Search results for: ramp rate and constriction factor based particle swarm optimization.

Authors: Ben Mohamed Ahemed Mohamed, Yassine Adnan

Abstract:

The problem of bin-packing in two dimensions (2BP) consists in placing a given set of rectangular items in a minimum number of rectangular and identical containers, called bins. This article treats the case of objects with a free orientation of 90Ôùª. We propose an approach of resolution combining optimization by colony of ants (ACO) and the heuristic method IMA to resolve this NP-Hard problem.

Keywords: Ant colony algorithm, bin-packing problem, heuristics methods.

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Authors: S. Thirumurugan, D. R. Prince Williams

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Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.

Keywords: Error Detection Rate, Estimation of Parameters, Instantaneous Failure Rate, Mean Value Function, Non Homogenous Poisson Process (NHPP), Software Reliability.

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

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Recently developed cooperative diversity scheme enables a terminal to get transmit diversity through the support of other terminals. However, most of the introduced cooperative schemes 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 order to achieve high data rate, we propose a cooperative scheme that employs hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: Cooperative communication, hierarchical modulation, high data rate, transmission scheme.

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Authors: Abhilash Narayan, S. Panneerselvam

Abstract:

Dual bell nozzle is a promising one among the altitude adaptation nozzle concepts, which offer increased nozzle performance in rocket engines. Its advantage is the simplicity it offers due to the absence of any additional mechanical device or movable parts. Hence it offers reliability along with improved nozzle performance as demanded by future launch vehicles. Among other issues, the flow transition to the extension nozzle of a dual bell nozzle is one of the major issues being studied in the development of dual bell nozzle. A parameter named over-expansion factor, which controls the value of the wall inflection angle, has been reported to have substantial influence in this transition process. This paper studies, through CFD and cold flow experiments, the effect of overexpansion factor on flow transition in dual bell nozzles.

Keywords: Altitude adaptation, Dual bell nozzle, Nozzle pressure ratio, Over-expansion factor

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

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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

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Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz

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The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.

Keywords: Free particle, point canonical transformation method, position-dependent mass, staggered mass distribution.

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Authors: Ε. Giovanis

Abstract:

In this paper we apply an Adaptive Network-Based Fuzzy Inference System (ANFIS) with one input, the dependent variable with one lag, for the forecasting of four macroeconomic variables of US economy, the Gross Domestic Product, the inflation rate, six monthly treasury bills interest rates and unemployment rate. We compare the forecasting performance of ANFIS with those of the widely used linear autoregressive and nonlinear smoothing transition autoregressive (STAR) models. The results are greatly in favour of ANFIS indicating that is an effective tool for macroeconomic forecasting used in academic research and in research and application by the governmental and other institutions

Keywords: Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models

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Authors: Seyed Alireza Valadabadi, Hossein Aliabadi Farahani

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This experiment was carried out to study the effect of AMF, drought stress and phosphorus on physiological growth indices of basil at Iran using by a split-plot design with three replications. The main-plot factor included: two levels of irrigation regimes (control=no drought stress and irrigation after 80 evaporation= drought stress condition) while the sub-plot factors included phosphorus (0, 35 and 70 kg/ha) and application and non-application of Glomus fasciculatum. The results showed that total dry matter (TDM), life area index (LAI), relative growth rate (RGR) and crop growth rate (CGR) were all highly significantly different among the phosphorus, whereas drought stress had effect of practical significance on TDM, LAI, RGR and CGR. The results also showed that the highest TDM, LAI, RGR and CGR were obtained from application of Glomus fasciculatum under no-drought condition.

Keywords: Drought stress, Glomus fasciculatum, physiological growth indices

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Authors: Dewan Md. Farid, Nouria Harbi, Emna Bahri, Mohammad Zahidur Rahman, Chowdhury Mofizur Rahman

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Recently, information security has become a key issue in information technology as the number of computer security breaches are exposed to an increasing number of security threats. A variety of intrusion detection systems (IDS) have been employed for protecting computers and networks from malicious network-based or host-based attacks by using traditional statistical methods to new data mining approaches in last decades. However, today's commercially available intrusion detection systems are signature-based that are not capable of detecting unknown attacks. In this paper, we present a new learning algorithm for anomaly based network intrusion detection system using decision tree algorithm that distinguishes attacks from normal behaviors and identifies different types of intrusions. Experimental results on the KDD99 benchmark network intrusion detection dataset demonstrate that the proposed learning algorithm achieved 98% detection rate (DR) in comparison with other existing methods.

Keywords: Detection rate, decision tree, intrusion detectionsystem, network security.

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Authors: A Fouda, Z. Melikyan

Abstract:

Air conditioning systems of houses consume large quantity of electricity. To reducing energy consumption for air conditioning purposes it is becoming attractive the use of evaporative cooling air conditioning which is less energy consuming compared to air chillers. But, it is obvious that higher energy efficiency of evaporative cooling is not enough to judge whether evaporative cooling economically is competitive with other types of cooling systems. To proving the higher energy efficiency and cost effectiveness of the evaporative cooling competitive analysis of various types of cooling system should be accomplished. For noted purpose optimization mathematical model for each system should be composed based on system approach analysis. In this paper different types of evaporative cooling-heating systems are discussed and methods for increasing their energy efficiency and as well as determining of their design parameters are developed. The optimization mathematical models for each of them are composed with help of which least specific costs for each of them are reviled. The comparison of specific costs proved that the most efficient and cost effective is considered the “direct evaporating" system if it is applicable for given climatic conditions. Next more universal and applicable for many climatic conditions system providing least cost of heating and cooling is considered the “direct evaporating" system.

Keywords: air, conditioning, system, evaporative cooling, mathematical model, optimization, thermoeconomic.

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Authors: Kero T., Söderberg R., Andersson M., Lindkvist L.

Abstract:

The introduction of mass-customization has enabled new ways to treat patients within medicine. However, the introduction of industrialized treatments has also meant new obstacles. The purpose of this study was to introduce and theoretically test a method for improving dental crown fit. The optimization method allocates support points in order to check the final variation for dental crowns. Three different types of geometries were tested and compared. The three geometries were also divided into three sub-geometries: Current method, Optimized method and Feasible method. The Optimized method, using the whole surface for support points, provided the best results. The results support the objective of the study. It also seems that the support optimization method can dramatically improve the robustness of dental crown treatments.

Keywords: Bio-medicine, Dentistry, Mass-customization, Optimization and Robust design.

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Authors: Roshan Sharma, Bjørn Glemmestad

Abstract:

In gas lifted oil fields, the lift gas should be distributed optimally among the wells which share gas from a common source to maximize total oil production. One of the objectives of the paper is to show that a linear MPC consisting of a control objective and an economic objective can be used both as an optimizer and a controller for gas lifted systems. The MPC is based on linearized model of the oil field developed from first principles modeling. Simulation results show that the total oil production is increased by 3.4%. Difficulties in accurately measuring the bottom hole pressure using sensors in harsh operating conditions can be resolved by using an Unscented Kalman Filter (UKF) for estimation. In oil fields where input disturbance (total supply of gas) is not measured, UKF can also be used for disturbance estimation. Increased total oil production due to optimization leads to increased profit.

Keywords: gas lift, MPC, oil production, optimization, Unscented Kalman filter.

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Authors: Partha P. Gopmandal, S. Bhattacharyya

Abstract:

We have studied the migration of a charged permeable aggregate in electrolyte under the influence of an axial electric field and pressure gradient. The migration of the positively charged aggregate leads to a deformation of the anionic cloud around it. The hydrodynamics of the aggregate is governed by the interaction of electroosmotic flow in and around the particle, hydrodynamic friction and electric force experienced by the aggregate. We have computed the non-linear Nernest-Planck equations coupled with the Dracy- Brinkman extended Navier-Stokes equations and Poisson equation for electric field through a finite volume method. The permeability of the aggregate enable the counterion penetration. The penetration of counterions depends on the volume charge density of the aggregate and ionic concentration of electrolytes at a fixed field strength. The retardation effect due to the double layer polarization increases the drag force compared to an uncharged aggregate. Increase in migration sped from the electrophretic velocity of the aggregate produces further asymmetry in charge cloud and reduces the electric body force exerted on the particle. The permeability of the particle have relatively little influence on the electric body force when Double layer is relatively thin. The impact of the key parameters of electrokinetics on the hydrodynamics of the aggregate is analyzed.

Keywords: Electrophoresis, Advective flow, Polarization effect, Numerical solution.

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Authors: Jing-ran Lin, Qi-cong Peng, Huai-zong Shao

Abstract:

The performance of adaptive beamforming degrades substantially in the presence of steering vector mismatches. This degradation is especially severe in the near-field, for the 3-dimensional source location is more difficult to estimate than the 2-dimensional direction of arrival in far-field cases. As a solution, a novel approach of near-field robust adaptive beamforming (RABF) is proposed in this paper. It is a natural extension of the traditional far-field RABF and belongs to the class of diagonal loading approaches, with the loading level determined based on worst-case performance optimization. However, different from the methods solving the optimal loading by iteration, it suggests here a simple closed-form solution after some approximations, and consequently, the optimal weight vector can be expressed in a closed form. Besides simplicity and low computational cost, the proposed approach reveals how different factors affect the optimal loading as well as the weight vector. Its excellent performance in the near-field is confirmed via a number of numerical examples.

Keywords: Robust adaptive beamforming (RABF), near-field, steering vector mismatches, diagonal loading, worst-case performanceoptimization.

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Authors: C. I. Omohimi, O. P. Sobukola, K. O. Sarafadeen, L.O. Sanni

Abstract:

Flour from Mucuna beans (Mucuna pruriens) were used in producing texturized meat analogue using a single screw extruder to monitor modifications on the proximate composition and the functional properties at high moisture level. Response surface methodology based on Box Behnken design at three levels of barrel temperature (110, 120, 130°C), screw speed (100,120,140rpm) and feed moisture (44, 47, 50%) were used in 17 runs. Regression models describing the effect of variables on the product responses were obtained. Descriptive profile analyses and consumer acceptability test were carried out on optimized flavoured extruded meat analogue. Responses were mostly affected by barrel temperature and moisture level and to a lesser extent by screw speed. Optimization results based on desirability concept indicated that a barrel temperature of 120.15°C, feed moisture of 47% and screw speed of 119.19 rpm would produce meat analogue of preferable proximate composition, functional and sensory properties which reveals consumers` likeness for the product.

Keywords: Functional properties, mucuna bean flour, optimization, proximate composition, texturized meat analogue.

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Authors: S. A. H. Feghhi, Z. Gholamzadeh, Z. Alipoor, C. Tenreiro

Abstract:

Currently, thorium fuel has been especially noticed because of its proliferation resistance than long half-life alpha emitter minor actinides, breeding capability in fast and thermal neutron flux and mono-isotopic naturally abundant. In recent years, efficiency of minor actinide burning up in PWRs has been investigated. Hence, a minor actinide-contained thorium based fuel matrix can confront both proliferation resistance and nuclear waste depletion aims. In the present work, minor actinide depletion rate in a CANDU-type nuclear core modeled using MCNP code has been investigated. The obtained effects of minor actinide load as mixture of thorium fuel matrix on the core neutronics has been studied with comparing presence and non-presence of minor actinide component in the fuel matrix. Depletion rate of minor actinides in the MA-contained fuel has been calculated using different power loads. According to the obtained computational data, minor actinide loading in the modeled core results in more negative reactivity coefficients. The MA-contained fuel achieves less radial peaking factor in the modeled core. The obtained computational results showed 140 kg of 464 kg initial load of minor actinide has been depleted in during a 6-year burn up in 10 MW power.

Keywords: Minor actinide burning, CANDU-type reactor, MCNPX code, Neutronic parameters.

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Authors: Attila Vámosi, Tamás Mankovits, Dávid Huri, Imre Kocsis, Tamás Szabó

Abstract:

Non-linear FEM calculations are indispensable when important technical information like operating performance of a rubber component is desired. For example rubber bumpers built into air-spring structures may undergo large deformations under load, which in itself shows non-linear behavior. The changing contact range between the parts and the incompressibility of the rubber increases this non-linear behavior further. The material characterization of an elastomeric component is also a demanding engineering task. The shape optimization problem of rubber parts led to the study of FEM based calculation processes. This type of problems was posed and investigated by several authors. In this paper the time demand of certain calculation methods are studied and the possibilities of time reduction is presented.

Keywords: Rubber bumper, data acquisition, finite element analysis, support vector regression.

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Authors: P. Gnanasekar, A. Nagappan, S. Sharavanan, O. Saravanan, D. Vinodkumar, T. Elayabharathi, G. Karthik

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In this paper we present the deep study about the Bio- Medical Images and tag it with some basic extracting features (e.g. color, pixel value etc). The classification is done by using a nearest neighbor classifier with various distance measures as well as the automatic combination of classifier results. This process selects a subset of relevant features from a group of features of the image. It also helps to acquire better understanding about the image by describing which the important features are. The accuracy can be improved by increasing the number of features selected. Various types of classifications were evolved for the medical images like Support Vector Machine (SVM) which is used for classifying the Bacterial types. Ant Colony Optimization method is used for optimal results. It has high approximation capability and much faster convergence, Texture feature extraction method based on Gabor wavelets etc..

Keywords: ACO Ant Colony Optimization, Correlogram, CCM Co-Occurrence Matrix, RTS Rough-Set theory

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Authors: Low Khong Teck, Hasan S. M. Al-Khaffaf, Abdullah Zawawi Talib, Tan Kian Lam

Abstract:

In this paper, an extended study is performed on the effect of different factors on the quality of vector data based on a previous study. In the noise factor, one kind of noise that appears in document images namely Gaussian noise is studied while the previous study involved only salt-and-pepper noise. High and low levels of noise are studied. For the noise cleaning methods, algorithms that were not covered in the previous study are used namely Median filters and its variants. For the vectorization factor, one of the best available commercial raster to vector software namely VPstudio is used to convert raster images into vector format. The performance of line detection will be judged based on objective performance evaluation method. The output of the performance evaluation is then analyzed statistically to highlight the factors that affect vector quality.

Keywords: Performance Evaluation, Vectorization, Median Filter, Gaussian Noise.

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Authors: Vahid Hosseinpour, Mohammad Kazemini, Alireza Mohammadrezaee

Abstract:

carbonylation of methanol in homogenous phase is one of the major routesfor production of acetic acid. Amongst group VIII metal catalysts used in this process iridium has displayed the best capabilities. To investigate effect of operating parameters like: temperature, pressure, methyl iodide, methyl acetate, iridium, ruthenium, and water concentrations on the reaction rate, experimental design for this system based upon central composite design (CCD) was utilized. Statistical rate equation developed by this method contained individual, interactions and curvature effects of parameters on the reaction rate. The model with p-value less than 0.0001 and R2 values greater than 0.9; confirmeda satisfactory fitness of the experimental and theoretical studies. In other words, the developed model and experimental data obtained passed all diagnostic tests establishing this model as a statistically significant.

Keywords: Acetic Acid, Carbonylation of Methanol, Central Composite Design, Experimental Design, Iridium/Ruthenium

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Authors: Farhad Namdari, Reza Sedaghati

Abstract:

Economic dispatch (ED) has been considered to be one of the key functions in electric power system operation which can help to build up effective generating management plans. The practical ED problem has non-smooth cost function with nonlinear constraints which make it difficult to be effectively solved. This paper presents a novel heuristic and efficient optimization approach based on the new Bat algorithm (BA) to solve the practical non-smooth economic dispatch problem. The proposed algorithm easily takes care of different constraints. In addition, two newly introduced modifications method is developed to improve the variety of the bat population when increasing the convergence speed simultaneously. The simulation results obtained by the proposed algorithms are compared with the results obtained using other recently develop methods available in the literature.

Keywords: Non-smooth, economic dispatch, bat-inspired, nonlinear practical constraints, modified bat algorithm.

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Authors: S. Lecheb, A. Nour, A. Chellil, H. Mechakra, N. Hamad, H. Kebir

Abstract:

The work involves develops attended by a numerical execution of the eXtend Finite Element Method premises a measurement by the fracture process cracked so many cracked plates an application will be processed for the calculation of the stress intensity factor SIF. In the first we give in statically part the distribution of stress, displacement field and strain of composite plate in two cases uncrack/edge crack, also in dynamical part the first six modes shape. Secondly, we calculate Stress Intensity Factor SIF for different orientation angle θ of central crack with length (2a=0.4mm) in plan strain condition, KI and KII are obtained for mode I and mode II respectively using X-FEM method. Finally from crack inclined involving mixed modes results, the comparison we chose dangerous inclination and the best crack angle when K is minimal.

Keywords: Stress Intensity Factor (SIF), Crack orientation, Glass/Epoxy, natural Frequencies, X-FEM.

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Authors: H. Aoudia, Y. Touati, E. H. Teguig, A. Ali Cherif

Abstract:

Conceiving and developing routing protocols for wireless sensor networks requires considerations on constraints such as network lifetime and energy consumption. In this paper, we propose a hybrid hierarchical routing protocol named HHRP combining both clustering mechanism and multipath optimization taking into account residual energy and RSSI measures. HHRP consists of classifying dynamically nodes into clusters where coordinators nodes with extra privileges are able to manipulate messages, aggregate data and ensure transmission between nodes according to TDMA and CDMA schedules. The reconfiguration of the network is carried out dynamically based on a threshold value which is associated with the number of nodes belonging to the smallest cluster. To show the effectiveness of the proposed approach HHRP, a comparative study with LEACH protocol is illustrated in simulations.

Keywords: Routing protocols, energy optimization, clustering.

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Authors: Wei Wang, Dongming Peng, Honggang Wang, Hamid Sharif

Abstract:

Multirate multimedia delivery applications in multihop Wireless Mesh Network (WMN) are data redundant and delay-sensitive, which brings a lot of challenges for designing efficient transmission systems. In this paper, we propose a new cross layer resource allocation scheme to minimize the receiver side distortion within the delay bound requirements, by exploring application layer Position and Value (P-V) diversity as well as the multihop Effective Capacity (EC). We specifically consider image transmission optimization here. First of all, the maximum supportable source traffic rate is identified by exploring the multihop Effective Capacity (EC) model. Furthermore, the optimal source coding rate is selected according to the P-V diversity of multirate media streaming, which significantly increases the decoded media quality. Simulation results show the proposed approach improved media quality significantly compared with traditional approaches under the same QoS requirements.

Keywords: Multirate Multimedia Streaming, Effective CapacityMultihop Wireless Mesh Network

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Authors: S. Moshaf, Z. Hamidi-Esfahani, M. H. Azizi

Abstract:

Xanthan gum is one of the major commercial biopolymers. Due to its excellent rheological properties xanthan gum is used in many applications, mainly in food industry. Commercial production of xanthan gum uses glucose as the carbon substrate; consequently the price of xanthan production is high. One of the ways to decrease xanthan price, is using cheaper substrate like agricultural wastes. Iran is one of the biggest date producer countries. However approximately 50% of date production is wasted annually. The goal of this study is to produce xanthan gum from waste date using Xanthomonas campestris PTCC1473 by submerged fermentation. In this study the effect of three variables including phosphor and nitrogen amount and agitation rate in three levels using response surface methodology (RSM) has been studied. Results achieved from statistical analysis Design Expert 7.0.0 software showed that xanthan increased with increasing level of phosphor. Low level of nitrogen leaded to higher xanthan production. Xanthan amount, increasing agitation had positive influence. The statistical model identified the optimum conditions nitrogen amount=3.15g/l, phosphor amount=5.03 g/l and agitation=394.8 rpm for xanthan. To model validation, experiments in optimum conditions for xanthan gum were carried out. The mean of result for xanthan was 6.72±0.26. The result was closed to the predicted value by using RSM.

Keywords: Optimization, RSM, Waste date, Xanthan gum, Xanthomonas Campestris

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Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi

Abstract:

Investigation of fracture of wood components can prevent from catastrophic failures. Created fracture process zone (FPZ) in crack tip vicinity has important effect on failure of cracked composite materials. In this paper, a failure criterion for fracture investigation of cracked wood specimens under mixed mode I/II loading is presented. This criterion is based on maximum strain energy release rate and material nonlinearity in the vicinity of crack tip due to presence of microcracks. Verification of results with available experimental data proves the coincidence of the proposed criterion with the nature of fracture of wood. To simplify the estimation of nonlinear properties of FPZ, a damage factor is also introduced for engineering and application purposes.

Keywords: Fracture criterion, mixed mode loading, damage zone, microcracks.

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Authors: Mohammad Asif

Abstract:

Heterogeneous catalysis is vital for a number of chemical, refinery and pollution control processes. The use of catalyst pellets of hollow cylindrical shape provide several distinct advantages over other common shapes, and can therefore help to enhance conversion levels in reactors. A better utilization of the catalytic material is probably most notable of these features due to the absence of the pellet core, which helps to significantly lower the effect of the internal transport resistance. This is reflected in the enhancement of the effectiveness factor. For the case of the first order irreversible kinetics, a substantial increase in the effectiveness factor can be obtained by varying shape parameters. Important shape parameters of a finite hollow cylinder are the ratio of the inside to the outside radii (κ) and the height to the diameter ratio (γ). A high value of κ the generally helps to enhance the effectiveness factor. On the other hand, lower values of the effectiveness factors are obtained when the dimension of the height and the diameter are comparable. Thus, the departure of parameter γ from the unity favors higher effectiveness factor. Since a higher effectiveness factor is a measure of a greater utilization of the catalytic material, higher conversion levels can be achieved using the hollow cylindrical pellets possessing optimized shape parameters.

Keywords: Finite hollow cylinder, Catalyst pellet, Effectiveness factor, Thiele Modulus, Conversion

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Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate.

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Authors: Bhuvanendran Nair Gourikutty Sajay, Liu Yuxin, Chang Chia-Pin, Poenar Daniel Puiu, Abdur Rub Abdur Rahman

Abstract:

Size based filtration is one of the common methods employed to isolate circulating tumor cells (CTCs) from whole blood. It is well known that this method suffers from isolation efficiency to purity tradeoff. However, this tradeoff is poorly understood. In this paper, we present the design and manufacturing of a special rectangular slit filter. The filter was designed to retain maximal amounts of nucleated cells, while minimizing the pressure on cells, thereby preserving their morphology. The key parameter, namely, input pressure, was optimized to retain the maximal number of tumor cells, whilst maximizing the depletion of normal blood cells (red and white blood cells and platelets). Our results indicate that for a slit geometry of 5 × 40 μm on a 13 mm circular membrane with a fill factor of 21%, a pressure of 6.9 mBar yields the optimum for maximizing isolation of MCF-7 and depletion of normal blood cells.

Keywords: Circulating tumor cells, Parylene slit membrane, Retention, White Blood Cell depletion.

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Authors: Satjaporn Tungsong, Gun Srijuntongsiri

Abstract:

This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs

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