Search results for: Direct problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4343

Search results for: Direct problem

3053 The Framework of BeeBot: Binus Multi-Client of Intelligent Telepresence Robot

Authors: Widod Budiharto, Muhsin Shodiq, Bayu Kanigoro, Jurike V. Moniaga Hutomo

Abstract:

We present a BeeBot, Binus Multi-client Intelligent Telepresence Robot, a custom-build robot system specifically designed for teleconference with multiple person using omni directional actuator. The robot is controlled using a computer networks, so the manager/supervisor can direct the robot to the intended person to start a discussion/inspection. People tracking and autonomous navigation are intelligent features of this robot. We build a web application for controlling the multi-client telepresence robot and open-source teleconference system used. Experimental result presented and we evaluated its performance.

Keywords: Telepresence robot, robot vision, intelligent robot.

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3052 3D Dense Correspondence for 3D Dense Morphable Face Shape Model

Authors: Tae in Seol, Sun-Tae Chung, Seongwon Cho

Abstract:

Realistic 3D face model is desired in various applications such as face recognition, games, avatars, animations, and etc. Construction of 3D face model is composed of 1) building a face shape model and 2) rendering the face shape model. Thus, building a realistic 3D face shape model is an essential step for realistic 3D face model. Recently, 3D morphable model is successfully introduced to deal with the various human face shapes. 3D dense correspondence problem should be precedently resolved for constructing a realistic 3D dense morphable face shape model. Several approaches to 3D dense correspondence problem in 3D face modeling have been proposed previously, and among them optical flow based algorithms and TPS (Thin Plate Spline) based algorithms are representative. Optical flow based algorithms require texture information of faces, which is sensitive to variation of illumination. In TPS based algorithms proposed so far, TPS process is performed on the 2D projection representation in cylindrical coordinates of the 3D face data, not directly on the 3D face data and thus errors due to distortion in data during 2D TPS process may be inevitable. In this paper, we propose a new 3D dense correspondence algorithm for 3D dense morphable face shape modeling. The proposed algorithm does not need texture information and applies TPS directly on 3D face data. Through construction procedures, it is observed that the proposed algorithm constructs realistic 3D face morphable model reliably and fast.

Keywords: 3D Dense Correspondence, 3D Morphable Face Shape Model, 3D Face Modeling.

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3051 Analysis of Urban Slum: Case Study of Korail Slum, Dhaka

Authors: Sanjida Ahmed Sinthia

Abstract:

Bangladesh is one of the poorest countries in the world. There are several reasons for this insufficiency and uncontrolled population growth is one of the prime reasons. Others include low economic progress, imbalanced resource management, unemployment and underemployment, urban migration and natural catastrophes etc. As a result, the rate of urban poor is increasing inevitably in every sphere of urban cities in Bangladesh and Dhaka is the most affected one. Besides there is scarcity of urban land, housing, urban infrastructure and amenities which create pressure on urban cities and mostly encroach the open space, wetlands that causes environmental degradation. Government has no or limited control over these due to poor government policy and management, political pressure and lack of resource management. Unfortunately, over centralization and bureaucracy creates unnecessary delay and interruptions in any government initiations. There is also no coordination between government and private sector developer to solve the problem of urban Poor. To understand the problem of these huge populations this paper analyzes one of the single largest slum areas in Dhaka, Korail Slum. The study focuses on socio demographic analysis, morphological pattern and role of different actors responsible for the improvements of the area and recommended some possible steps for determining the potential outcomes.

Keywords: Demographic analysis, environmental degradation, physical condition, government policy, housing and land management policy.

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3050 Performance Analysis of Selective Adaptive Multiple Access Interference Cancellation for Multicarrier DS-CDMA Systems

Authors: Maged Ahmed, Ahmed El-Mahdy

Abstract:

In this paper, Selective Adaptive Parallel Interference Cancellation (SA-PIC) technique is presented for Multicarrier Direct Sequence Code Division Multiple Access (MC DS-CDMA) scheme. The motivation of using SA-PIC is that it gives high performance and at the same time, reduces the computational complexity required to perform interference cancellation. An upper bound expression of the bit error rate (BER) for the SA-PIC under Rayleigh fading channel condition is derived. Moreover, the implementation complexities for SA-PIC and Adaptive Parallel Interference Cancellation (APIC) are discussed and compared. The performance of SA-PIC is investigated analytically and validated via computer simulations.

Keywords: Adaptive interference cancellation, communicationsystems, multicarrier signal processing, spread spectrum

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3049 Multivariable Control of Smart Timoshenko Beam Structures Using POF Technique

Authors: T.C. Manjunath, B. Bandyopadhyay

Abstract:

Active Vibration Control (AVC) is an important problem in structures. One of the ways to tackle this problem is to make the structure smart, adaptive and self-controlling. The objective of active vibration control is to reduce the vibration of a system by automatic modification of the system-s structural response. This paper features the modeling and design of a Periodic Output Feedback (POF) control technique for the active vibration control of a flexible Timoshenko cantilever beam for a multivariable case with 2 inputs and 2 outputs by retaining the first 2 dominant vibratory modes using the smart structure concept. The entire structure is modeled in state space form using the concept of piezoelectric theory, Timoshenko beam theory, Finite Element Method (FEM) and the state space techniques. Simulations are performed in MATLAB. The effect of placing the sensor / actuator at 2 finite element locations along the length of the beam is observed. The open loop responses, closed loop responses and the tip displacements with and without the controller are obtained and the performance of the smart system is evaluated for active vibration control.

Keywords: Smart structure, Timoshenko theory, Euler-Bernoulli theory, Periodic output feedback control, Finite Element Method, State space model, Vibration control, Multivariable system, Linear Matrix Inequality

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3048 A New Fast Skin Color Detection Technique

Authors: Tarek M. Mahmoud

Abstract:

Skin color can provide a useful and robust cue for human-related image analysis, such as face detection, pornographic image filtering, hand detection and tracking, people retrieval in databases and Internet, etc. The major problem of such kinds of skin color detection algorithms is that it is time consuming and hence cannot be applied to a real time system. To overcome this problem, we introduce a new fast technique for skin detection which can be applied in a real time system. In this technique, instead of testing each image pixel to label it as skin or non-skin (as in classic techniques), we skip a set of pixels. The reason of the skipping process is the high probability that neighbors of the skin color pixels are also skin pixels, especially in adult images and vise versa. The proposed method can rapidly detect skin and non-skin color pixels, which in turn dramatically reduce the CPU time required for the protection process. Since many fast detection techniques are based on image resizing, we apply our proposed pixel skipping technique with image resizing to obtain better results. The performance evaluation of the proposed skipping and hybrid techniques in terms of the measured CPU time is presented. Experimental results demonstrate that the proposed methods achieve better result than the relevant classic method.

Keywords: Adult images filtering, image resizing, skin color detection, YcbCr color space.

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3047 3D Quantum Numerical Simulation of Horizontal Rectangular Dual Metal Gate\Gate All Around MOSFETs

Authors: M. Khaouani, A. Guen-Bouazza, B. Bouazza, Z. Kourdi

Abstract:

The integrity and issues related to electrostatic performance associated with scaling Si MOSFET bulk sub 10nm channel length promotes research in new device architectures such as SOI, double gate and GAA MOSFET. In this paper, we present some novel characteristic of horizontal rectangular gate\gate all around MOSFETs with dual metal of gate we obtained using SILVACO TCAD tools. We will also exhibit some simulation results we obtained relating to the influence of some parameters variation on our structure, that having a direct impact on their threshold voltage and drain current. In addition, our TFET showed reasonable ION/IOFF ratio of (104) and low drain induced barrier lowering (DIBL) of 39 mV/V.

Keywords: GAA, SILVACO, QUANTUM, MOSFETs.

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3046 A Novel Digital Watermarking Technique Basedon ISB (Intermediate Significant Bit)

Authors: Akram M. Zeki, Azizah A. Manaf

Abstract:

Least Significant Bit (LSB) technique is the earliest developed technique in watermarking and it is also the most simple, direct and common technique. It essentially involves embedding the watermark by replacing the least significant bit of the image data with a bit of the watermark data. The disadvantage of LSB is that it is not robust against attacks. In this study intermediate significant bit (ISB) has been used in order to improve the robustness of the watermarking system. The aim of this model is to replace the watermarked image pixels by new pixels that can protect the watermark data against attacks and at the same time keeping the new pixels very close to the original pixels in order to protect the quality of watermarked image. The technique is based on testing the value of the watermark pixel according to the range of each bit-plane.

Keywords: Watermarking, LSB, ISB, Robustness.

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3045 A New Kind Methodology for Controlling Complex Systems

Authors: Zundong Zhang, Limin Jia, Yuanyuan Chai

Abstract:

Control of complex systems is one of important files in complex systems, that not only relies on the essence of complex systems which is denoted by the core concept – emergence, but also embodies the elementary concept in control theory. Aiming at giving a clear and self-contained description of emergence, the paper introduces a formal way to completely describe the formation and dynamics of emergence in complex systems. Consequently, this paper indicates the Emergence-Oriented Control methodology that contains three kinds of basic control schemes: the direct control, the system re-structuring and the system calibration. As a universal ontology, the Emergence-Oriented Control provides a powerful tool for identifying and resolving control problems in specific systems.

Keywords: Complex System Control, Emergence, Emergence- Oriented Control Methodology.

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3044 Geometrically Non-Linear Axisymmetric Free Vibrations of Thin Isotropic Annular Plates

Authors: Boutahar Lhoucine, El Bikri Khalid, Benamar Rhali

Abstract:

The effects of large vibration amplitudes on the first axisymetric mode shape of thin isotropic annular plates having both edges clamped are examined in this paper. The theoretical model based on Hamilton’s principle and spectral analysis by using a basis of Bessel’s functions is adapted اhere to the case of annular plates. The model effectively reduces the large amplitude free vibration problem to the solution of a set of non-linear algebraic equations.

The governing non-linear eigenvalue problem has been linearised in the neighborhood of each resonance and a new one-step iterative technique has been proposed as a simple alternative method of solution to determine the basic function contributions to the non-linear mode shape considered.

Numerical results are given for the first non-linear mode shape for a wide range of vibration amplitudes. For each value of the vibration amplitude considered, the corresponding contributions of the basic functions defining the non-linear transverse displacement function and the associated non-linear frequency, the membrane and bending stress distributions are given. By comparison with the iterative method of solution, it was found that the present procedure is efficient for a wide range of vibration amplitudes, up to at least 1.8 times the plate thickness,

Keywords: Non-linear vibrations, Annular plates, Large vibration amplitudes.

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3043 Simulation Based Performance Comparison of Different Control Methods of ZSI Feeding Industrial Drives

Authors: Parag Nihawan, Ravinder Singh Bhatia, Dinesh Kumar Jain

Abstract:

Industrial drives are source of serious power quality problems. In this, two typical industrial drives have been dealt with, namely, FOC induction motor drives and DTC induction motor drive. The Z-source inverter is an emerging topology of power electronic converters which is capable of buck boost characteristics. The performances of different control methods based Z-source inverters feeding these industrial drives have been investigated, in this work. The test systems have been modeled and simulated in MATLAB/SIMULINK. The results obtained after carrying out these simulations have been used to draw the conclusions.

Keywords: Z-Source Inverter, total harmonic distortion, direct torque control, field orientation control.

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3042 Taking People, Process and Partnership on Board for Participatory Decision Making

Authors: B. Mikulskienė

Abstract:

Public administration institutions in cooperation with politicians are not the sole policy decision makers in full meaning any longer. Meanwhile, a special role, namely steering the decision making process, could be delegated to them. Despite the wide scientific discussion on different aspects what has direct impact on policy creation, there is a lack of holistic practical managerial advice, which could integrate infrastructure of policy decision making with intellectual capital and with interconnection of partnership. The proposed harmonized decision making model of process, people and partnership entitled by acronym HM-3P is analyzed as a framework for implementation of public administration steering role seeking the coherent social involvement in policy decision making.

Keywords: participatory decision making, partnership, stakeholders.

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3041 Chloride Transport in Ultra High Performance Concrete

Authors: R. Pernicová

Abstract:

Chloride resistance in Ultra High Performance Concrete (UHPC) is determined in this paper. This work deals with the one dimension chloride transport, which can be potentially dangerous particularly for the durability of concrete structures. Risk of reinforcement corrosion due to exposure to the concrete surface to direct the action of chloride ions (mainly in the form de-icing salts or groundwater) is dangerously increases. The measured data are investigated depending on the depth of penetration of chloride ions into the concrete structure. Comparative measurements with normal strength concrete are done as well. The experimental results showed that UHCP have improved resistance of chlorides penetration than NSC and also chloride diffusion depth is significantly lower in UHCP.

Keywords: Chloride, One dimensional diffusion, Transport, Salinity, UHPC.

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3040 Holistic Face Recognition using Multivariate Approximation, Genetic Algorithms and AdaBoost Classifier: Preliminary Results

Authors: C. Villegas-Quezada, J. Climent

Abstract:

Several works regarding facial recognition have dealt with methods which identify isolated characteristics of the face or with templates which encompass several regions of it. In this paper a new technique which approaches the problem holistically dispensing with the need to identify geometrical characteristics or regions of the face is introduced. The characterization of a face is achieved by randomly sampling selected attributes of the pixels of its image. From this information we construct a set of data, which correspond to the values of low frequencies, gradient, entropy and another several characteristics of pixel of the image. Generating a set of “p" variables. The multivariate data set with different polynomials minimizing the data fitness error in the minimax sense (L∞ - Norm) is approximated. With the use of a Genetic Algorithm (GA) it is able to circumvent the problem of dimensionality inherent to higher degree polynomial approximations. The GA yields the degree and values of a set of coefficients of the polynomials approximating of the image of a face. By finding a family of characteristic polynomials from several variables (pixel characteristics) for each face (say Fi ) in the data base through a resampling process the system in use, is trained. A face (say F ) is recognized by finding its characteristic polynomials and using an AdaBoost Classifier from F -s polynomials to each of the Fi -s polynomials. The winner is the polynomial family closer to F -s corresponding to target face in data base.

Keywords: AdaBoost Classifier, Holistic Face Recognition, Minimax Multivariate Approximation, Genetic Algorithm.

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3039 Effects of Signaling on the Performance of Directed Diffusion Routing Protocol

Authors: Apidet Booranawong

Abstract:

In an original directed diffusion routing protocol, a sink requests sensing data from a source node by flooding interest messages to the network. Then, the source finds the sink by sending exploratory data messages to all nodes that generate incoming interest messages. This protocol signaling can cause heavy traffic in the network, an interference of the radio signal, collisions, great energy consumption of sensor nodes, etc. According to this research problem, this paper investigates the effect of sending interest and exploratory data messages on the performance of directed diffusion routing protocol. We demonstrate the research problem occurred from employing directed diffusion protocol in mobile wireless environments. For this purpose, we perform a set of experiments by using NS2 (network simulator 2). The radio propagation models; Two-ray ground reflection with and without shadow fading are included to investigate the effect of signaling. The simulation results show that the number of times of sent and received protocol signaling in the case of sending interest and exploratory data messages are larger than the case of sending other protocol signals, especially in the case of shadowing model. Additionally, the number of exploratory data message is largest in one round of the protocol procedure.

Keywords: Directed diffusion, Flooding, Interest message, Exploratory data message, Radio propagation model.

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3038 On a New Nonlinear Sum-difference Inequality with Application

Authors: Kelong Zheng, Shouming Zhong

Abstract:

A new nonlinear sum-difference inequality in two variables which generalize some existing results and can be used as handy tools in the analysis of certain partial difference equation is discussed. An example to show boundedness of solutions of a difference value problem is also given.

Keywords: Sum-Difference inequality, Nonlinear, Boundedness.

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3037 A Design-Based Cohesion Metric for Object-Oriented Classes

Authors: Jehad Al Dallal

Abstract:

Class cohesion is an important object-oriented software quality attribute. It indicates how much the members in a class are related. Assessing the class cohesion and improving the class quality accordingly during the object-oriented design phase allows for cheaper management of the later phases. In this paper, the notion of distance between pairs of methods and pairs of attribute types in a class is introduced and used as a basis for introducing a novel class cohesion metric. The metric considers the methodmethod, attribute-attribute, and attribute-method direct interactions. It is shown that the metric gives more sensitive values than other well-known design-based class cohesion metrics.

Keywords: Object-oriented software quality, object-orienteddesign, class cohesion.

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3036 Intelligent Transport System: Classification of Traffic Signs Using Deep Neural Networks in Real Time

Authors: Anukriti Kumar, Tanmay Singh, Dinesh Kumar Vishwakarma

Abstract:

Traffic control has been one of the most common and irritating problems since the time automobiles have hit the roads. Problems like traffic congestion have led to a significant time burden around the world and one significant solution to these problems can be the proper implementation of the Intelligent Transport System (ITS). It involves the integration of various tools like smart sensors, artificial intelligence, position technologies and mobile data services to manage traffic flow, reduce congestion and enhance driver's ability to avoid accidents during adverse weather. Road and traffic signs’ recognition is an emerging field of research in ITS. Classification problem of traffic signs needs to be solved as it is a major step in our journey towards building semi-autonomous/autonomous driving systems. The purpose of this work focuses on implementing an approach to solve the problem of traffic sign classification by developing a Convolutional Neural Network (CNN) classifier using the GTSRB (German Traffic Sign Recognition Benchmark) dataset. Rather than using hand-crafted features, our model addresses the concern of exploding huge parameters and data method augmentations. Our model achieved an accuracy of around 97.6% which is comparable to various state-of-the-art architectures.

Keywords: Multiclass classification, convolution neural network, OpenCV, Data Augmentation.

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3035 Resource Leveling Optimization in Construction Projects of High Voltage Substations Using Nature-Inspired Intelligent Evolutionary Algorithms

Authors: Dimitrios Ntardas, Alexandros Tzanetos, Georgios Dounias

Abstract:

High Voltage Substations (HVS) are the intermediate step between production of power and successfully transmitting it to clients, making them one of the most important checkpoints in power grids. Nowadays - renewable resources and consequently distributed generation are growing fast, the construction of HVS is of high importance both in terms of quality and time completion so that new energy producers can quickly and safely intergrade in power grids. The resources needed, such as machines and workers, should be carefully allocated so that the construction of a HVS is completed on time, with the lowest possible cost (e.g. not spending additional cost that were not taken into consideration, because of project delays), but in the highest quality. In addition, there are milestones and several checkpoints to be precisely achieved during construction to ensure the cost and timeline control and to ensure that the percentage of governmental funding will be granted. The management of such a demanding project is a NP-hard problem that consists of prerequisite constraints and resource limits for each task of the project. In this work, a hybrid meta-heuristic method is implemented to solve this problem. Meta-heuristics have been proven to be quite useful when dealing with high-dimensional constraint optimization problems. Hybridization of them results in boost of their performance.

Keywords: High voltage substations, nature-inspired algorithms, project management, meta-heuristics.

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3034 The Role of Social and Technical Lean Implementation in Improving Operational Performance: Insights from the Pharmaceutical Industry

Authors: M. Bernasconi, M. Grothkopp, T. Friedli

Abstract:

The objective of this paper is to examine the relationships between technical and social lean bundles as well as operational performance in the context of the pharmaceutical industry. We investigate the direct and mediating effects of the lean bundles Total Productive Maintenance (TPM), Total Quality Management (TQM), Just-In-Time (JIT), and Human Resource Management (HRM) on operational performance. Our analysis relies on 113 manufacturing facilities from the St.Gallen OPEX benchmarking database. The results show that HRM has a positive indirect effect on operational performance mediated by the technical lean bundles.

Keywords: Human resource management, operational performance, pharmaceutical industry, technical lean practices.

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3033 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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3032 Note on the Necessity of the Patch Test

Authors: Rado Flajs, Miran Saje

Abstract:

We present a simple nonconforming approximation of the linear two–point boundary value problem which violates patch test requirements. Nevertheless the solutions, obtained from these type of approximations, converge to the exact solution.

Keywords: Generalized patch test, Irons' patch test, nonconforming finite element, convergence.

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3031 Processing the Medical Sensors Signals Using Fuzzy Inference System

Authors: S. Bouharati, I. Bouharati, C. Benzidane, F. Alleg, M. Belmahdi

Abstract:

Sensors possess several properties of physical measures. Whether devices that convert a sensed signal into an electrical signal, chemical sensors and biosensors, thus all these sensors can be considered as an interface between the physical and electrical equipment. The problem is the analysis of the multitudes of saved settings as input variables. However, they do not all have the same level of influence on the outputs. In order to identify the most sensitive parameters, those that can guide users in gathering information on the ground and in the process of model calibration and sensitivity analysis for the effect of each change made. Mathematical models used for processing become very complex. In this paper a fuzzy rule-based system is proposed as a solution for this problem. The system collects the available signals information from sensors. Moreover, the system allows the study of the influence of the various factors that take part in the decision system. Since its inception fuzzy set theory has been regarded as a formalism suitable to deal with the imprecision intrinsic to many problems. At the same time, fuzzy sets allow to use symbolic models. In this study an example was applied for resolving variety of physiological parameters that define human health state. The application system was done for medical diagnosis help. The inputs are the signals expressed the cardiovascular system parameters, blood pressure, Respiratory system paramsystem was done, it will be able to predict the state of patient according any input values.

Keywords: Sensors, Sensivity, fuzzy logic, analysis, physiological parameters, medical diagnosis.

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3030 Multi-Stage Multi-Period Production Planning in Wire and Cable Industry

Authors: Mahnaz Hosseinzadeh, Shaghayegh Rezaee Amiri

Abstract:

This paper presents a methodology for serial production planning problem in wire and cable manufacturing process that addresses the problem of input-output imbalance in different consecutive stations, hoping to minimize the halt of machines in each stage. To this end, a linear Goal Programming (GP) model is developed, in which four main categories of constraints as per the number of runs per machine, machines’ sequences, acceptable inventories of machines at the end of each period, and the necessity of fulfillment of the customers’ orders are considered. The model is formulated based upon on the real data obtained from IKO TAK Company, an important supplier of wire and cable for oil and gas and automotive industries in Iran. By solving the model in GAMS software the optimal number of runs, end-of-period inventories, and the possible minimum idle time for each machine are calculated. The application of the numerical results in the target company has shown the efficiency of the proposed model and the solution in decreasing the lead time of the end product delivery to the customers by 20%. Accordingly, the developed model could be easily applied in wire and cable companies for the aim of optimal production planning to reduce the halt of machines in manufacturing stages.

Keywords: Serial manufacturing process, production planning, wire and cable industry, goal programming approach.

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3029 Size Controlled Synthesis and Photocatalytic Activity of Anatase TiO2 Hollow Microspheres

Authors: Charu Dwivedi, V. Dutta

Abstract:

Titanium oxide hollow microspheres were synthesized from organic precursor titanium tetraisopropoxide (TTIP) using continuous spray pyrolysis reactor. Effects of precursor concentration, applied voltage and annealing have been investigated. It was observed that the annealing of the as-synthesized TiO2 hollow microspheres at 2500C, which had an average external diameter of 200 nm, leads to an increase in the size and also more spherical shape. The precursor concentration was found to have a direct impact on the size of the microspheres, which is also evident in the absorption spectrum. The as-prepared TiO2 hollow microspheres exhibited good photocatalytic activity for the degradation of MO.

Keywords: TiO2 hollow microspheres, spray pyrolysis, electric field, microscopy, microstructures.

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3028 The Game of Col on Complete K-ary Trees

Authors: Alessandro Cincotti, Timothee Bossart

Abstract:

Col is a classic combinatorial game played on graphs and to solve a general instance is a PSPACE-complete problem. However, winning strategies can be found for some specific graph instances. In this paper, the solution of Col on complete k-ary trees is presented.

Keywords: Combinatorial game, Complete k-ary tree, Mapcoloring game.

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3027 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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3026 Unsteady Poiseuille Flow of an Incompressible Elastico-Viscous Fluid in a Tube of Spherical Cross Section on a Porous Boundary

Authors: Sanjay Baburao Kulkarni

Abstract:

Exact solution of an unsteady flow of elastico-viscous fluid through a porous media in a tube of spherical cross section under the influence of constant pressure gradient has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of spherical cross section by taking into account of the porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K) and elastico-viscosity parameter (β), which depends on the Non-Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter, porosity parameter of the bounding surface has significant effect on the velocity parameter.

Keywords: Elastico-viscous fluid, Porous media, Second order fluids, Spherical cross-section.

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3025 Pythagorean-Platonic Lattice Method for Finding all Co-Prime Right Angle Triangles

Authors: Anthony Overmars, Sitalakshmi Venkatraman

Abstract:

This paper presents a method for determining all of the co-prime right angle triangles in the Euclidean field by looking at the intersection of the Pythagorean and Platonic right angle triangles and the corresponding lattice that this produces. The co-prime properties of each lattice point representing a unique right angle triangle are then considered. This paper proposes a conjunction between these two ancient disparaging theorists. This work has wide applications in information security where cryptography involves improved ways of finding tuples of prime numbers for secure communication systems. In particular, this paper has direct impact in enhancing the encryption and decryption algorithms in cryptography.

Keywords: Pythagorean triples, platonic triples, right angle triangles, co-prime numbers, cryptography.

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3024 Distances over Incomplete Diabetes and Breast Cancer Data Based on Bhattacharyya Distance

Authors: Loai AbdAllah, Mahmoud Kaiyal

Abstract:

Missing values in real-world datasets are a common problem. Many algorithms were developed to deal with this problem, most of them replace the missing values with a fixed value that was computed based on the observed values. In our work, we used a distance function based on Bhattacharyya distance to measure the distance between objects with missing values. Bhattacharyya distance, which measures the similarity of two probability distributions. The proposed distance distinguishes between known and unknown values. Where the distance between two known values is the Mahalanobis distance. When, on the other hand, one of them is missing the distance is computed based on the distribution of the known values, for the coordinate that contains the missing value. This method was integrated with Wikaya, a digital health company developing a platform that helps to improve prevention of chronic diseases such as diabetes and cancer. In order for Wikaya’s recommendation system to work distance between users need to be measured. Since there are missing values in the collected data, there is a need to develop a distance function distances between incomplete users profiles. To evaluate the accuracy of the proposed distance function in reflecting the actual similarity between different objects, when some of them contain missing values, we integrated it within the framework of k nearest neighbors (kNN) classifier, since its computation is based only on the similarity between objects. To validate this, we ran the algorithm over diabetes and breast cancer datasets, standard benchmark datasets from the UCI repository. Our experiments show that kNN classifier using our proposed distance function outperforms the kNN using other existing methods.

Keywords: Missing values, distance metric, Bhattacharyya distance.

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