Search results for: Natural language understanding
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3280

Search results for: Natural language understanding

1630 Teachers and Learners Perceptions on the Impact of Different Test Procedures on Reading: A Case Study

Authors: Bahloul Amel

Abstract:

The main aim of this research was to investigate the perspectives of English language teachers and learners on the effect of test techniques on reading comprehension, test performance and assessment. The research has also aimed at finding the differences between teacher and learner perspectives, specifying the test techniques which have the highest effect, investigating the other factors affecting reading comprehension, and comparing the results with the similar studies. In order to achieve these objectives, perspectives and findings of different researchers were reviewed, two different questionnaires were prepared to collect data for the perspectives of teachers and learners, the questionnaires were applied to 26 learners and 8 teachers from the University of Batna (Algeria), and quantitative and qualitative data analysis of the results were done. The results and analysis of the results show that different test techniques affect reading comprehension, test performance and assessment at different percentages rates.

Keywords: Reading Comprehension, Reading Assessment, Test Performance, Test Techniques.

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1629 Developing OMS in IHL

Authors: Suzana Basaruddin, Haryani Haron, Siti Arpah Noodin

Abstract:

Managing knowledge of research is one way to ensure just in time information and knowledge to support research strategist and activities. Unfortunately researcher found the vital research knowledge in IHL (Institutions of Higher Learning) are scattered, unstructured and unorganized. Aiming on lay aside conceptual foundations for understanding and developing OMS (Organizational Memory System) to facilitate research in IHL, this research revealed ten factors contributed to the needs of research in the IHL and seven internal challenges of IHL in promoting research to their academic members. This study then suggested a comprehensive support of managing research knowledge using Organizational Memory System (OMS). Eight OMS characteristics to support research were identified. Finally the initial work in designing OMS was projected using knowledge taxonomy. All analysis is derived from pertinent research paper related to research in IHL and OMS. Further study can be conducted to validate and verify results presented.

Keywords: corporate memory, Institutions of Higher Learning, organizational memory system, research

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1628 Non-contact Gaze Tracking with Head Movement Adaptation based on Single Camera

Authors: Ying Huang, Zhiliang Wang, An Ping

Abstract:

With advances in computer vision, non-contact gaze tracking systems are heading towards being much easier to operate and more comfortable for use, the technique proposed in this paper is specially designed for achieving these goals. For the convenience in operation, the proposal aims at the system with simple configuration which is composed of a fixed wide angle camera and dual infrared illuminators. Then in order to enhance the usability of the system based on single camera, a self-adjusting method which is called Real-time gaze Tracking Algorithm with head movement Compensation (RTAC) is developed for estimating the gaze direction under natural head movement and simplifying the calibration procedure at the same time. According to the actual evaluations, the average accuracy of about 1° is achieved over a field of 20×15×15 cm3.

Keywords: computer vision, gaze tracking, human-computer interaction.

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1627 Detection and Pose Estimation of People in Images

Authors: Mousa Mojarrad, Amir Masoud Rahmani, Mehrab Mohebi

Abstract:

Detection, feature extraction and pose estimation of people in images and video is made challenging by the variability of human appearance, the complexity of natural scenes and the high dimensionality of articulated body models and also the important field in Image, Signal and Vision Computing in recent years. In this paper, four types of people in 2D dimension image will be tested and proposed. The system will extract the size and the advantage of them (such as: tall fat, short fat, tall thin and short thin) from image. Fat and thin, according to their result from the human body that has been extract from image, will be obtained. Also the system extract every size of human body such as length, width and shown them in output.

Keywords: Analysis of Image Processing, Canny Edge Detection, Human Body Recognition, Measurement, Pose Estimation, 2D Human Dimension.

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1626 Students’ Awareness of the Use of Poster, Power Point and Animated Video Presentations: A Case Study of Third Year Students of the Department of English of Batna University

Authors: Bahloul Amel

Abstract:

The present study debates students’ perceptions of the use of technology in learning English as a Foreign Language. Its aim is to explore and understand students’ preparation and presentation of Posters, PowerPoint and Animated Videos by drawing attention to visual and oral elements. The data is collected through observations and semi-structured interviews and analyzed through phenomenological data analysis steps. The themes emerged from the data, visual learning satisfaction in using information and communication technology, providing structure to oral presentation, learning from peers’ presentations, draw attention to using Posters, PowerPoint and Animated Videos as each supports visual learning and organization of thoughts in oral presentations.

Keywords: Animated Videos, EFL, Posters, PowerPoint presentations, Visual Learning.

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1625 Simulation-Based Diversity Management in Human-Robot Collaborative Scenarios

Authors: Titanilla Komenda, Viktorio Malisa

Abstract:

In this paper, the influence of diversity-related factors on the design of collaborative scenarios is analysed. Based on the evaluation, a framework for simulating human-robot-collaboration is presented that considers both human factors as well as the overall system performance. The implementation of the model is shown on a real-life scenario from industry and validated in terms of traceability, safety and physical limitations. By comparing scenarios that consider diversity with those only meeting system performance, an overall understanding of individually adapted human-robot-collaborative workspaces is reached. A diversity-related guideline for human-robot-collaborations provides a summary of the research and aids in optimizing future applications. Finally, limitations and future amendments of the model are discussed.

Keywords: Diversity, human-machine-system, human-robot-collaboration, simulation.

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1624 Observation of the Correlations between Pair Wise Interaction and Functional Organization of the Proteins, in the Protein Interaction Network of Saccaromyces Cerevisiae

Authors: N. Tuncbag, T. Haliloglu, O. Keskin

Abstract:

Understanding the cell's large-scale organization is an interesting task in computational biology. Thus, protein-protein interactions can reveal important organization and function of the cell. Here, we investigated the correspondence between protein interactions and function for the yeast. We obtained the correlations among the set of proteins. Then these correlations are clustered using both the hierarchical and biclustering methods. The detailed analyses of proteins in each cluster were carried out by making use of their functional annotations. As a result, we found that some functional classes appear together in almost all biclusters. On the other hand, in hierarchical clustering, the dominancy of one functional class is observed. In brief, from interaction data to function, some correlated results are noticed about the relationship between interaction and function which might give clues about the organization of the proteins.

Keywords: Pair-wise protein interactions, DIP database, functional correlations, biclustering.

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1623 Carbon Accumulation in Winter Wheat under Different Growing Intensity and Climate Change

Authors: V. Povilaitis, S. Lazauskas, Š. Antanaitis, S. Sakalauskien, J. Sakalauskait, G. Pšibišauskien, O. Auškalnien, S. Raudonius, P. Duchovskis

Abstract:

World population growth drives food demand, promotes intensification of agriculture, development of new production technologies and varieties more suitable for regional nature conditions. Climate change can affect the length of growing period, biomass and carbon accumulation in winter wheat. The increasing mean air temperature resulting from climate change can reduce the length of growth period of cereals, and without adequate adjustments in growing technologies or varieties, can reduce biomass and carbon accumulation. Deeper understanding and effective measures for monitoring and management of cereal growth process are needed for adaptation to changing climate and technological conditions.

Keywords: carbon, climate change, modeling, winter wheat

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1622 Modeling Erosion Control in Oil Production Wells

Authors: Kenneth I.Eshiet, Yong Sheng

Abstract:

The sand production problem has led researchers into making various attempts to understand the phenomenon. The generally accepted concept is that the occurrence of sanding is due to the in-situ stress conditions and the induced changes in stress that results in the failure of the reservoir sandstone during hydrocarbon production from wellbores. By using a hypothetical cased (perforated) well, an approach to the problem is presented here by using Finite Element numerical modelling techniques. In addition to the examination of the erosion problem, the influence of certain key parameters is studied in order to ascertain their effect on the failure and subsequent erosion process. The major variables investigated include: drawdown, perforation depth, and the erosion criterion. Also included is the determination of the optimal mud pressure for given operational and reservoir conditions. The improved understanding between parameters enables the choice of optimal values to minimize sanding during oil production.

Keywords: Equivalent Plastic Strain, Erosion, Hydrocarbon Production.

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1621 Removal of Hexavalent Chromium from Wastewater by Use of Scrap Iron

Authors: Marius Gheju, Rodica Pode

Abstract:

Hexavalent chromium is highly toxic to most living organisms and a known human carcinogen by the inhalation route of exposure. Therefore, treatment of Cr(VI) contaminated wastewater is essential before their discharge to the natural water bodies. Cr(VI) reduction to Cr(III) can be beneficial because a more mobile and more toxic chromium species is converted to a less mobile and less toxic form. Zero-valence-state metals, such as scrap iron, can serve as electron donors for reducing Cr(VI) to Cr(III). The influence of pH on scrap iron capacity to reduce Cr(VI) was investigated in this study. Maximum reduction capacity of scrap iron was observed at the beginning of the column experiments; the lower the pH, the greater the experiment duration with maximum scrap iron reduction capacity. The experimental results showed that highest maximum reduction capacity of scrap iron was 12.5 mg Cr(VI)/g scrap iron, at pH 2.0, and decreased with increasing pH up to 1.9 mg Cr(VI)/g scrap iron at pH = 7.3.

Keywords: hexavalent chromium, heavy metals, scrap iron, reduction capacity, wastewater treatment.

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1620 The Effect of Biochar, Inoculated Biochar and Compost Biological Component of the Soil

Authors: H. Dvořáčková, I. Mikajlo, J. Záhora, J. Elbl

Abstract:

Biochar can be produced from the waste matter and its application has been associated with returning of carbon in large amounts into the soil. The impacts of this material on physical and chemical properties of soil have been described. The biggest part of the research work is dedicated to the hypothesis of this material’s toxic effects on the soil life regarding its effect on the soil biological component. At present, it has been worked on methods which could eliminate these undesirable properties of biochar. One of the possibilities is to mix biochar with organic material, such as compost, or focusing on the natural processes acceleration in the soil. In the experiment has been used as the addition of compost as well as the elimination of toxic substances by promoting microbial activity in aerated water environment. Biochar was aerated for 7 days in a container with a volume of 20 l. This way modified biochar had six times higher biomass production and reduce mineral nitrogen leaching. Better results have been achieved by mixing biochar with compost.

Keywords: Leaching of nitrogen, soil, biochar, compost.

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1619 Peer-Mediated Intervention for Social Communication Difficulties in Adolescents with Autism: Literature Review and Research Recommendations

Authors: Christine L. Cole

Abstract:

Adolescents with Autism Spectrum Disorders (ASD) often experience social-communication difficulties that negatively impact their social interactions with typical peers. However, unlike other age and disability groups, there is little intervention research to inform best practice for these students. One evidence-based strategy for younger students with ASD is peer-mediated intervention (PMI). PMI may be particularly promising for use with adolescents, as peers are readily available and are natural experts for encouraging authentic high school conversations. This paper provides a review of previous research that evaluated the use of PMI to improve the socialcommunication skills of students with ASD. Specific intervention features associated with positive student outcomes are identified and recommendations for future research are provided. Adolescents with ASD are targeted due the critical importance of social conversation at the high school level.

Keywords: Autism, peer-mediation, social communication, adolescents.

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1618 Learning Theories within Coaching Process

Authors: P. Fazel

Abstract:

These days we face with so many advertisements in magazines, those mentioned coaching is pragmatic specialties which help people make change in their lives. Up to know Specialty coaches are not necessarily therapists, consultants or psychologist, thus they may not know psychological theories. The International Coach Federation identifies "facilitating learning and results" as one of its four core coach competencies, without understanding learning theories coaching practice hangs in theoretical abyss. Thus the aim of this article is investigating learning theories within coaching process. Therefore, I reviewed some cognitive and behavioral learning theories and analyzed their contribution with coaching process which has been introduced in mentor coaches and ICF certified coaches' papers and books. The result demonstrated that coaching profession is strongly grounded in learning theories, and it will be strengthened by the validation of theories and evidence-based research as we move forward. Thus, it needs more research in order to applying effective theoretical frameworks.

Keywords: Coaching, Learning theories. Cognitive learning theories, behavioral learning theories.

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1617 Packing Theory for Natural and Crushed Aggregate to Obtain the Best Mix of Aggregate: Research and Development

Authors: Mohammed H. Mohammed, Mats Emborg, Roland Pusch, Sven Knutsson

Abstract:

Concrete performance is strongly affected by the particle packing degree since it determines the distribution of the cementitious component and the interaction of mineral particles. By using packing theory designers will be able to select optimal aggregate materials for preparing concrete with low cement content, which is beneficial from the point of cost. Optimum particle packing implies minimizing porosity and thereby reducing the amount of cement paste needed to fill the voids between the aggregate particles, taking also the rheology of the concrete into consideration. For reaching good fluidity superplasticizers are required. The results from pilot tests at Luleå University of Technology (LTU) show various forms of the proposed theoretical models, and the empirical approach taken in the study seems to provide a safer basis for developing new, improved packing models.

Keywords: Aggregate mix, Computer program, Concrete mix design, Models of packing.

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1616 On a Way for Constructing Numerical Methods on the Joint of Multistep and Hybrid Methods

Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov

Abstract:

Taking into account that many problems of natural sciences and engineering are reduced to solving initial-value problem for ordinary differential equations, beginning from Newton, the scientists investigate approximate solution of ordinary differential equations. There are papers of different authors devoted to the solution of initial value problem for ODE. The Euler-s known method that was developed under the guidance of the famous scientists Adams, Runge and Kutta is the most popular one among these methods. Recently the scientists began to construct the methods preserving some properties of Adams and Runge-Kutta methods and called them hybrid methods. The constructions of such methods are investigated from the middle of the XX century. Here we investigate one generalization of multistep and hybrid methods and on their base we construct specific methods of accuracy order p = 5 and p = 6 for k = 1 ( k is the order of the difference method).

Keywords: Multistep and hybrid methods, initial value problem, degree and stability of hybrid methods

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1615 Throughput Enhancement in AUDTWMN Using Throwboxes – An Overview

Authors: Laveen Sundararaj, Palanisamy Vellaiyan

Abstract:

Delay and Disruption Tolerant Networking is part of the Inter Planetary Internet with primary application being Deep Space Networks. Its Terrestrial form has interesting research applications such as Alagappa University Delay Tolerant Water Monitoring Network which doubles as test beds for improvising its routing scheme. DTNs depend on node mobility to deliver packets using a store-carry-and forward paradigm. Throwboxes are small and inexpensive stationary devices equipped with wireless interfaces and storage. We propose the use of Throwboxes to enhance the contact opportunities of the nodes and hence improve the Throughput. The enhancement is evaluated using Alunivdtnsim, a desktop simulator in C language and the results are graphically presented.

Keywords: Alunivdtnsim – Alagappa University Delay TolerantNetwork Simulator, AUDTWMN- Alagappa University DelayTolerant Water Monitoring Network, DTN - Delay and DisruptionTolerant Networking, LTP – Lick Lider Transmission Protocol.

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1614 The Impact of Scientific Content of National Geographic Channel on Drawing Style of Kindergarten Children

Authors: Ahmed Amin Mousa, Mona Yacoub

Abstract:

This study depends on tracking children style through what they have drawn after being introduced to 16 visual content through National Geographic Abu Dhabi Channel programs and the study of the changing features in their drawings before applying the visual act with them. The researchers used Goodenough-Harris Test to analyse children drawings and to extract the features which changed in their drawing before and after the visual content. The results showed a positive change especially in the shapes of animals and their properties. Children become more aware of animals’ shapes. The study sample was 220 kindergarten children divided into 130 girls and 90 boys at the Orman Experimental Language School in Dokki, Giza, Egypt. The study results showed an improvement in children drawing with 85% than they were before watching videos.

Keywords: National Geographic, children drawing, kindergarten, Goodenough-Harris Test.

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1613 Parallel Direct Integration Variable Step Block Method for Solving Large System of Higher Order Ordinary Differential Equations

Authors: Zanariah Abdul Majid, Mohamed Suleiman

Abstract:

The aim of this paper is to investigate the performance of the developed two point block method designed for two processors for solving directly non stiff large systems of higher order ordinary differential equations (ODEs). The method calculates the numerical solution at two points simultaneously and produces two new equally spaced solution values within a block and it is possible to assign the computational tasks at each time step to a single processor. The algorithm of the method was developed in C language and the parallel computation was done on a parallel shared memory environment. Numerical results are given to compare the efficiency of the developed method to the sequential timing. For large problems, the parallel implementation produced 1.95 speed-up and 98% efficiency for the two processors.

Keywords: Numerical methods, parallel method, block method, higher order ODEs.

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1612 Laboratory Evaluation of Geogrids Used for Stabilizing Soft Subgrades

Authors: Magdi M. E. Zumrawi, Nehla Mansour

Abstract:

This paper aims to assess the efficiency of using geogrid reinforcement for subgrade stabilization. The literature of applying geogrid reinforcement technique for pavements built on soft subgrades and the previous experiences were reviewed. Laboratory tests were conducted on soil reinforced with geogrids in one or several layers. The soil specimens were compacted in four layers with or without geogrid sheets. The California Bearing Ratio (CBR) test, in soaking condition, was performed on natural soil and soil-geogrid specimens. The test results revealed that the CBR value is much affected by the geogrid sheet location and the number of sheets used in the soil specimen. When a geogrid sheet was placed at the 1st layer of the soil, there was an increment of 26% in the CBR value. Moreover, the CBR value was significantly increased by 62% when geogrid sheets were placed at all four layers. The high CBR value is attributed to interface friction and interlock involved in the geogrid/ soil interactions. It could be concluded that geogrid reinforcement is successful and more economical technique.

Keywords: Geogrid, reinforcement, stabilization, subgrade.

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1611 The Framework for Adaptive Games for Mobile Application Using Neural Networks

Authors: Widodo Budiharto, Michael Yoseph Ricky, Ro'fah Nur Rachmawati

Abstract:

The rapid development of the BlackBerry games industry and its development goals were not just for entertainment, but also used for educational of students interactively. Unfortunately the development of adaptive educational games on BlackBerry in Indonesian language that interesting and entertaining for learning process is very limited. This paper shows the research of development of novel adaptive educational games for students who can adjust the difficulty level of games based on the ability of the user, so that it can motivate students to continue to play these games. We propose a method where these games can adjust the level of difficulty, based on the assessment of the results of previous problems using neural networks with three inputs in the form of percentage correct, the speed of answer and interest mode of games (animation / lessons) and 1 output. The experimental results are presented and show the adaptive games are running well on mobile devices based on BlackBerry platform

Keywords: Adaptive games, neural networks, mobile games, BlackBerry

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1610 An Artificial Immune System for a Multi Agent Robotics System

Authors: Chingtham Tejbanta Singh, Shivashankar B. Nair

Abstract:

This paper explores an application of an adaptive learning mechanism for robots based on the natural immune system. Most of the research carried out so far are based either on the innate or adaptive characteristics of the immune system, we present a combination of these to achieve behavior arbitration wherein a robot learns to detect vulnerable areas of a track and adapts to the required speed over such portions. The test bed comprises of two Lego robots deployed simultaneously on two predefined near concentric tracks with the outer robot capable of helping the inner one when it misaligns. The helper robot works in a damage-control mode by realigning itself to guide the other robot back onto its track. The panic-stricken robot records the conditions under which it was misaligned and learns to detect and adapt under similar conditions thereby making the overall system immune to such failures.

Keywords: Adaptive, AIS, Behavior Arbitration, ClonalSelection, Immune System, Innate, Robot, Self Healing.

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1609 A Study on the Secure ebXML Transaction Models

Authors: Dongkyoo Shin, Dongil Shin, Sukil Cha, Seyoung Kim

Abstract:

ebXML (Electronic Business using eXtensible Markup Language) is an e-business standard, sponsored by UN/CEFACT and OASIS, which enables enterprises to exchange business messages, conduct trading relationships, communicate data in common terms and define and register business processes. While there is tremendous e-business value in the ebXML, security remains an unsolved problem and one of the largest barriers to adoption. XML security technologies emerging recently have extensibility and flexibility suitable for security implementation such as encryption, digital signature, access control and authentication. In this paper, we propose ebXML business transaction models that allow trading partners to securely exchange XML based business transactions by employing XML security technologies. We show how each XML security technology meets the ebXML standard by constructing the test software and validating messages between the trading partners.

Keywords: Electronic commerce, e-business standard, ebXML, XML security, secure business transaction.

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1608 A Theoretical Study of the SI Engine Performance Operating with Different Fuels

Authors: Osama H. Ghazal

Abstract:

The intension in this work is to investigate the effect of different fuels type on engine performance for different engine speed. Brake Power, Brake Torque, and specific fuel consumption were calculated and presented to show the effect of varying fuel type on them for all cases considered. A special program used to carry out the calculations. A simulation model for one-cylinder spark ignition engine has been built and calculated.

The analysis of the results shows that for methanol the power increases about 30% at 1000 rpm and 16% at 6000 rpm comparing with methane. For the same compared fuels the increment in fuel consumption is about 100% at 1000 rpm and 115% at 6000 rpm. The increment in brake thermal efficiency for gasoline is around 11% comparing with methane at 1000 rpm and 7% for methanol comparing with methane at 4000 rpm.

Keywords: Natural gas fuel, spark ignition engines, performance, engine simulation.

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1607 The Study of Digital Transformation Skills and Competencies Framework at Umm Alqura University

Authors: Anod H. Alhazmi, Hanaa A. Yamani

Abstract:

The lack of digital transformation professionals could prevent Saudi Arabia’s universities from providing digital services. The task of understanding what digital skills are needed within an organization, measuring the existing skills, and developing or attracting talents is a complex task. This paper provides a comprehensive analysis of the digital transformation skills needed in the organizations who seek digital transformation and identifies the skills and competencies framework DigSC built on Skills Framework for the Informational Age (SFIA) framework that is adopted by the Ministry of Communications and Information Technology (MCIT) in Saudi Arabia. The framework adopted identifies the main digital transformation skills clusters, categories and levels of responsibilities for each job description to fill the gap between this requirement and the digital skills supplied by the Umm Alqura University (UQU).

Keywords: Competencies, digital transformation, framework, skills, Umm Alqura University.

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1606 The Effect of Combining Real Experimentation With Virtual Experimentation on Students-Success

Authors: I. Oral, E. Bozkurt, H. Guzel

Abstract:

The purpose of this study was to investigate the effect of combining Real Experimentation (RE) With Virtual Experimentation (VE) on students- conceptual understanding of photo electric effect. To achieve this, a pre–post comparison study design was used that involved 46 undergraduate students. Two groups were set up for this study. Participants in the control group used RE to learn photo electric effect, whereas, participants in the experimental group used RE in the first part of the curriculum and VE in another part. Achievement test was given to the groups before and after the application as pre-test and post test. The independent samples t- test, one way Anova and Tukey HSD test were used for testing the data obtained from the study. According to the results of analyzes, the experimental group was found more successful than the control group.

Keywords: Computer Based Teaching, Java, Physics Education, Virtual Laboratory.

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1605 Linear Stability of Convection in a Viscoelastic Nanofluid Layer

Authors: Long Jye Sheu

Abstract:

This paper presents a linear stability analysis of natural convection in a horizontal layer of a viscoelastic nanofluid. The Oldroyd B model was utilized to describe the rheological behavior of a viscoelastic nanofluid. The model used for the nanofluid incorporated the effects of Brownian motion and thermophoresis. The onset criterion for stationary and oscillatory convection was derived analytically. The effects of the Deborah number, retardation parameters, concentration Rayleigh number, Prandtl number, and Lewis number on the stability of the system were investigated. Results indicated that there was competition among the processes of thermophoresis, Brownian diffusion, and viscoelasticity which caused oscillatory rather than stationary convection to occur. Oscillatory instability is possible with both bottom- and top-heavy nanoparticle distributions. Regimes of stationary and oscillatory convection for various parameters were derived and are discussed in detail.

Keywords: instability, viscoelastic, nanofluids, oscillatory, Brownian, thermophoresis

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1604 Assessment of In-Situ Water Sensitive Urban Design Elements

Authors: Niranjali Jayasuirya, Majell Backhausen

Abstract:

Water Sensitive Urban Design (WSUD) features are increasingly used to treat and manage polluted stormwater runoff in urbanised areas. It is important to monitor and evaluate the effectiveness of the infrastructure in achieving their intended performance targets after constructing and operating these features overtime. The paper presents the various methods of analysis used to assess the effectiveness of the in-situ WSUD features, such as: onsite visual inspections during operational and non operational periods, maintenance audits and periodic water quality testing. The results will contribute to a better understanding of the operational and maintenance needs of in-situ WSUD features and assist in providing recommendations to better manage life cycle performance.

Keywords: Bio-retention swales, Maintenance plan, Operational plan, Water Sensitive Urban Design, Water quality improvement.

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1603 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

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

Abstract:

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

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

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1602 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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1601 Dynamic Amplification Factors of Some City Bridges

Authors: I. Paeglite, A. Paeglitis

Abstract:

Paper presents a study about dynamic effects obtained from the dynamic load testing of the city highway bridges in Latvia carried out from 2005 to 2012. 9 prestressed concrete bridges and 4 composite bridges were considered. 11 of 13 bridges were designed according to the Eurocodes but two according to the previous structural codes used in Latvia (SNIP 2.05.03-84). The dynamic properties of the bridges were obtained by heavy vehicle passing the bridge roadway with different driving speeds and with or without even pavement. The obtained values of the Dynamic amplification factor (DAF) and the bridge natural frequency were analyzed and compared to the values of built-in traffic load models provided in Eurocode 1. The actual DAF values for even bridge pavement in the most cases are smaller than the value adopted in Eurocode 1. Vehicle speed for uneven pavements significantly influence Dynamic amplification factor values.

Keywords: Bridge, dynamic effects, load testing, dynamic amplification factor.

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