Search results for: financial time series.

Authors: Maria Inês Pinho

Abstract:

Recent literature on issues of Cultural Management (also called Strategic Management for cultural organizations) systematically seeks for models that allow such equipment to adapt to the constant change that occurs in contemporary societies. In the last decade, the world, and in particular Europe has experienced a serious financial problem that has triggered defensive mechanisms, both in the direction of promoting the balance of public accounts and in the sense of the anonymous loss of the democratic and cultural values of each nation. If in the first case emerged the Troika that led to strong cuts in funding for Culture, deeply affecting those organizations; in the second case, the commonplace citizen is seen fighting for the non-closure of cultural equipment. Despite this, the cultural manager argues that there is no single formula capable of solving the need to adapt to change. In another way, it is up to this agent to know the existing scientific models and to adapt them in the best way to the reality of the institution he coordinates. These actions, as a rule, are concerned with the best performance vis-à-vis external audiences or with the financial sustainability of cultural organizations. They forget, therefore, that all this mechanics cannot function without its internal public, without its Human Resources. The employees of the cultural organization must then have an entrepreneurial posture - must be intrapreneurial. This paper intends to break this form of action and lead the cultural manager to understand that his role should be in the sense of creating value for society, through a good organizational performance. This is only possible with a posture of strategic entrepreneurship. In other words, with a link between: Cultural Management, Cultural Entrepreneurship and Cultural Intrapreneurship. In order to prove this assumption, the case study methodology was used with the symbol of the European Capital of Culture (Casa da Música) as well as qualitative and quantitative techniques. The qualitative techniques included the procedure of in-depth interviews to managers, founders and patrons and focus groups to public with and without experience in managing cultural facilities. The quantitative techniques involved the application of a questionnaire to middle management and employees of Casa da Música. After the triangulation of the data, it was proved that contemporary management of cultural organizations must implement among its practices, the concept of Strategic Entrepreneurship and its variables. Also, the topics which characterize the Cultural Intrapreneurship notion (job satisfaction, the quality in organizational performance, the leadership and the employee engagement and autonomy) emerged. The findings show then that to be sustainable, a cultural organization should meet the concerns of both external and internal forum. In other words, it should have an attitude of citizenship to the communities, visible on a social responsibility and a participatory management, only possible with the implementation of the concept of Strategic Entrepreneurship and its variable of Cultural Intrapreneurship.

Keywords: Cultural entrepreneurship, cultural intrapreneurship, cultural organizations, strategic management.

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Authors: Irena Durdová

Abstract:

Most people know through experience and intuition what the word „sport“ means. Sport includes a combination of these configurations when it involves team competitions, tournaments, or matches in dual sports or individual sports. Sport management - it is an area of professional endeavor in which a variety of sport-related managerial careers exist and it is also an area of academic professional preparation. Exists three unique aspects of sport management: sport marketing, sport enterprise financial structures and sport industry career paths. The aim of the paper was to highlight the growing importance of sport in contemporary society, especially to emphasize its socio-economic benefits and refer to the development of sport management and marketing. The article has shown that sport contributes 2-3% to gross domestic product in the Czech Republic and that the demand for experts, specialists educated for the sports manager profession is growing.

Keywords: management, sport, sport management, marketing

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Authors: C. Ganesh Babu, P. T. Vanathi

Abstract:

In this paper we present an enhanced noise reduction method for robust speech recognition using Adaptive Gain Equalizer with Non linear Spectral Subtraction. In Adaptive Gain Equalizer method (AGE), the input signal is divided into a number of subbands that are individually weighed in time domain, in accordance to the short time Signal-to-Noise Ratio (SNR) in each subband estimation at every time instant. Instead of focusing on suppression the noise on speech enhancement is focused. When analysis was done under various noise conditions for speech recognition, it was found that Adaptive Gain Equalizer method algorithm has an obvious failing point for a SNR of -5 dB, with inadequate levels of noise suppression for SNR less than this point. This work proposes the implementation of AGE when coupled with Non linear Spectral Subtraction (AGE-NSS) for robust speech recognition. The experimental result shows that out AGE-NSS performs the AGE when SNR drops below -5db level.

Keywords: Adaptive Gain Equalizer, Non Linear Spectral Subtraction, Speech Enhancement, and Speech Recognition.

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Authors: Chansiri Singhtaun, Nattaporn Prasartthong

Abstract:

The purpose of this research is to reduce the amount of incomplete coating of stainless steel washers in the electrodeposition painting process by using an experimental design technique. The surface preparation was found to be a major cause of painted surface quality. The influence of pretreating and painting process parameters, which are cleaning time, chemical concentration and shape of hanger were studied. A 23 factorial design with two replications was performed. The analysis of variance for the designed experiment showed the great influence of cleaning time and shape of hanger. From this study, optimized cleaning time was determined and a newly designed electrical conductive hanger was proved to be superior to the original one. The experimental verification results showed that the amount of incomplete coating defects decreased from 4% to 1.02% and operation cost decreased by 10.5%.

Keywords: Defect reduction, design of experiments, electrodeposition painting, stainless steel.

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Authors: Peerapong Uthansakul, Monthippa Uthansakul

Abstract:

WLAN Positioning has been presented by many approaches in literatures using the characteristics of Received Signal Strength (RSS), Time of Arrival (TOA) or Time Difference of Arrival (TDOA), Angle of Arrival (AOA) and cell ID. Among these, RSS approach is the simplest method to implement because there is no need of modification on both access points and client devices whereas its accuracy is terrible due to physical environments. For TOA or TDOA approach, the accuracy is quite acceptable but most researches have to modify either software or hardware on existing WLAN infrastructure. The scales of modifications are made on only access card up to the changes in protocol of WLAN. Hence, it is an unattractive approach to use TOA or TDOA for positioning system. In this paper, the new concept of merging both RSS and TOA positioning techniques is proposed. In addition, the method to achieve TOA characteristic for positioning WLAN user without any extra modification necessarily appended in the existing system is presented. The measurement results confirm that the proposed technique using both RSS and TOA characteristics provides better accuracy than using only either RSS or TOA approach.

Keywords: Received signal strength, Time of arrival, Positioning system, WLAN, Measurement.

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Authors: Li-Yeh Chuang, Yu-Jen Hou, Jr., Cheng-Hong Yang

Abstract:

Single nucleotide polymorphisms (SNPs) hold much promise as a basis for disease-gene association. However, research is limited by the cost of genotyping the tremendous number of SNPs. Therefore, it is important to identify a small subset of informative SNPs, the so-called tag SNPs. This subset consists of selected SNPs of the genotypes, and accurately represents the rest of the SNPs. Furthermore, an effective evaluation method is needed to evaluate prediction accuracy of a set of tag SNPs. In this paper, a genetic algorithm (GA) is applied to tag SNP problems, and the K-nearest neighbor (K-NN) serves as a prediction method of tag SNP selection. The experimental data used was taken from the HapMap project; it consists of genotype data rather than haplotype data. The proposed method consistently identified tag SNPs with considerably better prediction accuracy than methods from the literature. At the same time, the number of tag SNPs identified was smaller than the number of tag SNPs in the other methods. The run time of the proposed method was much shorter than the run time of the SVM/STSA method when the same accuracy was reached.

Keywords: Genetic Algorithm (GA), Genotype, Single nucleotide polymorphism (SNP), tag SNPs.

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Authors: Ons Sassi, Wahiba Ramdane Cherif-Khettaf, Ammar Oulamara

Abstract:

In this paper, we consider the vehicle routing problem with mixed fleet of conventional and heterogenous electric vehicles and time dependent charging costs, denoted VRP-HFCC, in which a set of geographically scattered customers have to be served by a mixed fleet of vehicles composed of a heterogenous fleet of Electric Vehicles (EVs), having different battery capacities and operating costs, and Conventional Vehicles (CVs). We include the possibility of charging EVs in the available charging stations during the routes in order to serve all customers. Each charging station offers charging service with a known technology of chargers and time dependent charging costs. Charging stations are also subject to operating time windows constraints. EVs are not necessarily compatible with all available charging technologies and a partial charging is allowed. Intermittent charging at the depot is also allowed provided that constraints related to the electricity grid are satisfied. The objective is to minimize the number of employed vehicles and then minimize the total travel and charging costs. In this study, we present a Mixed Integer Programming Model and develop a Charging Routing Heuristic and a Local Search Heuristic based on the Inject-Eject routine with different insertion methods. All heuristics are tested on real data instances.

Keywords: charging problem, electric vehicle, heuristics, local search, optimization, routing problem.

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Authors: Rashidah Omar, Suzeini Abdul Halim, Aini Janteng

Abstract:

The coefficients estimate problem for Taylor-Maclaurin series is still an open problem especially for a function in the subclass of bi-univalent functions. A function f ϵ A is said to be bi-univalent in the open unit disk D if both f and f^-1 are univalent in D. The symbol A denotes the class of all analytic functions f in D and it is normalized by the conditions f(0) = f’(0) – 1=0. The class of bi-univalent is denoted by  The subordination concept is used in determining second and third Taylor-Maclaurin coefficients. The upper bound for second and third coefficients is estimated for functions in the subclasses of bi-univalent functions which are subordinated to the function φ. An analytic function f is subordinate to an analytic function g if there is an analytic function w defined on D with w(0) = 0 and |w(z)| < 1 satisfying f(z) = g[w(z)]. In this paper, two subclasses of bi-univalent functions associated with Hohlov operator are introduced. The bound for second and third coefficients of functions in these subclasses is determined using subordination. The findings would generalize the previous related works of several earlier authors.

Keywords: Analytic functions, bi-univalent functions, Hohlov operator, subordination.

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Authors: Burak Yigit Katanalp, Murat Tastan, Perviz Ahmedzade, Çigdem Canbay Turkyilmaz, Emrah Turkyilmaz

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This study evaluated the mechanical and rheological performance of fly ash-based geopolymer at high temperatures. A series of laboratory tests were conducted on neat bitumen and three modified bitumen samples, which incorporated fly ash-based geopolymer at various percentages. Low-calcium fly ash was used as the alumina-silica source. The dynamic shear rheometer and rotational viscometer were employed to determine high-temperature properties, while conventional tests such as penetration and softening point were used to evaluate the physical properties of bitumen. Short-term aging resistance of the samples was assessed using the rolling thin film oven. The results show that geopolymer has a compromising effect on bitumen properties, with improved stiffness, enhanced mechanical strength, and increased thermal susceptibility of the asphalt binder.

Keywords: Bitumen, geopolymer, rutting, dynamic mechanical analysis.

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Authors: Yoshiaki Shikata, Wataru Katagiri, Yoshitaka Takahashi

Abstract:

We propose a novel prioritized limited processor-sharing (PS) rule and a simulation algorithm for the performance evaluation of this rule. The performance measures of practical interest are evaluated using this algorithm. Suppose that there are two classes and that an arriving (class-1 or class-2) request encounters n1 class-1 and n2 class-2 requests (including the arriving one) in a single-server system. According to the proposed rule, class-1 requests individually and simultaneously receive m / (m * n1+ n2) of the service-facility capacity, whereas class-2 requests receive 1 / (m *n1 + n2) of it, if m * n1 + n2 ≤ C. Otherwise (m * n1 + n2 > C), the arriving request will be queued in the corresponding class waiting room or rejected. Here, m (
1) denotes the priority ratio, and C ( ∞), the service-facility capacity. In this rule, when a request arrives at [or departs from] the system, the extension [shortening] of the remaining sojourn time of each request receiving service can be calculated using the number of requests of each class and the priority ratio. Employing a simulation program to execute these events and calculations enables us to analyze the performance of the proposed prioritized limited PS rule, which is realistic in a time-sharing system (TSS) with a sufficiently small time slot. Moreover, this simulation algorithm is expanded for the evaluation of the prioritized limited PS system with N
3 priority classes.

Keywords: PS rule, priority ratio, service-facility capacity, simulation algorithm, sojourn time, performance measures

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Authors: S. Sarumathi, M. Vaishnavi, S. Geetha, P. Ranjetha

Abstract:

Machine learning is a new and exciting area of artificial intelligence nowadays. Machine learning is the most valuable, time, supervised, and cost-effective approach. It is not a narrow learning approach; it also includes a wide range of methods and techniques that can be applied to a wide range of complex realworld problems and time domains. Biological image classification, adaptive testing, computer vision, natural language processing, object detection, cancer detection, face recognition, handwriting recognition, speech recognition, and many other applications of machine learning are widely used in research, industry, and government. Every day, more data are generated, and conventional machine learning techniques are becoming obsolete as users move to distributed and real-time operations. By providing fundamental knowledge of machine learning tools and research opportunities in the field, the aim of this article is to serve as both a comprehensive overview and a guide. A diverse set of machine learning resources is demonstrated and contrasted with the key features in this survey.

Keywords: Artificial intelligence, machine learning, deep learning, machine learning algorithms, machine learning tools.

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Authors: S.M. Lee, J.H. Koo, J.H. Park, S.C. Won

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In this paper, we propose synchronization of an array of nonlinear systems with time delays. The array of systems is decomposed into isolated systems to establish appropriate Lyapunov¬Krasovskii functional. Using the Lyapunov-Krasovskii functional, a sufficient condition for the synchronization is derived in terms of LMIs(Linear Matrix Inequalities). Delayed feedback control gains are obtained by solving the sufficient condition. Numerical examples are given to show the validity the proposed method.

Keywords: Synchronization, Delay, Lyapunov method, LMI.

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Authors: Li Feng

Abstract:

In IEEE 802.11 networks, it is well known that the traditional time-domain contention often leads to low channel utilization. The first frequency-domain contention scheme, the time to frequency (T2F), has recently been proposed to improve the channel utilization and has attracted a great deal of attention. In this paper, we present the latest research progress on the weighed frequency-domain contention. We compare the basic ideas, work principles of these related schemes and point out their differences. This paper is very useful for further study on frequency-domain contention.

Keywords: 802.11, wireless LANs, frequency-domain contention, T2F.

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Authors: V. Ten

Abstract:

An approach of design of stable of control systems with ultimately wide ranges of uncertainly disturbed parameters is offered. The method relies on using of nonlinear structurally stable functions from catastrophe theory as controllers. Theoretical part presents an analysis of designed nonlinear second-order control systems. As more important the integrators in series, canonical controllable form and Jordan forms are considered. The analysis resumes that due to added controllers systems become stable and insensitive to any disturbance of parameters. Experimental part presents MATLAB simulation of design of control systems of epidemic spread, aircrafts angular motion and submarine depth. The results of simulation confirm the efficiency of offered method of design. KeywordsCatastrophes, robust control, simulation, uncertain parameters.

Keywords: Catastrophes, robust control, simulation, uncertain parameters.

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Authors: Jinghao Sun, Guozhen Tan, Guangjian Hou

Abstract:

The Chinese Postman Problem (CPP) is one of the classical problems in graph theory and is applicable in a wide range of fields. With the rapid development of hybrid systems and model based testing, Chinese Postman Problem with Time Dependent Travel Times (CPPTDT) becomes more realistic than the classical problems. In the literature, we have proposed the first integer programming formulation for the CPPTDT problem, namely, circuit formulation, based on which some polyhedral results are investigated and a cutting plane algorithm is also designed. However, there exists a main drawback: the circuit formulation is only available for solving the special instances with all circuits passing through the origin. Therefore, this paper proposes a new integer programming formulation for solving all the general instances of CPPTDT. Moreover, the size of the circuit formulation is too large, which is reduced dramatically here. Thus, it is possible to design more efficient algorithm for solving the CPPTDT in the future research.

Keywords: Chinese Postman Problem, Time Dependent, Integer Programming, Upper Bound Analysis.

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Authors: R. Ziaie Moayed, F. Allahyari

Abstract:

Soil stabilization has been widely used to improve soil strength and durability or to prevent erosion and dust generation. Generally to reduce problems of clayey soils in engineering work and to stabilize these soils additional materials are used. The most common materials are lime, fly ash and cement. Using this materials, although improve soil property , but in some cases due to financial problems and the need to use special equipment are limited .One of the best methods for stabilization clayey soils is neutralization the clay particles. For this purpose we can use ion exchange materials. Ion exchange solution like CBR plus can be used for soil stabilization. One of the most important things in using CBR plus is determination the amount of this solution for various soils with different properties. In this study a laboratory experiment is conduct to evaluate the ion exchange capacity of three soils with various plasticity index (PI) to determine amount or required CBR plus solution for soil stabilization.

Keywords: CBR plus, clayey soils, ion exchange, soil stabilization

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Authors: Gülnihal Meral

Abstract:

In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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Authors: Shweta Singh, Dipali Bansal, Rashima Mahajan

Abstract:

Psychoacoustics has become a potential area of research due to the growing interest of both laypersons and medical and mental health professionals. Non invasive brain computer interface like Electroencephalography (EEG) is widely being used in this field. An attempt has been made in this paper to examine the response of EEG signals to acoustic stimuli further analyzing the brain electrical activity. The real time EEG is acquired for 6 participants using a cost effective and portable EMOTIV EEG neuro headset. EEG data analysis is further done using EMOTIV test bench, EDF browser and EEGLAB (MATLAB Tool) application software platforms. Spectral analysis of acquired neural signals (AF3 channel) using these software platforms are clearly indicative of increased brain activity in various bands. The inferences drawn from such an analysis have significant correlation with subject’s subjective reporting of the experiences. The results suggest that the methodology adopted can further be used to assist patients with sleeping and depressive disorders.

Keywords: OM’ chant, Spectral analysis, EDF Browser, EEGLAB, EMOTIV, Real time Acquisition.

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Authors: Zane Turner, Kevin Labille, Susan Gauch

Abstract:

Sentiment analysis is a broad and expanding field that aims to extract and classify opinions from textual data. Lexicon-based approaches are based on the use of a sentiment lexicon, i.e., a list of words each mapped to a sentiment score, to rate the sentiment of a text chunk. Our work focuses on predicting stock price change using a sentiment lexicon built from financial conference call logs. We present a method to generate a sentiment lexicon based upon an existing probabilistic approach. By using a domain-specific lexicon, we outperform traditional techniques and demonstrate that domain-specific sentiment lexicons provide higher accuracy than generic sentiment lexicons when predicting stock price change.

Keywords: Lexicon, sentiment analysis, stock movement prediction., computational finance.

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Authors: S. Hellam, Y. Oulahrir, F. El Mounchid, A. Sadiq, S. Mbarki

Abstract:

In this paper, we propose a method for three-dimensional (3-D)-model indexing based on defining a new descriptor, which we call new descriptor using spherical harmonics. The purpose of the method is to minimize, the processing time on the database of objects models and the searching time of similar objects to request object. Firstly we start by defining the new descriptor using a new division of 3-D object in a sphere. Then we define a new distance which will be used in the search for similar objects in the database.

Keywords: 3D indexation, spherical harmonic, similarity of 3D objects.

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Authors: R. Sabre, W. Horrigue, J. C. Simon

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This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: Spectral density, stable processes, aliasing, periodogram.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: Mandeep Kumar, Hari Singh

Abstract:

The effective optimization of machining process parameters affects dramatically the cost and production time of machined components as well as the quality of the final products. This paper presents the optimization aspects of a Wire Electrical Discharge Machining operation using Inconel X-750 as work material. The objective considered in this study is minimization of the dimensional deviation. Six input process parameters of WEDM namely spark gap voltage, pulse-on time, pulse-off time, wire feed rate, peak current and wire tension, were chosen as variables to study the process performance. Taguchi's design of experiments methodology has been used for planning and designing the experiments. The analysis of variance was carried out for raw data as well as for signal to noise ratio. Four input parameters and one two-factor interaction have been found to be statistically significant for their effects on the response of interest. The confirmation experiments were also performed for validating the predicted results.

Keywords: ANOVA, DOE, inconel, machining, optimization.

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Authors: Shashwat Gangwal

Abstract:

This paper analyses the effect of adding Bitcoin, to the portfolio (stocks, bonds, Baltic index, MXEF, gold, real estate and crude oil) of an international investor by using daily data available from 2^nd of July, 2010 to 2^{nd of} August, 2016. We conclude that adding Bitcoin to portfolio, over the course of the considered period, always yielded a higher Sharpe ratio. This means that Bitcoin’s returns offset its high volatility. This paper, recognizing the fact that Bitcoin is a relatively new asset class, gives the readers a basic idea about the working of the virtual currency, the increasing number developments in the financial industry revolving around it, its unique features and the detailed look into its continuously growing acceptance across different fronts (Banks, Merchants and Countries) globally. We also construct optimal portfolios to reflect the highly lucrative and largely unexplored opportunities associated with investment in Bitcoin.

Keywords: Portfolio management, Bitcoin, optimization, Sharpe ratio.

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Authors: Erika K. Méndez, Carlos E. Orrego, Diana L. Manrique, Juan D. Gonzalez, Doménica Vallejo

Abstract:

High moisture content in fruits generates post-harvest problems such as mechanical, biochemical, microbial and physical losses. Dehydration, which is based on the reduction of water activity of the fruit, is a common option for overcoming such losses. However, regular hot air drying could affect negatively the quality properties of the fruit due to the long residence time at high temperature. Power ultrasound (US) application during the convective drying has been used as a novel method able to enhance drying rate and, consequently, to decrease drying time. In the present study, a new approach was tested to evaluate the effect of US on the drying time, the final antioxidant activity (AA) and the total polyphenol content (TPC) of banana slices (BS), mango slices (MS) and guava slices (GS). There were also studied the drying kinetics with nine different models from which water effective diffusivities (Deff) (with or without shrinkage corrections) were calculated. Compared with the corresponding control tests, US assisted drying for fruit slices showed reductions in drying time between 16.23 and 30.19%, 11.34 and 32.73%, and 19.25 and 47.51% for the MS, BS and GS respectively. Considering shrinkage effects, Deff calculated values ranged from 1.67*10-10 to 3.18*10-10 m2/s, 3.96*10-10 and 5.57*10-10 m2/s and 4.61*10-10 to 8.16*10-10 m2/s for the BS, MS and GS samples respectively. Reductions of TPC and AA (as DPPH) were observed compared with the original content in fresh fruit data in all kinds of drying assays.

Keywords: Banana, drying, effective diffusivity, guava, mango, ultrasound.

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Authors: Femi Elegbeleye, Seani Rananga

Abstract:

This paper focused on cost effective storage architecture using fog and cloud data storage gateway, and presented the design of the framework for the data privacy model and data analytics framework on a real-time analysis when using machine learning method. The paper began with the system analysis, system architecture and its component design, as well as the overall system operations. Several results obtained from this study on data privacy models show that when two or more data privacy models are integrated via a fog storage gateway, we often have more secure data. Our main focus in the study is to design a framework for the data privacy model, data storage, and real-time analytics. This paper also shows the major system components and their framework specification. And lastly, the overall research system architecture was shown, including its structure, and its interrelationships.

Keywords: IoT, fog storage, cloud storage, data analysis, data privacy.

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Authors: Zane Turner, Kevin Labille, Susan Gauch

Abstract:

Sentiment analysis is a broad and expanding field that aims to extract and classify opinions from textual data. Lexicon-based approaches are based on the use of a sentiment lexicon, i.e., a list of words each mapped to a sentiment score, to rate the sentiment of a text chunk. Our work focuses on predicting stock price change using a sentiment lexicon built from financial conference call logs. We introduce a method to generate a sentiment lexicon based upon an existing probabilistic approach. By using a domain-specific lexicon, we outperform traditional techniques and demonstrate that domain-specific sentiment lexicons provide higher accuracy than generic sentiment lexicons when predicting stock price change.

Keywords: Computational finance, sentiment analysis, sentiment lexicon, stock movement prediction.

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Authors: Chien-Chun Kung, Feng-Lung Chiang, Kuei-Yi Chen, Hsien-Wen Wei, Ming-Yi Huang, Cai-Ming Huang, Sheng-Kai Wang

Abstract:

The aim of this paper is to present a new three-dimensional proportional-pursuit coupled (PP) guidance law to track highly maneuverable aircraft. Utilizing a 3-D polar coordinate frame, the PP guidance law is formed by collecting proportional navigation guidance in Z-R plane and pursuit guidance in X-Y plane. Feedback linearization control method to solve the guidance accelerations is used to implement PP guidance. In order to compensate the actuator time delay, the time delay compensated version of PP guidance law (CPP) was derived and proved the effectiveness of modifying the problem of high acceleration in the final phase of pursuit guidance and improving the weak robustness of proportional navigation. The simulation results for intercepting Max G turn situation show that the proposed proportional-pursuit coupled guidance law guidance law with actuator delay compensation (CPP) possesses satisfactory robustness and performance.

Keywords: Feedback linearization control, time delay, guidance law, robustness, proportional navigation guidance, pursuit guidance.

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Authors: M. S. Al-Assiri, M. M. El-Desoky, Ahmed A. Ibrahim, M. Abaker, A. A. Bahgat

Abstract:

Nanocrystalline thin film of Na0.1V2O5.nH2O xerogel obtained by sol gel synthesis was used as gas sensor. Gas sensing properties of different gases such as hydrogen, petroleum and humidity were investigated. Applying XRD and TEM the size of the nanocrystals is found to be 7.5 nm. SEM shows a highly porous structure with submicron meter-sized voids present throughout the sample. FTIR measurement shows different chemical groups identifying the obtained series of gels. The sample was n-type semiconductor according to the thermoelectric power and electrical conductivity. It can be seen that the sensor response curves from 130oC to 150oC show a rapid increase in sensitivity for all types of gas injection, low response values for heating period and the rapid high response values for cooling period. This result may suggest that this material is able to act as gas sensor during the heating and cooling process.

Keywords: Sol gel, Thermoelectric power, XRD, TEM, Gas sensing.

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Authors: M. W. Lau, C. O. Ng

Abstract:

This is a study on numerical simulation of the convection-diffusion transport of a chemical species in steady flow through a small-diameter tube, which is lined with a very thin layer made up of retentive and absorptive materials. The species may be subject to a first-order kinetic reversible phase exchange with the wall material and irreversible absorption into the tube wall. Owing to the velocity shear across the tube section, the chemical species may spread out axially along the tube at a rate much larger than that given by the molecular diffusion; this process is known as dispersion. While the long-time dispersion behavior, well described by the Taylor model, has been extensively studied in the literature, the early development of the dispersion process is by contrast much less investigated. By early development, that means a span of time, after the release of the chemical into the flow, that is shorter than or comparable to the diffusion time scale across the tube section. To understand the early development of the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Flux Corrected Transport Algorithm (FCTA). The computation has enabled us to investigate the combined effects on the early development of the dispersion coefficient due to the reversible and irreversible wall reactions. One of the results is shown that the dispersion coefficient may approach its steady-state limit in a short time under the following conditions: (i) a high value of Damkohler number (say Da ≥ 10); (ii) a small but non-zero value of absorption rate (say Γ* ≤ 0.5).

Keywords: Dispersion coefficient, early development of dispersion, FCTA, wall reactions.

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