Search results for: evidence theory
1184 Periodic Solutions for a Food Chain System with Monod–Haldane Functional Response on Time Scales
Authors: Kejun Zhuang, Hailong Zhu
Abstract:
In this paper, the three species food chain model on time scales is established. The Monod–Haldane functional response and time delay are considered. With the help of coincidence degree theory, existence of periodic solutions is investigated, which unifies the continuous and discrete analogies.
Keywords: Food chain system, periodic solution, time scales, coincidence degree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 84711183 Robust Control for Discrete-Time Sector Bounded Systems with Time-Varying Delay
Authors: Ju H. Park, S.M. Lee
Abstract:
In this paper, we propose a robust controller design method for discrete-time systems with sector-bounded nonlinearities and time-varying delay. Based on the Lyapunov theory, delaydependent stabilization criteria are obtained in terms of linear matrix inequalities (LMIs) by constructing the new Lyapunov-Krasovskii functional and using some inequalities. A robust state feedback controller is designed by LMI framework and a reciprocally convex combination technique. The effectiveness of the proposed method is verified throughout a numerical example.
Keywords: Lur'e systems, Time-delay, Stabilization, LMIs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16871182 A Spatial Repetitive Controller Applied to an Aeroelastic Model for Wind Turbines
Authors: Riccardo Fratini, Riccardo Santini, Jacopo Serafini, Massimo Gennaretti, Stefano Panzieri
Abstract:
This paper presents a nonlinear differential model, for a three-bladed horizontal axis wind turbine (HAWT) suited for control applications. It is based on a 8-dofs, lumped parameters structural dynamics coupled with a quasi-steady sectional aerodynamics. In particular, using the Euler-Lagrange Equation (Energetic Variation approach), the authors derive, and successively validate, such model. For the derivation of the aerodynamic model, the Greenbergs theory, an extension of the theory proposed by Theodorsen to the case of thin airfoils undergoing pulsating flows, is used. Specifically, in this work, the authors restricted that theory under the hypothesis of low perturbation reduced frequency k, which causes the lift deficiency function C(k) to be real and equal to 1. Furthermore, the expressions of the aerodynamic loads are obtained using the quasi-steady strip theory (Hodges and Ormiston), as a function of the chordwise and normal components of relative velocity between flow and airfoil Ut, Up, their derivatives, and section angular velocity ε˙. For the validation of the proposed model, the authors carried out open and closed-loop simulations of a 5 MW HAWT, characterized by radius R =61.5 m and by mean chord c = 3 m, with a nominal angular velocity Ωn = 1.266rad/sec. The first analysis performed is the steady state solution, where a uniform wind Vw = 11.4 m/s is considered and a collective pitch angle θ = 0.88◦ is imposed. During this step, the authors noticed that the proposed model is intrinsically periodic due to the effect of the wind and of the gravitational force. In order to reject this periodic trend in the model dynamics, the authors propose a collective repetitive control algorithm coupled with a PD controller. In particular, when the reference command to be tracked and/or the disturbance to be rejected are periodic signals with a fixed period, the repetitive control strategies can be applied due to their high precision, simple implementation and little performance dependency on system parameters. The functional scheme of a repetitive controller is quite simple and, given a periodic reference command, is composed of a control block Crc(s) usually added to an existing feedback control system. The control block contains and a free time-delay system eτs in a positive feedback loop, and a low-pass filter q(s). It should be noticed that, while the time delay term reduces the stability margin, on the other hand the low pass filter is added to ensure stability. It is worth noting that, in this work, the authors propose a phase shifting for the controller and the delay system has been modified as e^(−(T−γk)), where T is the period of the signal and γk is a phase shifting of k samples of the same periodic signal. It should be noticed that, the phase shifting technique is particularly useful in non-minimum phase systems, such as flexible structures. In fact, using the phase shifting, the iterative algorithm could reach the convergence also at high frequencies. Notice that, in our case study, the shifting of k samples depends both on the rotor angular velocity Ω and on the rotor azimuth angle Ψ: we refer to this controller as a spatial repetitive controller. The collective repetitive controller has also been coupled with a C(s) = PD(s), in order to dampen oscillations of the blades. The performance of the spatial repetitive controller is compared with an industrial PI controller. In particular, starting from wind speed velocity Vw = 11.4 m/s the controller is asked to maintain the nominal angular velocity Ωn = 1.266rad/s after an instantaneous increase of wind speed (Vw = 15 m/s). Then, a purely periodic external disturbance is introduced in order to stress the capabilities of the repetitive controller. The results of the simulations show that, contrary to a simple PI controller, the spatial repetitive-PD controller has the capability to reject both external disturbances and periodic trend in the model dynamics. Finally, the nominal value of the angular velocity is reached, in accordance with results obtained with commercial software for a turbine of the same type.Keywords: Wind turbines, aeroelasticity, repetitive control, periodic systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12981181 Observer Design for Ecological Monitoring
Authors: I. López , J. Garay, R. Carreño, Z. Varga
Abstract:
Monitoring of ecological systems is one of the major issues in ecosystem research. The concepts and methodology of mathematical systems theory provide useful tools to face this problem. In many cases, state monitoring of a complex ecological system consists in observation (measurement) of certain state variables, and the whole state process has to be determined from the observed data. The solution proposed in the paper is the design of an observer system, which makes it possible to approximately recover the state process from its partial observation. The method is illustrated with a trophic chain of resource – producer – primary consumer type and a numerical example is also presented.Keywords: Monitoring, observer system, trophic chain
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14331180 Design of Compact UWB Multilayered Microstrip Filter with Wide Stopband
Authors: N. Azadi-Tinat, H. Oraizi
Abstract:
Design of compact UWB multilayered microstrip filter with E-shape resonator is presented, which provides wide stopband up to 20 GHz and arbitrary impedance matching. The design procedure is developed based on the method of least squares and theory of N-coupled transmission lines. The dimensions of designed filter are about 11 mm × 11 mm and the three E-shape resonators are placed among four dielectric layers. The average insertion loss in the passband is less than 1 dB and in the stopband is about 30 dB up to 20 GHz. Its group delay in the UWB region is about 0.5 ns. The performance of the optimized filter design perfectly agrees with the microwave simulation softwares.Keywords: Ultra-wideband, method of least square, multilayer microstrip filter, n-coupled transmission lines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12161179 Corporate Governance and Gender Diversity in Nigerian Boardrooms
Authors: A. Lincoln, O. Adedoyin
Abstract:
In recent times, corporations are increasingly under pressure to ensure diversity within their boardrooms and a large number of academic research have reported findings consistent with the view that boards perform better when they include a diverse range of people. Women have unique characteristics needed to positively influence the strategic direction of a corporation and contribute to the growth of firms. In spite of such revelations, evidence suggests that women are under-represented in senior executive and board positions. In many parts of Africa, socio-cultural traditions inhibit women from attaining these roles. Given the emphasis placed on board diversity and inclusion of women as an essential part of good corporate governance, the relationship between gender diversity and board effectiveness deserves both theoretical and empirical investigation. This research is important because it represents the first theoretical review on gender diversity in corporate boards in Nigeria.
Keywords: Boards, Corporate Governance, Gender Diversity, Nigeria.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34221178 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21531177 The Number of Rational Points on Elliptic Curves and Circles over Finite Fields
Authors: Betül Gezer, Ahmet Tekcan, Osman Bizim
Abstract:
In elliptic curve theory, number of rational points on elliptic curves and determination of these points is a fairly important problem. Let p be a prime and Fp be a finite field and k ∈ Fp. It is well known that which points the curve y2 = x3 + kx has and the number of rational points of on Fp. Consider the circle family x2 + y2 = r2. It can be interesting to determine common points of these two curve families and to find the number of these common points. In this work we study this problem.Keywords: Elliptic curves over finite fields, rational points on elliptic curves and circles.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20421176 Comparison of Full Graph Methods of Switched Circuits Solution
Authors: Zdeňka Dostálová, David Matoušek, Bohumil Brtnik
Abstract:
As there are also graph methods of circuit analysis in addition to algebraic methods, it is, in theory, clearly possible to carry out an analysis of a whole switched circuit in two-phase switching exclusively by the graph method as well. This article deals with two methods of full-graph solving of switched circuits: by transformation graphs and by two-graphs. It deals with the circuit switched capacitors and the switched current, too. All methods are presented in an equally detailed steps to be able to compare.Keywords: Switched capacitors of two phases, switched currents of two phases, transformation graph, two-graph, Mason's formula, voltage transfer, summary graph.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13131175 The Long Run Relationship between Exports and Imports in South Africa: Evidence from Cointegration Analysis
Authors: Sagaren Pillay
Abstract:
This study empirically examines the long run equilibrium relationship between South Africa’s exports and imports using quarterly data from 1985 to 2012. The theoretical framework used for the study is based on Johansen’s Maximum Likelihood cointegration technique which tests for both the existence and number of cointegration vectors that exists. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant cointegrating relationship is found to exist between exports and imports. The study models this unique linear and lagged relationship using a Vector Error Correction Model (VECM). The findings of the study confirm the existence of a long run equilibrium relationship between exports and imports.
Keywords: Cointegration lagged, linear, maximum likelihood, vector error correction model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27841174 Using Multi-Thread Technology Realize Most Short-Path Parallel Algorithm
Authors: Chang-le Lu, Yong Chen
Abstract:
The shortest path question is in a graph theory model question, and it is applied in many fields. The most short-path question may divide into two kinds: Single sources most short-path, all apexes to most short-path. This article mainly introduces the problem of all apexes to most short-path, and gives a new parallel algorithm of all apexes to most short-path according to the Dijkstra algorithm. At last this paper realizes the parallel algorithms in the technology of C # multithreading.Keywords: Dijkstra algorithm, parallel algorithms, multi-thread technology, most short-path, ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21121173 A New Authenticable Steganographic Method via the Use of Numeric Data on Public Websites
Authors: Che-Wei Lee, Bay-Erl Lai
Abstract:
A new steganographic method via the use of numeric data on public websites with a self-authentication capability is proposed. The proposed technique transforms a secret message into partial shares by Shamir’s (k, n)-threshold secret sharing scheme with n = k + 1. The generated k+1 partial shares then are embedded into the numeric items to be disguised as part of the website’s numeric content, yielding the stego numeric content. Afterward, a receiver links to the website and extracts every k shares among the k+1 ones from the stego numeric content to compute k+1 copies of the secret, and the phenomenon of value consistency of the computed k+1 copies is taken as an evidence to determine whether the extracted message is authentic or not, attaining the goal of self-authentication of the extracted secret message. Experimental results and discussions are provided to show the feasibility and effectiveness of the proposed method.Keywords: Steganography, data hiding, secret authentication, secret sharing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16681172 An Application of Generalized Fuzzy Soft Sets in a Social Decision Making Problem
Authors: Nisha Singhal, Usha Chouhan
Abstract:
At present, application of the extension of soft set theory in decision making problems in day to day life is progressing rapidly. The concepts of fuzzy soft set and its properties have been evolved as an area of interest for the researchers. The generalization of the concepts recently got importance and a rapid growth in the research in this area witnessed its vital-ness. In this paper, an application of the concept of generalized fuzzy soft set to make decision in a social problem is presented. Further, this paper also highlights some of the key issues of the related areas.Keywords: Soft set, Fuzzy Soft set, Generalized Fuzzy Soft set, Membership and Non-Membership Score.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9471171 An Overview on the Effectiveness of Brand Mascot and Celebrity Endorsement
Authors: Isari Pairoa, Proud Arunrangsiwed
Abstract:
Celebrity and brand mascot endorsement have been explored for more than three decades. Both endorsers can effectively transfer their reputation to corporate image and can influence the customers to purchase the product. However, there was little known about the mediators between the level of endorsement and its effect on buying behavior. The objective of the current study is to identify the gab of the previous studies and to seek possible mediators. It was found that consumer’s memory and identification are the mediators, of source credibility and endorsement effect. A future study should confirm the model of endorsement, which was established in the current study.
Keywords: Product endorsement, memory, identification theory, source credibility, unintentional effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26661170 Mean Square Stability of Impulsive Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps
Authors: Dezhi Liu
Abstract:
In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalized in the remarks.
Keywords: Impulsive, stochastic, delay, Markovian switching, Poisson jumps, mean square stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15611169 Attention Multiple Instance Learning for Cancer Tissue Classification in Digital Histopathology Images
Authors: Afaf Alharbi, Qianni Zhang
Abstract:
The identification of malignant tissue in histopathological slides holds significant importance in both clinical settings and pathology research. This paper presents a methodology aimed at automatically categorizing cancerous tissue through the utilization of a multiple instance learning framework. This framework is specifically developed to acquire knowledge of the Bernoulli distribution of the bag label probability by employing neural networks. Furthermore, we put forward a neural network-based permutation-invariant aggregation operator, equivalent to attention mechanisms, which is applied to the multi-instance learning network. Through empirical evaluation on an openly available colon cancer histopathology dataset, we provide evidence that our approach surpasses various conventional deep learning methods.
Keywords: Attention Multiple Instance Learning, Multiple Instance Learning, transfer learning, histopathological slides, cancer tissue classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2241168 Cluster Analysis for the Statistical Modeling of Aesthetic Judgment Data Related to Comics Artists
Authors: George E. Tsekouras, Evi Sampanikou
Abstract:
We compare three categorical data clustering algorithms with respect to the problem of classifying cultural data related to the aesthetic judgment of comics artists. Such a classification is very important in Comics Art theory since the determination of any classes of similarities in such kind of data will provide to art-historians very fruitful information of Comics Art-s evolution. To establish this, we use a categorical data set and we study it by employing three categorical data clustering algorithms. The performances of these algorithms are compared each other, while interpretations of the clustering results are also given.Keywords: Aesthetic judgment, comics artists, cluster analysis, categorical data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16351167 Probability Density Estimation Using Advanced Support Vector Machines and the Expectation Maximization Algorithm
Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag
Abstract:
This paper presents a new approach for the prob-ability density function estimation using the Support Vector Ma-chines (SVM) and the Expectation Maximization (EM) algorithms.In the proposed approach, an advanced algorithm for the SVM den-sity estimation which incorporates the Mean Field theory in the learning process is used. Instead of using ad-hoc values for the para-meters of the kernel function which is used by the SVM algorithm,the proposed approach uses the EM algorithm for an automatic optimization of the kernel. Experimental evaluation using simulated data set shows encouraging results.
Keywords: Density Estimation, SVM, Learning Algorithms, Parameters Estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25061166 Public User Assessment of Malaysia's E-Government Applications
Authors: M. N. Norshita, B. Z. Halimah, T. S. Tengku Mohammad
Abstract:
The implementation of electronic government started since the initiation of Multimedia Super Corridor (MSC) by the Malaysia government. The introduction of ICT in the public sector especially e-Government initiatives opens up a new book in the government administration throughout the world. The aim or this paper is to discuss the implementation of e-government in Malaysia, covering the result of public user self assessment on Malaysia's electronic government applications. E-services, e-procurement, Generic Office Environment (GOE), Human Resources Management Information System (HRMIS), Project Monitoring System (PMS), Electronic Labor Exchange (ELX) and e-syariah(religion) were the seven flagship application assessed. The study adopted a crosssectional survey research approach and information system literature were used. The analysis was done for 35 responden in pilot test and there was evidence from public user's perspective to suggest that the e-government applications were generally successful.
Keywords: Electronic government, flagship, multimedia super corridor, public user.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31731165 Computer Generated Hologram for SemiFragile Watermarking with Encrypted Images
Authors: G. Schirripa Spagnolo, M. De Santis
Abstract:
The protection of the contents of digital products is referred to as content authentication. In some applications, to be able to authenticate a digital product could be extremely essential. For example, if a digital product is used as a piece of evidence in the court, its integrity could mean life or death of the accused. Generally, the problem of content authentication can be solved using semifragile digital watermarking techniques. Recently many authors have proposed Computer Generated Hologram Watermarking (CGHWatermarking) techniques. Starting from these studies, in this paper a semi-fragile Computer Generated Hologram coding technique is proposed, which is able to detect malicious tampering while tolerating some incidental distortions. The proposed technique uses as watermark an encrypted image, and it is well suitable for digital image authentication.Keywords: Asymmetric cryptography, Semi-Fragile watermarking, Image authentication, Hologram watermark, Public- Key Cryptography, RSA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16091164 Expressive Modes and Species of Language
Authors: Richard Elling Moe
Abstract:
Computer languages are usually lumped together into broad -paradigms-, leaving us in want of a finer classification of kinds of language. Theories distinguishing between -genuine differences- in language has been called for, and we propose that such differences can be observed through a notion of expressive mode. We outline this concept, propose how it could be operationalized and indicate a possible context for the development of a corresponding theory. Finally we consider a possible application in connection with evaluation of language revision. We illustrate this with a case, investigating possible revisions of the relational algebra in order to overcome weaknesses of the division operator in connection with universal queries.Keywords: Expressive mode, Computer language species, Evaluation of revision, Relational algebra, Universal database queries
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13261163 Valuation on MEMS Pressure Sensors and Device Applications
Authors: Nurul Amziah Md Yunus, Izhal Abdul Halin, Nasri Sulaiman, Noor Faezah Ismail, Ong Kai Sheng
Abstract:
The MEMS pressure sensor has been introduced and presented in this paper. The types of pressure sensor and its theory of operation are also included. The latest MEMS technology, the fabrication processes of pressure sensor are explored and discussed. Besides, various device applications of pressure sensor such as tire pressure-monitoring system, diesel particulate filter and others are explained. Due to further miniaturization of the device nowadays, the pressure sensor with nanotechnology (NEMS) is also reviewed. The NEMS pressure sensor is expected to have better performance as well as lower in its cost. It has gained an excellent popularity in many applications.Keywords: Pressure sensor, diaphragm, MEMS, automotive application, biomedical application, NEMS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 56881162 A Survey on Positive Real and Strictly Positive Real Scalar Transfer Functions
Authors: Mojtaba Hakimi-Moghaddam
Abstract:
Positive real and strictly positive real transfer functions are important concepts in the control theory. In this paper, the results of researches in these areas are summarized. Definitions together with their graphical interpretations are mentioned. The equivalent conditions in the frequency domain and state space representations are reviewed. Their equivalent electrical networks are explained. Also, a comprehensive discussion about a difference between behavior of real part of positive real and strictly positive real transfer functions in high frequencies is presented. Furthermore, several illustrative examples are given.Keywords: Real rational transfer functions, positive realness property, strictly positive realness property, equivalent conditions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23871161 Description of Kinetics of Propane Fragmentation with a Support of Ab Initio Simulation
Authors: Amer Al Mahmoud Alsheikh, Jan Žídek, František Krčma
Abstract:
Using ab initio theoretical calculations, we present analysis of fragmentation process. The analysis is performed in two steps. The first step is calculation of fragmentation energies by ab initio calculations. The second step is application of the energies to kinetic description of process. The energies of fragments are presented in this paper. The kinetics of fragmentation process can be described by numerical models. The method for kinetic analysis is described in this paper. The result - composition of fragmentation products - will be calculated in future. The results from model can be compared to the concentrations of fragments from mass spectrum.Keywords: Ab initio, Density functional theory, Fragmentation energy, Geometry optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18941160 Institutional Aspects of Information Security in Russian Economy
Authors: Mingaleva Zhanna, Kapuskina Tatiana
Abstract:
The article touches upon questions of information security in Russian Economy. It covers theoretical bases of information security and causes of its development. The theory is proved by the analysis of business activities and the main tendencies of information security development. Perm region has been chosen as the bases for the analysis, being the fastestdeveloping region that uses methods of information security in managing it economy. As a result of the study the authors of the given article have formulated their own vision of the problem of information security in various branches of economy and stated prospects of information security development and its growing role in Russian economy
Keywords: security of business, management of information security, institutional analyses.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13191159 Determinants and Perspectives of an Accounting Career. Empirical Evidence on Students' Perceptions
Authors: Maria Mădălina Gîrbină, Nadia Albu, Cătălin Nicolae Albu
Abstract:
This study realizes an empirical investigation of main factors to develop an accounting career, stereotypes on accountants and accounting and perceptions on future career path for a sample of master students in accounting. The research provides some insight into what master students consider when choosing their future career paths. The most important two reasons chosen by students were “career opportunities" and “future earnings. They see accounting as structured, governed by conformity, requiring skills in working with numbers, monotonous, accurate, more efficient than effective but also absorbing, interesting and involving a certain degree of novelty. Although these students plan to start their careers in a multinational or accounting/audit firm, most of those plan to leave after five years. It resulted that women value more flexibility and time requiring special attention in retention policies practiced by firms.
Keywords: Accounting career, students' perception, stereotypes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33651158 Implied Adjusted Volatility by Leland Option Pricing Models: Evidence from Australian Index Options
Authors: Mimi Hafizah Abdullah, Hanani Farhah Harun, Nik Ruzni Nik Idris
Abstract:
With the implied volatility as an important factor in financial decision-making, in particular in option pricing valuation, and also the given fact that the pricing biases of Leland option pricing models and the implied volatility structure for the options are related, this study considers examining the implied adjusted volatility smile patterns and term structures in the S&P/ASX 200 index options using the different Leland option pricing models. The examination of the implied adjusted volatility smiles and term structures in the Australian index options market covers the global financial crisis in the mid-2007. The implied adjusted volatility was found to escalate approximately triple the rate prior the crisis.
Keywords: Implied adjusted volatility, Financial crisis, Leland option pricing models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29461157 Invariant Characters of Tolerance Class and Reduction under Homomorphism in IIS
Authors: Chen Wu, Lijuan Wang
Abstract:
Some invariant properties of incomplete information systems homomorphism are studied in this paper. Demand conditions of tolerance class, attribute reduction, indispensable attribute and dispensable attribute being invariant under homomorphism in incomplete information system are revealed and discussed. The existing condition of endohomomorphism on an incomplete information system is also explored. It establishes some theoretical foundations for further investigations on incomplete information systems in rough set theory, like in information systems.
Keywords: Attribute reduction, homomorphism, incomplete information system, rough set, tolerance relation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7461156 The Fake News Impact on the Public Policy Cycle: A Systemic Analysis through Documentary Survey
Authors: Aron Miranda Burgos, Ergon Cugler de Moraes Silva
Abstract:
In the present article, it is observed that the constant advancement of issues related to misinformation impacts the guarantee of the public policy cycle. Thus, it is found that the dissemination of false information has a direct influence on each of the component stages of this cycle. Therefore, in order to maintain scientific and theoretical credibility in the qualitative analysis process, it was necessary to logically interpose the concepts of firehosing of falsehood, fake news, public policy cycle, as well as using the epistemological and pragmatic mechanism at the intersection of such academic concepts, such as the scientific method. It was found, through the analysis of official documents and public notes, how the multiple theoretical perspectives evidence the commitment of the provision and elaboration of public policies, verifying the way in which the fake news impact each part of the process in this atmosphere.
Keywords: Firehosing of falsehood, governance, misinformation, post-truth.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8691155 Selection Initial modes for Belief K-modes Method
Authors: Sarra Ben Hariz, Zied Elouedi, Khaled Mellouli
Abstract:
The belief K-modes method (BKM) approach is a new clustering technique handling uncertainty in the attribute values of objects in both the cluster construction task and the classification one. Like the standard version of this method, the BKM results depend on the chosen initial modes. So, one selection method of initial modes is developed, in this paper, aiming at improving the performances of the BKM approach. Experiments with several sets of real data show that by considered the developed selection initial modes method, the clustering algorithm produces more accurate results.Keywords: Clustering, Uncertainty, Belief function theory, Belief K-modes Method, Initial modes selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1814