Search results for: Goal Question Metrics
820 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing
Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea
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Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?
Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6067819 Characterization and Development of Anthropomorphic Phantoms Liver for Use in Nuclear Medicine
Authors: Ferreira F. C. L., Souza D. N., Rodrigues T. M. A., Cunha C. J., Dullius M. A., Andrade J. E., Sousa A. H., Vieira J. P. C., Carvalho Júnior A. B., Santos L. P. B., Passos R. O.
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The objective this study was to characterize and develop anthropomorphic liver phantoms in tomography hepatic procedures for quality control and improvement professionals in nuclear medicine. For the conformation of the anthropomorphic phantom was used in plaster and acrylic. We constructed three phantoms representing processes with liver cirrhosis. The phantoms were filled with 99mTc diluted with water to obtain the scintigraphic images. Tomography images were analyzed anterior and posterior phantom representing a body with a greater degree cirrhotic. It was noted that the phantoms allow the acquisition of images similar to real liver with cirrhosis. Simulations of hemangiomas may contribute to continued professional education of nuclear medicine, on the question of image acquisition, allowing of the study parameters such of the matrix, energy window and count statistics.Keywords: Nuclear medicine, liver phantom, control quality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1678818 The Aspect of the Human Bias in Decision Making within Quality Management Systems & LEAN Theory
Authors: Adriana Ávila Zúñiga Nordfjeld
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This paper provides a literature review to document the state of the art with respect to handling “human bias” in decision making within the established quality management systems (QMS) and LEAN theory, in the context of shipbuilding. Previous research shows that in shipbuilding there is a huge deviation from the planned man-hours under the project management to the actual man-hours used because of errors in planning and reworks caused by human bias in the information flows, among others. This reduces the efficiency, and increases operational costs. Thus, the research question is how QMS and LEAN handle biases. The findings show the gap in studying the integration of methods to handle human bias in decision making into QMS and lean, not only within shipbuilding, but in general. Theoretical and practical implications are discussed for researchers and practitioners in the areas of decision making, QMS and LEAN, and future research is suggested.
Keywords: Human bias, decision making, LEAN Shipbuilding, quality management systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2965817 Innovation Trends in South Korea
Authors: Mario Gómez, José Carlos Rodríguez
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This paper analyzes innovation trends in South Korea by means of the number of patent applications filed by residents and nonresidents during the period 1965 to 2012. Making use of patent data released by the World Intellectual Property Organization (WIPO), we search for the presence of multiple structural changes in patent application series in this country. These changes may suggest that firms’ innovative activity has been modified as a result of implementing some science, technology and innovation (STI) policies. Accordingly, the new regulations implemented in this country in the last decades have influenced its innovative activity. The question conducting this research is thus how STI policies in South Korea have influenced its innovation activity. The results confirm the existence of multiple structural changes in the series of patent applications resulting from alternative STI policies implemented during these years.
Keywords: Econometric methods, innovation activity, South Korea, patent applications, science, technology and innovation (STI) policy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2872816 Visual Identity Components of Tourist Destination
Authors: Petra Barisic, Zrinka Blazevic
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In the world of modern communications, visual identity has predominant influence on the overall success of tourist destinations, but despite of these, the problem of designing thriving tourist destination visual identity and their components are hardly addressed. This study highlights the importance of building and managing the visual identity of tourist destination, and based on the empirical study of well-known Mediterranean destination of Croatia analyses three main components of tourist destination visual identity; name, slogan, and logo. Moreover, the paper shows how respondents perceive each component of Croatia’s visual identity. According to study, logo is the most important, followed by the name and slogan. Research also reveals that Croatian economy lags behind developed countries in understanding the importance of visual identity, and its influence on marketing goal achievements.
Keywords: Components of visual identity, Croatia, tourist destination, visual identity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3487815 The Strange Relationship between Literacy and Well-Being: The Results of an International Survey with Special Focus on Italy
Authors: Federica Cornali
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Does education matter to the quality of our life? The results of extensive studies offer an affirmative answer to this question: high education levels are positively associated with higher income, with more highly qualified professions, with lower risk of unemployment, with better physical health and also, it is said, with more happiness. However, exploring these relationships is far from straightforward. Aside from educational credentials, what properties distinguish functionally literate individuals? How can their personal level of satisfaction be measured? What are the social mechanisms whereby education affects well-being?Using a literacy index and several measures for well-being developed by secondary analysis of the Adult Literacy and Life Skills Survey database, this investigation examined the relationship between literacy skills and subjective wellbeing in several OECD (Organisation for Economic Co-operation and Development) countries. Special attention was been addressed to Italy, and in particular to two regions representing territorial differences in this country: Piedmont and Campania.
Keywords: Cultural Divide, Literacy Index, Life Satisfaction, Subjective Well-being Index
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3307814 Using of Cavitation Disperser, for Porous Ceramic and Concrete Material Preparation
Authors: A. Shishkin, A. Korjakins, V. Mironovs
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Present paper describes method of obtaining clay ceramic foam (CCF) and foam concrete (FC), by direct foaming with high speed mixer-disperser (HSMD). Three foaming agents (FA) are compared for the FC and CCF production: SCHÄUMUNGSMITTEL W 53 FLÜSSIG (Zschimmer & Schwarz Gmbh, Germany), SCF- 1245 (Sika, test sample, Latvia) and FAB-12 (Elade, Latvija). CCF were obtained at 950, 1000°C, 1150°C and 1150°C firing temperature and have mechanical compressive strength 1.2, 2.55 and 4.3 MPa and porosity 79.4, 75.1, 71.6%, respectively. Obtained FC has 6-14 MPa compressive strength and porosity 44-55%. The goal of this work was development of a sustainable and durable ceramic cellular structures using HSMD.
Keywords: Ceramic foam, foam concrete, clay foam, open cell, close cell, direct foaming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2501813 Accuracy of Peak Demand Estimates for Office Buildings Using eQUEST
Authors: Mahdiyeh Zafaranchi, Ethan S. Cantor, William T. Riddell, Jess W. Everett
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The New Jersey Department of Military and Veteran’s Affairs (NJ DMAVA) operates over 50 facilities throughout the state of New Jersey, US. NJ DMAVA is under a mandate to move toward decarbonization, which will eventually include eliminating the use of natural gas and other fossil fuels for heating. At the same time, the organization requires increased resiliency regarding electric grid disruption. These competing goals necessitate adopting the use of on-site renewables such as photovoltaic and geothermal power, as well as implementing power control strategies through microgrids. Planning for these changes requires a detailed understanding of current and future electricity use on yearly, monthly, and shorter time scales, as well as a breakdown of consumption by heating, ventilation, and air conditioning (HVAC) equipment. This paper discusses case studies of two buildings that were simulated using the QUick Energy Simulation Tool (eQUEST). Both buildings use electricity from the grid and photovoltaics. One building also uses natural gas. While electricity use data are available in hourly intervals and natural gas data are available in monthly intervals, the simulations were developed using monthly and yearly totals. This approach was chosen to reflect the information available for most NJ DMAVA facilities. Once completed, simulation results are compared to metrics recommended by several organizations to validate energy use simulations. In addition to yearly and monthly totals, the simulated peak demands are compared to actual monthly peak demand values. The simulations resulted in monthly peak demand values that were within 30% of the measured values. These benchmarks will help to assess future energy planning efforts for NJ DMAVA.
Keywords: Building Energy Modeling, eQUEST, peak demand, smart meters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 179812 Evaluation of Environmental, Technical, and Economic Indicators of a Fused Deposition Modeling Process
Authors: M. Yosofi, S. Ezeddini, A. Ollivier, V. Lavaste, C. Mayousse
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Additive manufacturing processes have changed significantly in a wide range of industries and their application progressed from rapid prototyping to production of end-use products. However, their environmental impact is still a rather open question. In order to support the growth of this technology in the industrial sector, environmental aspects should be considered and predictive models may help monitor and reduce the environmental footprint of the processes. This work presents predictive models based on a previously developed methodology for the environmental impact evaluation combined with a technical and economical assessment. Here we applied the methodology to the Fused Deposition Modeling process. First, we present the predictive models relative to different types of machines. Then, we present a decision-making tool designed to identify the optimum manufacturing strategy regarding technical, economic, and environmental criteria.
Keywords: Additive manufacturing, decision-makings, environmental impact, predictive models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1060811 Temporary Housing Respond to Disasters in Developing Countries- Case Study: Iran-Ardabil and Lorestan Province Earthquakes
Authors: Farzaneh Hadafi, Alireza Fallahi
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Natural Disasters have always occurred through earth life. As human life developed on earth, he faced with different disasters. Since disasters would destroy his living areas and ruin his life, he learned how to respond and overcome to these matters. Nowadays, in the era of industrialized world and informatics, the man kind seeks for stages and classification of pre and post disaster process in order to identify a framework in these circumstances. Because too many parameters complicate these frameworks and proceedings, it seems that this goal has not been properly established yet and the only resource is guidelines of UNDRO (1982) [1]. This paper will discuss about temporary housing as one of an approved stage in disaster management field and investigate the affects of disapproval or dismissal of this at two earthquakes which took place in Iran.
Keywords: Temporary Housing, Temporary Sheltering, DisasterManagement, Iran
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2301810 Tobephobia: Teachers- Ineptitude to Manage Curriculum Change
Authors: P. Singh
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In this paper, Tobephobia (TBP) alludes to the fear of failure experienced by teachers to manage curriculum change. TBP is an emerging concept and it extends the boundaries of research in terms of how we view achievement and failure in education. Outcomes-based education (OBE) was introduced fifteen years ago in South African schools without simultaneously upgrading teachers- professional competencies. This exploratory research, therefore examines a simple question: What is the impact of TBP and OBE on teachers? Teacher ineptitude to cope with the OBE curriculum in the classroom is a serious problem affecting large numbers of South African teachers. This exploratory study sought to determine the perceived negative impact of OBE and TBP on teachers. A survey was conducted amongst 311 teachers in Port Elizabeth and Durban, South Africa. The results confirm the very negative impact of TBP and OBE on teachers. This exploratory study authenticates the existence of TBP.Keywords: Curriculum change, fear of failure in education, outcomes-based education, Tobephobia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2133809 Evaluating Performance of an Anomaly Detection Module with Artificial Neural Network Implementation
Authors: Edward Guillén, Jhordany Rodriguez, Rafael Páez
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Anomaly detection techniques have been focused on two main components: data extraction and selection and the second one is the analysis performed over the obtained data. The goal of this paper is to analyze the influence that each of these components has over the system performance by evaluating detection over network scenarios with different setups. The independent variables are as follows: the number of system inputs, the way the inputs are codified and the complexity of the analysis techniques. For the analysis, some approaches of artificial neural networks are implemented with different number of layers. The obtained results show the influence that each of these variables has in the system performance.
Keywords: Network Intrusion Detection, Machine learning, Artificial Neural Network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2078808 Nanofibrous Ion Exchangers
Authors: Jaromír Marek, Jakub Wiener, Yan Wang
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The main goal of this study was to find simple and industrially applicable production of ion exchangers based on nanofibrous polystyrene matrix and characterization of prepared material. Starting polystyrene nanofibers were sulfonated and crosslinked under appropriate conditions at the same time by sulfuric acid. Strongly acidic cation exchanger was obtained in such a way. The polymer matrix was made from polystyrene nanofibers prepared by NanospiderTM technology.
Various types postpolymerization reactions and other methods of crosslinking were studied. Greatly different behavior between nano- and microsize materials was observed. The final nanofibrous material was characterized and compared to common granular ion exchangers and available microfibrous ion exchangers. The sorption properties of nanofibrous ion exchangers were compared with the granular ion exchangers. For nanofibrous ion exchangers of comparable ion exchange capacity was observed considerably faster adsorption kinetics.
Keywords: Electrospinning, ion exchangers, nanofibers, polystyrene.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2029807 Algorithm for Reconstructing 3D-Binary Matrix with Periodicity Constraints from Two Projections
Authors: V. Masilamani, Kamala Krithivasan
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We study the problem of reconstructing a three dimensional binary matrices whose interiors are only accessible through few projections. Such question is prominently motivated by the demand in material science for developing tool for reconstruction of crystalline structures from their images obtained by high-resolution transmission electron microscopy. Various approaches have been suggested to reconstruct 3D-object (crystalline structure) by reconstructing slice of the 3D-object. To handle the ill-posedness of the problem, a priori information such as convexity, connectivity and periodicity are used to limit the number of possible solutions. Formally, 3Dobject (crystalline structure) having a priory information is modeled by a class of 3D-binary matrices satisfying a priori information. We consider 3D-binary matrices with periodicity constraints, and we propose a polynomial time algorithm to reconstruct 3D-binary matrices with periodicity constraints from two orthogonal projections.
Keywords: 3D-Binary Matrix Reconstruction, Computed Tomography, Discrete Tomography, Integral Max Flow Problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4893806 Method of Finding Aerodynamic Characteristic Equations of Missile for Trajectory Simulation
Authors: Attapon Charoenpon, Ekkarach Pankeaw
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This paper present a new way to find the aerodynamic characteristic equation of missile for the numerical trajectories prediction more accurate. The goal is to obtain the polynomial equation based on two missile characteristic parameters, angle of attack (α ) and flight speed (╬¢ ). First, the understudied missile is modeled and used for flow computational model to compute aerodynamic force and moment. Assume that performance range of understudied missile where range -10< α <10 and 0< ╬¢ <200. After completely obtained results of all cases, the data are fit by polynomial interpolation to create equation of each case and then combine all equations to form aerodynamic characteristic equation, which will be used for trajectories simulation.
Keywords: Aerodynamic, Characteristic Equation, Angle ofAttack, Polynomial interpolation, Trajectories
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3667805 The Effect of the National Culture on the International Business
Authors: Phatthanan Chaiyabut
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The aim for this research is to deliberately discuss how and why the contexts of culture are the main significant factors which need to be considered when conducting the international business oversea. As a consequence of understanding these various factors, the researcher would be able to infer some suggestions to the international organizations. With this in mind, the results of the understanding in a national culture environment can support the organizations to settle its international strategies which may be useful to develop the national export and import effectiveness. This data collecting methods will be concentrated upon 5-10 interviews from the senior members and business officers in the international company in Thailand by e-mail interview and analyses the individual manager’s viewpoint. As well as, focus on the questionnaires which the respondents were selected randomly around 100 samples from UK and Thailand, together with providing a functional sample size and comparable to data. The results of the study question the role of national culture, which contributed to in international business effectiveness and emphasize the positive and negative aspects, as well as suggestions to business investors are informed.
Keywords: Contexts of culture, International business effectiveness, International strategies, National Culture.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7249804 The Code-Mixing of Japanese, English and Thai in Line Chat
Authors: Premvadee Na Nakornpanom
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Code- mixing in spontaneous speech has been widely discussed, but not in virtual situations; especially in context of the third language learning students. Thus, this study is an attempt to explore the linguistic characteristics of the mixing of Japanese, English and Thai in a mobile Line chat room by students with their background of English as L2, Japanese as L3 and Thai as mother tongue. The result found that insertion of Thai content words is a very common linguistic phenomenon embedded with the other two languages in the sentences. As chatting is to be ‘relational’ or ‘interactional’, it affected the style of lexical choices to be speech-like, more personal and emotionally-related. A personal pronoun in Japanese is often mixed into the sentences. The Japanese sentence-final question particle か “ka” was added to the end of the sentence based on Thai grammar rules. Some unique characteristics were created while chatting.
Keywords: Code-mixing, Japanese, English, Thai, Line chat.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3448803 A Dynamic Programming Model for Maintenance of Electric Distribution System
Authors: Juha Korpijärvi, Jari Kortelainen
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The paper presents dynamic programming based model as a planning tool for the maintenance of electric power systems. Every distribution component has an exponential age depending reliability function to model the fault risk. In the moment of time when the fault costs exceed the investment costs of the new component the reinvestment of the component should be made. However, in some cases the overhauling of the old component may be more economical than the reinvestment. The comparison between overhauling and reinvestment is made by optimisation process. The goal of the optimisation process is to find the cost minimising maintenance program for electric power distribution system.
Keywords: Dynamic programming, Electric distribution system, Maintenance
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2105802 A Comparative Analysis of Insolvency Proceedings in France, Germany and Slovak Republic
Authors: Zuzana Crhová, Marie Paseková
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This contribution aims to compare legislation adjusting the course of insolvency proceedings in France, Germany and Slovakia. On the basis of an investigation of the legislative adjustment of this problem, an attempt is made to ascertain in the given countries the extent to which the outcome of the entire proceedings is influenced by legislation and to determine the fundamental moments that influence costs, recovery rate and the duration of proceedings. A comparative analysis was utilized in order to achieve the set goal. The results of the survey could be used to improve legislation so as to lead in the best and most expedient way to a departure from the market of those subjects that are for economic reasons unable to continue with their activities whilst burdening the entire process with the lowest possible costs, which would lead to a high level of satisfaction for creditors.
Keywords: Costs, Insolvency Proceeding, Recovery Rate, Time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2771801 Using High Performance Computing for Online Flood Monitoring and Prediction
Authors: Stepan Kuchar, Martin Golasowski, Radim Vavrik, Michal Podhoranyi, Boris Sir, Jan Martinovic
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The main goal of this article is to describe the online flood monitoring and prediction system Floreon+ primarily developed for the Moravian-Silesian region in the Czech Republic and the basic process it uses for running automatic rainfall-runoff and hydrodynamic simulations along with their calibration and uncertainty modeling. It takes a long time to execute such process sequentially, which is not acceptable in the online scenario, so the use of a high performance computing environment is proposed for all parts of the process to shorten their duration. Finally, a case study on the Ostravice River catchment is presented that shows actual durations and their gain from the parallel implementation.
Keywords: Flood prediction process, High performance computing, Online flood prediction system, Parallelization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2329800 Natural-Direction-Consistent 3D-Design and Printing Methods
Authors: Yasusi Kanada
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Objects are usually horizontally sliced when printed by 3D printers. Therefore, if an object to be printed, such as a collection of fibers, originally has natural direction in shape, the printed direction contradicts with the natural direction. By using proper tools, such as field-oriented 3D paint software, field-oriented solid modelers, field-based tool-path generation software, and non-horizontal FDM 3D printers, the natural direction can be modeled and objects can be printed in a direction that is consistent with the natural direction. This consistence results in embodiment of momentum or force in expressions of the printed object. To achieve this goal, several design and manufacturing problems, but not all, have been solved. An application of this method is (Japanese) 3D calligraphy.Keywords: 3D printing, Three-dimensional printing, Solid free-form fabrication, SFF, Fused deposition modeling, FDM, Additive manufacturing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2279799 A Survey of Discrete Facility Location Problems
Authors: Z. Ulukan, E. Demircioğlu
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Facility location is a complex real-world problem which needs a strategic management decision. This paper provides a general review on studies, efforts and developments in Facility Location Problems which are classical optimization problems having a wide-spread applications in various areas such as transportation, distribution, production, supply chain decisions and telecommunication. Our goal is not to review all variants of different studies in FLPs or to describe very detailed computational techniques and solution approaches, but rather to provide a broad overview of major location problems that have been studied, indicating how they are formulated and what are proposed by researchers to tackle the problem. A brief, elucidative table based on a grouping according to “General Problem Type” and “Methods Proposed” used in the studies is also presented at the end of the work.Keywords: Discrete location problems, exact methods, heuristic algorithms, single source capacitated facility location problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3875798 Mining Multicity Urban Data for Sustainable Population Relocation
Authors: Xu Du, Aparna S. Varde
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In this research, we propose to conduct diagnostic and predictive analysis about the key factors and consequences of urban population relocation. To achieve this goal, urban simulation models extract the urban development trends as land use change patterns from a variety of data sources. The results are treated as part of urban big data with other information such as population change and economic conditions. Multiple data mining methods are deployed on this data to analyze nonlinear relationships between parameters. The result determines the driving force of population relocation with respect to urban sprawl and urban sustainability and their related parameters. This work sets the stage for developing a comprehensive urban simulation model for catering to specific questions by targeted users. It contributes towards achieving sustainability as a whole.Keywords: Data Mining, Environmental Modeling, Sustainability, Urban Planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1782797 An Automated Stock Investment System Using Machine Learning Techniques: An Application in Australia
Authors: Carol Anne Hargreaves
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A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market.
Keywords: Machine learning, stock market trading, logistic principal component analysis, automated stock investment system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1098796 A Branch and Bound Algorithm for Resource Constrained Project Scheduling Problem Subject to Cumulative Resources
Authors: A. Shirzadeh Chaleshtari, Sh. Shadrokh
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Renewable and non-renewable resource constraints have been vast studied in theoretical fields of project scheduling problems. However, although cumulative resources are widespread in practical cases, the literature on project scheduling problems subject to these resources is scant. So in order to study this type of resources more, in this paper we use the framework of a resource constrained project scheduling problem (RCPSP) with finish-start precedence relations between activities and subject to the cumulative resources in addition to the renewable resources. We develop a branch and bound algorithm for this problem customizing precedence tree algorithm of RCPSP. We perform extensive experimental analysis on the algorithm to check its effectiveness and performance for solving different instances of the problem in question.
Keywords: Resource constrained project scheduling problem, cumulative resources, branch and bound algorithm, precedence tree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2906795 Use Cases Analysis of Free Space Optical Communication System
Authors: K. Saab, F. Bart, Y.-M. Seveque
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The deployment of Free Space Optical Communications (FSOC) systems requires the development of robust and reliable Optical Ground Stations (OGS) that can be easily installed and operated. To this end, the Engineering Department of Airbus Defence and Space is actively working on the development of innovative and compact OGS solutions that can be deployed in various environments and provide high-quality connectivity under different atmospheric conditions. This article presents an overview of our recent developments in this field, including an evaluation study of different use cases of the FSOC with respect to different atmospheric conditions. The goal is to provide OGS solutions that are both simple and highly effective, allowing for the deployment of high-speed communication networks in a wide range of scenarios.
Keywords: End-to-end optical communication, laser propagation, optical ground station, turbulence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 139794 Transliterating Methods of the Kazakh Onyms in the Arabic Language
Authors: K. A. Kydyrbayev, B.N. Zhubatova, G.E. Nadirova, A.A. Mustafayeva
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Transliteration is frequently used especially in writing geographic denominations, personal names (onyms) etc. Proper names (onyms) of all languages must sound similarly in translated works as well as in scientific projects and works written in mother tongue, because we can get introduced with the nation, its history, culture, traditions and other spiritual values through the onyms of that nation. Therefore it is necessary to systematize the different transliterations of onyms of foreign languages. This paper is dedicated to the problem of making the project of transliterating Kazakh onyms into Arabic. In order to achieve this goal we use scientific or practical types of transliteration. Because in this type of transliteration provides easy reading writing source language's texts in the target language without any diacritical symbols, it is limited by the target language's alphabetic system.
Keywords: The Arabic, Kazakh languages, onyms, transliterating
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1553793 Equivalence Class Subset Algorithm
Authors: Jeffrey L. Duffany
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The equivalence class subset algorithm is a powerful tool for solving a wide variety of constraint satisfaction problems and is based on the use of a decision function which has a very high but not perfect accuracy. Perfect accuracy is not required in the decision function as even a suboptimal solution contains valuable information that can be used to help find an optimal solution. In the hardest problems, the decision function can break down leading to a suboptimal solution where there are more equivalence classes than are necessary and which can be viewed as a mixture of good decision and bad decisions. By choosing a subset of the decisions made in reaching a suboptimal solution an iterative technique can lead to an optimal solution, using series of steadily improved suboptimal solutions. The goal is to reach an optimal solution as quickly as possible. Various techniques for choosing the decision subset are evaluated.Keywords: np-complete, complexity, algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1364792 Simulation using the Recursive Method in USN
Authors: Tae Kyung Kim, Hee Suk Seo
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Sensor networks are often deployed in unattended environments, thus leaving these networks vulnerable to false data injection attacks in which an adversary injects forged reports into the network through compromised nodes, with the goal of deceiving the base station or depleting the resources of forwarding nodes. Several research solutions have been recently proposed to detect and drop such forged reports during the forwarding process. Each design can provide the equivalent resilience in terms of node compromising. However, their energy consumption characteristics differ from each other. Thus, employing only a single filtering scheme for a network is not a recommendable strategy in terms of energy saving. It's very important the threshold determination for message authentication to identify. We propose the recursive contract net protocols which less energy level of terminal node in wireless sensor network.Keywords: Data filtering, recursive CNP, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503791 Numerical and Experimental Investigation of Mixed-Mode Fracture of Cement Paste and Interface under Three-Point Bending Test
Authors: S. Al Dandachli, F. Perales, Y. Monerie, F. Jamin, M. S. El Youssoufi, C. Pelissou
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The goal of this research is to study the fracture process and mechanical behavior of concrete under I–II mixed-mode stress, which is essential for ensuring the safety of concrete structures. For this purpose, two-dimensional simulations of three-point bending tests under variable load and geometry on notched cement paste samples of composite samples (cement paste/siliceous aggregate) are modeled by employing Cohesive Zone Models (CZMs). As a result of experimental validation of these tests, the CZM model demonstrates its capacity to predict fracture propagation at the local scale.
Keywords: Concrete, cohesive zone model, microstructure, fracture, three-point flexural test bending.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 340