Search results for: regular and complex task.

Authors: M. Amlie A. Kasim, Ahsana Aqilah, Ahmed Jaffar, Cheng Yee Low, Roseleena Jaafar, M. Saiful Bahari, Armansyah

Abstract:

The study of human hand morphology reveals that developing an artificial hand with the capabilities of human hand is an extremely challenging task. This paper presents the development of a robotic prosthetic hand focusing on the improvement of a tendon driven mechanism towards a biomimetic prosthetic hand. The design of this prosthesis hand is geared towards achieving high level of dexterity and anthropomorphism by means of a new hybrid mechanism that integrates a miniature motor driven actuation mechanism, a Shape Memory Alloy actuated mechanism and a passive mechanical linkage. The synergy of these actuators enables the flexion-extension movement at each of the finger joints within a limited size, shape and weight constraints. Tactile sensors are integrated on the finger tips and the finger phalanges area. This prosthesis hand is developed with an exact size ratio that mimics a biological hand. Its behavior resembles the human counterpart in terms of working envelope, speed and torque, and thus resembles both the key physical features and the grasping functionality of an adult hand.

Keywords: Prosthetic hand, Biomimetic actuation, Shape Memory Alloy, Tactile sensing.

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Authors: Melek Oktay, Ayşe Betül Gülbağcı, Mustafa Sarıöz

Abstract:

Enterprise applications are complex systems that are hard to develop and deploy in organizations. Although software application development tools, frameworks, methodologies and patterns are rapidly developing; many projects fail by causing big costs. There are challenging issues that programmers and designers face with while working on enterprise applications. In this paper, we present the three of the significant issues: Architectural, technological and performance. The important subjects in each issue are pointed out and recommendations are given. In architectural issues the lifecycle, meta-architecture, guidelines are pointed out. .NET and Java EE platforms are presented in technological issues. The importance of performance, measuring performance and profilers are explained in performance issues.

Keywords: Enterprise Applications, Architecture, Technology, Performance.

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Authors: Sunee Pongpinigpinyo, Wanchai Rivepiboon

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Word sense disambiguation is one of the most important open problems in natural language processing applications such as information retrieval and machine translation. Many approach strategies can be employed to resolve word ambiguity with a reasonable degree of accuracy. These strategies are: knowledgebased, corpus-based, and hybrid-based. This paper pays attention to the corpus-based strategy that employs an unsupervised learning method for disambiguation. We report our investigation of Latent Semantic Indexing (LSI), an information retrieval technique and unsupervised learning, to the task of Thai noun and verbal word sense disambiguation. The Latent Semantic Indexing has been shown to be efficient and effective for Information Retrieval. For the purposes of this research, we report experiments on two Thai polysemous words, namely  /hua4/ and /kep1/ that are used as a representative of Thai nouns and verbs respectively. The results of these experiments demonstrate the effectiveness and indicate the potential of applying vector-based distributional information measures to semantic disambiguation.

Keywords: Distributional semantics, Latent Semantic Indexing, natural language processing, Polysemous words, unsupervisedlearning, Word Sense Disambiguation.

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Authors: Ziraguen O. Williams, Shield B. Lin, Fouad N. Matari, Leslie J. Quiocho

Abstract:

In a task to assist NASA in analyzing the dynamic forces caused by operational countermeasures of an astronaut’s exercise platform impacting the spacecraft, feedback delay and signal noise were added to a simulation model of an active controlled vibration isolation and stabilization system to regulate the movement of the exercise platform. Two additional simulation tools used in this study were Trick and MBDyn, software simulation environments developed at the NASA Johnson Space Center. Simulation results obtained from these three tools were very similar. All simulation results support the hypothesis that an active controlled vibration isolation and stabilization system outperforms a passive controlled system even with the addition of feedback delay and signal noise to the active controlled system. In this paper, squat exercise was used in creating excited force to the simulation model. The exciter force from squat exercise was calculated from motion capture of an exerciser. The simulation results demonstrate much greater transmitted force reduction in the active controlled system than the passive controlled system.

Keywords: Astronaut, counterweight, stabilization, vibration.

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Authors: H. Nejadriahi

Abstract:

A growing demand for sustainability makes sustainability as one of the significant debates of nowadays. Energy saving is one of the main criteria to be considered in the context of sustainability. Reducing energy use in buildings is one of the most important ways to reduce humans’ overall environmental impact. Taking this into consideration, study of different design strategies, which can assist in reducing energy use and subsequently improving the sustainability level of today's buildings would be an essential task. The sustainability level of a building is highly affected by the sustainability performance of its components. One of the main building components, which can have a great impact on energy saving and sustainability level of the building, is its facade. The aim of this study is to investigate on the role of facade in sustainability enhancement of the contemporary buildings of Iran. In this study, the concept of sustainability in architecture, the building facades, and their relationship to sustainability are explained briefly. Following that, a number of contemporary Iranian buildings are discussed and analyzed in terms of different design strategies used in their facades in accordance to the sustainability concepts. The methods used in this study are descriptive and analytic. The results of this paper would assist in generating a wider vision and a source of inspiration for the current designers to design and create environmental and sustainable buildings for the future.

Keywords: Building facade, contemporary buildings, Iran, sustainability.

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Authors: H. Shayeghi, M. Mahdavi, H. Haddadian

Abstract:

Transmission network expansion planning (TNEP) is an important component of power system planning that its task is to minimize the network construction and operational cost while satisfying the demand increasing, imposed technical and economic conditions. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, the lines adequacy rate has not been studied after the planning horizon, i.e. when the expanded network misses its adequacy and needs to be expanded again. In this paper, in order to take transmission lines condition after expansion in to account from the line loading view point, the adequacy of transmission network is considered for solution of STNEP problem. To obtain optimal network arrangement, a decimal codification genetic algorithm (DCGA) is being used for minimizing the network construction and operational cost. The effectiveness of the proposed idea is tested on the Garver's six-bus network. The results evaluation reveals that the annual worth of network adequacy has a considerable effect on the network arrangement. In addition, the obtained network, based on the DCGA, has lower investment cost and higher adequacy rate. Thus, the network satisfies the requirements of delivering electric power more safely and reliably to load centers.

Keywords: STNEP Problem, Network Adequacy, DCGA.

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Authors: Zahra Hatami, Hesham Ali, David Volkman

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Selecting a portfolio for investing is a crucial decision for individuals and legal entities. In the last two decades, with economic globalization, a stream of financial innovations has rushed to the aid of financial institutions. The importance of selecting stocks for the portfolio is always a challenging task for investors. This study aims to create a financial network to identify optimal portfolios using network centralities metrics. This research presents a community detection technique of superior stocks that can be described as an optimal stock portfolio to be used by investors. By using the advantages of a network and its property in extracted communities, a group of stocks was selected for each of the various time periods. The performance of the optimal portfolios was compared to the famous index. Their Sharpe ratio was calculated in a timely manner to evaluate their profit for making decisions. The analysis shows that the selected potential portfolio from stocks with low centrality measurement can outperform the market; however, they have a lower Sharpe ratio than stocks with high centrality scores. In other words, stocks with low centralities could outperform the S&P500 yet have a lower Sharpe ratio than high central stocks.

Keywords: Portfolio management performance, network analysis, centrality measurements, Sharpe ratio.

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Authors: László Lengyel, Tihamér Levendovszky, Hassan Charaf

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This paper presents the visual control flow support of Visual Modeling and Transformation System (VMTS), which facilitates composing complex model transformations out of simple transformation steps and executing them. The VMTS Visual Control Flow Language (VCFL) uses stereotyped activity diagrams to specify control flow structures and OCL constraints to choose between different control flow branches. This work discusses the termination properties of VCFL and provides an algorithm to support the termination analysis of VCFL transformations.

Keywords: Control Flow, Metamodel-Based Visual Model Transformation, OCL, Termination Properties, UML.

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Authors: M. Mahdavi, H. Monsef, A. Bagheri

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Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.

Keywords: ADPSO, TEP problem, Lines loading optimization.

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Authors: É. Vincze

Abstract:

Demand on plant oils has increased to an enormous extent that is due to the change of human nutrition habits on the one hand, while on the other hand to the increase of raw material demand of some industrial sectors, just as to the increase of biofuel production. Besides the determining importance of sunflower in Hungary the production area, just as in part the average yield amount of rapeseed has increased among the produced oil crops. The variety/hybrid palette has changed significantly during the past decade. The available varieties’/hybrids’ palette has been extended to a significant extent. It is agreed that rapeseed production demands professionalism and local experience. Technological elements are successive; high yield amounts cannot be produced without system-based approach. The aim of the present work was to execute the complex study of one of the most critical production technology element of rapeseed production, that was sowing technology. Several sowing technology elements are studied in this research project that are the following: biological basis (the hybrid Arkaso is studied in this regard), sowing time (sowing time treatments were set so that they represent the wide period used in industrial practice: early, optimal and late sowing time) plant density (in this regard reaction of rare, optimal and too dense populations) were modelled. The multifactorial experimental system enables the single and complex evaluation of rapeseed sowing technology elements, just as their modelling using experimental result data. Yield quality and quantity have been determined as well in the present experiment, just as the interactions between these factors. The experiment was set up in four replications at the Látókép Plant Production Research Site of the University of Debrecen. Two different sowing times were sown in the first experimental year (2014), while three in the second (2015). Three different plant densities were set in both years: 200, 350 and 500 thousand plants ha-1. Uniform nutrient supply and a row spacing of 45 cm were applied. Winter wheat was used as pre-crop. Plant physiological measurements were executed in the populations of the Arkaso rapeseed hybrid that were: relative chlorophyll content analysis (SPAD) and leaf area index (LAI) measurement. Relative chlorophyll content (SPAD) and leaf area index (LAI) were monitored in 7 different measurement times.

Keywords: Inner quality, plant density, rapeseed, sowing time.

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Authors: Victoria A. Bakhtina

Abstract:

At a time of growing market turbulence and a strong shifts towards increasingly complex risk models and more stringent audit requirements, it is more critical than ever to maintain the highest quality of financial and credit information. IFC implemented an approach that helps increase data integrity and quality significantly. This approach is called “Screening". Screening is based on linking information from different sources to identify potential inconsistencies in key financial and credit data. That, in turn, can help to ease the trials of portfolio supervision, and improve overall company global reporting and assessment systems. IFC experience showed that when used regularly, Screening led to improved information.

Keywords: Information Integrity, Information Quality, Business Rules, Portfolio Management

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Authors: Tripatjot S. Panag, J. S. Dhillon

Abstract:

The lifetime of a wireless sensor network can be effectively increased by using scheduling operations. Once the sensors are randomly deployed, the task at hand is to find the largest number of disjoint sets of sensors such that every sensor set provides complete coverage of the target area. At any instant, only one of these disjoint sets is switched on, while all other are switched off. This paper proposes a heuristic search method to find the maximum number of disjoint sets that completely cover the region. A population of randomly initialized members is made to explore the solution space. A set of heuristics has been applied to guide the members to a possible solution in their neighborhood. The heuristics escalate the convergence of the algorithm. The best solution explored by the population is recorded and is continuously updated. The proposed algorithm has been tested for applications which require sensing of multiple target points, referred to as point coverage applications. Results show that the proposed algorithm outclasses the existing algorithms. It always finds the optimum solution, and that too by making fewer number of fitness function evaluations than the existing approaches.

Keywords: Coverage, disjoint sets, heuristic, lifetime, scheduling, wireless sensor networks, WSN.

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Authors: Ayesha Zaman, Tanvir Atahary, Shahida Rafiq

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Functional Magnetic Resonance Imaging(fMRI) is a noninvasive imaging technique that measures the hemodynamic response related to neural activity in the human brain. Event-related functional magnetic resonance imaging (efMRI) is a form of functional Magnetic Resonance Imaging (fMRI) in which a series of fMRI images are time-locked to a stimulus presentation and averaged together over many trials. Again an event related potential (ERP) is a measured brain response that is directly the result of a thought or perception. Here the neuronal response of human visual cortex in normal healthy patients have been studied. The patients were asked to perform a visual three choice reaction task; from the relative response of each patient corresponding neuronal activity in visual cortex was imaged. The average number of neurons in the adult human primary visual cortex, in each hemisphere has been estimated at around 140 million. Statistical analysis of this experiment was done with SPM5(Statistical Parametric Mapping version 5) software. The result shows a robust design of imaging the neuronal activity of human visual cortex.

Keywords: Echo Planner Imaging, Event related Response, General Linear Model, Visual Neuronal Response.

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Authors: Emanuel Teixeira, Anderson Ramos, Marisa Lourenço, Fernando J. Velez, Jon M. Peha

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This article discusses the benefit cost analysis aspects of millimetre wavebands (mmWaves) and Super High Frequency (SHF). The devaluation along the distance of the carrier-to-noise-plus-interference ratio with the coverage distance is assessed by considering two different path loss models, the two-slope urban micro Line-of-Sight (UMiLoS) for the SHF band and the modified Friis propagation model, for frequencies above 24 GHz. The equivalent supported throughput is estimated at the 5.62, 28, 38, 60 and 73 GHz frequency bands and the influence of carrier-to-noise-plus-interference ratio in the radio and network optimization process is explored. Mostly owing to the lessening caused by the behaviour of the two-slope propagation model for SHF band, the supported throughput at this band is higher than at the millimetre wavebands only for the longest cell lengths. The benefit cost analysis of these pico-cellular networks was analysed for regular cellular topologies, by considering the unlicensed spectrum. For shortest distances, we can distinguish an optimal of the revenue in percentage terms for values of the cell length, R ≈ 10 m for the millimeter wavebands and for longest distances an optimal of the revenue can be observed at R ≈ 550 m for the 5.62 GHz. It is possible to observe that, for the 5.62 GHz band, the profit is slightly inferior than for millimetre wavebands, for the shortest Rs, and starts to increase for cell lengths approximately equal to the ratio between the break-point distance and the co-channel reuse factor, achieving a maximum for values of R approximately equal to 550 m.

Keywords: 5G, millimetre wavebands, super high-frequency band, SINR, signal-to-interference-plus-noise ratio, cost benefit analysis.

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Authors: Yoji Yamato

Abstract:

In this paper, we propose an automatic verification technology of software patches for user virtual environments on IaaS Cloud to decrease verification costs of patches. In these days, IaaS services have been spread and many users can customize virtual machines on IaaS Cloud like their own private servers. Regarding to software patches of OS or middleware installed on virtual machines, users need to adopt and verify these patches by themselves. This task increases operation costs of users. Our proposed method replicates user virtual environments, extracts verification test cases for user virtual environments from test case DB, distributes patches to virtual machines on replicated environments and conducts those test cases automatically on replicated environments. We have implemented the proposed method on OpenStack using Jenkins and confirmed the feasibility. Using the implementation, we confirmed the effectiveness of test case creation efforts by our proposed idea of 2-tier abstraction of software functions and test cases. We also evaluated the automatic verification performance of environment replications, test cases extractions and test cases conductions.

Keywords: OpenStack, Cloud Computing, Automatic verification, Jenkins.

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Authors: Suhas K, Sripadaraja K

Abstract:

This paper details few mechanical modeling and design issues of RF MEMS switches. We concentrate on an electrostatically actuated broad side series switch; surface micromachined with a crab leg membrane. The same results are extended to any complex structure. With available experimental data and fabrication results, we present the variation in dynamic performance and compliance of the switch with reference to few design issues, which we find are critical in deciding the dynamic behavior of the switch, without compromise on the RF characteristics. The optimization of pull in voltage, transient time and resonant frequency with regard to these critical design parameters are also presented.

Keywords: Microelectromechanical Systems (MEMS), RadioFrequency MEMS, Modeling, Actuators

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Authors: Alexander P. Eremeev, Ivan E. Kurilenko, Pavel R. Varshavskiy

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In this paper the problem of the application of temporal reasoning and case-based reasoning in intelligent decision support systems is considered. The method of case-based reasoning with temporal dependences for the solution of problems of real-time diagnostics and forecasting in intelligent decision support systems is described. This paper demonstrates how the temporal case-based reasoning system can be used in intelligent decision support systems of the car access control. This work was supported by RFBR.

Keywords: Analogous reasoning, case-based reasoning, intelligent decision support systems, temporal reasoning.

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Authors: S. Nandagopalan, N. Pradeep

Abstract:

The aim of this paper is to propose a general framework for storing, analyzing, and extracting knowledge from two-dimensional echocardiographic images, color Doppler images, non-medical images, and general data sets. A number of high performance data mining algorithms have been used to carry out this task. Our framework encompasses four layers namely physical storage, object identification, knowledge discovery, user level. Techniques such as active contour model to identify the cardiac chambers, pixel classification to segment the color Doppler echo image, universal model for image retrieval, Bayesian method for classification, parallel algorithms for image segmentation, etc., were employed. Using the feature vector database that have been efficiently constructed, one can perform various data mining tasks like clustering, classification, etc. with efficient algorithms along with image mining given a query image. All these facilities are included in the framework that is supported by state-of-the-art user interface (UI). The algorithms were tested with actual patient data and Coral image database and the results show that their performance is better than the results reported already.

Keywords: Active Contour, Bayesian, Echocardiographic image, Feature vector.

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Authors: Richard Joseph, Nerey Mvungi

Abstract:

An electric power system includes a generating, a transmission, a distribution, and consumers subsystems. An electrical power network in Tanzania keeps growing larger by the day and become more complex so that, most utilities have long wished for real-time monitoring and remote control of electrical power system elements such as substations, intelligent devices, power lines, capacitor banks, feeder switches, fault analyzers and other physical facilities. In this paper, the concept of automation of management of power systems from generation level to end user levels was determined by using Power System Simulator for Engineering (PSS/E) version 30.3.2.

Keywords: Automation, Distribution subsystem, Generating subsystem, PSS/E, TANESCO, Transmission subsystem.

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Authors: Siti Mutmainah, Slamet Sugiri

Abstract:

Organizations are increasingly relying upon teamwork; however, little is known about the best fit among incentive system, team composition, and group performance. To further explore this issue this study examines whether the congruence between incentive system and locus of control (LoC) affects team performance. To reconcile opposite lines of argument in literature regarding the best incentive system for a team, this paper uses the social identity perspective and person-environment (P-E) fit theory to understand behavior in a group process. A laboratory experiment with postgraduate students is conducted to test the hypotheses. One hundred and five accounting students were assigned to three-person work groups, where they completed an independent task under one of two types of incentive—individual and group incentive systems—after their LoC was measured. The findings confirm the hypothesis. Group incentive results in an enhanced team performance. Team performance is better when there is congruence between incentive system and LoC. Group incentive system combined with external LoC results in the best performance, while individual incentive system results in a better team performance when combined with internal LoC. The result suggests that a cooperative process enables ‘ordinary people’ to obtain extraordinary results.

Keywords: Incentive system, locus of control, person-environment fit, social identity perspective, team performance.

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Authors: Néstor Álvarez-Díaz, Pino Caballero-Gil, Héctor Reboso-Morales, Francisco Martín-Fernández

Abstract:

The recent tendency of ”Internet of Things” (IoT) has developed in the last years, causing the emergence of innovative communication methods among multiple devices. The appearance of Bluetooth Low Energy (BLE) has allowed a push to IoT in relation to smartphones. In this moment, a set of new applications related to several topics like entertainment and advertisement has begun to be developed but not much has been done till now to take advantage of the potential that these technologies can offer on many business areas and in everyday tasks. In the present work, the application of BLE technology and smartphones is proposed on some business areas related to the optimization of resource allocation in huge facilities like airports. An indoor location system has been developed through triangulation methods with the use of BLE beacons. The described system can be used to locate all employees inside the building in such a way that any task can be automatically assigned to a group of employees. It should be noted that this system cannot only be used to link needs with employees according to distances, but it also takes into account other factors like occupation level or category. In addition, it has been endowed with a security system to manage business and personnel sensitive data. The efficiency of communications is another essential characteristic that has been taken into account in this work.

Keywords: Bluetooth Low Energy, indoor location, resource assignment, smartphones.

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Authors: Franco Frattolillo, Salvatore D'Onofrio

Abstract:

This paper presents a watermarking protocol able to solve the well-known “customer-s right problem" and “unbinding problem". In particular, the protocol has been purposely designed to be adopted in a web context, where users wanting to buy digital contents are usually neither provided with digital certificates issued by certification authorities (CAs) nor able to autonomously perform specific security actions. Furthermore, the protocol enables users to keep their identities unexposed during web transactions as well as allows guilty buyers, i.e. who are responsible distributors of illegal replicas, to be unambiguously identified. Finally, the protocol has been designed so that web content providers (CPs) can exploit copyright protection services supplied by web service providers (SPs) in a security context. Thus, CPs can take advantage of complex services without having to directly implement them.

Keywords: Copyright protection, digital rights management, watermarkingprotocols.

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Authors: Lu Zou, Dianfu MA, Ying Wang, Xianqi Zhao

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Avionic software architecture has transit from a federated avionics architecture to an integrated modular avionics (IMA) .ARINC 653 (Avionics Application Standard Software Interface) is a software specification for space and time partitioning in Safety-critical avionics Real-time operating systems. Methods to transform the abstract avionics application logic function to the executable model have been brought up, however with less consideration about the code generating input and output model specific for ARINC 653 platform and inner-task synchronous dynamic interaction order sequence. In this paper, we proposed an AADL-based model-driven design methodology to fulfill the purpose to automatically generating Cµ executable model on ARINC 653 platform from the ARINC653 architecture which defined as AADL653 in order to facilitate the development of the avionics software constructed on ARINC653 OS. This paper presents the mapping rules between the AADL653 elements and the elements in Cµ language, and define the code generating rules , designs an automatic C µ code generator .Then, we use a case to illustrate our approach. Finally, we give the related work and future research directions.

Keywords: IMA, ARINC653, AADL653, code generation.

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Authors: V. K. Bansal

Abstract:

Geographic Information System (GIS) is a computerbased tool used extensively to solve various engineering problems related to spatial data. In spite of growing popularity of GIS, its complete potential to construction industry has not been realized. In this paper, the summary of up-to-date work on spatial applications of GIS technologies in construction industry is presented. GIS technologies have the potential to solve space related problems of construction industry involving complex visualization, integration of information, route planning, E-commerce, cost estimation, etc. GISbased methodology to handle time and space issues of construction projects scheduling is developed and discussed in this paper.

Keywords: Construction, GIS in construction, Scheduling, Project Management.

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Authors: Nitesh Pandey, Manish Kumar, Pankaj Gupta, Amit Kumar Srivastava

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The convertible table is a versatile and adaptable item designed to provide numerous solutions in one. The design incorporates numerous features that offer both ease and functionality. The description of the versatile convertible table in this overview encompasses a range of features that can be tailored to accommodate various user requirements. With its changeable functionality, this piece can easily transform into a workstation, dining table, or coffee table to suit various needs. Significantly, this multipurpose convertible laptop table includes a specific section for electronic devices such as computers and tablets, offering convenience for remote workers and online learners. In addition, providing storage space for essential equipment promotes a tidy workspace by facilitating the organization of many items. The integrated flash system offers supplementary illumination for dimly lit surroundings, while the cooling fans prevent the table's surface from overheating in hot weather or during prolonged laptop usage, making it an optimal and superior choice for laptop users. In order to cater to the needs of students, painters, and other individuals who require writing tools on a regular basis, a pencil and pen stand is included, hence enhancing the versatility of the table. The scissor lift mechanism allows for easy modifications in height, making it convenient to customize usage and providing the option of using it as a standing desk. Overall, this convertible table exemplifies its ability to adapt, its user-friendly nature, and its usefulness in a wide range of situations and settings.

Keywords: Furniture design, laptop stand, study table, learning tool, furniture manufacturing, contemporary design.

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Authors: N. Lassouaoui, L. Hamami, N. Nouali

Abstract:

The tracking allows to detect the tumor affections of cervical cancer, it is particularly complex and consuming time, because it consists in seeking some abnormal cells among a cluster of normal cells. In this paper, we present our proposed computer system for helping the doctors in tracking the cervical cancer. Knowing that the diagnosis of the malignancy is based in the set of atypical morphological details of all cells, herein, we present an unsupervised genetic algorithm for the separation of cell components since the diagnosis is doing by analysis of the core and the cytoplasm. We give also the various algorithms used for computing the morphological characteristics of cells (Ratio core/cytoplasm, cellular deformity, ...) necessary for the recognition of illness.

Keywords: Cervical cell, morphological analysis, recognition, segmentation.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Virgil Miranda, Gissele Mosqueda, Pablo Delgado, Yimesker Yihun

Abstract:

Muscular fatigue affects the muscle activation that is needed for producing the desired clinical outcome. Integrating optimal muscle relaxation periods into a variety of health care rehabilitation protocols is important to maximize the efficiency of the therapy. In this study, four muscle relaxation periods (30, 60, 90 and 120 seconds) and their effectiveness in producing consistent muscle activation of the muscle biceps brachii between sets of an elbow flexion and extension task were investigated among a sample of 10 subjects with no disabilities. The same resting periods were then utilized in a controlled exoskeleton-based exercise for a sample size of 5 subjects and have shown similar results. On average, the muscle activity of the biceps brachii decreased by 0.3% when rested for 30 seconds, and it increased by 1.25%, 0.76% and 0.82% when using muscle relaxation periods of 60, 90 and 120 seconds, respectively. The preliminary results suggest that a muscle relaxation period of about 60 seconds is needed for optimal continuous muscle activation within rehabilitation regimens. Robot-based rehabilitation is good to produce repetitive tasks with the right intensity and knowing the optimal resting period will make the automation more effective.

Keywords: Rest intervals, muscle biceps brachii, robot rehabilitation, muscle fatigue.

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Authors: John Kabuba

Abstract:

The study investigated the implementation of the Neural Network (NN) techniques for prediction of the loading of Cu ions onto clinoptilolite. The experimental design using analysis of variance (ANOVA) was chosen for testing the adequacy of the Neural Network and for optimizing of the effective input parameters (pH, temperature and initial concentration). Feed forward, multi-layer perceptron (MLP) NN successfully tracked the non-linear behavior of the adsorption process versus the input parameters with mean squared error (MSE), correlation coefficient (R) and minimum squared error (MSRE) of 0.102, 0.998 and 0.004 respectively. The results showed that NN modeling techniques could effectively predict and simulate the highly complex system and non-linear process such as ionexchange.

Keywords: Clinoptilolite, loading, modeling, Neural network.

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Authors: Panagiotis Kyratsis, Dr. Ing. Nikolaos Bilalis, Dr. Ing. Aristomenis Antoniadis

Abstract:

Twist drills are geometrical complex tools and thus various researchers have adopted different mathematical and experimental approaches for their simulation. The present paper acknowledges the increasing use of modern CAD systems and using the API (Application Programming Interface) of a CAD system, drilling simulations are carried out. The developed DRILL3D software routine, creates parametrically controlled tool geometries and using different cutting conditions, achieves the generation of solid models for all the relevant data involved (drilling tool, cut workpiece, undeformed chip). The final data derived, consist a platform for further direct simulations regarding the determination of cutting forces, tool wear, drilling optimizations etc.

Keywords: Drilling, CAD based simulation, 3D-modelling.

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