Search results for: Financing and Genetic Algorithms.

Authors: O. Sotolongo-Grau, D. Rodriguez-Perez, J. A. Santos-Miranda, M. M. Desco, O. Sotolongo-Costa, J. C. Antoranz

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The use of the oncologic index ISTER allows for a more effective planning of the radiotherapic facilities in the hospitals. Any change in the radiotherapy treatment, due to unexpected stops, may be adapted by recalculating the doses to the new treatment duration while keeping the optimal prognosis. The results obtained in a simulation model on millions of patients allow the definition of optimal success probability algorithms.

Keywords: Mathematical model, radiation oncology, dynamical systems applications.

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Authors: C. Chahin, M. C. Hsu, Y. H. Lin, C. Y. Huang

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Electronics Products that achieve high levels of integrated communications, computing and entertainment, multimedia features in small, stylish and robust new form factors are winning in the market place. Due to the high costs that an industry may undergo and how a high yield is directly proportional to high profits, IC (Integrated Circuit) manufacturers struggle to maximize yield, but today-s customers demand miniaturization, low costs, high performance and excellent reliability making the yield maximization a never ending research of an enhanced assembly process. With factors such as minimum tolerances, tighter parameter variations a systematic approach is needed in order to predict the assembly process. In order to evaluate the quality of upcoming circuits, yield models are used which not only predict manufacturing costs but also provide vital information in order to ease the process of correction when the yields fall below expectations. For an IC manufacturer to obtain higher assembly yields all factors such as boards, placement, components, the material from which the components are made of and processes must be taken into consideration. Effective placement yield depends heavily on machine accuracy and the vision of the system which needs the ability to recognize the features on the board and component to place the device accurately on the pads and bumps of the PCB. There are currently two methods for accurate positioning, using the edge of the package and using solder ball locations also called footprints. The only assumption that a yield model makes is that all boards and devices are completely functional. This paper will focus on the Monte Carlo method which consists in a class of computational algorithms (information processed algorithms) which depends on repeated random samplings in order to compute the results. This method utilized in order to recreate the simulation of placement and assembly processes within a production line.

Keywords: Monte Carlo simulation, placement yield, PCBcharacterization, electronics assembly

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Authors: Onder Turkmen, Musa Seymen, Sali Fidan, Mustafa Paksoy

Abstract:

There is a requirement for registered edible seed pumpkin suitable for eating in Turkey. A total of 81 genotypes collected from the researchers in 2005 originated from Eskisehir, Konya, Nevsehir, Tekirdag, Sakarya, Kayseri and Kirsehir provinces were utilized. The used genetic materials were brought to S5 generation by the research groups among 2006 and 2010 years. In this research, S5 stage reached in the genotype given some of the morphological features, and selection of promising genotypes generated scale were made. Results showed that the A-1 (420), A-7 (410), A-8 (420), A-32 (420), B-17 (410), B-24 (410), B-25 (420), B-33 (400), C-24 (420), C-25 (410), C-26 (410) and C-30 (420) genotypes are expected to be promising varieties.

Keywords: Candidate cultivar, edible seed pumpkin, morphologic parameters, selection.

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Authors: Jae Wook Shin, Ju-man Song, Hyun-Taek Choi, Poo Gyeon Park

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This paper introduces a new variable step-size APA with decorrelation of AR input process is based on the MSD analysis. To achieve a fast convergence rate and a small steady-state estimation error, he proposed algorithm uses variable step size that is determined by minimising the MSD. In addition, experimental results show that the proposed algorithm is achieved better performance than the other algorithms.

Keywords: adaptive filter, affine projection algorithm, variable step size.

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Authors: Farid Ezanee Mohamed Ghazali

Abstract:

The Malaysia Highway Authority (MHA) was established by the Government in 1980 for the purpose of designing, constructing and maintaining toll highways in Malaysia that include the North-South Expressway and the Penang Bridge, which were procured using the publicly-funded traditional procurement. However following a recession in the mid 80-s, the operations of these tolledhighways had been privatized to ensure that their operational services continue through private financing as a result of long-term concession agreement concurred between the Malaysian Government and private operators. The change in the contract strategy for highway projects in Malaysia would have a great tendency to dictate a significant risk exposure towards the key parties involved, particularly the Malaysian Government as project principal, unless operational risks are clearly identified and managed via appropriate mitigation measures prior to a contract signing. This research identifies potential operational risks that have a possibility to occur in highway projects in Malaysia from the perspective of public sector clients. Since this research focuses on the operational risks for highway projects in Malaysia, the initial results acquired from literature review on the operational risks of highway projects in some Asian countries are then justified by a number of key individuals from the MHA through interviews. As a result, among key operational risks that have possibility to occur in the highway projects in Malaysia include initial toll-tariff decided by the Government, traffic congestion, change of road network and overloaded freight transportation, which could cause damage to the road surface and hence affecting the operation of a particular highway.

Keywords: Malaysia, operating highway project, operational risk.

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Authors: Satoshi Shimizu, Kazuaki Yamaguchi, Toshiki Saitoh, Sumio Masuda

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Some fast exact algorithms for the maximum weight clique problem have been proposed. Östergard’s algorithm is one of them. Kumlander says his algorithm is faster than it. But we confirmed that the straightforwardly implemented Kumlander’s algorithm is slower than O¨ sterga˚rd’s algorithm. We propose some improvements on Kumlander’s algorithm.

Keywords: Maximum weight clique, exact algorithm, branch-andbound, NP-hard.

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Authors: Stéphanie Leheis

Abstract:

To fight against the economic crisis, French Government, like many others in Europe, has decided to give a boost to high-speed line projects. This paper explores the implementation and decision-making process in TGV projects, their evolutions, especially since the Mediterranean TGV-line. This project was probably the most controversial, but paradoxically represents today a huge success for all the actors involved. What kind of lessons we can learn from this experience? How to evaluate the impact of this project on TGV-line planning? How can we characterize this implementation and decision-making process regards to the sustainability challenges? The construction of Mediterranean TGV-line was the occasion to make several innovations: to introduce more dialog into the decisionmaking process, to take into account the environment, to introduce a new project management and technological innovations. That-s why this project appears today as an example in terms of integration of sustainable development. In this paper we examine the different kinds of innovations developed in this project, by using concepts from sociology of innovation to understand how these solutions emerged in a controversial situation. Then we analyze the lessons which were drawn from this decision-making process (in the immediacy and a posteriori) and the way in which procedures evolved: creation of new tools and devices (public consultation, project management...). Finally we try to highlight the impact of this evolution on TGV projects governance. In particular, new methods of implementation and financing involve a reconfiguration of the system of actors. The aim of this paper is to define the impact of this reconfiguration on negotiations between stakeholders.

Keywords: High-speed train, innovation, governance, sustainability.

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Authors: Young-Seok Choi

Abstract:

We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.

Keywords: Regularization, normalized LMS, system identification, robustness.

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Authors: Shang-En Yu

Abstract:

Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.

Keywords: Heterogeneity, residential mortgage loans, foreclosure.

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Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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Authors: Mona Heydari, Ehsan Motamedian, Seyed Abbas Shojaosadati

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Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

Keywords: Metabolic network, gene knockout, flux balance analysis, microarray data, integration.

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Authors: Yazhi Huang, Jing Yang, Dingge Ying, Yan Zhang, Vorasuk Shotelersuk, Nattiya Hirankarn, Pak Chung Sham, Yu Lung Lau, Wanling Yang

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Human leukocyte antigen (HLA) typing from next generation sequencing (NGS) data has the potential for applications in clinical laboratories and population genetic studies. Here we introduce a novel technique for HLA typing from NGS data based on read-mapping using a comprehensive reference panel containing all known HLA alleles and de novo assembly of the gene-specific short reads. An accurate HLA typing at high-digit resolution was achieved when it was tested on publicly available NGS data, outperforming other newly-developed tools such as HLAminer and PHLAT.

Keywords: Human leukocyte antigens, next generation sequencing, whole exome sequencing, HLA typing.

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Authors: Sheng-Gwo Chen, Wen-Haw Chen

Abstract:

It is an important problem to compute the geodesics on a surface in many fields. To find the geodesics in practice, however, the traditional discrete algorithms or numerical approaches can only find a list of discrete points. The first author proposed in 2010 a new, elegant and accurate method, the geodesic-like method, for approximating geodesics on a regular surface. This paper will present by use of this method a computation of the Bezier geodesic-like curves on spheres.

Keywords: Geodesics, Geodesic-like curve, Spheres, Bezier.

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Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé

Abstract:

This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.

Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.

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Authors: T. Mahalakshmi, Aswathi B. L., Achuthsankar S. Nair

Abstract:

Transcription factors are a group of proteins that helps for interpreting the genetic information in DNA. Protein-protein interactions play a major role in the execution of key biological functions of a cell. These interactions are represented in the form of a graph with nodes and edges. Studies have showed that some nodes have high degree of connectivity and such nodes, known as hub nodes, are the inevitable parts of the network. In the present paper a method is proposed to identify hub transcription factor proteins using sequence information. On a complete data set of transcription factor proteins available from the APID database, the proposed method showed an accuracy of 77%, sensitivity of 79% and specificity of 76%.

Keywords: Transcription Factor Proteins, Hub Proteins, Shannon Index, Transfer Free Energy to Surface (TFES).

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Authors: Alessandro A. Zizzari, Francesca Calabrese, Giovanni Indiveri, Andrea Coraddu, Diego Villa

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The aim of this paper is to present a comparative study on two different methods for the evaluation of the equilibrium point of a ship, core issue for designing an On Board Stability System (OBSS) module that, starting from geometry information of a ship hull, described by a discrete model in a standard format, and the distribution of all weights onboard calculates the ship floating conditions (in draught, heel and trim).

Keywords: Algorithms, Computer applications, Equilibrium, Marine applications, Stability System.

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Authors: Jamuna Bhandari

Abstract:

String matching also known as pattern matching is one of primary concept for network security. In this area the effectiveness and efficiency of string matching algorithms is important for applications in network security such as network intrusion detection, virus detection, signature matching and web content filtering system. This paper presents brief review on some of string matching techniques used for network security.

Keywords: Filtering, honeypot, network telescope, pattern, string, signature.

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Authors: Essam Al-Daoud

Abstract:

A potentially serious problem with current payment systems is that their underlying hard problems from number theory may be solved by either a quantum computer or unanticipated future advances in algorithms and hardware. A new quantum payment system is proposed in this paper. The suggested system makes use of fundamental principles of quantum mechanics to ensure the unconditional security without prior arrangements between customers and vendors. More specifically, the new system uses Greenberger-Home-Zeilinger (GHZ) states and Quantum Key Distribution to authenticate the vendors and guarantee the transaction integrity.

Keywords: Bell state, GHZ state, Quantum key distribution, Quantum payment system.

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Authors: Sang-Youl Lee

Abstract:

This study deals with an advanced numerical techniques to detect tensile forces in cable-stayed structures. The proposed method allows us not only to avoid the trap of minimum at initial searching stage but also to find their final solutions in better numerical efficiency. The validity of the technique is numerically verified using a set of dynamic data obtained from a simulation of the cable model modeled using the finite element method. The results indicate that the proposed method is computationally efficient in characterizing the tensile force variation for cable-stayed structures.

Keywords: Tensile force detection, cable-stayed structures, hybrid system identification (h-SI), dynamic response.

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Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

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Authors: Omer Farooq, Salman Ahmed Khan, Sadaf Khalid

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Modern day stock markets have almost entirely became automated. Even though it means increased profits for the investors by algorithms acting upon the slightest price change in order of microseconds, it also has given birth to many ethical dilemmas in the sense that slightest mistake can cause people to lose all of their livelihoods. This paper reviews one such event that happened on May 06, 2010 in which $1 trillion dollars disappeared from the Dow Jones Industrial Average. We are going to discuss its various aspects and the ethical dilemmas that have arisen due to it.

Keywords: Flash Crash, Market Crash, Stock Market, Stock Market Crash.

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Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam

Abstract:

This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.

Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.

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Authors: Cristian Păuna

Abstract:

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

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

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Authors: Elmabruk Laias, Abdalla M. Hanashi, Mohammed Alnas

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Worldwide Interoperability for Microwave Access (WiMAX) became one of the most challenging issues, since it was responsible for distributing available resources of the network among all users this leaded to the demand of constructing and designing high efficient scheduling algorithms in order to improve the network utilization, to increase the network throughput, and to minimize the end-to-end delay. In this study, the proposed algorithm focuses on an efficient mechanism to serve non_real time traffic in congested networks by considering channel status.

Keywords: WiMAX, Quality of Services (QoS), OPNE, Diff-Serv (DS).

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Authors: Vincenzo Capalbo, Gianpaolo Ghiani, Emanuele Manni

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Global e-commerce sales have reached unprecedented levels in the past few years. As this trend is only predicted to go up as we continue into the ’20s, new challenges will be faced by companies when planning and controlling e-commerce logistics. In this paper, we survey the related literature on Optimization and Machine Learning as well as on combined methodologies. We also identify the distinctive features of next-generation planning algorithms - namely scalability, model-and-run features and learning capabilities - that will be fundamental to cope with the scale and complexity of logistics in the next decade.

Keywords: e-Commerce, Logistics, Machine Learning, Optimization.

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Authors: Kamran Hameed, Adeel Mumtaz, S.A.M. Gilani

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In this paper, we start by first characterizing the most important and distinguishing features of wavelet-based watermarking schemes. We studied the overwhelming amount of algorithms proposed in the literature. Application scenario, copyright protection is considered and building on the experience that was gained, implemented two distinguishing watermarking schemes. Detailed comparison and obtained results are presented and discussed. We concluded that Joo-s [1] technique is more robust for standard noise attacks than Dote-s [2] technique.

Keywords: Digital image, Copyright protection, Watermarking, Wavelet transform.

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Authors: Zeynep Orhan, Zeynep Altan

Abstract:

This paper summarizes the results of some experiments for finding the effective features for disambiguation of Turkish verbs. Word sense disambiguation is a current area of investigation in which verbs have the dominant role. Generally verbs have more senses than the other types of words in the average and detecting these features for verbs may lead to some improvements for other word types. In this paper we have considered only the syntactical features that can be obtained from the corpus and tested by using some famous machine learning algorithms.

Keywords: Word sense disambiguation, feature selection.

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Authors: Madhav V. Chitturi, Anshu Manik, Kasthurirangan Gopalakrishnan

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The dynamic or complex modulus test is considered to be a mechanistically based laboratory test to reliably characterize the strength and load-resistance of Hot-Mix Asphalt (HMA) mixes used in the construction of roads. The most common observation is that the data collected from these tests are often noisy and somewhat non-sinusoidal. This hampers accurate analysis of the data to obtain engineering insight. The goal of the work presented in this paper is to develop and compare automated evolutionary computational techniques to filter test noise in the collection of data for the HMA complex modulus test. The results showed that the Covariance Matrix Adaptation-Evolutionary Strategy (CMA-ES) approach is computationally efficient for filtering data obtained from the HMA complex modulus test.

Keywords: HMA, dynamic modulus, GA, evolutionarycomputation.

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Authors: Radul Shishkov, Petar Penchev

Abstract:

The digital era has revolutionized architectural practices, with Building Information Modeling (BIM) emerging as a pivotal tool for architects, engineers, and construction professionals. However, the transition from traditional methods to BIM-centric approaches poses significant challenges, particularly in the context of existing structures. This research presents a technical approach to bridge this gap through the development of algorithms that facilitate the automated transformation of 3D point cloud data into detailed BIM models. The core of this research lies in the application of algorithmic modeling and computational design methods to interpret and reconstruct point cloud data — a collection of data points in space, typically produced by 3D scanners — into comprehensive BIM models. This process involves complex stages of data cleaning, feature extraction, and geometric reconstruction, which are traditionally time-consuming and prone to human error. By automating these stages, our approach significantly enhances the efficiency and accuracy of creating BIM models for existing buildings. The proposed algorithms are designed to identify key architectural elements within point clouds, such as walls, windows, doors, and other structural components, and to translate these elements into their corresponding BIM representations. This includes the integration of parametric modeling techniques to ensure that the generated BIM models are not only geometrically accurate but also embedded with essential architectural and structural information. This research contributes significantly to the field of architectural technology by providing a scalable and efficient solution for the integration of existing structures into the BIM framework. It paves the way for more seamless and integrated workflows in renovation and heritage conservation projects, where the accuracy of existing conditions plays a critical role. The implications of this study extend beyond architectural practices, offering potential benefits in urban planning, facility management, and historical preservation.

Keywords: Algorithmic modeling, Building Information Modeling, point cloud, reconstruction.

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Authors: Davide D’Aria, Paolo Falcone, Luigi Maggi, Aldo Cero, Giovanni Amoroso

Abstract:

The paper presents a methodology for real-time structural health monitoring and geophysical applications. The key elements of the system are a high performance MIMO RADAR sensor, an optical camera and a dedicated set of software algorithms encompassing interferometry, tomography and photogrammetry. The MIMO Radar sensor proposed in this work, provides an extremely high sensitivity to displacements making the system able to react to tiny deformations (up to tens of microns) with a time scale which spans from milliseconds to hours. The MIMO feature of the system makes the system capable of providing a set of two-dimensional images of the observed scene, each mapped on the azimuth-range directions with noticeably resolution in both the dimensions and with an outstanding repetition rate. The back-scattered energy, which is distributed in the 3D space, is projected on a 2D plane, where each pixel has as coordinates the Line-Of-Sight distance and the cross-range azimuthal angle. At the same time, the high performing processing unit allows to sense the observed scene with remarkable refresh periods (up to milliseconds), thus opening the way for combined static and dynamic structural health monitoring. Thanks to the smart TX/RX antenna array layout, the MIMO data can be processed through a tomographic approach to reconstruct the three-dimensional map of the observed scene. This 3D point cloud is then accurately mapped on a 2D digital optical image through photogrammetric techniques, allowing for easy and straightforward interpretations of the measurements. Once the three-dimensional image is reconstructed, a 'repeat-pass' interferometric approach is exploited to provide the user of the system with high frequency three-dimensional motion/vibration estimation of each point of the reconstructed image. At this stage, the methodology leverages consolidated atmospheric correction algorithms to provide reliable displacement and vibration measurements.

Keywords: Interferometry, MIMO RADAR, SAR, tomography.

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