Search results for: Cellular neural networks

Authors: Dai Miyamoto

Abstract:

This paper examines the factors, which determine R&D outsourcing behaviour at Japanese firms, from the viewpoints of transaction cost and strategic management, since the latter half of the 1990s. This study uses empirical analysis, which involves the application of large-sample data. The principal findings of this paper are listed below. Firms that belong to a wider corporate group are more active in executing R&D outsourcing activities. Diversification strategies such as the expansion of product and sales markets have a positive effect on the R&D outsourcing behaviour of firms. Moreover, while quantitative R&D resources have positive influences on R&D outsourcing, qualitative indices have no effect. These facts suggest that R&D outsourcing behaviour of Japanese firms are consistent with the two perspectives of transaction cost and strategic management. Specifically, a conventional corporate group network plays an important role in R&D outsourcing behaviour. Firms that execute R&D outsourcing leverage 'old' networks to construct 'new' networks and use both networks properly.

Keywords: Corporate Group Networks, R&D Outsourcing, Strategic Management Perspective, Transaction Cost Perspective.

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Authors: Amandeep Singh Dhaliwal

Abstract:

Networking solutions, particularly wireless local area networks have revolutionized the technological advancement. Wireless Local Area Networks (WLANs) have gained a lot of popularity as they provide location-independent network access between computing devices. There are a number of access methods used in Wireless Networks among which DCF and PCF are the fundamental access methods. This paper emphasizes on the impact of DCF and PCF access mechanisms on the performance of the IEEE 802.11a, 802.11b and 802.11g standards. On the basis of various parameters viz. throughput, delay, load etc performance is evaluated between these three standards using above mentioned access mechanisms. Analysis revealed a superior throughput performance with low delays for 802.11g standard as compared to 802.11 a/b standard using both DCF and PCF access methods.

Keywords: DCF, IEEE, PCF, WLAN.

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Authors: Rade M. Ciric

Abstract:

The paper shows the development and implementation of the syllabus of the subject 'Distribution and Industrial Networks', attended by the vocational specialist Year 4 students of the Electric Power Engineering study programme at the Higher Education Technical School of Vocational Studies in Novi Sad. The aim of the subject is to equip students with the knowledge necessary for planning, exploitation and management of distributive and industrial electric power networks in an open electricity market environment. The results of the evaluation of educational outcomes on the subject are presented and discussed.

Keywords: Engineering education, power distribution network, syllabus implementation, outcome evaluation.

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Authors: Y. Harold Robinson, E. Golden Julie

Abstract:

Dynamic Routing in Wireless Sensor Networks (WSNs) has played a significant task in research for the recent years. Energy consumption and data delivery in time are the major parameters with the usage of sensor nodes that are significant criteria for these networks. The location of sensor nodes must not be prearranged. Clustering in WSN is a key methodology which is used to enlarge the life-time of a sensor network. It consists of numerous real-time applications. The features of WSNs are minimized the consumption of energy. Soft computing techniques can be included to accomplish improved performance. This paper surveys the modern trends in routing enclose fuzzy logic and Neuro-fuzzy logic based on the clustering techniques and implements a comparative study of the numerous related methodologies.

Keywords: Wireless sensor networks, clustering, fuzzy logic, neuro-fuzzy logic, energy efficiency.

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Authors: A. Derardja

Abstract:

The present work is motivated by the idea that the layer deformation in anisotropic elasticity can be estimated from the theory of interfacial dislocations. In effect, this work which is an extension of a previous approach given by one of the authors determines the anisotropic displacement fields and the critical thickness due to a complex biperiodic network of MDs lying just below the free surface in view of the arrangement of dislocations. The elastic fields of such arrangements observed along interfaces play a crucial part in the improvement of the physical properties of epitaxial systems. New results are proposed in anisotropic elasticity for hexagonal networks of MDs which contain intrinsic and extrinsic stacking faults. We developed, using a previous approach based on the relative interfacial displacement and a Fourier series formulation of the displacement fields, the expressions of elastic fields when there is a possible dissociation of MDs. The numerical investigations in the case of the observed system Si/(111)Si with low twist angles show clearly the effect of the anisotropy and thickness when the misfit networks are dissociated.

Keywords: Angular misfit, dislocation networks, plane interfaces, stacking faults.

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Authors: Hassan Berbia, Faissal Elbouanani, Rahal Romadi, Mostafa Belkasmi

Abstract:

This paper introduces two decoders for binary linear codes based on Metaheuristics. The first one uses a genetic algorithm and the second is based on a combination genetic algorithm with a feed forward neural network. The decoder based on the genetic algorithms (DAG) applied to BCH and convolutional codes give good performances compared to Chase-2 and Viterbi algorithm respectively and reach the performances of the OSD-3 for some Residue Quadratic (RQ) codes. This algorithm is less complex for linear block codes of large block length; furthermore their performances can be improved by tuning the decoder-s parameters, in particular the number of individuals by population and the number of generations. In the second algorithm, the search space, in contrast to DAG which was limited to the code word space, now covers the whole binary vector space. It tries to elude a great number of coding operations by using a neural network. This reduces greatly the complexity of the decoder while maintaining comparable performances.

Keywords: Block code, decoding, methaheuristic, genetic algorithm, neural network

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Authors: Sana Bouzaida, Anis Sakly, Faouzi M'Sahli

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In this paper, a TSK-type Neuro-fuzzy Inference System that combines the features of fuzzy sets and neural networks has been applied for the identification of MIMO systems. The procedure of adapting parameters in TSK model employs a Shuffled Frog Leaping Algorithm (SFLA) which is inspired from the memetic evolution of a group of frogs when seeking for food. To demonstrate the accuracy and effectiveness of the proposed controller, two nonlinear systems have been considered as the MIMO plant, and results have been compared with other learning methods based on Particle Swarm Optimization algorithm (PSO) and Genetic Algorithm (GA).

Keywords: Identification, Shuffled frog Leaping Algorithm (SFLA), TSK-type neuro-fuzzy model.

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Authors: Abiodun M. Aibinu, Momoh J. E. Salami, Amir A. Shafie, Athaur Rahman Najeeb

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In this paper, novel techniques in increasing the accuracy and speed of convergence of a Feed forward Back propagation Artificial Neural Network (FFBPNN) with polynomial activation function reported in literature is presented. These technique was subsequently used to determine the coefficients of Autoregressive Moving Average (ARMA) and Autoregressive (AR) system. The results obtained by introducing sequential and batch method of weight initialization, batch method of weight and coefficient update, adaptive momentum and learning rate technique gives more accurate result and significant reduction in convergence time when compared t the traditional method of back propagation algorithm, thereby making FFBPNN an appropriate technique for online ARMA coefficient determination.

Keywords: Adaptive Learning rate, Adaptive momentum, Autoregressive, Modeling, Neural Network.

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Authors: Feng-Sheng Wang, Wu-Hsiung Wu, Kai-Cheng Hsu

Abstract:

The optimization of biological systems, which is a branch of metabolic engineering, has generated a lot of industrial and academic interest for a long time. In the last decade, metabolic engineering approaches based on mathematical optimizations have been used extensively for the analysis and manipulation of metabolic networks. In practical optimization of metabolic reaction networks, designers have to manage the nature of uncertainty resulting from qualitative characters of metabolic reactions, e.g., the possibility of enzyme effects. A deterministic approach does not give an adequate representation for metabolic reaction networks with uncertain characters. Fuzzy optimization formulations can be applied to cope with this problem. A fuzzy multi-objective optimization problem can be introduced for finding the optimal engineering interventions on metabolic network systems considering the resilience phenomenon and cell viability constraints. The accuracy of optimization results depends heavily on the development of essential kinetic models of metabolic networks. Kinetic models can quantitatively capture the experimentally observed regulation data of metabolic systems and are often used to find the optimal manipulation of external inputs. To address the issues of optimizing the regulatory structure of metabolic networks, it is necessary to consider qualitative effects, e.g., the resilience phenomena and cell viability constraints. Combining the qualitative and quantitative descriptions for metabolic networks makes it possible to design a viable strain and accurately predict the maximum possible flux rates of desired products. Considering the resilience phenomena in metabolic networks can improve the predictions of gene intervention and maximum synthesis rates in metabolic engineering. Two case studies will present in the conference to illustrate the phenomena.

Keywords: Fuzzy multi-objective optimization problem, kinetic model, metabolic engineering.

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Authors: Adam Sobey, James Blake, Ajit Shenoi

Abstract:

The leisure boatbuilding industry has tight profit margins that demand that boats are created to a high quality but with low cost. This requirement means reduced design times combined with increased use of design for production can lead to large benefits. The evolutionary nature of the boatbuilding industry can lead to a large usage of previous vessels in new designs. With the increase in automated tools for concurrent engineering within structural design it is important that these tools can reuse this information while subsequently feeding this to designers. The ability to accurately gather this materials and parts data is also a key component to these tools. This paper therefore aims to develop an architecture made up of neural networks and databases to feed information effectively to the designers based on previous design experience.

Keywords:

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Authors: Pingping Lin, Xudong Luo, Yifan Fan

Abstract:

Sentiment analysis is a very active research topic. Every day, Facebook, Twitter, Weibo, and other social media, as well as significant e-commerce websites, generate a massive amount of comments, which can be used to analyse peoples opinions or emotions. The existing methods for sentiment analysis are based mainly on sentiment dictionaries, machine learning, and deep learning. The first two kinds of methods rely on heavily sentiment dictionaries or large amounts of labelled data. The third one overcomes these two problems. So, in this paper, we focus on the third one. Specifically, we survey various sentiment analysis methods based on convolutional neural network, recurrent neural network, long short-term memory, deep neural network, deep belief network, and memory network. We compare their futures, advantages, and disadvantages. Also, we point out the main problems of these methods, which may be worthy of careful studies in the future. Finally, we also examine the application of deep learning in multimodal sentiment analysis and aspect-level sentiment analysis.

Keywords: Natural language processing, sentiment analysis, document analysis, multimodal sentiment analysis, deep learning.

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Authors: Samee Ullah Khan, C. Ardil

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In this paper, a mathematical model for data object replication in ad hoc networks is formulated. The derived model is general, flexible and adaptable to cater for various applications in ad hoc networks. We propose a game theoretical technique in which players (mobile hosts) continuously compete in a non-cooperative environment to improve data accessibility by replicating data objects. The technique incorporates the access frequency from mobile hosts to each data object, the status of the network connectivity, and communication costs. The proposed technique is extensively evaluated against four well-known ad hoc network replica allocation methods. The experimental results reveal that the proposed approach outperforms the four techniques in both the execution time and solution quality

Keywords: Data replication, auctions, static allocation.

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Authors: Gülfem I. Alptekin, S. Emre Alptekin

Abstract:

The next generation wireless systems, especially the cognitive radio networks aim at utilizing network resources more efficiently. They share a wide range of available spectrum in an opportunistic manner. In this paper, we propose a quality management model for short-term sub-lease of unutilized spectrum bands to different service providers. We built our model on competitive secondary market architecture. To establish the necessary conditions for convergent behavior, we utilize techniques from game theory. Our proposed model is based on potential game approach that is suitable for systems with dynamic decision making. The Nash equilibrium point tells the spectrum holders the ideal price values where profit is maximized at the highest level of customer satisfaction. Our numerical results show that the price decisions of the network providers depend on the price and QoS of their own bands as well as the prices and QoS levels of their opponents- bands.

Keywords: cognitive radio networks, game theory, nextgeneration wireless networks, spectrum management.

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Authors: Zaheer Ahmad, Jehanzeb Khan Orakzai, Inam Shamsher, Awais Adnan

Abstract:

This paper discusses the Urdu script characteristics, Urdu Nastaleeq and a simple but a novel and robust technique to recognize the printed Urdu script without a lexicon. Urdu being a family of Arabic script is cursive and complex script in its nature, the main complexity of Urdu compound/connected text is not its connections but the forms/shapes the characters change when it is placed at initial, middle or at the end of a word. The characters recognition technique presented here is using the inherited complexity of Urdu script to solve the problem. A word is scanned and analyzed for the level of its complexity, the point where the level of complexity changes is marked for a character, segmented and feeded to Neural Networks. A prototype of the system has been tested on Urdu text and currently achieves 93.4% accuracy on the average.

Keywords: Cursive Script, OCR, Urdu.

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Authors: Masatora Daito, Hisashi Kojima

Abstract:

In this research, the authors analyze network stability using agent-based simulation. Firstly, the authors focus on analyzing large networks (eight agents) by connecting different two stable small social networks (A small stable network is consisted on four agents.). Secondly, the authors analyze the network (eight agents) shape which is added one agent to a stable network (seven agents). Thirdly, the authors analyze interpersonal comparison of utility. The “star-network "was not found on the result of interaction among stable two small networks. On the other hand, “decentralized network" was formed from several combination. In case of added one agent to a stable network (seven agents), if the value of “c"(maintenance cost of per a link) was larger, the number of patterns of stable network was also larger. In this case, the authors identified the characteristics of a large stable network. The authors discovered the cases of decreasing personal utility under condition increasing total utility.

Keywords: Social Network, Symmetric Situation, Network Stability, Agent-Based Modeling.

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Authors: Rachelle Bosua, Nina Evans

Abstract:

The resource-based view of the firm regards knowledge as one of the most important organizational assets and a key strategic resource that contributes unique value to organizations. The acquisition, absorption and internalization of external knowledge are central to an organization-s innovative capabilities. This ability to evaluate, acquire and integrate new knowledge from its environment is referred to as a firm-s absorptive capacity (AC). This research in progress paper explores the link between interorganizational Social Networks (SNs) and a firm-s Absorptive Capacity (AC). Based on an in-depth literature survey of both concepts, four propositions are proposed that explain the link between AC and SNs. These propositions suggest that SNs are key to a firm-s AC. A qualitative research method is proposed to test the set of propositions in the next stage of this research.

Keywords: Knowledge, Innovation, Absorptive Capacity, Social Networks

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Authors: Ashanie Guanathillake, Kithsiri Samarasinghe

Abstract:

Wireless Sensor Networks consist of inexpensive, low power sensor nodes deployed to monitor the environment and collect data. Gathering information in an energy efficient manner is a critical aspect to prolong the network lifetime. Clustering  algorithms have an advantage of enhancing the network lifetime. Current clustering algorithms usually focus on global re-clustering and local re-clustering separately. This paper, proposed a combination of those two reclustering methods to reduce the energy consumption of the network. Furthermore, the proposed algorithm can apply to homogeneous as well as heterogeneous wireless sensor networks. In addition, the cluster head rotation happens, only when its energy drops below a dynamic threshold value computed by the algorithm. The simulation result shows that the proposed algorithm prolong the network lifetime compared to existing algorithms.

Keywords: Energy efficient, Global re-clustering, Local re-clustering, Wireless sensor networks.

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Authors: A. Maria G. Melero, A. M. Senna, J. A. Domingues, M. A. Hausen, E. Aparecida R. Duek, V. R. Botaro

Abstract:

A hydrogel from cellulose acetate cross linked with ethylenediaminetetraacetic dianhydride (HAC-EDTA) was synthesized by our research group, and submitted to characterization and biological tests. Cytocompatibility analysis was performed by confocal microscopy using human adipocyte derived stem cells (ASCs). The FTIR analysis showed characteristic bands of cellulose acetate and hydroxyl groups and the tensile tests evidence that HAC-EDTA present a Young’s modulus of 643.7 MPa. The confocal analysis revealed that there was cell growth at the surface of HAC-EDTA. After one day of culture the cells presented spherical morphology, which may be caused by stress of the sequestration of Ca²⁺ and Mg²⁺ ions at the cell medium by HAC-EDTA, as demonstrated by ICP-MS. However, after seven days and 14 days of culture, the cells present fibroblastoid morphology, phenotype expected by this cellular type. The results give efforts to indicate this new material as a potential biomaterial for tissue engineering, in the future in vivo approach.

Keywords: Cellulose acetate, hydrogel, biomaterial, cellular growth.

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Authors: A.Muthuramalingam, S.Himavathi

Abstract:

Space Vector Modulation (SVM) is an optimum Pulse Width Modulation (PWM) technique for an inverter used in a variable frequency drive applications. It is computationally rigorous and hence limits the inverter switching frequency. Increase in switching frequency can be achieved using Neural Network (NN) based SVM, implemented on application specific chips. This paper proposes a neural network based SVM technique for a Voltage Source Inverter (VSI). The network proposed is independent of switching frequency. Different architectures are investigated keeping the total number of neurons constant. The performance of the inverter is compared for various switching frequencies for different architectures of NN based SVM. From the results obtained, the network with minimum resource and appropriate word length is identified. The bit precision required for this application is identified. The network with 8-bit precision is implemented in the IC XCV 400 and the results are presented. The performance of NN based general purpose SVM with higher bit precision is discussed.

Keywords: NN based SVM, FPGA Implementation, LayerMultiplexing, NN structure and Resource Reduction, PerformanceEvaluation

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Authors: Anant Oonsivilai, Sanom Saichoomdee

Abstract:

To determine the presence and location of faults in a transmission by the adaptation of protective distance relay based on the measurement of fixed settings as line impedance is achieved by several different techniques. Moreover, a fast, accurate and robust technique for real-time purposes is required for the modern power systems. The appliance of radial basis function neural network in transmission line protection is demonstrated in this paper. The method applies the power system via voltage and current signals to learn the hidden relationship presented in the input patterns. It is experiential that the proposed technique is competent to identify the particular fault direction more speedily. System simulations studied show that the proposed approach is able to distinguish the direction of a fault on a transmission line swiftly and correctly, therefore suitable for the real-time purposes.

Keywords: radial basis function neural network, transmission lines protection, relaying, power system.

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Authors: Gurjinder Kaur, Yogesh Chaba, V. K. Jain

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The aim of this paper is to explore the security issues that significantly affect the performance of Mobile Adhoc Networks (MANET)and limit the services provided to their intended users. The MANETs are more vulnerable to Distributed Denial of Service attacks (DDoS) because of their properties like shared medium, dynamic topologies etc. A DDoS attack is a coordinated attempt made by malicious users to flood the victim network with the large amount of data such that the resources of the victim network are exhausted resulting in the deterioration of the network performance. This paper highlights the effects of different types of DDoS attacks in MANETs and categorizes them according to their behavior.

Keywords: Distributed Denial, Mobile Adhoc Networks

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Authors: Seyed Hossein Iranmanesh, Mansoureh Zarezadeh

Abstract:

This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. Then an ANN with five inputs and five outputs and one hidden layer is trained to produce forecasted actual costs. The comparison between real and forecasted data show better performance based on the Mean Absolute Percentage Error (MAPE) criterion. This approach could be applicable to better forecasting the project cost and result in decreasing the risk of project cost overrun, and therefore it is beneficial for planning preventive actions.

Keywords: Earned Value Management System (EVMS), Artificial Neural Network (ANN), Estimate At Completion, Forecasting Methods, Project Performance Measurement.

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Authors: Anne-Lena Kampen, Øivind Kure

Abstract:

Machine learning (ML) can be implemented in Wireless Sensor Networks (WSNs) as a central solution or distributed solution where the ML is embedded in the nodes. Embedding improves privacy and may reduce prediction delay. In addition, the number of transmissions is reduced. However, quality factors such as prediction accuracy, fault detection efficiency and coordinated control of the overall system suffer. Here, we discuss and highlight the trade-offs that should be considered when choosing between embedding and centralized ML, especially for multihop networks. In addition, we present estimations that demonstrate the energy trade-offs between embedded and centralized ML. Although the total network energy consumption is lower with central prediction, it makes the network more prone for partitioning due to the high forwarding load on the one-hop nodes. Moreover, the continuous improvements in the number of operations per joule for embedded devices will move the energy balance toward embedded prediction.

Keywords: Central ML, embedded machine learning, energy consumption, local ML, Wireless Sensor Networks, WSN.

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Authors: Kettawa Boonprakarn, Jedsarid Sangkaphan, Bejapornd Deekhuntod, Nuntharat Suriyo

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This study aimed to investigate the existence of field corn networks on the Thailand-Burma border under the patron-client contract farming system. The data of this qualitative study were collected through in-depth interviews with nine key informants.

The results of the study revealed that the existence of the field corn networks was associated with the relationship where farmers had to share their crops with protectors in the areas under the influence of the KNU (Karen National Union) and the DKBA (Democratic Karen Buddhist Army) or Burmese soldiers. A Mae Liang, the person who starts a network has a connection with a Thaokae, Luk Rai Hua Chai or the head of a group of farmers, and farmers. They are under the patron-client system with trust and loyalty that enable the head of the group and the farmers in the Burma border side to remain under the same Mae Liang even though the business has been passed down to later generations.

Keywords: Existence, field-corn networks, patron-client system, contract farming.

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Authors: Yaseein S. Hussein, Victor P. Gil Jiménez, Abdulmajeed Al-Jumaily

Abstract:

Due to the rapid advancement of technology, there is an increasing demand for wireless connections that are both fast and reliable, with minimal latency. New wireless communication standards are developed every decade, and 2030 is expected to see the introduction of 6G. The primary objectives of 6G network and terminal designs are focused on sustainability and environmental friendliness. The International Telecommunication Union-Recommendation division (ITU-R) has established the minimum requirements for 6G, with peak and user data rates of 1 Tbps and 10-100 Gbps, respectively. In this context, Light Fidelity (Li-Fi) technology is the most promising candidate to meet these requirements. This article will explore the various advantages, features, and potential applications of Li-Fi technology, and compare it with 5G networking, to showcase its potential impact among other emerging technologies that aim to enable 6G networks.

Keywords: 6G Networks, artificial intelligence, AI, Li-Fi technology, terahertz communication, visible light communication.

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Authors: Eugen Pop, Mihai Barbos, Razvan Lupu

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The client server systems using mobile communications networks for data transmission became very attractive for many economic agents, in the purpose of promoting and offering electronic services to their clients. E-services are suitable for business developing and financial benefits increasing. The products or services can be efficiently delivered to a large number of clients, using mobile Internet access technologies. The clients can have access to e-services, anywhere and anytime, with the support of 3G, GPRS, WLAN, etc., channels bandwidth, data services and protocols. Based on the mobile communications networks evolution and development, a convergence of technological and financial interests of mobile operators, software developers, mobile terminals producers and e-content providers is established. These will lead to a high level of integration of IT&C resources and will facilitate the value added services delivery through the mobile communications networks. In this paper it is presented a client server system, for e-services access, with Smartphones and PDA-s mobile software applications, installed on Symbian and Windows Mobile operating systems.

Keywords: Client server system, e-services access, mobile communications, PDA, Smartphone.

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Authors: J. K. Shrestha, A. Benta, R. B. Lopes, N. Lopes

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This paper presents a multi-objective model for addressing two main objectives in designing rural roads networks: minimization of user operation costs and maximization of population covered. As limited budgets often exist, a reasonable trade-off must be obtained in order to account for both cost and social benefits in this type of networks. For a real-world rural road network, the model is solved, where all non-dominated solutions were obtained. Afterwards, an analysis is made on the (possibly) most interesting solutions (the ones providing better trade-offs). This analysis, coupled with the knowledge of the real world scenario (typically provided by decision makers) provides a suitable method for the evaluation of road networks in rural areas of developing countries.

Keywords: Multi-objective, user operation cost, population covered, rural road network.

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Authors: K. Jayakumar, S. Thangavel

Abstract:

In this paper proposed the effective fault detection of industrial drives by using Biorthogonal Posterior Vibration Signal-Data Probabilistic Wavelet Neural Network (BPPVS-WNN) system. This system was focused to reducing the current flow and to identify faults with lesser execution time with harmonic values obtained through fifth derivative. Initially, the construction of Biorthogonal vibration signal-data based wavelet transform in BPPVS-WNN system localizes the time and frequency domain. The Biorthogonal wavelet approximates the broken bearing using double scaling and factor, identifies the transient disturbance due to fault on induction motor through approximate coefficients and detailed coefficient. Posterior Probabilistic Neural Network detects the final level of faults using the detailed coefficient till fifth derivative and the results obtained through it at a faster rate at constant frequency signal on the industrial drive. Experiment through the Simulink tool detects the healthy and unhealthy motor on measuring parametric factors such as fault detection rate based on time, current flow rate, and execution time.

Keywords: Biorthogonal Wavelet Transform, Posterior Probabilistic Neural Network, Induction Motor.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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Authors: Sunil Gupta, Harsh Kumar Verma, AL Sangal

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Wireless sensor networks can be used to measure and monitor many challenging problems and typically involve in monitoring, tracking and controlling areas such as battlefield monitoring, object tracking, habitat monitoring and home sentry systems. However, wireless sensor networks pose unique security challenges including forgery of sensor data, eavesdropping, denial of service attacks, and the physical compromise of sensor nodes. Node in a sensor networks may be vanished due to power exhaustion or malicious attacks. To expand the life span of the sensor network, a new node deployment is needed. In military scenarios, intruder may directly organize malicious nodes or manipulate existing nodes to set up malicious new nodes through many kinds of attacks. To avoid malicious nodes from joining the sensor network, a security is required in the design of sensor network protocols. In this paper, we proposed a security framework to provide a complete security solution against the known attacks in wireless sensor networks. Our framework accomplishes node authentication for new nodes with recognition of a malicious node. When deployed as a framework, a high degree of security is reachable compared with the conventional sensor network security solutions. A proposed framework can protect against most of the notorious attacks in sensor networks, and attain better computation and communication performance. This is different from conventional authentication methods based on the node identity. It includes identity of nodes and the node security time stamp into the authentication procedure. Hence security protocols not only see the identity of each node but also distinguish between new nodes and old nodes.

Keywords: Authentication, Key management, Wireless Sensornetwork, Elliptic curve cryptography (ECC).

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