Search results for: linear static analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10349

Search results for: linear static analysis

8819 New Device for Enhancement of Liposomal Magnetofection Efficiency of Cancer Cells

Authors: M. Baryshev, D.Vainauska, S. Kozireva, A.Karpovs

Abstract:

Liposomal magnetofection is the most powerful nonviral method for the nucleic acid delivery into the cultured cancer cells and widely used for in vitro applications. Use of the static magnetic field condition may result in non-uniform distribution of aggregate complexes on the surface of cultured cells. To prevent this, we developed the new device which allows to concentrate aggregate complexes under dynamic magnetic field, assisting more contact of these complexes with cellular membrane and, possibly, stimulating endocytosis. Newly developed device for magnetofection under dynamic gradient magnetic field, “DynaFECTOR", was used to compare transfection efficiency of human liver hepatocellular carcinoma cell line HepG2 with that obtained by lipofection and magnetofection. The effect of two parameters on transfection efficiency, incubation time under dynamic magnetic field and rotation frequency of magnet, was estimated. Liposomal magnetofection under dynamic gradient magnetic field showed the highest transfection efficiency for HepG2 cells.

Keywords: Dynamic magnetic field, Lipofection, Magnetofection

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8818 The Banzhaf-Owen Value for Fuzzy Games with a Coalition Structure

Authors: Fan-Yong Meng

Abstract:

In this paper, a generalized form of the Banzhaf-Owen value for cooperative fuzzy games with a coalition structure is proposed. Its axiomatic system is given by extending crisp case. In order to better understand the Banzhaf-Owen value for fuzzy games with a coalition structure, we briefly introduce the Banzhaf-Owen values for two special kinds of fuzzy games with a coalition structure, and give their explicit forms.

Keywords: Cooperative fuzzy game, Banzhaf-Owen value, multi linear extension, Choquet integral.

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8817 Experimental and Computational Analysis of Hygrothermal Performance of an Interior Thermal Insulation System

Authors: Z. Pavlík, J. Kočí, M. Pavlíková, R. Černý

Abstract:

Combined experimental and computational analysis of hygrothermal performance of an interior thermal insulation system applied on a brick wall is presented in the paper. In the experimental part, the functionality of the insulation system is tested at simulated difference climate conditions using a semi-scale device. The measured temperature and relative humidity profiles are used for the calibration of computer code HEMOT that is finally applied for a long-term hygrothermal analysis of the investigated structure.

Keywords: Additional thermal insulation, hygrothermal analysis, semi-scale testing, long-term computational analysis

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8816 On the Performance Analysis of Coexistence between IEEE 802.11g and IEEE 802.15.4 Networks

Authors: Chompunut Jantarasorn, Chutima Prommak

Abstract:

This paper presents an intensive measurement studying of the network performance analysis when IEEE 802.11g Wireless Local Area Networks (WLAN) coexisting with IEEE 802.15.4 Wireless Personal Area Network (WPAN). The measurement results show that the coexistence between both networks could increase the Frame Error Rate (FER) of the IEEE 802.15.4 networks up to 60% and it could decrease the throughputs of the IEEE 802.11g networks up to 55%.

Keywords: Wireless performance analysis, Coexistence analysis, IEEE 802.11g, IEEE 802.15.4.

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8815 Multiple Criteria Decision Making Analysis for Selecting and Evaluating Fighter Aircraft

Authors: C. Ardil, A. M. Pashaev, R.A. Sadiqov, P. Abdullayev

Abstract:

In this paper, multiple criteria decision making analysis technique, is presented for ranking and selection of a set of determined alternatives - fighter aircraft - which are associated with a set of decision factors. In fighter aircraft design, conflicting decision criteria, disciplines, and technologies are always involved in the design process. Multiple criteria decision making analysis techniques can be helpful to effectively deal with such situations and make wise design decisions. Multiple criteria decision making analysis theory is a systematic mathematical approach for dealing with problems which contain uncertainties in decision making. The feasibility and contributions of applying the multiple criteria decision making analysis technique in fighter aircraft selection analysis is explored. In this study, an integrated framework incorporating multiple criteria decision making analysis technique in fighter aircraft analysis is established using entropy objective weighting method. An improved integrated multiple criteria decision making analysis method is utilized to aggregate the multiple decision criteria into one composite figure of merit, which serves as an objective function in the decision process. Therefore, it is demonstrated that the suitable multiple criteria decision making analysis method with decision solution provides an effective objective function for the decision making analysis. Considering that the inherent uncertainties and the weighting factors have crucial decision impacts on the fighter aircraft evaluation, seven fighter aircraft models for the multiple design criteria in terms of the weighting factors are constructed. The proposed multiple criteria decision making analysis model is based on integrated entropy index procedure, and additive multiple criteria decision making analysis theory. Hence, the applicability of proposed technique for fighter aircraft selection problem is considered. The constructed multiple criteria decision making analysis model can provide efficient decision analysis approach for uncertainty assessment of the decision problem. Consequently, the fighter aircraft alternatives are ranked based their final evaluation scores, and sensitivity analysis is conducted.

Keywords: Fighter Aircraft, Fighter Aircraft Selection, Multiple Criteria Decision Making, Multiple Criteria Decision Making Analysis, MCDMA

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8814 Reference Management Software: Comparative Analysis of RefWorks and Zotero

Authors: Sujit K. Basak

Abstract:

This paper presents a comparison of reference management software between RefWorks and Zotero. The results were drawn by comparing two software and the novelty of this paper is the comparative analysis of software and it has shown that ReftWorks can import more information from the Google Scholar for the researchers. This finding could help to know researchers to use the reference management software.

Keywords: Analysis, comparative analysis, reference management software, researchers.

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8813 Discrete Particle Swarm Optimization Algorithm Used for TNEP Considering Network Adequacy Restriction

Authors: H. Shayeghi, M. Mahdavi, A. Kazemi

Abstract:

Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, transmission expansion planning considering network adequacy restriction has not been investigated. Thus, in this paper, STNEP problem is being studied considering network adequacy restriction using discrete particle swarm optimization (DPSO) algorithm. The goal of this paper is obtaining a configuration for network expansion with lowest expansion cost and a specific adequacy. The proposed idea has been tested on the Garvers network and compared with the decimal codification genetic algorithm (DCGA). The results show that the network will possess maximum efficiency economically. Also, it is shown that precision and convergence speed of the proposed DPSO based method for the solution of the STNEP problem is more than DCGA approach.

Keywords: DPSO algorithm, Adequacy restriction, STNEP.

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8812 Experimental Demonstration of an Ultra-Low Power Vertical-Cavity Surface-Emitting Laser for Optical Power Generation

Authors: S. Nazhan, Hassan K. Al-Musawi, Khalid A. Humood

Abstract:

This paper reports on an experimental investigation into the influence of current modulation on the properties of a vertical-cavity surface-emitting laser (VCSEL) with a direct square wave modulation. The optical output power response, as a function of the pumping current, modulation frequency, and amplitude, is measured for an 850 nm VCSEL. We demonstrate that modulation frequency and amplitude play important roles in reducing the VCSEL’s power consumption for optical generation. Indeed, even when the biasing current is below the static threshold, the VCSEL emits optical power under the square wave modulation. The power consumed by the device to generate light is significantly reduced to > 50%, which is below the threshold current, in response to both the modulation frequency and amplitude. An operating VCSEL device at low power is very desirable for less thermal effects, which are essential for a high-speed modulation bandwidth.

Keywords: VCSELs, optical power generation, power consumption, square wave modulation.

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8811 Fusion Filters Weighted by Scalars and Matrices for Linear Systems

Authors: Seok Hyoung Lee, Vladimir Shin

Abstract:

An optimal mean-square fusion formulas with scalar and matrix weights are presented. The relationship between them is established. The fusion formulas are compared on the continuous-time filtering problem. The basic differential equation for cross-covariance of the local errors being the key quantity for distributed fusion is derived. It is shown that the fusion filters are effective for multi-sensor systems containing different types of sensors. An example demonstrating the reasonable good accuracy of the proposed filters is given.

Keywords: Kalman filtering, fusion formula, multi-sensor, mean-square error.

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8810 Performance Analysis of Adaptive LMS Filter through Regression Analysis using SystemC

Authors: Hyeong-Geon Lee, Jae-Young Park, Suk-ki Lee, Jong-Tae Kim

Abstract:

The LMS adaptive filter has several parameters which can affect their performance. From among these parameters, most papers handle the step size parameter for controlling the performance. In this paper, we approach three parameters: step-size, filter tap-size and filter form. The regression analysis is used for defining the relation between parameters and performance of LMS adaptive filter with using the system level simulation results. The results present that all parameters have performance trends in each own particular form, which can be estimated from equations drawn by regression analysis.

Keywords: System level model, adaptive LMS FIR filter, regression analysis, systemC.

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8809 Detection and Classification of Faults on Parallel Transmission Lines Using Wavelet Transform and Neural Network

Authors: V.S.Kale, S.R.Bhide, P.P.Bedekar, G.V.K.Mohan

Abstract:

The protection of parallel transmission lines has been a challenging task due to mutual coupling between the adjacent circuits of the line. This paper presents a novel scheme for detection and classification of faults on parallel transmission lines. The proposed approach uses combination of wavelet transform and neural network, to solve the problem. While wavelet transform is a powerful mathematical tool which can be employed as a fast and very effective means of analyzing power system transient signals, artificial neural network has a ability to classify non-linear relationship between measured signals by identifying different patterns of the associated signals. The proposed algorithm consists of time-frequency analysis of fault generated transients using wavelet transform, followed by pattern recognition using artificial neural network to identify the type of the fault. MATLAB/Simulink is used to generate fault signals and verify the correctness of the algorithm. The adaptive discrimination scheme is tested by simulating different types of fault and varying fault resistance, fault location and fault inception time, on a given power system model. The simulation results show that the proposed scheme for fault diagnosis is able to classify all the faults on the parallel transmission line rapidly and correctly.

Keywords: Artificial neural network, fault detection and classification, parallel transmission lines, wavelet transform.

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8808 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F

Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.

Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.

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8807 Time-Dependent Behavior of Reinforced Concrete Beams under Sustained and Repeated Loading

Authors: Sultan Daud, John P. Forth, Nikolaos Nikitas

Abstract:

The current study aims to highlight the loading characteristics impact on the time evolution (focusing particularly on long term effects) of the deformation of realized reinforced concrete beams. Namely the tension stiffening code provisions (i.e. within Eurocode 2) are reviewed with a clear intention to reassess their operational value and predicting capacity. In what follows the experimental programme adopted along with some preliminary findings and numerical modeling attempts are presented. For a range of long slender reinforced concrete simply supported beams (4200 mm) constant static sustained and repeated cyclic loadings were applied mapping the time evolution of deformation. All experiments were carried out at the Heavy Structures Lab of the University of Leeds. During tests the mid-span deflection, creep coefficient and shrinkage strains were monitored for duration of 90 days. The obtained results are set against the values predicted by Eurocode 2 and the tools within an FE commercial package (i.e. Midas FEA) to yield that existing knowledge and practise is at times over-conservative.

Keywords: Eurocode2, midas fea, repeated, sustained loading.

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8806 Effect of Aggregate Gradation on Moisture Susceptibility and Creep in HMA

Authors: Haider H. Aodah, Yassir Nashaat A. Kareem, Satish Chandra

Abstract:

The present study explains the effect of aggregate gradation on moisture damage in bituminous mixes. Three types of aggregate gradation and two types of binder; VG-30 and Polymer modified bitumen (PMB-40) are used. Moisture susceptibility tests like retained stability and tensile strength ratio (TSR) and static creep test are conducted on Marshall specimens. The creep test was also conducted for conditioned and unconditioned specimens to observe the effect of moisture on creep behaviour. The results indicate that Marshall stability value is higher in PMB-40 mix than VG-30 mixes. Moisture susceptibility of PMB-40 mixes is low when compared with mix using VG-30. The reduction in retained stability, and indirect tensile strength and increase in creep are evaluated for finer, coarser and normal gradation of aggregate to observe the effect of gradation on moisture susceptibility of mixes. The retained stability is least affected when compared with other moisture susceptibility parameters

Keywords: Aggregate gradation, Creep ratio, Retained stability, Stripping, Tensile strength ratio.

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8805 Improving the Performances of the nMPRA Architecture by Implementing Specific Functions in Hardware

Authors: Ionel Zagan, Vasile Gheorghita Gaitan

Abstract:

Minimizing the response time to asynchronous events in a real-time system is an important factor in increasing the speed of response and an interesting concept in designing equipment fast enough for the most demanding applications. The present article will present the results regarding the validation of the nMPRA (Multi Pipeline Register Architecture) architecture using the FPGA Virtex-7 circuit. The nMPRA concept is a hardware processor with the scheduler implemented at the processor level; this is done without affecting a possible bus communication, as is the case with the other CPU solutions. The implementation of static or dynamic scheduling operations in hardware and the improvement of handling interrupts and events by the real-time executive described in the present article represent a key solution for eliminating the overhead of the operating system functions. The nMPRA processor is capable of executing a preemptive scheduling, using various algorithms without a software scheduler. Therefore, we have also presented various scheduling methods and algorithms used in scheduling the real-time tasks.

Keywords: nMPRA architecture, pipeline processor, preemptive scheduling, real-time system.

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8804 An Experimental Study on Development of the Connection System of Concrete Barriers Applicable to Modular Bridge

Authors: Seung-Kyung Kye, Sang-Seung Lee, Dooyong Cho, Sun-Kyu Park

Abstract:

Although many studies on the assembly technology of the bridge construction have dealt mostly with on the pier, girder or the deck of the bridge, studies on the prefabricated barrier have rarely been performed. For understanding structural characteristics and application of the concrete barrier in the modular bridge, which is an assembly of structure members, static loading test was performed. Structural performances as a road barrier of the three methods, conventional cast-in-place(ST), vertical bolt connection(BVC) and horizontal bolt connection(BHC) were evaluated and compared through the analyses of load-displacement curves, strain curves of the steel, concrete strain curves and the visual appearances of crack patterns. The vertical bolt connection(BVC) method demonstrated comparable performance as an alternative to conventional cast-in-place(ST) while providing all the advantages of prefabricated technology. Necessities for the future improvement in nuts enforcement as well as legal standard and regulation are also addressed.

Keywords: Modular Bridge, Concrete Barrier, Bolt Connection

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8803 A Dual Method for Solving General Convex Quadratic Programs

Authors: Belkacem Brahmi, Mohand Ouamer Bibi

Abstract:

In this paper, we present a new method for solving quadratic programming problems, not strictly convex. Constraints of the problem are linear equalities and inequalities, with bounded variables. The suggested method combines the active-set strategies and support methods. The algorithm of the method and numerical experiments are presented, while comparing our approach with the active set method on randomly generated problems.

Keywords: Convex quadratic programming, dual support methods, active set methods.

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8802 Double Flux Orientation Control for a Doubly Fed Induction Machine

Authors: A. Ourici

Abstract:

Doubly fed induction machines DFIM are used mainly for wind energy conversion in MW power plants. This paper presents a new strategy of field oriented control ,it is based on the principle of a double flux orientation of stator and rotor at the same time. Therefore, the orthogonality created between the two oriented fluxes, which must be strictly observed, leads to generate a linear and decoupled control with an optimal torque. The obtained simulation results show the feasibility and the effectiveness of the suggested method.

Keywords: Doubly fed induction machine, double fluxorientation control , vector control , PWM inverter.

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8801 Development of Integrated GIS Interface for Characteristics of Regional Daily Flow

Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

Abstract:

The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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8800 Globally Exponential Stability for Hopfield Neural Networks with Delays and Impulsive Perturbations

Authors: Adnene Arbi, Chaouki Aouiti, Abderrahmane Touati

Abstract:

In this paper, we consider the global exponential stability of the equilibrium point of Hopfield neural networks with delays and impulsive perturbation. Some new exponential stability criteria of the system are derived by using the Lyapunov functional method and the linear matrix inequality approach for estimating the upper bound of the derivative of Lyapunov functional. Finally, we illustrate two numerical examples showing the effectiveness of our theoretical results.

Keywords: Hopfield Neural Networks, Exponential stability.

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8799 Saudi Twitter Corpus for Sentiment Analysis

Authors: Adel Assiri, Ahmed Emam, Hmood Al-Dossari

Abstract:

Sentiment analysis (SA) has received growing attention in Arabic language research. However, few studies have yet to directly apply SA to Arabic due to lack of a publicly available dataset for this language. This paper partially bridges this gap due to its focus on one of the Arabic dialects which is the Saudi dialect. This paper presents annotated data set of 4700 for Saudi dialect sentiment analysis with (K= 0.807). Our next work is to extend this corpus and creation a large-scale lexicon for Saudi dialect from the corpus.

Keywords: Arabic, Sentiment Analysis, Twitter, annotation.

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8798 Identifying Corruption in Legislation using Risk Analysis Methods

Authors: Chvalkovska, J., Jansky, P., Mejstrik, M.

Abstract:

The objective of this article is to discuss the potential of economic analysis as a tool for identification and evaluation of corruption in legislative acts. We propose that corruption be perceived as a risk variable within the legislative process. Therefore we find it appropriate to employ risk analysis methods, used in various fields of economics, for the evaluation of corruption in legislation. Furthermore we propose the incorporation of these methods into the so called corruption impact assessment (CIA), the general framework for detection of corruption in legislative acts. The applications of the risk analysis methods are demonstrated on examples of implementation of proposed CIA in the Czech Republic.

Keywords: corruption; corruption impact assessment (CIA); legislative; legislative process; risk analysis; Czech Republic

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8797 Solving of the Fourth Order Differential Equations with the Neumann Problem

Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

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8796 The Performance Improvement of Automatic Modulation Recognition Using Simple Feature Manipulation, Analysis of the HOS, and Voted Decision

Authors: Heroe Wijanto, Sugihartono, Suhartono Tjondronegoro, Kuspriyanto

Abstract:

The use of High Order Statistics (HOS) analysis is expected to provide so many candidates of features that can be selected for pattern recognition. More candidates of the feature can be extracted using simple manipulation through a specific mathematical function prior to the HOS analysis. Feature extraction method using HOS analysis combined with Difference to the Nth-Power manipulation has been examined in application for Automatic Modulation Recognition (AMR) to perform scheme recognition of three digital modulation signal, i.e. QPSK-16QAM-64QAM in the AWGN transmission channel. The simulation results is reported when the analysis of HOS up to order-12 and the manipulation of Difference to the Nth-Power up to N = 4. The obtained accuracy rate of AMR using the method of Simple Decision obtained 90% in SNR > 10 dB in its classifier, while using the method of Voted Decision is 96% in SNR > 2 dB.

Keywords: modulation, automatic modulation recognition, feature analysis, feature manipulation.

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8795 Effects of Different Fiber Orientations on the Shear Strength Performance of Composite Adhesive Joints

Authors: Ferhat Kadioglu, Hasan Puskul

Abstract:

A composite material with carbon fiber and polymer matrix has been used as adherent for manufacturing adhesive joints. In order to evaluate different fiber orientations on joint performance, the adherents with the 0°, ±15°, ±30°, ±45° fiber orientations were used in the single lap joint configuration. The joints with an overlap length of 25 mm were prepared according to the ASTM 1002 specifications and subjected to tensile loadings. The structural adhesive used was a two-part epoxy to be cured at 70°C for an hour. First, mechanical behaviors of the adherents were measured using three point bending test. In the test, considerations were given to stress to failure and elastic modulus. The results were compared with theoretical ones using rule of mixture. Then, the joints were manufactured in a specially prepared jig, after a proper surface preparation. Experimental results showed that the fiber orientations of the adherents affected the joint performance considerably; the joints with ±45° adherents experienced the worst shear strength, half of those with 0° adherents, and in general, there was a great relationship between the fiber orientations and failure mechanisms. Delamination problems were observed for many joints, which were thought to be due to peel effects at the ends of the overlap. It was proved that the surface preparation applied to the adherent surface was adequate. For further explanation of the results, a numerical work should be carried out using a possible non-linear analysis.

Keywords: Composite materials, adhesive bonding, bonding strength, lap joint, tensile strength.

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8794 Semiconvergence of Alternating Iterative Methods for Singular Linear Systems

Authors: Jing Wu

Abstract:

In this paper, we discuss semiconvergence of the alternating iterative methods for solving singular systems. The semiconvergence theories for the alternating methods are established when the coefficient matrix is a singular matrix. Furthermore, the corresponding comparison theorems are obtained.

Keywords: Alternating iterative method, Semiconvergence, Singular matrix.

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8793 Laplace Technique to Find General Solution of Differential Equations without Initial Conditions

Authors: Adil Al-Rammahi

Abstract:

Laplace transformations have wide applications in engineering and sciences. All previous studies of modified Laplace transformations depend on differential equation with initial conditions. The purpose of our paper is to solve the linear differential equations (not initial value problem) and then find the general solution (not particular) via the Laplace transformations without needed any initial condition. The study involves both types of differential equations, ordinary and partial.

Keywords: Differential Equations, Laplace Transformations.

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8792 Autonomous Vehicle Navigation Using Harmonic Functions via Modified Arithmetic Mean Iterative Method

Authors: Azali Saudi, Jumat Sulaiman

Abstract:

Harmonic functions are solutions to Laplace’s equation that are known to have an advantage as a global approach in providing the potential values for autonomous vehicle navigation. However, the computation for obtaining harmonic functions is often too slow particularly when it involves very large environment. This paper presents a two-stage iterative method namely Modified Arithmetic Mean (MAM) method for solving 2D Laplace’s equation. Once the harmonic functions are obtained, the standard Gradient Descent Search (GDS) is performed for path finding of an autonomous vehicle from arbitrary initial position to the specified goal position. Details of the MAM method are discussed. Several simulations of vehicle navigation with path planning in a static known indoor environment were conducted to verify the efficiency of the MAM method. The generated paths obtained from the simulations are presented. The performance of the MAM method in computing harmonic functions in 2D environment to solve path planning problem for an autonomous vehicle navigation is also provided.

Keywords: Modified Arithmetic Mean method, Harmonic functions, Laplace’s equation, path planning.

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8791 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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8790 Stature Prediction Model Based On Hand Anthropometry

Authors: Arunesh Chandra, Pankaj Chandna, Surinder Deswal, Rajesh Kumar Mishra, Rajender Kumar

Abstract:

The arm length, hand length, hand breadth and middle finger length of 1540 right-handed industrial workers of Haryana state was used to assess the relationship between the upper limb dimensions and stature. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then simple and multiple linear regression models were used to estimate stature using SPSS (version 17). There was a positive correlation between upper limb measurements (hand length, hand breadth, arm length and middle finger length) and stature (p < 0.01), which was highest for hand length. The accuracy of stature prediction ranged from ± 54.897 mm to ± 58.307 mm. The use of multiple regression equations gave better results than simple regression equations. This study provides new forensic standards for stature estimation from the upper limb measurements of male industrial workers of Haryana (India). The results of this research indicate that stature can be determined using hand dimensions with accuracy, when only upper limb is available due to any reasons likewise explosions, train/plane crashes, mutilated bodies, etc. The regression formula derived in this study will be useful for anatomists, archaeologists, anthropologists, design engineers and forensic scientists for fairly prediction of stature using regression equations.

Keywords: Anthropometric dimensions, Forensic identification, Industrial workers, Stature prediction.

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