Search results for: Enhanced Collaborative Optimization (ECO).

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: Myeongjin Park, Ohmin Kwon, Juhyun Park, Sangmoon Lee

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This paper proposes improved delay-dependent stability conditions of the linear time-delay systems of neutral type. The proposed methods employ a suitable Lyapunov-Krasovskii’s functional and a new form of the augmented system. New delay-dependent stability criteria for the systems are established in terms of Linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical examples showed that the proposed method is effective and can provide less conservative results.

Keywords: Neutral systems, Time-delay, Stability, Lyapunovmethod, LMI.

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Authors: Xiaowen Zhang, Wanda Luen-Wun Siu

Abstract:

Against the background of President Xi Jinping and Vladimir Putin hailing economics at the heart of their bilateral relationship, Putin conveyed that economic cooperation and trade are important to the revitalization of China and Russia. Likewise, President Xi Jinping noted that Russia and China bask in unprecedented great confidence and collaboration. Such amicable relationships may translate into enhanced economic cooperation and Chinese foreign investment in Russia. This paper employed a retrospective review and attempted to analyze Chinese agricultural engagement in Russian Far East, in addition to examining what was dubbed as land grabbing in Russia, probing into the political, economics, and human dimensions on the land debate. Such an analysis is significant as it contributes to the literature on foreign investment in agriculture.

Keywords: Agriculture, Chinese foreign investment, land grabbing, Russian Far East.

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Authors: S. Kumaravel, B. Venkataramani

Abstract:

In the literature, Improved Recycling Folded Cascode (IRFC) Operational Transconductance Amplifier (OTA) is proposed for enhancing the DC gain and the Unity Gain Bandwidth (UGB) of the Recycling Folded Cascode (RFC) OTA. In this paper, an enhanced IRFC (EIRFC) OTA which uses positive feedback at the cascode node is proposed for enhancing the differential mode (DM) gain without changing the unity gain bandwidth (UGB) and lowering the Common mode (CM) gain. For the purpose of comparison, IRFC and EIRFC OTAs are implemented using UMC 90nm CMOS technology and studied through simulation. From the simulation, it is found that the DM gain and CM gain of EIRFC OTA is higher by 6dB and lower by 38dB respectively, compared to that of IRFC OTA for the same power and area. The slew rate of EIRFC OTA is also higher by a factor of 1.5.

Keywords: Cascode Amplifier, CMRR, gm/ID Methodology, Recycling, Slew Rate.

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Authors: S.L. Loh, S. Salleh, N.H. Sarmin

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A spanning tree of a connected graph is a tree which consists the set of vertices and some or perhaps all of the edges from the connected graph. In this paper, a model for spanning tree transformation of connected graphs into single-row networks, namely Spanning Tree of Connected Graph Modeling (STCGM) will be introduced. Path-Growing Tree-Forming algorithm applied with Vertex-Prioritized is contained in the model to produce the spanning tree from the connected graph. Paths are produced by Path-Growing and they are combined into a spanning tree by Tree-Forming. The spanning tree that is produced from the connected graph is then transformed into single-row network using Tree Sequence Modeling (TSM). Finally, the single-row routing problem is solved using a method called Enhanced Simulated Annealing for Single-Row Routing (ESSR).

Keywords: Graph theory, simulated annealing, single-rowrouting and spanning tree.

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Authors: Z. G. Wang, M. Rahman, Y. S. Wong, K. S. Neo

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In this paper, a new hybrid of genetic algorithm (GA) and simulated annealing (SA), referred to as GSA, is presented. In this algorithm, SA is incorporated into GA to escape from local optima. The concept of hierarchical parallel GA is employed to parallelize GSA for the optimization of multimodal functions. In addition, multi-niche crowding is used to maintain the diversity in the population of the parallel GSA (PGSA). The performance of the proposed algorithms is evaluated against a standard set of multimodal benchmark functions. The multi-niche crowding PGSA and normal PGSA show some remarkable improvement in comparison with the conventional parallel genetic algorithm and the breeder genetic algorithm (BGA).

Keywords: Crowding, genetic algorithm, parallel geneticalgorithm, simulated annealing.

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Authors: Esmaeil Asadzadeh, Mehtab Alam

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Progressive collapse of the layered hyperbolic tower shells are studied considering the influences of changes in the supporting columns’ types and angles. 3-D time history analyses employing the finite element method are performed for the towers supported with I-type and ᴧ-type column. It is found that the inclination angle of the supporting columns is a very important parameter in optimization and safe design of the cooling towers against the progressive collapse. It is also concluded that use of Demand Capacity Ratio (DCR) criteria of the linear elastic approach recommended by GSA is un-conservative for the hyperbolic tower shells.

Keywords: Progressive collapse, cooling towers, finite element analysis, crack generation, reinforced concrete.

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Authors: M. Farnush

Abstract:

This study is concerned with the microstructural analysis and improvement of wear resistance of 356 aluminum alloy by a high energy electron beam. Shock hardening on material by high energy electron beam improved wear resistance. Particularly, in the surface of material by shock hardening, the wear resistance was greatly enhanced to 29% higher than that of the 356 aluminum alloy substrate. These findings suggested that surface shock hardening using high energy electron beam irradiation was economical and useful for the development of surface shock hardening with improved wear resistance.

Keywords: Al356 alloy, HEEB, wear resistance, frictional characteristics.

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Authors: Wang Jing, Liu Shouwen, Pei Yifei

Abstract:

A satellite is being integrated and tested by BISEE (Beijing Institute of Spacecraft Environment Engineering). This paper describes the infrared lamp array simulation technology used for satellite thermal balance and thermal vacuum test. These tests were performed in KM6 space environmental simulator in Beijing, China. New software and hardware developed by BISEE, along with enhanced heat flux uniformity, provided for well accomplished thermal balance and thermal vacuum tests. The flux uniformity of lamp array was satisfied with test requirement. Monitored background radiometer offered reliable heat flux measurements with remarkable repeatability. Simulation software supplied accurate thermal flux distribution predictions.

Keywords: Satellite, Thermal test, Infrared lamp array, Heatflux

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Authors: Fanqiang Kong, Jindong Zhang, Daiyin Zhu

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Space-time adaptive processing (STAP) techniques have been motivated as a key enabling technology for advanced airborne radar applications. In this paper, the notion of cognitive radar is extended to STAP technique, and cognitive STAP is discussed. The principle for improving signal-to-clutter ratio (SCNR) based on slow-time coding is given, and the corresponding optimization algorithm based on cyclic and power-like algorithms is presented. Numerical examples show the effectiveness of the proposed method.

Keywords: Space-time adaptive processing (STAP), signal-to-clutter ratio, slow-time coding.

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Authors: Majid Tolouei-Rad

Abstract:

This paper describes a combined mathematicalgraphical approach for optimum tool path planning in order to improve machining efficiency. A methodology has been used that stabilizes machining operations by adjusting material removal rate in pocket milling operations while keeping cutting forces within limits. This increases the life of cutting tool and reduces the risk of tool breakage, machining vibration, and chatter. Case studies reveal the fact that application of this approach could result in a slight increase of machining time, however, a considerable reduction of tooling cost, machining vibration, noise and chatter can be achieved in addition to producing a better surface finish.

Keywords: CNC machines, milling, optimization, removal rate.

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Authors: Igor Astrov, Mikhail Pikkov, Rein Paluoja

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This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a flight control procedure to address the dynamics variation and performance requirement difference of flight trajectory for an unmanned helicopter model with vectored thrust configuration. This control strategy for chosen model of VTAV has been verified by simulation of take-off and forward maneuvers using software package Simulink and demonstrated good performance for fast stabilization of motors, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.

Keywords: Neural network predictive controller, situational awareness, vectored thrust aerial vehicle.

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Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

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This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction.

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Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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Authors: Andreas D. Jansson

Abstract:

The availability of inexpensive, yet competent hardware allows for increased level of automation and self-optimization in the context of Industry 4.0. However, such agents require high quality information about their surroundings along with a robust strategy for collision avoidance, as they may cause expensive damage to equipment or other agents otherwise. Manually defining a strategy to cover all possibilities is both time-consuming and counter-productive given the capabilities of modern hardware. This paper explores the idea of a model-free self-optimizing obstacle avoidance strategy for multiple autonomous agents in a simulated dynamic environment using the Q-learning algorithm.

Keywords: Autonomous vehicles, industry 4.0, multi-agent system, obstacle avoidance, Q-learning, simulation.

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Authors: Nguyen Minh Tuan, Bui Lan Anh, Bui Nu Hoang Anh

Abstract:

The study was conducted to evaluate the efficiency of Garlic and Chili combination solution on control of insect pests in cabbage crop. The solution was sprayed at different intervals after transplanting. The efficiency of Garlic and chili combination solution on cabbage insect pests was measured. Results revealed that Garlic and chili combination solution was the effectively reduced cabbage insect pests. On other hand, the spray solution not only reduced the number of days required for the cabbage growth but also greatly enhanced the leaf number, head diameter, head weight, and quality of cabbage. Garlic and chili combination solution have positive effects on pests reduction and improve growth, yield and quality of cabbage vegetable.

Keywords: Cabbage, Garlic, Chili, Diamondback moth, Cutworm, Flea Beetle, Quality.

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Authors: P. Suntornchot, T. Satapanajaru, S.D. Comfort

Abstract:

Water, soil and sediment contaminated with metolachlor poses a threat to the environment and human health. We determined the effectiveness of nano-zerovalent iron (NZVI) to dechlorinate metolachlor [2-chloro-n-(2-ethyl-6-methyl-phenyl)-n- (1-methoxypropan-2-yl)acetamide] in pH solution and the presence of aluminium salt. The optimum dosage of degradation of 100 mlL-1 metolachlor was 1% (w/v) NZVI. The degradation kinetic rate (kobs) was 0.218×10-3 min-1 and specific first-order rates (kSA) was 8.72×10-7 L m-2min-1. By treating aqueous solutions of metolachlor with NZVI, metolachlor destruction rate were increased as the pH decrease from 10 to 4. Lowering solution pH removes Fe (III) passivating layers from the NZVI and makes it free for reductive transformations. Destruction kinetic rates were 20.8×10-3 min-1 for pH4, 18.9×10-3 min-1 for pH7, 13.8×10-3 min-1 for pH10. In addition, destruction kinetic of metolachlor by NZVI was enhanced when aluminium sulfate was added. The destruction kinetic rate were 20.4×10-3 min-1 for 0.05% Al(SO4)3 and 60×10-3 min-1 for 0.1% Al(SO4)3.

Keywords: destruction, kinetic rate, metolachlor, nano-zerovalent iron

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Authors: Baby Joseph, Sankarganesh Palaniyandi

Abstract:

The enzyme alkaline protease production was determined under solid state fermentation using the soil bacteria Serratia marcescens sp7. The maximum production was obtained from wheat bran medium than ground nut shell and chemically defined medium. The physiological fermentation factors such as pH of the medium (pH 8), Temperature (40oC) and incubation time (48 hrs) played a vital role in alkaline protease production in all the above. 100Mm NaCl has given better resolution during elution of the enzymes. The enzyme production was found to be associated with growth of the bacterial culture.

Keywords: Alkaline protease, Wheat bran, Ground nut shell, Serratia marcescens

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Authors: Maricar G. Misola, Bryan B. Navarro

Abstract:

Facility Layout Problem (FLP) is one of the essential problems of several types of manufacturing and service sector. It is an optimization problem on which the main objective is to obtain the efficient locations, arrangement and order of the facilities. In the literature, there are numerous facility layout problem research presented and have used meta-heuristic approaches to achieve optimal facility layout design. This paper presented genetic algorithm to solve facility layout problem; to minimize total cost function. The performance of the proposed approach was verified and compared using problems in the literature.

Keywords: Facility Layout Problem, Genetic Algorithm, Material Handling Cost, Meta-heuristic Approach.

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Authors: K. J. Chung, C.C.Chiang, Y.M. Liu, N. W. Pu, M. D. Ger

Abstract:

Fabrication and efficiency enhancement of non-mercury, high efficiency and green field emission lamps using carbon nano-materials such as carbon nanotubes as cathode field emitters was studied. Phosphor was coated on the ITO glass or metal substrates as the anode. The luminescence efficiency enhancement was carried out by upgrading the uniform of the emitters, improving electron and thermal conductivity of the phosphor and the optimization of the design of different cathode/anode configurations. After evaluation of the aforementioned parameters, the luminescence efficiency of the field emission lamps was raised.

Keywords: Field emission lamps, carbon nano-materials, luminescence efficiency

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Authors: C. L. Voon, M. Awang

Abstract:

CO₂ miscible displacement is not feasible in many oil fields due to high reservoir temperature as higher pressure is required to achieve miscibility. The miscibility pressure is far higher than the formation fracture pressure making it impossible to have CO₂ miscible displacement. However, by using oleophilic chemicals, minimum miscibility pressure (MMP) could be lowered. The main objective of this research is to find the best oleophilic chemical in MMP reduction using slim-tube test and Vanishing Interfacial Tension (VIT) The chemicals are selected based on the characteristics that it must be oil soluble, low water solubility, have 4 – 8 carbons, semi polar, economical, and safe for human operation. The families of chemicals chosen are carboxylic acid, alcohol, and ketone. The whole experiment would be conducted at 100°C and the best chemical is said to be effective when it is able to lower CO₂-crude oil MMP the most. Findings of this research would have great impact to the oil and gas industry in reduction of operation cost for CO₂EOR which is applicable to both onshore and offshore operation.

Keywords: Enhanced Oil Recovery, Oleophilic Chemical, Minimum Miscibility Pressure, CO2 Miscible Displacement.

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Authors: Daniel Y. Abebe, Dongyoung Lim, Gyumyong Gwak, Jaehyouk Choi

Abstract:

The design philosophy of building structure has been changing time to time. The reason for this is because of an increase of human inertest, an improved building materials and technology that will impact how we live, to speed up construction period and natural effect which includes earthquake disasters and environmental effect. One technique which takes in to account the above case is using a prefabricable structural system. In which each and every structural element is designed and prefabricated and assembled on a site so that the construction speed is increased and the environmental impact is also enhanced. This system has an immense advantage such as: reduce construction cost, reusable, recyclable, speed up construction period and less environmental effect. In this study, it is tried to present some of the developed and evaluated structural elements of building structures.

Keywords: Eccentrically braced frame, Natural disaster, Prefabricable structural, Removable link, SGSS.

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Authors: Shishir Kumar, Chhaya Gangwal, Seema Raj

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Public health informatics (PHI) which has seen successful implementation in the developed world, become the buzzword in the developing countries in providing improved healthcare with enhanced access. In rural areas especially, where a huge gap exists between demand and supply of healthcare facilities, PHI is being seen as a major solution. There are factors such as growing network infrastructure and the technological adoption by the health fraternity which provide support to these claims. Public health informatics has opportunities in healthcare by providing opportunities to diagnose patients, provide intra-operative assistance and consultation from a remote site. It also has certain barriers in the awareness, adaptation, network infrastructure, funding and policy related areas. There are certain medico-legal aspects involving all the stakeholders which need to be standardized to enable a working system. This paper aims to analyze the potential and challenges of Public health informatics services in rural communities.

Keywords: PHI, e-health, Public health.

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Authors: Hazleen Anuar, Nur Aimi Mohd Nasir, Yousuf El-Shekeil

Abstract:

Durian skin is a newly explores natural fibre potentially reinforced polyolefin for diverse applications. In this work, investigation on the effect of coupling agent, maleic anhydride polypropylene (MAPP) on the mechanical, morphological, and thermal properties of polypropylene (PP) reinforced with durian skin fibre (DSF) was conducted. The presence of 30 wt% DSF significantly reduced the tensile strength of PP-DSF composite. Interestingly, even though the same trend goes to PP-DSF with the presence of MAPP, the reduction is only about 4% relative to unreinforced PP and 18% higher than PP-DSF without MAPP (untreated composite or UTC). The used of MAPP in treated composite (TC) also increased the tensile modulus, flexural properties and degradation temperature. The enhanced mechanical properties are consistent with good interfacial interaction as evidenced under scanning electron microscopy.

Keywords: Durian skin fiber, coupling agent, mechanical properties, thermogravimetry analysis.

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Authors: Rizwan Moeen, Riaz Ahmad, Tanweer Ul Islam, Shahid Ikramullah, Muhammad Umer

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Supplier appraisal fosters energy in Supply Chain Management and helps in best optimization of viable business partners for a company. Many Decision Making techniques have already been proposed by researchers for supplier-s appraisal. However, Analytic Hierarchy Process (AHP) is assumed to be the most structured technique to attain near-best solution of the problem. This paper focuses at implementation of AHP in the procurement processes. It also suggests that on what factors a Public Sector Enterprises must focus while dealing with their suppliers and what should the suppliers do to synchronize their activities with the strategic objectives of Organization. It also highlights the weak areas in supplier appraisal process with a view to suggest viable recommendations.

Keywords: AHP, MCDM techniques, Supply Chain Management (SCM), Supplier appraisal.

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Authors: K. Metaxiotis, K. Liagkouras

Abstract:

This study presents an Expert System specially designed to be used with Multiobjective Evolutionary Algorithms (MOEAs) for the solution of the portfolio selection problem. The validation of the proposed hybrid System is done by using data sets from Hang Seng 31 in Hong Kong, DAX 100 in Germany and FTSE 100 in UK. The performance of the proposed system is assessed in comparison with the Non-dominated Sorting Genetic Algorithm II (NSGAII). The evaluation of the performance is based on different performance metrics that evaluate both the proximity of the solutions to the Pareto front and their dispersion on it. The results show that the proposed hybrid system is efficient for the solution of this kind of problems.

Keywords: Expert Systems, Multiobjective optimization, Evolutionary Algorithms, Portfolio Selection.

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Authors: L. N. A. C. Jayawardena, Ales Gregar

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Emotional Intelligence (EI) has been identified as an important factor for corporate success. However, there are few empirical findings on the impact of Strategic EI per se. The ooverall objective of the study was to empirically examine the relationship between the Strategic EI and Transformational Leadership style of managers. Sixty four managers were selected from the banking industry in Czech Republic. Genos EI Inventory, and the Multifactor Leadership Questionnaire – Form 5X-Short were employed as the major research instruments of the study. Descriptive and inferential analyses of survey data were conducted using SPSS software. Variations were observed among the components of Strategic EI between males, and females. Study concludes positive a relationship between Strategic EI of Czech managers and their transformational leadership style. Improving awareness and usage of EI, will contribute to facilitate career success through enhanced levels of transformational leadership of managers.

Keywords: Strategic Emotional Intelligence, Transformational leadership, Socio-demographic factors.

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Authors: A.Guntida, K. Suriye, S. Kunjara Na Ayudhya, J. Panpranot, P. Praserthdam

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Propylene self-metathesis to ethylene and butene was studied over WOx/SiO2 catalysts at 450oC and atmospheric pressure. The WOx/SiO2 catalysts were prepared by incipient wetness impregnation of ammonium metatungstate aqueous solution. It was found that, adding nano-sized extra supports (SiO2 and TiO2) by physical mixing with the WOx/SiO2 enhanced propylene conversion. The UV-Vis and FT-Raman results revealed that WOx could migrate from the original silica support to the extra support, leading to a better dispersion of WOx. The ICP-OES results also indicate that WOx existed on the extra support. Coke formation was investigated on the catalysts after 10 h time-on-stream by TPO. However, adding nano-sized extra supports led to higher coke formation which may be related to acidity as characterized by NH3-TPD.

Keywords: Extra support, nanomaterial, propylene self-metathesis, tungsten oxide.

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Authors: Marco Hemmerling

Abstract:

The paper outlines the relevance of computational geometry within the design and production process of architecture. Based on two case studies, the digital chain - from the initial formfinding to the final realization of spatial concepts - is discussed in relation to geometric principles. The association with the fascinating complexity that can be found in nature and its underlying geometry was the starting point for both projects presented in the paper. The translation of abstract geometric principles into a three-dimensional digital design model – realized in Rhinoceros – was followed by a process of transformation and optimization of the initial shape that integrated aesthetic, spatial and structural qualities as well as aspects of material properties and conditions of production.

Keywords: Architecture, Computer Aided Architectural Design, 3D-Modeling, Rapid Prototyping, CAD/CAM.

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Authors: Wan Hasrulnizzam Wan Mahmood, Mohd Nizam Ab Rahman, Baba Md Deros

Abstract:

Green supply chain management is an increasingly recognized practice among companies that are seeking to improve environmental performance. Of particular concern is how to arouse organizational awareness and put green activities into practice in order to enhance manufacturing performances. This paper investigates the correlation of green supply chain practices and manufacturing performances in Malaysian certified MS ISO 14000 manufacturing firms. The findings shows that green supply chain practices which that can be denominated product recycling, environmental compliance and optimization have significant influence to some of the manufacturing performances.

Keywords: Green supply chain practice, Manufacturing system performance, Malaysia

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