Search results for: variance estimation.

Authors: Manasjyoti Bhuyan, Kandarpa Kumar Sarma, Hirendra Das

Abstract:

Signature represents an individual characteristic of a person which can be used for his / her validation. For such application proper modeling is essential. Here we propose an offline signature recognition and verification scheme which is based on extraction of several features including one hybrid set from the input signature and compare them with the already trained forms. Feature points are classified using statistical parameters like mean and variance. The scanned signature is normalized in slant using a very simple algorithm with an intention to make the system robust which is found to be very helpful. The slant correction is further aided by the use of an Artificial Neural Network (ANN). The suggested scheme discriminates between originals and forged signatures from simple and random forgeries. The primary objective is to reduce the two crucial parameters-False Acceptance Rate (FAR) and False Rejection Rate (FRR) with lesser training time with an intension to make the system dynamic using a cluster of ANNs forming a multiple classifier system.

Keywords: offline, algorithm, FAR, FRR, ANN.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1780

Authors: Asmatullah Chaudhry, Anwar M. Mirza

Abstract:

We present a general comparison of punctual kriging based image restoration for different neighbourhood sizes. The formulation of the technique under consideration is based on punctual kriging and fuzzy concepts for image restoration in spatial domain. Three different neighbourhood windows are considered to estimate the semivariance at different lags for studying its effect in reduction of negative weights resulted in punctual kriging, consequently restoration of degraded images. Our results show that effect of neighbourhood size higher than 5x5 on reduction in negative weights is insignificant. In addition, image quality measures, such as structure similarity indices, peak signal to noise ratios and the new variogram based quality measures; show that 3x3 window size gives better performance as compared with larger window sizes.

Keywords: Image restoration, punctual kriging, semi-variance, structure similarity index, negative weights in punctual kriging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2356

Authors: U. Kairov, T. Karpenyuk, E. Ramanculov, A. Zinovyev

Abstract:

The most common result of analysis of highthroughput data in molecular biology represents a global list of genes, ranked accordingly to a certain score. The score can be a measure of differential expression. Recent work proposed a new method for selecting a number of genes in a ranked gene list from microarray gene expression data such that this set forms the Optimally Functionally Enriched Network (OFTEN), formed by known physical interactions between genes or their products. Here we present calculation results of relative connectivity of genes from META-OFTEN network and tentative biological interpretation of the most reproducible signal. The relative connectivity and inbetweenness values of genes from META-OFTEN network were estimated.

Keywords: Microarray, META-OFTEN, gene network.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1627

Authors: Klathea Sevilla, Marjorie Remolador, Bryan Baltazar, Imee Saladaga, Loureal Camille Inocencio, Ma. Rosario Concepcion Ang

Abstract:

The underutilization of biomass resources in the Philippines, combined with its growing population and the rise in fossil fuel prices confirms demand for alternative energy sources. The goal of this paper is to provide a comparison of MODIS-based and Landsat-based agricultural land cover maps when used in the estimation of rice hull’s available energy potential. Biomass resource assessment was done using mathematical models and remote sensing techniques employed in a GIS platform.

Keywords: Biomass, geographic information system, GIS, renewable energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2242

Authors: Adeniran Ademuwagun, Alastair Allen

Abstract:

The relationship dependence between RSS and distance in an enclosed environment is an important consideration because it is a factor that can influence the reliability of any localization algorithm founded on RSS. Several algorithms effectively reduce the variance of RSS to improve localization or accuracy performance. Our proposed algorithm essentially avoids this pitfall and consequently, its high adaptability in the face of erratic radio signal. Using 3 anchors in close proximity of each other, we are able to establish that RSS can be used as reliable indicator for localization with an acceptable degree of accuracy. Inherent in this concept, is the ability for each prospective anchor to validate (guarantee) the position or the proximity of the other 2 anchors involved in the localization and vice versa. This procedure ensures that the uncertainties of radio signals due to multipath effects in enclosed environments are minimized. A major driver of this idea is the implicit topological relationship among sensors due to raw radio signal strength. The algorithm is an area based algorithm; however, it does not trade accuracy for precision (i.e the size of the returned area).

Keywords: Anchor nodes, centroid algorithm, communication graph, received signal strength (RSS).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1882

Authors: T. Arakawa, H. Sato

Abstract:

There are many drivers who feel right A pillar of Japanese right-hand-drive car preventing visibility on turning right or left at intersection. On the other hand, there is a report that almost pedestrian accident is caused by the delay of finding pedestrian by drivers and this is found by drivers’ eye movement. Thus, we developed the evaluation method of quantification using drivers’ eye movement data by least squares estimation and we applied this method to commercial vehicle and evaluation the visibility. It is suggested that visibility of vehicle can be quantified and estimated by linear model obtained from experimental eye fixation data and information of vehicle dimensions.

Keywords: Eye fixation, modeling, obstacle feeling, right A pillar.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis

Abstract:

In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2041

Authors: S. Safi, A. Zeroual

Abstract:

In this paper we propose a family of algorithms based on 3rd and 4th order cumulants for blind single-input single-output (SISO) Non-Minimum Phase (NMP) Finite Impulse Response (FIR) channel estimation driven by non-Gaussian signal. The input signal represents the signal used in 10GBASE-T (or IEEE 802.3an-2006) as a Tomlinson-Harashima Precoded (THP) version of random Pulse-Amplitude Modulation with 16 discrete levels (PAM-16). The proposed algorithms are tested using three non-minimum phase channel for different Signal-to-Noise Ratios (SNR) and for different data input length. Numerical simulation results are presented to illustrate the performance of the proposed algorithms.

Keywords: Higher Order Cumulants, Channel identification, Ethernet communication.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1448

Authors: Young-Seok Choi

Abstract:

This paper presents a multiscale information measure of Electroencephalogram (EEG) for analysis with a short data length. A multiscale extension of permutation entropy (MPE) is capable of fully reflecting the dynamical characteristics of EEG across different temporal scales. However, MPE yields an imprecise estimation due to coarse-grained procedure at large scales. We present an improved MPE measure to estimate entropy more accurately with a short time series. By computing entropies of all coarse-grained time series and averaging those at each scale, it leads to the modified MPE (MMPE) which provides an enhanced accuracy as compared to MPE. Simulation and experimental studies confirmed that MMPE has proved its capability over MPE in terms of accuracy.

Keywords: Multiscale entropy, permutation entropy, EEG, seizure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1478

Authors: Chaw Su Mon

Abstract:

Abstract— The paper presents a preliminary study on modeling and estimation of basic wind speed ( extreme wind gusts ) for the consideration of vulnerability and design of building in Ayeyarwady Region. The establishment of appropriate design wind speeds is a critical step towards the calculation of design wind loads for structures. In this paper the extreme value analysis of this prediction work is based on the anemometer data (1970-2009) maintained by the department of meteorology and hydrology of Pathein. Statistical and probabilistic approaches are used to derive formulas for estimating 3-second gusts from recorded data (10-minute sustained mean wind speeds).

Keywords: Basic Wind Speed, Building, Gusts, Statistical and probabilistic approaches

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1279

Authors: Muzaffer Borekci, Murat S. Kirçil

Abstract:

Predicting the collapse potential of a structure during earthquakes is an important issue in earthquake engineering. Many researchers proposed different methods to assess the collapse potential of structures under the effect of strong ground motions. However most of them did not consider degradation and softening effect in hysteretic behavior. In this study, collapse potential of SDOF systems caused by dynamic instability with stiffness and strength degradation has been investigated. An equation was proposed for the estimation of collapse period of SDOF system which is a limit value of period for dynamic instability. If period of the considered SDOF system is shorter than the collapse period then the relevant system exhibits dynamic instability and collapse occurs.

Keywords: Collapse, degradation, dynamic instability, seismic response.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2097

Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1578

Authors: Yuzhi Cai

Abstract:

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1777

Authors: Walid Aydi, Nouri Masmoudi, Lotfi Kamoun

Abstract:

Images of human iris contain specular highlights due to the reflective properties of the cornea. This corneal reflection causes many errors not only in iris and pupil center estimation but also to locate iris and pupil boundaries especially for methods that use active contour. Each iris recognition system has four steps: Segmentation, Normalization, Encoding and Matching. In order to address the corneal reflection, a novel reflection removal method is proposed in this paper. Comparative experiments of two existing methods for reflection removal method are evaluated on CASIA iris image databases V3. The experimental results reveal that the proposed algorithm provides higher performance in reflection removal.

Keywords: iris, pupil, specular highlights, reflection removal

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3208

Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1311

Authors: LI qiu-min, TIAN yi-xiang, ZHANG gao-xun

Abstract:

GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

Keywords: spline, GMDH, nonparametric, bias, forecast.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2135

Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

Abstract:

The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3179

Authors: H. Amellal-Chibane, Y. Noui, A. Djouab, S. Benamara

Abstract:

Mech-Degla, Degla-Beida and Frezza are the date (Phoenix dactylifera L.) common varieties with a more or less good availability and feeble trade value. Some morphologic and physicochemical factors were determined. Results show that the whole date weight is significantly different (P= 95%) concerning Mech-Degla and Degla-Beida which are more commercialized than Frezza whereas the pulp mass proportion in relation to whole fruits is highest for Frezza (88.28%). Moreover, there is a large variability concerning the weights and densities of constitutive tissues in each variety. The white tissue is dominant in Mech-Degla in opposite to the two other varieties. The variance analyze showed that the difference in weights between brown and white tissues is significant (P = 95%) for all studied varieties. Some other morphologic and chemical proprieties of the whole pulps and their two constitutive parts (brown or pigmented and white) are also investigated. The predominance of phenolics in Mech-Degla (4.01g/100g, w.b) and Frezza (4.96 g/100g, w.b) pulps brown part is the main result revealed in this study.

Keywords: Common dates, phenolics, sugars, tissues.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2275

Authors: Oleksandr Poliakov, Genadiy Olinichenko, Yevgen Pashkov, Vadym Kramar, Mykhaylo Kalinin

Abstract:

For maintenance of a spine stability during the postoperative period a transpedicular fixing of its elements is often used. Usually the transpedicular systems are formed of rods which as a result form a design of the frame type, fastening by screws to vertebras. Such design should be rigid and perceive loadings operating from the spine without essential deformations. From the perfection point of view of known designs their stress whole, and each of elements, in particular is of interest. In this study the modeling of the transpedicular screw is performed and estimation of its deformations taking into account interaction with a vertebra body having variable structure is made.

Keywords: Spine, screw, stress-strain state, transpedicular fixation system, vertebra

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1524

Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1485

Authors: Jawad H AlKhateeb, Jianmin Jiang, Jinchang Ren, Stan S Ipson

Abstract:

Efficient preprocessing is very essential for automatic recognition of handwritten documents. In this paper, techniques on segmenting words in handwritten Arabic text are presented. Firstly, connected components (ccs) are extracted, and distances among different components are analyzed. The statistical distribution of this distance is then obtained to determine an optimal threshold for words segmentation. Meanwhile, an improved projection based method is also employed for baseline detection. The proposed method has been successfully tested on IFN/ENIT database consisting of 26459 Arabic words handwritten by 411 different writers, and the results were promising and very encouraging in more accurate detection of the baseline and segmentation of words for further recognition.

Keywords: Arabic OCR, off-line recognition, Baseline estimation, Word segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2206

Authors: Ravi Shah, V. L. Manekar, R. A. Christian, N. J. Mistry

Abstract:

There are two types of drought as conceptual drought and operational drought. The three parameters as the beginning, the end and the degree of severity of the drought can be identifying in operational drought by average precipitation in the whole region. One of the methods classified to measure drought is Reconnaissance Drought Index (RDI). Evapotranspiration is calculated using Penman-Monteith method by analyzing thirty nine years prolong climatic data. The evapotranspiration is then utilized in RDI to classify normalized and standardized RDI. These RDI classifications led to what kind of drought faced in Bhavnagar region on 12 month time scale basis. The comparison between actual drought conditions and RDI method used to find out drought are also illustrated. It can be concluded that the index results of drought in a particular year are same in both methods but having different index values where as severity remain same.

Keywords: Drought, Drought index, Reconnaissance Drought Index (RDI), Precipitation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3494

Authors: Xing Xiong, Byung-Jae Choi

Abstract:

It is important for an autonomous mobile robot to know where it is in any time in an indoor environment. In this paper, we design a relative self-localization algorithm. The algorithm compare the interest point in two images and compute the relative displacement and orientation to determent the posture. Firstly, we use the SURF algorithm to extract the interest points of the ceiling. Second, in order to reduce amount of calculation, a replacement SURF is used to extract orientation and description of the interest points. At last, according to the transformation of the interest points in two images, the relative self-localization of the mobile robot will be estimated greatly.

Keywords: Relative Self-Localization Posture, SURF, Natural Landmark, Interest Point.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1573

Authors: Mengjun Zhang, Yuli Sun, Dunwen Zuo, Chunxiang Xie, Chunming Zhang

Abstract:

Experimental study on slicing of sapphire with fixed abrasive diamond wire saw was conducted in this paper. The process parameters were optimized through orthogonal experiment of three factors and four levels. The effects of wire speed, feed speed and tension pressure on the surface roughness were analyzed. Surface roughness in cutting direction and feed direction were both detected. The results show that feed speed plays the most significant role on the surface roughness of sliced sapphire followed by wire speed and tension pressure. The optimized process parameters are as follows: wire speed 1.9 m/s, feed speed 0.187 mm/min and tension pressure 0.18 MPa. In the end, the results were verified by analysis of variance.

Keywords: Fixed abrasive, diamond wire saw, slicing, sapphire, orthogonal experiment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3151

Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.

Keywords: Cooperative banks, performance, negative interest rates, risk management.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1043

Authors: Ju-Hong Lee, Ching-Wei Liao, Kun-Che Lee

Abstract:

This paper deals with the problem of using antenna sensors for adaptive beamforming in the presence of random steering mismatch. We present an efficient adaptive array beamformer with robustness to deal with the considered problem. The robustness of the proposed beamformer comes from the efficient designation of the steering vector. Using the received array data vector, we construct an appropriate correlation matrix associated with the received array data vector and a correlation matrix associated with signal sources. Then, the eigenvector associated with the largest eigenvalue of the constructed signal correlation matrix is designated as an appropriate estimate of the steering vector. Finally, the adaptive weight vector required for adaptive beamforming is obtained by using the estimated steering vector and the constructed correlation matrix of the array data vector. Simulation results confirm the effectiveness of the proposed method.

Keywords: Adaptive beamforming, antenna array, linearly constrained minimum variance, robustness, steering vector.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 697

Authors: R. Abbasnia, F. Mohajeri Nav, S. Zahedifar, A. Tajik

Abstract:

Recent years, adaptive pushover methods have been developed for seismic analysis of structures. Herein, the accuracy of the displacement-based adaptive pushover (DAP) method, which is introduced by Antoniou and Pinho [2004], is evaluated for Irregular buildings. The results are compared to the force-based procedure. Both concrete and steel frame structures, asymmetric in plan and elevation are analyzed and also torsional effects are taking into the account. These analyses are performed using both near fault and far fault records. In order to verify the results, the Incremental Dynamic Analysis (IDA) is performed.

Keywords: Pushover Analysis, DAP, IDA, Torsion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3097

Authors: Chansiri Singhtaun, Nattaporn Prasartthong

Abstract:

The purpose of this research is to reduce the amount of incomplete coating of stainless steel washers in the electrodeposition painting process by using an experimental design technique. The surface preparation was found to be a major cause of painted surface quality. The influence of pretreating and painting process parameters, which are cleaning time, chemical concentration and shape of hanger were studied. A 23 factorial design with two replications was performed. The analysis of variance for the designed experiment showed the great influence of cleaning time and shape of hanger. From this study, optimized cleaning time was determined and a newly designed electrical conductive hanger was proved to be superior to the original one. The experimental verification results showed that the amount of incomplete coating defects decreased from 4% to 1.02% and operation cost decreased by 10.5%.

Keywords: Defect reduction, design of experiments, electrodeposition painting, stainless steel.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2269

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2075

Authors: Fareeha A., Irfan Z Qureshi

Abstract:

Thrombosis can be life threatening, necessitating therefore its instant treatment. Hydergine, a nootropic agent is used as a cognition enhancer in stroke patients but relatively little is known about its anti-thrombolytic effect. To investigate this aspect, in vivo and ex vivo experiments were designed and conducted. Three groups of rats were injected 1.5mg, 3.0mg and 4.5mg hydergine intraperitonealy with and without prior exposure to fresh plasma. Positive and negative controls were run in parallel. Animals were sacrificed after 1.5hrs and BT, CT, PT, INR, APTT, plasma calcium levels were estimated. For ex vivo analyses, each 1ml blood aspirated was exposed to 0.1mg, 0.2mg, 0.3mg dose of hydergine with parallel controls. Parameters analyzed were as above. Statistical analysis was through one-way ANOVA. Dunken-s and Tukey-s tests provided intra-group variance. BT, CT, PT, INR and APTT increased while calcium levels dropped significantly (P<0.05). Ex vivo, CT, PT and APTT were elevated while plasma calcium levels lowered significantly (P<0.05). Our study suggests that hydergine may act as a thrombolytic agent but warrants further studies to elucidate this role of ergot mesylates.

Keywords: Hydergine, Coagulation assays, plasma calcium, ergot mesylates, thrombosis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2025