Search results for: Institutional Efficiency

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: Luisa Mesquita Oliveira Ribeiro, Alexei Manso Correa Machado

Abstract:

Handwritten signature is a unique form for recognizing an individual, used to discern documents, carry out investigations in the criminal, legal, banking areas and other applications. Signature verification is based on large amounts of biometric data, as they are simple and easy to acquire, among other characteristics. Given this scenario, signature forgery is a worldwide recurring problem and fast and precise techniques are needed to prevent crimes of this nature from occurring. This article carried out a study on the efficiency of the Capsule Network in analyzing and recognizing signatures. The chosen architecture achieved an accuracy of 98.11% and 80.15% for the CEDAR and GPDS databases, respectively.

Keywords: Biometrics, deep learning, handwriting, signature forgery.

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Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

Abstract:

This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.

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Authors: Y. Galerkin, O. Solovieva

Abstract:

Parameters of flow are calculated in vaneless diffusers with relative width 0,014–0,10. Inlet angles of flow and similarity criteria were varied. There is information on flow separation, boundary layer development, configuration of streamlines. Polytrophic efficiency, loss coefficient and recovery coefficient are used to compare effectiveness of diffusers. The sample of optimization of narrow diffuser with conical walls is presented. Three wide diffusers with narrowing walls are compared. The work is made in the R&D laboratory “Gas dynamics of turbo machines” of the TU SPb.

Keywords: Vaneless diffuser, relative width, flow angle, flow separation, loss coefficient, similarity criteria.

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Authors: Dorota Galeza

Abstract:

This paper argues that networks, such as the ECN and the American network, are affected by certain small events which are inherent to path dependence and preclude the full evolution towards efficiency. It is advocated that the American network is superior to the ECN in many respects due to its greater flexibility and longer history. This stems in particular from the creation of the American network, which was based on a small number of cases. Such a structure encourages further changes and modifications which are not necessarily radical. The ECN, by contrast, was established by legislative action, which explains its rigid structure and resistance to change. This paper is an attempt to transpose the superiority of the American network on to the ECN. It looks at concepts such as judicial cooperation, harmonisation of procedure, peer review and regulatory impact assessments (RIAs), and dispute resolution procedures.

Keywords: Antitrust, Competition, Networks, Path Dependence.

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Authors: Wei-Der Chang, Dai-Ming Chang, Eri-Wei Chiang, Chia-Hung Lin, Jian-Liung Chen

Abstract:

In this paper, a fractional-order FIR differentiator design method using the differential evolution (DE) algorithm is presented. In the proposed method, the FIR digital filter is designed to meet the frequency response of a desired fractal-order differentiator, which is evaluated in the frequency domain. To verify the design performance, another design method considered in the time-domain is also provided. Simulation results reveal the efficiency of the proposed method.

Keywords: Fractional-order differentiator, FIR digital filter, Differential evolution algorithm.

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Authors: M. Zarebnia, R. Parvaz

Abstract:

In this paper the Kuramoto-Sivashinsky equation is solved numerically by collocation method. The solution is approximated as a linear combination of septic B-spline functions. Applying the Von-Neumann stability analysis technique, we show that the method is unconditionally stable. The method is applied on some test examples, and the numerical results have been compared with the exact solutions. The global relative error and L∞ in the solutions show the efficiency of the method computationally.

Keywords: Kuramoto-Sivashinsky equation, Septic B-spline, Collocation method, Finite difference.

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Authors: Shoji Katagiri, Hugang Han

Abstract:

This paper clarifies the role of ICT capital in economic growth. Albeit ICT remarkably contributes to economic growth, there are few studies on ICT capital in ICT sector from theoretical point of view. In this paper, production function of ICT which is used as input of intermediate good in final good and ICT sectors is incorporated into our model. In this setting, we analyze the role of ICT on balance growth path and show the possibility of general equilibrium solutions for this model. Through the simulation of the equilibrium solutions, we find that when ICT impacts on economy and economic growth increases, it is necessary that increases of efficiency at ICT sector and of accumulation of non-ICT and ICT capitals occur simultaneously.

Keywords: Endogenous economic growth, ICT, intensity, capital accumulation.

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Authors: A. Abedian, M. H. Ghiasi, B. Dehghan-Manshadi

Abstract:

A stiffened laminated composite panel (1 m length × 0.5m width) was optimized for minimum weight and deflection under several constraints using genetic algorithm. Here, a significant study on the performance of a penalty function with two kinds of static and dynamic penalty factors was conducted. The results have shown that linear dynamic penalty factors are more effective than the static ones. Also, a specially combined linear-exponential function has shown to perform more effective than the previously mentioned penalty functions. This was then resulted in the less sensitivity of the GA to the amount of penalty factor.

Keywords: Genetic algorithms, penalty function, stiffenedcomposite panel, finite element method.

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Authors: R. C. Ferreira, H. H. C. De Lima, A. A. Cândido, O. M. Couto Junior, P. A. Arroyo, K. Q De Carvalho, G. F. Gauze, M. A. S. D. Barros

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Removal of the widespread used drug paracetamol from water was investigated using activated carbon originated from dende coconut mesocarp and babassu coconut mesocarp. Kinetic and equilibrium data were obtained at different values of pH. Both activated carbons showed high efficiency when pH ≤ pHPZC as the carbonil group of paracetamol molecule are adsorbed due to positively charged carbon surface. Microporosity also played an important role in such process. Pseudo-second order model was better adjusted to the kinetic results. Equilibrium data may be represented by Langmuir equation.

Keywords: Adsorption, activated carbon, babassu, dende.

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Authors: Minho Ha, SeungHeo, Cheolung Cheong, Park K. Y.

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In this paper, a new cooling system using a nacelle duct is proposed for the mechanical room in the household refrigerator. The conventional mechanical room consists of a condenser, a compressor and an axial fan. The axial fan is mainly responsible for cooling the condenser and the compressor. The new cooling system is developed by replacing the axial fan with the nacelle duct including the small centrifugal fan. The parametric study is carried out to find the optimum designs of the nacelle duct in terms of performance and efficiency. Through this study, it is revealed that the new system can reduce the space, electrical power and noise compared with the conventional system

Keywords: Centrifugal Fan, Cooling Fan, Nacelle Duct, Refrigerator

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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With the continuous increment of smart meter installations across the globe, the need for processing of the load data is evident. Clustering-based load profiling is built upon the utilization of unsupervised machine learning tools for the purpose of formulating the typical load curves or load profiles. The most commonly used algorithm in the load profiling literature is the K-means. While the algorithm has been successfully tested in a variety of applications, its drawback is the strong dependence in the initialization phase. This paper proposes a novel modified form of the K-means that addresses the aforementioned problem. Simulation results indicate the superiority of the proposed algorithm compared to the K-means.

Keywords: Clustering, load profiling, load modeling, machine learning, energy efficiency and quality.

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Authors: G. Dottavio, M. F. Andrade, F. Renard, V. Cheutet, A.-L. L. S. Vercraene, P. Hoang, S. Briet, R. Dachicourt, Y. Baizet

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An important number of technological equipment and high-skilled workers over long periods of time have to be mobilized during nuclear decommissioning processes. The related operations generate complex flows of waste and high inventory levels, associated to information flows of heterogeneous types. Taking into account that more than 10 decommissioning operations are on-going in France and about 50 are expected toward 2025: A big challenge is addressed today. The management of decommissioning and dismantling of nuclear installations represents an important part of the nuclear-based energy lifecycle, since it has an environmental impact as well as an important influence on the electricity cost and therefore the price for end-users. Bringing new technologies and new solutions into decommissioning methodologies is thus mandatory to improve the quality, cost and delay efficiency of these operations. The purpose of our project is to improve decommissioning management efficiency by developing a decision-support framework dedicated to plan nuclear facility decommissioning operations and to optimize waste evacuation by means of a logistic approach. The target is to create an easy-to-handle tool capable of i) predicting waste flows and proposing the best decommissioning logistics scenario and ii) managing information during all the steps of the process and following the progress: planning, resources, delays, authorizations, saturation zones, waste volume, etc. In this article we present our results from waste nuclear flows simulation during decommissioning process, including discrete-event simulation supported by FLEXSIM 3-D software. This approach was successfully tested and our works confirms its ability to improve this type of industrial process by identifying the critical points of the chain and optimizing it by identifying improvement actions. This type of simulation, executed before the start of the process operations on the basis of a first conception, allow ‘what-if’ process evaluation and help to ensure quality of the process in an uncertain context. The simulation of nuclear waste flows before evacuation from the site will help reducing the cost and duration of the decommissioning process by optimizing the planning and the use of resources, transitional storage and expensive radioactive waste containers. Additional benefits are expected for the governance system of the waste evacuation since it will enable a shared responsibility of the waste flows.

Keywords: Nuclear decommissioning, logistical optimization, decision-support framework, waste management.

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Authors: Yong Zhang, Ruimin Hu

Abstract:

This paper presents a vocoder to obtain high quality synthetic speech at 600 bps. To reduce the bit rate, the algorithm is based on a sinusoidally excited linear prediction model which extracts few coding parameters, and three consecutive frames are grouped into a superframe and jointly vector quantization is used to obtain high coding efficiency. The inter-frame redundancy is exploited with distinct quantization schemes for different unvoiced/voiced frame combinations in the superframe. Experimental results show that the quality of the proposed coder is better than that of 2.4kbps LPC10e and achieves approximately the same as that of 2.4kbps MELP and with high robustness.

Keywords: Speech coding, Vector quantization, linear predicition, Mixed sinusoidal excitation

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Authors: Shilpi Lavania, Deepak Nagaria

Abstract:

A mixed method for model order reduction is presented in this paper. The denominator polynomial is derived by matching both Markov parameters and time moments, whereas numerator polynomial derivation and error minimization is done using Genetic Algorithm. The efficiency of the proposed method can be investigated in terms of closeness of the response of reduced order model with respect to that of higher order original model and a comparison of the integral square error as well.

Keywords: Model Order Reduction (MOR), control theory, Markov parameters, time moments, genetic algorithm, Single Input Single Output (SISO).

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Authors: Maisara Mohyeldin Gasim, A. K. Amirruddin, A. Shahrani

Abstract:

This paper investigates the effect of replacing crankshaft with cam on the indicated torque during compression and power strokes in internal combustion engines. A Cycloidal cam profile was used in Revetec engine to calculate and compare the torque to a conventional engine, using a computational method. Firstly, the cylinder pressure was calculated using Ferguson equation, and then the torque calculated depending on cylinder pressure values in every crank angle. the results showed that by using Cycloidal cam profile in Revetec engine the torque can increased by 14% compared with conventional engines, which means an increase in engine efficiency.

Keywords: Revetec engine, indicated torque, cam profile.

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Authors: Vishal Naranje, Shailendra Kumar

Abstract:

Metal stamping die design is a complex, experiencebased and time-consuming task. Various artificial intelligence (AI) techniques are being used by worldwide researchers for stamping die design to reduce complexity, dependence on human expertise and time taken in design process as well as to improve design efficiency. In this paper a comprehensive review of applications of AI techniques in manufacturability evaluation of sheet metal parts, die design and process planning of metal stamping die is presented. Further the salient features of major research work published in the area of metal stamping are presented in tabular form and scope of future research work is identified.

Keywords: Artificial Intelligence, Die design, ManufacturabilityEvaluation, Metal Stamping Die.

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Authors: Ei Ei Myat, Ni Lar Thein

Abstract:

With the tremendous growth of World Wide Web (WWW) data, there is an emerging need for effective information retrieval at the document level. Several query languages such as XML-QL, XPath, XQL, Quilt and XQuery are proposed in recent years to provide faster way of querying XML data, but they still lack of generality and efficiency. Our approach towards evolving a framework for querying semistructured documents is based on formal query algebra. Two elements are introduced in the proposed framework: first, a generic and flexible data model for logical representation of semistructured data and second, a set of operators for the manipulation of objects defined in the data model. In additional to accommodating several peculiarities of semistructured data, our model offers novel features such as bidirectional paths for navigational querying and partitions for data transformation that are not available in other proposals.

Keywords: Algebra, Semistructured data, Query Algebra.

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Authors: Dante Jose R. Amisola, Glenford M. Prospero

Abstract:

'Driving What’s Next' is a strong campaign of the new administration of De La Salle Lipa in promoting social innovation in quality education. The new leadership directs social innovation in quality education in the institutional directions and initiatives to address real-world challenges with real-world solutions. This research under study aims to qualify the commitment of the institution to extend the Lasallian quality human and Christian education to all, as expressed in the Institution’s new mission-vision statement. The Classic Grounded Theory methodology is employed in the process of generating concepts in reference to the documents, a series of meetings, focus group discussions and other related activities that account for the conceptualization and formulation of the new mission-vision along with the new education innovation framework. Notably, Driving What’s Next is the emergent theory that encapsulates the commitment of giving quality human and Christian education to all. It directs the new leadership in driving social innovation in quality education initiatives. Correspondingly, Driving What’s Next is continually resolved through four interrelated strategies also termed as the institution's four strategic directions, namely: (1) driving social innovation in quality education, (2) embracing our shared humanity and championing social inclusion and justice initiatives, (3) creating sustainable futures and (4) engaging diverse stakeholders in our shared mission. Significantly, the four strategic directions capture and integrate the 17 UN sustainable development goals, making the innovative curriculum locally and globally relevant. To conclude, the main concern of the new administration and how it is continually resolved, provide meaningful and fun learning experiences and promote a new way of learning in the light of the 21^st century skills among the members of the academic community including stakeholders and extended communities at large, which are defined as: learning together and by association (collaboration), learning through engagement (communication), learning by design (creativity) and learning with social impact (critical thinking).

Keywords: De La Salle Lipa, Driving What’s Next, social innovation in quality education, DLSL mission - vision, strategic directions.

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Authors: Wenlong Liu, Yucheng Liu

Abstract:

This paper introduces the application of seismic wave method in earthquake prediction and early estimation. The advantages of the seismic wave method over the traditional earthquake prediction method are demonstrated. An example is presented in this study to show the accuracy and efficiency of using the seismic wave method in predicting a medium-sized earthquake swarm occurred in Wencheng, Zhejiang, China. By applying this method, correct predictions were made on the day after this earthquake swarm started and the day the maximum earthquake occurred, which provided scientific bases for governmental decision-making.

Keywords: earthquake prediction, earthquake swarm, seismicactivity method, seismic wave method, Wencheng earthquake

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Authors: Samia Dardouri, Ridha Bouallegue

Abstract:

Scheduling is the process of dynamically allocating physical resources to User Equipment (UE) based on scheduling algorithms implemented at the LTE base station. Various algorithms have been proposed by network researchers as the implementation of scheduling algorithm which represents an open issue in Long Term Evolution (LTE) standard. This paper makes an attempt to study and compare the performance of PF, MLWDF and EXP/PF scheduling algorithms. The evaluation is considered for a single cell with interference scenario for different flows such as Best effort, Video and VoIP in a pedestrian and vehicular environment using the LTE-Sim network simulator. The comparative study is conducted in terms of system throughput, fairness index, delay, packet loss ratio (PLR) and total cell spectral efficiency.

Keywords: LTE, Multimedia flows, Scheduling algorithms.

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Authors: Junghan Kim, Wonkyu Chung, Sunyoung Bu, Philsu Kim

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In this paper, we introduce a generalized Chebyshev collocation method (GCCM) based on the generalized Chebyshev polynomials for solving stiff systems. For employing a technique of the embedded Runge-Kutta method used in explicit schemes, the property of the generalized Chebyshev polynomials is used, in which the nodes for the higher degree polynomial are overlapped with those for the lower degree polynomial. The constructed algorithm controls both the error and the time step size simultaneously and further the errors at each integration step are embedded in the algorithm itself, which provides the efficiency of the computational cost. For the assessment of the effectiveness, numerical results obtained by the proposed method and the Radau IIA are presented and compared.

Keywords: Generalized Chebyshev Collocation method, Generalized Chebyshev Polynomial, Initial value problem.

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Authors: Gerhard Peter

Abstract:

In this paper, we present an integrated framework that governs the introduction of social media into enterprises and its evaluation. It is argued that the framework should address the following issues: (1) the contribution of social media for increasing efficiency and improving the quality of working life; (2) the level on which this contribution happens (i.e., individual, team, or organisation); (3) a description of the processes for implementing and evaluating social media; and the role of (4) organisational culture and (5) management. We also report the results of a case study where the framework has been employed to introduce a social networking platform at a German enterprise. This paper only considers the internal use of social media.

Keywords: Case study, enterprise 2.0, framework, introducing and evaluating social media, social media.

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Authors: Mpho A. Mbeo, Patient Rambe

Abstract:

The 13th year of the Central University of Technology, Free State’s (CUT) transition from a vocational and professional training orientation institution (i.e. a technikon) into a university with a strong research focus has neither been a smooth nor an easy one. At the heart of this transition was the need to transform the psychological faculties of academic and research staffs compliment who were accustomed to training graduates for industrial placement. The lack of a research culture that fully embraces the strong solid ethos of conducting cutting-edge research needs to be addressed. The induction and socialisation of academic staff into the development and execution of cutting-edge research also required the provision of research support and the creation of a conducive academic environment for research, both for emerging and non-research active academics. Drawing on ten cases, consisting of four heads of departments, three seasoned researchers, and three novice researchers, this study explores the challenges faced in establishing a strong research culture at the university. Furthermore, it gives an account of the extent to which the current research interventions have addressed the perceivably “missing research culture”, and the implications of these interventions for knowledge management. Evidence suggests that the capability of an ideal institutional research environment, consisting of mentorship of novice researchers by seasoned researchers, balanced effort into teaching and research responsibilities, should be supported by strong research-oriented leadership. Furthermore, recruitment of research passionate staff, adoption of a salary structure that encourages the retention of excellent scholars should be matched by a coherent research incentive culture to growth research publication outputs. This is critical for building new knowledge and entrenching knowledge management founded on communities of practice and scholarly networking through the documentation and communication of research findings. The study concludes that the multiple policy documents set for the different domains of research may be creating pressure on researchers to engage research activities and increase output at the expense of research quality.

Keywords: Central University of Technology, performance, publication, research culture, university.

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Authors: Michael Tupý, Vít Petránek

Abstract:

The paper is focused on testing of the poly(vinyl butyral) (PVB) layer which had the function of a CO₂ insulating protection against concrete and mortar carbonation. The barrier efficiency of PVB was verified by the measurement of diffusion characteristics. Two different types of PVB were tested; original extruded PVB sheet and PVB sheet made from PVB dispersion which was obtained from recycled windshields. The work deals with the testing CO₂ diffusion when polymer sheets were exposed to a CO₂ atmosphere (10% v/v CO₂) with 0% RH. The excellent barrier capability against CO₂ permeability of original and also recycled types of PVB layers was observed. This application of PVB waste can bring advantageous use in civil engineering and significant environmental contribution.

Keywords: Windshield, Poly(vinyl butyral), Mortar, Diffusion, Carbonatation, Polymer waste.

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Authors: Lu Yanhui, Zhang Lizhi, Yin Changchuan, Yue Guangxin

Abstract:

In this paper, an adaptive radio resource allocation (RRA) algorithm applying to multiple traffic OFDMA system is proposed, which distributes sub-carrier and loading bits among users according to their different QoS requirements and traffic class. By classifying and prioritizing the users based on their traffic characteristic and ensuring resource for higher priority users, the scheme decreases tremendously the outage probability of the users requiring a real time transmission without impact on the spectrum efficiency of system, as well as the outage probability of data users is not increased compared with the RRA methods published.

Keywords: OFDMA, adaptive radio resource allocation, QoS.

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Authors: Rusu Ligia, Cosma Germina, Lica Eliana, Marin Mihnea, Cernăianu Sorina, Copilusi Petre Cristian, Rusu Petre Florinel

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The aim of this paper is to present the role of myotonometry in assessment muscle viscoelasticity by measurement of force index (IF) and stiffness (S) at thigh muscle groups. The results are used for improve the muscle training. The method is based on mechanic impulse on the muscle group, that involve a muscle response like acceleration, speed and amplitude curves. From these we have information about elasticity, stiffness beginning from mechanic oscillations of muscle tissue. Using this method offer the possibility for monitoring the muscle capacity for produce mechanic energy, that allows a efficiency of movement with a minimal tissue deformation.

Keywords: assessment, infraspinatus syndrome, kinetic therapy, rehabilitation

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Authors: M. Bharath, Vasudevan Raghavan, B. V. S. S. S. Prasad, S. R. Chakravarthy

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In this experimental study, effects of addition of rice husk on coal gasification in a bubbling fluidized bed gasifier, operating at atmospheric pressure with air as gasifying agent, are reported. Rice husks comprising of 6.5% and 13% by mass are added to coal. Results show that, when rice husk is added the methane yield increases from volumetric percentage of 0.56% (with no rice husk) to 2.77% (with 13% rice husk). CO and H₂ remain almost unchanged and CO₂ decreases with addition of rice husk. The calorific value of the synthetic gas is around 2.73 MJ/Nm³. All performance indices, such as cold gas efficiency and carbon conversion, increase with addition of rice husk.

Keywords: Bubbling fluidized bed reactor, coal gasification, calorific value, rice husk.

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Authors: V. Boguslauskas, G. Jakstonyte, L. Giriunas

Abstract:

Many foreign and Lithuanian scientists, analyzing the evaluation of the tax system in respect of the burden of taxation, agree that the latter, in principle, depends on how many individuals and what units of the residents constitute a household. Therefore, the aim of scientific research is to substantiate or to deny the significance of a household, but not a resident, as a statistical unit, during the evaluation of tax system, to be precise, determination of the value of the burden of taxation. A performed scientific research revealed that evaluation of the tax system in respect of a household, but not a resident, as a statistical unit, allows not only to evaluate the efficiency of the tax system more objectively, but also to forecast practicably existing poverty line, burden of taxation, and to capacitate the initiation of efficient decisions in social and tax fields creating the environment of existence.

Keywords: burden of taxation, household, tax systemevaluation.

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Authors: F.H.Wee, F. Malek

Abstract:

This paper presents the utilizing of ferroelectric material on antenna application. There are two different ferroelectric had been used on the proposed antennas which include of Barium Strontium Titanate (BST) and Bismuth Titanate (BiT), suitable for Access Points operating in the WLAN IEEE 802.11 b/g and WiMAX IEEE 802.16 within the range of 2.3 GHz to 2.5 GHz application. BST, which had been tested to own a dielectric constant of εr = 15 while BiT has a dielectric constant that higher than BST which is εr = 21 and both materials are in rectangular shaped. The influence of various parameters on antenna characteristics were investigated extensively using commercial electromagnetic simulations software by Communication Simulation Technology (CST). From theoretical analysis and simulation results, it was demonstrated that ferroelectric material used have not only improved the directive emission but also enhanced the radiation efficiency.

Keywords: Ferroelectric material, WLAN, WiMAX, dielectric constant

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