Search results for: ray-tracing algorithms
931 Multi-Sensor Image Fusion for Visible and Infrared Thermal Images
Authors: Amit Kr. Happy
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This paper is motivated by the importance of multi-sensor image fusion with specific focus on Infrared (IR) and Visible image (VI) fusion for various applications including military reconnaissance. Image fusion can be defined as the process of combining two or more source images into a single composite image with extended information content that improves visual perception or feature extraction. These images can be from different modalities like Visible camera & IR Thermal Imager. While visible images are captured by reflected radiations in the visible spectrum, the thermal images are formed from thermal radiation (IR) that may be reflected or self-emitted. A digital color camera captures the visible source image and a thermal IR camera acquires the thermal source image. In this paper, some image fusion algorithms based upon Multi-Scale Transform (MST) and region-based selection rule with consistency verification have been proposed and presented. This research includes implementation of the proposed image fusion algorithm in MATLAB along with a comparative analysis to decide the optimum number of levels for MST and the coefficient fusion rule. The results are presented, and several commonly used evaluation metrics are used to assess the suggested method's validity. Experiments show that the proposed approach is capable of producing good fusion results. While deploying our image fusion algorithm approaches, we observe several challenges from the popular image fusion methods. While high computational cost and complex processing steps of image fusion algorithms provide accurate fused results, but they also make it hard to become deployed in system and applications that require real-time operation, high flexibility and low computation ability. So, the methods presented in this paper offer good results with minimum time complexity.
Keywords: Image fusion, IR thermal imager, multi-sensor, Multi-Scale Transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 429930 On Bounding Jayanti's Distributed Mutual Exclusion Algorithm
Authors: Awadhesh Kumar Singh
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Jayanti-s algorithm is one of the best known abortable mutual exclusion algorithms. This work is an attempt to overcome an already known limitation of the algorithm while preserving its all important properties and elegance. The limitation is that the token number used to assign process identification number to new incoming processes is unbounded. We have used a suitably adapted alternative data structure, in order to completely eliminate the use of token number, in the algorithm.
Keywords: Abortable, deterministic, local spin, mutual exclusion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1272929 Parameters Estimation of Multidimensional Possibility Distributions
Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin
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We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.
Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2423928 A Web and Cloud-Based Measurement System Analysis Tool for the Automotive Industry
Authors: C. A. Barros, Ana P. Barroso
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Any industrial company needs to determine the amount of variation that exists within its measurement process and guarantee the reliability of their data, studying the performance of their measurement system, in terms of linearity, bias, repeatability and reproducibility and stability. This issue is critical for automotive industry suppliers, who are required to be certified by the 16949:2016 standard (replaces the ISO/TS 16949) of International Automotive Task Force, defining the requirements of a quality management system for companies in the automotive industry. Measurement System Analysis (MSA) is one of the mandatory tools. Frequently, the measurement system in companies is not connected to the equipment and do not incorporate the methods proposed by the Automotive Industry Action Group (AIAG). To address these constraints, an R&D project is in progress, whose objective is to develop a web and cloud-based MSA tool. This MSA tool incorporates Industry 4.0 concepts, such as, Internet of Things (IoT) protocols to assure the connection with the measuring equipment, cloud computing, artificial intelligence, statistical tools, and advanced mathematical algorithms. This paper presents the preliminary findings of the project. The web and cloud-based MSA tool is innovative because it implements all statistical tests proposed in the MSA-4 reference manual from AIAG as well as other emerging methods and techniques. As it is integrated with the measuring devices, it reduces the manual input of data and therefore the errors. The tool ensures traceability of all performed tests and can be used in quality laboratories and in the production lines. Besides, it monitors MSAs over time, allowing both the analysis of deviations from the variation of the measurements performed and the management of measurement equipment and calibrations. To develop the MSA tool a ten-step approach was implemented. Firstly, it was performed a benchmarking analysis of the current competitors and commercial solutions linked to MSA, concerning Industry 4.0 paradigm. Next, an analysis of the size of the target market for the MSA tool was done. Afterwards, data flow and traceability requirements were analysed in order to implement an IoT data network that interconnects with the equipment, preferably via wireless. The MSA web solution was designed under UI/UX principles and an API in python language was developed to perform the algorithms and the statistical analysis. Continuous validation of the tool by companies is being performed to assure real time management of the ‘big data’. The main results of this R&D project are: MSA Tool, web and cloud-based; Python API; New Algorithms to the market; and Style Guide of UI/UX of the tool. The MSA tool proposed adds value to the state of the art as it ensures an effective response to the new challenges of measurement systems, which are increasingly critical in production processes. Although the automotive industry has triggered the development of this innovative MSA tool, other industries would also benefit from it. Currently, companies from molds and plastics, chemical and food industry are already validating it.
Keywords: Automotive industry, Industry 4.0, internet of things, IATF 16949:2016, measurement system analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 990927 Ant System with Acoustic Communication
Authors: S. Bougrine, S. Ouchraa, B. Ahiod, A. A. El Imrani
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Ant colony optimization is an ant algorithm framework that took inspiration from foraging behavior of ant colonies. Indeed, ACO algorithms use a chemical communication, represented by pheromone trails, to build good solutions. However, ants involve different communication channels to interact. Thus, this paper introduces the acoustic communication between ants while they are foraging. This process allows fine and local exploration of search space and permits optimal solution to be improved.
Keywords: Acoustic Communication, Ant Colony Optimization, Local Search, Traveling Salesman Problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2431926 Completion Latin Square for Wavelength Routing
Authors: Ali Habiboghli, Rouhollah Mostafaei, Vasif Nabiyev
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Optical network uses a tool for routing called Latin router. These routers use particular algorithms for routing. For example, we can refer to LDF algorithm that uses backtracking (one of CSP methods) for problem solving. In this paper, we proposed new approached for completion routing table (DRA&CRA algorithm) and compare with pervious proposed ways and showed numbers of backtracking, blocking and run time for DRA algorithm less than LDF and CRA algorithm.Keywords: Latin Router, Constraint Satisfaction Problem, Wavelength Routing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654925 GridNtru: High Performance PKCS
Authors: Narasimham Challa, Jayaram Pradhan
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Cryptographic algorithms play a crucial role in the information society by providing protection from unauthorized access to sensitive data. It is clear that information technology will become increasingly pervasive, Hence we can expect the emergence of ubiquitous or pervasive computing, ambient intelligence. These new environments and applications will present new security challenges, and there is no doubt that cryptographic algorithms and protocols will form a part of the solution. The efficiency of a public key cryptosystem is mainly measured in computational overheads, key size and bandwidth. In particular the RSA algorithm is used in many applications for providing the security. Although the security of RSA is beyond doubt, the evolution in computing power has caused a growth in the necessary key length. The fact that most chips on smart cards can-t process key extending 1024 bit shows that there is need for alternative. NTRU is such an alternative and it is a collection of mathematical algorithm based on manipulating lists of very small integers and polynomials. This allows NTRU to high speeds with the use of minimal computing power. NTRU (Nth degree Truncated Polynomial Ring Unit) is the first secure public key cryptosystem not based on factorization or discrete logarithm problem. This means that given sufficient computational resources and time, an adversary, should not be able to break the key. The multi-party communication and requirement of optimal resource utilization necessitated the need for the present day demand of applications that need security enforcement technique .and can be enhanced with high-end computing. This has promoted us to develop high-performance NTRU schemes using approaches such as the use of high-end computing hardware. Peer-to-peer (P2P) or enterprise grids are proven as one of the approaches for developing high-end computing systems. By utilizing them one can improve the performance of NTRU through parallel execution. In this paper we propose and develop an application for NTRU using enterprise grid middleware called Alchemi. An analysis and comparison of its performance for various text files is presented.Keywords: Alchemi, GridNtru, Ntru, PKCS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1690924 A Computational Model for Resolving Pronominal Anaphora in Turkish Using Hobbs- Naïve Algorithm
Authors: Pınar Tüfekçi, Yılmaz Kılıçaslan
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In this paper we present a computational model for pronominal anaphora resolution in Turkish. The model is based on Hobbs’ Naїve Algorithm [4, 5, 6], which exploits only the surface syntax of sentences in a given text.
Keywords: Anaphora Resolution, Pronoun Resolution, Syntax based Algorithms, Naїve Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3237923 Iterative Solutions to Some Linear Matrix Equations
Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan
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In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.
Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1855922 Modeling Language for Machine Learning
Authors: Tsuyoshi Okita, Tatsuya Niwa
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For a given specific problem an efficient algorithm has been the matter of study. However, an alternative approach orthogonal to this approach comes out, which is called a reduction. In general for a given specific problem this reduction approach studies how to convert an original problem into subproblems. This paper proposes a formal modeling language to support this reduction approach. We show three examples from the wide area of learning problems. The benefit is a fast prototyping of algorithms for a given new problem.Keywords: Formal language, statistical inference problem, reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1613921 Advanced Technologies and Algorithms for Efficient Portfolio Selection
Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis
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In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.
Keywords: Portfolio selection, optimization techniques, financial models, stochastics, heuristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1750920 ISTER (Immune System - Tumor Efficiency Rate): An Important Key for Planning in Radiotherapic Facilities
Authors: O. Sotolongo-Grau, D. Rodriguez-Perez, J. A. Santos-Miranda, M. M. Desco, O. Sotolongo-Costa, J. C. Antoranz
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The use of the oncologic index ISTER allows for a more effective planning of the radiotherapic facilities in the hospitals. Any change in the radiotherapy treatment, due to unexpected stops, may be adapted by recalculating the doses to the new treatment duration while keeping the optimal prognosis. The results obtained in a simulation model on millions of patients allow the definition of optimal success probability algorithms.
Keywords: Mathematical model, radiation oncology, dynamical systems applications.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1546919 Using the Monte Carlo Simulation to Predict the Assembly Yield
Authors: C. Chahin, M. C. Hsu, Y. H. Lin, C. Y. Huang
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Electronics Products that achieve high levels of integrated communications, computing and entertainment, multimedia features in small, stylish and robust new form factors are winning in the market place. Due to the high costs that an industry may undergo and how a high yield is directly proportional to high profits, IC (Integrated Circuit) manufacturers struggle to maximize yield, but today-s customers demand miniaturization, low costs, high performance and excellent reliability making the yield maximization a never ending research of an enhanced assembly process. With factors such as minimum tolerances, tighter parameter variations a systematic approach is needed in order to predict the assembly process. In order to evaluate the quality of upcoming circuits, yield models are used which not only predict manufacturing costs but also provide vital information in order to ease the process of correction when the yields fall below expectations. For an IC manufacturer to obtain higher assembly yields all factors such as boards, placement, components, the material from which the components are made of and processes must be taken into consideration. Effective placement yield depends heavily on machine accuracy and the vision of the system which needs the ability to recognize the features on the board and component to place the device accurately on the pads and bumps of the PCB. There are currently two methods for accurate positioning, using the edge of the package and using solder ball locations also called footprints. The only assumption that a yield model makes is that all boards and devices are completely functional. This paper will focus on the Monte Carlo method which consists in a class of computational algorithms (information processed algorithms) which depends on repeated random samplings in order to compute the results. This method utilized in order to recreate the simulation of placement and assembly processes within a production line.
Keywords: Monte Carlo simulation, placement yield, PCBcharacterization, electronics assembly
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2165918 Variable Step-Size APA with Decorrelation of AR Input Process
Authors: Jae Wook Shin, Ju-man Song, Hyun-Taek Choi, Poo Gyeon Park
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This paper introduces a new variable step-size APA with decorrelation of AR input process is based on the MSD analysis. To achieve a fast convergence rate and a small steady-state estimation error, he proposed algorithm uses variable step size that is determined by minimising the MSD. In addition, experimental results show that the proposed algorithm is achieved better performance than the other algorithms.
Keywords: adaptive filter, affine projection algorithm, variable step size.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1894917 Some Improvements on Kumlander-s Maximum Weight Clique Extraction Algorithm
Authors: Satoshi Shimizu, Kazuaki Yamaguchi, Toshiki Saitoh, Sumio Masuda
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Some fast exact algorithms for the maximum weight clique problem have been proposed. Östergard’s algorithm is one of them. Kumlander says his algorithm is faster than it. But we confirmed that the straightforwardly implemented Kumlander’s algorithm is slower than O¨ sterga˚rd’s algorithm. We propose some improvements on Kumlander’s algorithm.
Keywords: Maximum weight clique, exact algorithm, branch-andbound, NP-hard.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1857916 Variable Regularization Parameter Normalized Least Mean Square Adaptive Filter
Authors: Young-Seok Choi
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We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.Keywords: Regularization, normalized LMS, system identification, robustness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1875915 Computations of Bezier Geodesic-like Curves on Spheres
Authors: Sheng-Gwo Chen, Wen-Haw Chen
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It is an important problem to compute the geodesics on a surface in many fields. To find the geodesics in practice, however, the traditional discrete algorithms or numerical approaches can only find a list of discrete points. The first author proposed in 2010 a new, elegant and accurate method, the geodesic-like method, for approximating geodesics on a regular surface. This paper will present by use of this method a computation of the Bezier geodesic-like curves on spheres.Keywords: Geodesics, Geodesic-like curve, Spheres, Bezier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1621914 An Exact Solution to Support Vector Mixture
Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé
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This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1364913 A Comparative Study on Different Approaches to Evaluate Ship Equilibrium Point
Authors: Alessandro A. Zizzari, Francesca Calabrese, Giovanni Indiveri, Andrea Coraddu, Diego Villa
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The aim of this paper is to present a comparative study on two different methods for the evaluation of the equilibrium point of a ship, core issue for designing an On Board Stability System (OBSS) module that, starting from geometry information of a ship hull, described by a discrete model in a standard format, and the distribution of all weights onboard calculates the ship floating conditions (in draught, heel and trim).Keywords: Algorithms, Computer applications, Equilibrium, Marine applications, Stability System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2163912 Optimization of Inverse Kinematics of a 3R Robotic Manipulator using Genetic Algorithms
Authors: J. Ramírez A., A. Rubiano F.
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In this paper the direct kinematic model of a multiple applications three degrees of freedom industrial manipulator, was developed using the homogeneous transformation matrices and the Denavit - Hartenberg parameters, likewise the inverse kinematic model was developed using the same method, verifying that in the workload border the inverse kinematic presents considerable errors, therefore a genetic algorithm was implemented to optimize the model improving greatly the efficiency of the model.Keywords: Direct Kinematic, Genetic Algorithm, InverseKinematic, Optimization, Robot Manipulator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3331911 Techniques Used in String Matching for Network Security
Authors: Jamuna Bhandari
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String matching also known as pattern matching is one of primary concept for network security. In this area the effectiveness and efficiency of string matching algorithms is important for applications in network security such as network intrusion detection, virus detection, signature matching and web content filtering system. This paper presents brief review on some of string matching techniques used for network security.
Keywords: Filtering, honeypot, network telescope, pattern, string, signature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2700910 Unconditionally Secure Quantum Payment System
Authors: Essam Al-Daoud
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A potentially serious problem with current payment systems is that their underlying hard problems from number theory may be solved by either a quantum computer or unanticipated future advances in algorithms and hardware. A new quantum payment system is proposed in this paper. The suggested system makes use of fundamental principles of quantum mechanics to ensure the unconditional security without prior arrangements between customers and vendors. More specifically, the new system uses Greenberger-Home-Zeilinger (GHZ) states and Quantum Key Distribution to authenticate the vendors and guarantee the transaction integrity.
Keywords: Bell state, GHZ state, Quantum key distribution, Quantum payment system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1549909 A New Algorithm to Stereo Correspondence Using Rank Transform and Morphology Based On Genetic Algorithm
Authors: Razagh Hafezi, Ahmad Keshavarz, Vida Moshfegh
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This paper presents a novel algorithm of stereo correspondence with rank transform. In this algorithm we used the genetic algorithm to achieve the accurate disparity map. Genetic algorithms are efficient search methods based on principles of population genetic, i.e. mating, chromosome crossover, gene mutation, and natural selection. Finally morphology is employed to remove the errors and discontinuities.Keywords: genetic algorithm, morphology, rank transform, stereo correspondence
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2172908 A Combined Meta-Heuristic with Hyper-Heuristic Approach to Single Machine Production Scheduling Problem
Authors: C. E. Nugraheni, L. Abednego
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This paper is concerned with minimization of mean tardiness and flow time in a real single machine production scheduling problem. Two variants of genetic algorithm as metaheuristic are combined with hyper-heuristic approach are proposed to solve this problem. These methods are used to solve instances generated with real world data from a company. Encouraging results are reported.
Keywords: Hyper-heuristics, evolutionary algorithms, production scheduling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2409907 Combining Bagging and Additive Regression
Authors: Sotiris B. Kotsiantis
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Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.
Keywords: Regressors, statistical learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1639906 Financial Ethics: A Review of 2010 Flash Crash
Authors: Omer Farooq, Salman Ahmed Khan, Sadaf Khalid
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Modern day stock markets have almost entirely became automated. Even though it means increased profits for the investors by algorithms acting upon the slightest price change in order of microseconds, it also has given birth to many ethical dilemmas in the sense that slightest mistake can cause people to lose all of their livelihoods. This paper reviews one such event that happened on May 06, 2010 in which $1 trillion dollars disappeared from the Dow Jones Industrial Average. We are going to discuss its various aspects and the ethical dilemmas that have arisen due to it.
Keywords: Flash Crash, Market Crash, Stock Market, Stock Market Crash.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1856905 A Novel FFT-Based Frequency Offset Estimator for OFDM Systems
Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam
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This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.
Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1495904 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market
Authors: Cristian Păuna
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In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.
Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 694903 Using Genetic Algorithm to Improve Information Retrieval Systems
Authors: Ahmed A. A. Radwan, Bahgat A. Abdel Latef, Abdel Mgeid A. Ali, Osman A. Sadek
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This study investigates the use of genetic algorithms in information retrieval. The method is shown to be applicable to three well-known documents collections, where more relevant documents are presented to users in the genetic modification. In this paper we present a new fitness function for approximate information retrieval which is very fast and very flexible, than cosine similarity fitness function.Keywords: Cosine similarity, Fitness function, Genetic Algorithm, Information Retrieval, Query learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2753902 Performance Evaluation of Packet Scheduling with Channel Conditioning Aware Based On WiMAX Networks
Authors: Elmabruk Laias, Abdalla M. Hanashi, Mohammed Alnas
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Worldwide Interoperability for Microwave Access (WiMAX) became one of the most challenging issues, since it was responsible for distributing available resources of the network among all users this leaded to the demand of constructing and designing high efficient scheduling algorithms in order to improve the network utilization, to increase the network throughput, and to minimize the end-to-end delay. In this study, the proposed algorithm focuses on an efficient mechanism to serve non_real time traffic in congested networks by considering channel status.
Keywords: WiMAX, Quality of Services (QoS), OPNE, Diff-Serv (DS).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1833