Search results for: Artificial Tactile Sensing

Authors: Yaseein S. Hussein, Victor P. Gil Jiménez, Abdulmajeed Al-Jumaily

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Due to the rapid advancement of technology, there is an increasing demand for wireless connections that are both fast and reliable, with minimal latency. New wireless communication standards are developed every decade, and 2030 is expected to see the introduction of 6G. The primary objectives of 6G network and terminal designs are focused on sustainability and environmental friendliness. The International Telecommunication Union-Recommendation division (ITU-R) has established the minimum requirements for 6G, with peak and user data rates of 1 Tbps and 10-100 Gbps, respectively. In this context, Light Fidelity (Li-Fi) technology is the most promising candidate to meet these requirements. This article will explore the various advantages, features, and potential applications of Li-Fi technology, and compare it with 5G networking, to showcase its potential impact among other emerging technologies that aim to enable 6G networks.

Keywords: 6G Networks, artificial intelligence, AI, Li-Fi technology, terahertz communication, visible light communication.

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Authors: Aqeel S. Jaber, Abu Zaharin Ahmad, Ahmed N. Abdalla

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The artificial intelligent controller in power system plays as most important rule for many applications such as system operation and its control specially Load Frequency Controller (LFC). The main objective of LFC is to keep the frequency and tie-line power close to their decidable bounds in case of disturbance. In this paper, parallel fuzzy PI adaptive with conventional PD technique for Load Frequency Control system was proposed. PSO optimization method used to optimize both of scale fuzzy PI and tuning of PD. Two equal interconnected power system areas were used as a test system. Simulation results show the effectiveness of the proposed controller compared with different PID and classical fuzzy PI controllers in terms of speed response and damping frequency.

Keywords: Load frequency control, PSO, fuzzy control.

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Authors: Teodora Bakardjieva, Galya Gercheva

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In this paper an open agent-based modular framework for personalized and adaptive curriculum generation in e-learning environment is proposed. Agent-based approaches offer several potential advantages over alternative approaches. Agent-based systems exhibit high levels of flexibility and robustness in dynamic or unpredictable environments by virtue of their intrinsic autonomy. The presented framework enables integration of different types of expert agents, various kinds of learning objects and user modeling techniques. It creates possibilities for adaptive e-learning process. The KM e-learning system is in a process of implementation in Varna Free University and will be used for supporting the educational process at the University.

Keywords: agents, e-Learning, knowledge management, knowledge sharing, artificial intelligence

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Authors: P. Krachodnok

Abstract:

In this paper, the design of a multiple U-slotted microstrip patch antenna with frequency selective surface (FSS) as a superstrate for WLAN and WiMAX applications is presented. The proposed antenna is designed by using substrate FR4 having permittivity of 4.4 and air substrate. The characteristics of the antenna are designed and evaluated the performance of modelled antenna using CST Microwave studio. The proposed antenna dual resonant frequency has been achieved in the band of 2.37-2.55 GHz and 3.4-3.6 GHz. Because of the impact of FSS superstrate, it is found that the bandwidths have been improved from 6.12% to 7.35 % and 3.7% to 5.7% at resonant frequencies 2.45 GHz and 3.5 GHz, respectively. The maximum gain at the resonant frequency of 2.45 and 3.5 GHz are 9.3 and 11.33 dBi, respectively.

Keywords: Multi-Slotted Antenna, Microstrip Patch Antenna, Frequency Selective Surface, Artificial Magnetic Conduction.

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Authors: P.-W. Tsai, W.-L. Hong, C.-W. Chen, C.-Y. Chen

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In this paper, we present a neural-network (NN) based approach to represent a nonlinear Tagagi-Sugeno (T-S) system. A linear differential inclusion (LDI) state-space representation is utilized to deal with the NN models. Taking advantage of the LDI representation, the stability conditions and controller design are derived for a class of nonlinear structural systems. Moreover, the concept of utilizing the Parallel Particle Swarm Optimization (PPSO) algorithm to solve the common P matrix under the stability criteria is given in this paper.

Keywords: Lyapunov Stability, Parallel Particle Swarm Optimization, Linear Differential Inclusion, Artificial Intelligence.

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Authors: Ki-Sung Park, Dae-Hee Lee, Dae-Ho Won, Yeon-Mo Yang

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Solar power plants(SPPs) have shown a lot of good outcomes in providing a various functions depending on industrial expectations by deploying ad-hoc networking with helps of light loaded and battery powered sensor nodes. In particular, it is strongly requested to develop an algorithm to deriver the sensing data from the end node of solar power plants to the sink node on time. In this paper, based on the above observation we have proposed an IEEE802.15.4 based self routing scheme for solar power plants. The proposed beacon based priority routing Algorithm (BPRA) scheme utilizes beacon periods in sending message with embedding the high priority data and thus provides high quality of service(QoS) in the given criteria. The performance measures are the packet Throughput, delivery, latency, total energy consumption. Simulation results under TinyOS Simulator(TOSSIM) have shown the proposed scheme outcome the conventional Ad hoc On-Demand Distance Vector(AODV) Routing in solar power plants.

Keywords: Solar Power Plants(SPPs), Self routing, Quality of Service(QoS), WPANs, WSNs, TinyOS, TOSSIM, IEEE802.15.4

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Authors: Wisutmethangoon S., Pannaray S., Plookphol T., Wannasin J.

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2024 Aluminum alloy was squeezed cast by the Gas Induced Semi Solid (GISS) process. Effect of artificial aging on microstructure and mechanical properties of this alloy was studied in the present work. The solutionized specimens were aged hardened at temperatures of 175°C, 200°C, and 225°C under various time durations. The highest hardness of about 77.7 HRE was attained from specimen aged at the temperature of 175°C for 36h. Upon investigation the microstructure by using transmission electron microscopy (TEM), the S’ phase was mainly attributed to the strengthening effect in the aged alloy. The apparent activation energy for precipitation hardening of the alloy was calculated as 133,805 J/mol.

Keywords: 2024 aluminum alloy, Gas induced semi solid, T6 heat treatment, Aged hardening, Transmission electron microscopy.

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Authors: Travis Wiens, Greg Schoenau, Rich Burton

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It is well known that a linear dynamic system including a delay will exhibit limit cycle oscillations when a bang-bang sensor is used in the feedback loop of a PID controller. A similar behaviour occurs when a delayed feedback signal is used to train a neural network. This paper develops a method of predicting this behaviour by linearizing the system, which can be shown to behave in a manner similar to an integral controller. Using this procedure, it is possible to predict the characteristics of the neural network driven limit cycle to varying degrees of accuracy, depending on the information known about the system. An application is also presented: the intelligent control of a spark ignition engine.

Keywords: Control and automation, artificial neural networks, limit cycle

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Authors: K. Indra Gandhi

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Wireless Sensor Networks (WSNs) have always been characterized for application-specific sensing, relaying and collection of information for further analysis. However, software development was not considered as a separate entity in this process of data collection which has posed severe limitations on the software development for WSN. Software development for WSN is a complex process since the components involved are data-driven, network-driven and application-driven in nature. This implies that there is a tremendous need for the separation of concern from the software development perspective. A layered approach for developing data acquisition design based on Model Driven Development (MDD) has been proposed as the sensed data collection process itself varies depending upon the application taken into consideration. This work focuses on the layered view of the data acquisition process so as to ease the software point of development. A metamodel has been proposed that enables reusability and realization of the software development as an adaptable component for WSN systems. Further, observing users perception indicates that proposed model helps in improving the programmer's productivity by realizing the collaborative system involved.

Keywords: Model-driven development, wireless sensor networks, data acquisition, separation of concern, layered design.

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Authors: Sri Wahjuningsih, Hermanto, Nuryadi, Agus Budiarto, Panji Bhintoro

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The objective of the present study was to determine the effect of different concentration of spermatozoa and length of storage in 5 0C on sperm motility. Semen was collected using artificial vagina from goat aged 2 to 2.5 years. Fresh goat semen with sperm motility ≥ 70% was used as material. Semen was divided into 4 treatments of concentration (40 x 10 6 / ml, 50 x 106/ml, 60x106/ml, 70x106/ml) with length of storage 0,12,24,36 h. in 5 0C. There were interactions (P <0.05) between concentration and length of storage on individual motility of spermatozoa. Concentration of spermatozoa and length of storage affect the motility of individual (P <0.05). It was concluded that Sperm motility will decrease with increasing concentration and length of storage in 5 0C. Concentration of sperm 40x106/ ml and length of storage 0 h in 50C showed the highest motility of spermatozoa

Keywords: Goat, Length of storage, Motility, Sperm Concentration

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Authors: Zeinab Zeinalpour-Tabrizi, Faeze Asdaghi, Mahmooh Fathy, Mohammad Reza Jahed-Motlagh

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Shot boundary detection is a fundamental step for the organization of large video data. In this paper, we propose a new method for video gradual shots detection and classification, using advantages of fractal analysis and AIS-based classifier. Proposed features are “vertical intercept" and “fractal dimension" of each frame of videos which are computed using Fourier transform coefficients. We also used a classifier based on Clonal Selection Algorithm. We have carried out our solution and assessed it according to the TRECVID2006 benchmark dataset.

Keywords: shot boundary detection, gradual shots, fractal analysis, artificial immune system, choose Clooney.

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Authors: O. Nouali, A. Saidi, H. Chahrat, A. Krinah, B. Toursel

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This article describes a Web pages automatic filtering system. It is an open and dynamic system based on multi agents architecture. This system is built up by a set of agents having each a quite precise filtering task of to carry out (filtering process broken up into several elementary treatments working each one a partial solution). New criteria can be added to the system without stopping its execution or modifying its environment. We want to show applicability and adaptability of the multi-agents approach to the networks information automatic filtering. In practice, most of existing filtering systems are based on modular conception approaches which are limited to centralized applications which role is to resolve static data flow problems. Web pages filtering systems are characterized by a data flow which varies dynamically.

Keywords: Agent, Distributed Artificial Intelligence, Multiagents System, Web pages filtering.

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Authors: I Made Darmayuda, Zhou Jun, Krishna Mainali, Simon Ng Sheung Yan, Saisundar S, Eran Ofek

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Personnel protection devices are cardinal in safety hazard applications. They are widely used in home, office and in industry environments to reduce the risk of lethal shock to human being and equipment safety. This paper briefly reviews various personnel protection devices also describes the basic working principle of conventional ground fault circuit interrupter (GFCI) or ground fault isolator (GFI), its disadvantages and ways to overcome the disadvantages with solid-state relay (SSR) based GFI with ultrafast response up on fault implemented in printed circuit board. This solid state GFI comprises discrete MOSFET based alternating current (AC) switches, linear optical amplifier, photovoltaic isolator and sense resistor. In conventional GFI, current transformer is employed as a sensing element to detect the difference in current flow between live and neutral conductor. If there is no fault in equipment powered through GFI, due to insulation failure of internal wires and windings of motors, both live and neutral currents will be equal in magnitude and opposite in phase.

Keywords: current transformer, electrocution, GFCI, GFI

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Authors: Mohammad Reza Zamani Kouhpanji

Abstract:

This paper presents a MEMS/NEMS device for fatigue and fracture characterization of nanomaterials. This device can apply static loads, cyclic loads, and their combinations in nanomechanical experiments. It is based on the electromagnetic force induced between paired parallel wires carrying electrical currents. Using this concept, the actuator and sensor parts of the device were designed and analyzed while considering the practical limitations. Since the PWCC device only uses two wires for actuation part and sensing part, its fabrication process is extremely easier than the available MEMS/NEMS devices. The total gain and phase shift of the MEMS/NEMS device were calculated and investigated. Furthermore, the maximum gain and sensitivity of the MEMS/NEMS device were studied to demonstrate the capability and usability of the device for wide range of nanomaterials samples. This device can be readily integrated into SEM/TEM instruments to provide real time study of the mechanical behaviors of nanomaterials as well as their fatigue and fracture properties, softening or hardening behaviors, and initiation and propagation of nanocracks.

Keywords: Sensors and actuators, MEMS/NEMS devices, fatigue and fracture nanomechanical testing device, static and cyclic nanomechanical testing device.

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Authors: M. Nemissi, H. Seridi, H. Akdag

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This paper presents and evaluates a new classification method that aims to improve classifiers performances and speed up their training process. The proposed approach, called labeled classification, seeks to improve convergence of the BP (Back propagation) algorithm through the addition of an extra feature (labels) to all training examples. To classify every new example, tests will be carried out each label. The simplicity of implementation is the main advantage of this approach because no modifications are required in the training algorithms. Therefore, it can be used with others techniques of acceleration and stabilization. In this work, two models of the labeled classification are proposed: the LMLP (Labeled Multi Layered Perceptron) and the LNFC (Labeled Neuro Fuzzy Classifier). These models are tested using Iris, wine, texture and human thigh databases to evaluate their performances.

Keywords: Artificial neural networks, Fusion of neural networkfuzzysystems, Learning theory, Pattern recognition.

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Authors: Masaru Fujieda, Takahiro Murakami, Yoshihisa Ishida

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Independent component analysis (ICA) in the frequency domain is used for solving the problem of blind source separation (BSS). However, this method has some problems. For example, a general ICA algorithm cannot determine the permutation of signals which is important in the frequency domain ICA. In this paper, we propose an approach to the solution for a permutation problem. The idea is to effectively combine two conventional approaches. This approach improves the signal separation performance by exploiting features of the conventional approaches. We show the simulation results using artificial data.

Keywords: Blind source separation, Independent componentanalysis, Frequency domain, Permutation ambiguity.

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Authors: Yan Li, Ronald Briggs

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Aerial and satellite images are information rich. They are also complex to analyze. For GIS systems, many features require fast and reliable extraction of roads and intersections. In this paper, we study efficient and reliable automatic extraction algorithms to address some difficult issues that are commonly seen in high resolution aerial and satellite images, nonetheless not well addressed in existing solutions, such as blurring, broken or missing road boundaries, lack of road profiles, heavy shadows, and interfering surrounding objects. The new scheme is based on a new method, namely reference circle, to properly identify the pixels that belong to the same road and use this information to recover the whole road network. This feature is invariable to the shape and direction of roads and tolerates heavy noise and disturbances. Road extraction based on reference circles is much more noise tolerant and flexible than the previous edge-detection based algorithms. The scheme is able to extract roads reliably from images with complex contents and heavy obstructions, such as the high resolution aerial/satellite images available from Google maps.

Keywords: Automatic road extraction, Image processing, Feature extraction, GIS update, Remote sensing, Geo-referencing

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Authors: Melby Chacko, Jagannath Nayak

Abstract:

The aging behaviour of 6061 Al-15 vol% SiC composite was investigated using Rockwell B hardness measurement. The composite was solutionized at 350°C and quenched in water. The composite was aged at room temperature (T4 treatment) and also at 140°C, 160°C, 180°C and 200°C (T6 treatment). The natural and artificial aging behaviour of composite was studied using aging curves determined at different temperatures. The aging period for peak aging for different temperatures was identified. The time required for attaining peak aging decreased with increase in the aging temperature. The peak hardness was found to increase with increase with aging temperature and the highest peak hardness was observed at 180ºC. Beyond 180ºC the peak hardness was found to be decreasing.

Keywords: 6061 Al-SiC composite, Aging curve, Rockwell B hardness, T4, T6 treatments.

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Authors: Michael A. Folcik, Bijan Karimi

Abstract:

A robot simulator was developed to measure and investigate the performance of a robot navigation system based on the relative position of the robot with respect to random obstacles in any two dimensional environment. The presented simulator focuses on investigating the ability of a fuzzy-neural system for object avoidance. A navigation algorithm is proposed and used to allow random navigation of a robot among obstacles when the robot faces an obstacle in the environment. The main features of this simulator can be used for evaluating the performance of any system that can provide the position of the robot with respect to obstacles in the environment. This allows a robot developer to investigate and analyze the performance of a robot without implementing the physical robot.

Keywords: Applications of Fuzzy Logic and Neural Networksin Robotics, Artificial Intelligence, Embedded Systems, MobileRobots, Robot Navigation, Robotics.

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Authors: Kavita Burse, Manish Manoria, Vishnu P. S. Kirar

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The back propagation algorithm calculates the weight changes of artificial neural networks, and a common approach is to use a training algorithm consisting of a learning rate and a momentum factor. The major drawbacks of above learning algorithm are the problems of local minima and slow convergence speeds. The addition of an extra term, called a proportional factor reduces the convergence of the back propagation algorithm. We have applied the three term back propagation to multiplicative neural network learning. The algorithm is tested on XOR and parity problem and compared with the standard back propagation training algorithm.

Keywords: Three term back propagation, multiplicative neuralnetwork, proportional factor, local minima.

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Authors: Ziba Omidi, Min-Ki Kim

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This research presents the design, fabrication and application of a flavor sensor for an integrated electronic tongue and electronic nose that can allow rapid characterization of multi-component mixtures in a solution. The odor gas and liquid are separated using hydrophobic porous membrane in micro fluidic channel. The sensor uses an array composed of microbeads in micromachined cavities localized on silicon wafer. Sensing occurs via colorimetric and fluorescence changes to receptors and indicator molecules that are attached to termination sites on the polymeric microbeads. As a result, the sensor array system enables simultaneous and near-real-time analyses using small samples and reagent volumes with the capacity to incorporate significant redundancies. One of the key parts of the system is a passive pump driven only by capillary force. The hydrophilic surface of the fluidic structure draws the sample into the sensor array without any moving mechanical parts. Since there is no moving mechanical component in the structure, the size of the fluidic structure can be compact and the fabrication becomes simple when compared to the device including active microfluidic components. These factors should make the proposed system inexpensive to mass-produce, portable and compatible with biomedical applications.

Keywords: Optical Sensor, Semiconductor manufacturing, Smell sensor, Taste sensor.

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Authors: J. I. Asnor, S. Rosnah, Z. W. H. Wan, H. A. B. Badrul

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Pineapples can be classified using an index with seven levels of maturity based on the green and yellow color of the skin. As the pineapple ripens, the skin will change from pale green to a golden or yellowish color. The issues that occur in agriculture nowadays are to do with farmers being unable to distinguish between the indexes of pineapple maturity correctly and effectively. There are several reasons for why farmers cannot properly follow the guideline provide by Federal Agriculture Marketing Authority (FAMA) and one of reason is that due to manual inspection done by experts, there are no specific and universal guidelines to be adopted by farmers due to the different points of view of the experts when sorting the pineapples based on their knowledge and experience. Therefore, an automatic system will help farmers to identify pineapple maturity effectively and will become a universal indicator to farmers.

Keywords: Artificial Neural Network, Image Processing, Index of Maturity, Pineapple

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Authors: Neeraj Mohan, Parvinder S. Sandhu, Hardeep Singh

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Software maintenance is extremely important activity in software development life cycle. It involves a lot of human efforts, cost and time. Software maintenance may be further subdivided into different activities such as fault prediction, fault detection, fault prevention, fault correction etc. This topic has gained substantial attention due to sophisticated and complex applications, commercial hardware, clustered architecture and artificial intelligence. In this paper we surveyed the work done in the field of software maintenance. Software fault prediction has been studied in context of fault prone modules, self healing systems, developer information, maintenance models etc. Still a lot of things like modeling and weightage of impact of different kind of faults in the various types of software systems need to be explored in the field of fault severity.

Keywords: Fault prediction, Software Maintenance, Automated Fault Prediction, and Failure Mode Analysis

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Authors: Abegunde Linda, Adedeji Oluwatola

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It has become an increasing evident that large development influences the climate. There are concerns that rising temperature over developed areas could have negative impact and increase living discomfort within city boundaries. Temperature trends in Ibadan city have received little attention, yet the area has experienced heavy urban expansion between 1972 and 2014. This research aims at examining the impact of landuse change on surface temperature knowing that the built-up environment absorb and store solar energy, resulting into the Urban Heat Island (UHI) effect. The Landsat imagery was used to examine the landuse change for a period of 42 years (1972-2014). Land Surface Temperature (LST) was obtained by converting the thermal band to a surface temperature map and zonal statistic analyses was used to examine the relationship between landuse and temperature emission. The results showed that the settlement area increased to a large extent while the area covered by vegetation reduced during the study period. The spatial and temporal trends of surface temperature are related to the gradual change in urban landuse/landcover and the settlement area has the highest emission. This research provides useful insight into the temporal behavior of the Ibadan city.

Keywords: Landuse, LST, Remote sensing, UHI.

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Authors: Tripatjot S. Panag, J. S. Dhillon

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The lifetime of a wireless sensor network can be effectively increased by using scheduling operations. Once the sensors are randomly deployed, the task at hand is to find the largest number of disjoint sets of sensors such that every sensor set provides complete coverage of the target area. At any instant, only one of these disjoint sets is switched on, while all other are switched off. This paper proposes a heuristic search method to find the maximum number of disjoint sets that completely cover the region. A population of randomly initialized members is made to explore the solution space. A set of heuristics has been applied to guide the members to a possible solution in their neighborhood. The heuristics escalate the convergence of the algorithm. The best solution explored by the population is recorded and is continuously updated. The proposed algorithm has been tested for applications which require sensing of multiple target points, referred to as point coverage applications. Results show that the proposed algorithm outclasses the existing algorithms. It always finds the optimum solution, and that too by making fewer number of fitness function evaluations than the existing approaches.

Keywords: Coverage, disjoint sets, heuristic, lifetime, scheduling, wireless sensor networks, WSN.

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Authors: Beibei Han, Yong-Jin Yoon, Muhammad Hamidullah, Angel Tsu-Hui Lin, Woo-Tae Park

Abstract:

This paper presents the design of a ring-shaped tri-axial fore sensor that can be incorporated into the tip of a guidewire for use in minimally invasive surgery (MIS). The designed sensor comprises a ring-shaped structure located at the center of four cantilever beams. The ringdesign allows surgical tools to be easily passed through which largely simplified the integration process. Silicon nanowires (SiNWs) are used aspiezoresistive sensing elementsembeddedon the four cantilevers of the sensor to detect the resistance change caused by the applied load.An integration scheme with new designed guidewire tip structure having two coils at the distal end is presented. Finite element modeling has been employed in the sensor design to find the maximum stress location in order to put the SiNWs at the high stress regions to obtain maximum output. A maximum applicable force of 5 mN is found from modeling. The interaction mechanism between the designed sensor and a steel wire has been modeled by FEM. A linear relationship between the applied load on the steel wire and the induced stress on the SiNWs were observed.

Keywords: Triaxial MEMS force sensor, Ring shape, Silicon Nanowire, Minimally invasive surgery.

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Authors: Siddhartha Chauhan, Nitin Kumar Kotania

Abstract:

Traditional Wireless Sensor Networks (WSNs) generally use static sinks to collect data from the sensor nodes via multiple forwarding. Therefore, network suffers with some problems like long message relay time, bottle neck problem which reduces the performance of the network.

Many approaches have been proposed to prevent this problem with the help of mobile sink to collect the data from the sensor nodes, but these approaches still suffer from the buffer overflow problem due to limited memory size of sensor nodes. This paper proposes an energy efficient scheme for data gathering which overcomes the buffer overflow problem. The proposed scheme creates virtual grid structure of heterogeneous nodes. Scheme has been designed for sensor nodes having variable sensing rate. Every node finds out its buffer overflow time and on the basis of this cluster heads are elected. A controlled traversing approach is used by the proposed scheme in order to transmit data to sink. The effectiveness of the proposed scheme is verified by simulation.

Keywords: Buffer overflow problem, Mobile sink, Virtual grid, Wireless sensor networks.

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Authors: Shonal Singh, Bibhya Sharma, Jito Vanualailai, Avinesh Prasad

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This paper considers the autonomous navigation problem of multiple n-link nonholonomic mobile manipulators within an obstacle-ridden environment. We present a set of nonlinear acceleration controllers, derived from the Lyapunov-based control scheme, which generates collision-free trajectories of the mobile manipulators from initial configurations to final configurations in a constrained environment cluttered with stationary solid objects of different shapes and sizes. We demonstrate the efficiency of the control scheme and the resulting acceleration controllers of the mobile manipulators with results through computer simulations of an interesting scenario.

Keywords: Artificial potential fields, kinodynamic constraints, Lyapunov-based control scheme, Lyapunov stability, minimum distance technique, nonholonomic manipulator.

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Authors: Azah Kamilah Muda, Siti Mariyam Shamsuddin, Maslina Darus

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Writer identification is one of the areas in pattern recognition that attract many researchers to work in, particularly in forensic and biometric application, where the writing style can be used as biometric features for authenticating an identity. The challenging task in writer identification is the extraction of unique features, in which the individualistic of such handwriting styles can be adopted into bio-inspired generalized global shape for writer identification. In this paper, the feasibility of generalized global shape concept of complimentary binding in Artificial Immune System (AIS) for writer identification is explored. An experiment based on the proposed framework has been conducted to proof the validity and feasibility of the proposed approach for off-line writer identification.

Keywords: Writer identification, generalized global shape, individualistic, pattern recognition.

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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