Search results for: Models of information systems

Authors: Deependra Singh, Devender Singh, K. S. Verma

Abstract:

This paper addresses a novel technique for placement of distributed generation (DG) in electric power systems. A GA based approach for sizing and placement of DG keeping in view of system power loss minimization in different loading conditions is explained. Minimal system power loss is obtained under voltage and line loading constraints. Proposed strategy is applied to power distribution systems and its effectiveness is verified through simulation results on 16, 37-bus and 75-bus test systems.

Keywords: Distributed generation (DG), Genetic algorithms (GA), optimal sizing and placement, Power loss.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Ahaskar Pandey, Gaurav Mukherjee, Sushil Kumar

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The ever growing sentiment of environmentalism across the globe has made many people think on the green lines. But most of such ideas halt short of implementation because of the short term economic viability issues with the concept of going green. In this paper we have tried to amalgamate the green concept with social entrepreneurship for solving a variety of issues faced by the society today. In addition the paper also tries to ensure that the short term economic viability does not act as a deterrent. The paper comes up three sustainable models of social entrepreneurship which tackle a wide assortment of issues such as nutrition problem, land problems, pollution problems and employment problems. The models described fall under the following heads: - Spirulina cultivation: The model addresses nutrition, land and employment issues. It deals with cultivation of a blue green alga called Spirulina which can be used as a very nutritious food. Also, the implementation of this model would bring forth employment to the poor people of the area. - Biocomposites: The model comes up with various avenues in which biocomposites can be used in an economically sustainable manner. This model deals with the environmental concerns and addresses the depletion of natural resources. - Packaging material from empty fruit bunches (EFB) of oil palm: This one deals with air and land pollution. It is intended to be a substitute for packaging materials made from Styrofoam and plastics which are non-biodegradable. It takes care of the biodegradability and land pollution issues. It also reduces air pollution as the empty fruit bunches are not incinerated. All the three models are sustainable and do not deplete the natural resources any further. This paper explains each of the models in detail and deals with the operational/manufacturing procedures and cost analysis while also throwing light on the benefits derived and sustainability aspects.

Keywords: Biodegradable, Pollution, Social entrepreneurship, Sustainability.

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Authors: Dolores Hidalgo, Jesús M. Martín-Marroquín, Francisco Corona

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Municipal waste consist of a variety of items that are everyday discarded by the population. They are usually collected by municipalities and include waste generated by households, commercial activities (local shops) and public buildings. The composition of municipal waste varies greatly from place to place, being mostly related to levels and patterns of consumption, rates of urbanization, lifestyles, and local or national waste management practices. Each year, a huge amount of resources is consumed in the EU, and according to that, also a huge amount of waste is produced. The environmental problems derived from the management and processing of these waste streams are well known, and include impacts on land, water and air. The situation in remote areas is even worst. Difficult access when climatic conditions are adverse, remoteness of centralized municipal treatment systems or dispersion of the population, are all factors that make remote areas a real municipal waste treatment challenge. Furthermore, the scope of the problem increases significantly because the total lack of awareness of the existing risks in this area together with the poor implementation of advanced culture on waste minimization and recycling responsibly. The aim of this work is to analyze the existing situation in remote areas in reference to the production of municipal waste and evaluate the efficiency of different management alternatives. Ideas for improving waste management in remote areas include, for example: the implementation of self-management systems for the organic fraction; establish door-to-door collection models; promote small-scale treatment facilities or adjust the rates of waste generation thereof.

Keywords: Door to door collection, islands, isolated areas, municipal waste, remote areas, rural communities.

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Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano

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The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.

Keywords: Crack, critical flow, leak, roughness.

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Authors: Bobbie Green, James A. Nelson

Abstract:

Innovations in technology have created new ethical challenges. Essential use of electronic communication in the workplace has escalated at an astronomical rate over the past decade. As such, legal and ethical dilemmas confronted by both the employer and the employee concerning managerial control and ownership of einformation have increased dramatically in the USA. From the employer-s perspective, ownership and control of all information created for the workplace is an undeniable source of economic advantage and must be monitored zealously. From the perspective of the employee, individual rights, such as privacy, freedom of speech, and freedom from unreasonable search and seizure, continue to be stalwart legal guarantees that employers are not legally or ethically entitled to abridge in the workplace. These issues have been the source of great debate and the catalyst for legal reform. The fine line between ethical and legal has been complicated by emerging technologies. This manuscript will identify and discuss a number of specific legal and ethical issues raised by the dynamic electronic workplace and conclude with suggestions that employers should follow to respect the delicate balance between employees- legal rights to privacy and the employer's right to protect its knowledge systems and infrastructure.

Keywords: Information, ethics, legal, privacy

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Authors: Cheng-Fang Huang, Meei-Ling Hung, Teh-Lu Liao, Her-Terng Yau, Jun-Juh Yan

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The design of chaos-based secure communication via synchronized modified Chua-s systems is investigated in this paper. A continuous control law is proposed to ensure synchronization of the master and slave modified Chua-s systems by using the variable structure control technique. Particularly, the concept of extended systems is introduced such that a continuous control input is obtained to avoid chattering phenomenon. Then, it becomes possible to ensure that the message signal embedded in the transmitter can be recovered in the receiver.

Keywords: Chaos, Secure communication, Synchronization, Variable structure control (VSC)

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Authors: Wael I. Alnahhal

Abstract:

It is a major challenge to build a bridge superstructure that has long-term durability and low maintenance requirements. A solution to this challenge may be to use new materials or to implement new structural systems. Fiber Reinforced Polymer (FRP) composites have continued to play an important role in solving some of persistent problems in infrastructure applications because of its high specific strength, light weight, and durability. In this study, the concept of the hybrid FRP-concrete structural systems is applied to a bridge superstructure. The hybrid FRP-concrete bridge superstructure is intended to have durable, structurally sound, and cost effective hybrid system that will take full advantage of the inherent properties of both FRP materials and concrete. In this study, two hybrid FRP-concrete bridge systems were investigated. The first system consists of trapezoidal cell units forming a bridge superstructure. The second one is formed by arch cells. The two systems rely on using cellular components to form the core of the bridge superstructure, and an outer shell to warp around those cells to form the integral unit of the bridge. Both systems were investigated analytically by using finite element (FE) analysis. From the rigorous FE studies, it was concluded that first system is more efficient than the second.

Keywords: Bridge superstructure, hybrid system, fiber reinforced polymer, finite element analysis.

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Authors: Ahmed Mohammed K. Alsalama

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Recommendation systems are widely used in e-commerce applications. The engine of a current recommendation system recommends items to a particular user based on user preferences and previous high ratings. Various recommendation schemes such as collaborative filtering and content-based approaches are used to build a recommendation system. Most of current recommendation systems were developed to fit a certain domain such as books, articles, and movies. We propose1 a hybrid framework recommendation system to be applied on two dimensional spaces (User × Item) with a large number of Users and a small number of Items. Moreover, our proposed framework makes use of both favorite and non-favorite items of a particular user. The proposed framework is built upon the integration of association rules mining and the content-based approach. The results of experiments show that our proposed framework can provide accurate recommendations to users.

Keywords: Data Mining, Association Rules, Recommendation Systems, Hybrid Systems.

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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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Authors: M. Jarocka

Abstract:

The paper contains a review of the literature in terms of the critical analysis of methodologies of university ranking systems. Furthermore, the initiatives supported by the European Commission (U-Map, U-Multirank) and CHE Ranking are described. Special attention is paid to the tendencies in the development of ranking systems. According to the author, the ranking organizations should abandon the classic form of ranking, namely a hierarchical ordering of universities from “the best" to “the worse". In the empirical part of this paper, using one of the method of cluster analysis called k-means clustering, the author presents university classifications of the top universities from the Shanghai Jiao Tong University-s (SJTU) Academic Ranking of World Universities (ARWU).

Keywords: Classification, cluster analysis, ranking, university.

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Authors: Amir Ngah, Masita Abdul Jalil, Zailani Abdullah

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The aim of software maintenance is to maintain the software system in accordance with advancement in software and hardware technology. One of the early works on software maintenance is to extract information at higher level of abstraction. In this paper, we present the process of how to design an information extraction tool for software maintenance. The tool can extract the basic information from old programs such as about variables, based classes, derived classes, objects of classes, and functions. The tool have two main parts; the lexical analyzer module that can read the input file character by character, and the searching module which users can get the basic information from the existing programs. We implemented this tool for a patterned sub-C++ language as an input file.

Keywords: Extraction tool, software maintenance, reverse engineering, C++.

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Authors: Deng Liao, Dongyu Qiu, Ahmed K. Elhakeem

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A new code synchronization algorithm is proposed in this paper for the secondary cell-search stage in wideband CDMA systems. Rather than using the Cyclically Permutable (CP) code in the Secondary Synchronization Channel (S-SCH) to simultaneously determine the frame boundary and scrambling code group, the new synchronization algorithm implements the same function with less system complexity and less Mean Acquisition Time (MAT). The Secondary Synchronization Code (SSC) is redesigned by splitting into two sub-sequences. We treat the information of scrambling code group as data bits and use simple time diversity BCH coding for further reliability. It avoids involved and time-costly Reed-Solomon (RS) code computations and comparisons. Analysis and simulation results show that the Synchronization Error Rate (SER) yielded by the new algorithm in Rayleigh fading channels is close to that of the conventional algorithm in the standard. This new synchronization algorithm reduces system complexities, shortens the average cell-search time and can be implemented in the slot-based cell-search pipeline. By taking antenna diversity and pipelining correlation processes, the new algorithm also shows its flexible application in multiple antenna systems.

Keywords: WCDMA cell-search, synchronization algorithm, secondary synchronization channel, antenna diversity.

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Authors: Feng Yang, Xuehai Zhou, Dalei Hu

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In this paper, we propose a general mandatory access framework for distributed systems. The framework can be applied into multiple operating systems and can handle multiple stakeholders. Despite considerable advancements in the area of mandatory access control, a certain approach to enforcing mandatory access control can only be applied in a specific operating system. Other than PC market in which windows captures the overwhelming shares, there are a number of popular operating systems in the emerging smart phone environment, i.e. Android, Windows mobile, Symbian, RIM. It should be noted that more and more stakeholders are involved in smartphone software, such as devices owners, service providers and application providers. Our framework includes three parts—local decision layer, the middle layer and the remote decision layer. The middle layer takes charge of managing security contexts, OS API, operations and policy combination. The design of the remote decision layer doesn’t depend on certain operating systems because of the middle layer’s existence. We implement the framework in windows, linux and other popular embedded systems.

Keywords: Mandatory Access Control, Distributed System, General Platform.

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Authors: Irene Luque Ruiz, Manuel Urbano Cuadrado, Miguel Ángel Gómez-Nieto

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New graph similarity methods have been proposed in this work with the aim to refining the chemical information extracted from molecules matching. For this purpose, data fusion of the isomorphic and nonisomorphic subgraphs into a new similarity measure, the Approximate Similarity, was carried out by several approaches. The application of the proposed method to the development of quantitative structure-activity relationships (QSAR) has provided reliable tools for predicting several pharmacological parameters: binding of steroids to the globulin-corticosteroid receptor, the activity of benzodiazepine receptor compounds, and the blood brain barrier permeability. Acceptable results were obtained for the models presented here.

Keywords: Graph similarity, Nonisomorphic dissimilarity, Approximate similarity, Drug activity prediction.

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Authors: F. Felipe

Abstract:

Air Defense Systems contain high-value assets that are expected to fulfill their mission for several years - in many cases, even decades - while operating in a fast-changing, technology-driven environment. Thus, it is paramount that decision-makers can assess how effective an Air Defense System is in the face of new developing threats, as well as to identify the bottlenecks that could jeopardize the security of the airspace of a country. Given the broad extent of activities and the great variety of assets necessary to achieve the strategic objectives, a systems approach was taken in order to delineate the core requirements and the physical architecture of an Air Defense System. Then, value-focused thinking helped in the definition of the measures of effectiveness. Furthermore, analytical methods were applied to create a formal structure that preliminarily assesses such measures. To validate the proposed methodology, a powerful simulation was also used to determine the measures of effectiveness, now in more complex environments that incorporate both uncertainty and multiple interactions of the entities. The results regarding the validity of this methodology suggest that the approach can support decisions aimed at enhancing the capabilities of Air Defense Systems. In conclusion, this paper sheds some light on how consolidated approaches of Systems Engineering and Operations Research can be used as valid techniques for solving problems regarding a complex and yet vital matter.

Keywords: Air defense, effectiveness, system, simulation, decision-support.

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Authors: Yong-Hui Li, Jing-Wen Huang

Abstract:

As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.

Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior

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Authors: Ching Louis Liu, Edmund Kazmierczak, Tim Miller

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Safety analysis for multi-agent systems is complicated by the, potentially nonlinear, interactions between agents. This paper proposes a method for analyzing the safety of multi-agent systems by explicitly focusing on interactions and the accident data of systems that are similar in structure and function to the system being analyzed. The method creates a Bayesian network using the accident data from similar systems. A feature of our method is that the events in accident data are labeled with HAZOP guide words. Our method uses an Ontology to abstract away from the details of a multi-agent implementation. Using the ontology, our methods then constructs an “Interaction Map,” a graphical representation of the patterns of interactions between agents and other artifacts. Interaction maps combined with statistical data from accidents and the HAZOP classifications of events can be converted into a Bayesian Network. Bayesian networks allow designers to explore “what it” scenarios and make design trade-offs that maintain safety. We show how to use the Bayesian networks, and the interaction maps to improve multi-agent system designs.

Keywords: Multi-agent system, safety analysis, safety model.

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Authors: Atefeh Heydari, Mohammadali Tavakoli, Zuriati Ismail, Naomie Salim

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Seeking and sharing knowledge on online forums have made them popular in recent years. Although online forums are valuable sources of information, due to variety of sources of messages, retrieving reliable threads with high quality content is an issue. Majority of the existing information retrieval systems ignore the quality of retrieved documents, particularly, in the field of thread retrieval. In this research, we present an approach that employs various quality features in order to investigate the quality of retrieved threads. Different aspects of content quality, including completeness, comprehensiveness, and politeness, are assessed using these features, which lead to finding not only textual, but also conceptual relevant threads for a user query within a forum. To analyse the influence of the features, we used an adopted version of voting model thread search as a retrieval system. We equipped it with each feature solely and also various combinations of features in turn during multiple runs. The results show that incorporating the quality features enhances the effectiveness of the utilised retrieval system significantly.

Keywords: Content quality, Forum search, Thread retrieval, Voting techniques.

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Authors: Huay Lit Woo, Qiyun Wang

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Weblog is an Internet tool that is believed to possess great potential to facilitate learning in education. This study wants to know if weblog can be used to promote students- critical thinking. It used a group of secondary two students from a Singapore school to write weblogs as a means of substitution for their traditional handwritten assignments. The topics for the weblogging are taken from History syllabus but modified to suit the purpose of this study. Weblogs from the students were collected and analysed using a known coding system for measuring critical thinking. Results show that the topic for blogging is crucial in determining the types of critical thinking employed by the students. Students are seen to display critical thinking traits in the areas of information sourcing, linking information to arguments and viewpoints justification. Students- criticalness is more profound when the information for writing a topic is readily available. Otherwise, they tend to be less critical and subjective. The study also found that students lack the ability to source for external information suggesting that students may need to be taught information literacy in order to widen their use of critical thinking skills.

Keywords: Affordance, blog, critical thinking, perception, weblog.

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Authors: Ja'far Alqatawna, Jawed Siddiqi, Babak Akhgar, Mohammad Hjouj Btoush

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A great deal of research works in the field information systems security has been based on a positivist paradigm. Applying the reductionism concept of the positivist paradigm for information security means missing the bigger picture and thus, the lack of holism which could be one of the reasons why security is still overlooked, comes as an afterthought or perceived from a purely technical dimension. We need to reshape our thinking and attitudes towards security especially in a complex and dynamic environment such as e- Business to develop a holistic understanding of e-Business security in relation to its context as well as considering all the stakeholders in the problem area. In this paper we argue the suitability and need for more inductive interpretive approach and qualitative research method to investigate e-Business security. Our discussion is based on a holistic framework of enquiry, nature of the research problem, the underling theoretical lens and the complexity of e-Business environment. At the end we present a research strategy for developing a holistic framework for understanding of e-Business security problems in the context of developing countries based on an interdisciplinary inquiry which considers their needs and requirements.

Keywords: e-Business Security, Complexity, Methodological considerations, interpretive qualitative research and Case study method.

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Authors: Rein Kuusik, Grete Lind

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Generator of hypotheses is a new method for data mining. It makes possible to classify the source data automatically and produces a particular enumeration of patterns. Pattern is an expression (in a certain language) describing facts in a subset of facts. The goal is to describe the source data via patterns and/or IF...THEN rules. Used evaluation criteria are deterministic (not probabilistic). The search results are trees - form that is easy to comprehend and interpret. Generator of hypotheses uses very effective algorithm based on the theory of monotone systems (MS) named MONSA (MONotone System Algorithm).

Keywords: data mining, monotone systems, pattern, rule.

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Authors: Jisun Mo, Paola Boarin

Abstract:

The impact of common buildings on climate and environment has prompted people to get involved in the green building standards aimed at implementing rating tools or certifications. Thus, green building rating systems were introduced to the construction industry, and the demand for certified green buildings has increased gradually and succeeded considerably in enhancing people’s environmental awareness. However, the existing certification process has been unsatisfactory in attracting stakeholders and/or professionals who are actively engaged in adopting a rating system. It is because they have faced recurring barriers regarding limited information in understanding the rating process, time-consuming procedures and higher costs, which have a direct influence on pursuing green building rating systems. To promote the achievement of green building certifications within the building industry more successfully, this paper aims at designing a Pre-Assessment Tool (PAT) framework that can help stakeholders and/or professionals engaged in the construction industry to clarify their basic knowledge, timeframe and extra costs needed to activate a green building certification. First, taking the first steps towards the rating tool seems to be complicated because of upfront commitment to understanding the overall rating procedure is required. This conceptual PAT framework can increase basic knowledge of the rating tool and the certification process, mainly in terms of all resources or information of each credit requirements. Second, the assessment process of rating tools is generally known as a “lengthy and time-consuming system”, contributing to unenthusiastic reactions concerning green building projects. The proposed framework can predict the timeframe needed to identify how long it will take for a green project to process each credit requirement and the documentation required from the beginning of the certification process to final approval. Finally, most people often have the initial perception that pursuing green building certification costs more than constructing a non-green building, which makes it more difficult to execute rating tools. To overcome this issue, this PAT will help users to estimate the extra expenses such as certification fees and third-party contributions based on the track of the amount of time it takes to implement the rating tool throughout all the related stages. Also, it can prevent unexpected or hidden costs occurring in the process of assessment. Therefore, this proposed PAT framework can be recommended as an effective method to support the decision-making of inexperienced users and play an important role in promoting green building certification.

Keywords: Barriers, certification process, green building rating systems, pre-assessment tool.

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.

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Authors: Michal Cerny

Abstract:

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

Keywords: Linear regression, interval-censored data, computational complexity.

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Authors: Betül Özgenç Kaya, Soner Kuslu, Sabri Çolak, Turan Çalban

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Ulexite (Na2O.2CaO.5B2O3.16H2O) is boron mineral that is found in large quantities in the Turkey and world. In this study, the dissolution of this mineral in the disodium hydrogen phosphate solutions has been studied. Temperature, concentration, stirring speed, solid liquid ratio and particle size were selected as parameters. The experimental results were successfully correlated by linear regression using Statistica program. Dissolution curves were evaluated shrinking core models for solid-fluid systems. It was observed that increase in the reaction temperature and decrease in the solid/liquid ratio causes an increase the dissolution rate of ulexite. The activation energy was found to be 63.4 kJ/mol. The leaching of ulexite was controlled by chemical reaction.

Keywords: Disodium hydrogen phosphate, Leaching kinetics, Ulexite.

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Authors: Lianglin Xiong, Shouming Zhong, Mao Ye

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This paper addresses the stabilization issues for a class of uncertain switched neutral systems with nonlinear perturbations. Based on new classes of piecewise Lyapunov functionals, the stability assumption on all the main operators or the convex combination of coefficient matrices is avoid, and a new switching rule is introduced to stabilize the neutral systems. The switching rule is designed from the solution of the so-called Lyapunov-Metzler linear matrix inequalities. Finally, three simulation examples are given to demonstrate the significant improvements over the existing results.

Keywords: Switched neutral system, piecewise Lyapunov functional, nonlinear perturbation, Lyapunov-Metzler linear matrix inequality.

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Authors: Hajir Karimi, Fakheri Yousefi, Mahmood Reza Rahimi

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An accurate and proficient artificial neural network (ANN) based genetic algorithm (GA) is developed for predicting of nanofluids viscosity. A genetic algorithm (GA) is used to optimize the neural network parameters for minimizing the error between the predictive viscosity and the experimental one. The experimental viscosity in two nanofluids Al2O3-H2O and CuO-H2O from 278.15 to 343.15 K and volume fraction up to 15% were used from literature. The result of this study reveals that GA-NN model is outperform to the conventional neural nets in predicting the viscosity of nanofluids with mean absolute relative error of 1.22% and 1.77% for Al2O3-H2O and CuO-H2O, respectively. Furthermore, the results of this work have also been compared with others models. The findings of this work demonstrate that the GA-NN model is an effective method for prediction viscosity of nanofluids and have better accuracy and simplicity compared with the others models.

Keywords: genetic algorithm, nanofluids, neural network, viscosity

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Authors: Shuh Liang

Abstract:

This article provides empirical evidence on the effect of domestic and international factors on the U.S. current account deficit. Linear dynamic regression and vector autoregression models are employed to estimate the relationships during the period from 1986 to 2011. The findings of this study suggest that the current and lagged private saving rate and foreign current account for East Asian economies have played a vital role in affecting the U.S. current account. Additionally, using Granger causality tests and variance decompositions, the change of the productivity growth and foreign domestic demand are determined to influence significantly the change of the U.S. current account. To summarize, the empirical relationship between the U.S. current account deficit and its determinants is sensitive to alternative regression models and specifications.

Keywords: Current account deficit, productivity growth, foreign demand, vector autoregression.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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