Search results for: uncertainty principle
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 790

Search results for: uncertainty principle

700 On The Design of Robust Governors of Steam Power Systems Using Polynomial and State-Space Based H∞ Techniques: A Comparative Study

Authors: Rami A. Maher, Ibraheem K. Ibraheem

Abstract:

This work presents a comparison study between the state-space and polynomial methods for the design of the robust governor for load frequency control of steam turbine power systems. The robust governor is synthesized using the two approaches and the comparison is extended to include time and frequency domains performance, controller order, and uncertainty representation, weighting filters, optimality and sub-optimality. The obtained results are represented through tables and curves with reasons of similarities and dissimilarities.

Keywords: Robust control, load frequency control, steam turbine, H∞-norm, system uncertainty, load disturbance.

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699 Existence of Solutions for a Nonlinear Fractional Differential Equation with Integral Boundary Condition

Authors: Meng Hu, Lili Wang

Abstract:

This paper deals with a nonlinear fractional differential equation with integral boundary condition of the following form:  Dαt x(t) = f(t, x(t),Dβ t x(t)), t ∈ (0, 1), x(0) = 0, x(1) = 1 0 g(s)x(s)ds, where 1 < α ≤ 2, 0 < β < 1. Our results are based on the Schauder fixed point theorem and the Banach contraction principle.

Keywords: Fractional differential equation, Integral boundary condition, Schauder fixed point theorem, Banach contraction principle.

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698 Science School Was Burned: A Case Study of Crisis Management in Thailand

Authors: Proud Arunrangsiwed

Abstract:

This study analyzes the crisis management and image repair strategies during the crisis of Mahidol Wittayanusorn School (MWIT) library burning. The library of this school was burned by a 16-year-old-male student on June 6th, 2010. This student blamed the school that the lesson was difficult, and other students were selfish. Although no one was in the building during the fire, it had caused damage to the building, books and electronic supplies around 130 million bahts (4.4 million USD). This event aroused many discourses arguing about the education system and morality. The strategies which were used during crisis were denial, shift the blame, bolstering, minimization, and uncertainty reduction. The results of using these strategies appeared after the crisis. That was the numbers of new students, who registered for the examination to get into this school in the later years, have remained the same.

Keywords: School, crisis management, violence, image repair strategies, uncertainty, burn.

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697 Development of the Measurement Apparatus for the Effective Thermal Conductivity of Core Material

Authors: Jongmin Kim, Tae-Ho Song

Abstract:

A measurement apparatus is designed and fabricated to measure the effective thermal conductivity (keff) of a VIP (vacuum insulation panel) core specimen under various vacuum states and external loads. The apparatus consists of part for measuring keff, and parts for controlling external load and vacuum condition. Uncertainty of the apparatus is validated by measuring the standard reference material and comparing with commercial devices with VIP samples. Assessed uncertainty is maximum 2.5 % in case of the standard reference material, 10 % in case of VIP samples. Using the apparatus, keff of glass paper under various vacuum levels is examined.

Keywords: Effective thermal conductivity, guarded hot plate method, vacuum insulation panel

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696 Einstein’s General Equation of the Gravitational Field

Authors: A. Benzian

Abstract:

The generalization of relativistic theory of gravity based essentially on the principle of equivalence stipulates that for all bodies, the grave mass is equal to the inert mass which leads us to believe that gravitation is not a property of the bodies themselves, but of space, and the conclusion that the gravitational field must curved space-time what allows the abandonment of Minkowski space (because Minkowski space-time being nonetheless null curvature) to adopt Riemannian geometry as a mathematical framework in order to determine the curvature. Therefore the work presented in this paper begins with the evolution of the concept of gravity then tensor field which manifests by Riemannian geometry to formulate the general equation of the gravitational field.

Keywords: Inertia, principle of equivalence, tensors, Riemannian geometry.

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695 Applying Wavelet Entropy Principle in Fault Classification

Authors: S. El Safty, A. El-Zonkoly

Abstract:

The ability to detect and classify the type of fault plays a great role in the protection of power system. This procedure is required to be precise with no time consumption. In this paper detection of fault type has been implemented using wavelet analysis together with wavelet entropy principle. The simulation of power system is carried out using PSCAD/EMTDC. Different types of faults were studied obtaining various current waveforms. These current waveforms were decomposed using wavelet analysis into different approximation and details. The wavelet entropy of such decompositions is analyzed reaching a successful methodology for fault classification. The suggested approach is tested using different fault types and proven successful identification for the type of fault.

Keywords: Fault classification, wavelet transform, waveletentropy.

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694 Sense of Territoriality and Revitalization of Neighborhood Centers in Boshrooyeh City

Authors: H. Farkisch, A.I. Che-Ani, V. Ahmadi, M. Surat

Abstract:

The role of neighborhood center as semi public (the balance space) is disappeared in bonding between private and public in new urbanism. In this way, a hierarchical principle in the traditional neighborhood center appears to create or develop the conditions for residents` relationships and belonging. This paper evaluates significant of hierarchical principles of the neighborhood center in residents` territoriality and its factors. In this way Miandeh neighborhood center from Boshrooyeh city was determined as a case study area. Results indicated that a hierarchical principle is the best instrument to improve the territoriality as the subcomponent of place belonging in residents. The findings help the urban designer to revitalization the neighborhoods and proceedings in organization of physical space.

Keywords: Belonging, Neighborhood center, Revitalization, Territoriality

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693 Mathematical Modeling of the Working Principle of Gravity Gradient Instrument

Authors: Danni Cong, Meiping Wu, Hua Mu, Xiaofeng He, Junxiang Lian, Juliang Cao, Shaokun Cai, Hao Qin

Abstract:

Gravity field is of great significance in geoscience, national economy and national security, and gravitational gradient measurement has been extensively studied due to its higher accuracy than gravity measurement. Gravity gradient sensor, being one of core devices of the gravity gradient instrument, plays a key role in measuring accuracy. Therefore, this paper starts from analyzing the working principle of the gravity gradient sensor by Newton’s law, and then considers the relative motion between inertial and non-inertial systems to build a relatively adequate mathematical model, laying a foundation for the measurement error calibration, measurement accuracy improvement.

Keywords: Gravity gradient, accelerometer, gravity gradient sensor, single-axis rotation modulation.

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692 Fuzzy Logic Approach to Robust Regression Models of Uncertain Medical Categories

Authors: Arkady Bolotin

Abstract:

Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.

Keywords: Categorization, Uncertain medical categories, Binomial regression model, Fuzzy dependent variable, Robustness.

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691 The Principle of the Protection of Legitimate Expectation: Analysis the Adjudications of Thailand Court

Authors: Paiboon Chuwatthanakij

Abstract:

In reference to the legal state in the Thai legal system, most people understand the minor principles of the legal state form, which are the principles that can be explained and understood easily and the results can be seen clearly, especially in the legitimacy of administrative acts. Therefore, there is no awareness of justice, which is the fundamental value of Thai law. The legitimacy of administrative acts requires the administration to adhere to the constitution and legislative laws in enforcement of the laws. If it appears that the administrative acts are illegitimate, the administrative court, as the court of justice, will revoke those acts as if they had never been set in the legal system, this will affect people’s trust as they are unaware as to whether the administrative acts that appoint their lives are legitimate or not. Regarding the revocation of administrative orders by the administrative court as if those orders had never existed, the common individual surely cannot be expected to comprehend the security of their juristic position. Therefore, the legal state does not require a revocation of the government’s acts to terminate its legal results merely because those acts are illegitimate, but there should be considerations and realizations regarding the “The Principle of the Protection of Legitimate Expectation,” which is a minor principle in the legal state’s content that focuses on supporting and protecting legitimate expectations of the juristic position of an individual and maintaining justice, which is the fundamental value of Thai law.

Keywords: Legal state, Rule of law, Protection of legitimate.

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690 Fermat’s Last Theorem a Simple Demonstration

Authors: Jose William Porras Ferreira

Abstract:

This paper presents two solutions to the Fermat’s Last Theorem (FLT). The first one using some algebraic basis related to the Pythagorean theorem, expression of equations, an analysis of their behavior, when compared with power  and power  and using " the “Well Ordering Principle” of natural numbers it is demonstrated that in Fermat equation . The second one solution is using the connection between  and power  through the Pascal’s triangle or  Newton’s binomial coefficients, where de Fermat equation do not fulfill the first coefficient, then it is impossible that:

zn=xn+yn for n>2 and (x, y, z) E Z+ - {0}

 

Keywords: Fermat’s Last Theorem, Pythagorean Theorem, Newton Binomial Coefficients, Pascal’s Triangle, Well Ordering Principle.

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689 Robust Stabilization of Rotational Motion of Underwater Robots against Parameter Uncertainties

Authors: Riku Hayashida, Tomoaki Hashimoto

Abstract:

This paper provides a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. Underwater robots are expected to be used for various work assignments. The large variety of applications of underwater robots motivates researchers to develop control systems and technologies for underwater robots. Several control methods have been proposed so far for the stabilization of nominal system model of underwater robots with no parameter uncertainty. Parameter uncertainties are considered to be obstacles in implementation of the such nominal control methods for underwater robots. The objective of this study is to establish a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: Robust control, stabilization method, underwater robot, parameter uncertainty.

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688 Stating Best Commercialization Method: An Unanswered Question from Scholars and Practitioners

Authors: Saheed A. Gbadegeshin

Abstract:

Commercialization method is a means to make inventions available at the market for final consumption. It is described as an important tool for keeping business enterprises sustainable and improving national economic growth. Thus, there are several scholarly publications on it, either presenting or testing different methods for commercialization. However, young entrepreneurs, technologists and scientists would like to know the best method to commercialize their innovations. Then, this question arises: What is the best commercialization method? To answer the question, a systematic literature review was conducted, and practitioners were interviewed. The literary results revealed that there are many methods but new methods are needed to improve commercialization especially during these times of economic crisis and political uncertainty. Similarly, the empirical results showed there are several methods, but the best method is the one that reduces costs, reduces the risks associated with uncertainty, and improves customer participation and acceptability. Therefore, it was concluded that new commercialization method is essential for today's high technologies and a method was presented.

Keywords: Commercialization method, high technology, lean start-up methodology, technology, knowledge.

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687 Assessment and Uncertainty Analysis of ROSA/LSTF Test on Pressurized Water Reactor 1.9% Vessel Upper Head Small-Break Loss-of-Coolant Accident

Authors: Takeshi Takeda

Abstract:

An experiment utilizing the ROSA/LSTF (rig of safety assessment/large-scale test facility) simulated a 1.9% vessel upper head small-break loss-of-coolant accident with an accident management (AM) measure under the total failure of high-pressure injection system of emergency core cooling system in a pressurized water reactor. Steam generator (SG) secondary-side depressurization on the AM measure was started by fully opening relief valves in both SGs when the maximum core exit temperature rose to 623 K. A large increase took place in the cladding surface temperature of simulated fuel rods on account of a late and slow response of core exit thermocouples during core boil-off. The author analyzed the LSTF test by reference to the matrix of an integral effect test for the validation of a thermal-hydraulic system code. Problems remained in predicting the primary coolant distribution and the core exit temperature with the RELAP5/MOD3.3 code. The uncertainty analysis results of the RELAP5 code confirmed that the sample size with respect to the order statistics influences the value of peak cladding temperature with a 95% probability at a 95% confidence level, and the Spearman’s rank correlation coefficient.

Keywords: LSTF, LOCA, uncertainty analysis, RELAP5.

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686 Membership Surface and Arithmetic Operations of Imprecise Matrix

Authors: Dhruba Das

Abstract:

In this paper, a method has been developed to construct the membership surfaces of row and column vectors and arithmetic operations of imprecise matrix. A matrix with imprecise elements would be called an imprecise matrix. The membership surface of imprecise vector has been already shown based on Randomness-Impreciseness Consistency Principle. The Randomness- Impreciseness Consistency Principle leads to defining a normal law of impreciseness using two different laws of randomness. In this paper, the author has shown row and column membership surfaces and arithmetic operations of imprecise matrix and demonstrated with the help of numerical example.

Keywords: Imprecise number, Imprecise vector, Membership surface, Imprecise matrix.

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685 Analyzing Periurban Fringe with Rough Set

Authors: Benedetto Manganelli, Beniamino Murgante

Abstract:

The distinction among urban, periurban and rural areas represents a classical example of uncertainty in land classification. Satellite images, geostatistical analysis and all kinds of spatial data are very useful in urban sprawl studies, but it is important to define precise rules in combining great amounts of data to build complex knowledge about territory. Rough Set theory may be a useful method to employ in this field. It represents a different mathematical approach to uncertainty by capturing the indiscernibility. Two different phenomena can be indiscernible in some contexts and classified in the same way when combining available information about them. This approach has been applied in a case of study, comparing the results achieved with both Map Algebra technique and Spatial Rough Set. The study case area, Potenza Province, is particularly suitable for the application of this theory, because it includes 100 municipalities with different number of inhabitants and morphologic features.

Keywords: Land Classification, Map Algebra, Periurban Fringe, Rough Set, Urban Planning, Urban Sprawl.

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684 Improving Sales through Inventory Reduction: A Retail Chain Case Study

Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

Abstract:

Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: Inventory, distribution, retail, risk, safety stock, sales, uncertainty.

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683 Data Envelopment Analysis under Uncertainty and Risk

Authors: P. Beraldi, M. E. Bruni

Abstract:

Data Envelopment Analysis (DEA) is one of the most widely used technique for evaluating the relative efficiency of a set of homogeneous decision making units. Traditionally, it assumes that input and output variables are known in advance, ignoring the critical issue of data uncertainty. In this paper, we deal with the problem of efficiency evaluation under uncertain conditions by adopting the general framework of the stochastic programming. We assume that output parameters are represented by discretely distributed random variables and we propose two different models defined according to a neutral and risk-averse perspective. The models have been validated by considering a real case study concerning the evaluation of the technical efficiency of a sample of individual firms operating in the Italian leather manufacturing industry. Our findings show the validity of the proposed approach as ex-ante evaluation technique by providing the decision maker with useful insights depending on his risk aversion degree.

Keywords: DEA, Stochastic Programming, Ex-ante evaluation technique, Conditional Value at Risk.

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682 Improving Load Frequency Control of Multi-Area Power System by Considering Uncertainty by Using Optimized Type 2 Fuzzy Pid Controller with the Harmony Search Algorithm

Authors: Mehrdad Mahmudizad, Roya Ahmadi Ahangar

Abstract:

This paper presents the method of designing the type 2 fuzzy PID controllers in order to solve the problem of Load Frequency Control (LFC). The Harmony Search (HS) algorithm is used to regulate the measurement factors and the effect of uncertainty of membership functions of Interval Type 2 Fuzzy Proportional Integral Differential (IT2FPID) controllers in order to reduce the frequency deviation resulted from the load oscillations. The simulation results implicitly show that the performance of the proposed IT2FPID LFC in terms of error, settling time and resistance against different load oscillations is more appropriate and preferred than PID and Type 1 Fuzzy Proportional Integral Differential (T1FPID) controllers.

Keywords: Load Frequency Control, Fuzzy-PID controller, Type 2 fuzzy system, Harmony Search algorithm.

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681 Two-Dimensional Modeling of Spent Nuclear Fuel Using FLUENT

Authors: Imane Khalil, Quinn Pratt

Abstract:

In a nuclear reactor, an array of fuel rods containing stacked uranium dioxide pellets clad with zircalloy is the heat source for a thermodynamic cycle of energy conversion from heat to electricity. After fuel is used in a nuclear reactor, the assemblies are stored underwater in a spent nuclear fuel pool at the nuclear power plant while heat generation and radioactive decay rates decrease before it is placed in packages for dry storage or transportation. A computational model of a Boiling Water Reactor spent fuel assembly is modeled using FLUENT, the computational fluid dynamics package. Heat transfer simulations were performed on the two-dimensional 9x9 spent fuel assembly to predict the maximum cladding temperature for different input to the FLUENT model. Uncertainty quantification is used to predict the heat transfer and the maximum temperature profile inside the assembly.

Keywords: Spent nuclear fuel, conduction, heat transfer, uncertainty quantification.

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680 Action Functional of the Electomagnetic Field: Effect of Gravitation

Authors: Arti Vaish, Harish Parthasarathy

Abstract:

The scalar wave equation for a potential in a curved space time, i.e., the Laplace-Beltrami equation has been studied in this work. An action principle is used to derive a finite element algorithm for determining the modes of propagation inside a waveguide of arbitrary shape. Generalizing this idea, the Maxwell theory in a curved space time determines a set of linear partial differential equations for the four electromagnetic potentials given by the metric of space-time. Similar to the Einstein-s formulation of the field equations of gravitation, these equations are also derived from an action principle. In this paper, the expressions for the action functional of the electromagnetic field have been derived in the presence of gravitational field.

Keywords: General theory of relativity, electromagnetism, metric tensor, Maxwells equations, test functions, finite element method.

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679 Metrology-Inspired Methods to Assess the Biases of Artificial Intelligence Systems

Authors: Belkacem Laimouche

Abstract:

With the field of Artificial Intelligence (AI) experiencing exponential growth, fueled by technological advancements that pave the way for increasingly innovative and promising applications, there is an escalating need to develop rigorous methods for assessing their performance in pursuit of transparency and equity. This article proposes a metrology-inspired statistical framework for evaluating bias and explainability in AI systems. Drawing from the principles of metrology, we propose a pioneering approach, using a concrete example, to evaluate the accuracy and precision of AI models, as well as to quantify the sources of measurement uncertainty that can lead to bias in their predictions. Furthermore, we explore a statistical approach for evaluating the explainability of AI systems based on their ability to provide interpretable and transparent explanations of their predictions.

Keywords: Artificial intelligence, metrology, measurement uncertainty, prediction error, bias, machine learning algorithms, probabilistic models, inter-laboratory comparison, data analysis, data reliability, bias impact assessment, bias measurement.

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678 Fuzzy Based Particle Swarm Optimization Routing Technique for Load Balancing in Wireless Sensor Networks

Authors: S. Balaji, E. Golden Julie, M. Rajaram, Y. Harold Robinson

Abstract:

Network lifetime improvement and uncertainty in multiple systems are the issues of wireless sensor network routing. This paper presents fuzzy based particle swarm optimization routing technique to improve the network scalability. Significantly, in the cluster formation procedure, fuzzy based system is used to solve the uncertainty and network balancing. Cluster heads play an important role to reduce the energy consumption using particle swarm optimization algorithm, the cluster head sends its information along data packets to the heads with link. The simulation results show that the presented routing protocol can perform load balancing effectively and reduce the energy consumption of cluster heads.

Keywords: Wireless sensor networks, fuzzy logic, PSO, LEACH.

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677 Uncertainty of the Brazilian Earth System Model for Solar Radiation

Authors: Elison Eduardo Jardim Bierhals, Claudineia Brazil, Deivid Pires, Rafael Haag, Elton Gimenez Rossini

Abstract:

This study evaluated the uncertainties involved in the solar radiation projections generated by the Brazilian Earth System Model (BESM) of the Weather and Climate Prediction Center (CPTEC) belonging to Coupled Model Intercomparison Phase 5 (CMIP5), with the aim of identifying efficiency in the projections for solar radiation of said model and in this way establish the viability of its use. Two different scenarios elaborated by Intergovernmental Panel on Climate Change (IPCC) were evaluated: RCP 4.5 (with more optimistic contour conditions) and 8.5 (with more pessimistic initial conditions). The method used to verify the accuracy of the present model was the Nash coefficient and the Statistical bias, as it better represents these atmospheric patterns. The BESM showed a tendency to overestimate the data ​​of solar radiation projections in most regions of the state of Rio Grande do Sul and through the validation methods adopted by this study, BESM did not present a satisfactory accuracy.

Keywords: Climate changes, projections, solar radiation, uncertainty.

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676 Non-negative Principal Component Analysis for Face Recognition

Authors: Zhang Yan, Yu Bin

Abstract:

Principle component analysis is often combined with the state-of-art classification algorithms to recognize human faces. However, principle component analysis can only capture these features contributing to the global characteristics of data because it is a global feature selection algorithm. It misses those features contributing to the local characteristics of data because each principal component only contains some levels of global characteristics of data. In this study, we present a novel face recognition approach using non-negative principal component analysis which is added with the constraint of non-negative to improve data locality and contribute to elucidating latent data structures. Experiments are performed on the Cambridge ORL face database. We demonstrate the strong performances of the algorithm in recognizing human faces in comparison with PCA and NREMF approaches.

Keywords: classification, face recognition, non-negativeprinciple component analysis (NPCA)

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675 A New Approach of Fuzzy Methods for Evaluating of Hydrological Data

Authors: Nasser Shamskia, Seyyed Habib Rahmati, Hassan Haleh , Seyyedeh Hoda Rahmati

Abstract:

The main criteria of designing in the most hydraulic constructions essentially are based on runoff or discharge of water. Two of those important criteria are runoff and return period. Mostly, these measures are calculated or estimated by stochastic data. Another feature in hydrological data is their impreciseness. Therefore, in order to deal with uncertainty and impreciseness, based on Buckley-s estimation method, a new fuzzy method of evaluating hydrological measures are developed. The method introduces triangular shape fuzzy numbers for different measures in which both of the uncertainty and impreciseness concepts are considered. Besides, since another important consideration in most of the hydrological studies is comparison of a measure during different months or years, a new fuzzy method which is consistent with special form of proposed fuzzy numbers, is also developed. Finally, to illustrate the methods more explicitly, the two algorithms are tested on one simple example and a real case study.

Keywords: Fuzzy Discharge, Fuzzy estimation, Fuzzy ranking method, Hydrological data

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674 A Sensorless Robust Tracking Control of an Implantable Rotary Blood Pump for Heart Failure Patients

Authors: Mohsen A. Bakouri, Andrey V. Savkin, Abdul-Hakeem H. Alomari, Robert F. Salamonsen, Einly Lim, Nigel H. Lovell

Abstract:

Physiological control of a left ventricle assist device (LVAD) is generally a complicated task due to diverse operating environments and patient variability. In this work, a tracking control algorithm based on sliding mode and feed forward control for a class of discrete-time single input single output (SISO) nonlinear uncertain systems is presented. The controller was developed to track the reference trajectory to a set operating point without inducing suction in the ventricle. The controller regulates the estimated mean pulsatile flow Qp and mean pulsatility index of pump rotational speed PIω that was generated from a model of the assist device. We recall the principle of the sliding mode control theory then we combine the feed-forward control design with the sliding mode control technique to follow the reference trajectory. The uncertainty is replaced by its upper and lower boundary. The controller was tested in a computer simulation covering two scenarios (preload and ventricular contractility). The simulation results prove the effectiveness and the robustness of the proposed controller

Keywords: robust control system, discrete-sliding mode, left ventricularle assist devicse, pulsatility index.

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673 Using Information Theory to Observe Natural Intelligence and Artificial Intelligence

Authors: Lipeng Zhang, Limei Li, Yanming Pearl Zhang

Abstract:

This paper takes a philosophical view as axiom, and reveals the relationship between information theory and Natural Intelligence and Artificial Intelligence under real world conditions. This paper also derives the relationship between natural intelligence and nature. According to communication principle of information theory, Natural Intelligence can be divided into real part and virtual part. Based on information theory principle that Information does not increase, the restriction mechanism of Natural Intelligence creativity is conducted. The restriction mechanism of creativity reveals the limit of natural intelligence and artificial intelligence. The paper provides a new angle to observe natural intelligence and artificial intelligence.

Keywords: Natural intelligence, artificial intelligence, creativity, information theory.

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672 The Use of Dynamically Optimised High Frequency Moving Average Strategies for Intraday Trading

Authors: Abdalla Kablan, Joseph Falzon

Abstract:

This paper is motivated by the aspect of uncertainty in financial decision making, and how artificial intelligence and soft computing, with its uncertainty reducing aspects can be used for algorithmic trading applications that trade in high frequency. This paper presents an optimized high frequency trading system that has been combined with various moving averages to produce a hybrid system that outperforms trading systems that rely solely on moving averages. The paper optimizes an adaptive neuro-fuzzy inference system that takes both the price and its moving average as input, learns to predict price movements from training data consisting of intraday data, dynamically switches between the best performing moving averages, and performs decision making of when to buy or sell a certain currency in high frequency.

Keywords: Financial decision making, High frequency trading, Adaprive neuro-fuzzy systems, moving average strategy.

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671 Certain Important Aspects of Cost Contribution Arrangements in Financial Management

Authors: Tomáš Brabenec

Abstract:

Cost contribution arrangements (CCAs) and Cost sharing agreements (CCAs) belong to the tools of modern finance management. Costs spend by associated enterprises on developing producing or obtaining assets, services or rights (in general - benefits) are used for tax optimizing too. The main purpose of joint research and development, producing or obtaining benefits is to lower these costs as much as possible or to maximize the benefits. In this article is mentioned the problematic of transfer pricing and arm's length principle with connection of CCAs, CSAs. Next, there is mentioned how to settle participation shares of the total cost and benefits contributions with respect to the OECD Transfer pricing for MNEs Guidelines and with respect to other significant regulations.

Keywords: Arm's length principle, Cost contribution arrangements, Cost sharing agreements, Reasonable anticipated benefits, Relevant costs, Transfer prices.

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