Search results for: Real Time Pricing
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7654

Search results for: Real Time Pricing

7024 Feature Weighting and Selection - A Novel Genetic Evolutionary Approach

Authors: Serkawt Khola

Abstract:

A feature weighting and selection method is proposed which uses the structure of a weightless neuron and exploits the principles that govern the operation of Genetic Algorithms and Evolution. Features are coded onto chromosomes in a novel way which allows weighting information regarding the features to be directly inferred from the gene values. The proposed method is significant in that it addresses several problems concerned with algorithms for feature selection and weighting as well as providing significant advantages such as speed, simplicity and suitability for real-time systems.

Keywords: Feature weighting, genetic algorithm, pattern recognition, weightless neuron.

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7023 EEG Spikes Detection, Sorting, and Localization

Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah

Abstract:

This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.

Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.

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7022 Nullity of t-Tupple Graphs

Authors: Khidir R. Sharaf, Didar A. Ali

Abstract:

The nullity η(G) of a graph is the occurrence of zero as an eigenvalue in its spectra. A zero-sum weighting of a graph G is real valued function, say f from vertices of G to the set of real numbers, provided that for each vertex of G the summation of the weights f(w) over all neighborhood w of v is zero for each v in G.A high zero-sum weighting of G is one that uses maximum number of non-zero independent variables. If G is graph with an end vertex, and if H is an induced subgraph of G obtained by deleting this vertex together with the vertex adjacent to it, then, η(G)= η(H). In this paper, a high zero-sum weighting technique and the endvertex procedure are applied to evaluate the nullity of t-tupple and generalized t-tupple graphs are derived  and determined for some special types of graphs,

 Also, we introduce and prove some important results about the t-tupple coalescence, Cartesian and Kronecker products of nut graphs.

Keywords: Graph theory, Graph spectra, Nullity of graphs.

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7021 Analyzing Artificial Emotion in Game Characters Using Soft Computing

Authors: Musbah M. Aqel, P. K. Mahanti, Soumya Banerjee

Abstract:

This paper describes a simulation model for analyzing artificial emotion injected to design the game characters. Most of the game storyboard is interactive in nature and the virtual characters of the game are equipped with an individual personality and dynamic emotion value which is similar to real life emotion and behavior. The uncertainty in real expression, mood and behavior is also exhibited in game paradigm and this is focused in the present paper through a fuzzy logic based agent and storyboard. Subsequently, a pheromone distribution or labeling is presented mimicking the behavior of social insects.

Keywords: Artificial Emotion, Fuzzy logic, Game character, Pheromone label

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7020 Study of the Vertical Handoff in Heterogeneous Networks and Implement Based On Opnet

Authors: W. Benaatou, A. Latif

Abstract:

In this document we studied more in detail the Performances of the vertical handover in the networks WLAN, WiMAX, UMTS before studying of it the Procedure of Handoff Vertical, the whole buckled by simulations putting forward the performances of the handover in the heterogeneous networks. The goal of Vertical Handover is to carry out several accesses in real-time in the heterogeneous networks. This makes it possible a user to use several networks (such as WLAN UMTS andWiMAX) in parallel, and the system to commutate automatically at another basic station, without disconnecting itself, as if there were no cut and with little loss of data as possible.

Keywords: Vertical handoff, WLAN, UMTS, WIMAX, Heterogeneous.

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7019 Websites for Hypothesis Testing

Authors: František Mošna

Abstract:

E-learning has become an efficient and widespread means of education at all levels of human activities. Statistics is no exception. Unfortunately the main focus in statistics teaching is usually paid to the substitution in formulas. Suitable websites can simplify and automate calculations and provide more attention and time to the basic principles of statistics, mathematization of real-life situations and following interpretation of results. We now introduce our own web-site for hypothesis testing. Its didactic aspects, the technical possibilities of the individual tools, the experience of use and the advantages or disadvantages are discussed in this paper. This web-site is not a substitute for common statistical software but should significantly improve the teaching of statistics at universities.

Keywords: E-learning, hypothesis testing, PHP, websites.

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7018 Universal Qibla and Prayer Time Finder

Authors: M. Z. Ibrahim, M. Z. Norashikin

Abstract:

People nowadays love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their five times prayer. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. In this paper we present a new electronic device called Universal Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location. This device use PIC microcontroller equipped with digital compass and Global Positioning System (GPS) where it will display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable, user friendly and accurate in determining the Qibla direction and prayer time.

Keywords: Digital compass, embedded system, global position system, prayer time, qibla

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7017 Hybrid Control Mode Based On Multi-Sensor Information by Fuzzy Approach for Navigation Task of Autonomous Mobile Robot

Authors: Jonqlan Lin, C. Y. Tasi, K. H. Lin

Abstract:

This paper addresses the issue of the autonomous mobile robot (AMR) navigation task based on the hybrid control modes. The novel hybrid control mode, based on multi-sensors information by using the fuzzy approach, has been presented in this research. The system operates in real time, is robust, enables the robot to operate with imprecise knowledge, and takes into account the physical limitations of the environment in which the robot moves, obtaining satisfactory responses for a large number of different situations. An experiment is simulated and carried out with a pioneer mobile robot. From the experimental results, the effectiveness and usefulness of the proposed AMR obstacle avoidance and navigation scheme are confirmed. The experimental results show the feasibility, and the control system has improved the navigation accuracy. The implementation of the controller is robust, has a low execution time, and allows an easy design and tuning of the fuzzy knowledge base.

Keywords: Autonomous mobile robot, obstacle avoidance, MEMS, hybrid control mode, navigation control.

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7016 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs

Authors: G. C. Mahata, A. Goswami

Abstract:

This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with  stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number  (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering  cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.

Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.

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7015 Rescue Emergency Drone for Fast Response to Medical Emergencies Due to Traffic Accidents

Authors: Anders S. Kristensen, Dewan Ahsan, Saqib Mehmood, Shakeel Ahmed

Abstract:

Traffic accidents are a result of the convergence of hazards, malfunctioning of vehicles and human negligence that have adverse economic and health impacts and effects. Unfortunately, avoiding them completely is very difficult, but with quick response to rescue and first aid, the mortality rate of inflicted persons can be reduced significantly. Smart and innovative technologies can play a pivotal role to respond faster to traffic crash emergencies comparing conventional means of transportation. For instance, Rescue Emergency Drone (RED) can provide faster and real-time crash site risk assessment to emergency medical services, thereby helping them to quickly and accurately assess a situation, dispatch the right equipment and assist bystanders to treat inflicted person properly. To conduct a research in this regard, the case of a traffic roundabout that is prone to frequent traffic accidents on the outskirts of Esbjerg, a town located on western coast of Denmark is hypothetically considered. Along with manual calculations, Emergency Disaster Management Simulation (EDMSIM) has been used to verify the response time of RED from a fire station of the town to the presumed crash site. The results of the study demonstrate the robustness of RED into emergency services to help save lives. 

Keywords: Automated external defibrillator, medical emergency, fire and rescue services, response time, unmanned aerial system.

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7014 A Thermal-Shock Fatigue Design of Automotive Heat Exchangers

Authors: A. Chidley, F. Roger, A. Traidia

Abstract:

A method is presented for using thermo-mechanical fatigue analysis as a tool in the design of automotive heat exchangers. Use of infra-red thermography to measure the real thermal history in the heat exchanger reduces the time necessary for calculating design parameters and improves prediction accuracy. Thermal shocks are the primary cause of heat exchanger damage. Thermo-mechanical simulation is based on the mean behavior of the aluminum tubes used in the heat exchanger. An energetic fatigue criterion is used to detect critical zones.

Keywords: Heat exchanger, Fatigue, Thermal shocks. I.

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7013 Reflections of Utopia and the Ideal City in the Development of Physical Structure of Nikšić Aspect of Visual Perception

Authors: Svetlana Perović, Svetislav Popović

Abstract:

Aspect of visual perception occupies a central position in shaping the physical structure of a city. This paper discusses the visual characteristics of utopian cities and their impact on the shaping of real urban structures. Utopian examples of cities will not be discussed in terms of social and sociological conditions, but rather the emphasis is on urban utopias and ideal cities that have achieved or have had potential impact on the shape of the physical structure of Nikšić. It is a Renaissance-Baroque period with a touch of classicism. The paper’s emphasis is on the physical dimension, not excluding the importance of social equilibrium, studies of which are dating back to Aristotle, Plato, Thomas More, Robert Owen, Tommaso Campanella and others. The emphasis is on urban utopias and their impact on the development of sustainable physical structure of a real city in the context of visual perception. In the case of Nikšić, this paper identifies the common features of a real city and a utopian city, as well as criteria for sustainable urban development in the context of visual achievement.

Keywords: Physical Structure of Nikšić, Utopia and Ideal City, Visual Perception.

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7012 Circadian Clock and Subjective Time Perception: A Simple Open Source Application for the Analysis of Induced Time Perception in Humans

Authors: Agata M. Kołodziejczyk, Mateusz Harasymczuk, Pierre-Yves Girardin, Lucie Davidová

Abstract:

Subjective time perception implies connection to cognitive functions, attention, memory and awareness, but a little is known about connections with homeostatic states of the body coordinated by circadian clock. In this paper, we present results from experimental study of subjective time perception in volunteers performing physical activity on treadmill in various phases of their circadian rhythms. Subjects were exposed to several time illusions simulated by programmed timing systems. This study brings better understanding for further improvement of of work quality in isolated areas. 

Keywords: Biological clock, light, time illusions, treadmill.

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7011 Solution of Interval-valued Manufacturing Inventory Models With Shortages

Authors: Susovan Chakrabortty, Madhumangal Pal, Prasun Kumar Nayak

Abstract:

A manufacturing inventory model with shortages with carrying cost, shortage cost, setup cost and demand quantity as imprecise numbers, instead of real numbers, namely interval number is considered here. First, a brief survey of the existing works on comparing and ranking any two interval numbers on the real line is presented. A common algorithm for the optimum production quantity (Economic lot-size) per cycle of a single product (so as to minimize the total average cost) is developed which works well on interval number optimization under consideration. Finally, the designed algorithm is illustrated with numerical example.

Keywords: EOQ, Inventory, Interval Number, Demand, Production, Simulation

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7010 The Grey Relational Analysis of the Influence Factors of Profit in Cartoon-s Character Merchandising Rights

Authors: Min Li, Tao Li

Abstract:

This paper constructs a four factors theoretical model of Chinese small and medium enterprises based on the “cartoon characters- reputation - enterprise marketing and management capabilities – protection of the cartoon image - institutional environment" by literature research, case studies and investigation. The empirical study show that the greatest impact on current merchandising rights income is the institutional environment friendliness, followed by marketing and management capabilities, input of character image protection and Cartoon characters- reputation through the real-time grey relational analysis, and the greatest impact on post-merchandising rights profit is Cartoon characters reputation, followed by the institutional environment friendliness, then marketing and management ability and input of character image protection through the time-delay grey relational analysis.

Keywords: Cartoon characters, merchandising rights, influencefactors, grey relational analysis

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7009 Time-Cost-Quality Trade-off Software by using Simplified Genetic Algorithm for Typical Repetitive Construction Projects

Authors: Refaat H. Abd El Razek, Ahmed M. Diab, Sherif M. Hafez, Remon F. Aziz

Abstract:

Time-Cost Optimization "TCO" is one of the greatest challenges in construction project planning and control, since the optimization of either time or cost, would usually be at the expense of the other. Since there is a hidden trade-off relationship between project and cost, it might be difficult to predict whether the total cost would increase or decrease as a result of the schedule compression. Recently third dimension in trade-off analysis is taken into consideration that is quality of the projects. Few of the existing algorithms are applied in a case of construction project with threedimensional trade-off analysis, Time-Cost-Quality relationships. The objective of this paper is to presents the development of a practical software system; that named Automatic Multi-objective Typical Construction Resource Optimization System "AMTCROS". This system incorporates the basic concepts of Line Of Balance "LOB" and Critical Path Method "CPM" in a multi-objective Genetic Algorithms "GAs" model. The main objective of this system is to provide a practical support for typical construction planners who need to optimize resource utilization in order to minimize project cost and duration while maximizing its quality simultaneously. The application of these research developments in planning the typical construction projects holds a strong promise to: 1) Increase the efficiency of resource use in typical construction projects; 2) Reduce construction duration period; 3) Minimize construction cost (direct cost plus indirect cost); and 4) Improve the quality of newly construction projects. A general description of the proposed software for the Time-Cost-Quality Trade-Off "TCQTO" is presented. The main inputs and outputs of the proposed software are outlined. The main subroutines and the inference engine of this software are detailed. The complexity analysis of the software is discussed. In addition, the verification, and complexity of the proposed software are proved and tested using a real case study.

Keywords: Project management, typical (repetitive) large scale projects, line of balance, multi-objective optimization, genetic algorithms, time-cost-quality trade-offs.

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7008 An Effective Method of Head Lamp and Tail Lamp Recognition for Night Time Vehicle Detection

Authors: Hyun-Koo Kim, Sagong Kuk, MinKwan Kim, Ho-Youl Jung

Abstract:

This paper presents an effective method for detecting vehicles in front of the camera-assisted car during nighttime driving. The proposed method detects vehicles based on detecting vehicle headlights and taillights using techniques of image segmentation and clustering. First, to effectively extract spotlight of interest, a segmentation process based on automatic multi-level threshold method is applied on the road-scene images. Second, to spatial clustering vehicle of detecting lamps, a grouping process based on light tracking and locating vehicle lighting patterns. For simulation, we are implemented through Da-vinci 7437 DSP board with near infrared mono-camera and tested it in the urban and rural roads. Through the test, classification performances are above 97% of true positive rate evaluated on real-time environment. Our method also has good performance in the case of clear, fog and rain weather.

Keywords: Assistance Driving System, Multi-level Threshold Method, Near Infrared Mono Camera, Nighttime Vehicle Detection.

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7007 The Use of Real Measurements and GPS Data for Noise Mapping of Riyadh City

Authors: M. A. Foda, K. A. Alsaif, M. M. ElMadany, A.S. Aguib

Abstract:

In this paper, the noise maps for the area encircled by the Second Ring Road in Riyadh city are developed based on real measured data. Sound level meters, GPS receivers to determine measurement position, a database program to manage the measured data, and a program to develop the maps are used. A baseline noise level has been established at each short-term site so subsequent monitoring may be conducted to describe changes in Riyadh-s noise environment. Short-term sites are used to show typical daytime and nighttime noise levels at specific locations by short duration grab sampling.

Keywords: Noise mapping, Noise measurements, GPS, noise level.

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7006 A Dual Model for Efficiency Evaluation Considering Time Lag Effect

Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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7005 Hardware Centric Machine Vision for High Precision Center of Gravity Calculation

Authors: Xin Cheng, Benny Thörnberg, Abdul Waheed Malik, Najeem Lawal

Abstract:

We present a hardware oriented method for real-time measurements of object-s position in video. The targeted application area is light spots used as references for robotic navigation. Different algorithms for dynamic thresholding are explored in combination with component labeling and Center Of Gravity (COG) for highest possible precision versus Signal-to-Noise Ratio (SNR). This method was developed with a low hardware cost in focus having only one convolution operation required for preprocessing of data.

Keywords: Dynamic thresholding, segmentation, position measurement, sub-pixel precision, center of gravity.

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7004 Shot Detection Using Modified Dugad Model

Authors: Lenka Krulikovská, Jaroslav Polec

Abstract:

In this paper we present a modification to existed model of threshold for shot cut detection, which is able to adapt itself to the sequence statistics and operate in real time, because it use for calculation only previously evaluated frames. The efficiency of proposed modified adaptive threshold scheme was verified through extensive test experiment with several similarity metrics and achieved results were compared to the results reached by the original model. According to results proposed threshold scheme reached higher accuracy than existed original model.

Keywords: Abrupt cut, shot cut detection, adaptive threshold.

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7003 Development of a Real-Time Simulink Based Robotic System to Study Force Feedback Mechanism during Instrument-Object Interaction

Authors: Jaydip M. Desai, Antonio Valdevit, Arthur Ritter

Abstract:

Robotic surgery is used to enhance minimally invasive surgical procedure. It provides greater degree of freedom for surgical tools but lacks of haptic feedback system to provide sense of touch to the surgeon. Surgical robots work on master-slave operation, where user is a master and robotic arms are the slaves. Current, surgical robots provide precise control of the surgical tools, but heavily rely on visual feedback, which sometimes cause damage to the inner organs. The goal of this research was to design and develop a realtime Simulink based robotic system to study force feedback mechanism during instrument-object interaction. Setup includes three VelmexXSlide assembly (XYZ Stage) for three dimensional movement, an end effector assembly for forceps, electronic circuit for four strain gages, two Novint Falcon 3D gaming controllers, microcontroller board with linear actuators, MATLAB and Simulink toolboxes. Strain gages were calibrated using Imada Digital Force Gauge device and tested with a hard-core wire to measure instrument-object interaction in the range of 0-35N. Designed Simulink model successfully acquires 3D coordinates from two Novint Falcon controllers and transfer coordinates to the XYZ stage and forceps. Simulink model also reads strain gages signal through 10-bit analog to digital converter resolution of a microcontroller assembly in real time, converts voltage into force and feedback the output signals to the Novint Falcon controller for force feedback mechanism. Experimental setup allows user to change forward kinematics algorithms to achieve the best-desired movement of the XYZ stage and forceps. This project combines haptic technology with surgical robot to provide sense of touch to the user controlling forceps through machine-computer interface.

Keywords: Haptic feedback, MATLAB, Simulink, Strain Gage, Surgical Robot.

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7002 A Comprehensive Evaluation of Supervised Machine Learning for the Phase Identification Problem

Authors: Brandon Foggo, Nanpeng Yu

Abstract:

Power distribution circuits undergo frequent network topology changes that are often left undocumented. As a result, the documentation of a circuit’s connectivity becomes inaccurate with time. The lack of reliable circuit connectivity information is one of the biggest obstacles to model, monitor, and control modern distribution systems. To enhance the reliability and efficiency of electric power distribution systems, the circuit’s connectivity information must be updated periodically. This paper focuses on one critical component of a distribution circuit’s topology - the secondary transformer to phase association. This topology component describes the set of phase lines that feed power to a given secondary transformer (and therefore a given group of power consumers). Finding the documentation of this component is call Phase Identification, and is typically performed with physical measurements. These measurements can take time lengths on the order of several months, but with supervised learning, the time length can be reduced significantly. This paper compares several such methods applied to Phase Identification for a large range of real distribution circuits, describes a method of training data selection, describes preprocessing steps unique to the Phase Identification problem, and ultimately describes a method which obtains high accuracy (> 96% in most cases, > 92% in the worst case) using only 5% of the measurements typically used for Phase Identification.

Keywords: Distribution network, machine learning, network topology, phase identification, smart grid.

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7001 Predicting Residence Time of Pollutants in Transient Storage Zones of Rivers by Genetic Programming

Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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7000 Impact of Exchange Rate on Macroeconomic Indicators

Authors: Aleksandre Ergeshidze

Abstract:

The exchange rate is a pivotal pricing instrument that simultaneously impacts various components of the economy. Depreciation of nominal exchange rate is export promoting, which might be a desired export-led growth policy, and particularly critical to closing-down the widening current account imbalance. However, negative effects resulting from high dollarization and high share of imported intermediate inputs can outweigh positive effect. The aim of this research is to quantify impact of change in nominal exchange rate and test contractionary depreciation hypothesis on Georgian economy using structural and Bayesian vector autoregression. According to the acquired results, appreciation of nominal exchange rate is expected to decrease inflation, monetary policy rate, interest rate on domestic currency loans and economic growth in the medium run; however, impact on economic growth in the short run is statistically not significant.

Keywords: Bayesian vector autoregression, contractionary depreciation, dollarization, nominal exchange rate, structural vector autoregression.

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6999 Effect of Magnetic Field on Seed Germination of Two Wheat Cultivars

Authors: Ahmad Gholami , Saeed Sharafi, Hamid Abbasdokht

Abstract:

The effect of magnetic field on germination characteristics of two wheat Seeds has been studied under laboratory conditions. Seeds were magnetically exposed to magnetic field strengths, 125 or 250mT for different periods of time. Mean germination time and the time required to obtain 10, 25, 50, 75 and 90%of seeds to germinate were calculated. The germination time for each treatment were in general, higher than corresponding control values, in the other word in treated seeds time required for mean seed germination time increased nearly 3 hours in compared non treated control seeds. T10 for doses D5, D6, D11 and D12 significantly higher than the control values for both cultivars. Mean germination time (MGT) in both cultivars significantly increased when the time of seed exposed at magnetic field treatments increased , about 3 and 2 hour respectively for Omid and BCR cultivars.

Keywords: wheat, cultivar, germination test, magnetic field

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6998 Gravitational and Centrifugal Forces in the Nut-Kerr-Newman Space-Time

Authors: Atikur Rahman Baizid, Md. Elias Uddin Biswas, Ahsan Habib

Abstract:

Nayak et al have discussed in detail the inertial forces such as Gravitational, Coriolis-Lense-Thirring and Centrifugal forces in the Kerr-Newman Space-time in the Kerr-Newman Space-time. The main theme of this paper is to study the Gravitational and Centrifugal forces in the NUT-Kerr-Newman Space-time.

Keywords: Gravitational Forces, Centrifugal Forces, Nut-Kerr-Newman, Space time.

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6997 An Investigation into the Role of Market Beta in Asset Pricing: Evidence from the Romanian Stock Market

Authors: Ioan Popa, Radu Lupu, Cristiana Tudor

Abstract:

In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.

Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.

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6996 Obsession of Time and the New Musical Ontologies: The Concert for Saxophone, Daniel Kientzy and Orchestra by Myriam Marbe

Authors: Luminiţa Duţică

Abstract:

For the music composer Myriam Marbe the musical time and memory represent 2 (complementary) phenomena with conclusive impact on the settlement of new musical ontologies. Summarizing the most important achievements of the contemporary techniques of composition, her vision on the microform presented in The Concert for Daniel Kientzy, saxophone and orchestra transcends the linear and unidirectional time in favour of a flexible, multivectorial speech with spiral developments, where the sound substance is auto(re)generated by analogy with the fundamental processes of the memory. The conceptual model is of an archetypal essence, the music composer being concerned with identifying the mechanisms of the creation process, especially of those specific to the collective creation (of oral tradition). Hence the spontaneity of expression, improvisation tint, free rhythm, micro-interval intonation, coloristictimbral universe dominated by multiphonics and unique sound effects, hence the atmosphere of ritual, however purged by the primary connotations and reprojected into a wonderful spectacular space. The Concert is a work of artistic maturity and enforces respect, among others, by the timbral diversity of the three species of saxophone required by the music composer (baritone, sopranino and alt), in Part III Daniel Kientzy shows the performance of playing two saxophones concomitantly. The score of the music composer Myriam Marbe contains a deeply spiritualized music, full or archetypal symbols, a music whose drama suggests a real cinematographic movement.

Keywords: Archetype, chronogenesis, concert, multiphonics.

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6995 Phenomenological and Semi-microscopic Analysis for Elastic Scattering of Protons on 6,7Li

Authors: A. Amar, N. Burtebayev, Sh. Hamada, Kerimkulov Zhambul, N. Amangieldy

Abstract:

Analysis of the elastic scattering of protons on 6,7Li nuclei has been done in the framework of the optical model at the beam energies up to 50 MeV. Differential cross sections for the 6,7Li + p scattering were measured over the proton laboratory–energy range from 400 to 1050 keV. The elastic scattering of 6,7Li+p data at different proton incident energies have been analyzed using singlefolding model. In each case the real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Normalization factor NR is calculated in the range between 0.70 and 0.84.

Keywords: scattering of protons on 6, 7Li nuclei, Esis88 Codesingle-folding model, phenomenological.

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