Search results for: path loss models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3882

Search results for: path loss models

2802 Review of Trust Models in Wireless Sensor Networks

Authors: V. Uma Rani, K. Soma Sundaram

Abstract:

The major challenge faced by wireless sensor networks is security. Because of dynamic and collaborative nature of sensor networks the connected sensor devices makes the network unusable. To solve this issue, a trust model is required to find malicious, selfish and compromised insiders by evaluating trust worthiness sensors from the network. It supports the decision making processes in wireless sensor networks such as pre key-distribution, cluster head selection, data aggregation, routing and self reconfiguration of sensor nodes. This paper discussed the kinds of trust model, trust metrics used to address attacks by monitoring certain behavior of network. It describes the major design issues and their countermeasures of building trust model. It also discusses existing trust models used in various decision making process of wireless sensor networks.

Keywords: Attacks, Security, Trust, Trust model, Wireless sensor network.

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2801 A Comparison of YOLO Family for Apple Detection and Counting in Orchards

Authors: Yuanqing Li, Changyi Lei, Zhaopeng Xue, Zhuo Zheng, Yanbo Long

Abstract:

In agricultural production and breeding, implementing automatic picking robot in orchard farming to reduce human labour and error is challenging. The core function of it is automatic identification based on machine vision. This paper focuses on apple detection and counting in orchards and implements several deep learning methods. Extensive datasets are used and a semi-automatic annotation method is proposed. The proposed deep learning models are in state-of-the-art YOLO family. In view of the essence of the models with various backbones, a multi-dimensional comparison in details is made in terms of counting accuracy, mAP and model memory, laying the foundation for realising automatic precision agriculture.

Keywords: Agricultural object detection, Deep learning, machine vision, YOLO family.

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2800 An Enhanced Slicing Algorithm Using Nearest Distance Analysis for Layer Manufacturing

Authors: M. Vatani, A. R. Rahimi, F. Brazandeh, A. Sanati nezhad

Abstract:

Although the STL (stereo lithography) file format is widely used as a de facto industry standard in the rapid prototyping industry due to its simplicity and ability to tessellation of almost all surfaces, but there are always some defects and shortcoming in their usage, which many of them are difficult to correct manually. In processing the complex models, size of the file and its defects grow extremely, therefore, correcting STL files become difficult. In this paper through optimizing the exiting algorithms, size of the files and memory usage of computers to process them will be reduced. In spite of type and extent of the errors in STL files, the tail-to-head searching method and analysis of the nearest distance between tails and heads techniques were used. As a result STL models sliced rapidly, and fully closed contours produced effectively and errorless.

Keywords: Layer manufacturing, STL files, slicing algorithm, nearest distance analysis.

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2799 Empirical and Indian Automotive Equity Portfolio Decision Support

Authors: P. Sankar, P. James Daniel Paul, Siddhant Sahu

Abstract:

A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to the conclusive confidence in the emerged models. This paper attempts to use the automotive sector stock prices from National Stock Exchange (NSE), India and analyze them for the intra-sectorial support for stock market decisions. The study identifies the significant variables and their lags which affect the price of the stocks using OLS analysis and decision tree classifiers.

Keywords: Indian Automotive Sector, Stock Market Decisions, Equity Portfolio Analysis, Decision Tree Classifiers, Statistical Data Analysis.

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2798 Numerical Simulation and Experimental Validation of the Tire-Road Separation in Quarter-Car Model

Authors: Quy Dang Nguyen, Reza Nakhaie Jazar

Abstract:

The paper investigates vibration dynamics of tire-road separation for a quarter-car model; this separation model is developed to be close to the real situation considering the tire is able to separate from the ground plane. A set of piecewise linear mathematical models is developed and matches the in-contact and no-contact states to be considered as mother models for further investigations. The bound dynamics are numerically simulated in the time response and phase portraits. The separation analysis may determine which values of suspension parameters can delay and avoid the no-contact phenomenon, which results in improving ride comfort and eliminating the potentially dangerous oscillation. Finally, model verification is carried out in the MSC-ADAMS environment.

Keywords: Quarter-car vibrations, tire-road separation, separation analysis, separation dynamics, ride comfort, ADAMS validation.

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2797 Computational Simulation of Imploding Current Sheath Trajectory at the Radial Phase of Plasma Focus Performance

Authors: R. Amrollahi, M. Habibi

Abstract:

When the shock front (SF) hits the central electrode axis of plasma focus device, a reflected shock wave moves radially outwards. The current sheath (CS) results from ionization of filled gas between two electrodes continues to compress inwards until it hits the out-going reflected shock front. In this paper the Lagrangian equations are solved for a parabolic shock trajectory yielding a first and second approximation for the CS path. To determine the accuracy of the approximation, the same problem is solved for a straight shock.

Keywords: Radial compression, Shock wave trajectory, Current sheath, Slog model.

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2796 Design of Novel SCR-based ESD Protection Device for I/O Clamp in BCD Process

Authors: Yong-Seo Koo, Jin-Woo Jung, Byung-Seok Lee, Dong-Su Kim, Yil-Suk Yang

Abstract:

In this paper, a novel LVTSCR-based device for electrostatic discharge (ESD) protection of integrated circuits (ICs) is designed, fabricated and characterized. The proposed device is similar to the conventional LVTSCR but it has an embedded PMOSFET in the anode n-well to enhance the turn on speed, the clamping capability and the robustness. This is possible because the embedded PMOSFET provides the sub-path of ESD discharge current. The TLP, HBM and MM testing are carried out to verify the ESD performance of the proposed devices, which are fabricated in 0.35um (Bipolar-CMOS-DMOS) BCDMOS process. The device has the robustness of 70mA/um that is higher about 60mA/um than the LVTSCR, approximately.

Keywords: ESD Protection, grounded gate NMOS (GGNMOS), low trigger voltage SCR (LVTSCR)

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2795 Automatic Generation of OWL Ontologies from UML Class Diagrams Based on Meta- Modelling and Graph Grammars

Authors: Aissam Belghiat, Mustapha Bourahla

Abstract:

Models are placed by modeling paradigm at the center of development process. These models are represented by languages, like UML the language standardized by the OMG which became necessary for development. Moreover the ontology engineering paradigm places ontologies at the center of development process; in this paradigm we find OWL the principal language for knowledge representation. Building ontologies from scratch is generally a difficult task. The bridging between UML and OWL appeared on several regards such as the classes and associations. In this paper, we have to profit from convergence between UML and OWL to propose an approach based on Meta-Modelling and Graph Grammars and registered in the MDA architecture for the automatic generation of OWL ontologies from UML class diagrams. The transformation is based on transformation rules; the level of abstraction in these rules is close to the application in order to have usable ontologies. We illustrate this approach by an example.

Keywords: ATOM3, MDA, Ontology, OWL, UML

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2794 Effect of Concrete Nonlinear Parameters on the Seismic Response of Concrete Gravity Dams

Authors: Z. Heirany, M. Ghaemian

Abstract:

Behavior of dams against the seismic loads has been studied by many researchers. Most of them proposed new numerical methods to investigate the dam safety. In this paper, to study the effect of nonlinear parameters of concrete in gravity dams, a twodimensional approach was used including the finite element method, staggered method and smeared crack approach. Effective parameters in the models are physical properties of concrete such as modulus of elasticity, tensile strength and specific fracture energy. Two different models were used in foundation (mass-less and massed) in order to determine the seismic response of concrete gravity dams. Results show that when the nonlinear analysis includes the dam- foundation interaction, the foundation-s mass, flexibility and radiation damping are important in gravity dam-s response.

Keywords: Numerical methods; concrete gravity dams; finiteelement method; boundary condition

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2793 Identification of Nonlinear Systems Using Radial Basis Function Neural Network

Authors: C. Pislaru, A. Shebani

Abstract:

This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.

Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.

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2792 A Microwave Bandstop Filter Using Defected Microstrip Structure

Authors: H. Elftouh, N. T. Amar, M. Aghoutane, M. Boussouis

Abstract:

In this paper, two bandstop filters resonating at 5.25 GHz and 7.3 GHz using Defected Microstrip Structure (DMS) are discussed. These slots are incorporated in the feed lines of filters to perform a serious LC resonance property in certain frequency and suppress the spurious signals. Therefore, this method keeps the filter size unchanged and makes a resonance frequency that is due to the abrupt change of the current path of the filter. If the application requires elimination of this band of frequencies, additional filter elements are required, which can only be accomplished by adding this DMS element resonant at desired frequency band rejection. The filters are optimized and simulated with Computer Simulation Technology (CST) tool.

Keywords: Defected microstrip structure, microstrip filters, passive filter.

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2791 Problem Solving Techniques with Extensive Computational Network and Applying in an Educational Software

Authors: Nhon Do, Tam Pham

Abstract:

Knowledge bases are basic components of expert systems or intelligent computational programs. Knowledge bases provide knowledge, events that serve deduction activity, computation and control. Therefore, researching and developing of models for knowledge representation play an important role in computer science, especially in Artificial Intelligence Science and intelligent educational software. In this paper, the extensive deduction computational model is proposed to design knowledge bases whose attributes are able to be real values or functional values. The system can also solve problems based on knowledge bases. Moreover, the models and algorithms are applied to produce the educational software for solving alternating current problems or solving set of equations automatically.

Keywords: Educational software, artificial intelligence, knowledge base systems, knowledge representation.

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2790 Causal Relation Identification Using Convolutional Neural Networks and Knowledge Based Features

Authors: Tharini N. de Silva, Xiao Zhibo, Zhao Rui, Mao Kezhi

Abstract:

Causal relation identification is a crucial task in information extraction and knowledge discovery. In this work, we present two approaches to causal relation identification. The first is a classification model trained on a set of knowledge-based features. The second is a deep learning based approach training a model using convolutional neural networks to classify causal relations. We experiment with several different convolutional neural networks (CNN) models based on previous work on relation extraction as well as our own research. Our models are able to identify both explicit and implicit causal relations as well as the direction of the causal relation. The results of our experiments show a higher accuracy than previously achieved for causal relation identification tasks.

Keywords: Causal relation identification, convolutional neural networks, natural Language Processing, Machine Learning.

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2789 Analytics Model in a Telehealth Center Based on Cloud Computing and Local Storage

Authors: L. Ramirez, E. Guillén, J. Sánchez

Abstract:

Some of the main goals about telecare such as monitoring, treatment, telediagnostic are deployed with the integration of applications with specific appliances. In order to achieve a coherent model to integrate software, hardware, and healthcare systems, different telehealth models with Internet of Things (IoT), cloud computing, artificial intelligence, etc. have been implemented, and their advantages are still under analysis. In this paper, we propose an integrated model based on IoT architecture and cloud computing telehealth center. Analytics module is presented as a solution to control an ideal diagnostic about some diseases. Specific features are then compared with the recently deployed conventional models in telemedicine. The main advantage of this model is the availability of controlling the security and privacy about patient information and the optimization on processing and acquiring clinical parameters according to technical characteristics.

Keywords: Analytics, telemedicine, internet of things, cloud computing.

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2788 Understanding and Designing Situation-Aware Mobile and Ubiquitous Computing Systems

Authors: Kai Häussermann, Christoph Hubig, Paul Levi, Frank Leymann, Oliver Siemoneit, Matthias Wieland, Oliver Zweigle

Abstract:

Using spatial models as a shared common basis of information about the environment for different kinds of contextaware systems has been a heavily researched topic in the last years. Thereby the research focused on how to create, to update, and to merge spatial models so as to enable highly dynamic, consistent and coherent spatial models at large scale. In this paper however, we want to concentrate on how context-aware applications could use this information so as to adapt their behavior according to the situation they are in. The main idea is to provide the spatial model infrastructure with a situation recognition component based on generic situation templates. A situation template is – as part of a much larger situation template library – an abstract, machinereadable description of a certain basic situation type, which could be used by different applications to evaluate their situation. In this paper, different theoretical and practical issues – technical, ethical and philosophical ones – are discussed important for understanding and developing situation dependent systems based on situation templates. A basic system design is presented which allows for the reasoning with uncertain data using an improved version of a learning algorithm for the automatic adaption of situation templates. Finally, for supporting the development of adaptive applications, we present a new situation-aware adaptation concept based on workflows.

Keywords: context-awareness, ethics, facilitation of system use through workflows, situation recognition and learning based on situation templates and situation ontology's, theory of situationaware systems

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2787 Clustering Multivariate Empiric Characteristic Functions for Multi-Class SVM Classification

Authors: María-Dolores Cubiles-de-la-Vega, Rafael Pino-Mejías, Esther-Lydia Silva-Ramírez

Abstract:

A dissimilarity measure between the empiric characteristic functions of the subsamples associated to the different classes in a multivariate data set is proposed. This measure can be efficiently computed, and it depends on all the cases of each class. It may be used to find groups of similar classes, which could be joined for further analysis, or it could be employed to perform an agglomerative hierarchical cluster analysis of the set of classes. The final tree can serve to build a family of binary classification models, offering an alternative approach to the multi-class SVM problem. We have tested this dendrogram based SVM approach with the oneagainst- one SVM approach over four publicly available data sets, three of them being microarray data. Both performances have been found equivalent, but the first solution requires a smaller number of binary SVM models.

Keywords: Cluster Analysis, Empiric Characteristic Function, Multi-class SVM, R.

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2786 Numerical Analysis of Laminar Reflux Condensation from Gas-Vapour Mixtures in Vertical Parallel Plate Channels

Authors: Foad Hassaninejadafarahani, Scott Ormiston

Abstract:

Reflux condensation occurs in vertical channels and tubes when there is an upward core flow of vapour (or gas-vapour mixture) and a downward flow of the liquid film. The understanding of this condensation configuration is crucial in the design of reflux condensers, distillation columns, and in loss-of-coolant safety analyses in nuclear power plant steam generators. The unique feature of this flow is the upward flow of the vapour-gas mixture (or pure vapour) that retards the liquid flow via shear at the liquid-mixture interface. The present model solves the full, elliptic governing equations in both the film and the gas-vapour core flow. The computational mesh is non-orthogonal and adapts dynamically the phase interface, thus produces a sharp and accurate interface. Shear forces and heat and mass transfer at the interface are accounted for fundamentally. This modeling is a big step ahead of current capabilities by removing the limitations of previous reflux condensation models which inherently cannot account for the detailed local balances of shear, mass, and heat transfer at the interface. Discretisation has been done based on finite volume method and co-located variable storage scheme. An in-house computer code was developed to implement the numerical solution scheme. Detailed results are presented for laminar reflux condensation from steam-air mixtures flowing in vertical parallel plate channels. The results include velocity and gas mass fraction profiles, as well as axial variations of film thickness.

Keywords: Reflux Condensation, Heat Transfer, Channel, Laminar Flow

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2785 All-Pairs Shortest-Paths Problem for Unweighted Graphs in O(n2 log n) Time

Authors: Udaya Kumar Reddy K. R, K. Viswanathan Iyer

Abstract:

Given a simple connected unweighted undirected graph G = (V (G), E(G)) with |V (G)| = n and |E(G)| = m, we present a new algorithm for the all-pairs shortest-path (APSP) problem. The running time of our algorithm is in O(n2 log n). This bound is an improvement over previous best known O(n2.376) time bound of Raimund Seidel (1995) for general graphs. The algorithm presented does not rely on fast matrix multiplication. Our algorithm with slight modifications, enables us to compute the APSP problem for unweighted directed graph in time O(n2 log n), improving a previous best known O(n2.575) time bound of Uri Zwick (2002).

Keywords: Distance in graphs, Dynamic programming, Graphalgorithms, Shortest paths.

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2784 A Method to Enhance the Accuracy of Digital Forensic in the Absence of Sufficient Evidence in Saudi Arabia

Authors: Fahad Alanazi, Andrew Jones

Abstract:

Digital forensics seeks to achieve the successful investigation of digital crimes through obtaining acceptable evidence from digital devices that can be presented in a court of law. Thus, the digital forensics investigation is normally performed through a number of phases in order to achieve the required level of accuracy in the investigation processes. Since 1984 there have been a number of models and frameworks developed to support the digital investigation processes. In this paper, we review a number of the investigation processes that have been produced throughout the years and introduce a proposed digital forensic model which is based on the scope of the Saudi Arabia investigation process. The proposed model has been integrated with existing models for the investigation processes and produced a new phase to deal with a situation where there is initially insufficient evidence.

Keywords: Digital forensics, Process, Metadata, Traceback, Saudi Arabia.

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2783 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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2782 Prediction of Oxygen Transfer and Gas Hold-Up in Pneumatic Bioreactors Containing Viscous Newtonian Fluids

Authors: Caroline E. Mendes, Alberto C. Badino

Abstract:

Pneumatic reactors have been widely employed in various sectors of the chemical industry, especially where are required high heat and mass transfer rates. This study aimed to obtain correlations that allow the prediction of gas hold-up (Ԑ) and volumetric oxygen transfer coefficient (kLa), and compare these values, for three models of pneumatic reactors on two scales utilizing Newtonian fluids. Values of kLa ​​were obtained using the dynamic pressure-step method, while e was used for a new proposed measure. Comparing the three models of reactors studied, it was observed that the mass transfer was superior to draft-tube airlift, reaching e of 0.173 and kLa of 0.00904s-1. All correlations showed good fit to the experimental data (R2≥94%), and comparisons with correlations from the literature demonstrate the need for further similar studies due to shortage of data available, mainly for airlift reactors and high viscosity fluids.

Keywords: Bubble column, internal loop airlift, gas hold-up, kLa.

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2781 Educational Quiz Board Games for Adaptive E-Learning

Authors: Boyan Bontchev, Dessislava Vassileva

Abstract:

Internet computer games turn to be more and more attractive within the context of technology enhanced learning. Educational games as quizzes and quests have gained significant success in appealing and motivating learners to study in a different way and provoke steadily increasing interest in new methods of application. Board games are specific group of games where figures are manipulated in competitive play mode with race conditions on a surface according predefined rules. The article represents a new, formalized model of traditional quizzes, puzzles and quests shown as multimedia board games which facilitates the construction process of such games. Authors provide different examples of quizzes and their models in order to demonstrate the model is quite general and does support not only quizzes, mazes and quests but also any set of teaching activities. The execution process of such models is explained and, as well, how they can be useful for creation and delivery of adaptive e-learning courseware.

Keywords: Quiz, board game, e-learning, adaptive.

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2780 Comparative Analysis of the Software Effort Estimation Models

Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

Abstract:

Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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2779 Mobility Management Architecture for Transport System

Authors: DaeWon Lee, HeonChang Yu

Abstract:

Next generation wireless/mobile networks will be IP based cellular networks integrating the internet with cellular networks. In this paper, we propose a new architecture for a high speed transport system and a mobile management protocol for mobile internet users in a transport system. Existing mobility management protocols (MIPv6, HMIPv6) do not consider real world fast moving wireless hosts (e.g. passengers in a train). For this reason, we define a virtual organization (VO) and proposed the VO architecture for the transport system. We also classify mobility as VO mobility (intra VO) and macro mobility (inter VO). Handoffs in VO are locally managed and transparent to the CH while macro mobility is managed with Mobile IPv6. And, from the features of the transport system, such as fixed route and steady speed, we deduce the movement route and the handoff disruption time of each handoff. To reduce packet loss during handoff disruption time, we propose pre-registration scheme using pre-registration. Moreover, the proposed protocol can eliminate unnecessary binding updates resulting from sequence movement at high speed. The performance evaluations demonstrate our proposed protocol has a good performance at transport system environment. Our proposed protocol can be applied to the usage of wireless internet on the train, subway, and high speed train.

Keywords: Binding update, HMIPv6, packet loss, transport system, virtual organization.

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2778 Per Flow Packet Scheduling Scheme to Improve the End-to-End Fairness in Mobile Ad Hoc Wireless Network

Authors: K. Sasikala, R. S. D Wahidabanu

Abstract:

Various fairness models and criteria proposed by academia and industries for wired networks can be applied for ad hoc wireless network. The end-to-end fairness in an ad hoc wireless network is a challenging task compared to wired networks, which has not been addressed effectively. Most of the traffic in an ad hoc network are transport layer flows and thus the fairness of transport layer flows has attracted the interest of the researchers. The factors such as MAC protocol, routing protocol, the length of a route, buffer size, active queue management algorithm and the congestion control algorithms affects the fairness of transport layer flows. In this paper, we have considered the rate of data transmission, the queue management and packet scheduling technique. The ad hoc network is dynamic in nature due to various parameters such as transmission of control packets, multihop nature of forwarding packets, changes in source and destination nodes, changes in the routing path influences determining throughput and fairness among the concurrent flows. In addition, the effect of interaction between the protocol in the data link and transport layers has also plays a role in determining the rate of the data transmission. We maintain queue for each flow and the delay information of each flow is maintained accordingly. The pre-processing of flow is done up to the network layer only. The source and destination address information is used for separating the flow and the transport layer information is not used. This minimizes the delay in the network. Each flow is attached to a timer and is updated dynamically. Finite State Machine (FSM) is proposed for queue and transmission control mechanism. The performance of the proposed approach is evaluated in ns-2 simulation environment. The throughput and fairness based on mobility for different flows used as performance metrics. We have compared the performance of the proposed approach with ATP and the transport layer information is used. This minimizes the delay in the network. Each flow is attached to a timer and is updated dynamically. Finite State Machine (FSM) is proposed for queue and transmission control mechanism. The performance of the proposed approach is evaluated in ns-2 simulation environment. The throughput and fairness based on not mobility for different flows used as performance metrics. We have compared the performance of the proposed approach with ATP and MC-MLAS and the performance of the proposed approach is encouraging.

Keywords: ATP, End-to-End fairness, FSM, MAC, QoS.

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2777 Expected Present Value of Losses in the Computation of Optimum Seismic Design Parameters

Authors: J. García-Pérez

Abstract:

An approach to compute optimum seismic design parameters is presented. It is based on the optimization of the expected present value of the total cost, which includes the initial cost of structures as well as the cost due to earthquakes. Different types of seismicity models are considered, including one for characteristic earthquakes. Uncertainties are included in some variables to observe the influence on optimum values. Optimum seismic design coefficients are computed for three different structural types representing high, medium and low rise buildings, located near and far from the seismic sources. Ordinary and important structures are considered in the analysis. The results of optimum values show an important influence of seismicity models as well as of uncertainties on the variables.

Keywords: Importance factors, optimum parameters, seismic losses, seismic risk, total cost.

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2776 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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2775 Study on Radio Link Availability in Millimeter Wave Range

Authors: Boncho G. Bonev, Kliment N. Angelov, Emil S. Altimirski

Abstract:

In this paper, the link quality in SHF and EHF ranges are studied. In order to achieve high data rate higher frequencies must be used – centimeter waves (SHF), millimeter waves (EHF) or optical range. However, there are significant problem when a radio link work in that diapason – rain attenuation and attenuation in earth-s atmosphere. Based on statistical rain rates data for Bulgaria, the link availability can be determined, depending on the working frequency, the path length and the Power Budget of the link. For the calculations of rain attenuation and atmosphere-s attenuation the ITU recommendations are used.

Keywords: rain attenuation, atmospheric gaseous attenuation, link availability, link breaking probability

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2774 Effects of Network Dynamics on Routing Efficiency in P2P Networks

Authors: Mojca Ciglaric, Andrej Krevl, Matjaž Pancur, Tone Vidmar

Abstract:

P2P Networks are highly dynamic structures since their nodes – peer users keep joining and leaving continuously. In the paper, we study the effects of network change rates on query routing efficiency. First we describe some background and an abstract system model. The chosen routing technique makes use of cached metadata from previous answer messages and also employs a mechanism for broken path detection and metadata maintenance. Several metrics are used to show that the protocol behaves quite well even with high rate of node departures, but above a certain threshold it literally breaks down and exhibits considerable efficiency degradation.

Keywords: Network dynamics, overlay network, P2P system, routing efficiency.

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2773 Finding Equilibrium in Transport Networks by Simulation and Investigation of Behaviors

Authors: Gábor Szűcs, Gyula Sallai

Abstract:

The goal of this paper is to find Wardrop equilibrium in transport networks at case of uncertainty situations, where the uncertainty comes from lack of information. We use simulation tool to find the equilibrium, which gives only approximate solution, but this is sufficient for large networks as well. In order to take the uncertainty into account we have developed an interval-based procedure for finding the paths with minimal cost using the Dempster-Shafer theory. Furthermore we have investigated the users- behaviors using game theory approach, because their path choices influence the costs of the other users- paths.

Keywords: Dempster-Shafer theory, S-O and U-Otransportation network, uncertainty of information, Wardropequilibrium.

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