Search results for: Business Process Modeling Notation

Authors: Abbas R. Ali, Safa H. Abdulrahman

Abstract:

In this study, forty samples had been collected from water of Lesser Zab River and drinking water to determine fluoride concentration and show the impact of fluoride on general health of society of Kirkuk city. Estimation of fluoride concentration and determination of its proportion in water samples were performed attentively using a fluoride ion selective electrode. The fluoride concentrations in the Lesser Zab River samples were between 0.0265 ppm and 0.0863 ppm with an average of 0.0451 ppm, whereas the average fluoride concentration in drinking water samples was 0.102 ppm and ranged from 0.010 to 0.289 ppm. A comparison between results obtained with World Health Organization (WHO) show a low concentration of fluoride in the samples of the study. Thus, for health concerns we should increase the concentration of this ion in water of Kirkuk city at least to about (1.0 ppm) and this will take place after fluorination process.

Keywords: Fluoride concentration, Lesser Zab River, drinking water, health society, Kirkuk city.

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Authors: Ming-Hui Lee, Iau-Teh Wang

Abstract:

The innovative fuzzy estimator is used to estimate the ground motion acceleration of the retaining structure in this study. The Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the fuzzy weighting recursive least square estimator to estimate the acceleration input over time. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function, the distinct levels of the measurement noise covariance and the initial process noise covariance. The availability and the precision of the proposed method proposed in this study can be verified by comparing the actual value and the one obtained by numerical simulation.

Keywords: Earthquake, Fuzzy Estimator, Kalman Filter, Recursive Least Square Estimator.

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Authors: H. AbdelRahman, S. Rostom, Y. Lotfy, S. Salah Eldeen, R. Yassein, N. Awny

Abstract:

People are growing more concerned with their appearance in today's society. But they are terrified of what they will look like after a plastic surgery. People's mental health suffers when they have accidents, burns, or genetic issues that cause them to cleave certain body parts, which makes them feel uncomfortable and unappreciated. The method provides an innovative deep learning-based technique for image inpainting that analyzes different picture structures and fixes damaged images. This study proposes a model based on the Stable Diffusion Inpainting method for in-painting medical images. One significant advancement made possible by deep neural networks is image inpainting, which is the process of reconstructing damaged and missing portions of an image. The patient can see the outcome more easily since the system uses the user's input of an image to identify a problem. It then modifies the image and outputs a fixed image.

Keywords: Generative Adversarial Network, GAN, Large Mask Inpainting, LAMA, Stable Diffusion Inpainting.

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Authors: S. Heydari, H. Sharififard, M. Nabavinia, H. Kiani, M. Parvizi

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Rapid industrialization has led to increased disposal of heavy metals into the environment. Activated carbon adsorption has proven to be an effective process for the removal of trace metal contaminants from aqueous media. This paper was investigated chromium adsorption efficiency by commercial activated carbon. The sorption studied as a function of activated carbon particle size, dose of activated carbon and initial pH of solution. Adsorption tests for the effects of these factors were designed with Taguchi approach. According to the Taguchi parameter design methodology, L9 orthogonal array was used. Analysis of experimental results showed that, the most influential factor was initial pH of solution. The optimum conditions for chromium adsorption by activated carbons were found to be as follows: initial feed pH 6, adsorbent particle size 0.412 mm and activated carbon dose 6 g/l. Under these conditions, nearly %100 of chromium ions was adsorbed by activated carbon after 2 hours.

Keywords: Chromium, Adsorption, Taguchi method, Activated carbon.

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Authors: Abdurahman H. Nour, Rosli M. Yunus, Azhary. H. Nour

Abstract:

The mechanism of microwave heating is essentially that of dielectric heating. After exposing the emulsion to the microwave Electromagnetic (EM) field, molecular rotation and ionic conduction due to the penetration of (EM) into the emulsion are responsible for the internal heating. To determine the capability of microwave technology in demulsification of crude oil emulsions, microwave demulsification method was applied in a 50-50 % and 20- 80 % water-in-oil emulsions with microwave exposure time varied from 20-180 sec. Transient temperature profiles of water-in-oil emulsions inside a cylindrical container were measured. The temperature rise at a given location was almost horizontal (linear). The average rates of temperature increase of 50-50 % and 20-80 % water-in-oil emulsions are 0.351 and 0.437 oC/sec, respectively. The rate of temperature increase of emulsions decreased at higher temperature due to decreasing dielectric loss of water. These results indicate that microwave demulsification of water-in-oil emulsions does not require chemical additions. Microwave has the potential to be used as an alternative way in the demulsification process.

Keywords: Demulsification, temperature profile, emulsion.Microwave heating, dielectric, volume rate.

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Authors: R.Guzman-Martinez, Oscar Garcia-Olalla, R.Alaiz-Rodriguez

Abstract:

Feature selection plays an important role in applications with high dimensional data. The assessment of the stability of feature selection/ranking algorithms becomes an important issue when the dataset is small and the aim is to gain insight into the underlying process by analyzing the most relevant features. In this work, we propose a graphical approach that enables to analyze the similarity between feature ranking techniques as well as their individual stability. Moreover, it works with whatever stability metric (Canberra distance, Spearman's rank correlation coefficient, Kuncheva's stability index,...). We illustrate this visualization technique evaluating the stability of several feature selection techniques on a spectral binary dataset. Experimental results with a neural-based classifier show that stability and ranking quality may not be linked together and both issues have to be studied jointly in order to offer answers to the domain experts.

Keywords: Feature Selection Stability, Spectral data, Data visualization

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Authors: Bhumica Agarwal, Priya Sengupta, Chandrajit Balomajumder

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The present study analyses the potential of acid treated chitosan for simultaneous co-adsorptive removal of phenol and cyanide from a binary waste water solution. The effects of parameters like pH, temperature, initial concentration, adsorbent dose, and adsorbent size were studied. At an optimum pH of 8, temperature of 30⁰C, initial phenol and cyanide concentration of 200 mg/L and 20 mg/L respectively, adsorbent dose of 30 g/L and size between 0.4-0.6 mm the maximum percentage removal of phenol and cyanide was found to be 60.97% and 90.86% respectively. Amongst the adsorption isotherms applied extended Freundlich best depicted the adsorption of both phenol and cyanide based on lowest MPSD value. The kinetics depicted that chemisorption was the adsorption mechanism and intraparticle diffusion is not the only rate controlling step of the reaction. Thermodynamic studies revealed that phenol adsorption was exothermic and spontaneous whereas that of cyanide was an endothermic process.

 

Keywords: Chitosan, Co-adsorption, Cyanide, Phenol.

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Authors: Ming-Hui Lee, Tsung-Chien Chen, Yuh-Shiou Tai

Abstract:

The intelligent fuzzy input estimator is used to estimate the input force of the rigid bar structural system in this study. The fuzzy Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The practicability and accuracy of the proposed method were verified with numerical simulations from which the input forces of a rigid bar structural system were estimated from the output responses. In order to examine the accuracy of the proposed method, a rigid bar structural system is subjected to periodic sinusoidal dynamic loading. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function and improper the initial process noise covariance. The estimated results have a good agreement with the true values in all cases tested.

Keywords: Fuzzy Input Estimator, Kalman Filter, RecursiveLeast Square Estimator.

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Authors: Wisam H. Muragaa, Kamaruzzaman Seman, Mohd Fadzli Marhusin

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Software Defined Networking (SDN) is a paradigm designed to facilitate the way of controlling the network dynamically and with more agility. Network traffic is a set of flows, each of which contains a set of packets. In SDN, a matching process is performed on every packet coming to the network in the SDN switch. Only the headers of the new packets will be forwarded to the SDN controller. In terminology, the flow header fields are called tuples. Basically, these tuples are 5-tuple: the source and destination IP addresses, source and destination ports, and protocol number. This flow information is used to provide an overview of the network traffic. Our module is meant to extract this 5-tuple with the packets and flows numbers and show them as a list. Therefore, this list can be used as a first step in the way of detecting the DDoS attack. Thus, this module can be considered as the beginning stage of any flow-based DDoS detection method.

Keywords: Matching, OpenFlow tables, POX controller, SDN, table-miss.

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Authors: Hassan Faraji Baghtash

Abstract:

In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

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Authors: A. Shyamala Devi, K. Chitra Devi, R. Rajendiran

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A total of 6 isolates of Bacillus subtilis were isolated from oil mill waste collected in Namakkal district, Tamilnadu, India. The isolated bacteria were screened using lipase screening medium containing Tween 80. BS-3 isolate exhibited a greater clear zone than the others, indicating higher lipase activity. Therefore, this isolate was selected for media optimization studies. Ten process variables were screened using Plackett–Burman design and were further optimized by central composite design of response surface methodology for lipase production in submerged fermentation. Maximum lipase production of 16.627 U/min/ml were predicted in medium containing yeast extract (9.3636g), CaCl2 (0.8986g) and incubation periods (1.813 days). A mean value of 16.98 ± 0.2286 U/min/ml of lipase was acquired from real experiments.

Keywords: Bacillus subtilis, extracellular lipase, Plackett–Burman design, response surface methodology.

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Authors: W. J. Stępniowski, W. Florkiewicz, M. Norek, M. Michalska-Domańska, E. Kościuczyk, T. Czujko

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In this paper, two options of anodic alumina barrier layer thinning have been demonstrated. The approaches varied with the duration of the voltage step. It was found that too long step of the barrier layer thinning process leads to chemical etching of the nanopores on their top. At the bottoms pores are not fully opened what is disadvantageous for further applications in nanofabrication. On the other hand, while the duration of the voltage step is controlled by the current density (value of the current density cannot exceed 75% of the value recorded during previous voltage step) the pores are fully opened. However, pores at the bottom obtained with this procedure have smaller diameter, nevertheless this procedure provides electric contact between the bare aluminum (substrate) and electrolyte, what is suitable for template assisted electrodeposition, one of the most cost-efficient synthesis method in nanotechnology.

Keywords: Anodic aluminum oxide, anodization, barrier layer thinning, nanopores.

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Authors: I. Herraiz-Cardona, C. González-Buch, E. Ortega, V. Pérez-Herranz, J. García-Antón

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Hydrogen is considered to be the most promising candidate as a future energy carrier. One of the most used technologies for the electrolytic hydrogen production is alkaline water electrolysis. However, due to the high energy requirements, the cost of hydrogen produced in such a way is high. In continuous search to improve this process using advanced electrocatalytic materials for the hydrogen evolution reaction (HER), Ni type Raney and macro-porous Ni-Co electrodes were prepared on AISI 304 stainless steel substrates by electrodeposition. The developed electrodes were characterized by SEM and confocal laser scanning microscopy. HER on these electrodes was evaluated in 30 wt.% KOH solution by means of hydrogen discharge curves and galvanostatic tests. Results show that the developed electrodes present a most efficient behaviour for HER when comparing with the smooth Ni cathode. It has been reported a reduction in the energy consumption of the electrolysis cell of about 25% by using the developed coatings as cathodes.

Keywords: Alkaline water electrolysis, energy efficiency, porous nickel electrodes

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Authors: D. Gouwanda, S. M. N. A. Senanayake

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This paper presents a real time force sensing instrument that is designed for human gait analysis purposes. It is capable of recording and monitoring ground reaction forces exerted by human foot during various activities such as walking, running and jumping in real time. In overall, force sensing mat mainly consists of three elements: the force sensing mat, signal conditioning circuit and data acquisition device. Force sensing mat is the mat that contains an array of force sensing elements. To control and process the incoming signal from the force sensing mat, Force-Logger and Force-Reloader are developed using National Instrument Labview. This paper describes the architecture of the force sensing mat, signal conditioning circuit and the real time streaming of the incoming data from the force sensing mat. Additionally, a preliminary experiment dataset is presented in this paper.

Keywords: Force platform, force sensing resistor, human gait analysis.

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Authors: Hamid Reza Alipour, Ali Mohammadi Torkashvand

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In composting process, N high-organic wastes loss the great part of its nitrogen as ammonia; therefore, using compost amendments can promote the quality of compost due to the decrease in ammonia volatilization. With regard to the effect of pH on composting, microorganisms- activity and ammonia volatilization, sulfuric acid and alkaline wastewater of paper mill (as liming agent with Ca and Mg ions) were used as compost amendments. Study results indicated that these amendments are suitable for reclamation of compost quality properties. These held nitrogen in compost caused to reduce C/N ratio. Both amendments had a significant effect on total nitrogen, but it should be used sulfuric acid in fewer amounts (20 ml/kg fresh organic wastes); and the more amounts of acid is not proposed.

Keywords: Compost, Paper mill wastewater, sulfuric acid, Ammonia Volatilization.

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Authors: Fadia M. A. Ghali

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The problem of wastewater treatment in Egypt is a two-fold problem; the first part concerning the existing rural areas, the second one dealing with new industrial/domestic areas. In Egypt several agricultural projects have been initiated by the government and the private sector as well, in order to change its infrastructure. As a reliable energy source, photovoltaic pumping systems have contributed to supply water for local rural communities worldwide; they can also be implemented to solve the problem “wastewater environment pollution". The solution of this problem can be categorised as recycle process. In addition, because of regional conditions past technologies are being reexamined to select a smallscale treatment system requiring low construction and maintenance costs. This paper gives the design guidelines of a Photovoltaic Small- Scale Wastewater Treatment Plant (PVSSWTP) based on technologies that can be transferred.

Keywords: Renewable energy sources, Photovoltaic, small-scale projects, wastewater treatment.

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Authors: Ankit Mitra

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An adder is one of the most integral component of a digital system like a digital signal processor or a microprocessor. Being an extremely computationally intensive part of a system, the optimization for speed and power consumption of the adder is of prime importance. In this paper we have designed a 1 bit full adder cell based on dynamic TSPC logic to achieve high speed operation. A high threshold voltage sleep transistor is used to reduce the static power dissipation in standby mode. The circuit is designed and simulated in TSPICE using TSMC 180nm CMOS process. Average power consumption, delay and power-delay product is measured which showed considerable improvement in performance over the existing full adder designs.

Keywords: CMOS, TSPC, MTCMOS, ALU, Clock gating, power gating, pipelining.

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Authors: Sepehr Aslani, Homayoun Mahdavi-Nasab

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Automated motion detection and tracking is a challenging task in traffic surveillance. In this paper, a system is developed to gather useful information from stationary cameras for detecting moving objects in digital videos. The moving detection and tracking system is developed based on optical flow estimation together with application and combination of various relevant computer vision and image processing techniques to enhance the process. To remove noises, median filter is used and the unwanted objects are removed by applying thresholding algorithms in morphological operations. Also the object type restrictions are set using blob analysis. The results show that the proposed system successfully detects and tracks moving objects in urban videos.

Keywords: Optical flow estimation, moving object detection, tracking, morphological operation, blob analysis.

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Authors: Leila Amjad, Mahsa Shafighi

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The role of the pollen grain, with to the reproductive process of higher plants, is to deliver the spermatic cells to the embryo sac for egg fertilization. The aim of this project was study the effect of electromagnetic fields on structure and pollen grains development in Chenopodium album. Anthers of Chenopodium album L. were collected at different stages of development from control (without electromagnetic field) and plants grown at 10m from the field sources. Structure and development of pollen grains were studied and compared. The studying pollen structure by Light and Scanning electron microscopy showed that electromagnetic fields reduction of pollen grains number and male sterility, thus , in some anthers, pollen grains were attached together and deformed compared to control ones. The data presented suggest that prolonged exposures of plants to magnetic field may cause different biological effects at the cellular tissue and organ levels.

Keywords: Electromagnetic fields, pollen, Chenopodium albumL.

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Authors: Yulia Stukalina

Abstract:

This paper explores the main issues related to implementing a cross-disciplinary research project (LEARNIT) based on collaboration between universities from three European countries. The paper discusses the importance of using the holistic approach to managing scientific projects with due account for the complicated nature of the educational environment of a modern university. To illustrate this approach, the author describes some actions to be taken for supporting different focus areas of LEARNIT project, in the process using integrated tangible, non-tangible, and semi-tangible resources of the partner university. The methodology of the paper is based on the academic literature and research papers analysis within management discipline. The analysis reported in the paper is also based on the author’s professional experience in the area of managing international research projects in a university.

Keywords: LEARNIT, focus area, project management, resources.

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Authors: Elizabeth Simão Carvalho, Marcirio Silveira Chaves

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The information visualization is still a knowledge field that lacks from a solid theory to support it and there is a myriad of existing methodologies and taxonomies that can be combined and adopted as guidelines. In this context, it is necessary to pre-evaluate as much as possible all the assumptions that are considered for its design and development. We present an exploratory study (n = 123) to detect the graphical preferences of travelers using accommodation portals of Web 2.0 (e.g. tripadvisor.com). We took into account some of the most relevant ground rules applied in the field to map visually data and design end-user interaction. Moreover, the evaluation process was completely data visualization oriented. We found out that people tend to refuse more advanced types of visualization and that a hybrid combination between radial graphs and stacked bars should be explored. In sum, this paper introduces new findings about the visual model and the cognitive response of users of accommodation booking websites.

Keywords: Information visualization, Data visualization, Visualization evaluation, Online reviews, Booking portal, Hotel booking.

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Authors: Mohd. Hasan, Ajmal Kafeel, S. D. Pable

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Ultra-low-power (ULP) circuits have received widespread attention due to the rapid growth of biomedical applications and Battery-less Electronics. Subthreshold region of transistor operation is used in ULP circuits. Major research challenge in the subthreshold operating region is to extract the ULP benefits with minimal degradation in speed and robustness. Process, Voltage and Temperature (PVT) variations significantly affect the performance of subthreshold circuits. Designed performance parameters of ULP circuits may vary largely due to temperature variations. Hence, this paper investigates the effect of temperature variation on device and circuit performance parameters at different biasing voltages in the subthreshold region. Simulation results clearly demonstrate that in deep subthreshold and near threshold voltage regions, performance parameters are significantly affected whereas in moderate subthreshold region, subthreshold circuits are more immune to temperature variations. This establishes that moderate subthreshold region is ideal for temperature immune circuits.

Keywords: Subthreshold, temperature variations, ultralow power.

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Authors: Mohamad Izuddin Nordin, Azween Abdullah, Mahamat Issa Hassan

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In this paper, cloud resource broker using goalbased request in medical application is proposed. To handle recent huge production of digital images and data in medical informatics application, the cloud resource broker could be used by medical practitioner for proper process in discovering and selecting correct information and application. This paper summarizes several reviewed articles to relate medical informatics application with current broker technology and presents a research work in applying goal-based request in cloud resource broker to optimize the use of resources in cloud environment. The objective of proposing a new kind of resource broker is to enhance the current resource scheduling, discovery, and selection procedures. We believed that it could help to maximize resources allocation in medical informatics application.

Keywords: Broker, Cloud Computing, Medical Informatics, Resources Discovery, Resource Selection.

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Authors: Kumar Manoj, Ramesh Kumar, Kumari Arti

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A wireless Ad-hoc network consists of wireless nodes communicating without the need for a centralized administration, in which all nodes potentially contribute to the routing process.In this paper, we report the simulation results of four different scenarios for wireless ad hoc networks having thirty nodes. The performances of proposed networks are evaluated in terms of number of hops per route, delay and throughput with the help of OPNET simulator. Channel speed 1 Mbps and simulation time 600 sim-seconds were taken for all scenarios. For the above analysis DSR routing protocols has been used. The throughput obtained from the above analysis (four scenario) are compared as shown in Figure 3. The average media access delay at node_20 for two routes and at node_20 for four different scenario are compared as shown in Figures 4 and 5. It is observed that the throughput will degrade when it will follow different hops for same source to destination (i.e. it has dropped from 1.55 Mbps to 1.43 Mbps which is around 9.7%, and then dropped to 0.48Mbps which is around 35%).

Keywords: Throughput, Delay, DSR, OPNET, MANET, DSSS

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Authors: Florian Mach, Eric Hund, Malte Stonis

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The dismantling of disused industrial facilities such as nuclear power plants or refineries is an enormous challenge for the planning and control of the logistic processes. Existing control models do not meet the requirements for a proper dismantling of industrial plants. Therefore, the paper presents an approach for the control of dismantling and post-processing processes (e.g. decontamination) in plant decommissioning. In contrast to existing approaches, the dismantling sequence and depth are selected depending on the capacity utilization of required post-processing processes by also considering individual characteristics of respective dismantling tasks (e.g. decontamination success rate, uncertainties regarding the process times). The results can be used in the dismantling of industrial plants (e.g. nuclear power plants) to reduce dismantling time and costs by avoiding bottlenecks such as capacity constraints.

Keywords: Dismantling management, logistics planning and control models, nuclear power plant dismantling, reverse logistics.

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Authors: Chieh-Yuan Tsai, Chuang-Cheng Chiu

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Biclustering aims at identifying several biclusters that reveal potential local patterns from a microarray matrix. A bicluster is a sub-matrix of the microarray consisting of only a subset of genes co-regulates in a subset of conditions. In this study, we extend the motif of subspace clustering to present a K-biclusters clustering (KBC) algorithm for the microarray biclustering issue. Besides minimizing the dissimilarities between genes and bicluster centers within all biclusters, the objective function of the KBC algorithm additionally takes into account how to minimize the residues within all biclusters based on the mean square residue model. In addition, the objective function also maximizes the entropy of conditions to stimulate more conditions to contribute the identification of biclusters. The KBC algorithm adopts the K-means type clustering process to efficiently make the partition of K biclusters be optimized. A set of experiments on a practical microarray dataset are demonstrated to show the performance of the proposed KBC algorithm.

Keywords: Microarray, Biclustering, Subspace clustering, Meansquare residue model.

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Authors: Arup K. George, Wai Pan Chan, Zhi Hui Kong, Minkyu Je

Abstract:

This paper describes a low-power second-order filter for a continuous-time chopper stabilized capacitive sensor interface, integrated with a fully differential post-CMOS surface-micromachined MEMS pressure sensor. The circuit uses a single-ended folded-cascode operational amplifier and two GM-C filters connected in cascade. The circuit is realized in a 0.18 μm CMOS process and offers differential to single-ended conversion. The novelty of the scheme is the cascade of two GM-C filters to achieve a second-order filter while minimizing power dissipation. The simulated filter cutoff frequency is 1.14 kHz at common-mode voltage 1.65 V, operating from a 3.3 V supply while dissipating 172μW of power. The filter achieves an operating range of 1V for an output load of 1MOhm and 10pF.

Keywords: Chopper Stabilization, MEMS, Pressure Sensors, Low Pass Filter

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Authors: Sajeena Beevi. B, Jose P. P., G. Madhu

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The aim of this study was to obtain the optimal conditions for biogas production from anaerobic digestion of organic fraction of municipal solid waste (OFMSW) using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The highest level of biogas produced was 53.4 L/Kg VS at optimum pH, substrate concentration and total organic carbon of 6.5, 99gTS/L and 20.32 g/L respectively.

Keywords: Anaerobic Digestion, Biogas, Optimization, Response Surface Methodology.

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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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Authors: Boy Arief Fachri

Abstract:

Even its content is rich in antioxidants ϒ-oryzanol, rice bran is not used properly as functional food. This research aims to (1) extract ϒ-oryzanol; (2) determine the solubility of ϒ-oryzanol in supercritical CO₂ based on phase equilibrium theory; and (3) study the effect of process variables on solubility. Extraction experiments were carried out for rice bran (5 g) at various extraction pressures, temperatures and reaction times. The flowrate of supercritical fluid through the extraction vessel was 25 g/min. The extracts were collected and analysed with high-pressure liquid chromatography (HPLC). The conclusion based on the experiments are as: (1) The highest experimental solubility was 0.303 mcg/mL RBO at T= 60°C, P= 90 atm, t= 30 min; (2) Solubility of ϒ-oryzanol was influenced by pressure and temperature. As the pressure and temperature increase, the solubility increases; (3) The solubility data of supercritical extraction can be successfully determined using phase equilibrium theory. Meanwhile, tocopherol was found and slightly investigated in this work.

Keywords: Rice bran, solubility, supercritical CO2, ϒ-orizanol.

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