Search results for: Linear matrix inequality

Authors: Manoochehr Gholipoor

Abstract:

The response of growth and yield of rainfed-chickpea to population density should be evaluated based on long-term experiments to include the climate variability. This is achievable just by simulation. In this simulation study, this evaluation was done by running the CYRUS model for long-term daily weather data of five locations in Iran. The tested population densities were 7 to 59 (with interval of 2) stands per square meter. Various functions, including quadratic, segmented, beta, broken linear, and dent-like functions, were tested. Considering root mean square of deviations and linear regression statistics [intercept (a), slope (b), and correlation coefficient (r)] for predicted versus observed variables, the quadratic and broken linear functions appeared to be appropriate for describing the changes in biomass and grain yield, and in harvest index, respectively. Results indicated that in all locations, grain yield tends to show increasing trend with crowding the population, but subsequently decreases. This was also true for biomass in five locations. The harvest index appeared to have plateau state across low population densities, but decreasing trend with more increasing density. The turning point (optimum population density) for grain yield was 30.68 stands per square meter in Isfahan, 30.54 in Shiraz, 31.47 in Kermanshah, 34.85 in Tabriz, and 32.00 in Mashhad. The optimum population density for biomass ranged from 24.6 (in Tabriz) to 35.3 stands per square meter (Mashhad). For harvest index it varied between 35.87 and 40.12 stands per square meter.

Keywords: Rainfed-chickpea, biomass, harvest index, grain yield, simulation.

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Authors: Quoc Khanh Dang, Thomas Bourdeaud’huy, Khaled Mesghouni, Armand Toguy´eni

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This paper studies a train routing and scheduling problem for busy railway stations. Our objective is to allow trains to be routed in dense areas that are reaching saturation. Unlike traditional methods that allocate all resources to setup a route for a train and until the route is freed, our work focuses on the use of resources as trains progress through the railway node. This technique allows a larger number of trains to be routed simultaneously in a railway node and thus reduces their current saturation. To deal with this problem, this study proposes an abstract model and a mixed-integer linear programming formulation to solve it. The applicability of our method is illustrated on a didactic example.

Keywords: Busy railway stations, mixed-integer linear programming, offline railway station management, train platforming, train routing, train scheduling.

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Authors: Hossein Tavallali, Mohammad Ali Karimi, Gohar Deilamy-Rad

Abstract:

The proposed method for speciation, preconcentration and determination of Fe(II) and Fe(III) in pharmaceutical products was developed using of alumina-coated magnetite nanoparticles (Fe₃O₄/Al₂O₃ NPs) as solid phase extraction (SPE) sorbent in magnetic mixed hemimicell solid phase extraction (MMHSPE) technique followed by flame atomic absorption spectrometry analysis. The procedure is based on complexation of Fe(II) with 1, 10-phenanthroline (OP) as complexing reagent for Fe(II) that immobilized on the modified Fe₃O₄/Al₂O₃ NPs. The extraction and concentration process for pharmaceutical sample was carried out in a single step by mixing the extraction solvent, magnetic adsorbents under ultrasonic action. Then, the adsorbents were isolated from the complicated matrix easily with an external magnetic field. Fe(III) ions determined after facility reduced to Fe(II) by added a proper reduction agent to sample solutions. Compared with traditional methods, the MMHSPE method simplified the operation procedure and reduced the analysis time. Various influencing parameters on the speciation and preconcentration of trace iron, such as pH, sample volume, amount of sorbent, type and concentration of eluent, were studied. Under the optimized operating conditions, the preconcentration factor of the modified nano magnetite for Fe(II) 167 sample was obtained. The detection limits and linear range of this method for iron were 1.0 and 9.0 - 175 ng.mL⁻¹, respectively. Also the relative standard deviation for five replicate determinations of 30.00 ng.mL^-1 Fe²⁺ was 2.3%.

Keywords: Alumina-coated magnetite nanoparticles, magnetic mixed hemimicell solid-phase extraction, Fe(ΙΙ) and Fe(ΙΙΙ), pharmaceutical sample.

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Authors: Yury Nikulin

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A multicriteria linear programming problem with integer variables and parameterized optimality principle "from lexicographic to Slater" is considered. A situation in which initial coefficients of penalty cost functions are not fixed but may be potentially a subject to variations is studied. For any efficient solution, appropriate measures of the quality are introduced which incorporate information about variations of penalty cost function coefficients. These measures correspond to the so-called stability and accuracy functions defined earlier for efficient solutions of a generic multicriteria combinatorial optimization problem with Pareto and lexicographic optimality principles. Various properties of such functions are studied and maximum norms of perturbations for which an efficient solution preserves the property of being efficient are calculated.

Keywords: Stability and accuracy, multicriteria optimization, lexicographic optimality.

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Authors: Amin Sahraeian

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One of the criteria in production scheduling is Make Span, minimizing this criteria causes more efficiently use of the resources specially machinery and manpower. By assigning some budget to some of the operations the operation time of these activities reduces and affects the total completion time of all the operations (Make Span). In this paper this issue is practiced in parallel flow shops. At first we convert parallel flow shop to a network model and by using a linear programming approach it is identified in order to minimize make span (the completion time of the network) which activities (operations) are better to absorb the predetermined and limited budget. Minimizing the total completion time of all the activities in the network is equivalent to minimizing make span in production scheduling.

Keywords: parallel flow shop, make span, linear programming, budget

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Authors: Nor-Edine Abriak, Mouhamadou Amar, Mahfoud Benzerzour

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The transition to a more sustainable economy is directed by a reduction in the consumption of raw materials in equivalent production. The recovery of byproducts and especially the dredged sediment as mineral addition in cements matrix represents an alternative to reduce raw material consumption and construction sector’s carbon footprint. However, the efficient use of sediment requires adequate and optimal treatment. Several processing techniques have so far been applied in order to improve some physicochemical properties. The heat treatment by calcination was effective in removing the organic fraction and activates the pozzolanic properties. In this article, the effect of the optimized heat treatment of marine sediments in the physico-mechanical and environmental properties of mortars are shown. A finding is that the optimal substitution of a portion of cement by treated sediments by calcination at 750 °C helps to maintain or improve the mechanical properties of the cement matrix in comparison with a standard reference mortar. The use of calcined sediment enhances mortar behavior in terms of mechanical strength and durability. From an environmental point of view and life cycle, mortars formulated containing treated sediments are considered inert with respect to the inert waste storage facilities reference (ISDI-France).

Keywords: Sediment, calcination, cement, reuse.

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Authors: Pupong Pongcharoen, Aphirak Khadwilard, Anothai Klakankhai

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The importance of supply chain and logistics management has been widely recognised. Effective management of the supply chain can reduce costs and lead times and improve responsiveness to changing customer demands. This paper proposes a multi-matrix real-coded Generic Algorithm (MRGA) based optimisation tool that minimises total costs associated within supply chain logistics. According to finite capacity constraints of all parties within the chain, Genetic Algorithm (GA) often produces infeasible chromosomes during initialisation and evolution processes. In the proposed algorithm, chromosome initialisation procedure, crossover and mutation operations that always guarantee feasible solutions were embedded. The proposed algorithm was tested using three sizes of benchmarking dataset of logistic chain network, which are typical of those faced by most global manufacturing companies. A half fractional factorial design was carried out to investigate the influence of alternative crossover and mutation operators by varying GA parameters. The analysis of experimental results suggested that the quality of solutions obtained is sensitive to the ways in which the genetic parameters and operators are set.

Keywords: Genetic Algorithm, Logistics, Optimisation, Supply Chain.

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Authors: Zixin Liu, Jianjun Jiao Wanping Bai

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In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.

Keywords: Stochastic recurrent neural networks, pth moment exponential stability, distributed time delays.

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Authors: Dyah E. Herwindiati

Abstract:

A clustering is process to identify a homogeneous groups of object called as cluster. Clustering is one interesting topic on data mining. A group or class behaves similarly characteristics. This paper discusses a robust clustering process for data images with two reduction dimension approaches; i.e. the two dimensional principal component analysis (2DPCA) and principal component analysis (PCA). A standard approach to overcome this problem is dimension reduction, which transforms a high-dimensional data into a lower-dimensional space with limited loss of information. One of the most common forms of dimensionality reduction is the principal components analysis (PCA). The 2DPCA is often called a variant of principal component (PCA), the image matrices were directly treated as 2D matrices; they do not need to be transformed into a vector so that the covariance matrix of image can be constructed directly using the original image matrices. The decomposed classical covariance matrix is very sensitive to outlying observations. The objective of paper is to compare the performance of robust minimizing vector variance (MVV) in the two dimensional projection PCA (2DPCA) and the PCA for clustering on an arbitrary data image when outliers are hiden in the data set. The simulation aspects of robustness and the illustration of clustering images are discussed in the end of paper

Keywords: Breakdown point, Consistency, 2DPCA, PCA, Outlier, Vector Variance

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Authors: Mounir Sayadi, Farhat Fnaiech

Abstract:

In the framework of adaptive parametric modelling of images, we propose in this paper a new technique based on the Chandrasekhar fast adaptive filter for texture characterization. An Auto-Regressive (AR) linear model of texture is obtained by scanning the image row by row and modelling this data with an adaptive Chandrasekhar linear filter. The characterization efficiency of the obtained model is compared with the model adapted with the Least Mean Square (LMS) 2-D adaptive algorithm and with the cooccurrence method features. The comparison criteria is based on the computation of a characterization degree using the ratio of "betweenclass" variances with respect to "within-class" variances of the estimated coefficients. Extensive experiments show that the coefficients estimated by the use of Chandrasekhar adaptive filter give better results in texture discrimination than those estimated by other algorithms, even in a noisy context.

Keywords: Texture analysis, statistical features, adaptive filters, Chandrasekhar algorithm.

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Authors: Nagesha, G. Hemantha Kumar

Abstract:

Although the level crossing concept has been the subject of intensive investigation over the last few years, certain problems of great interest remain unsolved. One of these concern is distribution of threshold levels. This paper presents a new threshold level allocation schemes for level crossing based on nonuniform sampling. Intuitively, it is more reasonable if the information rich regions of the signal are sampled finer and those with sparse information are sampled coarser. To achieve this objective, we propose non-linear quantization functions which dynamically assign the number of quantization levels depending on the importance of the given amplitude range. Two new approaches to determine the importance of the given amplitude segment are presented. The proposed methods are based on exponential and logarithmic functions. Various aspects of proposed techniques are discussed and experimentally validated. Its efficacy is investigated by comparison with uniform sampling.

Keywords: speech signals, sampling, signal reconstruction, asynchronousdelta modulation, non-linear quantization.

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Authors: Erik Delarue, David Bekaert, Ronnie Belmans, William D'haeseleer

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This paper presents the development of an electricity simulation model taking into account electrical network constraints, applied on the Belgian power system. The base of the model is optimizing an extensive Unit Commitment (UC) problem through the use of Mixed Integer Linear Programming (MILP). Electrical constraints are incorporated through the implementation of a DC load flow. The model encloses the Belgian power system in a 220 – 380 kV high voltage network (i.e., 93 power plants and 106 nodes). The model features the use of pumping storage facilities as well as the inclusion of spinning reserves in a single optimization process. Solution times of the model stay below reasonable values.

Keywords: Electricity generation modeling, Unit Commitment(UC), Mixed Integer Linear Programming (MILP), DC load flow.

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Authors: Pepin Magnangana Zoko Goyoro, Ibrahim James Moumouni, Sroy Abouty

Abstract:

Orthogonal Frequency Division Multiplexing (OFDM) is an efficient method of data transmission for high speed communication systems. However, the main drawback of OFDM systems is that, it suffers from the problem of high Peak-to-Average Power Ratio (PAPR) which causes inefficient use of the High Power Amplifier and could limit transmission efficiency. OFDM consist of large number of independent subcarriers, as a result of which the amplitude of such a signal can have high peak values. In this paper, we propose an effective reduction scheme that combines DCT and SLM techniques. The scheme is composed of the DCT followed by the SLM using the Riemann matrix to obtain phase sequences for the SLM technique. The simulation results show PAPR can be greatly reduced by applying the proposed scheme. In comparison with OFDM, while OFDM had high values of PAPR –about 10.4dB our proposed method achieved about 4.7dB reduction of the PAPR with low complexities computation. This approach also avoids randomness in phase sequence selection, which makes it simpler to decode at the receiver. As an added benefit, the matrices can be generated at the receiver end to obtain the data signal and hence it is not required to transmit side information (SI).

Keywords: DCT transform, OFDM, PAPR, Riemann matrix, SLM.

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Authors: Hyein Ko

Abstract:

In 2017, many signs of populism occurred around the world. This paper suggests that populism is not a sudden phenomenon, but a manifestation of common people’s will. By analyzing previous research, this paper proposes three factors related to populism: Inequality, experience of economic crisis, and rapid cultural change. With these three elements, four cases will be investigated in this article; two countries experienced populism, and the other two countries did not experience it. Comparing four cases by using three elements will give a fruitful foundation for further analysis regarding populism. In sum, aforementioned three elements are highly related to the occurrence of populism. However, there is one hidden factor: dissatisfaction with established politics. Thus, populism is not a temporal phenomenon. It is a red alert for democratic crisis.

Keywords: Common people, democratic crisis, populism, Trump phenomenon.

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Authors: Dongho Kim, Sung Choi, Kyowoong Pee, Youngsik Cho, Seungwoo Jeong, Soo-Ho Kim

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This study is about the orbital TIG welding robot system which travels on the guide rail installed on the pipe, and welds and tracks the pipe seam using the LVS (Laser Vision Sensor) joint profile data. The orbital welding robot system consists of the robot, welder, controller, and LVS. Moreover we can define the relationship between welding travel speed and wire feed speed, and we can make the linear equation using the maximum and minimum amount of weld metal. Using the linear equation we can determine the welding travel speed and the wire feed speed accurately corresponding to the area of weld captured by LVS. We applied this orbital TIG welding robot system to the stainless steel or duplex pipe on DSME (Daewoo Shipbuilding and Marine Engineering Co. Ltd.,) shipyard and the result of radiographic test is almost perfect. (Defect rate: 0.033%).

Keywords: Adaptive welding, automatic welding, Pipe welding, Orbital welding, Laser vision sensor, LVS, welding D/B.

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Authors: Mingyu Xie, Mietek Brdys

Abstract:

The paper develops a Non-Linear Model Predictive Control (NMPC) of water quality in Drinking Water Distribution Systems (DWDS) based on the advanced non-linear quality dynamics model including disinfections by-products (DBPs). A special attention is paid to the analysis of an impact of the flow trajectories prescribed by an upper control level of the recently developed two-time scale architecture of an integrated quality and quantity control in DWDS. The new quality controller is to operate within this architecture in the fast time scale as the lower level quality controller. The controller performance is validated by a comprehensive simulation study based on an example case study DWDS.

Keywords: Model predictive control, hierarchical control structure, genetic algorithm, water quality with DBPs objectives.

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

This paper presents the design application and reinforcement detailing of 15 storied reinforced concrete shear wall-frame structure based on linear static analysis. Databases are generated for section sizes based on automated structural optimization method utilizing Active-set Algorithm in MATLAB platform. The design constraints of allowable section sizes, capacity criteria and seismic provisions for static loads, combination of gravity and lateral loads are checked and determined based on ASCE 7-10 documents and ACI 318-14 design provision. The result of this study illustrates the efficiency of proposed method, and is expected to provide a useful reference in designing of RC shear wall-frame structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC shear wall-frame structures.

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Authors: Stefan Menzel

Abstract:

As a result of the daily workflow in the design development departments of companies, databases containing huge numbers of 3D geometric models are generated. According to the given problem engineers create CAD drawings based on their design ideas and evaluate the performance of the resulting design, e.g. by computational simulations. Usually, new geometries are built either by utilizing and modifying sets of existing components or by adding single newly designed parts to a more complex design. The present paper addresses the two facets of acquiring components from large design databases automatically and providing a reasonable overview of the parts to the engineer. A unified framework based on the topographic non-negative matrix factorization (TNMF) is proposed which solves both aspects simultaneously. First, on a given database meaningful components are extracted into a parts-based representation in an unsupervised manner. Second, the extracted components are organized and visualized on square-lattice 2D maps. It is shown on the example of turbine-like geometries that these maps efficiently provide a wellstructured overview on the database content and, at the same time, define a measure for spatial similarity allowing an easy access and reuse of components in the process of design development.

Keywords: Design decomposition, topographic non-negative matrix factorization, parts-based representation, self-organization, unsupervised feature extraction.

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Authors: Walter Hussak

Abstract:

We present an operator for a propositional linear temporal logic over infinite schedules of iterated transactions, which, when applied to a formula, asserts that any schedule satisfying the formula is serializable. The resulting logic is suitable for specifying and verifying consistency properties of concurrent transaction management systems, that can be defined in terms of serializability, as well as other general safety and liveness properties. A strict form of serializability is used requiring that, whenever the read and write steps of a transaction occurrence precede the read and write steps of another transaction occurrence in a schedule, the first transaction must precede the second transaction in an equivalent serial schedule. This work improves on previous work in providing a propositional temporal logic with a serializability operator that is of the same PSPACE complete computational complexity as standard propositional linear temporal logic without a serializability operator.

Keywords: Temporal logic, iterated transactions, serializability.

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Authors: Atefeh Hekmat, Abolfazl Barati, Ebrahim Vasheghani Frahani, Ali Afraz

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In modern agriculture, polymeric hydrogels are known as a component able to hold an amount of water due to their 3-dimensional network structure and their tendency to absorb water in humid environments. In addition, these hydrogels are able to controllably release the fertilisers and pesticides loaded in them. Therefore, they deliver these materials to the plants' roots and help them with growing. These hydrogels also reduce the pollution of underground water sources by preventing the active components from leaching. In this study, sIPN acrylamide based hydrogels are synthesised by using acrylamide free radical, potassium acrylate, and linear polyvinyl alcohol. Ammonium nitrate is loaded in the hydrogel as the fertiliser. The effect of various amounts of monomers and linear polymer, measured in molar ratio, on the swelling rate, equilibrium swelling, and release of ammonium nitrate is studied.

Keywords: Hydrogel, controlled release, ammonium nitrate fertiliser, sIPN.

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Authors: Mohamed Essahafi, Mustapha Ait Lafkih

Abstract:

In industrial environments, the heat exchanger is a necessary component to any strategy of energy conversion. Much of thermal energy used in industrial processes passes at least one times by a heat exchanger, and methods systems recovering thermal energy. This survey paper tries to presents in a systemic way an sample control of a heat exchanger by comparison between three controllers LQR (linear quadratic regulator), PID (proportional, integrator and derivate) and Pole Placement. All of these controllers are used mainly in industrial sectors (chemicals, petrochemicals, steel, food processing, energy production, etc…) of transportation (automotive, aeronautics), but also in the residential sector and tertiary (heating, air conditioning, etc...) The choice of a heat exchanger, for a given application depends on many parameters: field temperature and pressure of fluids, and physical properties of aggressive fluids, maintenance and space. It is clear that the fact of having an exchanger appropriate, well-sized, well made and well used allows gain efficiency and energy processes.

Keywords: LQR linear-quadratic regulator, PID control, Pole Placement, Heat exchanger.

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Authors: Paras Ram, Vikas Kumar

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An attempt has been made to study the effect of rotation on incompressible, electrically non-conducting ferrofluid in porous medium on Axi-symmetric steady flow over a rotating disk excluding thermal effects. Here, we solved the boundary layer equations with boundary conditions using Neuringer-Rosensweig model considering the z-axis as the axis of rotation. The non linear boundary layer equations involved in the problem are transformed to the non linear coupled ordinary differential equations by Karman's transformation and solved by power series approximations. Besides numerically calculating the velocity components and pressure for different values of porosity parameter with the variation of Karman's parameter we have also calculated the displacement thickness of boundary layer, the total volume flowing outward the z-axis and angle between wall and ferrofluid. The results for all above variables are obtained numerically and discussed graphically.

Keywords: Ferrofluid, magnetic field porous medium, rotating disk.

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Authors: Tin Lai Win, Nant Christina Kyaw

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This paper is taken into consideration the problem of cryptanalysis of stream ciphers. There is some attempts need to improve the existing attacks on stream cipher and to make an attempt to distinguish the portions of cipher text obtained by the encryption of plain text in which some parts of the text are random and the rest are non-random. This paper presents a tutorial introduction to symmetric cryptography. The basic information theoretic and computational properties of classic and modern cryptographic systems are presented, followed by an examination of the application of cryptography to the security of VoIP system in computer networks using LFSR algorithm. The implementation program will be developed Java 2. LFSR algorithm is appropriate for the encryption and decryption of online streaming data, e.g. VoIP (voice chatting over IP). This paper is implemented the encryption module of speech signals to cipher text and decryption module of cipher text to speech signals.

Keywords: Linear Feedback Shift Register.

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Authors: S. Priyanto, E.P Friandi

Abstract:

Yogyakarta, as the capital city of Yogyakarta Province, has important roles in various sectors that require good provision of public transportation system. Ideally, a good transportation system should be able to accommodate the amount of travel demand. This research attempts to develop a trip generation model to predict the number of public transport passenger in Yogyakarta city. The model is built by using multiple linear regression analysis, which establishes relationship between trip number and socioeconomic attributes. The data consist of primary and secondary data. Primary data was collected by conducting household surveys which randomly selected. The resulted model is further applied to evaluate the existing TransJogja, a new Bus Rapid Transit system serves Yogyakarta and surrounding cities, shelters.

Keywords: Multiple linear regression, shelter evaluation, travel demand, trip generation.

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Authors: Qian Wang, Sylvain Lassalle, Antony R. Mileham, Geraint W. Owen

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This paper mathematically analyses the varying magnitude of production loss, which may occur due to idle time (inprocess waiting time and traveling time) on a linear walking worker assembly line. Within this flexible and reconfigurable assembly system, each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish and then travels back to the first station to start the assembly of a new product. This strategy of system design attempts to combine the flexibility of the U-shaped moving worker assembly cell with the efficiency of the conventional fixed worker assembly line. The paper aims to evaluate the effect of idle time that may offset the labor efficiency of each walking worker providing an insight into the mechanism of such a flexible and reconfigurable assembly system.

Keywords: Production lines, manufacturing systems, assemblysystems, walking workers.

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Authors: Chao He, Shunhua Zhou, Peijun Guo

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The vast majority of existing underground railway lines consist of twin tunnels. In this paper, the dynamic interaction between two neighboring tunnels in a layered half-space is investigated by an analytical model. The two tunnels are modelled as cylindrical thin shells, while the soil in the form of a layered half-space with two cylindrical cavities is simulated by the elastic continuum theory. The transfer matrix method is first used to derive the relationship between the plane wave vectors in arbitrary layers and the source layer. Thereafter, the wave translation and transformation are introduced to determine the plane and cylindrical wave vectors in the source layer. The solution for the dynamic interaction between twin tunnels in a layered half-space is obtained by means of the compatibility of displacements and equilibrium of stresses on the two tunnel–soil interfaces. By coupling the proposed model with a fully track model, the train-induced vibrations from twin tunnels in a multi-layered half-space are investigated. The numerical results demonstrate that the existence of a neighboring tunnel has a significant effect on ground vibrations.

Keywords: Underground railway, twin tunnels, wave translation and transformation, transfer matrix method.

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Authors: Shen Weishou, Ji Di, Zhang Hui, Yan Shouguang, Li Haidong, Lin Naifeng

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Based on a long-term vegetation index dataset of NDVI and meteorological data from 68 meteorological stations in the Qinghai-Tibet plateau and their relations with major climate factors were analyzed. The results show the following: 1) The linear trends of temperature in the Qinghai-Tibet plateau indicate that the temperature in the plateau generally increased, but it rose faster in the last 20 years. 2) The most significant NDVI increase occurred in the eastern and southern plateau. However, the western and northern plateau demonstrate a decreasing trend. 3) There is a significant positive linear correlation between NDVI and temperature and a negative correlation between NDVI and mean wind speed. However, no significant statistical relationship was found between NDVI and relative humidity, precipitation or sunshine duration.4) The changes in NDVI for the plateau are driven by temperature-precipitation, but for the desert and forest areas, the relation changes to precipitation-temperature-wind velocity and wind velocity-temperature-precipitation.

Keywords: Qinghai-Tibet plateau, NDVI, climate warming.

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Authors: Ioan Popa, Radu Lupu, Cristiana Tudor

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In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.

Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.

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Authors: Artion Kashuri, Rozana Liko

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In this paper, some generalization integral inequalities of Hermite–Hadamard type for functions whose derivatives are s–convex in modulus are given by using k–fractional integrals. Some applications to special means are obtained as well. Some known versions are recovered as special cases from our results. We note that our inequalities can be viewed as new refinements of the previous results. Finally, our results have a deep connection with various fractional integral operators and interested readers can find new interesting results using our idea and technique as well.

Keywords: Hermite–Hadamard’s inequalities, k–Riemann–Liouville fractional integral, H¨older’s inequality, Special means.

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Authors: Fathi Abubrig, Mohamed Delfag, Suad M. Abuzariba

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The influence of the crystal field interactions on the mixed spin-3/2 and spin-5/2 ferrimagnetic Ising system is considered by using the mean field theory based on Bogoliubov inequality for the Gibbs free energy. The ground-state phase diagram is constructed, the phase diagrams of the second-order critical temperatures are obtained, and the thermal variation of the sublattice magnetizations is investigated in detail. We find some interesting phenomena for the sublattice magnetizations at particular values of the crystal field interactions.

Keywords: Crystal field, Ising system, Ferrimagnetic, magnetization, phase diagrams.

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