Search results for: portfolio optimization.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1908

Search results for: portfolio optimization.

858 On the Design of Wearable Fractal Antenna

Authors: Amar Partap Singh Pharwaha, Shweta Rani

Abstract:

This paper is aimed at proposing a rhombus shaped wearable fractal antenna for wireless communication systems. The geometrical descriptors of the antenna have been obtained using bacterial foraging optimization (BFO) for wide band operation. The method of moment based IE3D software has been used to simulate the antenna and observed that miniaturization of 13.08% has been achieved without degrading the resonating properties of the proposed antenna. An analysis with different substrates has also been done in order to evaluate the effectiveness of electrical permittivity on the presented structure. The proposed antenna has low profile, light weight and has successfully demonstrated wideband and multiband characteristics for wearable electronic applications.

Keywords: BFO, bandwidth, electrical permittivity, fractals, wearable antenna.

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857 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems

Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami

Abstract:

Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.

Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.

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856 Production of Cellulases by Aspergillus Heteromorphus from Wheat Straw under Submerged Fermentation

Authors: Anita Singh, Namita Singh, Narsi R. Bishnoi

Abstract:

To investigate the production of cellulases from Aspergillus heteromorphus, submerged fermentation was performed using wheat straw as substrate. Optimization of saccharification conditions like pH, temperature and time were studied. Highest reducing sugar was released on 5th day at 5 pH, 30° C temperature. When A. heteromorphous was grown on wheat straw in submerged fermentation after 5 days incubation at 30 ° C, 3.2 IU/ml and 83 IU/ml, filter paper activity and CMCase activity respectively.

Keywords: Aspergillus heteromorphus, Wheat Straw, Submerged Fermentation, Production of Cellulases

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855 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE

Authors: A. Lakrim, D. Tahri

Abstract:

This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.

Keywords: SiC MPS Diode, electro-thermal, SPICE Model.

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854 Making Businesses Work Smarter with Mobile Business Intelligence

Authors: Zeljko Panian

Abstract:

Through the course of this paper we outline how mobile Business Intelligence (m-BI) can help businesses to work smarter and to improve their agility. When we analyze the industry from the usage perspective or how interaction with the enterprise BI system happens via mobile devices, we may easily understand that there are two major types of mobile BI: passive and active. Active mobile BI gives provisions for users to interact with the BI systems on-the-fly. Active mobile business intelligence often works as a combination of both “push and pull" techniques. Some mistakes were done in the up-to-day progress of mobile technologies and mobile BI, as well as some problems that still have to be resolved. We discussed in the paper rather broadly.

Keywords: Business intelligence, mobile business intelligence, business agility, mobile technologies, optimization

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853 An Adequate Choice of Initial Sample Size for Selection Approach

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

In this paper, we consider the effect of the initial sample size on the performance of a sequential approach that used in selecting a good enough simulated system, when the number of alternatives is very large. We implement a sequential approach on M=M=1 queuing system under some parameter settings, with a different choice of the initial sample sizes to explore the impacts on the performance of this approach. The results show that the choice of the initial sample size does affect the performance of our selection approach.

Keywords: Ranking and Selection, Ordinal Optimization, Optimal Computing Budget Allocation, Subset Selection, Indifference-Zone, Initial Sample Size.

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852 Effects of Mo Thickness on the Properties of AZO/Mo/AZO Multilayer Thin Films

Authors: Hung-Wei Wu, Chien-Hsun Chu, Ru-Yuan Yang, Chin-Min Hsiung

Abstract:

In this paper, we proposed the effects of Mo thickness on the properties of AZO/Mo/AZO multilayer thin films for opto-electronics applications. The structural, optical and electrical properties of AZO/Mo/AZO thin films were investigated. Optimization of the thin films coatings resulted with low resistivity of 9.98 × 10-5 )-cm, mobility of 12.75 cm2/V-s, carrier concentration of 1.05 × 1022 cm-3, maximum transmittance of 79.13% over visible spectrum of 380 – 780 nm and Haacke figure of merit (FOM) are 5.95 × 10-2 )-1 under Mo layer thickness of 15 nm. These results indicate an alternative candidate for use as a transparent electrode in solar cells and various displays applications.

Keywords: Aluminum-doped zinc oxide, AZO, multilayer, RF magnetron sputtering, AZO/Mo/AZO, thin film, transparent conductive oxides.

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851 Utilization of Industrial Byproducts in Concrete Applications by Adopting Grey Taguchi Method for Optimization

Authors: V. K. Bansal, M. Kumar, P. P. Bansal, A. Batish

Abstract:

This paper presents the results of an experimental investigation carried out to evaluate the effects of partial replacement of cement and fine aggregate with industrial waste by-products on concrete strength properties. The Grey Taguchi approach has been used to optimize the mix proportions for desired properties. In this research work, a ternary combination of industrial waste by-products has been used. The experiments have been designed using Taguchi's L9 orthogonal array with four factors having three levels each. The cement was partially replaced by ladle furnace slag (LFS), fly ash (FA) and copper slag (CS) at 10%, 25% and 40% level and fine aggregate (sand) was partially replaced with electric arc furnace slag (EAFS), iron slag (IS) and glass powder (GP) at 20%, 30% and 40% level. Three water to binder ratios, fixed at 0.40, 0.44 and 0.48, were used, and the curing age was fixed at 7, 28 and 90 days. Thus, a series of nine experiments was conducted on the specimens for water to binder ratios of 0.40, 0.44 and 0.48 at 7, 28 and 90 days of the water curing regime. It is evident from the investigations that Grey Taguchi approach for optimization helps in identifying the factors affecting the final outcomes, i.e. compressive strength and split tensile strength of concrete. For the materials and a range of parameters used in this research, the present study has established optimum mixes in terms of strength properties. The best possible levels of mix proportions were determined for maximization through compressive and splitting tensile strength. To verify the results, the optimal mix was produced and tested. The mixture results in higher compressive strength and split tensile strength than other mixes. The compressive strength and split tensile strength of optimal mixtures are also compared with the control concrete mixtures. The results show that compressive strength and split tensile strength of concrete made with partial replacement of cement and fine aggregate is more than control concrete at all ages and w/c ratios. Based on the overall observations, it can be recommended that industrial waste by-products in ternary combinations can effectively be utilized as partial replacements of cement and fine aggregates in all concrete applications.

Keywords: Analysis of variance, ANOVA, compressive strength, concrete, grey Taguchi method, industrial by-products, split tensile strength.

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850 A Mobile Agent-based Clustering Data Fusion Algorithm in WSN

Authors: Xiangbin Zhu, Wenjuan Zhang

Abstract:

In wireless sensor networks,the mobile agent technology is used in data fusion. According to the node residual energy and the results of partial integration,we design the node clustering algorithm. Optimization of mobile agent in the routing within the cluster strategy for wireless sensor networks to further reduce the amount of data transfer. Through the experiments, using mobile agents in the integration process within the cluster can be reduced the path loss in some extent.

Keywords: wireless sensor networks, data fusion, mobile agent

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849 Joint Transmitter-Receiver Optimization for Bonded Wireline Communications

Authors: Mohammed H. Nafie, Ahmed F. Shalash

Abstract:

With the advent of DSL services, high data rates are now available over phone lines, yet higher rates are in demand. In this paper, we optimize the transmit filters that can be used over wireline channels. Results showing the bit error rates when optimized filters are used, and with a decision feedback equalizer (DFE) employed in the receiver, are given. We then show that significantly higher throughput can be achieved by modeling the channel as a multiple input multiple output (MIMO) channel. A receiver that employs a MIMO-DFE that deals jointly with several users is proposed and shown to provide significant improvement over the conventional DFE.

Keywords: DFE, MIMO Channels, Receiver Architectures, Transmit Filters.

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848 Design of OTA with Common Drain and Folded Cascade Used in ADC

Authors: Gu Wei, Gao Wei

Abstract:

In this report, an OTA which is used in fully differential pipelined ADC was described. Using gain-boost architecture with difference-ended amplifier, this OTA achieve high-gain and high-speed. Besides, the CMFB circuit is also used, and some methods are concerned to improve the performance. Then, by optimization the layout design, OTA-s mismatch was reduced. This design was using TSMC 0.18um CMOS process and simulation both schematic and layout in Cadence. The result of the simulation shows that the OTA has a gain up to 80dB,a unity gain bandwidth of about 1.437GHz for a 2pF load, a slew rate is about 428V/μs, a output swing is 0.2V~1.35V, with the power supply of 1.8V, the power consumption is 88mW. This amplifier was used in a 10bit 150MHz pipelined ADC.

Keywords: OTA, common drain, CMFB, pipelined ADC

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847 Optimizing the Probabilistic Neural Network Training Algorithm for Multi-Class Identification

Authors: Abdelhadi Lotfi, Abdelkader Benyettou

Abstract:

In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: Classification, probabilistic neural networks, network optimization, pattern recognition.

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846 Hybrid Model Based on Artificial Immune System and Cellular Automata

Authors: Ramin Javadzadeh, Zahra Afsahi, MohammadReza Meybodi

Abstract:

The hybridization of artificial immune system with cellular automata (CA-AIS) is a novel method. In this hybrid model, the cellular automaton within each cell deploys the artificial immune system algorithm under optimization context in order to increase its fitness by using its neighbor-s efforts. The hybrid model CA-AIS is introduced to fix the standard artificial immune system-s weaknesses. The credibility of the proposed approach is evaluated by simulations and it shows that the proposed approach achieves better results compared to standard artificial immune system.

Keywords: Artificial Immune System, Cellular Automat, neighborhood

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845 DPSO Based SEPIC Converter in PV System under Partial Shading Condition

Authors: K. Divya, G. Sugumaran

Abstract:

This paper proposes an improved Maximum Power Point Tracking of PhotoVoltaic system using Deterministic Partical Swarm Optimization technique. This method has the ability to track the maximum power under varying environmental conditions i.e. partial shading conditions. The advantage of this method, particles moves in the restricted value of velocity to achieve the maximum power. SEPIC converter is employed to boost up the voltage of PV system. To estimate the value of the proposed method, MATLAB simulation carried out under partial shading condition.

Keywords: DPSO, Partial shading condition, P&O, PV, SEPIC.

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844 Leader-following Consensus Criterion for Multi-agent Systems with Probabilistic Self-delay

Authors: M.J. Park, K.H. Kim, O.M. Kwon

Abstract:

This paper proposes a delay-dependent leader-following consensus condition of multi-agent systems with both communication delay and probabilistic self-delay. The proposed methods employ a suitable piecewise Lyapunov-Krasovskii functional and the average dwell time approach. New consensus criterion for the systems are established in terms of linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical example showed that the proposed method is effective.

Keywords: Multi-agent systems, probabilistic self-delay, consensus, Lyapunov method, LMI.

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843 A Guide to the Implementation of Ambisonics Super Stereo

Authors: Alessio Mastrorillo, Giuseppe Silvi, Francesco Scagliola

Abstract:

This paper explores the decoding of Ambisonics material into 2-channel mixing formats, addressing challenges related to stereo speakers and headphones. We present the Universal HJ (UHJ) format as a solution, enabling the preservation of the entire horizontal plane and offering versatile spatial audio experiences. Our paper presents a UHJ format decoder, explaining its design, computational aspects, and empirical optimization. We discuss the advantages of UHJ decoding, potential applications, and its significance in music composition. Additionally, we highlight the integration of this decoder within the Envelop for Live (E4L) suite.

Keywords: Ambisonics, UHJ, quadrature filter, virtual reality, Gerzon, decoder, stereo, binaural, biquad.

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842 Robust Batch Process Scheduling in Pharmaceutical Industries: A Case Study

Authors: Tommaso Adamo, Gianpaolo Ghiani, Antonio D. Grieco, Emanuela Guerriero

Abstract:

Batch production plants provide a wide range of scheduling problems. In pharmaceutical industries a batch process is usually described by a recipe, consisting of an ordering of tasks to produce the desired product. In this research work we focused on pharmaceutical production processes requiring the culture of a microorganism population (i.e. bacteria, yeasts or antibiotics). Several sources of uncertainty may influence the yield of the culture processes, including (i) low performance and quality of the cultured microorganism population or (ii) microbial contamination. For these reasons, robustness is a valuable property for the considered application context. In particular, a robust schedule will not collapse immediately when a cell of microorganisms has to be thrown away due to a microbial contamination. Indeed, a robust schedule should change locally in small proportions and the overall performance measure (i.e. makespan, lateness) should change a little if at all. In this research work we formulated a constraint programming optimization (COP) model for the robust planning of antibiotics production. We developed a discrete-time model with a multi-criteria objective, ordering the different criteria and performing a lexicographic optimization. A feasible solution of the proposed COP model is a schedule of a given set of tasks onto available resources. The schedule has to satisfy tasks precedence constraints, resource capacity constraints and time constraints. In particular time constraints model tasks duedates and resource availability time windows constraints. To improve the schedule robustness, we modeled the concept of (a, b) super-solutions, where (a, b) are input parameters of the COP model. An (a, b) super-solution is one in which if a variables (i.e. the completion times of a culture tasks) lose their values (i.e. cultures are contaminated), the solution can be repaired by assigning these variables values with a new values (i.e. the completion times of a backup culture tasks) and at most b other variables (i.e. delaying the completion of at most b other tasks). The efficiency and applicability of the proposed model is demonstrated by solving instances taken from a real-life pharmaceutical company. Computational results showed that the determined super-solutions are near-optimal.

Keywords: Constraint programming, super-solutions, robust scheduling, batch process, pharmaceutical industries.

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841 SCR-Based Advanced ESD Protection Device for Low Voltage Application

Authors: Bo Bae Song, Byung Seok Lee, Hyun Young Kim, Chung Kwang Lee, Yong Seo Koo

Abstract:

This paper proposed a silicon controller rectifier (SCR) based ESD protection device to protect low voltage ESD for integrated circuit. The proposed ESD protection device has low trigger voltage and high holding voltage compared with conventional SCR-based ESD protection devices. The proposed ESD protection circuit is verified and compared by TCAD simulation. This paper verified effective low voltage ESD characteristics with low trigger voltage of 5.79V and high holding voltage of 3.5V through optimization depending on design variables (D1, D2, D3 and D4).

Keywords: ESD, SCR, Holding voltage, Latch-up.

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840 Codon-optimized Carbonic Anhydrase from Dunaliella species: Expression and Characterization

Authors: Seung Pil Pack

Abstract:

Carbonic anhydrases (CAs) has been focused as biological catalysis for CO2 sequestration process because it can catalyze the conversion of CO2 to bicarbonate. Here, codon-optimized sequence of α type-CA cloned from Duneliala species. (DsCAopt) was constructed, expressed, and characterized. The expression level in E. coli BL21(DE3) was better for codon-optimized DsCAopt than intact sequence of DsCAopt. DsCAopt enzyme shows high-stability at pH 7.6/10.0. In final, we demonstrated that in the Ca2+ solution, DsCAopt enzyme can catalyze well the conversion of CO2 to CaCO3, as the calcite form.

Keywords: Carbonic anhydrase, Codon-optimization, Duneliala species, CO2 sequestration

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839 Research of Concentratibility of Low Quality Bauxite Raw Materials

Authors: Nadezhda Nikolaeva, Tatyana Alexandrova, Alexandr Alexandrov

Abstract:

Processing of high-silicon bauxite on the base of the traditional clinkering method is related to high power consumption and capital investments, which makes production of alumina from those ores non-competitive in terms of basic economic showings. For these reasons, development of technological solutions enabling to process bauxites with various chemical and mineralogical structures efficiently with low level of thermal power consumption is important. Flow sheet of the studies on washability of ores from the Timanskoe and the Severo-Onezhskoe deposits is on the base of the flotation method.

Keywords: Low-quality bauxite, resource-saving technology, optimization, aluminum, conditioning of composition, separation characteristics.

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838 Matrix Completion with Heterogeneous Observation Cost Using Sparsity-Number of Column-Space

Authors: Ilqar Ramazanli

Abstract:

The matrix completion problem has been studied broadly under many underlying conditions. In many real-life scenarios, we could expect elements from distinct columns or distinct positions to have a different cost. In this paper, we explore this generalization under adaptive conditions. We approach the problem under two different cost models. The first one is that entries from different columns have different observation costs, but, within the same column, each entry has a uniform cost. The second one is any two entry has different observation cost, despite being the same or different columns. We provide complexity analysis of our algorithms and provide tightness guarantees.

Keywords: Matrix completion, adaptive learning, heterogeneous cost, Matroid optimization.

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837 Genetic Algorithm with Fuzzy Genotype Values and Its Application to Neuroevolution

Authors: Hidehiko Okada

Abstract:

The author proposes an extension of genetic algorithm (GA) for solving fuzzy-valued optimization problems. In the proposed GA, values in the genotypes are not real numbers but fuzzy numbers. Evolutionary processes in GA are extended so that GA can handle genotype instances with fuzzy numbers. The proposed method is applied to evolving neural networks with fuzzy weights and biases. Experimental results showed that fuzzy neural networks evolved by the fuzzy GA could model hidden target fuzzy functions well despite the fact that no training data was explicitly provided.

Keywords: Evolutionary algorithm, genetic algorithm, fuzzy number, neural network, neuroevolution.

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836 Design of a Reduced Order Robust Convex Controller for Flight Control System

Authors: S. Swain, P. S. Khuntia

Abstract:

In this paper an optimal convex controller is designed to control the angle of attack of a FOXTROT aircraft. Then the order of the system model is reduced to a low-dimensional state space by using Balanced Truncation Model Reduction Technique and finally the robust stability of the reduced model of the system is tested graphically by using Kharitonov rectangle and Zero Exclusion Principle for a particular range of perturbation value. The same robust stability is tested theoretically by using Frequency Sweeping Function for robust stability.

Keywords: Convex Optimization, Kharitonov Stability Criterion, Model Reduction, Robust Stability.

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835 An Approach for Optimization of Functions and Reducing the Value of the Product by Using Virtual Models

Authors: A. Bocevska, G. Todorov, T. Neshkov

Abstract:

New developed approach for Functional Cost Analysis (FCA) based on virtual prototyping (VP) models in CAD/CAE environment, applicable and necessary in developing new products is presented. It is instrument for improving the value of the product while maintaining costs and/or reducing the costs of the product without reducing value. Five broad classes of VP methods are identified. Efficient use of prototypes in FCA is a vital activity that can make the difference between successful and unsuccessful entry of new products into the competitive word market. Successful realization of this approach is illustrated for a specific example using press joint power tool.

Keywords: CAD/CAE environment, Functional Cost Analysis (FCA), Virtual prototyping (VP) models.

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834 Singularity Loci of Actuation Schemes for 3RRR Planar Parallel Manipulator

Authors: S. Ramana Babu, V. Ramachandra Raju, K. Ramji

Abstract:

This paper presents the effect of actuation schemes on the performance of parallel manipulators and also how the singularity loci have been changed in the reachable workspace of the manipulator with the choice of actuation scheme to drive the manipulator. The performance of the eight possible actuation schemes of 3RRR planar parallel manipulator is compared with each other. The optimal design problem is formulated to find the manipulator geometry that maximizes the singularity free conditioned workspace for all the eight actuation cases, the optimization problem is solved by using genetic algorithms.

Keywords: Actuation schemes, GCI, genetic algorithms.

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833 Probability Density Estimation Using Advanced Support Vector Machines and the Expectation Maximization Algorithm

Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag

Abstract:

This paper presents a new approach for the prob-ability density function estimation using the Support Vector Ma-chines (SVM) and the Expectation Maximization (EM) algorithms.In the proposed approach, an advanced algorithm for the SVM den-sity estimation which incorporates the Mean Field theory in the learning process is used. Instead of using ad-hoc values for the para-meters of the kernel function which is used by the SVM algorithm,the proposed approach uses the EM algorithm for an automatic optimization of the kernel. Experimental evaluation using simulated data set shows encouraging results.

Keywords: Density Estimation, SVM, Learning Algorithms, Parameters Estimation.

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832 STRPRO Tool for Manipulation of Stratified Programs Based on SEPN

Authors: Chadlia Jerad, Amel Grissa-Touzi, Habib Ounelli

Abstract:

Negation is useful in the majority of the real world applications. However, its introduction leads to semantic and canonical problems. SEPN nets are well adapted extension of predicate nets for the definition and manipulation of stratified programs. This formalism is characterized by two main contributions. The first concerns the management of the whole class of stratified programs. The second contribution is related to usual operations optimization (maximal stratification, incremental updates ...). We propose, in this paper, useful algorithms for manipulating stratified programs using SEPN. These algorithms were implemented and validated with STRPRO tool.

Keywords: stratified programs, update operations, SEPN formalism, algorithms, STRPRO.

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831 On a New Numerical Analysis for the Symmetric Shortest Queue Problem

Authors: Tayeb Lardjane, Rabah Messaci

Abstract:

We consider a network of two M/M/1 parallel queues having the same poisonnian arrival stream with rate λ. Upon his arrival to the system a customer heads to the shortest queue and stays until being served. If the two queues have the same length, an arriving customer chooses one of the two queues with the same probability. Each duration of service in the two queues is an exponential random variable with rate μ and no jockeying is permitted between the two queues. A new numerical method, based on linear programming and convex optimization, is performed for the computation of the steady state solution of the system.

Keywords: Steady state solution, matrix formulation, convex set, shortest queue, linear programming.

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830 Description of Kinetics of Propane Fragmentation with a Support of Ab Initio Simulation

Authors: Amer Al Mahmoud Alsheikh, Jan Žídek, František Krčma

Abstract:

Using ab initio theoretical calculations, we present analysis of fragmentation process. The analysis is performed in two steps. The first step is calculation of fragmentation energies by ab initio calculations. The second step is application of the energies to kinetic description of process. The energies of fragments are presented in this paper. The kinetics of fragmentation process can be described by numerical models. The method for kinetic analysis is described in this paper. The result - composition of fragmentation products - will be calculated in future. The results from model can be compared to the concentrations of fragments from mass spectrum.

Keywords: Ab initio, Density functional theory, Fragmentation energy, Geometry optimization.

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829 Transferring Route Plan over Time

Authors: Barıs Kocer, Ahmet Arslan

Abstract:

Travelling salesman problem (TSP) is a combinational optimization problem and solution approaches have been applied many real world problems. Pure TSP assumes the cities to visit are fixed in time and thus solutions are created to find shortest path according to these point. But some of the points are canceled to visit in time. If the problem is not time crucial it is not important to determine new routing plan but if the points are changing rapidly and time is necessary do decide a new route plan a new approach should be applied in such cases. We developed a route plan transfer method based on transfer learning and we achieved high performance against determining a new model from scratch in every change.

Keywords: genetic algorithms, transfer learning, travellingsalesman problem

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