Search results for: Nomenclature: k : time step
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7307

Search results for: Nomenclature: k : time step

6527 Heuristic for Accelerating Run-Time Task Mapping in NoC-Based Heterogeneous MPSoCs

Authors: M. K. Benhaoua, A. K. Singh, A. E. H. Benyamina, A. Kumar, P. Boulet

Abstract:

In this paper, we propose a new packing strategy to find a free resource for run-time mapping of application tasks to NoC-based Heterogeneous MPSoC. The proposed strategy minimizes the task mapping time in addition to placing the communicating tasks close to each other. To evaluate our approach, a comparative study is carried out for a platform containing single task supported PEs. Experiments show that our strategy provides better results when compared to latest dynamic mapping strategies reported in the literature.

Keywords: Multi-Processor Systems-on-Chip (MPSoCs), Network-on-Chip (NoC), Heterogeneous architectures, Dynamic mapping heuristics.

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6526 A Discrete-Event-Simulation Approach for Logistic Systems with Real Time Resource Routing and VR Integration

Authors: Gerrit Alves, Jürgen Roßmann, Roland Wischnewski

Abstract:

Today, transport and logistic systems are often tightly integrated in the production. Lean production and just-in-time delivering create multiple constraints that have to be fulfilled. As transport networks often have evolved over time they are very expensive to change. This paper describes a discrete-event-simulation system which simulates transportation models using real time resource routing and collision avoidance. It allows for the specification of own control algorithms and validation of new strategies. The simulation is integrated into a virtual reality (VR) environment and can be displayed in 3-D to show the progress. Simulation elements can be selected through VR metaphors. All data gathered during the simulation can be presented as a detailed summary afterwards. The included cost-benefit calculation can help to optimize the financial outcome. The operation of this approach is shown by the example of a timber harvest simulation.

Keywords: Discrete-Event-Simulation, Logistic, Simulation, Virtual Reality.

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6525 Gender and Advertisements: A Content Analysis of Pakistani Prime Time Advertisements

Authors: Aaminah Hassan

Abstract:

Advertisements carry a great potential to influence our lives because they are crafted to meet particular ends. Stereotypical representation in advertisements is capable of forming unconscious attitudes among people towards any gender and their abilities. This study focuses on gender representation in Pakistani prime time advertisements. For this purpose, 13 advertisements were selected from three different categories of foods and beverages, cosmetics, cell phones and cellular networks from the prime time slots of one of the leading Pakistani entertainment channel, ‘Urdu 1’. Both quantitative and qualitative analyses are carried out for range of variables like gender, age, roles, activities, setting, appearance and voice overs. The results revealed that gender representation in advertisements is stereotypical. Moreover, in few instances, the portrayal of women is not only culturally inappropriate but is demeaning to the image of women as well. Their bodily charm is used to promote products. Comparing different entertainment channels for their prime time advertisements and broadening the scope of this research will yield greater implications for the researchers who want to carry out the similar research. It is hoped that the current study would help in the promotion of media literacy among the viewers and media authorities in Pakistan.

Keywords: Advertisements, content analysis, gender, prime time.

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6524 Toward An Agreement on Semantic Web Architecture

Authors: Haytham Al-Feel, M.A.Koutb, Hoda Suoror

Abstract:

There are many problems associated with the World Wide Web: getting lost in the hyperspace; the web content is still accessible only to humans and difficulties of web administration. The solution to these problems is the Semantic Web which is considered to be the extension for the current web presents information in both human readable and machine processable form. The aim of this study is to reach new generic foundation architecture for the Semantic Web because there is no clear architecture for it, there are four versions, but still up to now there is no agreement for one of these versions nor is there a clear picture for the relation between different layers and technologies inside this architecture. This can be done depending on the idea of previous versions as well as Gerber-s evaluation method as a step toward an agreement for one Semantic Web architecture.

Keywords: Semantic Web Architecture, XML, RDF and Ontology.

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6523 Computing Fractal Dimension of Signals using Multiresolution Box-counting Method

Authors: B. S. Raghavendra, D. Narayana Dutt

Abstract:

In this paper, we have developed a method to compute fractal dimension (FD) of discrete time signals, in the time domain, by modifying the box-counting method. The size of the box is dependent on the sampling frequency of the signal. The number of boxes required to completely cover the signal are obtained at multiple time resolutions. The time resolutions are made coarse by decimating the signal. The loglog plot of total number of boxes required to cover the curve versus size of the box used appears to be a straight line, whose slope is taken as an estimate of FD of the signal. The results are provided to demonstrate the performance of the proposed method using parametric fractal signals. The estimation accuracy of the method is compared with that of Katz, Sevcik, and Higuchi methods. In addition, some properties of the FD are discussed.

Keywords: Box-counting, Fractal dimension, Higuchi method, Katz method, Parametric fractal signals, Sevcik method.

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6522 A Novel Multiplex Real-Time PCR Assay Using TaqMan MGB Probes for Rapid Detection of Trisomy 21

Authors: Mehrdad Hashemi, Mitra Behrooz Aghdam, Reza Mahdian, Ahmad Reza Kamyab

Abstract:

Cytogenetic analysis still remains the gold standard method for prenatal diagnosis of trisomy 21 (Down syndrome, DS). Nevertheless, the conventional cytogenetic analysis needs live cultured cells and is too time-consuming for clinical application. In contrast, molecular methods such as FISH, QF-PCR, MLPA and quantitative Real-time PCR are rapid assays with results available in 24h. In the present study, we have successfully used a novel MGB TaqMan probe-based real time PCR assay for rapid diagnosis of trisomy 21 status in Down syndrome samples. We have also compared the results of this molecular method with corresponding results obtained by the cytogenetic analysis. Blood samples obtained from DS patients (n=25) and normal controls (n=20) were tested by quantitative Real-time PCR in parallel to standard G-banding analysis. Genomic DNA was extracted from peripheral blood lymphocytes. A high precision TaqMan probe quantitative Real-time PCR assay was developed to determine the gene dosage of DSCAM (target gene on 21q22.2) relative to PMP22 (reference gene on 17p11.2). The DSCAM/PMP22 ratio was calculated according to the formula; ratio=2 -ΔΔCT. The quantitative Real-time PCR was able to distinguish between trisomy 21 samples and normal controls with the gene ratios of 1.49±0.13 and 1.03±0.04 respectively (p value <0.001). These results represent the presence of 3 copies of target gene in DS samples Vs 2 copies in normal controls. The results of quantitative Real-time PCR were in complete agreement with results of cytogenetic analysis. This study confirms previous reports regarding successful implementation of quantitative Real-time PCR for detection of trisomy 21. However, the assay has been improved by using MGB probes and more accurate data analysis. This assay, in particular, when performed in combination with another molecular assay such as QF-PCR or MLPA, can be used as a reliable technique for rapid prenatal diagnosis of trisomy 21.

Keywords: Trisomy 21, Real-time PCR, MGB-TaqMan Probes, Gene Dosage.

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6521 A Visualized Framework for Representing Uncertain and Incomplete Temporal Knowledge

Authors: Yue Wang, Jixin Ma, Brian Knight

Abstract:

This paper presents a visualized computer aided case tool for non-expert, called Visual Time, for representing and reasoning about incomplete and uncertain temporal information. It is both expressive and versatile, allowing logical conjunctions and disjunctions of both absolute and relative temporal relations, such as “Before”, “Meets”, “Overlaps”, “Starts”, “During”, and “Finishes”, etc. In terms of a visualized framework, Visual Time provides a user-friendly environment for describing scenarios with rich temporal structure in natural language, which can be formatted as structured temporal phrases and modeled in terms of Temporal Relationship Diagrams (TRD). A TRD can be automatically and visually transformed into a corresponding Time Graph, supported by automatic consistency checker that derives a verdict to confirm if a given scenario is temporally consistent or inconsistent.

Keywords: Time Visualization, Uncertainty, Incompleteness, Consistency Checking.

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6520 Associated Map and Inter-Purchase Time Model for Multiple-Category Products

Authors: Ching-I Chen

Abstract:

The continued rise of e-commerce is the main driver of the rapid growth of global online purchase. Consumers can nearly buy everything they want at one occasion through online shopping. The purchase behavior models which focus on single product category are insufficient to describe online shopping behavior. Therefore, analysis of multi-category purchase gets more and more popular. For example, market basket analysis explores customers’ buying tendency of the association between product categories. The information derived from market basket analysis facilitates to make cross-selling strategies and product recommendation system.

To detect the association between different product categories, we use the market basket analysis with the multidimensional scaling technique to build an associated map which describes how likely multiple product categories are bought at the same time. Besides, we also build an inter-purchase time model for associated products to describe how likely a product will be bought after its associated product is bought. We classify inter-purchase time behaviors of multi-category products into nine types, and use a mixture regression model to integrate those behaviors under our assumptions of purchase sequences. Our sample data is from comScore which provides a panelist-label database that captures detailed browsing and buying behavior of internet users across the United States. Finding the inter-purchase time from books to movie is shorter than the inter-purchase time from movies to books. According to the model analysis and empirical results, this research finally proposes the applications and recommendations in the management.

Keywords: Multiple-category purchase behavior, inter-purchase time, market basket analysis.

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6519 Representing Data without Lost Compression Properties in Time Series: A Review

Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

Abstract:

Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.

Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.

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6518 Complex-Valued Neural Networks for Blind Equalization of Time-Varying Channels

Authors: Rajoo Pandey

Abstract:

Most of the commonly used blind equalization algorithms are based on the minimization of a nonconvex and nonlinear cost function and a neural network gives smaller residual error as compared to a linear structure. The efficacy of complex valued feedforward neural networks for blind equalization of linear and nonlinear communication channels has been confirmed by many studies. In this paper we present two neural network models for blind equalization of time-varying channels, for M-ary QAM and PSK signals. The complex valued activation functions, suitable for these signal constellations in time-varying environment, are introduced and the learning algorithms based on the CMA cost function are derived. The improved performance of the proposed models is confirmed through computer simulations.

Keywords: Blind Equalization, Neural Networks, Constant Modulus Algorithm, Time-varying channels.

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6517 Real Time Multi-Sensory Force Sensing Mat for Sports Biomechanics and Human Gait Analysis

Authors: D. Gouwanda, S. M. N. A. Senanayake

Abstract:

This paper presents a real time force sensing instrument that is designed for human gait analysis purposes. It is capable of recording and monitoring ground reaction forces exerted by human foot during various activities such as walking, running and jumping in real time. In overall, force sensing mat mainly consists of three elements: the force sensing mat, signal conditioning circuit and data acquisition device. Force sensing mat is the mat that contains an array of force sensing elements. To control and process the incoming signal from the force sensing mat, Force-Logger and Force-Reloader are developed using National Instrument Labview. This paper describes the architecture of the force sensing mat, signal conditioning circuit and the real time streaming of the incoming data from the force sensing mat. Additionally, a preliminary experiment dataset is presented in this paper.

Keywords: Force platform, force sensing resistor, human gait analysis.

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6516 Three Dimensional Large Eddy Simulation of Blood Flow and Deformation in an Elastic Constricted Artery

Authors: Xi Gu, Guan Heng Yeoh, Victoria Timchenko

Abstract:

In the current work, a three-dimensional geometry of a 75% stenosed blood vessel is analyzed. Large eddy simulation (LES) with the help of a dynamic subgrid scale Smagorinsky model is applied to model the turbulent pulsatile flow. The geometry, the transmural pressure and the properties of the blood and the elastic boundary were based on clinical measurement data. For the flexible wall model, a thin solid region is constructed around the 75% stenosed blood vessel. The deformation of this solid region was modelled as a deforming boundary to reduce the computational cost of the solid model. Fluid-structure interaction is realized via a twoway coupling between the blood flow modelled via LES and the deforming vessel. The information of the flow pressure and the wall motion was exchanged continually during the cycle by an arbitrary Lagrangian-Eulerian method. The boundary condition of current time step depended on previous solutions. The fluctuation of the velocity in the post-stenotic region was analyzed in the study. The axial velocity at normalized position Z=0.5 shows a negative value near the vessel wall. The displacement of the elastic boundary was concerned in this study. In particular, the wall displacement at the systole and the diastole were compared. The negative displacement at the stenosis indicates a collapse at the maximum velocity and the deceleration phase.

Keywords: Large Eddy Simulation, Fluid Structural Interaction, Constricted Artery, Computational Fluid Dynamics.

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6515 Fast Forecasting of Stock Market Prices by using New High Speed Time Delay Neural Networks

Authors: Hazem M. El-Bakry, Nikos Mastorakis

Abstract:

Fast forecasting of stock market prices is very important for strategic planning. In this paper, a new approach for fast forecasting of stock market prices is presented. Such algorithm uses new high speed time delay neural networks (HSTDNNs). The operation of these networks relies on performing cross correlation in the frequency domain between the input data and the input weights of neural networks. It is proved mathematically and practically that the number of computation steps required for the presented HSTDNNs is less than that needed by traditional time delay neural networks (TTDNNs). Simulation results using MATLAB confirm the theoretical computations.

Keywords: Fast Forecasting, Stock Market Prices, Time Delay NeuralNetworks, Cross Correlation, Frequency Domain.

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6514 Switching Rule for the Exponential Stability and Stabilization of Switched Linear Systems with Interval Time-varying Delays

Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability and stabilization of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton-s formula, a switching rule for the exponential stability and stabilization of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability and stabilization of the systems are first established in terms of LMIs. Numerical examples are included to illustrate the effectiveness of the results.

Keywords: Switching design, exponential stability and stabilization, switched linear systems, interval delay, Lyapunov function, linear matrix inequalities.

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6513 Group Similarity Transformation of a Time Dependent Chemical Convective Process

Authors: M. M. Kassem, A. S. Rashed

Abstract:

The time dependent progress of a chemical reaction over a flat horizontal plate is here considered. The problem is solved through the group similarity transformation method which reduces the number of independent by one and leads to a set of nonlinear ordinary differential equation. The problem shows a singularity at the chemical reaction order n=1 and is analytically solved through the perturbation method. The behavior of the process is then numerically investigated for n≠1 and different Schmidt numbers. Graphical results for the velocity and concentration of chemicals based on the analytical and numerical solutions are presented and discussed.

Keywords: Time dependent, chemical convection, grouptransformation method, perturbation method.

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6512 Requirements and Guidelines for the Design of Team Awareness Systems

Authors: Carsten Röcker

Abstract:

This paper presents a set of guidelines for the design of multi-user awareness systems. In a first step, general requirements for team awareness systems are analyzed. In the second part of the paper, the identified requirements are aggregated and transformed into concrete design guidelines for the development of team awareness systems.

Keywords: User Interface Design, Awareness Systems, User- Centered Design, Human Factors.

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6511 Adaptive Impedance Control for Unknown Time-Varying Environment Position and Stiffness

Authors: Norsinnira Zainul Azlan, Hiroshi Yamaura

Abstract:

This study is concerned with a new adaptive impedance control strategy to compensate for unknown time-varying environment stiffness and position. The uncertainties are expressed by Function Approximation Technique (FAT), which allows the update laws to be derived easily using Lyapunov stability theory. Computer simulation results are presented to validate the effectiveness of the proposed strategy.

Keywords: Adaptive Impedance Control, Function Approximation Technique (FAT), unknown time-varying environment position and stiffness.

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6510 Determination of the Gain in Learning the Free-Fall Motion of Bodies by Applying the Resource of Previous Concepts

Authors: Ricardo Merlo

Abstract:

In this paper, we analyzed the different didactic proposals for teaching about the free fall motion of bodies available online. An important aspect was the interpretation of the direction and sense of the acceleration of gravity and of the falling velocity of a body, which is why we found different applications of the Cartesian reference system used and also different graphical presentations of the velocity as a function of time and of the distance traveled vertically by the body in the period of time that it was dropped from a height h0. In this framework, a survey of previous concepts was applied to a voluntary group of first-year university students of an Engineering degree before and after the development of the class of the subject in question. Then, Hake's index (0.52) was determined, which resulted in an average learning gain from the meaningful use of the reference system and the respective graphs of velocity versus time and height versus time.

Keywords: Didactic gain, free–fall, physics teaching, previous knowledge.

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6509 Silicone on Blending Vegetal Petrochemical Based Polyurethane

Authors: Flora E. Firdaus

Abstract:

Polyurethane foam (PUF) is formed by a chemical reaction of polyol and isocyanate. The aim is to understand the impact of Silicone on synthesizing polyurethane in differentiate volume of molding. The method used was one step process, which is simultaneously caried out a blending polyol (petroleum polyol and soybean polyol), a TDI (2,4):MDI (4,4-) (80:20), a distilled water, and a silicone. The properties of the material were measured via a number of parameters, which are polymer density, compressive strength, and cellular structures. It is found that density of polyurethane using silicone with volume of molding either 250 ml or 500 ml is lower than without using silicone.

Keywords: soybean, petro, silicone, polyurethane

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6508 The Optimum Aeration Time of Wastewater Treatment by Surface Aerators in Suan Sunandha Rajabhat University

Authors: Anat Thapinta

Abstract:

This research aimed to study on the efficiency of wastewater treatment by comparing the different aeration times of surface aerators in Suan Sunandha Rajabhat University. In doing so, the operation of surface aerators was divided into 2 groups which included the groups of 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day. As a result of the study, it was found that the efficiency of wastewater treatment in the forms of DO, BOD, turbidity and NO2- by 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day of surface aerators was not statistically different [Sig. = .644, .488, .716 and .054 > α (.05)] while the efficiency in the forms of NO3- and P was significantly different at the statistical level of .01 [Sig. = .001 and .000 < α (.01)].

Keywords: Aeration time, Surface aerator, Wastewater treatment.

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6507 Frame and Burst Acquisition in TDMA Satellite Communication Networks with Transponder Hopping

Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper presents frame and burst acquisition in a satellite communication network based on time division multiple access (TDMA) in which the transmissions may be carried on different transponders. A unique word pattern is used for the acquisition process. The search for the frame is aided by soft-decision of QPSK modulated signals in an additive white Gaussian channel. Results show that when the false alarm rate is low the probability of detection is also low, and the acquisition time is long. Conversely when the false alarm rate is high, the probability of detection is also high and the acquisition time is short. Thus the system operators can trade high false alarm rates for high detection probabilities and shorter acquisition times.

Keywords: burst acquisition, burst time plan, frame acquisition, satellite access, satellite TDMA, unique word detection

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6506 Analysis of Gamma-Ray Spectra Using Levenberg-Marquardt Method

Authors: A. H. Fatah, A. H. Ahmed

Abstract:

Levenberg-Marquardt method (LM) was proposed to be applied as a non-linear least-square fitting in the analysis of a natural gamma-ray spectrum that was taken by the Hp (Ge) detector. The Gaussian function that composed of three components, main Gaussian, a step background function and tailing function in the lowenergy side, has been suggested to describe each of the y-ray lines mathematically in the spectrum. The whole spectrum has been analyzed by determining the energy and relative intensity for the strong y-ray lines.

Keywords: Gamma-Ray, Spectrum analysis, Non-linear leastsquare fitting.

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6505 Model Order Reduction of Discrete-Time Systems Using Fuzzy C-Means Clustering

Authors: Anirudha Narain, Dinesh Chandra, Ravindra K. S.

Abstract:

A computationally simple approach of model order reduction for single input single output (SISO) and linear timeinvariant discrete systems modeled in frequency domain is proposed in this paper. Denominator of the reduced order model is determined using fuzzy C-means clustering while the numerator parameters are found by matching time moments and Markov parameters of high order system.

Keywords: Model Order reduction, Discrete-time system, Fuzzy C-Means Clustering, Padé approximation.

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6504 Real Time Object Tracking in H.264/ AVC Using Polar Vector Median and Block Coding Modes

Authors: T. Kusuma, K. Ashwini

Abstract:

This paper presents a real time video surveillance system which is capable of tracking multiple real time objects using Polar Vector Median (PVM) and Block Coding Modes (BCM) with Global Motion Compensation (GMC). This strategy works in the packed area and furthermore utilizes the movement vectors and BCM from the compressed bit stream to perform real time object tracking. We propose to do this in view of the neighboring Motion Vectors (MVs) using a method called PVM. Since GM adds to the object’s native motion, for accurate tracking, it is important to remove GM from the MV field prior to further processing. The proposed method is tested on a number of standard sequences and the results show its advantages over some of the current modern methods.

Keywords: Block coding mode, global motion compensation, object tracking, polar vector median, video surveillance.

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6503 Response of a Bridge Crane during an Earthquake

Authors: F. Fekak, A. Gravouil, M. Brun, B. Depale

Abstract:

During an earthquake, a bridge crane may be subjected to multiple impacts between crane wheels and rail. In order to model such phenomena, a time-history dynamic analysis with a multi-scale approach is performed. The high frequency aspect of the impacts between wheels and rails is taken into account by a Lagrange explicit event-capturing algorithm based on a velocity-impulse formulation to resolve contacts and impacts. An implicit temporal scheme is used for the rest of the structure. The numerical coupling between the implicit and the explicit schemes is achieved with a heterogeneous asynchronous time-integrator.

Keywords: Earthquake, bridge crane, heterogeneous asynchronous time-integrator, impacts.

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6502 Enhancing Cache Performance Based on Improved Average Access Time

Authors: Jasim. A. Ghaeb

Abstract:

A high performance computer includes a fast processor and millions bytes of memory. During the data processing, huge amount of information are shuffled between the memory and processor. Because of its small size and its effectiveness speed, cache has become a common feature of high performance computers. Enhancing cache performance proved to be essential in the speed up of cache-based computers. Most enhancement approaches can be classified as either software based or hardware controlled. The performance of the cache is quantified in terms of hit ratio or miss ratio. In this paper, we are optimizing the cache performance based on enhancing the cache hit ratio. The optimum cache performance is obtained by focusing on the cache hardware modification in the way to make a quick rejection to the missed line's tags from the hit-or miss comparison stage, and thus a low hit time for the wanted line in the cache is achieved. In the proposed technique which we called Even- Odd Tabulation (EOT), the cache lines come from the main memory into cache are classified in two types; even line's tags and odd line's tags depending on their Least Significant Bit (LSB). This division is exploited by EOT technique to reject the miss match line's tags in very low time compared to the time spent by the main comparator in the cache, giving an optimum hitting time for the wanted cache line. The high performance of EOT technique against the familiar mapping technique FAM is shown in the simulated results.

Keywords: Caches, Cache performance, Hit time, Cache hit ratio, Cache mapping, Cache memory.

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6501 Automatic Segmentation of Retina Vessels by Using Zhang Method

Authors: Ehsan Saghapour, Somayeh Zandian

Abstract:

Image segmentation is an important step in image processing. Major developments in medical imaging allow physicians to use potent and non-invasive methods in order to evaluate structures, performance and to diagnose human diseases. In this study, an active contour was used to extract vessel networks from color retina images. Automatic analysis of retina vessels facilitates calculation of arterial index which is required to diagnose some certain retinopathies.

Keywords: Active contour, retinal vessel segmentation, image processing.

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6500 FPGA based Relative Distance Measurement using Stereo Vision Technology

Authors: Manasi Pathade, Prachi Kadam, Renuka Kulkarni, Tejas Teredesai

Abstract:

In this paper, we propose a novel concept of relative distance measurement using Stereo Vision Technology and discuss its implementation on a FPGA based real-time image processor. We capture two images using two CCD cameras and compare them. Disparity is calculated for each pixel using a real time dense disparity calculation algorithm. This algorithm is based on the concept of indexed histogram for matching. Disparity being inversely proportional to distance (Proved Later), we can thus get the relative distances of objects in front of the camera. The output is displayed on a TV screen in the form of a depth image (optionally using pseudo colors). This system works in real time on a full PAL frame rate (720 x 576 active pixels @ 25 fps).

Keywords: Stereo Vision, Relative Distance Measurement, Indexed Histogram, Real time FPGA Image Processor

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6499 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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6498 A 3rd order 3bit Sigma-Delta Modulator with Reduced Delay Time of Data Weighted Averaging

Authors: Soon Jai Yi, Sun-Hong Kim, Hang-Geun Jeong, Seong-Ik Cho

Abstract:

This paper presents a method of reducing the feedback delay time of DWA(Data Weighted Averaging) used in sigma-delta modulators. The delay time reduction results from the elimination of the latch at the quantizer output and also from the falling edge operation. The designed sigma-delta modulator improves the timing margin about 16%. The sub-circuits of sigma-delta modulator such as SC(Switched Capacitor) integrator, 9-level quantizer, comparator, and DWA are designed with the non-ideal characteristics taken into account. The sigma-delta modulator has a maximum SNR (Signal to Noise Ratio) of 84 dB or 13 bit resolution.

Keywords: Sigma-delta modulator, multibit, DWA

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