Search results for: multi-objective particle swarm optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2365

Search results for: multi-objective particle swarm optimization

745 Comparison of Two Interval Models for Interval-Valued Differential Evolution

Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

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744 FEA- Aided Design, Optimization and Development of an Axial Flux Motor for Implantable Ventricular Assist Device

Authors: Neethu S., Shinoy K.S., A.S. Shajilal

Abstract:

This paper presents the optimal design and development of an axial flux motor for blood pump application. With the design objective of maximizing the motor efficiency and torque, different topologies of AFPM machine has been examined. Selection of optimal magnet fraction, Halbach arrangement of rotor magnets and the use of Soft Magnetic Composite (SMC) material for the stator core results in a novel motor with improved efficiency and torque profile. The results of the 3D Finite element analysis for the novel motor have been shown.

Keywords: Axial flux motor, Finite Element Methods, Halbach array, Left Ventricular Assist Device, Soft magnetic composite.

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743 Experimental Design and Performance Analysis in Plasma Arc Surface Hardening

Authors: M.I.S. Ismail, Z. Taha

Abstract:

In this paper, the experimental design of using the Taguchi method is employed to optimize the processing parameters in the plasma arc surface hardening process. The processing parameters evaluated are arc current, scanning velocity and carbon content of steel. In addition, other significant effects such as the relation between processing parameters are also investigated. An orthogonal array, signal-to-noise (S/N) ratio and analysis of variance (ANOVA) are employed to investigate the effects of these processing parameters. Through this study, not only the hardened depth increased and surface roughness improved, but also the parameters that significantly affect the hardening performance are identified. Experimental results are provided to verify the effectiveness of this approach.

Keywords: Plasma arc, hardened depth, surface roughness, Taguchi method, optimization.

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742 An Application of a Cost Minimization Model in Determining Safety Stock Level and Location

Authors: Bahareh Amirjabbari, Nadia Bhuiyan

Abstract:

In recent decades, the lean methodology, and the development of its principles and concepts have widely been applied in supply chain management. One of the most important strategies of being lean is having efficient inventory within the chain. On the other hand, managing inventory efficiently requires appropriate management of safety stock in order to protect against increasing stretch in the breaking points of the supply chain, which in turn can result in possible reduction of inventory. This paper applies a safety stock cost minimization model in a manufacturing company. The model results in optimum levels and locations of safety stock within the company-s supply chain in order to minimize total logistics costs.

Keywords: Cost, efficient inventory, optimization, safety stock, supply chain

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741 Sloshing Control in Tilting Phases of the Pouring Process

Authors: Maria P. Tzamtzi, Fotis N. Koumboulis

Abstract:

We propose a control design scheme that aims to prevent undesirable liquid outpouring and suppress sloshing during the forward and backward tilting phases of the pouring process, for the case of liquid containers carried by manipulators. The proposed scheme combines a partial inverse dynamics controller with a PID controller, tuned with the use of a “metaheuristic" search algorithm. The “metaheuristic" search algorithm tunes the PID controller based on simulation results of the plant-s linearization around the operating point corresponding to the critical tilting angle, where outpouring initiates. Liquid motion is modeled using the well-known pendulumtype model. However, the proposed controller does not require measurements of the liquid-s motion within the tank.

Keywords: Robotic systems, Controller design, Sloshingsuppression, Metaheuristic optimization.

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740 Design of an Augmented Automatic Choosing Control with Constrained Input by Lyapunov Functions Using Gradient Optimization Automatic Choosing Functions

Authors: Toshinori Nawata

Abstract:

In this paper a nonlinear feedback control called augmented automatic choosing control (AACC) for a class of nonlinear systems with constrained input is presented. When designed the control, a constant term which arises from linearization of a given nonlinear system is treated as a coefficient of a stable zero dynamics. Parameters of the control are suboptimally selected by maximizing the stable region in the sense of Lyapunov with the aid of a genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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739 Preparation and Characterisation of Chemically Activated Almond Shells by Optimization of Adsorption Parameters for Removal of Chromium VI from Aqueous Solutions

Authors: Inamullah Bhatti, Khadija Qureshi, R. A. Kazi, Abdul Khalique Ansari

Abstract:

Activated carbon was prepared from agricultural waste “almond (Prunus amygdalus) nut shells" by chemical activation with phosphoric acid as an activating agent at 450 °C for 24 hr soaking time. The physical and chemical properties were analyzed. The adsorption of chromium VI from aqueous solution on almond nut shell activated carbon (ASAC) was investigated. The adsorption process parameters pH, agitation speed, agitation time, adsorbent dose were optimized. 98% of Cr VI was sorbed at pH 2 and stirring speed 200 rpm.. Surface structure showed that ASAC has a spongy type structure showing large number of pores

Keywords: adsorption, sorbent , sorbate and activation

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738 Modeling of Coagulation Process for the Removal of Carbofuran in Aqueous Solution

Authors: Roli Saini, Pradeep Kumar

Abstract:

A coagulation/flocculation process was adopted for the reduction of carbamate insecticide (carbofuran) from aqueous solution. Ferric chloride (FeCl3) was used as a coagulant to treat the carbofuran. To exploit the reduction efficiency of pesticide concentration and COD, the jar-test experiments were carried out and process was optimized through response surface methodology (RSM). The effects of two independent factors; i.e., FeCl3 dosage and pH on the reduction efficiency were estimated by using central composite design (CCD). The initial COD of the 30 mg/L concentrated solution was found to be 510 mg/L. Results exposed that the maximum reduction occurred at an optimal condition of FeCl3 = 80 mg/L, and pH = 5.0, from which the reduction of concentration and COD 75.13% and 65.34%, respectively. The present study also predicted that the obtained regression equations could be helpful as the theoretical basis for the coagulation process of pesticide wastewater.

Keywords: Carbofuran, coagulation, optimization, response surface methodology.

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737 Induction Heating Process Design Using Comsol® Multiphysics Software Version 4.2a

Authors: K. Djellabi, M. E. H. Latreche

Abstract:

Induction heating computer simulation is a powerful tool for process design and optimization, induction coil design, equipment selection, as well as education and business presentations. The authors share their vast experience in the practical use of computer simulation for different induction heating and heat treating processes. In this paper treated with mathematical modeling and numerical simulation of induction heating furnaces with axisymmetric geometries for the numerical solution, we propose finite element methods combined with boundary (FEM) for the electromagnetic model using COMSOL® Multiphysics Software. Some numerical results for an industrial furnace are shown with high frequency.

Keywords: Numerical methods, Induction furnaces, Induction Heating, Finite element method, Comsol Multiphysics software.

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736 Optimal Planning of Voltage Controlled Distributed Generators for Power Loss Reduction in Unbalanced Distribution Systems

Authors: Mahmoud M. Othman, Yasser G. Hegazy

Abstract:

This paper proposes a novel heuristic algorithm that aims to determine the best size and location of distributed generators in unbalanced distribution networks. The proposed heuristic algorithm can deal with the planning cases where power loss is to be optimized without violating the system practical constraints. The distributed generation units in the proposed algorithm is modeled as voltage controlled node with the flexibility to be converted to constant power factor node in case of reactive power limit violation. The proposed algorithm is implemented in MATLAB and tested on the IEEE 37 -node feeder. The results obtained show the effectiveness of the proposed algorithm.

Keywords: Distributed generation, heuristic approach, Optimization, planning.

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735 Thermal and Morphological Evaluation of Chemically Pretreated Sugarcane Bagasse

Authors: Glauber Cruz, Patrícia A. S. Monteiro, Carlos E. M. Braz, Paulo Seleghin Jr., Igor Polikarpov, Paula M.Crnkovic

Abstract:

Enzymatic hydrolysis is one of the major steps involved in the conversion from sugarcane bagasse to yield ethanol. This process offers potential for yields and selectivity higher, lower energy costs and milder operating conditions than chemical processes. However, the presence of some factors such as lignin content, crystallinity degree of the cellulose, and particle sizes, limits the digestibility of the cellulose present in the lignocellulosic biomasses. Pretreatment aims to improve the access of the enzyme to the substrate. In this study sugarcane bagasse was submitted chemical pretreatment that consisted of two consecutive steps, the first with dilute sulfuric acid (1 % (v/v) H2SO4), and the second with alkaline solutions with different concentrations of NaOH (1, 2, 3 and 4 % (w/v)). Thermal Analysis (TG/ DTG and DTA) was used to evaluate hemicellulose, cellulose and lignin contents in the samples. Scanning Electron Microscopy (SEM) was used to evaluate the morphological structures of the in natura and chemically treated samples. Results showed that pretreatments were effective in chemical degradation of lignocellulosic materials of the samples, and also was possible to observe the morphological changes occurring in the biomasses after pretreatments.

Keywords: Alkaline solutions, bioethanol production, dilute acid, enzymatic hydrolysis, lignocellulosic biomass.

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734 Fast and Efficient On-Chip Interconnection Modeling for High Speed VLSI Systems

Authors: A.R. Aswatha, T. Basavaraju, S. Sandeep Kumar

Abstract:

Timing driven physical design, synthesis, and optimization tools need efficient closed-form delay models for estimating the delay associated with each net in an integrated circuit (IC) design. The total number of nets in a modern IC design has increased dramatically and exceeded millions. Therefore efficient modeling of interconnection is needed for high speed IC-s. This paper presents closed–form expressions for RC and RLC interconnection trees in current mode signaling, which can be implemented in VLSI design tool. These analytical model expressions can be used for accurate calculation of delay after the design clock tree has been laid out and the design is fully routed. Evaluation of these analytical models is several orders of magnitude faster than simulation using SPICE.

Keywords: IC design, RC/RLC Interconnection, VLSI Systems.

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733 Immobilization of Aspergillus awamori 1-8 for Subsequent Pectinase Production

Authors: Zh. B. Suleimenova, Zh. K. Rakhmetova, R. K. Blieva, A. E. Nurlybayeva

Abstract:

The overall objective of this research is a strain improvement technology for efficient pectinase production. A novel cells cultivation technology by immobilization of fungal cells has been studied in long time continuous fermentations. Immobilization was achieved by using of new material for absorption of stores of immobilized cultures which was for the first time used for immobilization of microorganisms. Effects of various conditions of nitrogen and carbon nutrition on the biosynthesis of pectolytic enzymes in Aspergillus awamori 1-8 strain were studied. Proposed cultivation technology along with optimization of media components for pectinase overproduction led to increased pectinase productivity in Aspergillus awamori 1-8 from 7 to 8 times. Proposed technology can be applied successfully for production of major industrial enzymes such as α-amylase, protease, collagenase etc.

Keywords: Aspergillus awamori, immobilization, pectolytic enzymes.

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732 Developing a Statistical Model for Electromagnetic Environment for Mobile Wireless Networks

Authors: C. Temaneh Nyah

Abstract:

The analysis of electromagnetic environment using deterministic mathematical models is characterized by the impossibility of analyzing a large number of interacting network stations with a priori unknown parameters, and this is characteristic, for example, of mobile wireless communication networks. One of the tasks of the tools used in designing, planning and optimization of mobile wireless network is to carry out simulation of electromagnetic environment based on mathematical modelling methods, including computer experiment, and to estimate its effect on radio communication devices. This paper proposes the development of a statistical model of electromagnetic environment of a mobile wireless communication network by describing the parameters and factors affecting it including the propagation channel and their statistical models.

Keywords: Electromagnetic Environment, Statistical model, Wireless communication network.

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731 Evaluating the Tool Wear Rate in Ultrasonic Machining of Titanium using Design of Experiments Approach

Authors: Jatinder Kumar, Vinod Kumar

Abstract:

Ultrasonic machining (USM) is a non-traditional machining process being widely used for commercial machining of brittle and fragile materials such as glass, ceramics and semiconductor materials. However, USM could be a viable alternative for machining a tough material such as titanium; and this aspect needs to be explored through experimental research. This investigation is focused on exploring the use of ultrasonic machining for commercial machining of pure titanium (ASTM Grade-I) and evaluation of tool wear rate (TWR) under controlled experimental conditions. The optimal settings of parameters are determined through experiments planned, conducted and analyzed using Taguchi method. In all, the paper focuses on parametric optimization of ultrasonic machining of pure titanium metal with TWR as response, and validation of the optimized value of TWR by conducting confirmatory experiments.

Keywords: Ultrasonic machining, titanium, tool wear rate

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730 Optimization of NaOH Thermo-Chemical Pretreatment to Enhance Solubilisation of Organic Food Waste by Response Surface Methodology

Authors: H. Junoh, K. Palanisamy, C. H. Yip, F. L. Pua

Abstract:

This study investigates the influence of low temperature thermo-chemical pretreatment of organic food waste on performance of COD solubilisation. Both temperature and alkaline agent were reported to have effect on solubilizing any possible biomass including organic food waste. The three independent variables considered in this pretreatment were temperature (50-90oC), pretreatment time (30-120 minutes) and alkaline concentration, sodium hydroxide, NaOH (0.7-15 g/L). The maximal condition obtained were 90oC, 15 g/L NaOH for 2 hours. Solubilisation has potential in enhancing methane production by providing high amount of soluble components at early stage during anaerobic digestion.

Keywords: Food waste, pretreatments, respond surface methodology, ANOVA, anaerobic digestion.

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729 Problems of Youth Employment in Agricultural Sector of Georgia and Causes of Migration

Authors: E. Kharaishvili, M. Chavleishvili, M. Lobzhanidze, N. Damenia, N. Sagareishvili

Abstract:

The article substantiates that youth employment in Georgia, especially in the agricultural sector, is an acute socio-economic problem. The paper analyzes the indicators of youth employment and unemployment rates by age and gender in the agriculture sector. Research revealed that over the past decade, the unemployment rate in rural areas has decreased; however, the problem of unemployment is more sensitive than in the city in this field. The article established youth unemployment rates in rural areas; it assesses labor and educational migration causes. Based on the survey, there are proposed findings and recommendations of the agricultural sector about improving youth employment, reducing unemployment rate, reaching migration processes optimization.

Keywords: Agricultural education, the agricultural sector, unemployment rate, youth employment, youth migration.

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728 Optimization of Electromagnetic Interference Measurement by Convolutional Neural Network

Authors: Hussam Elias, Ninovic Perez, Holger Hirsch

Abstract:

With ever-increasing use of equipment, device or more generally any electrical or electronic system, the chance of Electromagnetic incompatibility incidents has considerably increased which demands more attention to ensure the possible risks of these technologies. Therefore, complying with certain Electromagnetic compatibility (EMC) rules and not overtaking an acceptable level of radiated emissions are utmost importance for the diffusion of electronic products. In this paper, developed measure tool and a convolutional neural network were used to propose a method to reduce the required time to carry out the final measurement phase of Electromagnetic interference (EMI) measurement according to the norm EN 55032 by predicting the radiated emission and determining the height of the antenna that meets the maximum radiation value.

Keywords: Antenna height, Convolutional Neural Network, Electromagnetic Compatibility, Mean Absolute Error, position error.

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727 Photocatalytic Degradation of Produced Water Hydrocarbon of an Oil Field by Using Ag-Doped TiO2 Nanoparticles

Authors: Hamed Bazrafshan, Saeideh Dabirnia, Zahra Alipour Tesieh, Samaneh Alavi, Bahram Dabir

Abstract:

In this study, the removal of pollutants of a real produced water sample from an oil reservoir (a light oil reservoir), using a photocatalytic degradation process in a cylindrical glass reactor, was investigated. Using TiO2 and Ag-TiO2 in slurry form, the photocatalytic degradation was studied by measuring the Chemical Oxygen Demand (COD) parameter, qualitative analysis, and GC-MS. At first, optimization of the parameters on photocatalytic degradation of hydrocarbon pollutants in real produced water, using TiO2 nanoparticles as photocatalysts under UV light, was carried out applying response surface methodology. The results of the design of the experiment showed that the optimum conditions were at a catalyst concentration of 1.14 g/lit and pH of 2.67, and the percentage of COD removal was 72.65%.

Keywords: Photocatalyst, Ag-doped, TiO2, produced water, nanoparticles.

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726 Binary Programming for Manufacturing Material and Manufacturing Process Selection Using Genetic Algorithms

Authors: Saleem Z. Ramadan

Abstract:

The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.

Keywords: Optimization, Material selection, Process selection, Genetic algorithm.

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725 An Effective Algorithm for Minimum Weighted Vertex Cover Problem

Authors: S. Balaji, V. Swaminathan, K. Kannan

Abstract:

The Minimum Weighted Vertex Cover (MWVC) problem is a classic graph optimization NP - complete problem. Given an undirected graph G = (V, E) and weighting function defined on the vertex set, the minimum weighted vertex cover problem is to find a vertex set S V whose total weight is minimum subject to every edge of G has at least one end point in S. In this paper an effective algorithm, called Support Ratio Algorithm (SRA), is designed to find the minimum weighted vertex cover of a graph. Computational experiments are designed and conducted to study the performance of our proposed algorithm. Extensive simulation results show that the SRA can yield better solutions than other existing algorithms found in the literature for solving the minimum vertex cover problem.

Keywords: Weighted vertex cover, vertex support, approximation algorithms, NP-complete problem.

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724 Optimization of Quantization in Higher Order Modulations for LDPC-Coded Systems

Authors: M.Sushanth Babu, P.Krishna, U.Venu, M.Ranjith

Abstract:

In this paper, we evaluate the choice of suitable quantization characteristics for both the decoder messages and the received samples in Low Density Parity Check (LDPC) coded systems using M-QAM (Quadrature Amplitude Modulation) schemes. The analysis involves the demapper block that provides initial likelihood values for the decoder, by relating its quantization strategy of the decoder. A mapping strategy refers to the grouping of bits within a codeword, where each m-bit group is used to select a 2m-ary signal in accordance with the signal labels. Further we evaluate the system with mapping strategies like Consecutive-Bit (CB) and Bit-Reliability (BR). A new demapper version, based on approximate expressions, is also presented to yield a low complexity hardware implementation.

Keywords: Low Density parity Check, Mapping, Demapping, Quantization, Quadrature Amplitude Modulation

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723 A SiGe Low Power RF Front-End Receiver for 5.8GHz Wireless Biomedical Application

Authors: Hyunwon Moon

Abstract:

It is necessary to realize new biomedical wireless communication systems which send the signals collected from various bio sensors located at human body in order to monitor our health. Also, it should seamlessly connect to the existing wireless communication systems. A 5.8 GHz ISM band low power RF front-end receiver for a biomedical wireless communication system is implemented using a 0.5 µm SiGe BiCMOS process. To achieve low power RF front-end, the current optimization technique for selecting device size is utilized. The implemented low noise amplifier (LNA) shows a power gain of 9.8 dB, a noise figure (NF) of below 1.75 dB, and an IIP3 of higher than 7.5 dBm while current consumption is only 6 mA at supply voltage of 2.5 V. Also, the performance of a down-conversion mixer is measured as a conversion gain of 11 dB and SSB NF of 10 dB.

Keywords: Biomedical, low noise amplifier, mixer, receiver, RF front-end, SiGe.

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722 Certain Data Dimension Reduction Techniques for application with ANN based MCS for Study of High Energy Shower

Authors: Gitanjali Devi, Kandarpa Kumar Sarma, Pranayee Datta, Anjana Kakoti Mahanta

Abstract:

Cosmic showers, from their places of origin in space, after entering earth generate secondary particles called Extensive Air Shower (EAS). Detection and analysis of EAS and similar High Energy Particle Showers involve a plethora of experimental setups with certain constraints for which soft-computational tools like Artificial Neural Network (ANN)s can be adopted. The optimality of ANN classifiers can be enhanced further by the use of Multiple Classifier System (MCS) and certain data - dimension reduction techniques. This work describes the performance of certain data dimension reduction techniques like Principal Component Analysis (PCA), Independent Component Analysis (ICA) and Self Organizing Map (SOM) approximators for application with an MCS formed using Multi Layer Perceptron (MLP), Recurrent Neural Network (RNN) and Probabilistic Neural Network (PNN). The data inputs are obtained from an array of detectors placed in a circular arrangement resembling a practical detector grid which have a higher dimension and greater correlation among themselves. The PCA, ICA and SOM blocks reduce the correlation and generate a form suitable for real time practical applications for prediction of primary energy and location of EAS from density values captured using detectors in a circular grid.

Keywords: EAS, Shower, Core, ANN, Location.

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721 Genetic Algorithm for Solving Non-Convex Economic Dispatch Problem

Authors: Navid Javidtash, Abdolmohamad Davodi, Mojtaba Hakimzadeh, Abdolreza Roozbeh

Abstract:

Economic dispatch (ED) is considered to be one of the key functions in electric power system operation. This paper presents a new hybrid approach based genetic algorithm (GA) to economic dispatch problems. GA is most commonly used optimizing algorithm predicated on principal of natural evolution. Utilization of chaotic queue with GA generates several neighborhoods of near optimal solutions to keep solution variation. It could avoid the search process from becoming pre-mature. For the objective of chaotic queue generation, utilization of tent equation as opposed to logistic equation results in improvement of iterative speed. The results of the proposed approach were compared in terms of fuel cost, with existing differential evolution and other methods in literature.

Keywords: Economic Dispatch(ED), Optimization, Fuel Cost, Genetic Algorithm (GA).

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720 Stochastic Learning Algorithms for Modeling Human Category Learning

Authors: Toshihiko Matsuka, James E. Corter

Abstract:

Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.

Keywords: category learning, cognitive modeling, radial basis function, stochastic optimization.

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719 Rotation Invariant Face Recognition Based on Hybrid LPT/DCT Features

Authors: Rehab F. Abdel-Kader, Rabab M. Ramadan, Rawya Y. Rizk

Abstract:

The recognition of human faces, especially those with different orientations is a challenging and important problem in image analysis and classification. This paper proposes an effective scheme for rotation invariant face recognition using Log-Polar Transform and Discrete Cosine Transform combined features. The rotation invariant feature extraction for a given face image involves applying the logpolar transform to eliminate the rotation effect and to produce a row shifted log-polar image. The discrete cosine transform is then applied to eliminate the row shift effect and to generate the low-dimensional feature vector. A PSO-based feature selection algorithm is utilized to search the feature vector space for the optimal feature subset. Evolution is driven by a fitness function defined in terms of maximizing the between-class separation (scatter index). Experimental results, based on the ORL face database using testing data sets for images with different orientations; show that the proposed system outperforms other face recognition methods. The overall recognition rate for the rotated test images being 97%, demonstrating that the extracted feature vector is an effective rotation invariant feature set with minimal set of selected features.

Keywords: Discrete Cosine Transform, Face Recognition, Feature Extraction, Log Polar Transform, Particle SwarmOptimization.

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718 Analyzing the Effects of Adding Bitcoin to Portfolio

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 2nd of July, 2010 to 2nd 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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717 Symbolic Analysis of Power Spectrum of CMOS Cross Couple Oscillator

Authors: Kittipong Tripetch

Abstract:

This paper proposes for the first time symbolic formula of the power spectrum of CMOS Cross Couple Oscillator and its modified circuit. Many principles existed to derived power spectrum in microwave textbook such as impedance, admittance parameters, ABCD, H parameters, etc. It can be compared by graph of power spectrum which methodology is the best from the point of view of practical measurement setup such as condition of impedance parameter which used superposition of current to derived (its current injection at the other port of the circuit is zero, which is impossible in reality). Four graphs of impedance parameters of cross couple oscillator are proposed. After that four graphs of scattering parameters of CMOS cross coupled oscillator will be shown.

Keywords: Optimization, power spectrum, impedance parameter, scattering parameter.

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716 A Hybrid Heuristic for the Team Orienteering Problem

Authors: Adel Bouchakhchoukha, Hakim Akeb

Abstract:

In this work, we propose a hybrid heuristic in order to solve the Team Orienteering Problem (TOP). Given a set of points (or customers), each with associated score (profit or benefit), and a team that has a fixed number of members, the problem to solve is to visit a subset of points in order to maximize the total collected score. Each member performs a tour starting at the start point, visiting distinct customers and the tour terminates at the arrival point. In addition, each point is visited at most once, and the total time in each tour cannot be greater than a given value. The proposed heuristic combines beam search and a local optimization strategy. The algorithm was tested on several sets of instances and encouraging results were obtained.

Keywords: Team Orienteering Problem, Vehicle Routing, Beam Search, Local Search.

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