Search results for: single minute exchange of dies
1228 Speaker Identification by Atomic Decomposition of Learned Features Using Computational Auditory Scene Analysis Principals in Noisy Environments
Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic
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Speaker recognition is performed in high Additive White Gaussian Noise (AWGN) environments using principals of Computational Auditory Scene Analysis (CASA). CASA methods often classify sounds from images in the time-frequency (T-F) plane using spectrograms or cochleargrams as the image. In this paper atomic decomposition implemented by matching pursuit performs a transform from time series speech signals to the T-F plane. The atomic decomposition creates a sparsely populated T-F vector in “weight space” where each populated T-F position contains an amplitude weight. The weight space vector along with the atomic dictionary represents a denoised, compressed version of the original signal. The arraignment or of the atomic indices in the T-F vector are used for classification. Unsupervised feature learning implemented by a sparse autoencoder learns a single dictionary of basis features from a collection of envelope samples from all speakers. The approach is demonstrated using pairs of speakers from the TIMIT data set. Pairs of speakers are selected randomly from a single district. Each speak has 10 sentences. Two are used for training and 8 for testing. Atomic index probabilities are created for each training sentence and also for each test sentence. Classification is performed by finding the lowest Euclidean distance between then probabilities from the training sentences and the test sentences. Training is done at a 30dB Signal-to-Noise Ratio (SNR). Testing is performed at SNR’s of 0 dB, 5 dB, 10 dB and 30dB. The algorithm has a baseline classification accuracy of ~93% averaged over 10 pairs of speakers from the TIMIT data set. The baseline accuracy is attributable to short sequences of training and test data as well as the overall simplicity of the classification algorithm. The accuracy is not affected by AWGN and produces ~93% accuracy at 0dB SNR.
Keywords: Time-frequency plane, atomic decomposition, envelope sampling, Gabor atoms, matching pursuit, sparse dictionary learning, sparse autoencoder.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15701227 A Holistic Approach for Technical Product Optimization
Authors: H. Lang, M. Bader, A. Buchroithner
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Holistic methods covering the development process as a whole – e.g. systems engineering – have established themselves in product design. However, technical product optimization, representing improvements in efficiency and/or minimization of loss, usually applies to single components of a system. A holistic approach is being defined based on a hierarchical point of view of systems engineering. This is subsequently presented using the example of an electromechanical flywheel energy storage system for automotive applications.Keywords: Design, product development, product optimization, systems engineering, flywheel energy storage.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26521226 Cross-Border Shopping Motivation, Behaviours and Ethnocentrism of Malaysian in Hatyai, Thailand
Authors: Wanwisa Kuncharin, Badaruddin Mohamed
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There have been few studies of cross-border shopping. However, many have focused on macroeconomic effects rather than on discovering the motivation and behaviour of cross-border shoppers who purchase abroad. Hatyai, Thailand is located about 30 km from the Malaysian border. The statistics reports that each year more than 400,000 Malaysian visitors visited Hatyai. The aims of this study are fourfold: (1) to investigate factors motivating cross-border shoppers to shop in Hatyai, Thailand; (2) to examine the relationship between ethnicity and shopper ethnocentrism; (3) to discover the impact of shopper ethnocentrism on foreign product judgment; and (4) to explore the impact of shopper ethnocentrism on the willingness to buy foreign products. The results reveal that the three most popular consumption items were food and beverages, clothing, and grocery products. Factor analysis shows that the three key reasons for choosing Hatyai as the cross-border shopping destination included product and store, close distance, and low exchange rate. Moreover, there were significant differences in ethnocentrism by three ethnic groups. Shopper ethnocentrism had a significant negative correlation with foreign product judgment, while shopper ethnocentrism was not significantly correlated with willingness to buy foreign products.
Keywords: Cross-border shopping behaviours, Malaysian shoppers, Ethnocentrism, Hatyai, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38681225 Numerical Investigation of Hygrothermal Behavior on Porous Building Materials
Authors: Faiza Mnasri, Kamilia Abahri, Mohammed El Ganaoui, Slimane Gabsi
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Most of the building materials are considered porous, and composed of solid matrix and pores. In the pores, the moisture can be existed in two phases: liquid and vapor. Thus, the mass balance equation is comprised of various moisture driving potentials that translate the movement of the different existing phases occupying pores and the hygroscopic behavior of a porous construction material. This study suggests to resolve a hygrothermal mathematical model of heat and mass transfers in different porous building materials by a numerical investigation. Thereby, the evolution of temperature and moisture content fields has been processed. So, numerous series of hygrothermal calculation on several cases of wall are exposed. Firstly, a case of monolayer wall of massive wood has been treated. In this part, we have compared the numerical solution of the model on one and two dimensions and the effect of dimensional space has been evaluated. In the second case, three building materials (concrete, wood fiberboard and wooden insulation) are tested separately with the same boundary conditions and their hygrothermal behavior are compared. The evaluation of the exchange of heat and air at the interface between the wall and the interior ambiance is carried.Keywords: Building materials, heat transfer, moisture diffusion, numerical solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15481224 Nitrogen Dynamics and Removal by Algal Turf Scrubber under High Ammonia and Organic Matter Loading in a Recirculating Aquaculture System
Authors: Joshua S. Valeta, Marc C. Verdegem
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A study was undertaken to assess the potential of an Algal Turf Scrubber to remove nitrogen from aquaculture effluent to reduce environmental pollution. High total ammonia nitrogen concentrations were introduced to an Algal Turf Scrubber developed under varying hydraulic surface loading rates of African catfish (Clarius gariepinus) effluent in a recirculating aquaculture system. Nutrient removal rates were not affected at total suspended solids concentration of up to 0.04g TSS/l (P > 0.05). Nitrogen removal rates 0.93-0.99g TAN/m²/d were recorded at very high loading rates 3.76-3.81 g TAN/m²/d. Total ammonia removal showed ½ order kinetics between 1.6 to 2.3mg/l Total Ammonia Nitrogen concentrations. Nitrogen removal increased with its loading, which increased with hydraulic surface loading rate. Total Ammonia Nitrogen removal by Algal turf scrubber was higher than reported values for fluidized bed filters and trickling filters. The algal turf scrubber also effectively removed nitrate thereby reducing the need for water exchange.Keywords: Algal turf, loading rate, nitrogen, organic matter, removal rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22201223 Design of MBMS Client Functions in the Mobile
Authors: Jaewook Shin, Aesoon Park
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MBMS is a unidirectional point-to-multipoint bearer service in which data are transmitted from a single source entity to multiple recipients. For a mobile to support the MBMS, MBMS client functions as well as MBMS radio protocols should be designed and implemented. In this paper, we analyze the MBMS client functions and describe the implementation of them in our mobile test-bed. User operations and signaling flows between protocol entities to control the MBMS functions are designed in detail. Service announcement utilizing the file download MBMS service and four MBMS user services are demonstrated in the test-bed to verify the MBMS client functions.Keywords: BM-SC, Broadcast, MBMS, Mobile, Multicast.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19301222 Money Laundering and Financing of Terrorism
Authors: C. Mallada Fernández
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Economic development and globalization of international markets have created a favourable atmosphere for the emergence of new forms of crime such as money laundering or financing of terrorism, which may contribute to destabilized and damage economic systems. In particular, money laundering have acquired great importance since the 11S attacks, what has caused on the one hand, the establishment and development of preventive measures and, on the other hand, a progressive hardening of penal measures. Since then, the regulations imposed to fight against money laundering have been viewed as key components also in the fight against terrorist financing. Terrorism, at the beginning, was a “national” crime connected with internal problems of the State (for instance the RAF in Germany or ETA in Spain) but in the last 20 years has started to be an international problem that is connected with the defence and security of the States. Therefore, the new strategic concept for the defense and security of NATO has a comprehensive list of security threats to the Alliance, such as terrorism, international instability, money laundering or attacks on cyberspace, among others. With this new concept, money laundering and terrorism has become a priority in the national defense.
In this work we will analyze the methods to combat these new threats to the national security. We will study the preventive legislations to combat money laundering and financing of terrorism, the UIF that exchange information between States, and the hawala-Banking.
Keywords: Control of financial flows, money laundering, terrorism, financing of terrorism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28821221 Pressure Induced Isenthalpic Oscillations with Condensation and Evaporation in Saturated Two-Phase Fluids
Authors: Joel V. Madison, Hans E. Kimmel
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Saturated two-phase fluid flows are often subject to pressure induced oscillations. Due to compressibility the vapor bubbles act as a spring with an asymmetric non-linear characteristic. The volume of the vapor bubbles increases or decreases differently if the pressure fluctuations are compressing or expanding; consequently, compressing pressure fluctuations in a two-phase pipe flow cause less displacement in the direction of the pipe flow than expanding pressure fluctuations. The displacement depends on the ratio of liquid to vapor, the ratio of pressure fluctuations over average pressure and on the exciting frequency of the pressure fluctuations. In addition, pressure fluctuations in saturated vapor bubbles cause condensation and evaporation within the bubbles and change periodically the ratio between liquid to vapor, and influence the dynamical parameters for the oscillation. The oscillations are conforming to an isenthalpic process at constant enthalpy with no heat transfer and no exchange of work. The paper describes the governing non-linear equation for twophase fluid oscillations with condensation and evaporation, and presents steady state approximate solutions for free and for pressure induced oscillations. Resonance criteria and stability are discussed.Keywords: condensation, evaporation, non-linear oscillations, pressure induced, two-phase flow
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14941220 Study on the Characteristics of the Measurement System for pH Array Sensors
Authors: Jung-Chuan Chou, Wei-Lun Hsia
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A measurement system for pH array sensors is introduced to increase accuracy, and decrease non-ideal effects successfully. An array readout circuit reads eight potentiometric signals at the same time, and obtains an average value. The deviation value or the extreme value is counteracted and the output voltage is a relatively stable value. The errors of measuring pH buffer solutions are decreased obviously with this measurement system, and the non-ideal effects, drift and hysteresis, are lowered to 1.638mV/hr and 1.118mV, respectively. The efficiency and stability are better than single sensor. The whole sensing characteristics are improved.Keywords: Array sensors, measurement system, non-ideal effects, pH sensor, readout circuit.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16951219 X-ray Pulse Profiles of PSR J0538+2817
Authors: Kun Tao Zhao, Na Wang, Jian Ping Yuan
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This paper reports our analysis of 163 ks observations of PSR J0538+2817 with the Rossi X-Ray Timing Explorer (RXTE).The pulse profiles, detected up to 60 keV, show a single peak asin the case for radio frequency. The profile is well described by one Gaussians function with full width at half maximum (FWHM) 0.04794. We compared the difference of arrival time between radio and X-ray pulse profiles for the first time. It turns out that the phase of radio emits precede the X-ray by 8.7 ± 4.5 ms. Furthermore we obtained the pulse profiles in the energy ranges of 2.29-6.18 keV, 6.18-12.63 keV and 12.63-17.36 keV. The intensity of pulses decreases with the increasing energy range. We discuss the emission geometry in our work.Keywords: RXTE, X-ray pulsars, PSR J0538+2817.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16261218 A Multi Cordic Architecture on FPGA Platform
Authors: Ahmed Madian, Muaz Aljarhi
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Coordinate Rotation Digital Computer (CORDIC) is a unique digital computing unit intended for the computation of mathematical operations and functions. This paper presents A multi CORDIC processor that integrates different CORDIC architectures on a single FPGA chip and allows the user to select the CORDIC architecture to proceed with based on what he wants to calculate and his needs. Synthesis show that radix 2 CORDIC has the lowest clock delay, radix 8 CORDIC has the highest LUT usage and lowest register usage while Hybrid Radix 4 CORDIC had the highest clock delay.
Keywords: Multi, CORDIC, FPGA, Processor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27021217 Suggestion for Malware Detection Agent Considering Network Environment
Authors: Ji-Hoon Hong, Dong-Hee Kim, Nam-Uk Kim, Tai-Myoung Chung
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Smartphone users are increasing rapidly. Accordingly, many companies are running BYOD (Bring Your Own Device: Policies to bring private-smartphones to the company) policy to increase work efficiency. However, smartphones are always under the threat of malware, thus the company network that is connected smartphone is exposed to serious risks. Most smartphone malware detection techniques are to perform an independent detection (perform the detection of a single target application). In this paper, we analyzed a variety of intrusion detection techniques. Based on the results of analysis propose an agent using the network IDS.
Keywords: Android malware detection, software-defined network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9261216 Stochastic Repair and Replacement with a Single Repair Channel
Authors: Mohammed A. Hajeeh
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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.Keywords: Repairable models, imperfect, availability, exponential distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8541215 AGENTMAP: A Conceptual Meta-Model of Interacting Simulations
Authors: Thomas M. Prinz Wilhelm R. Rossak, Kai Gebhardt
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A straightforward and intuitive combination of single simulations into an aggregated master-simulation is not trivial. There are lots of problems, which trigger-specific difficulties during the modeling and execution of such a simulation. In this paper we identify these problems and aim to solve them by mapping the task to the field of multi agent systems. The solution is a new meta-model named AGENTMAP, which is able to mitigate most of the problems and to support intuitive modeling at the same time. This meta-model will be introduced and explained on basis of an example from the e-commerce domain.
Keywords: Multi Agent System, Agent-based Simulation, Distributed Systems, Meta-models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18781214 An Integrated Supply Chain Management to Manufacturing Industries
Authors: Kittipong Tissayakorn, Fumio Akagi, Yu Song
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Manufacturers have been exploring innovative strategies to achieve and sustain competitive advantages as they face a new era of intensive global competition. Such strategy is known as Supply Chain Management (SCM), which has gained a tremendous amount of attention from both researchers and practitioners over the last decade. Supply chain management (SCM) is considered as the most popular operating strategy for improving organizational competitiveness in the twenty-first century. It has attracted a lot of attention recently due to its role involving all of the activities in industrial organizations, ranging from raw material procurement to final product delivery to customers. Well-designed supply chain systems can substantially improve efficiency and product quality, and eventually enhance customer satisfaction and profitability. In this paper, a manufacturing engineering perspective on supply chain integration is presented. Research issues discussed include the product and process design for the supply chain, design evaluation of manufacturing in the supply chain, agent-based techniques for supply chain integration, intelligent information for sharing across the supply chain, and a development of standards for product, process, and production data exchange to facilitate electronic commerce. The objective is to provide guidelines and references for manufacturing engineers and researchers interested in supply chain integration.
Keywords: Supply Chain, Supply Chain Management, Supply Chain Integration, Manufacturing Industries.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39861213 Novelist Calls Out Poemist: A Psycholinguistic and Contrastive Analysis of the Errors in Turkish EFL Learners- Interlanguage
Authors: Mehmet Ozcan
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This study is designed to investigate errors emerged in written texts produced by 30 Turkish EFL learners with an explanatory, and thus, qualitative perspective. Erroneous language elements were identified by the researcher first and then their grammaticality and intelligibility were checked by five native speakers of English. The analysis of the data showed that it is difficult to claim that an error stems from only one single factor since different features of an error are triggered by different factors. Our findings revealed two different types of errors: those which stem from the interference of L1 with L2 and those which are developmental ones. The former type contains more global errors whereas the errors in latter type are more intelligible.
Keywords: Contrastive analysis, Error analysis, Language acquisition, Language transfer, Turkish
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21061212 Equipment Design for Lunar Lander Landing-Impact Test
Authors: Xiaohuan Li, Wangmin Yi, Xinghui Wu
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In order to verify the performance of lunar lander structure, landing-impact test is urgently needed. And the test equipment is necessary for the test. The functions and the key points of the equipment are presented to satisfy the requirements of the test, and the design scheme is proposed. The composition, the major function and the critical parts’ design of the equipment are introduced. By the load test of releasing device and single-beam hoist, and the compatibility test of landing-impact testing system, the rationality and reliability of the equipment is proved.
Keywords: Landing-impact test, lunar lander, releasing device, test equipment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18271211 Swiss Scientific Society for Developing Countries: A Concept of Relationship
Authors: Jawad Alzeer
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Cultural setup is varied from country to country and nation to nation, but the ability to adapt successfully to the new cultural setup may pave the way toward the development of cultural intelligence. Overcoming differences may require to build up our personality with the ability to learn, exchange thoughts, and have a constructive dream. Adaptation processes can be accelerated if we effectively utilize our cultural diversity. This can be done through a unified body or society; people with common goals can collectively work to satisfy their values. Narrowing the gap between developed and developing countries is of prime importance. Many international organizations are trying to resolve these issues by rational and peaceful means. Failing to understand the cultural differences, mentalities, strengths and weaknesses of developed and developing countries led to the collapse of many partnerships. Establishment of a neutral body influenced by developed countries intellectuality and developing countries personality may offer a better understanding and reasonable solutions, suggestions, advice that may assist in narrowing gaps and promote-strengthening relationship between developed and developing countries. The key issues, goals, and potential concepts associated with initiating Swiss scientific society for developing countries as a model to facilitate integration of highly skilled scientists are discussed.
Keywords: Cultural diversity, developing countries, integration, Switzerland.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16211210 The Effect of Board Composition and Ownership Concentration on Earnings Management: Evidence from IRAN
Authors: F. Rahnamay Roodposhti, S. A. Nabavi Chashmi
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The role of corporate governance is to reduce the divergence of interests between shareholders and managers. The role of corporate governance is more useful when managers have an incentive to deviate from shareholders- interests. One example of management-s deviation from shareholders- interests is the management of earnings through the use of accounting accruals. This paper examines the association between corporate governance internal mechanisms ownership concentration, board independence, the existence of CEO-Chairman duality and earnings management. Firm size and leverage are control variables. The population used in this study comprises firms listed on the Tehran Stock Exchange (TSE) between 2004 and 2008, the sample comprises 196 firms. Panel Data method is employed as technique to estimate the model. We find that there is negative significant association between ownership concentration and board independence manage earnings with earnings management, there is negative significant association between the existence of CEO-Chairman duality and earnings management. This study also found a positive significant association between control variable (firm size and leverage) and earnings management.Keywords: Earnings management, board independence, ownership concentration, corporate governance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39191209 Application of Artificial Intelligence Techniques for Dissolved Gas Analysis of Transformers-A Review
Authors: Deepika Bhalla, Raj Kumar Bansal, Hari Om Gupta
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The gases generated in oil filled transformers can be used for qualitative determination of incipient faults. The Dissolved Gas Analysis has been widely used by utilities throughout the world as the primarily diagnostic tool for transformer maintenance. In this paper, various Artificial Intelligence Techniques that have been used by the researchers in the past have been reviewed, some conclusions have been drawn and a sequential hybrid system has been proposed. The synergy of ANN and FIS can be a good solution for reliable results for predicting faults because one should not rely on a single technology when dealing with real–life applications.Keywords: Dissolved Gas Analysis, Artificial IntelligenceTechniques, Incipient Faults, Transformer Fault Diagnosis, andHybrid Systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40651208 A Comparison of Exact and Heuristic Approaches to Capital Budgeting
Authors: Jindřiška Šedová, Miloš Šeda
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This paper summarizes and compares approaches to solving the knapsack problem and its known application in capital budgeting. The first approach uses deterministic methods and can be applied to small-size tasks with a single constraint. We can also apply commercial software systems such as the GAMS modelling system. However, because of NP-completeness of the problem, more complex problem instances must be solved by means of heuristic techniques to achieve an approximation of the exact solution in a reasonable amount of time. We show the problem representation and parameter settings for a genetic algorithm framework.Keywords: Capital budgeting, knapsack problem, GAMS, heuristic method, genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17391207 A Direct Down-conversion Receiver for Low-power Wireless Sensor Networks
Authors: Gianluca Cornetta, Abdellah Touhafi, David J. Santos, Jose Manuel Vazquez
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A direct downconversion receiver implemented in 0.13 μm 1P8M process is presented. The circuit is formed by a single-end LNA, an active balun for conversion into balanced mode, a quadrature double-balanced passive switch mixer and a quadrature voltage-controlled oscillator. The receiver operates in the 2.4 GHz ISM band and complies with IEEE 802.15.4 (ZigBee) specifications. The circuit exhibits a very low noise figure of only 2.27 dB and dissipates only 14.6 mW with a 1.2 V supply voltage and is hence suitable for low-power applications.
Keywords: LNA, Active Balun, Passive Mixer, VCO, IEEE 802.15.4(ZigBee).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23501206 Consistency Model and Synchronization Primitives in SDSMS
Authors: Dalvinder Singh Dhaliwal, Parvinder S. Sandhu, S. N. Panda
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This paper is on the general discussion of memory consistency model like Strict Consistency, Sequential Consistency, Processor Consistency, Weak Consistency etc. Then the techniques for implementing distributed shared memory Systems and Synchronization Primitives in Software Distributed Shared Memory Systems are discussed. The analysis involves the performance measurement of the protocol concerned that is Multiple Writer Protocol. Each protocol has pros and cons. So, the problems that are associated with each protocol is discussed and other related things are explored.
Keywords: Distributed System, Single owner protocol, Multiple owner protocol
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13901205 Accuracy of Divergence Measures for Detection of Abrupt Changes
Authors: P. Bergl
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Numerous divergence measures (spectral distance, cepstral distance, difference of the cepstral coefficients, Kullback-Leibler divergence, distance given by the General Likelihood Ratio, distance defined by the Recursive Bayesian Changepoint Detector and the Mahalanobis measure) are compared in this study. The measures are used for detection of abrupt spectral changes in synthetic AR signals via the sliding window algorithm. Two experiments are performed; the first is focused on detection of single boundary while the second concentrates on detection of a couple of boundaries. Accuracy of detection is judged for each method; the measures are compared according to results of both experiments.Keywords: Abrupt changes detection, autoregressive model, divergence measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14491204 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 7351203 A Study of Filmmakers Interaction through Social Exchange Theory
Authors: Perumal, V., Hassan, H., Bolong, J., Osman, M. N.
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Film, as an art form playing a vital role and is a powerful tool in documenting, influencing and shaping the society. Films are the collective creation of a large number of separate individuals, each contributing with creative input, unique talents, and technical expertise to the project. Recently, the Malaysian Independent (or “Indie") filmmakers have made their presence felt by winning awards at various international film festivals. Working in the digital video (DV) format, a number of independent filmmakers really hit their stride with a range of remarkably strong titles and international recognition has been quick in coming and their works are now regularly in exhibition or in competition, winning many top prizes at prestigious festivals around the world. The interaction factors among crewmembers are emphasized as imperative for group success. An in-depth interview is conducted to analyze the social interactions and exchanges between filmmakers through Social Exchanges Theory (SET). Certainly the new millennium that was marked as the digital technology revolution has changed the face of filmmaking in Malaysia. There is a clear need to study the Malaysian independent cinema especially from the perspective of understanding what causes the independent filmmakers to work so well given all of the difficulties and constraints.
Keywords: Digital filmmaking, technology, interaction, crewmembers, cinema, independent filmmaker.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21061202 Data Preprocessing for Supervised Leaning
Authors: S. B. Kotsiantis, D. Kanellopoulos, P. E. Pintelas
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Many factors affect the success of Machine Learning (ML) on a given task. The representation and quality of the instance data is first and foremost. If there is much irrelevant and redundant information present or noisy and unreliable data, then knowledge discovery during the training phase is more difficult. It is well known that data preparation and filtering steps take considerable amount of processing time in ML problems. Data pre-processing includes data cleaning, normalization, transformation, feature extraction and selection, etc. The product of data pre-processing is the final training set. It would be nice if a single sequence of data pre-processing algorithms had the best performance for each data set but this is not happened. Thus, we present the most well know algorithms for each step of data pre-processing so that one achieves the best performance for their data set.Keywords: Data mining, feature selection, data cleaning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 60911201 Association between Single Nucleotide Polymorphism of Calpain1 Gene and Meat Tenderness Traits in Different Genotypes of Chicken: Malaysian Native and Commercial Broiler Line
Authors: Abtehal Y. Anaas, Mohd. Nazmi Bin Abd. Manap
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Meat Tenderness is one of the most important factors affecting consumers' assessment of meat quality. Variation in meat tenderness is genetically controlled and varies among breeds, and it is also influenced by environmental factors that can affect its creation during rigor mortis and postmortem. The final postmortem meat tenderization relies on the extent of proteolysis of myofibrillar proteins caused by the endogenous activity of the proteolytic calpain system. This calpain system includes different calcium-dependent cysteine proteases, and an inhibitor, calpastatin. It is widely accepted that in farm animals including chickens, the μ-calpain gene (CAPN1) is a physiological candidate gene for meat tenderness. This study aimed to identify the association of single nucleotide polymorphism (SNP) markers in the CAPN1 gene with the tenderness of chicken breast meat from two Malaysian native and commercial broiler breed crosses. Ten, five months old native chickens and ten, 42 days commercial broilers were collected from the local market and breast muscles were removed two hours after slaughter, packed separately in plastic bags and kept at -20ºC for 24 h. The tenderness phenotype for all chickens’ breast meats was determined by Warner-Bratzler Shear Force (WBSF). Thawing and cooking losses were also measured in the same breast samples before using in WBSF determination. Polymerase chain reaction (PCR) was used to identify the previously reported C7198A and G9950A SNPs in the CAPN1 gene and assess their associations with meat tenderness in the two breeds. The broiler breast meat showed lower shear force values and lower thawing loss rates than the native chickens (p<0.05), whereas there were similar in the rates of cooking loss. The study confirms some previous results that the markers CAPN1 C7198A and G9950A were not significantly associated with the variation in meat tenderness in chickens. Therefore, further study is needed to confirm the functional molecular mechanism of these SNPs and evaluate their associations in different chicken populations.
Keywords: CAPNl, chicken, meat tenderness, meat quality, SNPs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16001200 Study on the Effect of Bolt Locking Method on the Deformation of Bipolar Plate in PEMFC
Authors: Tao Chen, ShiHua Liu, JiWei Zhang
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Assembly of the proton exchange membrane fuel cells (PEMFC) has a very important influence on its performance and efficiency. The various components of PEMFC stack are usually locked and fixed by bolts. Locking bolt will cause the deformation of the bipolar plate and the other components, which will affect directly the deformation degree of the integral parts of the PEMFC as well as the performance of PEMFC. This paper focuses on the object of three-cell stack of PEMFC. Finite element simulation is used to investigate the deformation of bipolar plate caused by quantity and layout of bolts, bolt locking pressure, and bolt locking sequence, etc. Finally, we made a conclusion that the optimal combination packaging scheme was adopted to assemble the fuel cell stack. The scheme was in use of 3.8 MPa locking pressure imposed on the fuel cell stack, type Ⅱ of four locking bolts and longitudinal locking method. The scheme was obtained by comparatively analyzing the overall displacement contour of PEMFC stack, absolute displacement curve of bipolar plate along the given three paths in the Z direction and the polarization curve of fuel cell. The research results are helpful for the fuel cell stack assembly.
Keywords: Bipolar plate, deformation, finite element simulation, fuel cell, locking bolt.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8341199 Travel Time Model for Cylinder Type Parking System
Authors: Jing Zhang, Jie Chen
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In this paper, we mainly analyze an automated parking system where the storage and retrieval requests are performed by a tower crane. In this parking system, the S/R crane which is located at the middle of the bottom of the cylinder parking area can rotate in both clockwise and counterclockwise and three kinds of movements can be done simultaneously. We develop some mathematical travel time models for the single command cycle under the random storage assignment using the characteristics of this system. Finally, we compare these travel models with discrete case and it is shown that these travel models display a good satisfactory performance.Keywords: Parking system, travel time model, tower crane.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 793