Search results for: Complexity Index.

Authors: Hyun-Ho Lee, Kee-Won Kim

Abstract:

The arithmetic operations over GF(2m) have been extensively used in error correcting codes and public-key cryptography schemes. Finite field arithmetic includes addition, multiplication, division and inversion operations. Addition is very simple and can be implemented with an extremely simple circuit. The other operations are much more complex. The multiplication is the most important for cryptosystems, such as the elliptic curve cryptosystem, since computing exponentiation, division, and computing multiplicative inverse can be performed by computing multiplication iteratively. In this paper, we present a parallel computation algorithm that operates Montgomery multiplication over finite field using redundant basis. Also, based on the multiplication algorithm, we present an efficient semi-systolic multiplier over finite field. The multiplier has less space and time complexities compared to related multipliers. As compared to the corresponding existing structures, the multiplier saves at least 5% area, 50% time, and 53% area-time (AT) complexity. Accordingly, it is well suited for VLSI implementation and can be easily applied as a basic component for computing complex operations over finite field, such as inversion and division operation.

Keywords: Finite field, Montgomery multiplication, systolic array, cryptography.

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Authors: Joanna Nieżurawska, Hanna Karaszewska, Anna Dziadkiewicz

Abstract:

Contemporary conditions force companies to constantly implement changes and improvements, which is connected with plasticization of their activity in all spheres. Cafeteria systems are a good example of flexible remuneration systems. Cafeteria systems are well-known and often used in the United States, Great Britain and in Western Europe. In Poland, they are hardly ever used and greater flexibility in remuneration packages refers mainly to senior managers and executives. The main aim of this article is to research the attractiveness of the cafeteria system as viewed by generation Z. The additional aim of the article is to prioritize using the importance index of particular types of cafeteria systems from the generation Z’s perspective, as well as to identify the factors which determine the development of cafeteria systems in Poland. The research was conducted in June 2015 among 185 young employees (generation Z). The paper presents some of the results.

Keywords: Cafeteria, generation X, generation Y, generation Z, flexible remuneration systems, plasticization of remuneration.

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Authors: N. Greco, S. Impedovo, R.Modugno, G. Pirlo

Abstract:

This paper presents a new technique for generating sets of synthetic classifiers to evaluate abstract-level combination methods. The sets differ in terms of both recognition rates of the individual classifiers and degree of similarity. For this purpose, each abstract-level classifier is considered as a random variable producing one class label as the output for an input pattern. From the initial set of classifiers, new slightly different sets are generated by applying specific operators, which are defined at the purpose. Finally, the sets of synthetic classifiers have been used to estimate the performance of combination methods for abstract-level classifiers. The experimental results demonstrate the effectiveness of the proposed approach.

Keywords: Abstract-level Classifier, Dempster-Shafer Rule, Multi-expert Systems, Similarity Index, System Evaluation

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Authors: Veruska C. Dutra, Mary L. G. S. Senna

Abstract:

The principle of sustainability has been studied by different sciences with the purpose of formulating clear and concrete models. Much has been discussed about sustainability, and several points of view have been used to try to explain it; environmental science emerges from various environmental discourses that are willing to establish a new concept for understanding this complexity. This way, we focus on the activity of ecotourism as a way to integrate sustainable practices proposed by environmental science, and thus, make it possible to create a new perspective for eco-tourists and the managers of tourist destinations towards nature. The aim of this study was to suggest a direction for environmental awareness, based on environmental science, to change the eco-tourist's view of nature in ecotourism tours. The methodology used was based on a case study concerning the Jalapão State Park - JSP, located in the State of Tocantins, Northern Brazil. The study was based on discussions, theoretical studies, bibliographical research and on-site research. We have identified that to incite the tourists’ awareness, they need to visit nature to understand the environmental problems and promote actions for its preservation. We highlight in this study actions to drive their human perception through environmental science, so that the ecotourism itinerary tours to the JSP, promote a balance between the natural environment and the tourist, making them, in this way, environmental tourists.

Keywords: Science, environmental, ecotourism, Jalapão.

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Authors: K. Yılmaz, B. Birol, M. N. Sarıdede, E. Yiğit

Abstract:

A bauxite ore can be utilized in Bayer Process, if the mass ratio of Al2O3 to SiO2 is greater than 10. Otherwise, its FexOy and SiO2 content should be removed. On the other hand, removal of TiO2 from the bauxite ore would be beneficial because of both lowering the red mud residue and obtaining a valuable raw material containing TiO2 mineral. In this study, the low grade diasporic bauxite ore of Yalvaç, Isparta, Turkey was roasted under reducing atmosphere and subjected to magnetic separation. According to the experimental results, 800°C for reduction temperature and 20000 Gauss of magnetic intensity were found to be the optimum parameters for removal of iron oxide and rutile from the nonmagnetic ore. On the other hand, 600°C and 5000 Gauss were determined to be the optimum parameters for removal of silica from the non-magnetic ore.

Keywords: Low grade diasporic bauxite, magnetic separation, reduction roasting, separation index.

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Authors: Yi-Cheng Huang, Yan-Chen Shin

Abstract:

This paper proposes method of diagnosing ball screw preload loss through the Hilbert-Huang Transform （HHT） and Multiscale entropy （MSE） process. The proposed method can diagnose ball screw preload loss through vibration signals when the machine tool is in operation. Maximum dynamic preload of 2 %, 4 %, and 6 % ball screws were predesigned, manufactured, and tested experimentally. Signal patterns are discussed and revealed using Empirical Mode Decomposition（EMD）with the Hilbert Spectrum. Different preload features are extracted and discriminated using HHT. The irregularity development of a ball screw with preload loss is determined and abstracted using MSE based on complexity perception. Experiment results show that the proposed method can predict the status of ball screw preload loss. Smart sensing for the health of the ball screw is also possible based on a comparative evaluation of MSE by the signal processing and pattern matching of EMD/HHT. This diagnosis method realizes the purposes of prognostic effectiveness on knowing the preload loss and utilizing convenience.

Keywords: Empirical Mode Decomposition, Hilbert-Huang Transform, Multi-scale Entropy, Preload Loss, Single-nut Ball Screw

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Authors: M. Arulvizhi

Abstract:

In Multiuser MIMO communication systems, interuser interference has a strong impact on the transmitted signals. Precoding technique schemes are employed for multiuser broadcast channels to suppress an interuser interference. Different Linear and nonlinear precoding schemes are there. For the massive system dimension, it is difficult to design an appropriate precoding algorithm with low computational complexity and good error rate performance at the same time over fading channels. This paper describes the error rate performance of precoding schemes over fading channels with the assumption of perfect channel state information at the transmitter. To estimate the bit error rate performance, different propagation environments namely, Rayleigh, Rician and Nakagami fading channels have been offered. This paper presents the error rate performance comparison of these fading channels based on precoding methods like Channel Inversion and Dirty paper coding for multiuser broadcasting system. MATLAB simulation has been used. It is observed that multiuser system achieves better error rate performance by Dirty paper coding over Rayleigh fading channel.

Keywords: Multiuser MIMO, channel inversion precoding, dirty paper coding, fading channels, BER.

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Authors: S .A. Naeini, M. A. Jahanfar

Abstract:

Compacted clay liners (CCLs) are the main materials used in waste disposal landfills due to their low permeability. In this study, the effect on the shear resistant of clays with inorganic salt solutions as permeate fluid was experimentally investigated. For this purpose, NaCl inorganic salt solution at concentrations of 2, 5, 10% and deionized water were used. Laboratory direct shear and Vane shear tests were conducted on three compacted clays with low, medium and high plasticity. Results indicated that the solutions type and its concentration affect the shear properties of the mixture. In the light of this study, the influence magnitude of these inorganic salts in varies concentrations in different clays were determined and more suitable compacted clay with the compare of plasticity were found.

Keywords: landfill liner, shear resistant, plasticity, salt solution

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Authors: Ahmad Sharieh, R Bremananth

Abstract:

Artificial Intelligence based gaming is an interesting topic in the state-of-art technology. This paper presents an automation of a tradition Omani game, called Al-Hawalees. Its related issues are resolved and implemented using artificial intelligence approach. An AI approach called mini-max procedure is incorporated to make a diverse budges of the on-line gaming. If number of moves increase, time complexity will be increased in terms of propositionally. In order to tackle the time and space complexities, we have employed a back propagation neural network (BPNN) to train in off-line to make a decision for resources required to fulfill the automation of the game. We have utilized Leverberg- Marquardt training in order to get the rapid response during the gaming. A set of optimal moves is determined by the on-line back propagation training fashioned with alpha-beta pruning. The results and analyses reveal that the proposed scheme will be easily incorporated in the on-line scenario with one player against the system.

Keywords: Artificial neural network, back propagation gaming, Leverberg-Marquardt, minimax procedure.

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Authors: Mehdi Fuladipanah, Mehdi Jorabloo

Abstract:

Water flow management is one of the most important parts of river engineering. Non-uniformity distribution of rainfall and various flow demand with unreasonable flow management will be caused destroyed of river ecosystem. Then, it is very serious to determine ecosystem flow requirement. In this paper, Flow duration curve indices method which has hydrological based was used to evaluate environmental flow in Gharasou River, Ardabil, Iran. Using flow duration curve, Q90 and Q95 for different return periods were calculated. Their magnitude were determined as 1-day, 3-day, 7-day and 30 day. According the second method, hydraulic alteration indices often had low and medium range. In order to maintain river at an acceptable ecological condition, minimum daily discharge of index Q95 is 0.7 m3.s-1.

Keywords: Ardabil, Environmental flow, Flow Duration Curve, Gharasou River.

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Authors: M. Babaeipour, M. Vejdanihemmat

Abstract:

Optical properties of bulk and thin film of 1H-CaAlSi for two directions (1,0,0) and (0,0,1) were studied. The calculations are carried out by Density Functional Theory (DFT) method using full potential. GGA approximation was used to calculate exchange-correlation energy. The calculations are performed by WIEN2k package. The results showed that the absorption edge is shifted backward 0.82eV in the thin film than the bulk for both directions. The static values of the real part of dielectric function for four cases were obtained. The static values of the refractive index for four cases are calculated too. The reflectivity graphs have shown an intensive difference between the reflectivity of the thin film and the bulk in the ultraviolet region.

Keywords: 1H-CaAlSi, absorption, bulk, optical, thin film.

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Authors: R. G. Ramírez-Chavarría, C. Sánchez-Pérez, V. Argueta-Díaz

Abstract:

In this paper we present the design of an optical device based on a Herriott multi-pass cell fabricated on a small sized acrylic slab for heat flux measurements using the deflection of a laser beam propagating inside the cell. The beam deflection is produced by the heat flux conducted to the acrylic slab due to a gradient in the refractive index. The use of a long path cell as the sensitive element in this measurement device, gives the possibility of high sensitivity within a small size device. We present the optical design as well as some experimental results in order to validate the device’s operation principle.

Keywords: Heat flux, herriott cell, optical beam deflection, thermal conductivity.

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Authors: Rafiullah Chamlawi, Asifullah Khan, Adnan Idris, Zahid Munir

Abstract:

Authentication of multimedia contents has gained much attention in recent times. In this paper, we propose a secure semi-fragile watermarking, with a choice of two watermarks to be embedded. This technique operates in integer wavelet domain and makes use of semi fragile watermarks for achieving better robustness. A self-recovering algorithm is employed, that hides the image digest into some Wavelet subbands to detect possible malevolent object manipulation undergone by the image (object replacing and/or deletion). The Semi-fragility makes the scheme tolerant for JPEG lossy compression as low as quality of 70%, and locate the tempered area accurately. In addition, the system ensures more security because the embedded watermarks are protected with private keys. The computational complexity is reduced using parameterized integer wavelet transform. Experimental results show that the proposed scheme guarantees the safety of watermark, image recovery and location of the tempered area accurately.

Keywords: Integer Wavelet Transform (IWT), Discrete Cosine Transform (DCT), JPEG Compression, Authentication and Self- Recovery.

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Authors: O. Boe, S-T. Kristiansen, R. Wold

Abstract:

In this article we explore how computer assisted exercises may allow for bridging the traditional gap between theory and practice in professional education. To educate officers able to master the complexity of the battlefield the Norwegian Military Academy needs to develop a learning environment that allows for creating viable connections between the educational environment and the field of practice. In response to this challenge we explore the conditions necessary to make computer assisted training systems (CATS) a useful tool to create structural similarities between an educational context and the field of military practice. Although, CATS may facilitate work procedures close to real life situations, this case do demonstrate how professional competence also must build on viable learning theories and environments. This paper explores the conditions that allow for using simulators to facilitate professional competence from within an educational setting. We develop a generic didactic model that ascribes learning to participation in iterative cycles of action and reflection. The development of this model is motivated by the need to develop an interdisciplinary professional education rooted in the pattern of military practice.

Keywords: Development in higher education, experiential learning, professional education, simulation.

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Authors: Jiangyong Liu, Xiangxiang Xu, Bote Luo, Xiaoxue Luo, Jiang Zhu, Lingzhi Yi

Abstract:

To address the problems of non-linearity and high randomness of the original power load sequence causing the degradation of power load forecasting accuracy, a short-term load forecasting method is proposed. The method is based on the least square support vector machine (LSSVM) optimized by an improved sparrow search algorithm combined with the variational mode decomposition proposed in this paper. The application of the variational mode decomposition technique decomposes the raw power load data into a series of intrinsic mode functions components, which can reduce the complexity and instability of the raw data while overcoming modal confounding; the proposed improved sparrow search algorithm can solve the problem of difficult selection of learning parameters in the LSSVM. Finally, through comparison experiments, the results show that the method can effectively improve prediction accuracy.

Keywords: Load forecasting, variational mode decomposition, improved sparrow search algorithm, least square support vector machine.

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Authors: M. Rezvani, M. Ahangari, F. Zaefarian

Abstract:

In a field experiment, growth parameters of soybean cultivars in different weeding regimes was investigated. The trial was split plot in a randomized complete block design. The four cultivars and two lines of soybean (Glycine max L.) including: Sahar, Hill, Sari, Telar, 032 and 033 in main plot and weeding regime consist of no weeding (control), one weeding (35 days after planting) and two weeding (35+20 days after planting) were randomized in sub plot. The results showed that during the growth season 033 had the highest dry matter in two weeding. In two weeding regime the dry matter decreased. ). In all weeding regimes 033 had the highest CGR (Figs. 3a, 3b and 3c), which cleared this cultivar ability compare to the others. This cultivar by increasing its leaf area could do more photosynthesis, so, have a higher CGR.

Keywords: Crop growth rate, Density, Leaf area index

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Authors: Meftah O. Bashir, Fatma A. Karkory

Abstract:

Rapid prototyping is a new group of manufacturing processes, which allows fabrication of physical of any complexity using a layer by layer deposition technique directly from a computer system. The rapid prototyping process greatly reduces the time and cost necessary to bring a new product to market. The prototypes made by these systems are used in a range of industrial application including design evaluation, verification, testing, and as patterns for casting processes. These processes employ a variety of materials and mechanisms to build up the layers to build the part. The present work was to build a FDM prototyping machine that could control the X-Y motion and material deposition, to generate two-dimensional and three-dimensional complex shapes. This study focused on the deposition of wax material. This work was to find out the properties of the wax materials used in this work in order to enable better control of the FDM process. This study will look at the integration of a computer controlled electro-mechanical system with the traditional FDM additive prototyping process. The characteristics of the wax were also analysed in order to optimise the model production process. These included wax phase change temperature, wax viscosity and wax droplet shape during processing.

Keywords: Rapid prototyping, wax, manufacturing processes, additive prototyping.

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Authors: Umar Albalawi, Sang C. Suh, Jinoh Kim

Abstract:

As internet continues to expand its usage with an  enormous number of applications, cyber-threats have significantly  increased accordingly. Thus, accurate detection of malicious traffic in  a timely manner is a critical concern in today’s Internet for security.  One approach for intrusion detection is to use Machine Learning (ML)  techniques. Several methods based on ML algorithms have been  introduced over the past years, but they are largely limited in terms of  detection accuracy and/or time and space complexity to run. In this  work, we present a novel method for intrusion detection that  incorporates a set of supervised learning algorithms. The proposed  technique provides high accuracy and outperforms existing techniques  that simply utilizes a single learning method. In addition, our  technique relies on partial flow information (rather than full  information) for detection, and thus, it is light-weight and desirable for  online operations with the property of early identification. With the  mid-Atlantic CCDC intrusion dataset publicly available, we show that  our proposed technique yields a high degree of detection rate over 99%  with a very low false alarm rate (0.4%). 

 

Keywords: Intrusion Detection, Supervised Learning, Traffic Classification.

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Authors: Yakin Hajlaoui, Richard Labib, Jean-Franc¸ois Plante, Michel Gamache

Abstract:

This study presents the Multi-Layer Inverse Distance Weighting Model (ML-IDW), inspired by the mathematical formulation of both multi-layer neural networks (ML-NNs) and Inverse Distance Weighting model (IDW). ML-IDW leverages ML-NNs’ processing capabilities, characterized by compositions of learnable non-linear functions applied to input features, and incorporates IDW’s ability to learn anisotropic spatial dependencies, presenting a promising solution for nonlinear spatial interpolation and learning from complex spatial data. We employ gradient descent and backpropagation to train ML-IDW. The performance of the proposed model is compared against conventional spatial interpolation models such as Kriging and standard IDW on regression and classification tasks using simulated spatial datasets of varying complexity. Our results highlight the efficacy of ML-IDW, particularly in handling complex spatial dataset, exhibiting lower mean square error in regression and higher F1 score in classification.

Keywords: Deep Learning, Multi-Layer Neural Networks, Gradient Descent, Spatial Interpolation, Inverse Distance Weighting.

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Authors: Fathi Taibi

Abstract:

Measuring the reusability of Object-Oriented (OO) program code is important to ensure a successful and timely adaptation and integration of the reused code in new software projects. It has become even more relevant with the availability of huge amounts of open-source projects. Reuse saves cost, increases the speed of development and improves software reliability. Measuring this reusability is not s straight forward process due to the variety of metrics and qualities linked to software reuse and the lack of comprehensive empirical studies to support the proposed metrics or models. In this paper, a conceptual model is proposed to measure the reusability of OO program code. A comprehensive set of metrics is used to compute the most significant factors of reusability and an empirical investigation is conducted to measure the reusability of the classes of randomly selected open-source Java projects. Additionally, the impact of using inner and anonymous classes on the reusability of their enclosing classes is assessed. The results obtained are thoroughly analyzed to identify the factors behind lack of reusability in open-source OO program code and the impact of nesting on it.

Keywords: Code reuse, Low Complexity, Empirical Analysis, Modularity, Software Metrics, Understandability.

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Authors: R. Ziaie Moayed, F. Allahyari

Abstract:

Soil stabilization has been widely used to improve soil strength and durability or to prevent erosion and dust generation. Generally to reduce problems of clayey soils in engineering work and to stabilize these soils additional materials are used. The most common materials are lime, fly ash and cement. Using this materials, although improve soil property , but in some cases due to financial problems and the need to use special equipment are limited .One of the best methods for stabilization clayey soils is neutralization the clay particles. For this purpose we can use ion exchange materials. Ion exchange solution like CBR plus can be used for soil stabilization. One of the most important things in using CBR plus is determination the amount of this solution for various soils with different properties. In this study a laboratory experiment is conduct to evaluate the ion exchange capacity of three soils with various plasticity index (PI) to determine amount or required CBR plus solution for soil stabilization.

Keywords: CBR plus, clayey soils, ion exchange, soil stabilization

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Authors: Lilac A. E. Al-Safadi

Abstract:

This paper proposes an auto-classification algorithm of Web pages using Data mining techniques. We consider the problem of discovering association rules between terms in a set of Web pages belonging to a category in a search engine database, and present an auto-classification algorithm for solving this problem that are fundamentally based on Apriori algorithm. The proposed technique has two phases. The first phase is a training phase where human experts determines the categories of different Web pages, and the supervised Data mining algorithm will combine these categories with appropriate weighted index terms according to the highest supported rules among the most frequent words. The second phase is the categorization phase where a web crawler will crawl through the World Wide Web to build a database categorized according to the result of the data mining approach. This database contains URLs and their categories.

Keywords: Information Processing on the Web, Data Mining, Document Classification.

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Authors: Bezuidt O., Lima-Mendez G., Reva O. N.

Abstract:

SeqWord Gene Island Sniffer, a new program for the identification of mobile genetic elements in sequences of bacterial chromosomes is presented. This program is based on the analysis of oligonucleotide usage variations in DNA sequences. 3,518 mobile genetic elements were identified in 637 bacterial genomes and further analyzed by sequence similarity and the functionality of encoded proteins. The results of this study are stored in an open database http://anjie.bi.up.ac.za/geidb/geidbhome. php). The developed computer program and the database provide the information valuable for further investigation of the distribution of mobile genetic elements and virulence factors among bacteria. The program is available for download at www.bi.up.ac.za/SeqWord/sniffer/index.html.

Keywords: mobile genetic elements, virulence, bacterial genomes

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Authors: Nesapriya. P., S. Rajalaxmi

Abstract:

This paper is based on the bridgeless single-phase Ac–Dc Power Factor Correction (PFC) converters with Fuzzy Logic Controller. High frequency isolated Cuk converters are used as a modular dc-dc converter in Discontinuous Conduction Mode (DCM) of operation of Power Factor Correction. The aim of this paper is to simplify the program complexity of the controller by reducing the number of fuzzy sets of the Membership Functions (MFs) and to improve the efficiency and to eliminate the power quality problems. The output of Fuzzy controller is compared with High frequency triangular wave to generate PWM gating signals of Cuk converter. The proposed topologies are designed to work in Discontinuous Conduction Mode (DCM) to achieve a unity power factor and low total harmonic distortion of the input current. The Fuzzy Logic Controller gives additional advantages such as accurate result, uncertainty and imprecision and automatic control circuitry. Performance comparisons between the proposed and conventional controllers and circuits are performed based on circuit simulations.

Keywords: Fuzzy Logic Controller (FLC), Bridgeless rectifier, Cuk converter, Pulse Width Modulation (PWM), Power Factor Correction, Total Harmonic Distortion (THD).

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Authors: Pradip Peter Dey, Ronald F. Gonzales, Gordon W. Romney, Mohammad Amin, Bhaskar Raj Sinha

Abstract:

Natural language processing systems pose a unique challenge for software architectural design as system complexity has increased continually and systems cannot be easily constructed from loosely coupled modules. Lexical, syntactic, semantic, and pragmatic aspects of linguistic information are tightly coupled in a manner that requires separation of concerns in a special way in design, implementation and maintenance. An aspect oriented software architecture is proposed in this paper after critically reviewing relevant architectural issues. For the purpose of this paper, the syntactic aspect is characterized by an augmented context-free grammar. The semantic aspect is composed of multiple perspectives including denotational, operational, axiomatic and case frame approaches. Case frame semantics matured in India from deep thematic analysis. It is argued that lexical, syntactic, semantic and pragmatic aspects work together in a mutually dependent way and their synergy is best represented in the aspect oriented approach. The software architecture is presented with an augmented Unified Modeling Language.

Keywords: Language engineering, parsing, software design, user experience.

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Authors: Shuhe Shao

Abstract:

This article provides partial evaluation index and its standard of sports aerobics, including the following 12 indexes: health vitality, coordination, flexibility, accuracy, pace, endurance, elasticity, self-confidence, form, control, uniformity and musicality. The three-layer BP artificial neural network model including input layer, hidden layer and output layer is established. The result shows that the model can well reflect the non-linear relationship between the performance of 12 indexes and the overall performance. The predicted value of each sample is very close to the true value, with a relative error fluctuating around of 5%, and the network training is successful. It shows that BP network has high prediction accuracy and good generalization capacity if being applied in sports aerobics performance evaluation after effective training.

Keywords: BP neural network, sports aerobics, performance, evaluation.

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Authors: Michaela Chovancova, Jakub Elcner

Abstract:

Real bronchial tree is very complicated piping system. Analysis of flow and pressure losses in this system is very difficult. Due to the complex geometry and the very small size in the lower generations is examination by CFD possible only in the central part of bronchial tree. For specify the pressure losses of lower generations is necessary to provide a mathematical equation. Determination of mathematical formulas for calculation of pressure losses in the real lungs is time consuming and inefficient process due to its complexity and diversity. For these calculations is necessary to slightly simplify the geometry of lungs (same cross-section over the length of individual generation) or use one of the idealized models of lungs (Horsfield, Weibel). The article compares the values of pressure losses obtained from CFD simulation of air flow in the central part of the real bronchial tree with the values calculated in a slightly simplified real lungs by using a mathematical relationship derived from the Bernoulli and continuity equations. The aim of the article is to analyse the accuracy of the analytical method and its possibility of use for the calculation of pressure losses in lower generations, which is difficult to solve by numerical method due to the small geometry.

Keywords: Pressure gradient, airways resistance, real geometry of bronchial tree, breathing.

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Authors: Nikolaos Sariannidis, Grigoris Giannarakis, Nikolaos Litinas, Nikos Kartalis

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This study investigates the relationship between 10 year bond value, Yen/U.S dollar exchange rate, non-farm payrolls (all employs) and crude oil to U.S. Dow Jones Sustainability Index. A GARCH model is used to test these relationships for the period January 1st 1999 to January 31st 2008 using monthly data. Results show that an increase of the 10 year bond and non farm payrolls (all employs) lead to an increase of the D.J.S.I returns. On the contrary the volatility of the Yen/U.S dollar exchange rates as well as the increase of crude oil returns has negative effects on the U.S D.J.S.I returns. This study aims at assisting investors to understand the influences certain macroeconomic indicators have on the companies- stock returns as reported by the D.J.S.I.

Keywords: Bond value, Corporate Social Responsibility, Crudeoil, D.J.S.I United States, Exchange rate, GARCH, Non-farmpayrolls.

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Authors: Shashwat Gangwal

Abstract:

This paper analyses the effect of adding Bitcoin, to the portfolio (stocks, bonds, Baltic index, MXEF, gold, real estate and crude oil) of an international investor by using daily data available from 2^nd of July, 2010 to 2^{nd of} August, 2016. We conclude that adding Bitcoin to portfolio, over the course of the considered period, always yielded a higher Sharpe ratio. This means that Bitcoin’s returns offset its high volatility. This paper, recognizing the fact that Bitcoin is a relatively new asset class, gives the readers a basic idea about the working of the virtual currency, the increasing number developments in the financial industry revolving around it, its unique features and the detailed look into its continuously growing acceptance across different fronts (Banks, Merchants and Countries) globally. We also construct optimal portfolios to reflect the highly lucrative and largely unexplored opportunities associated with investment in Bitcoin.

Keywords: Portfolio management, Bitcoin, optimization, Sharpe ratio.

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Authors: Candido Alcaide, Manuel Dıaz, Luis Llopis, Antonio Marquez, Bartolome Rubio, Enrique Soler

Abstract:

The increasing complexity of software development based on peer to peer networks makes necessary the creation of new frameworks in order to simplify the developer-s task. Additionally, some applications, e.g. fire detection or security alarms may require real-time constraints and the high level definition of these features eases the application development. In this paper, a service model based on a component model with real-time features is proposed. The high-level model will abstract developers from implementation tasks, such as discovery, communication, security or real-time requirements. The model is oriented to deploy services on small mobile devices, such as sensors, mobile phones and PDAs, where the computation is light-weight. Services can be composed among them by means of the port concept to form complex ad-hoc systems and their implementation is carried out using a component language called UM-RTCOM. In order to apply our proposals a fire detection application is described.

Keywords: Peer-to-peer, mobile systems, real-time, service-oriented architecture.

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