Search results for: portfolio analysis
8644 Application of Legendre Transformation to Portfolio Optimization
Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
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This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.
Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 178643 Biomechanics Analysis When Delivering Baby
Authors: Kristyanto B.
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Plenty of analyses based on Biomechanics were carried out on many jobs in manufactures or services. Now Biomechanics analysis is being applied on mothers who are giving birth. The analysis conducted in terms of normal condition of the birth process without Gyn Bed (Obstetric Bed). The aim of analysis is to study whether it is risky or not when choosing the position of mother’s postures when delivering the baby. This investigation was applied on two positions that generally appear in common birth process. Results will show the analysis of both positions to support the birth process based on the Biomechanics analysis (Ergonomic approaches).
Keywords: Biomechanics analysis, Birth process, Position of postures analysis, Ergonomic approaches.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22808642 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed
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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.
Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7228641 A New Classification of Risk-Reduction Options to Improve the Risk-Reduction Readiness of the Railway Industry
Authors: Eberechi Weli, Michael Todinov
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The gap between the selection of risk-reduction options in the railway industry and the task of their effective implementation results in compromised safety and substantial losses. An effective risk management must necessarily integrate the evaluation phases with the implementation phase. This paper proposes an essential categorisation of risk reduction measures that best addresses a standard railway industry portfolio. By categorising the risk reduction options into design, operational, procedural and technical options, it is guaranteed that the efforts of the implementation facilitators (people, processes and supporting systems) are systematically harmonised. The classification is based on an integration of fundamental principles of risk reduction in the railway industry with the systems engineering approach.
This paper argues that the use of a similar classification approach is an attribute of organisations possessing a superior level of risk-reduction readiness. The integration of the proposed rational classification structure provides a solid ground for effective risk reduction.
Keywords: Cost effectiveness, organisational readiness, risk reduction, railway, system engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17948640 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis
Authors: Reza Nadimi, Fariborz Jolai
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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24118639 Beginner Physical Sciences Teacher’s Implementation of Problem-Based Learning in Promoting Creativity as a 21st-Century Skill on Learners: A Case Study
Authors: Motlhale Judicial Sebatana, Washington Takawira Dudu
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This study investigated how one beginner Physical Sciences teacher implemented Problem-Based Learning (PBL) strategy in the teaching and learning of Particulate Nature of Matter (PNM) in the Grade 10 classroom. PBL was implemented to explore how it can promote a 21st-century skill of creativity and enhance understanding of PNM. This study was guided by theoretical framework of Social Interdependence Theory (SIT). This exploratory qualitative case study was conveniently conducted in the North West province, South Africa, where one Physical Sciences teacher was purposefully sampled. A self-developed open-ended questionnaire, portfolio and individual semi-structured interview were used as the methods of generating data for this study. The results show that the participant of this study had no prior knowledge of utilising PBL in the teaching and learning of PNM before the Teacher Professional Development (TPD) programme, no knowledge of creativity as a 21st-century skill, and a successful PBL implementation post TPD to promote creativity.
Keywords: Beginner teachers, physical sciences teachers, problem-based learning, 21st-century skills, creativity skill, particulate nature of matter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4078638 EGCL: An Extended G-Code Language with Flow Control, Functions and Mnemonic Variables
Authors: Oscar E. Ruiz, S. Arroyave, J. F. Cardona
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In the context of computer numerical control (CNC) and computer aided manufacturing (CAM), the capabilities of programming languages such as symbolic and intuitive programming, program portability and geometrical portfolio have special importance. They allow to save time and to avoid errors during part programming and permit code re-usage. Our updated literature review indicates that the current state of art presents voids in parametric programming, program portability and programming flexibility. In response to this situation, this article presents a compiler implementation for EGCL (Extended G-code Language), a new, enriched CNC programming language which allows the use of descriptive variable names, geometrical functions and flow-control statements (if-then-else, while). Our compiler produces low-level generic, elementary ISO-compliant Gcode, thus allowing for flexibility in the choice of the executing CNC machine and in portability. Our results show that readable variable names and flow control statements allow a simplified and intuitive part programming and permit re-usage of the programs. Future work includes allowing the programmer to define own functions in terms of EGCL, in contrast to the current status of having them as library built-in functions.
Keywords: CNC Programming, Compiler, G-code Language, Numerically Controlled Machine-Tools.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26118637 Feasibility Analysis Studies on New National R&D Programs in Korea
Authors: Seongmin Yim, Hyun-Kyu Kang
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As a part of evaluation system for R&D program, the Korean government has applied feasibility analysis since 2008. Various professionals put forth a great effort in order to catch up the high degree of freedom of R&D programs, and make contributions to evolving the feasibility analysis. We analyze diverse R&D programs from various viewpoints, such as technology, policy, and Economics, integrate the separate analysis, and finally arrive at a definite result; whether a program is feasible or unfeasible. This paper describes the concept and method of the feasibility analysis as a decision making tool. The analysis unit and content of each criterion, which are key elements in a comprehensive decision making structure, are examinedKeywords: Decision Making of New Government R&D Program, Feasibility Analysis Study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13968636 Recent Trends in Nonlinear Methods of HRV Analysis: A Review
Authors: Ramesh K. Sunkaria
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The linear methods of heart rate variability analysis such as non-parametric (e.g. fast Fourier transform analysis) and parametric methods (e.g. autoregressive modeling) has become an established non-invasive tool for marking the cardiac health, but their sensitivity and specificity were found to be lower than expected with positive predictive value <30%. This may be due to considering the RR-interval series as stationary and re-sampling them prior to their use for analysis, whereas actually it is not. This paper reviews the non-linear methods of HRV analysis such as correlation dimension, largest Lyupnov exponent, power law slope, fractal analysis, detrended fluctuation analysis, complexity measure etc. which are currently becoming popular as these uses the actual RR-interval series. These methods are expected to highly accurate cardiac health prognosis.Keywords: chaos, nonlinear dynamics, sample entropy, approximate entropy, detrended fluctuation analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23388635 Improving Taint Analysis of Android Applications Using Finite State Machines
Authors: Assad Maalouf, Lunjin Lu, James Lynott
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We present a taint analysis that can automatically detect when string operations result in a string that is free of taints, where all the tainted patterns have been removed. This is an improvement on the conservative behavior of previous taint analyzers, where a string operation on a tainted string always leads to a tainted string unless the operation is manually marked as a sanitizer. The taint analysis is built on top of a string analysis that uses finite state automata to approximate the sets of values that string variables can take during the execution of a program. The proposed approach has been implemented as an extension of FlowDroid and experimental results show that the resulting taint analyzer is much more precise than the original FlowDroid.Keywords: Android, static analysis, string analysis, taint analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6408634 Prediction Heating Values of Lignocellulosics from Biomass Characteristics
Authors: Kaltima Phichai, Pornchanoke Pragrobpondee, Thaweesak Khumpart, Samorn Hirunpraditkoon
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The paper provides biomasses characteristics by proximate analysis (volatile matter, fixed carbon and ash) and ultimate analysis (carbon, hydrogen, nitrogen and oxygen) for the prediction of the heating value equations. The heating value estimation of various biomasses can be used as an energy evaluation. Thirteen types of biomass were studied. Proximate analysis was investigated by mass loss method and infrared moisture analyzer. Ultimate analysis was analyzed by CHNO analyzer. The heating values varied from 15 to 22.4MJ kg-1. Correlations of the calculated heating value with proximate and ultimate analyses were undertaken using multiple regression analysis and summarized into three and two equations, respectively. Correlations based on proximate analysis illustrated that deviation of calculated heating values from experimental heating values was higher than the correlations based on ultimate analysis.
Keywords: Heating value equation, Proximate analysis, Ultimate analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37028633 Research on the Survivability of Embedded Real-time System
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Introducing survivability into embedded real-time system (ERTS) can improve the survivability power of the system. This paper mainly discusses about the survivability of ERTS. The first is the survivability origin of ERTS. The second is survivability analysis. According to the definition of survivability based on survivability specification and division of the entire survivability analysis process for ERTS, a survivability analysis profile is presented. The quantitative analysis model of this profile is emphasized and illuminated in detail, the quantifying analysis of system was showed helpful to evaluate system survivability more accurate. The third is platform design of survivability analysis. In terms of the profile, the analysis process is encapsulated and assembled into one platform, on which quantification, standardization and simplification of survivability analysis are all achieved. The fourth is survivability design. According to character of ERTS, strengthened design method is selected to realize system survivability design. Through the analysis of embedded mobile video-on-demand system, intrusion tolerant technology is introduced in whole survivability design.
Keywords: ERTS (embedded real-time system), survivability, quantitative analysis, survivability specification, intrusion tolerant
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12928632 Sentiment Analysis: Comparative Analysis of Multilingual Sentiment and Opinion Classification Techniques
Authors: Sannikumar Patel, Brian Nolan, Markus Hofmann, Philip Owende, Kunjan Patel
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Sentiment analysis and opinion mining have become emerging topics of research in recent years but most of the work is focused on data in the English language. A comprehensive research and analysis are essential which considers multiple languages, machine translation techniques, and different classifiers. This paper presents, a comparative analysis of different approaches for multilingual sentiment analysis. These approaches are divided into two parts: one using classification of text without language translation and second using the translation of testing data to a target language, such as English, before classification. The presented research and results are useful for understanding whether machine translation should be used for multilingual sentiment analysis or building language specific sentiment classification systems is a better approach. The effects of language translation techniques, features, and accuracy of various classifiers for multilingual sentiment analysis is also discussed in this study.
Keywords: Cross-language analysis, machine learning, machine translation, sentiment analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16498631 Generalized Noise Analysis of Log Domain Static Translinear Circuits
Authors: E. Farshidi
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This paper presents a new general technique for analysis of noise in static log-domain translinear circuits. It is demonstrated that employing this technique, leads to a general, simple and routine method of the noise analysis. The circuit has been simulated by HSPICE. The simulation results are seen to conform to the theoretical analysis and shows benefits of the proposed circuit.
Keywords: Noise analysis, log-domain, static, dynamic, translinear loop, companding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12258630 Modeling and Analysis of a Cruise Control System
Authors: Anthony Spiteri Staines
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This paper examines the modeling and analysis of a cruise control system using a Petri net based approach, task graphs, invariant analysis and behavioral properties. It shows how the structures used can be verified and optimized.Keywords: Software Engineering, Real Time Analysis andDesign, Petri Nets, Task Graphs, Parallelism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23488629 Morphometric Analysis of Tor tambroides by Stepwise Discriminant and Neural Network Analysis
Authors: M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee
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The population structure of the Tor tambroides was investigated with morphometric data (i.e. morphormetric measurement and truss measurement). A morphometric analysis was conducted to compare specimens from three waterfalls: Sunanta, Nan Chong Fa and Wang Muang waterfalls at Khao Nan National Park, Nakhon Si Thammarat, Southern Thailand. The results of stepwise discriminant analysis on seven morphometric variables and 21 truss variables per individual were the same as from a neural network. Fish from three waterfalls were separated into three groups based on their morphometric measurements. The morphometric data shows that the nerual network model performed better than the stepwise discriminant analysis.Keywords: Morphometric, Tor tambroides, Stepwise Discriminant Analysis , Neural Network Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21398628 A Semi-Classical Signal Analysis Method for the Analysis of Turbomachinery Flow Unsteadiness
Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati, Sofiane Khelladi, Farid Bakir
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This paper presents the use of a semi-classical signal analysis method that has been developed recently for the analysis of turbomachinery flow unsteadiness. We will focus on the correlation between theSemi-Classical Signal Analysis parameters and some physical parameters in relation with turbomachinery features. To demonstrate the potential of the proposed approach, a static pressure signal issued from a rotor/stator interaction of a centrifugal pump is studied. Several configurations of the pump are compared.Keywords: Semi-classical signal analysis, turbomachines, newindices, physical parameters
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14368627 The Leaves of a Tree
Authors: Zhu Jiaming, Yu Mengna
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In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15898626 Systematic Functional Analysis Methods for Design Retrieval and Documentation
Authors: L. Zehtaban, D. Roller
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Apart from geometry, functionality is one of the most significant hallmarks of a product. The functionality of a product can be considered as the fundamental justification for a product existence. Therefore a functional analysis including a complete and reliable descriptor has a high potential to improve product development process in various fields especially in knowledge-based design. One of the important applications of the functional analysis and indexing is in retrieval and design reuse concept. More than 75% of design activity for a new product development contains reusing earlier and existing design know-how. Thus, analysis and categorization of product functions concluded by functional indexing, influences directly in design optimization. This paper elucidates and evaluates major classes for functional analysis by discussing their major methods. Moreover it is finalized by presenting a noble hybrid approach for functional analysis.Keywords: Functional analysis, design reuse, functionalindexing and representation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 51538625 Finger Vein Recognition using PCA-based Methods
Authors: Sepehr Damavandinejadmonfared, Ali Khalili Mobarakeh, Mohsen Pashna, , Jiangping Gou Sayedmehran Mirsafaie Rizi, Saba Nazari, Shadi Mahmoodi Khaniabadi, Mohamad Ali Bagheri
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In this paper a novel algorithm is proposed to merit the accuracy of finger vein recognition. The performances of Principal Component Analysis (PCA), Kernel Principal Component Analysis (KPCA), and Kernel Entropy Component Analysis (KECA) in this algorithm are validated and compared with each other in order to determine which one is the most appropriate one in terms of finger vein recognition.Keywords: Biometrics, finger vein recognition, PrincipalComponent Analysis (PCA), Kernel Principal Component Analysis(KPCA), Kernel Entropy Component Analysis (KPCA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26688624 Statistical Texture Analysis
Authors: G. N. Srinivasan, G. Shobha
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This paper presents an overview of the methodologies and algorithms for statistical texture analysis of 2D images. Methods for digital-image texture analysis are reviewed based on available literature and research work either carried out or supervised by the authors.Keywords: Image Texture, Texture Analysis, Statistical Approaches, Structural approaches, spectral approaches, Morphological approaches, Fractals, Fourier Transforms, Gabor Filters, Wavelet transforms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9148623 The Documentary Analysis of Meta-Analysis Research in Violence of Media
Authors: Proud Arunrangsiwed
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The part of “future direction” in the findings of meta-analysis could provide the great direction to conduct the future studies. This study, “The Documentary Analysis of Meta-Analysis Research in Violence of Media” would conclude “future directions” out of 10 meta-analysis papers. The purposes of this research are to find an appropriate research design or an appropriate methodology for the future research related to the topic, “violence of media”. Further research needs to explore by longitudinal and experimental design, and also needs to have a careful consideration about age effects, time spent effects, enjoyment effects and ordinary lifestyle of each media consumer.
Keywords: Aggressive, future direction, meta-analysis, media, violence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26918622 Proposal for a Ultra Low Voltage NAND gate to withstand Power Analysis Attacks
Authors: Omid Mirmotahari, Yngvar Berg
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In this paper we promote the Ultra Low Voltage (ULV) NAND gate to replace either partly or entirely the encryption block of a design to withstand power analysis attack.
Keywords: Differential Power Analysis (DPA), Low Voltage (LV), Ultra Low Voltage (ULV), Floating-Gate (FG), supply current analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19478621 A Survey of the Applications of Sentiment Analysis
Authors: Pingping Lin, Xudong Luo
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Natural language often conveys emotions of speakers. Therefore, sentiment analysis on what people say is prevalent in the field of natural language process and has great application value in many practical problems. Thus, to help people understand its application value, in this paper, we survey various applications of sentiment analysis, including the ones in online business and offline business as well as other types of its applications. In particular, we give some application examples in intelligent customer service systems in China. Besides, we compare the applications of sentiment analysis on Twitter, Weibo, Taobao and Facebook, and discuss some challenges. Finally, we point out the challenges faced in the applications of sentiment analysis and the work that is worth being studied in the future.Keywords: Natural language processing, sentiment analysis, application, online comments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9328620 Fine-Grained Sentiment Analysis: Recent Progress
Authors: Jie Liu, Xudong Luo, Pingping Lin, Yifan Fan
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Facebook, Twitter, Weibo, and other social media and significant e-commerce sites generate a massive amount of online texts, which can be used to analyse people’s opinions or sentiments for better decision-making. So, sentiment analysis, especially the fine-grained sentiment analysis, is a very active research topic. In this paper, we survey various methods for fine-grained sentiment analysis, including traditional sentiment lexicon-based methods, ma-chine learning-based methods, and deep learning-based methods in aspect/target/attribute-based sentiment analysis tasks. Besides, we discuss their advantages and problems worthy of careful studies in the future.
Keywords: sentiment analysis, fine-grained, machine learning, deep learning
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23528619 Case Study of the Roma Tomato Distribution Chain: A Dynamic Interface for an Agricultural Enterprise in Mexico
Authors: Ernesto A. Lagarda-Leyva, Manuel A. Valenzuela L., José G. Oshima C., Arnulfo A. Naranjo-Flores
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From August to December of 2016, a diagnostic and strategic planning study was carried out on the supply chain of the company Agropecuaria GABO S.A. de C.V. The final product of the study was the development of the strategic plan and a project portfolio to meet the demands of the three links in the supply chain of the Roma tomato exported annually to the United States of America. In this project, the strategic objective of ensuring the proper handling of the product was selected and one of the goals associated with this was the employment of quantitative methods to support decision making. Considering the antecedents, the objective of this case study was to develop a model to analyze the behavioral dynamics in the distribution chain, from the logistics of storage and shipment of Roma tomato in 81-case pallets (11.5 kg per case), to the two pre-cooling rooms and eventual loading onto transports, seeking to reduce the bottleneck and the associated costs by means of a dynamic interface. The methodology used was that of system dynamics, considering four phases that were adapted to the purpose of the study: 1) the conceptualization phase; 2) the formulation phase; 3) the evaluation phase; and 4) the communication phase. The main practical conclusions lead to the possibility of reducing both the bottlenecks in the cooling rooms and the costs by simulating scenarios and modifying certain policies. Furthermore, the creation of the dynamic interface between the model and the stakeholders was achieved by generating interaction with buttons and simple instructions that allow making modifications and observing diverse behaviors.
Keywords: Agrilogistics, distribution, scenarios, system dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8168618 A Survey of Sentiment Analysis Based on Deep Learning
Authors: Pingping Lin, Xudong Luo, Yifan Fan
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Sentiment analysis is a very active research topic. Every day, Facebook, Twitter, Weibo, and other social media, as well as significant e-commerce websites, generate a massive amount of comments, which can be used to analyse peoples opinions or emotions. The existing methods for sentiment analysis are based mainly on sentiment dictionaries, machine learning, and deep learning. The first two kinds of methods rely on heavily sentiment dictionaries or large amounts of labelled data. The third one overcomes these two problems. So, in this paper, we focus on the third one. Specifically, we survey various sentiment analysis methods based on convolutional neural network, recurrent neural network, long short-term memory, deep neural network, deep belief network, and memory network. We compare their futures, advantages, and disadvantages. Also, we point out the main problems of these methods, which may be worthy of careful studies in the future. Finally, we also examine the application of deep learning in multimodal sentiment analysis and aspect-level sentiment analysis.Keywords: Natural language processing, sentiment analysis, document analysis, multimodal sentiment analysis, deep learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19788617 Observations about the Principal Components Analysis and Data Clustering Techniques in the Study of Medical Data
Authors: Cristina G. Dascâlu, Corina Dima Cozma, Elena Carmen Cotrutz
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The medical data statistical analysis often requires the using of some special techniques, because of the particularities of these data. The principal components analysis and the data clustering are two statistical methods for data mining very useful in the medical field, the first one as a method to decrease the number of studied parameters, and the second one as a method to analyze the connections between diagnosis and the data about the patient-s condition. In this paper we investigate the implications obtained from a specific data analysis technique: the data clustering preceded by a selection of the most relevant parameters, made using the principal components analysis. Our assumption was that, using the principal components analysis before data clustering - in order to select and to classify only the most relevant parameters – the accuracy of clustering is improved, but the practical results showed the opposite fact: the clustering accuracy decreases, with a percentage approximately equal with the percentage of information loss reported by the principal components analysis.Keywords: Data clustering, medical data, principal components analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14908616 One-Class Support Vector Machine for Sentiment Analysis of Movie Review Documents
Authors: Chothmal, Basant Agarwal
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Sentiment analysis means to classify a given review document into positive or negative polar document. Sentiment analysis research has been increased tremendously in recent times due to its large number of applications in the industry and academia. Sentiment analysis models can be used to determine the opinion of the user towards any entity or product. E-commerce companies can use sentiment analysis model to improve their products on the basis of users’ opinion. In this paper, we propose a new One-class Support Vector Machine (One-class SVM) based sentiment analysis model for movie review documents. In the proposed approach, we initially extract features from one class of documents, and further test the given documents with the one-class SVM model if a given new test document lies in the model or it is an outlier. Experimental results show the effectiveness of the proposed sentiment analysis model.Keywords: Feature selection methods, Machine learning, NB, One-class SVM, Sentiment Analysis, Support Vector Machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32928615 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility
Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase
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The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.
Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 183