: High-Dimensional Index Structure for Similarity Search

Authors: Mounira Taileb, Sami Touati

Abstract:

In Content-Based Image Retrieval systems it is important to use an efficient indexing technique in order to perform and accelerate the search in huge databases. The used indexing technique should also support the high dimensions of image features. In this paper we present the hierarchical index NOHIS-tree (Non Overlapping Hierarchical Index Structure) when we scale up to very large databases. We also present a study of the influence of clustering on search time. The performance test results show that NOHIS-tree performs better than SR-tree. Tests also show that NOHIS-tree keeps its performances in high dimensional spaces. We include the performance test that try to determine the number of clusters in NOHIS-tree to have the best search time.

Keywords: High-dimensional indexing, k-nearest neighborssearch.

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1043 Radiation Effect on MHD Casson Fluid Flow over a Power-Law Stretching Sheet with Chemical Reaction

Authors: Motahar Reza, Rajni Chahal, Neha Sharma

Abstract:

This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: Boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation.

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1042 Modeling Peer-to-Peer Networks with Interest-Based Clusters

Authors: Bertalan Forstner, Dr. Hassan Charaf

Abstract:

In the world of Peer-to-Peer (P2P) networking different protocols have been developed to make the resource sharing or information retrieval more efficient. The SemPeer protocol is a new layer on Gnutella that transforms the connections of the nodes based on semantic information to make information retrieval more efficient. However, this transformation causes high clustering in the network that decreases the number of nodes reached, therefore the probability of finding a document is also decreased. In this paper we describe a mathematical model for the Gnutella and SemPeer protocols that captures clustering-related issues, followed by a proposition to modify the SemPeer protocol to achieve moderate clustering. This modification is a sort of link management for the individual nodes that allows the SemPeer protocol to be more efficient, because the probability of a successful query in the P2P network is reasonably increased. For the validation of the models, we evaluated a series of simulations that supported our results.

Keywords: Peer-to-Peer, model, performance, networkmanagement.

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