Search results for: Chebyshev goal programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1382

Search results for: Chebyshev goal programming

782 RS Based SCADA System for Longer Distance Powered Devices

Authors: Harkishen Singh, Gavin Mangeni

Abstract:

This project aims at building an efficient and automatic power monitoring SCADA system, which is capable of monitoring the electrical parameters of high voltage powered devices in real time for example RMS voltage and current, frequency, energy consumed, power factor etc. The system uses RS-485 serial communication interface to transfer data over longer distances. Embedded C programming is the platform used to develop two hardware modules namely: RTU and Master Station modules, which both use the CC2540 BLE 4.0 microcontroller configured in slave / master mode. The Si8900 galvanic ally isolated microchip is used to perform ADC externally. The hardware communicates via UART port and sends data to the user PC using the USB port. Labview software is used to design a user interface to display current state of the power loads being monitored as well as logs data to excel spreadsheet file. An understanding of the Si8900’s auto baud rate process is key to successful implementation of this project.

Keywords: SCADA, RS485, CC2540, Labview, Si8900.

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781 Selective Minterms Based Tabular Method for BDD Manipulations

Authors: P. W. C. Prasad, A. Assi, M. Raseen, A. Harb

Abstract:

The goal of this work is to describe a new algorithm for finding the optimal variable order, number of nodes for any order and other ROBDD parameters, based on a tabular method. The tabular method makes use of a pre-built backend database table that stores the ROBDD size for selected combinations of min-terms. The user uses the backend table and the proposed algorithm to find the necessary ROBDD parameters, such as best variable order, number of nodes etc. Experimental results on benchmarks are given for this technique.

Keywords: Tabular Method, Binary Decision Diagram, BDD Manipulation, Boolean Function.

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780 A Study on the Factors Affecting Student Behavior Intention to Attend Robotics Courses at the Primary and Secondary School Levels

Authors: Jingwen Shan

Abstract:

In order to explore the key factors affecting the robot program learning intention of school students, this study takes the technology acceptance model as the theoretical basis and invites 167 students from Jiading District of Shanghai as the research subjects. In the robot course, the model of school students on their learning behavior is constructed. By verifying the causal path relationship between variables, it is concluded that teachers can enhance students’ perceptual usefulness to robotics courses by enhancing subjective norms, entertainment perception, and reducing technical anxiety, such as focusing on the gradual progress of programming and analyzing learner characteristics. Students can improve perceived ease of use by enhancing self-efficacy. At the same time, robot hardware designers can optimize in terms of entertainment and interactivity, which will directly or indirectly increase the learning intention of the robot course. By changing these factors, the learning behavior of primary and secondary school students can be more sustainable.

Keywords: TAM, learning behavior intentions, robot courses, primary and secondary school students.

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779 Reflections on Opportunities and Challenges for Systems Engineering

Authors: Ali E. Abbas

Abstract:

This paper summarizes some of the discussions that occurred in a workshop in West Virginia, U.S.A which was sponsored by the National Science Foundation (NSF) in February 2016. The goal of the workshop was to explore the opportunities and challenges for applying systems engineering in large enterprises, and some of the issues that still persist. The main topics of the discussion included challenges with elaboration and abstraction in large systems, interfacing physical and social systems, and the need for axiomatic frameworks for large enterprises. We summarize these main points of discussion drawing parallels with decision making in organizations to instigate research in these discussion areas.

Keywords: Decision analysis, systems engineering, framing, value creation.

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778 Method for Concept Labeling Based on Mapping between Ontology and Thesaurus

Authors: Kazuki Sonoda, Masahiro Hori

Abstract:

When designing information systems that deal with large amount of domain knowledge, system designers need to consider ambiguities of labeling termsin domain vocabulary for navigating users in the information space. The goal of this study is to develop a methodology for system designers to label navigation items, taking account of ambiguities stems from synonyms or polysemes of labeling terms. In this paper, we propose a method for concept labeling based on mappings between domain ontology andthesaurus, and report results of an empirical evaluation.

Keywords: Concept Labeling, Ontology, Thesaurus, VocabularyProblem

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777 Modeling and Design of an Active Leg Orthosis for Tumble Protection

Authors: Eileen Chih-Ying Yang, Liang-Han Wu, Chieh-Min Chang

Abstract:

The design of an active leg orthosis for tumble protection is proposed in this paper. The orthosis would be applied to assist elders or invalids in rebalancing while they fall unexpectedly. We observe the regain balance motion of healthy and youthful people, and find the difference to elders or invalids. First, the physical model of leg would be established, and we consider the leg motions are achieve through four joints (phalanx stem, ankle, knee, and hip joint) and five links (phalanges, talus, tibia, femur, and hip bone). To formulate the dynamic equations, the coordinates which can clearly describe the position in 3D space are first defined accordance with the human movement of leg, and the kinematics and dynamics of the leg movement can be formulated based on the robotics. For the purpose, assisting elders and invalids in avoiding tumble, the posture variation of unbalance and regaining balance motion are recorded by the motion-capture image system, and the trajectory is taken as the desire one. Then we calculate the force and moment of each joint based on the leg motion model through programming MATLAB code. The results would be primary information of the active leg orthosis design for tumble protection.

Keywords: Active leg orthosis, Tumble protection

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776 The Supplier Relationship Management Market Trends

Authors: Eulálio G. Campelo F., Wolffried Stucky

Abstract:

The paper introduces and discusses definitions and concepts from the supplier relationship management area. This review has the goal to provide readers with the basic conditions to understand the market mechanisms and the technological developments of the SRM market. Further on, the work gives a picture of the actual business environment in which the SRM vendors are in, and the main trends in the field, based on the main SRM functionalities i.e. e-Procurement, e-Sourcing and Supplier Enablement, which indicates users and software providers the future technological developments and practises that will take place in this area in the next couple of years.

Keywords: Supplier Relationship Management, e-Procurement, e-Sourcing, Supplier Enablement.

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775 Sliding Mode Based Behavior Control

Authors: Selim Yannier, Asif Sabanovic, Ahmet Onat, Muhammet Bastan

Abstract:

In this work, we suggested a new approach for the control of a mobile robot capable of being a building block of an intelligent agent. This approach includes obstacle avoidance and goal tracking implemented as two different sliding mode controllers. A geometry based behavior arbitration is proposed for fusing the two outputs. Proposed structure is tested on simulations and real robot. Results have confirmed the high performance of the method.

Keywords: Autonomous Mobile Robot, Behavior Based Control, Fast Local Obstacle Avoidance, Sliding Mode Control.

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774 Fail-safe Modeling of Discrete Event Systems using Petri Nets

Authors: P. Nazemzadeh, A. Dideban, M. Zareiee

Abstract:

In this paper the effect of faults in the elements and parts of discrete event systems is investigated. In the occurrence of faults, some states of the system must be changed and some of them must be forbidden. For this goal, different states of these elements are examined and a model for fail-safe behavior of each state is introduced. Replacing new models of the target elements in the preliminary model by a systematic method, leads to a fail-safe discrete event system.

Keywords: Discrete event systems, Fail-safe, Petri nets, Supervisory control.

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773 A Study on Early Prediction of Fault Proneness in Software Modules using Genetic Algorithm

Authors: Parvinder S. Sandhu, Sunil Khullar, Satpreet Singh, Simranjit K. Bains, Manpreet Kaur, Gurvinder Singh

Abstract:

Fault-proneness of a software module is the probability that the module contains faults. To predict faultproneness of modules different techniques have been proposed which includes statistical methods, machine learning techniques, neural network techniques and clustering techniques. The aim of proposed study is to explore whether metrics available in the early lifecycle (i.e. requirement metrics), metrics available in the late lifecycle (i.e. code metrics) and metrics available in the early lifecycle (i.e. requirement metrics) combined with metrics available in the late lifecycle (i.e. code metrics) can be used to identify fault prone modules using Genetic Algorithm technique. This approach has been tested with real time defect C Programming language datasets of NASA software projects. The results show that the fusion of requirement and code metric is the best prediction model for detecting the faults as compared with commonly used code based model.

Keywords: Genetic Algorithm, Fault Proneness, Software Faultand Software Quality.

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772 Extended Well-Founded Semantics in Bilattices

Authors: Daniel Stamate

Abstract:

One of the most used assumptions in logic programming and deductive databases is the so-called Closed World Assumption (CWA), according to which the atoms that cannot be inferred from the programs are considered to be false (i.e. a pessimistic assumption). One of the most successful semantics of conventional logic programs based on the CWA is the well-founded semantics. However, the CWA is not applicable in all circumstances when information is handled. That is, the well-founded semantics, if conventionally defined, would behave inadequately in different cases. The solution we adopt in this paper is to extend the well-founded semantics in order for it to be based also on other assumptions. The basis of (default) negative information in the well-founded semantics is given by the so-called unfounded sets. We extend this concept by considering optimistic, pessimistic, skeptical and paraconsistent assumptions, used to complete missing information from a program. Our semantics, called extended well-founded semantics, expresses also imperfect information considered to be missing/incomplete, uncertain and/or inconsistent, by using bilattices as multivalued logics. We provide a method of computing the extended well-founded semantics and show that Kripke-Kleene semantics is captured by considering a skeptical assumption. We show also that the complexity of the computation of our semantics is polynomial time.

Keywords: Logic programs, imperfect information, multivalued logics, bilattices, assumptions.

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771 School Architecture of the Future Supported by Evidence-Based Design and Design Patterns

Authors: Pedro Padilha Gonçalves, Doris C. C. K. Kowaltowski, Benjamin Cleveland

Abstract:

Trends in education affect schooling, needing incorporation into design concepts to support desired learning processes with appropriate and stimulating environments. A design process for school architecture demands research, debates, reflections, and efficient decision-making methods. This paper presents research on evidence-based design, related to middle schools, based on a systematic literature review and the elaboration of a set of architectural design patterns, through a graphic translation of new concepts for classroom configurations, to support programming debates and the synthesis phase of design. The investigation resulted in nine patterns that configure the concepts of boundaries, flexibility, levels of openness, mindsets, neighborhoods, movement and interaction, territories, opportunities for learning, and sightlines for classrooms. The research is part of a continuous investigation of design methods, on contemporary school architecture to produce an architectural pattern matrix based on scientific information translated into an insightful graphic design language.

Keywords: School architecture, design process, design patterns, evidence-based design.

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770 Applying Transformative Service Design to Develop Brand Community Service in Women, Children and Infants Retailing

Authors: Shian Wan, Yi-Chang Wang, Yu-Chien Lin

Abstract:

This research discussed the various theories of service design, the importance of service design methodology, and the development of transformative service design framework. In this study, transformative service design is applied while building a new brand community service for women, children and infants retailing business. The goal is to enhance the brand recognition and customer loyalty, effectively increase the brand community engagement by embedding the brand community in social network and ultimately, strengthen the impact and the value of the company brand.

Keywords: Service design, transformative service design, brand community.

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769 Wireless Power Transfer Application in GSM Controlled Robot for Home Automation

Authors: Kaibalya Prasad Panda, Nirakar Behera, Kamal Lochan Biswal

Abstract:

The aim of this paper is to combine the concept of wireless power transfer and GSM controlled robot for the application of home automation. The wireless power transfer concept can be well utilized to charge battery of the GSM controlled robot. When the robot has completed its task, it can come to the origin where it can charge itself. Robot can be charged wirelessly, when it is not performing any task. Combination of GSM controlled robot and wireless power transfer provides greater advantage such as; no wastage of charge stored in the battery when the robot is not doing any task. This provides greater reliability that at any instant, robot can do its work once it receives a message through GSM module. GSM module of the robot and user mobile phone must be interfaced properly, so that robot can do task when it receives message from same user mobile phone, not from any other phone. This paper approaches a robotic movement control through the smart phone and control of GSM robot is done by programming in Arduino environment. The commands used in controlling the robot movement are also explained.

Keywords: Arduino, automation, GSM controlled robot, GSM module, wireless power transfer.

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768 Ride Control of Passenger Cars with Semi-active Suspension System Using a Linear Quadratic Regulator and Hybrid Optimization Algorithm

Authors: Ali Fellah Jahromi, Wen Fang Xie, Rama B. Bhat

Abstract:

A semi-active control strategy for suspension systems of passenger cars is presented employing Magnetorheological (MR) dampers. The vehicle is modeled with seven DOFs including the, roll pitch and bounce of car body, and the vertical motion of the four tires. In order to design an optimal controller based on the actuator constraints, a Linear-Quadratic Regulator (LQR) is designed. The design procedure of the LQR consists of selecting two weighting matrices to minimize the energy of the control system. This paper presents a hybrid optimization procedure which is a combination of gradient-based and evolutionary algorithms to choose the weighting matrices with regards to the actuator constraint. The optimization algorithm is defined based on maximum comfort and actuator constraints. It is noted that utilizing the present control algorithm may significantly reduce the vibration response of the passenger car, thus, providing a comfortable ride.

Keywords: Full car model, Linear Quadratic Regulator, Sequential Quadratic Programming, Genetic Algorithm

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767 Analyzing Success Factors of Canadian Play-Based Intervention Programs for Children with Different Abilities: A Comparative Evaluation

Authors: Shuaa A. Mutawally, Budor H. Saigh, Ebtehal A. Mutawally

Abstract:

This study aims to analyze and compare the success factors of play-based intervention programs for children with different abilities in Canada. Children with disabilities often face limited participation in play and physical activities, leading to increased health risks. Understanding the specific features of these interventions that contribute to positive outcomes is crucial to promoting holistic development in these children. A comparative case study approach was used, selecting three similar successful intervention programs through purposive sampling. Data were collected through interviews and program documents, with 40 participants purposively chosen. Thematic analysis was conducted to identify key themes, including Quality Program, Meeting the Needs of Participants, and Lessons Learned from Experts and Practitioners. These programs play a vital role in addressing the gap in community programming for children with different abilities. The results of this study contribute to the generalization of success factors derived from best practices in play-based intervention programs for children with different abilities.

Keywords: Children with different abilities, physical activity, play, play-based intervention programs.

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766 Analyzing the Market Growth in API Economy Using Time-Evolving Model

Authors: Hiroki Yoshikai, Shin’ichi Arakawa, Tetsuya Takine, Masayuki Murata

Abstract:

API (Application Programming Interface) economy is expected to create new value by converting corporate services such as information processing and data provision into APIs and using these APIs to connect services. Understanding dynamics of a market of API economy under strategies of participants is crucial to fully maximize the values of API economy. To capture the behavior of a market in which the number of participants changes over time, we present a time-evolving market model for a platform in which API providers who provide APIs to service providers participate in addition to service providers and consumers. Then, we use the market model to clarify the role API providers play in expanding market participants and forming ecosystems. The results show that the platform with API providers increased the number of market participants by 67% and decreased the cost to develop services by 25% compared to the platform without API providers. Furthermore, during the expansion phase of the market, it is found that the profits of participants are mostly the same when 70% of the revenue from consumers is distributed to service providers and API providers. It is also found that, when the market is mature, the profits of the service provider and API provider will decrease significantly due to their competitions and the profit of the platform increases.

Keywords: API Economy, ecosystem, platform, API providers.

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765 3D Brain Tumor Segmentation Using Level-Sets Method and Meshes Simplification from Volumetric MR Images

Authors: K. Aloui, M. S. Naceur

Abstract:

The main objective of this paper is to provide an efficient tool for delineating brain tumors in three-dimensional magnetic resonance images. To achieve this goal, we use basically a level-sets approach to delineating three-dimensional brain tumors. Then we introduce a compression plan of 3D brain structures based for the meshes simplification, adapted for time to the specific needs of the telemedicine and to the capacities restricted by network communication. We present here the main stages of our system, and preliminary results which are very encouraging for clinical practice.

Keywords: Medical imaging, level-sets, compression, meshess implification, telemedicine.

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764 Automatic Intelligent Analysis of Malware Behaviour

Authors: H. Dornhackl, K. Kadletz, R. Luh, P. Tavolato

Abstract:

In this paper, we describe the use of formal methods to model malware behaviour. The modelling of harmful behaviour rests upon syntactic structures that represent malicious procedures inside malware. The malicious activities are modelled by a formal grammar, where API calls’ components are the terminals and the set of API calls used in combination to achieve a goal are designated non-terminals. The combination of different non-terminals in various ways and tiers make up the attack vectors that are used by harmful software. Based on these syntactic structures a parser can be generated which takes execution traces as input for pattern recognition.

Keywords: Malware behaviour, modelling, parsing, search, pattern matching.

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763 Lattice Boltzmann Simulation of Binary Mixture Diffusion Using Modern Graphics Processors

Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh

Abstract:

A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.

Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.

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762 Hybrid Project Management Model Based on Lean and Agile Approach

Authors: F. Z. Eddoug, J. Benhra, R. Benabbou

Abstract:

Excellence and Success are the ultimate goal for any project and in order to achieve it, every project manager looks for the convenient tools and methods. This work proposes a framework that seeks an efficient management of general project through a lean and agile approach. In order to get this objective, the article was divided in two stages, the first one was emphasized on exploring and analyzing the existing project management models and then in the second one the desired framework was created, beginning by focusing on seven existing models and then proposing for each phase of the framework the convenient lean and agile tools.

Keywords: Agility, hybrid project management, lean, scrum.

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761 A Two-Stage Multi-Agent System to Predict the Unsmoothed Monthly Sunspot Numbers

Authors: Mak Kaboudan

Abstract:

A multi-agent system is developed here to predict monthly details of the upcoming peak of the 24th solar magnetic cycle. While studies typically predict the timing and magnitude of cycle peaks using annual data, this one utilizes the unsmoothed monthly sunspot number instead. Monthly numbers display more pronounced fluctuations during periods of strong solar magnetic activity than the annual sunspot numbers. Because strong magnetic activities may cause significant economic damages, predicting monthly variations should provide different and perhaps helpful information for decision-making purposes. The multi-agent system developed here operates in two stages. In the first, it produces twelve predictions of the monthly numbers. In the second, it uses those predictions to deliver a final forecast. Acting as expert agents, genetic programming and neural networks produce the twelve fits and forecasts as well as the final forecast. According to the results obtained, the next peak is predicted to be 156 and is expected to occur in October 2011- with an average of 136 for that year.

Keywords: Computational techniques, discrete wavelet transformations, solar cycle prediction, sunspot numbers.

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760 Access Policy Specification for SCADA Networks

Authors: Rodrigo Chandia, Mauricio Papa

Abstract:

Efforts to secure supervisory control and data acquisition (SCADA) systems must be supported under the guidance of sound security policies and mechanisms to enforce them. Critical elements of the policy must be systematically translated into a format that can be used by policy enforcement components. Ideally, the goal is to ensure that the enforced policy is a close reflection of the specified policy. However, security controls commonly used to enforce policies in the IT environment were not designed to satisfy the specific needs of the SCADA environment. This paper presents a language, based on the well-known XACML framework, for the expression of authorization policies for SCADA systems.

Keywords: Access policy specification, process control systems, network security.

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759 Fast Database Indexing for Large Protein Sequence Collections Using Parallel N-Gram Transformation Algorithm

Authors: Jehad A. H. Hammad, Nur'Aini binti Abdul Rashid

Abstract:

With the rapid development in the field of life sciences and the flooding of genomic information, the need for faster and scalable searching methods has become urgent. One of the approaches that were investigated is indexing. The indexing methods have been categorized into three categories which are the lengthbased index algorithms, transformation-based algorithms and mixed techniques-based algorithms. In this research, we focused on the transformation based methods. We embedded the N-gram method into the transformation-based method to build an inverted index table. We then applied the parallel methods to speed up the index building time and to reduce the overall retrieval time when querying the genomic database. Our experiments show that the use of N-Gram transformation algorithm is an economical solution; it saves time and space too. The result shows that the size of the index is smaller than the size of the dataset when the size of N-Gram is 5 and 6. The parallel N-Gram transformation algorithm-s results indicate that the uses of parallel programming with large dataset are promising which can be improved further.

Keywords: Biological sequence, Database index, N-gram indexing, Parallel computing, Sequence retrieval.

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758 Investigation of Gas Tungsten Arc Welding Parameters on Residual Stress of Heat Affected Zone in Inconel X750 Super Alloy Welding Using Finite Element Method

Authors: Kimia Khoshdel Vajari, Saber Saffar

Abstract:

Reducing the residual stresses caused by welding is desirable for the industry. The effect of welding sequence, as well as the effect of yield stress on the number of residual stresses generated in Inconel X750 superalloy sheets and beams, have been investigated. The finite element model used in this research is a three-dimensional thermal and mechanical model, and the type of analysis is indirect coupling. This analysis is done in two stages. First, thermal analysis is performed, and then the thermal changes of the first analysis are used as the applied load in the second analysis. ABAQUS has been used for modeling, and the Dflux subroutine has been used in the Fortran programming environment to move the arc and the molten pool. The results of this study show that the amount of tensile residual stress in symmetric, discontinuous, and symmetric-discontinuous welds is reduced to a maximum of 27%, 54%, and 37% compared to direct welding, respectively. The results also show that the amount of residual stresses created by welding increases linearly with increasing yield stress with a slope of 40%.

Keywords: Residual stress, X750 superalloy, finite element, welding, thermal analysis.

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757 Experimental Testing of Ceramic Cutting Tool Inserts at Irregular Interrupted Cut

Authors: Robert Cep, Jana Petru, Lenka Cepova, Tomas Zlamal

Abstract:

Paper is dealing by testing of IN23 ceramic cutting tools at irregular shocks at special fixture - interrupted cut simulator. Standard tests provided at fixture were at regular interrupted cut at 4 slats by 90°. These new tests will be at irregular cut for 1 slat, 2 slats against each other, 2 slats side by side, 3 slats and 4 slats. The main goal is check if irregular shocks have influence at mechanical and thermal shock at tool life of cutting inserts. 

Keywords: Test, Ceramic Cutting Tool, Irregular Interrupted Cut.

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756 Effects of Human Factors on Workforce Scheduling

Authors: M. Othman, N. Bhuiyan, G. J. Gouw

Abstract:

In today-s competitive market, most companies develop manufacturing systems that can help in cost reduction and maximum quality. Human issues are an important part of manufacturing systems, yet most companies ignore their effects on production performance. This paper aims to developing an integrated workforce planning system that incorporates the human being. Therefore, a multi-objective mixed integer nonlinear programming model is developed to determine the amount of hiring, firing, training, overtime for each worker type. This paper considers a workforce planning model including human aspects such as skills, training, workers- personalities, capacity, motivation, and learning rates. This model helps to minimize the hiring, firing, training and overtime costs, and maximize the workers- performance. The results indicate that the workers- differences should be considered in workforce scheduling to generate realistic plans with minimum costs. This paper also investigates the effects of human learning rates on the performance of the production systems.

Keywords: Human Factors, Learning Curves, Workers' Differences, Workforce Scheduling

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755 A Novel Plausible Deniability Scheme in Secure Steganography

Authors: Farshad Amin, Majid Soleimanipour, Alireza Karimi

Abstract:

The goal of steganography is to avoid drawing suspicion to the transmission of a hidden message. If suspicion is raised, steganography may fail. The success of steganography depends on the secrecy of the action. If steganography is detected, the system will fail but data security depends on the robustness of the applied algorithm. In this paper, we propose a novel plausible deniability scheme in steganography by using a diversionary message and encrypt it with a DES-based algorithm. Then, we compress the secret message and encrypt it by the receiver-s public key along with the stego key and embed both messages in a carrier using an embedding algorithm. It will be demonstrated how this method can support plausible deniability and is robust against steganalysis.

Keywords: Steganography, Cryptography, Information Hiding.

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754 Evaluation of the exIWO Algorithm Based On the Traveling Salesman Problem

Authors: Daniel Kostrzewa, Henryk Josiński

Abstract:

The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.

Keywords: Expanded Invasive Weed Optimization algorithm (exIWO), Traveling Salesman Problem (TSP), heuristic approach, inversion operator.

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753 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model

Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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