Search results for: measurement system analysis.

Authors: Bahareh Khezri, Richard D. Webster

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In Southeast Asia, during the dry season (August to October) forest fires in Indonesia emit pollutants into the atmosphere. For two years during this period, a total of 67 samples of 2.5 μm particulate matters were collected and analyzed for total mass and elemental composition with ICP - MS after microwave digestion. A study of 60 elements measured during these periods suggest that the concentration of most of elements, even those usually related to crustal source, are extremely high and unpredictable during the haze period. In By contrast, trace element concentration in non - haze months is more stable and covers a lower range. Other unexpected events and their effects on the findings are discussed.

Keywords: Haze, ICP - MS, Particulate Patter, Transboundary Air Pollution.

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Authors: Sameena Tarannum, S. Pranesh

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A nonlinear study of triple diffusive convection in a rotating couple stress liquid has been analysed. It is performed to study the effect of heat and mass transfer by deriving Ginzburg-Landau equation. Heat and mass transfer are quantified in terms of Nusselt number and Sherwood numbers, which are obtained as a function of thermal and solute Rayleigh numbers. The obtained Ginzburg-Landau equation is Bernoulli equation, and it has been elucidated numerically by using Mathematica. The effects of couple stress parameter, solute Rayleigh numbers, and Taylor number on the onset of convection and heat and mass transfer have been examined. It is found that the effects of couple stress parameter and Taylor number are to stabilize the system and to increase the heat and mass transfer.

Keywords: Couple stress liquid, Ginzburg-Landau model, rotation, triple diffusive convection.

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Authors: Thiago Brito Bezerra, Mauro Lopes de Freitas, Waldir Sabino da Silva Júnior

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The Sigma-Delta A/D converters have been proposed as a practical application for A/D conversion at high rates because of its simplicity and robustness to imperfections in the circuit, also because the traditional converters are more difficult to implement in VLSI technology. These difficulties with conventional conversion methods need precise analog components in their filters and conversion circuits, and are more vulnerable to noise and interference. This paper aims to analyze the architecture, function and application of Analog-Digital converters (A/D) Sigma-Delta to overcome these difficulties, showing some simulations using the Simulink software and Multisim.

Keywords: Analysis, Oversampling Modulator, A/D converters, Sigma-Delta.

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Authors: Randhir Singh Baghel, Govind Prasad Sahu

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An individual seasonality index is used to study the seasonality of rainfall over India. The seasonality indicator is examined for two time periods: early (1901-1970) and recent (1971-2015). In some regions of India throughout the recent time (1971-2015), trend analysis using linear regression during these two periods reveals a downward trend in the seasonality index (i.e., decreasing values of the index), which implies shorter dry spells resulting in more consistent rainfall throughout the year.

Keywords: Individual seasonality index, rainfall distribution, seasonality index, climate.

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Authors: Ali Roozbahani, Aref Mardani, Roohollah Jokar, Hamid Taghavifar

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Evaluating and measuring the performance parameters of wheels and tillage equipments under controlled conditions obligates the use of soil bin facility. In this research designing, constructing and evaluating a single-wheel tester has been studied inside a soil bin. The tested wheel was directly driven by the electric motor. Vertical load was applied by a power bolt on wheel. This tester can measure required draft force, the depth of tire sinkage, contact area between wheel and soil, and soil stress at different depths and in the both alongside and perpendicular to the direction of traversing. In order to evaluate the system preparation, traction force was measured by the connected S-shaped load cell as arms between the wheel-tester and carriage. Treatments of forward speed, slip, and vertical load at a constant pressure were investigated in a complete randomized block design. The results indicated that the traction force increased at constant wheel load. The results revealed that the maximum traction force was observed within the %15 of slip.

Keywords: Slip, single wheel-tester, soil bin, soil–machine, speed, traction.

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Authors: Alireza Saviz, Sedigheh Zarei

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Foreign Direct Investment (FDI) is an integral part of an open and effective international economic system and a major catalyst to development. Developing countries, emerging economies and countries in transition have come increasingly to see FDI as a source of economic development modernization, income growth and employment. FDI is an important vehicle for the transfer of technology, contributing relatively more to growth than domestic investment. Exploratory research is being conducted here. The data for the study is collected from secondary sources like research papers, journals, websites and reports. This paper aim was to generate knowledge on Iran’s situation through these factors after lifting sanction in comparison to Turkey. Although the most important factors that influence foreign investor decisions vary depending on the countries, sectors, years, and the objective of investor, nowadays governments should pay more attention to human resources education, marketing, infrastructure and administrative process in order to attracting foreign investors. A proper understanding of these findings will help governments to create appropriate policies in order to encourage more foreign investors

Keywords: FDI, foreign investor, comparative study, host country.

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Authors: Johannes Partzsch, Christian Mayr, Rene Schuffny

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Starting from a biologically inspired framework, Gabor filters were built up from retinal filters via LMSE algorithms. Asubset of retinal filter kernels was chosen to form a particular Gabor filter by using a weighted sum. One-dimensional optimization approaches were shown to be inappropriate for the problem. All model parameters were fixed with biological or image processing constraints. Detailed analysis of the optimization procedure led to the introduction of a minimization constraint. Finally, quantization of weighting factors was investigated. This resulted in an optimized cascaded structure of a Gabor filter bank implementation with lower computational cost.

Keywords: Gabor filter, image processing, optimization

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Authors: S. Amirhassan Monadjemi, Narges Zarrabi, Naser Neamatbakhsh

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As days go by, we hear more and more about HIV, Ebola, Bird Flu and other dreadful viruses which were unknown a few decades ago. In both detecting and fighting viral diseases ordinary methods have come across some basic and important difficulties. Vaccination is by a sense introduction of the virus to the immune system before the occurrence of the real case infection. It is very successful against some viruses (e.g. Poliomyelitis), while totally ineffective against some others (e.g. HIV or Hepatitis-C). On the other hand, Anti-virus drugs are mostly some tools to control and not to cure a viral disease. This could be a good motivation to try alternative treatments. In this study, some key features of possible physical-based alternative treatments for viral diseases are presented. Electrification of body parts or fluids (especially blood) with micro electric signals with adjusted current or frequency is also studied. The main approach of this study is to find a suitable energy field, with appropriate parameters that are able to kill or deactivate viruses. This would be a lengthy, multi-disciplinary research which needs the contribution of virology, physics, and signal processing experts. It should be mentioned that all the claims made by alternative cures researchers must be tested carefully and are not advisable at the time being.

Keywords: Alternative Cure, Viral disease, HIV, signals, energy filed.

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Authors: Gulmira Kenenbay, Urishbay Chomanov, Tamara Tultabayeva, Aruzhan Shoman

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Wheat germ has a balanced amino acid composition of the protein, which is well digested by enzymes in the gastrointestinal tract of humans, a high content of vitamins, minerals and unsaturated acids. Introduction components grain food products will enrich their biologically important substances, giving these products a number of valuable properties and reducing their caloric. A complex natural system of substances in foods will help replenish the body's need of essential nutrients, increasing its resistance to the harmful effects of the environment, prolong life. In this regard, there was a need for the development of production technology of protein complexes from wheat germ and then applying them in food, particularly in the dairy industry. Experimental studies were conducted to determine the number of herbal supplements on the sensory characteristics of the product. Studies have been conducted to determine the optimal process parameters of water activity and moisture content of the investigational product. 

Keywords: Wheat germ, sensory characteristics of the product, water activity.

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Authors: Lars Steiner, Zahra Ahmadi

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Public housing is a vital factor in community development. Successful city, housing and eco system regeneration design is essential in providing positive community development. This concerns work places, nice dwellings, providing premises for child care, care of the elderly, providing qualitative premises for different kinds of commercial service, providing a nice built environment and housing areas and not the least activating tenants. The public housing companies give value to society by stimulating people, renovating socially and economically sustainable as well as being partners to local business and authorities. By their activities the housing companies contribute to sustainable local and regional growth and the identity and reputation of cities. A Social, Economic and Ecological Reputation Effect (SEERE) model for actions to promote housing and community reputation is presented. The model emphasizes regenerative actions to restore natural eco systems as part of housing renewal strategies and to strengthen municipality reputation.

Keywords: Community Development, Image and Reputation, Public Housing, Renewal Strategies.

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Authors: Buket Boz, Alvaro Diez

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Waste heat recovery by means of Organic Rankine Cycle is a promising technology for the recovery of engine exhaust heat. However, it is complex to find out the optimum cycle conditions with appropriate working fluids to match exhaust gas waste heat due to its high temperature. Hence, this paper focuses on comparing sub-critical and supercritical ORC conditions with eight working fluids on a combined diesel engine-ORC system. The model employs two ORC designs, Regenerative-ORC and Pre-Heating-Regenerative-ORC respectively. The thermodynamic calculations rely on the first and second law of thermodynamics, thermal efficiency and exergy destruction factors are the fundamental parameters evaluated. Additionally, in this study, environmental and safety, GWP (Global Warming Potential) and ODP (Ozone Depletion Potential), characteristic of the refrigerants are taken into consideration as evaluation criteria to define the optimal ORC configuration and conditions. Consequently, the studys outcomes reveal that supercritical ORCs with alkane and siloxane are more suitable for high temperature exhaust waste heat recovery in contrast to sub-critical conditions.

Keywords: Internal combustion engine, organic rankine cycle, waste heat recovery, working fluids.

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Authors: Mahmoud Zarrini, Sanaz Torkaman

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In this paper, we have proposed a numerical method for solving fuzzy Fredholm integral equation of the second kind. In this method a combination of orthonormal Bernstein and Block-Pulse functions are used. In most cases, the proposed method leads to the exact solution. The advantages of this method are shown by an example and calculate the error analysis.

Keywords: Fuzzy Fredholm Integral Equation, Bernstein, Block-Pulse, Orthonormal.

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Authors: Hassan E. A. Ibrahim, Mohamed F. Serag

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In this paper, Novel method, Particle Swarm Optimization (PSO) algorithm, based technique is proposed to estimate and analyze the steady state performance of self-excited induction generator (SEIG). In this novel method the tedious job of deriving the complex coefficients of a polynomial equation and solving it, as in previous methods, is not required. By comparing the simulation results obtained by the proposed method with those obtained by the well known mathematical methods, a good agreement between these results is obtained. The comparison validates the effectiveness of the proposed technique.

Keywords: Evolution theory, MATLAB, optimization, PSO, SEIG.

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Authors: Mikel Alonso López

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This paper explores, in depth, the idea that emotions are present in all consumer decision making processes, meaning that purchase decisions have never been purely cognitive or as they traditionally have been defined, rational. Human beings, in all kinds of decisions, has "always" used neural systems related to emotions along with neural systems related to cognition, regardless of the type of purchase or the product or service in question. Therefore, all purchase decisions are, at the same time, cognitive and emotional. This paper presents an analysis of the main contributions of researchers in this regard.

Keywords: Emotions, decision making, consumer behavior.

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Authors: Yasser M. Moustafa, Rania E. Morsi, Mohammed Fathy

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Multiwall carbon nanotubes, prepared by chemical vapor deposition, have an average diameter of 60-100 nm as shown by High Resolution Transmittance Electron Microscope, HR-TEM. The Multiwall carbon nanotubes (MWCNTs) were further characterized using X-ray Diffraction and Raman Spectroscopy. Mercury uptake capacity of MWCNTs was studied using batch adsorption method at different concentration ranges up to 150 ppm. Mercury concentration (before and after the treatment) was measured using cold vapor atomic absorption spectroscopy. The effect of time, concentration, pH and adsorbent dose were studied. MWCNT were found to perform complete absorption in the sub-ppm concentrations (parts per billion levels) while for high concentrations, the adsorption efficiency was 92% at the optimum conditions; 0.1 g of the adsorbent at 150 ppm mercury (II) solution. The adsorption of mercury on MWCNTs was found to follow the Freundlich adsorption isotherm and the pseudo-second order kinetic model.

Keywords: Cold Vapor Atomic Absorption Spectroscopy, Hydride System, Mercury Removing, Multi Wall Carbon Nanotubes.

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Authors: David Dewar

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The paper reviews the relationship between spatial and transportation planning in the Southern African Development Community (SADC) region of Sub-Saharan Africa. It argues that most urbanisation in the region has largely occurred subsequent to the 1950s and, accordingly, urban development has been profoundly and negatively affected by the (misguided) spatial and institutional tenets of modernism. It demonstrates how a considerable amount of the poor performance of these settlements can be directly attributed to this. Two factors in particular about the planning systems are emphasized: the way in which programmatic land-use planning lies at the heart of both spatial and transportation planning; and the way on which transportation and spatial planning have been separated into independent processes. In the final section, the paper identifies ways of improving the planning system. Firstly, it identifies the performance qualities which Southern African settlements should be seeking to achieve. Secondly, it focuses on two necessary arenas of change: the need to replace programmatic land-use planning practices with structuralspatial approaches; and it makes a case for making urban corridors a spatial focus of integrated planning, as a way of beginning the restructuring and intensification of settlements which are currently characterised by sprawl, fragmentation and separation

Keywords: Corridors, modernism, programmatic planning, structural-spatial planning

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Authors: Abdelsalam A. Ahmed

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Fast speed drives for Permanent Magnet Synchronous Motor (PMSM) is a crucial performance for the electric traction systems. In this paper, PMSM is derived with a Model-based Predictive Control (MPC) technique. Fast speed tracking is achieved through optimization of the DC source utilization using MPC. The technique is based on predicting the optimum voltage vector applied to the driver. Control technique is investigated by comparing to the cascaded PI control based on Space Vector Pulse Width Modulation (SVPWM). MPC and SVPWM-based FOC are implemented with the TMS320F2812 DSP and its power driver circuits. The designed MPC for a PMSM drive is experimentally validated on a laboratory test bench. The performances are compared with those obtained by a conventional PI-based system in order to highlight the improvements, especially regarding speed tracking response.

Keywords: Permanent magnet synchronous motor, mode predictive control, optimization of DC source utilization, cascaded PI control, space vector pulse width modulation, TMS320F2812 DSP.

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Authors: Shyama Ranjani Weerakoon

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Direct and indirect somatic embryogenesis (SE) from petiole and leaf explants of Scaevola aemula R. Br. cv. 'Purple Fanfare' was achieved. High frequency of somatic embryos was obtained directly from petiole and leaf explants using an inductive plant growth regulator signal thidiazuron (TDZ). Petiole explants were more responsive to SE than leaves. Plants derived from somatic embryos of petiole explants germinated more readily into plants. SE occurred more efficiently in half-strength Murashige and Skoog (MS) medium than in full-strength MS medium. Non-embryogenic callus induced by 2, 4-dichlorophenoxyacetic acid was used to investigate the feasibility of obtaining SE with TDZ as a secondary inductive plant growth regulator (PGR) signal. Non-embryogenic callus of S. aemula was able to convert into an “embryogenic competent mode" with PGR signal. Protocol developed for induction of direct and indirect somatic embryogenesis in S. aemula can improve the large scale propagation system of the plant in future.

Keywords: Petiole and leaf explants, Scaevola aemula, Somaticembryogenesis

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Authors: Hazem M. El-Bakry, Ahmed A. Mohammed

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In this paper, an intelligent algorithm for optimal document archiving is presented. It is kown that electronic archives are very important for information system management. Minimizing the size of the stored data in electronic archive is a main issue to reduce the physical storage area. Here, the effect of different types of Arabic fonts on electronic archives size is discussed. Simulation results show that PDF is the best file format for storage of the Arabic documents in electronic archive. Furthermore, fast information detection in a given PDF file is introduced. Such approach uses fast neural networks (FNNs) implemented in the frequency domain. The operation of these networks relies on performing cross correlation in the frequency domain rather than spatial one. It is proved mathematically and practically that the number of computation steps required for the presented FNNs is less than that needed by conventional neural networks (CNNs). Simulation results using MATLAB confirm the theoretical computations.

Keywords: Information Storage and Retrieval, Electronic Archiving, Fast Information Detection, Cross Correlation, Frequency Domain.

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Authors: S. Levitsky

Abstract:

Acoustic properties of polymeric liquids are high sensitive to free gas traces in the form of fine bubbles. Their presence is typical for such liquids because of chemical reactions, small wettability of solid boundaries, trapping of air in technological operations, etc. Liquid temperature influences essentially its rheological properties, which may have an impact on the bubble pulsations and sound propagation in the system. The target of the paper is modeling of the liquid temperature effect on single bubble dynamics and sound dispersion and attenuation in polymeric solution with spherical gas bubbles. The basic sources of attenuation (heat exchange between gas in microbubbles and surrounding liquid, rheological and acoustic losses) are taken into account. It is supposed that in the studied temperature range the interface mass transfer has a minor effect on bubble dynamics. The results of the study indicate that temperature raise yields enhancement of bubble pulsations and increase in sound attenuation in the near-resonance range and may have a strong impact on sound dispersion in the liquid-bubble mixture at frequencies close to the resonance frequency of bubbles.

Keywords: Sound propagation, gas bubbles, temperature effect, polymeric liquid.

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Authors: M. Othman, N. Bhuiyan, G. J. Gouw

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In today-s competitive market, most companies develop manufacturing systems that can help in cost reduction and maximum quality. Human issues are an important part of manufacturing systems, yet most companies ignore their effects on production performance. This paper aims to developing an integrated workforce planning system that incorporates the human being. Therefore, a multi-objective mixed integer nonlinear programming model is developed to determine the amount of hiring, firing, training, overtime for each worker type. This paper considers a workforce planning model including human aspects such as skills, training, workers- personalities, capacity, motivation, and learning rates. This model helps to minimize the hiring, firing, training and overtime costs, and maximize the workers- performance. The results indicate that the workers- differences should be considered in workforce scheduling to generate realistic plans with minimum costs. This paper also investigates the effects of human learning rates on the performance of the production systems.

Keywords: Human Factors, Learning Curves, Workers' Differences, Workforce Scheduling

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Authors: Derya Eren Akyol, Gonca Tuncel, G. Mirac Bayhan

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Activity-Based Costing (ABC) which has become an important aspect of manufacturing/service organizations can be defined as a methodology that measures the cost and performance of activities, resources and cost objects. It can be considered as an alternative paradigm to traditional cost-based accounting systems. The objective of this paper is to illustrate an application of ABC method and to compare the results of ABC with traditional costing methods. The results of the application highlight the weak points of traditional costing methods and an S-Curve obtained is used to identify the undercosted and overcosted products of the firm.

Keywords: Activity-based costing, cost drivers, overheads, traditional costing.

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Authors: Sajjad Hashemi, Seyyed Yasser Hashemi

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In today's world, success of most systems depend on the use of new technologies and information technology (IT) which aimed to increase efficiency and satisfaction of users. One of the most important systems that use information technology to deliver services is the education system. But for educational services in the form of E-learning systems, hardware and software equipment should be containing high quality, which requires substantial investment. Because the vast majority of educational establishments can not invest in this area so the best way for them is reducing the costs and providing the E-learning services by using cloud computing. But according to the novelty of the cloud technology, it can create challenges and concerns that the most noted among them are security issues. Security concerns about cloud-based E-learning products are critical and security measures essential to protect valuable data of users from security vulnerabilities in products. Thus, the success of these products happened if customers meet security requirements then can overcome security threats. In this paper tried to explore cloud computing and its positive impact on E- learning and put main focus to identify security issues that related to cloud-based E-learning efforts which have been improve security and provide solutions in management challenges.

Keywords: Cloud computing, E-Learning, Security.

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Authors: Jingjing Lan, Jun Yu, Muthukumaraswamy Annamalai Arasu

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This paper presents a digital non-linear pulse-width modulation (PWM) controller in a high-voltage (HV) buck-boost DC-DC converter for the piezoelectric transducer of the down-hole acoustic telemetry system. The proposed design controls the generation of output signal with voltage higher than the supply voltage and is targeted to work under high temperature. To minimize the power consumption and silicon area, a simple and efficient design scheme is employed to develop the PWM controller. The proposed PWM controller consists of serial to parallel (S2P) converter, data assign block, a mode and duty cycle controller (MDC), linearly PWM (LPWM) and noise shaper, pulse generator and clock generator. To improve the reliability of circuit operation at higher temperature, this design is fabricated with the 1.0-μm silicon-on-insulator (SOI) CMOS process. The implementation results validated that the proposed design has the advantages of smaller size, lower power consumption and robust thermal stability.

Keywords: DC-DC power conversion, digital control, high temperatures, pulse-width modulation.

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Authors: Zahra Morshedi

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Environmental considerations have become an integral part of developmental thinking and decision making in many countries. It is growing rapidly in importance as a discipline of its own. Preventive approaches have been used at the evolutional process of environmental management as a broad and dynamic system for dealing with pollution and environmental degradation. In this regard, Environmental Assessment as an activity for identification and prediction of project’s impacts carried out in the world and its legal significance dates back to late 1960. In Iran, according to the Article 2 of Environmental Protection Act, Environmental Impact Assessment (EIA) should be prepared for seven categories of project. This article has been actively implementing by Department of Environment at 1997. World Bank in 1989 attempted to introducing application of Environmental Assessment for making decision about projects which are required financial assistance in developing countries. So, preparing EIA for obtaining World Bank loan was obligated. Alborz Project is one of the World Bank Projects in Iran which is environmentally significant. Seven out of ten W.B safeguard policies were considered at this project. In this paper, Alborz project, objectives, safeguard policies and role of environmental management will be elaborated

Keywords: AILWMP, EIA, Environmental Management, Safeguard Policies.

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Authors: Yen-Ting Wang, Yu-Tien Tsai, Tzuhui A. Tseng, I-Tsun Chiang, Alex J.Y. Lee

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This study examined the effects of neuromuscular training (NT) on limits of stability (LOS) in female individuals. Twenty female basketball amateurs were assigned into NT experimental group or control group by volunteer. All the players were underwent regular basketball practice, 90 minutes, 3 times per week for 6 weeks, but the NT experimental group underwent extra NT with plyometric and core training, 50 minutes, 3 times per week for 6 weeks during this period. Limits of stability (LOS) were evaluated by the Biodex Balance System. One factor ANCOVA was used to examine the differences between groups after training. The significant level for statistic was set at p<.05. Results showed that the right direction LOS scores at level 3 indicated a significant interaction between the trained/untrained groups × pre/post repeated measures with post-training scores higher than pre-training scores in the NT experimental group. The study demonstrated that Six weeks NT can improve the postural stability in young female individuals.

Keywords: Balance control, neuromuscular control and posture stability.

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Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

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Authors: Ahmad Tariq Sheikh, Shahzad Amin Sheikh

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A new distance-adjusted approach is proposed in which static square contours are defined around an estimated symbol in a QAM constellation, which create regions that correspond to fixed step sizes and weighting factors. As a result, the equalizer tap adjustment consists of a linearly weighted sum of adaptation criteria that is scaled by a variable step size. This approach is the basis of two new algorithms: the Variable step size Square Contour Algorithm (VSCA) and the Variable step size Square Contour Decision-Directed Algorithm (VSDA). The proposed schemes are compared with existing blind equalization algorithms in the SCA family in terms of convergence speed, constellation eye opening and residual ISI suppression. Simulation results for 64-QAM signaling over empirically derived microwave radio channels confirm the efficacy of the proposed algorithms. An RTL implementation of the blind adaptive equalizer based on the proposed schemes is presented and the system is configured to operate in VSCA error signal mode, for square QAM signals up to 64-QAM.

Keywords: Adaptive filtering, Blind Equalization, Square Contour Algorithm.

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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Authors: Ibrahim F. Elbaba, Paul T. Williams

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Hydrogen is regarded to play an important role in future energy systems because it can be produced from abundant resources and its combustion only generates water. The disposal of waste tyres is a major problem in environmental management throughout the world. The use of waste materials as a source of hydrogen is particularly of interest in that it would also solve a waste treatment problem. There is much interest in the use of alternative feedstocks for the production of hydrogen since more than 95% of current production is from fossil fuels. The pyrolysis of waste tyres for the production of liquid fuels, activated carbons and gases has been extensively researched. However, combining pyrolysis with gasification is a novel process that can gasify the gaseous products from pyrolysis. In this paper, an experimental investigation into the production of hydrogen and other gases from the bench scale pyrolysis-gasification of tyres has been investigated. Experiments were carried using a two stage system consisting of pyrolysis of the waste tyres followed by catalytic steam gasification of the evolved gases and vapours in a second reactor. Experiments were conducted at a pyrolysis temperature of 500 °C using Ni/Al2O3 as a catalyst. The results showed that there was a dramatic increase in gas yield and the potential H2 production when the gasification temperature was increased from 600 to 900 oC. Overall, the process showed that high yields of hydrogen can be produced from waste tyres.

Keywords: Catalyst, Hydrogen, Pyrolysis, Gasification, Tyre, Waste

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