Search results for: Extra Trees.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 368

Search results for: Extra Trees.

218 A Multi-Attribute Utility Model for Performance Evaluation of Sustainable Banking

Authors: Sonia Rebai, Mohamed Naceur Azaiez, Dhafer Saidane

Abstract:

In this study, we develop a performance evaluation model based on a multi-attribute utility approach aiming at reaching the sustainable banking (SB) status. This model is built accounting for various banks’ stakeholders in a win-win paradigm. In addition, it offers the opportunity for adopting a global measure of performance as an indication of a bank’s sustainability degree. This measure is referred to as banking sustainability performance index (BSPI). This index may constitute a basis for ranking banks. Moreover, it may constitute a bridge between the assessment types of financial and extra-financial rating agencies. A real application is performed on three French banks.

Keywords: Multi-attribute utility theory, Performance, Sustainable banking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2213
217 Computer Aided Language Learning System for Arabic for Second Language Learners

Authors: Osama Abufanas

Abstract:

This paper aims to build an Arabic learning language tool using Flash CS4 professional software with action script 3.0 programming language, based on the Computer Aided Language Learning (CALL) material. An extra intention is to provide a primary tool and focus on learning Arabic as a second language to adults. It contains letters, words and sentences at the first stage. This includes interactive practices, which evaluates learners’ comprehension of the Arabic language. The system was examined and it was found that the language structure was correct and learners were satisfied regarding the system tools. The learners found the system tools efficient and simple to use. The paper's main conclusion illustrates that CALL can be applied without any hesitation to second language learners

Keywords: Arabic Language, Computer Aided Language Learning (CALL), Learner, Material.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2738
216 Balancing Neural Trees to Improve Classification Performance

Authors: Asha Rani, Christian Micheloni, Gian Luca Foresti

Abstract:

In this paper, a neural tree (NT) classifier having a simple perceptron at each node is considered. A new concept for making a balanced tree is applied in the learning algorithm of the tree. At each node, if the perceptron classification is not accurate and unbalanced, then it is replaced by a new perceptron. This separates the training set in such a way that almost the equal number of patterns fall into each of the classes. Moreover, each perceptron is trained only for the classes which are present at respective node and ignore other classes. Splitting nodes are employed into the neural tree architecture to divide the training set when the current perceptron node repeats the same classification of the parent node. A new error function based on the depth of the tree is introduced to reduce the computational time for the training of a perceptron. Experiments are performed to check the efficiency and encouraging results are obtained in terms of accuracy and computational costs.

Keywords: Neural Tree, Pattern Classification, Perceptron, Splitting Nodes.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1236
215 The Gasification of Fructose in Supercritical Water

Authors: Shyh-Ming Chern, H. Y. Cheng

Abstract:

Biomass is renewable and sustainable. As an energy source, it will not release extra carbon dioxide into the atmosphere. Hence, tremendous efforts have been made to develop technologies capable of transforming biomass into suitable forms of bio-fuel. One of the viable technologies is gasifying biomass in supercritical water (SCW), a green medium for reactions. While previous studies overwhelmingly selected glucose as a model compound for biomass, the present study adopted fructose for the sake of comparison. The gasification of fructose in SCW was investigated experimentally to evaluate the applicability of supercritical water processes to biomass gasification. Experiments were conducted with an autoclave reactor. Gaseous product mainly consists of H2, CO, CO2, CH4 and C2H6. The effect of two major operating parameters, the reaction temperature (673-873 K) and the dosage of oxidizing agent (0-0.5 stoichiometric oxygen), on the product gas composition, yield and heating value was also examined, with the reaction pressure fixed at 25 MPa.

Keywords: Biomass, Fructose, Gasification, Supercritical water.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2043
214 Empirical and Indian Automotive Equity Portfolio Decision Support

Authors: P. Sankar, P. James Daniel Paul, Siddhant Sahu

Abstract:

A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to the conclusive confidence in the emerged models. This paper attempts to use the automotive sector stock prices from National Stock Exchange (NSE), India and analyze them for the intra-sectorial support for stock market decisions. The study identifies the significant variables and their lags which affect the price of the stocks using OLS analysis and decision tree classifiers.

Keywords: Indian Automotive Sector, Stock Market Decisions, Equity Portfolio Analysis, Decision Tree Classifiers, Statistical Data Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2044
213 CART Method for Modeling the Output Power of Copper Bromide Laser

Authors: Iliycho P. Iliev, Desislava S. Voynikova, Snezhana G. Gocheva-Ilieva

Abstract:

This paper examines the available experiment data for a copper bromide vapor laser (CuBr laser), emitting at two wavelengths - 510.6 and 578.2nm. Laser output power is estimated based on 10 independent input physical parameters. A classification and regression tree (CART) model is obtained which describes 97% of data. The resulting binary CART tree specifies which input parameters influence considerably each of the classification groups. This allows for a technical assessment that indicates which of these are the most significant for the manufacture and operation of the type of laser under consideration. The predicted values of the laser output power are also obtained depending on classification. This aids the design and development processes considerably.

Keywords: Classification and regression trees (CART), Copper Bromide laser (CuBr laser), laser generation, nonparametric statistical model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1832
212 Trust Building Mechanisms for Electronic Business Networks and Their Relation to eSkills

Authors: Radoslav Delina, Michal Tkáč

Abstract:

Globalization, supported by information and communication technologies, changes the rules of competitiveness and increases the significance of information, knowledge and network cooperation. In line with this trend, the need for efficient trust-building tools has emerged. The absence of trust building mechanisms and strategies was identified within several studies. Through trust development, participation on e-business network and usage of network services will increase and provide to SMEs new economic benefits. This work is focused on effective trust building strategies development for electronic business network platforms. Based on trust building mechanism identification, the questionnairebased analysis of its significance and minimum level of requirements was conducted. In the paper, we are confirming the trust dependency on e-Skills which play crucial role in higher level of trust into the more sophisticated and complex trust building ICT solutions.

Keywords: Correlation analysis, decision trees, e-marketplace, trust building

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1937
211 Hybrid Hierarchical Routing Protocol for WSN Lifetime Maximization

Authors: H. Aoudia, Y. Touati, E. H. Teguig, A. Ali Cherif

Abstract:

Conceiving and developing routing protocols for wireless sensor networks requires considerations on constraints such as network lifetime and energy consumption. In this paper, we propose a hybrid hierarchical routing protocol named HHRP combining both clustering mechanism and multipath optimization taking into account residual energy and RSSI measures. HHRP consists of classifying dynamically nodes into clusters where coordinators nodes with extra privileges are able to manipulate messages, aggregate data and ensure transmission between nodes according to TDMA and CDMA schedules. The reconfiguration of the network is carried out dynamically based on a threshold value which is associated with the number of nodes belonging to the smallest cluster. To show the effectiveness of the proposed approach HHRP, a comparative study with LEACH protocol is illustrated in simulations.

Keywords: Routing protocols, energy optimization, clustering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 909
210 Mapping of C* Elements in Finite Element Method using Transformation Matrix

Authors: G. H. Majzoob, B. Sharifi Hamadani

Abstract:

Mapping between local and global coordinates is an important issue in finite element method, as all calculations are performed in local coordinates. The concern arises when subparametric are used, in which the shape functions of the field variable and the geometry of the element are not the same. This is particularly the case for C* elements in which the extra degrees of freedoms added to the nodes make the elements sub-parametric. In the present work, transformation matrix for C1* (an 8-noded hexahedron element with 12 degrees of freedom at each node) is obtained using equivalent C0 elements (with the same number of degrees of freedom). The convergence rate of 8-noded C1* element is nearly equal to its equivalent C0 element, while it consumes less CPU time with respect to the C0 element. The existence of derivative degrees of freedom at the nodes of C1* element along with excellent convergence makes it superior compared with it equivalent C0 element.

Keywords: Mapping, Finite element method, C* elements, Convergence, C0 elements.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3158
209 A Novel Compression Algorithm for Electrocardiogram Signals based on Wavelet Transform and SPIHT

Authors: Sana Ktata, Kaïs Ouni, Noureddine Ellouze

Abstract:

Electrocardiogram (ECG) data compression algorithm is needed that will reduce the amount of data to be transmitted, stored and analyzed, but without losing the clinical information content. A wavelet ECG data codec based on the Set Partitioning In Hierarchical Trees (SPIHT) compression algorithm is proposed in this paper. The SPIHT algorithm has achieved notable success in still image coding. We modified the algorithm for the one-dimensional (1-D) case and applied it to compression of ECG data. By this compression method, small percent root mean square difference (PRD) and high compression ratio with low implementation complexity are achieved. Experiments on selected records from the MIT-BIH arrhythmia database revealed that the proposed codec is significantly more efficient in compression and in computation than previously proposed ECG compression schemes. Compression ratios of up to 48:1 for ECG signals lead to acceptable results for visual inspection.

Keywords: Discrete Wavelet Transform, ECG compression, SPIHT.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2138
208 Fuzzy Error Recovery in Feedback Control for Three Wheel Omnidirectional Soccer Robot

Authors: Vahid Rostami, Omid sojodishijani , Saeed Ebrahimijam, Ali MohsenizanjaniNejad

Abstract:

This paper is described one of the intelligent control method in Autonomous systems, which is called fuzzy control to correct the three wheel omnidirectional robot movement while it make mistake to catch the target. Fuzzy logic is especially advantageous for problems that can not be easily represented by mathematical modeling because data is either unavailable, incomplete or the process is too complex. Such systems can be easily up grated by adding new rules to improve performance or add new features. In many cases , fuzzy control can be used to improve existing traditional controller systems by adding an extra layer of intelligence to the current control method. The fuzzy controller designed here is more accurate and flexible than the traditional controllers. The project is done at MRL middle size soccer robot team.

Keywords: Robocup , omnidirectional , fuzzy control, soccer robot , intelligent control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1956
207 Modeling and Simulation of Position Estimation of Switched Reluctance Motor with Artificial Neural Networks

Authors: Oguz Ustun, Erdal Bekiroglu

Abstract:

In the present study, position estimation of switched reluctance motor (SRM) has been achieved on the basis of the artificial neural networks (ANNs). The ANNs can estimate the rotor position without using an extra rotor position sensor by measuring the phase flux linkages and phase currents. Flux linkage-phase current-rotor position data set and supervised backpropagation learning algorithm are used in training of the ANN based position estimator. A 4-phase SRM have been used to verify the accuracy and feasibility of the proposed position estimator. Simulation results show that the proposed position estimator gives precise and accurate position estimations for both under the low and high level reference speeds of the SRM

Keywords: Artificial neural networks, modeling andsimulation, position observer, switched reluctance motor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2073
206 Error-Robust Nature of Genome Profiling Applied for Clustering of Species Demonstrated by Computer Simulation

Authors: Shamim Ahmed Koichi Nishigaki

Abstract:

Genome profiling (GP), a genotype based technology, which exploits random PCR and temperature gradient gel electrophoresis, has been successful in identification/classification of organisms. In this technology, spiddos (Species identification dots) and PaSS (Pattern similarity score) were employed for measuring the closeness (or distance) between genomes. Based on the closeness (PaSS), we can buildup phylogenetic trees of the organisms. We noticed that the topology of the tree is rather robust against the experimental fluctuation conveyed by spiddos. This fact was confirmed quantitatively in this study by computer-simulation, providing the limit of the reliability of this highly powerful methodology. As a result, we could demonstrate the effectiveness of the GP approach for identification/classification of organisms.

Keywords: Fluctuation, Genome profiling (GP), Pattern similarity score (PaSS), Robustness, Spiddos-shift.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1543
205 Ensembling Classifiers – An Application toImage Data Classification from Cherenkov Telescope Experiment

Authors: Praveen Boinee, Alessandro De Angelis, Gian Luca Foresti

Abstract:

Ensemble learning algorithms such as AdaBoost and Bagging have been in active research and shown improvements in classification results for several benchmarking data sets with mainly decision trees as their base classifiers. In this paper we experiment to apply these Meta learning techniques with classifiers such as random forests, neural networks and support vector machines. The data sets are from MAGIC, a Cherenkov telescope experiment. The task is to classify gamma signals from overwhelmingly hadron and muon signals representing a rare class classification problem. We compare the individual classifiers with their ensemble counterparts and discuss the results. WEKA a wonderful tool for machine learning has been used for making the experiments.

Keywords: Ensembles, WEKA, Neural networks [NN], SupportVector Machines [SVM], Random Forests [RF].

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1770
204 Theoretical Isotope Generator: An Alternative towards Isotope Pattern Calculator

Authors: K. Massila, R. D. Stein, S. M. Suhaizan, A. A. Azlianor

Abstract:

A number of mass spectrometry applications are already available as web-based and windows-based systems to calculate isotope pattern and to display the mass spectrum based on the specific molecular formula besides providing necessary information. These applications were evaluated and compared with our new alternative application called Theoretical Isotope Generator (TIG) in terms of its functionality and features provided to prove this new application is working better and performing well. TIG provides extra features than others, complete with several functionality such as drawing, normalizing and zooming the generated graph that convey with the molecular information in a number of formats by providing the details of the calculation and molecules. Thus, any chemist, students, lecturers and researchers from anywhere could use TIG to gain related information on molecules and their relative intensity.

Keywords: Isotope pattern calculator, mass number, massspectrum, relative intensity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2341
203 Comparative Analysis of Soil Enzyme Activities between Laurel-Leaved and Cryptomeria japonica Forests

Authors: Ayuko Itsuki, Sachiyo Aburatani

Abstract:

Soil enzyme activities in Kasuga-yama Hill Primeval Forest (Nara, Japan) were examined to determine levels of mineralization and metabolism. Samples were selected from the soil surrounding laurel-leaved (BB-1) and Carpinus japonica (BB-2 and Pw) trees for analysis. Cellulase, β-xylosidase, and protease activities were higher in BB-1 samples those in BB-2 samples. These activity levels corresponded to the distribution of cellulose and hemicellulose in the soil horizons. Cellulase, β-xylosidase, and chymotrypsin activities were higher in soil from the Pw forest than in that from the BB-2 forest. The relationships between the soil enzymes calculated by Spearman’s rank correlation indicate that the interactions between enzymes in BB-2 samples were more complex than those in Pw samples.

Keywords: Comparative analysis, enzyme activities, forest soil, Spearman’s rank correlation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1215
202 Areas of Lean Manufacturing for Productivity Improvement in a Manufacturing Unit

Authors: Hudli Mohd. Rameez, K.H.Inamdar

Abstract:

Many organisations are nowadays interested to adopt lean manufacturing strategy that would enable them to compete in this competitive globalisation market. In this respect, it is necessary to assess the implementation of lean manufacturing in different organisations so that the important best practices can be identified. This paper describes the development of key areas which will be used to assess the adoption and implementation of lean manufacturing practices. There are some key areas developed to evaluate and reduce the most optimal projects so as to enhance their production efficiency and increase the purpose of the economic benefits of the manufacturing unit. Lean manufacturing is becoming lean enterprise by treating its customers and suppliers as partners. This gives the extra edge in today-s cost and time competitive markets. The organisation is becoming strong in all the conventional competition points. They are Price, Quality and Delivery. Lean enterprise owners can deliver high quality products quickly, with low price.

Keywords: Competitive points, implementation, Leanmanufacturing, tools and techniques

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3327
201 Application-Specific Instruction Sets Processor with Implicit Registers to Improve Register Bandwidth

Authors: Ginhsuan Li, Chiuyun Hung, Desheng Chen, Yiwen Wang

Abstract:

Application-Specific Instruction (ASI ) set Processors (ASIP) have become an important design choice for embedded systems due to runtime flexibility, which cannot be provided by custom ASIC solutions. One major bottleneck in maximizing ASIP performance is the limitation on the data bandwidth between the General Purpose Register File (GPRF) and ASIs. This paper presents the Implicit Registers (IRs) to provide the desirable data bandwidth. An ASI Input/Output model is proposed to formulate the overheads of the additional data transfer between the GPRF and IRs, therefore, an IRs allocation algorithm is used to achieve the better performance by minimizing the number of extra data transfer instructions. The experiment results show an up to 3.33x speedup compared to the results without using IRs.

Keywords: Application-Specific Instruction-set Processors, data bandwidth, configurable processor, implicit register.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1543
200 A Family of Distributions on Learnable Problems without Uniform Convergence

Authors: César Garza

Abstract:

In supervised binary classification and regression problems, it is well-known that learnability is equivalent to uniform convergence of the hypothesis class, and if a problem is learnable, it is learnable by empirical risk minimization. For the general learning setting of unsupervised learning tasks, there are non-trivial learning problems where uniform convergence does not hold. We present here the task of learning centers of mass with an extra feature that “activates” some of the coordinates over the unit ball in a Hilbert space. We show that the learning problem is learnable under a stable RLM rule. We introduce a family of distributions over the domain space with some mild restrictions for which the sample complexity of uniform convergence for these problems must grow logarithmically with the dimension of the Hilbert space. If we take this dimension to infinity, we obtain a learnable problem for which the uniform convergence property fails for a vast family of distributions.

Keywords: Statistical learning theory, learnability, uniform convergence, stability, regularized loss minimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 378
199 Application Quality Function Deployment (QFD) Tool in Design of Aero Pumps Based on System Engineering

Authors: Z. Soleymani, M. Amirzadeh

Abstract:

Quality Function Deployment (QFD) was developed in 1960 in Japan and introduced in 1983 in America and Europe. The paper presents a real application of this technique in a way that the method of applying QFD in design and production aero fuel pumps has been considered. While designing a product and in order to apply system engineering process, the first step is identification customer needs then its transition to engineering parameters. Since each change in deign after production process leads to extra human costs and also increase in products quality risk, QFD can make benefits in sale by meeting customer expectations. Since the needs identified as well, the use of QFD tool can lead to increase in communications and less deviation in design and production phases, finally it leads to produce the products with defined technical attributes.

Keywords: Customer voice, engineering parameters, QFD, gear pump.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732
198 Main Elements of Soft Cost in Green Buildings

Authors: Nurul Zahirah M.A., N. Zainul Abidin

Abstract:

Green buildings have been commonly cited to be more expensive than conventional buildings. However, limited research has been conducted to clearly identify elements that contribute to this cost differential. The construction cost of buildings can be typically divided into “hard" costs and “soft" cost elements. Using a review analysis of existing literature, the study identified six main elements in green buildings that contribute to the general cost elements that are “soft" in nature. The six elements found are insurance, developer-s experience, design cost, certification, commissioning and energy modeling. Out of the six elements, most literatures have highlighted the increase in design cost for green design as compared to conventional design due to additional architectural and engineering costs, eco-charettes, extra design time, and the further need for a green consultant. The study concluded that these elements of soft cost contribute to the green premium or cost differential of green buildings.

Keywords: Green building, cost differential, soft cost, intangible cost.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2787
197 Determination of Sequential Best Replies in N-player Games by Genetic Algorithms

Authors: Mattheos K. Protopapas, Elias B. Kosmatopoulos

Abstract:

An iterative algorithm is proposed and tested in Cournot Game models, which is based on the convergence of sequential best responses and the utilization of a genetic algorithm for determining each player-s best response to a given strategy profile of its opponents. An extra outer loop is used, to address the problem of finite accuracy, which is inherent in genetic algorithms, since the set of feasible values in such an algorithm is finite. The algorithm is tested in five Cournot models, three of which have convergent best replies sequence, one with divergent sequential best replies and one with “local NE traps"[14], where classical local search algorithms fail to identify the Nash Equilibrium. After a series of simulations, we conclude that the algorithm proposed converges to the Nash Equilibrium, with any level of accuracy needed, in all but the case where the sequential best replies process diverges.

Keywords: Best response, Cournot oligopoly, genetic algorithms, Nash equilibrium.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1452
196 Zero-Knowledge Proof-of-Reserve: A Confidential Approach to Cryptocurrency Asset Verification

Authors: Sam, Ng, Lewis Leighton, Sam Atkinson, Carson Yan, Landan Hu, Leslie Cheung, Brian Yap, Kent Lung, Ketat Sarakune

Abstract:

This paper presents a method for verifying cryptocurrency reserves that balances the need for both transparency and data confidentiality. Our methodology employs cryptographic techniques, including Merkle Trees, Bulletproof, and zkSnark, to verify that total assets equal or exceed total liabilities, represented by customer funds. Notably, this verification is achieved without disclosing sensitive information such as the total asset value, customer count, or cold wallet addresses. We delve into the construction and implementation of this methodology. While the system is robust and scalable, we also identify areas for potential enhancements to improve its efficiency and versatility. As the digital asset landscape continues to evolve, our approach provides a solid foundation for ensuring continued trust and security in digital asset platforms.

Keywords: Cryptocurrency, crypto-currency, proof-of-reserve, por, zero-knowledge, zkpor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 82
195 The Political Economy of Police Corruption in Nigeria

Authors: Tosin Osasona

Abstract:

The Nigeria Police Force bears the constitutional mandate as the primary policing agency for the protection of life and property within Nigeria; however, the police have an historical ill-reputation for corruption, ineptitude and impunity. Using the institutional theory of police as the framework of analysis, the paper argues that the performance of the police in Nigeria mirrors the dominant political, social and economic institutions and the structural environment of the Nigerian state. The article puts in perspective the deliberate political decision to underfund the police, leaving officers of the force the extra task of foraging for funds to undertake the duty that the Nigeria state primarily exists for; the article further explores the nexus between corruption in the police in Nigeria and the issue of funding. The article finds that the Nigerian state, by deliberately under-funding the police, while expecting the agency to perform its duties, has indirectly sanctioned the corruption of the force and approved the cooption of the institution of police and policing for private use in Nigeria.

Keywords: Funding, policing, Nigeria Police Force, corruption.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1135
194 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6083
193 Specialization-based parallel Processing without Memo-trees

Authors: Hidemi Ogasawara, Kiyoshi Akama, Hiroshi Mabuchi

Abstract:

The purpose of this paper is to propose a framework for constructing correct parallel processing programs based on Equivalent Transformation Framework (ETF). ETF regards computation as In the framework, a problem-s domain knowledge and a query are described in definite clauses, and computation is regarded as transformation of the definite clauses. Its meaning is defined by a model of the set of definite clauses, and the transformation rules generated must preserve meaning. We have proposed a parallel processing method based on “specialization", a part of operation in the transformations, which resembles substitution in logic programming. The method requires “Memo-tree", a history of specialization to maintain correctness. In this paper we proposes the new method for the specialization-base parallel processing without Memo-tree.

Keywords: Parallel processing, Program correctness, Equivalent transformation, Specializer generation rule

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1333
192 Optimization of a Three-Term Backpropagation Algorithm Used for Neural Network Learning

Authors: Yahya H. Zweiri

Abstract:

The back-propagation algorithm calculates the weight changes of an artificial neural network, and a two-term algorithm with a dynamically optimal learning rate and a momentum factor is commonly used. Recently the addition of an extra term, called a proportional factor (PF), to the two-term BP algorithm was proposed. The third term increases the speed of the BP algorithm. However, the PF term also reduces the convergence of the BP algorithm, and optimization approaches for evaluating the learning parameters are required to facilitate the application of the three terms BP algorithm. This paper considers the optimization of the new back-propagation algorithm by using derivative information. A family of approaches exploiting the derivatives with respect to the learning rate, momentum factor and proportional factor is presented. These autonomously compute the derivatives in the weight space, by using information gathered from the forward and backward procedures. The three-term BP algorithm and the optimization approaches are evaluated using the benchmark XOR problem.

Keywords: Neural Networks, Backpropagation, Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1551
191 Recycling of Sclareolide in the Crystallization Mother Liquid of Sclareolide by Adsorption and Chromatography

Authors: Xiang Li, Kui Chen, Bin Wu, Min Zhou

Abstract:

Sclareolide is made from sclareol by oxidiative synthesis and subsequent crystallization, while the crystallization mother liquor still contains 15%~30%wt of sclareolide to be reclaimed. With the reaction material of sclareol is provided as plant extract, many sorts of complex impurities exist in the mother liquor. Due to the difficulty in recycling sclareolide after solvent recovery, it is common practice for the factories to discard the mother liquor, which not only results in loss of sclareolide, but also contributes extra environmental burden. In this paper, a process based on adsorption and elution has been presented for recycling of sclareolide from mother liquor. After pretreatment of the crystallization mother liquor by HZ-845 resin to remove parts of impurities, sclareolide is adsorbed by HZ-816 resin. The HZ-816 resin loaded with sclareolide is then eluted by elution solvent. Finally, the eluent containing sclareolide is concentrated and fed into the crystallization step in the process. By adoption of the recycle from mother liquor, total yield of sclareolide increases from 86% to 90% with a stable purity of the final sclareolide products maintained.

Keywords: Sclareolide, resin, adsorption, chromatography.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1844
190 Knowledge Discovery and Data Mining Techniques in Textile Industry

Authors: Filiz Ersoz, Taner Ersoz, Erkin Guler

Abstract:

This paper addresses the issues and technique for textile industry using data mining techniques. Data mining has been applied to the stitching of garments products that were obtained from a textile company. Data mining techniques were applied to the data obtained from the CHAID algorithm, CART algorithm, Regression Analysis and, Artificial Neural Networks. Classification technique based analyses were used while data mining and decision model about the production per person and variables affecting about production were found by this method. In the study, the results show that as the daily working time increases, the production per person also decreases. In addition, the relationship between total daily working and production per person shows a negative result and the production per person show the highest and negative relationship.

Keywords: Data mining, textile production, decision trees, classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1545
189 An Overview of the Advice Process and the Scientific Production of the Adviser-Advised Relationship in the Areas of Engineering

Authors: Tales H. J. Moreira, Thiago M. R. Dias, Gray F. Moita

Abstract:

The adviser-advised relationship, in addition to the evident propagation of knowledge, can provide an increase in the scientific production of the advisors. Specifically, in post-graduate programs, in which the advised submit diverse papers in different means of publication, these end up boosting the production of their advisor, since in general the advisors appear as co-authors, responsible for instructing and assisting in the development of the work. Therefore, to visualize the orientation process and the scientific production resulting from this relation is another important way of analyzing the scientific collaboration in the different areas of knowledge. In this work, are used the data of orientations and postgraduate supervisions from the Lattes curricula, from the main advisors who work in the Engineering area, to obtain an overview of the process of orientation of this group, and even, to produce Academic genealogical trees, where it is possible to verify how knowledge has spread in the diverse areas of engineering.

Keywords: Academic genealogy, advice, engineering, lattes platform.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 770