Search results for: Free- and open-source software
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3013

Search results for: Free- and open-source software

1903 Natural Convection Heat Transfer from Inclined Cylinders: A Unified Correlation

Authors: Neetu Rani, Hema Setia, Marut Dutt. R.K. Wanchoo

Abstract:

An empirical correlation for predicting the heat transfer coefficient for a cylinder under free convection, inclined at any arbitrary angle with the horizontal has been developed in terms of Nusselt number, Prandtl number and Grashof number. Available experimental data was used to determine the parameters for the proposed correlation. The proposed correlation predicts the available data well within ±10%, for Prandtl number in the range 0.68-0.72 and Grashof number in the range 1.4×104–1.2×1010.

Keywords: Heat transfer, inclined cylinders, natural convection, Nusselt number, Prandtl number, Grashof number.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5953
1902 Kinematic Analysis of a Novel Complex DoF Parallel Manipulator

Authors: M.A. Hosseini, P. Ebrahimi Naghani

Abstract:

In this research work, a novel parallel manipulator with high positioning and orienting rate is introduced. This mechanism has two rotational and one translational degree of freedom. Kinematics and Jacobian analysis are investigated. Moreover, workspace analysis and optimization has been performed by using genetic algorithm toolbox in Matlab software. Because of decreasing moving elements, it is expected much more better dynamic performance with respect to other counterpart mechanisms with the same degrees of freedom. In addition, using couple of cylindrical and revolute joints increased mechanism ability to have more extended workspace.

Keywords: Kinematics, Workspace, 3-CRS/PU, Parallel robot

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1876
1901 Relaxation Dynamics of Quantum Emitters Resonantly Coupled to a Localized Surface Plasmon

Authors: Khachatur V. Nerkararyan, Sergey I. Bozhevolnyi

Abstract:

We investigate relaxation dynamics of a quantum dipole emitter (QDE), e.g., a molecule or quantum dot, located near a metal nanoparticle (MNP) exhibiting a dipolar localized surface plasmon (LSP) resonance at the frequency of the QDE radiative transition. It is shown that under the condition of the QDE-MNP characteristic relaxation time being much shorter than that of the QDE in free-space but much longer than the LSP lifetime. It is also shown that energy dissipation in the QDE-MNP system is relatively weak with the probability of the photon emission being about 0.75, a number which, rather surprisingly, does not explicitly depend on the metal absorption characteristics. The degree of entanglement measured by the concurrency takes the maximum value, while the distances between the QDEs and metal ball approximately are equal.

Keywords: Metal nanoparticle, Localized surface plasmon, Quantum dipole emitter, Relaxation dynamics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2351
1900 Ultrafast Transistor Laser Containing Graded Index Separate Confinement Heterostructure

Authors: Mohammad Hosseini

Abstract:

Ultrafast transistor laser investigated here has the graded index separate confinement heterostructure (GRIN-SCH) in its base region. Resonance-free optical frequency response with -3 dB bandwidth of more than 26 GHz has been achieved for a single quantum well transistor laser by using graded index layers of AlξGa1-ξAs (ξ: 0.1→0) in the left side of quantum well and AlξGa1-ξAs (ξ: 0.05→0) in the right side of quantum well. All required parameters, including quantum well and base transit time, optical confinement factor and spontaneous recombination lifetime, have been calculated using a self-consistent charge control model.

Keywords: Transistor laser, ultrafast, GRIN-SCH, -3db optical bandwidth, AlξGa1-ξAs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 176
1899 Three-Dimensional Generalized Thermoelasticity with Variable Thermal Conductivity

Authors: Hamdy M. Youssef, Mowffaq Oreijah, Hunaydi S. Alsharif

Abstract:

In this paper, a three-dimensional model of the generalized thermoelasticity with one relaxation time and variable thermal conductivity has been constructed. The resulting non-dimensional governing equations together with the Laplace and double Fourier transforms techniques have been applied to a three-dimensional half-space subjected to thermal loading with rectangular pulse and traction free in the directions of the principle co-ordinates. The inverses of double Fourier transforms, and Laplace transforms have been obtained numerically. Numerical results for the temperature increment, the invariant stress, the invariant strain, and the displacement are represented graphically. The variability of the thermal conductivity has significant effects on the thermal and the mechanical waves.

Keywords: Thermoelasticity, three-dimensional, Laplace transforms, Fourier transforms, thermal conductivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 749
1898 Nano-Alumina Sulfuric Acid: An Efficient Catalyst for the Synthesis of α-Aminonitriles Derivatives

Authors: Abbas Teimouri, Alireza Najafi Chermahini, Leila Ghorbanian

Abstract:

An efficient and green protocol for the synthesis of α- aminonitriles derivatives by one-pot reaction of different aldehydes with amines and trimethylsilyl cyanides has been developed using natural alumina, alumina sulfuric acid (ASA), nano-γ-alumina, nanoalumina sulfuric acid (nano-ASA) under microwave irradiation and solvent-free conditions. The advantages of methods are short reaction times, high yields, milder conditions and easy work up. The catalysts can be recovered for the subsequent reactions and reused without any appreciable loss of efficiency.

Keywords: Nano-γ-alumina, nano-alumina sulfuric acid, green synthesis, microwave irradiation, α-aminonitriles derivatives.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5051
1897 SPH Method used for Flow Predictions at a Turgo Impulse Turbine: Comparison with Fluent

Authors: Phoevos K. Koukouvinis, John S. Anagnostopoulos, Dimitris E. Papantonis

Abstract:

This work is an attempt to use the standard Smoothed Particle Hydrodynamics methodology for the simulation of the complex unsteady, free-surface flow in a rotating Turgo impulse water turbine. A comparison of two different geometries was conducted. The SPH method due to its mesh-less nature is capable of capturing the flow features appearing in the turbine, without diffusion at the water/air interface. Furthermore results are compared with a commercial CFD package (Fluent®) and the SPH algorithm proves to be capable of providing similar results, in much less time than the mesh based CFD program. A parametric study was also performed regarding the turbine inlet angle.

Keywords: Smoothed Particle Hydrodynamics, Mesh-lessmethods, Impulse turbines, Turgo turbine.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2641
1896 Assessing the Problems of Pumping Stations: A Case Study of Boneh Basht Pumping Station

Authors: Emad Hazbkhah, Abdolreza Zahiri, Hossein Ghorbanizade Kharazi, Afshin Kiani

Abstract:

Establishing pumping stations is one of the most common ways of providing water from rivers. There are many issues involved in the design and operation of pumping stations most important of which is the problem of sedimentation. One of the significant issues which must be taken into consideration in designing pumping stations is the operation method and technical matters related to it. Safety and convenience of operation is one of the issues that must be always considered by the designer. Some of the major issues in making decisions regarding the type of design for the station are geographical condition, the location of the station and availability of experts in maintenance and operation of the station. Dimensions of the station must allow free movement for checking and operating pumps after installation of pumps and plumbing system.

Keywords: Boneh Basht, Iran, pumping station.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2301
1895 Knowledge Management and e-Learning –An Agent-Based Approach

Authors: Teodora Bakardjieva, Galya Gercheva

Abstract:

In this paper an open agent-based modular framework for personalized and adaptive curriculum generation in e-learning environment is proposed. Agent-based approaches offer several potential advantages over alternative approaches. Agent-based systems exhibit high levels of flexibility and robustness in dynamic or unpredictable environments by virtue of their intrinsic autonomy. The presented framework enables integration of different types of expert agents, various kinds of learning objects and user modeling techniques. It creates possibilities for adaptive e-learning process. The KM e-learning system is in a process of implementation in Varna Free University and will be used for supporting the educational process at the University.

Keywords: agents, e-Learning, knowledge management, knowledge sharing, artificial intelligence

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2166
1894 A Matlab / Simulink Based Tool for Power Electronic Circuits

Authors: Abdulatif A. M. Shaban

Abstract:

Transient simulation of power electronic circuits is of considerable interest to the designer. The switching nature of the devices used permits development of specialized algorithms which allow a considerable reduction in simulation time compared to general purpose simulation algorithms. This paper describes a method used to simulate a power electronic circuits using the SIMULINK toolbox within MATLAB software. Theoretical results are presented provides the basis of transient analysis of a power electronic circuits.

Keywords: Modelling, Simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5542
1893 An Iterative Algorithm for Inverse Kinematics of 5-DOF Manipulator with Offset Wrist

Authors: Juyi Park, Jung-Min Kim, Hee-Hwan Park, Jin-Wook Kim, Gye-Hyung Kang, Soo-Ho Kim

Abstract:

This paper presents an iterative algorithm to find a inverse kinematic solution of 5-DOF robot. The algorithm is to minimize the iteration number. Since the 5-DOF robot cannot give full orientation of tool. Only z-direction of tool is satisfied while rotation of tool is determined by kinematic constraint. This work therefore described how to specify the tool direction and let the tool rotation free. The simulation results show that this algorithm effectively worked. Using the proposed iteration algorithm, error due to inverse kinematics converged to zero rapidly in 5 iterations. This algorithm was applied in real welding robot and verified through various practical works.

Keywords: 5-DOF manipulator, Inverse kinematics, Iterative algorithm, Wrist offset.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4141
1892 Application of Association Rule Mining in Supplier Selection Criteria

Authors: A. Haery, N. Salmasi, M. Modarres Yazdi, H. Iranmanesh

Abstract:

In this paper the application of rule mining in order to review the effective factors on supplier selection is reviewed in the following three sections 1) criteria selecting and information gathering 2) performing association rule mining 3) validation and constituting rule base. Afterwards a few of applications of rule base is explained. Then, a numerical example is presented and analyzed by Clementine software. Some of extracted rules as well as the results are presented at the end.

Keywords: Association rule mining, data mining, supplierselection criteria.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1924
1891 Dynamic Web-Based 2D Medical Image Visualization and Processing Software

Authors: Abdelhalim. N. Mohammed, Mohammed. Y. Esmail

Abstract:

In the course of recent decades, medical imaging has been dominated by the use of costly film media for review and archival of medical investigation, however due to developments in networks technologies and common acceptance of a standard digital imaging and communication in medicine (DICOM) another approach in light of World Wide Web was produced. Web technologies successfully used in telemedicine applications, the combination of web technologies together with DICOM used to design a web-based and open source DICOM viewer. The Web server allowance to inquiry and recovery of images and the images viewed/manipulated inside a Web browser without need for any preinstalling software. The dynamic site page for medical images visualization and processing created by using JavaScript and HTML5 advancements. The XAMPP ‘apache server’ is used to create a local web server for testing and deployment of the dynamic site. The web-based viewer connected to multiples devices through local area network (LAN) to distribute the images inside healthcare facilities. The system offers a few focal points over ordinary picture archiving and communication systems (PACS): easy to introduce, maintain and independently platforms that allow images to display and manipulated efficiently, the system also user-friendly and easy to integrate with an existing system that have already been making use of web technologies. The wavelet-based image compression technique on which 2-D discrete wavelet transform used to decompose the image then wavelet coefficients are transmitted by entropy encoding after threshold to decrease transmission time, stockpiling cost and capacity. The performance of compression was estimated by using images quality metrics such as mean square error ‘MSE’, peak signal to noise ratio ‘PSNR’ and compression ratio ‘CR’ that achieved (83.86%) when ‘coif3’ wavelet filter is used.

Keywords: DICOM, discrete wavelet transform, PACS, HIS, LAN.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 795
1890 Axisymmetric Vibration of Pyrocomposite Hollow Cylinder

Authors: V. K. Nelson, S. Karthikeyan

Abstract:

Axisymmetric vibration of an infinite Pyrocomposite circular hollow cylinder made of inner and outer pyroelectric layer of 6mm-class bonded together by a Linear Elastic Material with Voids (LEMV) layer is studied. The exact frequency equation is obtained for the traction free surfaces with continuity condition at the interfaces. Numerical results in the form of data and dispersion curves for the first and second mode of the axisymmetric vibration of the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer as an existing Carbon Fibre Reinforced Polymer (CFRP) are compared with a hypothetical LEMV layer with and without voids and as well with a pyroelectric hollow cylinder. The damping is analyzed through the imaginary parts of the complex frequencies.

Keywords: Axisymmetric vibration, CFRP, hollow cylinders, LEMV, pyrocomposite

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503
1889 A Simple User Administration View of Computing Clusters

Authors: Valeria M. Bastos, Myrian A. Costa, Matheus Ambrozio, Nelson F. F. Ebecken

Abstract:

In this paper a very simple and effective user administration view of computing clusters systems is implemented in order of friendly provide the configuration and monitoring of distributed application executions. The user view, the administrator view, and an internal control module create an illusionary management environment for better system usability. The architecture, properties, performance, and the comparison with others software for cluster management are briefly commented.

Keywords: Big data, computing clusters, administration view, user view.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1562
1888 A Research on Determining the Viability of a Job Board Website for Refugees in Kenya

Authors: Prince Mugoya, Collins Oduor Ondiek, Patrick Kanyi Wamuyu

Abstract:

Refugee Job Board Website is a web-based application that provides a platform for organizations to post jobs specifically for refugees. Organizations upload job opportunities and refugees can view them on the website. The website also allows refugees to input their skills and qualifications. The methodology used to develop this system is a waterfall (traditional) methodology. Software development tools include Brackets which will be used to code the website and PhpMyAdmin to store all the data in a database.

Keywords: Information technology, refugee, skills, utilization, economy, jobs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 780
1887 Grid Based and Random Based Ant Colony Algorithms for Automatic Hose Routing in 3D Space

Authors: Gishantha Thantulage, Tatiana Kalganova, Manissa Wilson

Abstract:

Ant Colony Algorithms have been applied to difficult combinatorial optimization problems such as the travelling salesman problem and the quadratic assignment problem. In this paper gridbased and random-based ant colony algorithms are proposed for automatic 3D hose routing and their pros and cons are discussed. The algorithm uses the tessellated format for the obstacles and the generated hoses in order to detect collisions. The representation of obstacles and hoses in the tessellated format greatly helps the algorithm towards handling free-form objects and speeds up computation. The performance of algorithm has been tested on a number of 3D models.

Keywords: Ant colony algorithm, Automatic hose routing, tessellated format, RAPID.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1579
1886 Cooperative CDD Scheme Based on Hierarchical Modulation in OFDM System

Authors: Seung-Jun Yu, Yeong-Seop Ahn, Young-Min Ko, Hyoung-Kyu Song

Abstract:

In order to achieve high data rate and increase the spectral efficiency, multiple input multiple output (MIMO) system has been proposed. However, multiple antennas are limited by size and cost. Therefore, recently developed cooperative diversity scheme, which profits the transmit diversity only with the existing hardware by constituting a virtual antenna array, can be a solution. However, most of the introduced cooperative techniques have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In this paper, we propose a cooperative cyclic delay diversity (CDD) scheme that use hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: MIMO, Cooperative communication, CDD, Hierarchical modulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2197
1885 Smart Spoiler for Race Car

Authors: M.H. Djavareshkian, A. Esmaeli

Abstract:

A pressure-based implicit procedure to solve Navier- Stokes equations on a nonorthogonal mesh with collocated finite volume formulation is used to simulate flow around the smart and conventional flaps of spoiler under the ground effect. Cantilever beam with uniformly varying load with roller support at the free end is considered for smart flaps. The boundedness criteria for this procedure are determined from a Normalized Variable diagram (NVD) scheme. The procedure incorporates es the k -ε eddyviscosity turbulence model. The method is first validated against experimental data. Then, the algorithm is applied for turbulent aerodynamic flows around a spoiler section with smart and conventional flaps for different attack angle, flap angle and ground clearance where the results of two flaps are compared.

Keywords: Smart spoiler, Ground Effect, Flap, Aerodynamic coefficients, Race car.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2520
1884 Robust Control Design and Analysis Using SCILAB for a Mass-Spring-Damper System

Authors: Yoonsoo Kim

Abstract:

This paper introduces an open-source software package SCILAB [1], an alternative of MATLAB [2], which can be used for robust control design and analysis of a typical mass-spring-damper (MSD) system. Using the previously published ideas in [3,4], this popular mechanical system is considered to provide another example of usefulness of SCILAB for advanced control design.

Keywords: Robust Control, SCILAB, Mass-Spring-Damper(MSD).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3960
1883 The Leaves of a Tree

Authors: Zhu Jiaming, Yu Mengna

Abstract:

In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.

Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1597
1882 Software Technology Behind Computer Accounting

Authors: M. Župan, V. Budimir

Abstract:

The main problems of data centric and open source project are large number of developers and changes of core framework. Model-View-Control (MVC) design pattern significantly improved the development and adjustments of complex projects. Entity framework as a Model layer in MVC architecture has simplified communication with the database. How often are the new technologies used and whether they have potentials for designing more efficient Enterprise Resource Planning (ERP) system that will be more suited to accountants?

Keywords: Accounting, Enterprise Resource Planning, Model- View-Control, Object Role Modeling, Open Source

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893
1881 Complexity of Component-based Development of Embedded Systems

Authors: M. Zheng, V. S. Alagar

Abstract:

The paper discusses complexity of component-based development (CBD) of embedded systems. Although CBD has its merits, it must be augmented with methods to control the complexities that arise due to resource constraints, timeliness, and run-time deployment of components in embedded system development. Software component specification, system-level testing, and run-time reliability measurement are some ways to control the complexity.

Keywords: Components, embedded systems, complexity, softwaredevelopment, traffic controller system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1499
1880 Estimating the Flow Velocity Using Flow Generated Sound

Authors: Saeed Hosseini, Ali Reza Tahavvor

Abstract:

Sound processing is one the subjects that newly attracts a lot of researchers. It is efficient and usually less expensive than other methods. In this paper the flow generated sound is used to estimate the flow speed of free flows. Many sound samples are gathered. After analyzing the data, a parameter named wave power is chosen. For all samples the wave power is calculated and averaged for each flow speed. A curve is fitted to the averaged data and a correlation between the wave power and flow speed is found. Test data are used to validate the method and errors for all test data were under 10 percent. The speed of the flow can be estimated by calculating the wave power of the flow generated sound and using the proposed correlation.

Keywords: Flow generated sound, sound processing, speed, wave power.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2369
1879 Analysis of Direct Current Motor in LabVIEW

Authors: E. Ramprasath, P. Manojkumar, P. Veena

Abstract:

DC motors have been widely used in the past centuries which are proudly known as the workhorse of industrial systems until the invention of the AC induction motors which makes a huge revolution in industries. Since then, the use of DC machines has been decreased due to enormous factors such as reliability, robustness and complexity but it lost its fame due to the losses. In this paper a new methodology is proposed to construct a DC motor through the simulation in LabVIEW to get an idea about its real time performances, if a change in parameter might have bigger improvement in losses and reliability.

Keywords: Direct Current motor, LabVIEW software, modelling and analysis, overall characteristics of Direct Current motor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3070
1878 Public Transport Reform in Indonesia, A Case Study in the City of Yogyakarta

Authors: Ahmad Munawar

Abstract:

The provision of urban public transport in Indonesia is not free of problems. Some of the problems include: an overall lack of capacity, lack of quality and choice, severe traffic congestions and insufficient fund to renew and repair vehicles. Generally, the comfort and quality of the city bus is poor, and many of the vehicles are dilapidated and dirty. Surveys were carried out in the city of Yogyakarta, by counting city bus vehicles and occupancies, interviewing the bus passengers, drivers and institutional staffs, who involve in public transport management. This paper will then analyze the possible plan to develop the public transport system to become more attractive and to improve the public transport management. The short, medium and long term plans are analyzed, to find the best solutions. Some constraints such as social impacts and financial impact are also taken into accounts.

Keywords: City bus, management, public transport.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3261
1877 Wireless Communicated Smart Wind Sensor

Authors: Zdenek Bohuslavek

Abstract:

Development of microprocessor controlled sensor for measurement of wind speed and direction is the aim of this study. Electrical circuits and software were developed to the existing electromechanical part of the sensor TM-W2 becoming the properties of so-called smart sensor. The measured data about wind speed (sensitivity 0.01 m/s) and direction (0-360° by step 10°) are transmitted as 16-bit information. The connection between sensor and control unit is realized by radio communication (FM 433 MHz). Transition range is 220 m if used Quad type antenna. This concept provides substitution of actual cable systems by wireless ones.

Keywords: smart wind sensor, anemometer, wind speed, wireless communication

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1970
1876 Renewable Energy Trends Analysis: A Patents Study

Authors: Sepulveda Juan

Abstract:

This article explains the elements and considerations taken into account when implementing and applying patent evaluation and scientometric study in the identifications of technology trends, and the tools that led to the implementation of a software application for patent revision. Univariate analysis helped recognize the technological leaders in the field of energy, and steered the way for a multivariate analysis of this sample, which allowed for a graphical description of the techniques of mature technologies, as well as the detection of emerging technologies. This article ends with a validation of the methodology as applied to the case of fuel cells.

Keywords: Energy, technology mapping, patents.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2188
1875 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 696
1874 A Transform-Free HOC Scheme for Incompressible Viscous Flow past a Rotationally Oscillating Circular Cylinder

Authors: Rajendra K. Ray, H. V. R. Mittal

Abstract:

A numerical study is made of laminar, unsteady flow behind a rotationally oscillating circular cylinder using a recently developed higher order compact (HOC) scheme. The stream function vorticity formulation of Navier-Stokes (N-S) equations in cylindrical polar coordinates are considered as the governing equations. The temporal behaviour of vortex formation and relevant streamline patterns of the flow are scrutinized over broad ranges of two externally specified parameters namely dimensionless forced oscillating frequency Sf and dimensionless peak rotation rate αm for the Reynolds-s number Re = 200. Excellent agreements are found both qualitatively and quantitatively with the existing experimental and standard numerical results.

Keywords: HOC, Navier-Stokes, non-uniform polar grids, rotationally oscillating cylinder.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1629