Search results for: Extended linear complementarity problem

Authors: Michael Todinov, Eberechi Weli

Abstract:

The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool for solving the optimal risk reduction problem in the railway industry. 

Keywords: Optimisation, railway risk reduction, budget constraints, dynamic programming.

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Authors: Dongho Kim, Sung Choi, Kyowoong Pee, Youngsik Cho, Seungwoo Jeong, Soo-Ho Kim

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This study is about the orbital TIG welding robot system which travels on the guide rail installed on the pipe, and welds and tracks the pipe seam using the LVS (Laser Vision Sensor) joint profile data. The orbital welding robot system consists of the robot, welder, controller, and LVS. Moreover we can define the relationship between welding travel speed and wire feed speed, and we can make the linear equation using the maximum and minimum amount of weld metal. Using the linear equation we can determine the welding travel speed and the wire feed speed accurately corresponding to the area of weld captured by LVS. We applied this orbital TIG welding robot system to the stainless steel or duplex pipe on DSME (Daewoo Shipbuilding and Marine Engineering Co. Ltd.,) shipyard and the result of radiographic test is almost perfect. (Defect rate: 0.033%).

Keywords: Adaptive welding, automatic welding, Pipe welding, Orbital welding, Laser vision sensor, LVS, welding D/B.

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Authors: Y. Wang

Abstract:

The Traveling salesman problem (TSP) is NP-hard in combinatorial optimization. The research shows the algorithms for TSP on the sparse graphs have the shorter computation time than those for TSP according to the complete graphs. We present an improved iterative algorithm to compute the sparse graphs for TSP by frequency graphs computed with frequency quadrilaterals. The iterative algorithm is enhanced by adjusting two parameters of the algorithm. The computation time of the algorithm is O(CN_maxn²) where C is the iterations, N_max is the maximum number of frequency quadrilaterals containing each edge and n is the scale of TSP. The experimental results showed the computed sparse graphs generally have less than 5n edges for most of these Euclidean instances. Moreover, the maximum degree and minimum degree of the vertices in the sparse graphs do not have much difference. Thus, the computation time of the methods to resolve the TSP on these sparse graphs will be greatly reduced.

Keywords: Frequency quadrilateral, iterative algorithm, sparse graph, traveling salesman problem.

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Authors: S. Kahvecioglu, A. Karamancioglu, A. Yazici

Abstract:

In this paper, a nonlinear model predictive swing-up and stabilizing sliding controller is proposed for an inverted pendulum-cart system. In the swing up phase, the nonlinear model predictive control is formulated as a nonlinear programming problem with energy based objective function. By solving this problem at each sampling instant, a sequence of control inputs that optimize the nonlinear objective function subject to various constraints over a finite horizon are obtained. Then, this control drives the pendulum to a predefined neighborhood of the upper equilibrium point, at where sliding mode based model predictive control is used to stabilize the systems with the specified constraints. It is shown by the simulations that, due to the way of formulating the problem, short horizon lengths are sufficient for attaining the swing up goal.

Keywords: Inverted pendulum, model predictive control, swingup, stabilization.

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Authors: Mingyu Xie, Mietek Brdys

Abstract:

The paper develops a Non-Linear Model Predictive Control (NMPC) of water quality in Drinking Water Distribution Systems (DWDS) based on the advanced non-linear quality dynamics model including disinfections by-products (DBPs). A special attention is paid to the analysis of an impact of the flow trajectories prescribed by an upper control level of the recently developed two-time scale architecture of an integrated quality and quantity control in DWDS. The new quality controller is to operate within this architecture in the fast time scale as the lower level quality controller. The controller performance is validated by a comprehensive simulation study based on an example case study DWDS.

Keywords: Model predictive control, hierarchical control structure, genetic algorithm, water quality with DBPs objectives.

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

This paper presents the design application and reinforcement detailing of 15 storied reinforced concrete shear wall-frame structure based on linear static analysis. Databases are generated for section sizes based on automated structural optimization method utilizing Active-set Algorithm in MATLAB platform. The design constraints of allowable section sizes, capacity criteria and seismic provisions for static loads, combination of gravity and lateral loads are checked and determined based on ASCE 7-10 documents and ACI 318-14 design provision. The result of this study illustrates the efficiency of proposed method, and is expected to provide a useful reference in designing of RC shear wall-frame structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC shear wall-frame structures.

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Authors: Walter Hussak

Abstract:

We present an operator for a propositional linear temporal logic over infinite schedules of iterated transactions, which, when applied to a formula, asserts that any schedule satisfying the formula is serializable. The resulting logic is suitable for specifying and verifying consistency properties of concurrent transaction management systems, that can be defined in terms of serializability, as well as other general safety and liveness properties. A strict form of serializability is used requiring that, whenever the read and write steps of a transaction occurrence precede the read and write steps of another transaction occurrence in a schedule, the first transaction must precede the second transaction in an equivalent serial schedule. This work improves on previous work in providing a propositional temporal logic with a serializability operator that is of the same PSPACE complete computational complexity as standard propositional linear temporal logic without a serializability operator.

Keywords: Temporal logic, iterated transactions, serializability.

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Authors: César Garza

Abstract:

In supervised binary classification and regression problems, it is well-known that learnability is equivalent to uniform convergence of the hypothesis class, and if a problem is learnable, it is learnable by empirical risk minimization. For the general learning setting of unsupervised learning tasks, there are non-trivial learning problems where uniform convergence does not hold. We present here the task of learning centers of mass with an extra feature that “activates” some of the coordinates over the unit ball in a Hilbert space. We show that the learning problem is learnable under a stable RLM rule. We introduce a family of distributions over the domain space with some mild restrictions for which the sample complexity of uniform convergence for these problems must grow logarithmically with the dimension of the Hilbert space. If we take this dimension to infinity, we obtain a learnable problem for which the uniform convergence property fails for a vast family of distributions.

Keywords: Statistical learning theory, learnability, uniform convergence, stability, regularized loss minimization.

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Authors: Robin Gremlich, Andreas Hamfelt, Héctor de Pereda, Vladislav Valkovsky

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By introducing the concept of Oracle we propose an approach for improving the performance of genetic algorithms for large-scale asymmetric Traveling Salesman Problems. The results have shown that the proposed approach allows overcoming some traditional problems for creating efficient genetic algorithms.

Keywords: Genetic algorithms, Traveling Salesman Problem, optimal decision distribution, oracle.

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Authors: Atefeh Hekmat, Abolfazl Barati, Ebrahim Vasheghani Frahani, Ali Afraz

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In modern agriculture, polymeric hydrogels are known as a component able to hold an amount of water due to their 3-dimensional network structure and their tendency to absorb water in humid environments. In addition, these hydrogels are able to controllably release the fertilisers and pesticides loaded in them. Therefore, they deliver these materials to the plants' roots and help them with growing. These hydrogels also reduce the pollution of underground water sources by preventing the active components from leaching. In this study, sIPN acrylamide based hydrogels are synthesised by using acrylamide free radical, potassium acrylate, and linear polyvinyl alcohol. Ammonium nitrate is loaded in the hydrogel as the fertiliser. The effect of various amounts of monomers and linear polymer, measured in molar ratio, on the swelling rate, equilibrium swelling, and release of ammonium nitrate is studied.

Keywords: Hydrogel, controlled release, ammonium nitrate fertiliser, sIPN.

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Authors: Yudia Mailani Putri, Martalena Purba, B. J. Istiti Kandarina

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Background: Obesity has been recognized as a global health problem. Individuals classified as overweight and obese are increasing at an alarming rate. This condition is associated with psychological and physiological problems. as a person reaches adulthood, somatic growth ceases. At this stage, the human body has developed fully, to a stable state. As the capital of Riau Province in Indonesia, Pekanbaru is dominated by Malay ethnic population habitually consuming cholesterol-rich fatty foods as a daily menu, a trigger to the onset of obesity resulting in high prevalence of degenerative diseases. Research objectives: The aim of this study is elaborating the relationship between high-fat consumption pattern, stress level, physical activity and the incidence of obesity in adult women in Pekanbaru city. Research Methods: Among the combined research methods applied in this study, the first stage is quantitative observational, analytical cross-sectional research design with adult women aged 20-40 living in Pekanbaru city. The sample consists of 200 women with BMI≥25. Sample data is processed with univariate, bivariate (correlation and simple linear regression) and multivariate (multiple linear regression) analysis. The second phase is qualitative descriptive study purposive sampling by in-depth interviews. six participants withdrew from the study. Results: According to the results of the bivariate analysis, there are relationships between the incidence of obesity and the pattern of high fat foods consumption (energy intake (p≤0.000; r = 0.536), protein intake (p≤0.000; r=0.307), fat intake (p≤0.000; r=0.416), carbohydrate intake (p≤0.000; r=0.430), frequency of fatty food consumption (p≤0.000; r=0.506) and frequency of viscera foods consumption (p≤0.000; r=0.535). There is a relationship between physical activity and incidence of obesity (p≤0.000; r=-0.631). However, there is no relationship between the level of stress (p=0.741; r=0.019-) and the incidence of obesity. Physical activity is a predominant factor in the incidence of obesity in adult women in Pekanbaru city. Conclusion: There are relationships between high-fat food consumption pattern, physical activity and the incidence of obesity in Pekanbaru city whereas physical activity is a predominant factor in the occurrence of obesity, supported by the unchangeable pattern of high-fat foods consumption.

Keywords: Obesity, adult, high in fat, stress, physical activity, consumption pattern.

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Authors: Manpreet Singh, Parvinder Singh, Suman

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The data is available in abundance in any business organization. It includes the records for finance, maintenance, inventory, progress reports etc. As the time progresses, the data keep on accumulating and the challenge is to extract the information from this data bank. Knowledge discovery from these large and complex databases is the key problem of this era. Data mining and machine learning techniques are needed which can scale to the size of the problems and can be customized to the application of business. For the development of accurate and required information for particular problem, business analyst needs to develop multidimensional models which give the reliable information so that they can take right decision for particular problem. If the multidimensional model does not possess the advance features, the accuracy cannot be expected. The present work involves the development of a Multidimensional data model incorporating advance features. The criterion of computation is based on the data precision and to include slowly change time dimension. The final results are displayed in graphical form.

Keywords: Multidimensional, data precision.

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Authors: P. Thepnarintra

Abstract:

The purposes of this study were to: 1) investigate operation conditions of SME automotive part industry in Bangkok and vicinity and 2) to compare operation problem levels of SME automotive part industry in Bangkok and vicinity according to the sizes of the enterprises. Samples in this study included 196 entrepreneurs of SME automotive part industry in Bangkok and vicinity derived from simple random sampling and calculation from R. V. Krejcie and D. W. Morgan’s tables. Research statistics included frequency, percentage, mean, standard deviation, and T-test. The results revealed that in general the problem levels of SME automotive part industry in Bangkok and vicinity were high. When considering in details, it was found that the problem levels were high at every aspect, i.e. personal, production, export, finance, and marketing respectively. The comparison of the problem levels according to the sizes of the enterprises revealed statistically significant differences at .05. When considering on each aspect, it was found that the aspect with the statistical difference at .05 included 5 aspects, i.e. production, marketing, finance, personal, and export. The findings also showed that small enterprises faced more severe problems than those of medium enterprises.

Keywords: Automotive part industry, operation problems, SME, perimeter.

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Authors: Mohamed Essahafi, Mustapha Ait Lafkih

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In industrial environments, the heat exchanger is a necessary component to any strategy of energy conversion. Much of thermal energy used in industrial processes passes at least one times by a heat exchanger, and methods systems recovering thermal energy. This survey paper tries to presents in a systemic way an sample control of a heat exchanger by comparison between three controllers LQR (linear quadratic regulator), PID (proportional, integrator and derivate) and Pole Placement. All of these controllers are used mainly in industrial sectors (chemicals, petrochemicals, steel, food processing, energy production, etc…) of transportation (automotive, aeronautics), but also in the residential sector and tertiary (heating, air conditioning, etc...) The choice of a heat exchanger, for a given application depends on many parameters: field temperature and pressure of fluids, and physical properties of aggressive fluids, maintenance and space. It is clear that the fact of having an exchanger appropriate, well-sized, well made and well used allows gain efficiency and energy processes.

Keywords: LQR linear-quadratic regulator, PID control, Pole Placement, Heat exchanger.

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Authors: Miloš Šeda

Abstract:

Finding the minimal logical functions has important applications in the design of logical circuits. This task is solved by many different methods but, frequently, they are not suitable for a computer implementation. We briefly summarise the well-known Quine-McCluskey method, which gives a unique procedure of computing and thus can be simply implemented, but, even for simple examples, does not guarantee an optimal solution. Since the Petrick extension of the Quine-McCluskey method does not give a generally usable method for finding an optimum for logical functions with a high number of values, we focus on interpretation of the result of the Quine-McCluskey method and show that it represents a set covering problem that, unfortunately, is an NP-hard combinatorial problem. Therefore it must be solved by heuristic or approximation methods. We propose an approach based on genetic algorithms and show suitable parameter settings.

Keywords: Boolean algebra, Karnaugh map, Quine-McCluskey method, set covering problem, genetic algorithm.

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Authors: A. Udomsakdigool, S. Bangsaranthip

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This paper presents an algorithm which combining ant colony optimization in the dynamic programming for solving a dynamic facility layout problem. The problem is separated into 2 phases, static and dynamic phase. In static phase, ant colony optimization is used to find the best ranked of layouts for each period. Then the dynamic programming (DP) procedure is performed in the dynamic phase to evaluate the layout set during multi-period planning horizon. The proposed algorithm is tested over many problems with size ranging from 9 to 49 departments, 2 and 4 periods. The experimental results show that the proposed method is an alternative way for the plant layout designer to determine the layouts during multi-period planning horizon.

Keywords: Ant colony optimization, Dynamicprogramming, Dynamic facility layout planning, Metaheuristic

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Authors: Chih-Cheng Chen, Meng-Lung Lin, Yung-Tan Lee, Tien-Tze Chen

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The rotation of starting pitchers is a strategic issue which has a significant impact on the performance of a professional team. Choosing an optimal starting pitcher from among many alternatives is a multi-criteria decision-making (MCDM) problem. In this study, a model using the Analytic Hierarchy Process (AHP) and Technique for Order Performance by Similarity to the Ideal Solution (TOPSIS) is proposed with which to arrange the starting pitcher rotation for teams of the Chinese Professional Baseball League. The AHP is used to analyze the structure of the starting pitcher selection problem and to determine the weights of the criteria, while the TOPSIS method is used to make the final ranking. An empirical analysis is conducted to illustrate the utilization of the model for the starting pitcher rotation problem. The results demonstrate the effectiveness and feasibility of the proposed model.

Keywords: AHP, TOPSIS, starting pitcher rotation, CPBL

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Authors: R.K. Behera, S.Behera

Abstract:

In a wind power generator using doubly fed induction generator (DFIG), the three-phase pulse width modulation (PWM) voltage source converter (VSC) is used as grid side converter (GSC) and rotor side converter (RSC). The standard linear control laws proposed for GSC provides not only instablity against comparatively large-signal disturbances, but also the problem of stability due to uncertainty of load and variations in parameters. In this paper, a nonlinear controller is designed for grid side converter (GSC) of a DFIG for wind power application. The nonlinear controller is designed based on the input-output feedback linearization control method. The resulting closed-loop system ensures a sufficient stability region, make robust to variations in circuit parameters and also exhibits good transient response. Computer simulations and experimental results are presented to confirm the effectiveness of the proposed control strategy.

Keywords: Doubly fed Induction Generator, grid side converter, machine side converter, dc link, feedback linearization.

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Authors: Muhammad Abrar, Xiang Gui, Amal Punchihewa

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In this paper we study the resource allocation problem for an OFDMA based cooperative two-way relaying (TWR) network. We focus on amplify and forward (AF) analog network coding (ANC) protocol. An optimization problem for two basic resources namely, sub-carrier and power is formulated for multi-user TWR networks. A joint optimal optimization problem is investigated and two-step low complexity sub-optimal resource allocation algorithm is proposed for multi-user TWR networks with ANC protocol. The proposed algorithm has been evaluated in term of total achievable system sum-rate and achievable individual sum-rate for each userpair. The good tradeoff between system sum-rate and fairness is observed in the two-step proportional resource allocation scheme.

Keywords: Relay Network, Relay Protocols, Resource Allocation, Two –way relaying.

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Authors: S. Priyanto, E.P Friandi

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Yogyakarta, as the capital city of Yogyakarta Province, has important roles in various sectors that require good provision of public transportation system. Ideally, a good transportation system should be able to accommodate the amount of travel demand. This research attempts to develop a trip generation model to predict the number of public transport passenger in Yogyakarta city. The model is built by using multiple linear regression analysis, which establishes relationship between trip number and socioeconomic attributes. The data consist of primary and secondary data. Primary data was collected by conducting household surveys which randomly selected. The resulted model is further applied to evaluate the existing TransJogja, a new Bus Rapid Transit system serves Yogyakarta and surrounding cities, shelters.

Keywords: Multiple linear regression, shelter evaluation, travel demand, trip generation.

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Authors: Qian Wang, Sylvain Lassalle, Antony R. Mileham, Geraint W. Owen

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This paper mathematically analyses the varying magnitude of production loss, which may occur due to idle time (inprocess waiting time and traveling time) on a linear walking worker assembly line. Within this flexible and reconfigurable assembly system, each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish and then travels back to the first station to start the assembly of a new product. This strategy of system design attempts to combine the flexibility of the U-shaped moving worker assembly cell with the efficiency of the conventional fixed worker assembly line. The paper aims to evaluate the effect of idle time that may offset the labor efficiency of each walking worker providing an insight into the mechanism of such a flexible and reconfigurable assembly system.

Keywords: Production lines, manufacturing systems, assemblysystems, walking workers.

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Authors: K. Farhangdoost, H. Heirani

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Contact stress is an important problem in industry. This is a problem that in the first attention may be don-t appears, but disregard of these stresses cause a lot of damages in machines. These stresses occur at locations such as gear teeth, bearings, cams and between a locomotive wheel and the railroad rail. These stresses cause failure by excessive elastic deformation, yielding and fracture. In this paper we intend show the effective parameters in contact stress and ponder effect of curvature. In this paper we study contact stresses on the surface of gear teeth and compare these stresses for four popular profiles of gear teeth (involute, cycloid, epicycloids, and hypocycloid). We study this problem with mathematical and finite element methods and compare these two methods on different profile surfaces.

Keywords: Contact stress, Cycloid, Epicycloids, Finite element, Gear, Hypocycloid, Involute, Radius of curvature.

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Authors: N. Kumaresan , J. Kavikumar, Kuru Ratnavelu

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In this paper, solution of fuzzy differential equation under general differentiability is obtained by simulink. The simulink solution is equivalent or very close to the exact solution of the problem. Accuracy of the simulink solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, H-difference and Simulink.

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Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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Authors: Melvin Ballera, Mosbah Mohamed Elssaedi, Ahmed Khalil Zohdy

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Collaborative problem solving in e-learning can take in the form of discussion among learner, creating a highly social learning environment and characterized by participation and interactivity. This paper, designed a collaborative learning environment where agent act as co-learner, can play different roles during interaction. Since different roles have been assigned to the agent, learner will assume that multiple co-learner exists to help and guide him all throughout the collaborative problem solving process, but in fact, alone during the learning process. Specifically, it answers the questions what roles of the agent should be incorporated to contribute better learning outcomes, how agent will facilitate the communication process to provide social learning and interactivity and what are the specific instructional strategies that facilitate learner participation, increased skill acquisition and develop critical thinking.

Keywords: Collaborative e-learning, collaborative problem solving, , imaginary co-learner, social learning.

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Authors: Shen Weishou, Ji Di, Zhang Hui, Yan Shouguang, Li Haidong, Lin Naifeng

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Based on a long-term vegetation index dataset of NDVI and meteorological data from 68 meteorological stations in the Qinghai-Tibet plateau and their relations with major climate factors were analyzed. The results show the following: 1) The linear trends of temperature in the Qinghai-Tibet plateau indicate that the temperature in the plateau generally increased, but it rose faster in the last 20 years. 2) The most significant NDVI increase occurred in the eastern and southern plateau. However, the western and northern plateau demonstrate a decreasing trend. 3) There is a significant positive linear correlation between NDVI and temperature and a negative correlation between NDVI and mean wind speed. However, no significant statistical relationship was found between NDVI and relative humidity, precipitation or sunshine duration.4) The changes in NDVI for the plateau are driven by temperature-precipitation, but for the desert and forest areas, the relation changes to precipitation-temperature-wind velocity and wind velocity-temperature-precipitation.

Keywords: Qinghai-Tibet plateau, NDVI, climate warming.

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Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar

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Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.

Keywords: Dam, failure, limit-state, Monte Carlo simulation, reliability, probability, simulation, sliding, Taylor.

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Authors: Christine K. Fulmer

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Social work education is competency based in nature. There is an expectation that graduates of social work programs throughout the world are to be prepared to practice at a level of competence, which is beneficial to both the well-being of individuals and community. Experiential learning is one way to prepare students for competent practice. The use of Problem-Based Learning (PBL) is a form experiential education that has been successful in a number of disciplines to bridge the gap between the theoretical concepts in the classroom to the real world. PBL aligns with the constructivist theoretical approach to learning, which emphasizes the integration of new knowledge with the beliefs students already hold. In addition, the basic tenants of PBL correspond well with the practice behaviors associated with social work practice including multi-disciplinary collaboration and critical thinking. This paper makes an argument for utilizing PBL in social work education.

Keywords: Constructivist theoretical approach, experiential learning, pedagogy, problem-based learning, social work education.

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Authors: Ioan Popa, Radu Lupu, Cristiana Tudor

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In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.

Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.

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Authors: Chillali Abdelhakim

Abstract:

Groups where the discrete logarithm problem (DLP) is believed to be intractable have proved to be inestimable building blocks for cryptographic applications. They are at the heart of numerous protocols such as key agreements, public-key cryptosystems, digital signatures, identification schemes, publicly verifiable secret sharings, hash functions and bit commitments. The search for new groups with intractable DLP is therefore of great importance.The goal of this article is to study elliptic curves over the ring Fq[], with Fq a finite field of order q and with the relation n = 0, n ≥ 3. The motivation for this work came from the observation that several practical discrete logarithm-based cryptosystems, such as ElGamal, the Elliptic Curve Cryptosystems . In a first time, we describe these curves defined over a ring. Then, we study the algorithmic properties by proposing effective implementations for representing the elements and the group law. In anther article we study their cryptographic properties, an attack of the elliptic discrete logarithm problem, a new cryptosystem over these curves.

Keywords: Elliptic Curve Over Ring, Discrete Logarithm Problem.

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