Search results for: Model Dependent Factors(MDF)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7958

Search results for: Model Dependent Factors(MDF)

7808 The Euler Equations of Steady Flow in Terms of New Dependent and Independent Variables

Authors: Peiangpob Monnuanprang

Abstract:

In this paper we study the transformation of Euler equations  1 , u u u Pf t (ρ ∂) + ⋅∇ = − ∇ + ∂ G G G G ∇⋅ = u 0, G where (ux, t) G G is the velocity of a fluid, P(x, t) G is the pressure of a fluid andρ (x, t) G is density. First of all, we rewrite the Euler equations in terms of new unknown functions. Then, we introduce new independent variables and transform it to a new curvilinear coordinate system. We obtain the Euler equations in the new dependent and independent variables. The governing equations into two subsystems, one is hyperbolic and another is elliptic.

Keywords: Euler equations, transformation, hyperbolic, elliptic

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7807 Finite Element Analysis of Crack Welding Process

Authors: Thomas Jin-Chee Liu

Abstract:

The numerical simulation of the crack welding process is reported in this paper. The thermo-electro-structural coupled-field finite element analysis is adopted to investigate the welding process of crack surfaces. In the simulation, the pressure-dependent and temperature-dependent electrical contact conditions are considered. From the results, the crack surfaces can melt and weld together under the compressive load and electric current. The contact pressure effect must be considered in the finite element analysis to obtain more practical results.

Keywords: Crack welding, contact pressure, Joule heating, finite element, coupled-field.

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7806 Inferring User Preference Using Distance Dependent Chinese Restaurant Process and Weighted Distribution for a Content Based Recommender System

Authors: Bagher Rahimpour Cami, Hamid Hassanpour, Hoda Mashayekhi

Abstract:

Nowadays websites provide a vast number of resources for users. Recommender systems have been developed as an essential element of these websites to provide a personalized environment for users. They help users to retrieve interested resources from large sets of available resources. Due to the dynamic feature of user preference, constructing an appropriate model to estimate the user preference is the major task of recommender systems. Profile matching and latent factors are two main approaches to identify user preference. In this paper, we employed the latent factor and profile matching to cluster the user profile and identify user preference, respectively. The method uses the Distance Dependent Chines Restaurant Process as a Bayesian nonparametric framework to extract the latent factors from the user profile. These latent factors are mapped to user interests and a weighted distribution is used to identify user preferences. We evaluate the proposed method using a real-world data-set that contains news tweets of a news agency (BBC). The experimental results and comparisons show the superior recommendation accuracy of the proposed approach related to existing methods, and its ability to effectively evolve over time.

Keywords: Content-based recommender systems, dynamic user modeling, extracting user interests, predicting user preference.

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7805 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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7804 The Overload Behaviour of Reinforced Concrete Flexural Members

Authors: Angelo Thurairajah

Abstract:

Sufficient ultimate deformation is necessary to demonstrate the member ductility, which is dependent on the section and the material ductility. The concrete cracking phase of softening prior to the plastic hinge formation is an essential feature as well. The nature of the overload behaviour is studied using the order of the ultimate deflection. The ultimate deflection is primarily dependent on the slenderness (span to depth ratio), the ductility of the reinforcing steel, the degree of moment redistribution, the type of loading, and the support conditions. The ultimate deflection and the degree of moment redistribution from the analytical study are in good agreement with the experimental results and the moment redistribution provisions of the Australian Standards AS3600 Concrete Structures Code.

Keywords: Ductility, softening, ultimate deflection, overload behaviour, moment redistribution.

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7803 Solving One-dimensional Hyperbolic Telegraph Equation Using Cubic B-spline Quasi-interpolation

Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

In this paper, the telegraph equation is solved numerically by cubic B-spline quasi-interpolation .We obtain the numerical scheme, by using the derivative of the quasi-interpolation to approximate the spatial derivative of the dependent variable and a low order forward difference to approximate the temporal derivative of the dependent variable. The advantage of the resulting scheme is that the algorithm is very simple so it is very easy to implement. The results of numerical experiments are presented, and are compared with analytical solutions by calculating errors L2 and L∞ norms to confirm the good accuracy of the presented scheme.

Keywords: Cubic B-spline, quasi-interpolation, collocation method, second-order hyperbolic telegraph equation.

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7802 Computation of Flood and Drought Years over the North-West Himalayan Region Using Indian Meteorological Department Rainfall Data

Authors: Sudip Kumar Kundu, Charu Singh

Abstract:

The climatic condition over Indian region is highly dependent on monsoon. India receives maximum amount of rainfall during southwest monsoon. Indian economy is highly dependent on agriculture. The presence of flood and drought years influenced the total cultivation system as well as the economy of the country as Indian agricultural systems is still highly dependent on the monsoon rainfall. The present study has been planned to investigate the flood and drought years for the north-west Himalayan region from 1951 to 2014 by using area average Indian Meteorological Department (IMD) rainfall data. For this investigation the Normalized index (NI) has been utilized to find out whether the particular year is drought or flood. The data have been extracted for the north-west Himalayan (NWH) region states namely Uttarakhand (UK), Himachal Pradesh (HP) and Jammu and Kashmir (J&K) to find out the rainy season average rainfall for each year, climatological mean and the standard deviation. After calculation it has been plotted by the diagrams (or graphs) to show the results- some of the years associated with drought years, some are flood years and rest are neutral. The flood and drought years can also relate with the large-scale phenomena El-Nino and La-Lina.

Keywords: Indian Meteorological Department, Rainfall, Normalized index, Flood, Drought, NWH.

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7801 Free Vibration Analysis of Functionally Graded Pretwisted Plate in Thermal Environment Using Finite Element Method

Authors: S. Parida, S. C. Mohanty

Abstract:

The free vibration behavior of thick pretwisted cantilevered functionally graded material (FGM) plate subjected to the thermal environment is investigated numerically in the present paper. A mathematical model is developed in the framework of higher order shear deformation theory (HOST) with C0 finite element formulation i.e. independent displacement and rotations. The material properties are assumed to be temperature dependent and vary continuously through the thickness based on the volume fraction exponent in simple power rule. The finite element model has been discretized into eight node quadratic serendipity elements with node wise seven degrees of freedom. The effect of plate geometry, temperature field, material composition, and the modal analysis on the vibrational characteristics is examined. Finally, the results are verified by comparing with those available in literature.

Keywords: FGM, pretwisted plate, thermal environment, HOST, simple power law.

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7800 Augmented Lyapunov Approach to Robust Stability of Discrete-time Stochastic Neural Networks with Time-varying Delays

Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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7799 Retail Inventory Management for Perishable Products with Two Bins Strategy

Authors: Madhukar Nagare, Pankaj Dutta, Amey Kambli

Abstract:

Perishable goods constitute a large portion of retailer inventory and lose value with time due to deterioration and/or obsolescence. Retailers dealing with such goods required considering the factors of short shelf life and the dependency of sales on inventory displayed in determining optimal procurement policy. Many retailers follow the practice of using two bins - primary bin sales fresh items at a list price and secondary bin sales unsold items at a discount price transferred from primary bin on attaining certain age. In this paper, mathematical models are developed for primary bin and for secondary bin that maximizes profit with decision variables of order quantities, optimal review period and optimal selling price at secondary bin. The demand rates in two bins are assumed to be deterministic and dependent on displayed inventory level, price and age but independent of each other. The validity of the model is shown by solving an example and the sensitivity analysis of the model is also reported.

Keywords: Retail Inventory, Perishable Products, Two Bin, Profitable Sales.

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7798 Factors Affecting Slot Machine Performance in an Electronic Gaming Machine Facility

Authors: Etienne Provencal, David L. St-Pierre

Abstract:

A facility exploiting only electronic gambling machines (EGMs) opened in 2007 in Quebec City, Canada under the name of Salons de Jeux du Québec (SdjQ). This facility is one of the first worldwide to rely on that business model. This paper models the performance of such EGMs. The interest from a managerial point of view is to identify the variables that can be controlled or influenced so that a comprehensive model can help improve the overall performance of the business. The EGM individual performance model contains eight different variables under study (Game Title, Progressive jackpot, Bonus Round, Minimum Coin-in, Maximum Coin-in, Denomination, Slant Top and Position). Using data from Quebec City’s SdjQ, a linear regression analysis explains 90.80% of the EGM performance. Moreover, results show a behavior slightly different than that of a casino. The addition of GameTitle as a factor to predict the EGM performance is one of the main contributions of this paper. The choice of the game (GameTitle) is very important. Games having better position do not have significantly better performance than games located elsewhere on the gaming floor. Progressive jackpots have a positive and significant effect on the individual performance of EGMs. The impact of BonusRound on the dependent variable is significant but negative. The effect of Denomination is significant but weakly negative. As expected, the Language of an EGMS does not impact its individual performance. This paper highlights some possible improvements by indicating which features are performing well. Recommendations are given to increase the performance of the EGMs performance.

Keywords: EGM, linear regression, model prediction, slot operations.

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7797 Prediction Method of Extenics Theory for Assessment of Bearing Capacity of Lateritic Soil Foundation

Authors: Wei Bai, Ling-Wei Kong, Ai-Guo Guo

Abstract:

Base on extenics theory, the statistical physical and mechanical properties from laboratory experiments are used to evaluate the bearing capacity of lateritic soil foundation. The properties include water content, bulk density, liquid limit, cohesion, and so on. The matter-element and the dependent function are defined. Then the synthesis dependent degree and the final grade index are calculated. The results show that predicted outcomes can be matched with the in-situ test data, and a evaluate grade associate with bearing capacity can be deduced. The results provide guidance to assess and determine the bearing capacity grade of lateritic soil foundation.

Keywords: Lateritic soil, bearing capacity, extenics theory, plate loading test.

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7796 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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7795 Proteins Length and their Phenotypic Potential

Authors: Tom Snir, Eitan Rubin

Abstract:

Mendelian Disease Genes represent a collection of single points of failure for the various systems they constitute. Such genes have been shown, on average, to encode longer proteins than 'non-disease' proteins. Existing models suggest that this results from the increased likeli-hood of longer genes undergoing mutations. Here, we show that in saturated mutagenesis experiments performed on model organisms, where the likelihood of each gene mutating is one, a similar relationship between length and the probability of a gene being lethal was observed. We thus suggest an extended model demonstrating that the likelihood of a mutated gene to produce a severe phenotype is length-dependent. Using the occurrence of conserved domains, we bring evidence that this dependency results from a correlation between protein length and the number of functions it performs. We propose that protein length thus serves as a proxy for protein cardinality in different networks required for the organism's survival and well-being. We use this example to argue that the collection of Mendelian Disease Genes can, and should, be used to study the rules governing systems vulnerability in living organisms.

Keywords: Systems Biology, Protein Length

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7794 Epoxidized-Transesterified Cotton Seed Oil for Temperature-Dependent Austempering Process

Authors: R. M. Dodo, Z. Musa, K. A. Bello, U. Abdullahi, G. A. Faruna

Abstract:

Temperature dependent austempering of high carbon steel using epoxidized-transesterified cotton seed oil (ETO) was examined. Five sets of samples were heated to 850 oC and held for one hour and then quenched in an oil bath of ETO at 250 oC for one hour. The same procedure was performed on the remaining samples, which were austempered at 270 oC, 290 oC, 310 oC, and 330 oC. Next, mechanical property tests were conducted. The austempered samples were then analyzed for microstructure using a scanning electron microscope (SEM). The results indicate that tensile strength and hardness decrease with increasing temperature, while impact strength improved with rising temperature. It was observed that 270 oC is the best austempering temperature, as it produces austempered samples with the best combination of mechanical properties.

Keywords: Epoxidized-transesterified cotton seed oil, austempering temperature, high carbon steel, bainitic structures.

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7793 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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7792 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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7791 Generalized Chaplygin Gas and Varying Bulk Viscosity in Lyra Geometry

Authors: A. K. Sethi, R. N. Patra, B. Nayak

Abstract:

In this paper, we have considered Friedmann-Robertson-Walker (FRW) metric with generalized Chaplygin gas which has viscosity in the context of Lyra geometry. The viscosity is considered in two different ways (i.e. zero viscosity, non-constant r (rho)-dependent bulk viscosity) using constant deceleration parameter which concluded that, for a special case, the viscous generalized Chaplygin gas reduces to modified Chaplygin gas. The represented model indicates on the presence of Chaplygin gas in the Universe. Observational constraints are applied and discussed on the physical and geometrical nature of the Universe.

Keywords: Bulk viscosity, Lyra geometry, generalized Chaplygin gas, cosmology.

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7790 Continuous Fixed Bed Reactor Application for Decolourization of Textile Effluent by Adsorption on NaOH Treated Eggshell

Authors: M. Chafi, S. Akazdam, C. Asrir, L. Sebbahi, B. Gourich, N. Barka, M. Essahli

Abstract:

Fixed bed adsorption has become a frequently used industrial application in wastewater treatment processes. Various low cost adsorbents have been studied for their applicability in treatment of different types of effluents. In this work, the intention of the study was to explore the efficacy and feasibility for azo dye, Acid Orange 7 (AO7) adsorption onto fixed bed column of NaOH Treated eggshell (TES). The effect of various parameters like flow rate, initial dye concentration, and bed height were exploited in this study. The studies confirmed that the breakthrough curves were dependent on flow rate, initial dye concentration solution of AO7 and bed depth. The Thomas, Yoon–Nelson, and Adams and Bohart models were analysed to evaluate the column adsorption performance. The adsorption capacity, rate constant and correlation coefficient associated to each model for column adsorption was calculated and mentioned. The column experimental data were fitted well with Thomas model with coefficients of correlation R2 ≥0.93 at different conditions but the Yoon–Nelson, BDST and Bohart–Adams model (R2=0.911), predicted poor performance of fixed-bed column. The (TES) was shown to be suitable adsorbent for adsorption of AO7 using fixed-bed adsorption column.

Keywords: Adsorption models, acid orange 7, bed depth, breakthrough, dye adsorption, fixed-bed column, treated eggshell.

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7789 Self-Organization of Clusters Having Locally Distributed Patterns for Highly Synchronized Inputs

Authors: Toshio Akimitsu, Yoichi Okabe, Akira Hirose

Abstract:

Many experimental results suggest that more precise spike timing is significant in neural information processing. We construct a self-organization model using the spatiotemporal pat-terns, where Spike-Timing Dependent Plasticity (STDP) tunes the conduction delays between neurons. We show that, for highly syn-chronized inputs, the fluctuation of conduction delays causes globally continuous and locally distributed firing patterns through the self-organization.

Keywords: Self-organization, synfire-chain, Spike-Timing DependentPlasticity, distributed information representation.

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7788 Comparison of Router Intelligent and Cooperative Host Intelligent Algorithms in a Continuous Model of Fixed Telecommunication Networks

Authors: Dávid Csercsik, Sándor Imre

Abstract:

The performance of state of the art worldwide telecommunication networks strongly depends on the efficiency of the applied routing mechanism. Game theoretical approaches to this problem offer new solutions. In this paper a new continuous network routing model is defined to describe data transfer in fixed telecommunication networks of multiple hosts. The nodes of the network correspond to routers whose latency is assumed to be traffic dependent. We propose that the whole traffic of the network can be decomposed to a finite number of tasks, which belong to various hosts. To describe the different latency-sensitivity, utility functions are defined for each task. The model is used to compare router and host intelligent types of routing methods, corresponding to various data transfer protocols. We analyze host intelligent routing as a transferable utility cooperative game with externalities. The main aim of the paper is to provide a framework in which the efficiency of various routing algorithms can be compared and the transferable utility game arising in the cooperative case can be analyzed.

Keywords: Routing, Telecommunication networks, Performance evaluation, Cooperative game theory, Partition function form games

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7787 The Performance Improvement of the Target Position Determining System in Laser Tracking Based on 4Q Detector using Neural Network

Authors: A. Salmanpour, Sh. Mohammad Nejad

Abstract:

One of the methods for detecting the target position error in the laser tracking systems is using Four Quadrant (4Q) detectors. If the coordinates of the target center is yielded through the usual relations of the detector outputs, the results will be nonlinear, dependent on the shape, target size and its position on the detector screen. In this paper we have designed an algorithm with using neural network that coordinates of the target center in laser tracking systems is calculated by using detector outputs obtained from visual modeling. With this method, the results except from the part related to the detector intrinsic limitation, are linear and dependent from the shape and target size.

Keywords: four quadrant detector, laser tracking system, rangefinder, tracking sensor

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7786 Combined Sewer Overflow forecasting with Feed-forward Back-propagation Artificial Neural Network

Authors: Achela K. Fernando, Xiujuan Zhang, Peter F. Kinley

Abstract:

A feed-forward, back-propagation Artificial Neural Network (ANN) model has been used to forecast the occurrences of wastewater overflows in a combined sewerage reticulation system. This approach was tested to evaluate its applicability as a method alternative to the common practice of developing a complete conceptual, mathematical hydrological-hydraulic model for the sewerage system to enable such forecasts. The ANN approach obviates the need for a-priori understanding and representation of the underlying hydrological hydraulic phenomena in mathematical terms but enables learning the characteristics of a sewer overflow from the historical data. The performance of the standard feed-forward, back-propagation of error algorithm was enhanced by a modified data normalizing technique that enabled the ANN model to extrapolate into the territory that was unseen by the training data. The algorithm and the data normalizing method are presented along with the ANN model output results that indicate a good accuracy in the forecasted sewer overflow rates. However, it was revealed that the accurate forecasting of the overflow rates are heavily dependent on the availability of a real-time flow monitoring at the overflow structure to provide antecedent flow rate data. The ability of the ANN to forecast the overflow rates without the antecedent flow rates (as is the case with traditional conceptual reticulation models) was found to be quite poor.

Keywords: Artificial Neural Networks, Back-propagationlearning, Combined sewer overflows, Forecasting.

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7785 H-Infinity and RST Position Controllers of Rotary Traveling Wave Ultrasonic Motor

Authors: M. Brahim, I. Bahri, Y. Bernard

Abstract:

Traveling Wave Ultrasonic Motor (TWUM) is a compact, precise, and silent actuator generating high torque at low speed without gears. Moreover, the TWUM has a high holding torque without supply, which makes this motor as an attractive solution for holding position of robotic arms. However, their nonlinear dynamics, and the presence of load-dependent dead zones often limit their use. Those issues can be overcome in closed loop with effective and precise controllers. In this paper, robust H-infinity (H∞) and discrete time RST position controllers are presented. The H∞ controller is designed in continuous time with additional weighting filters to ensure the robustness in the case of uncertain motor model and external disturbances. Robust RST controller based on the pole placement method is also designed and compared to the H∞. Simulink model of TWUM is used to validate the stability and the robustness of the two proposed controllers.

Keywords: Piezoelectric motors, position control, H∞, RST, stability criteria, robustness.

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7784 Throughflow Effects on Thermal Convection in Variable Viscosity Ferromagnetic Liquids

Authors: G. N. Sekhar, P. G. Siddheshwar, G. Jayalatha, R. Prakash

Abstract:

The problem of thermal convection in temperature and magnetic field sensitive Newtonian ferromagnetic liquid is studied in the presence of uniform vertical magnetic field and throughflow. Using a combination of Galerkin and shooting techniques the critical eigenvalues are obtained for stationary mode. The effect of Prandtl number (Pr > 1) on onset is insignificant and nonlinearity of non-buoyancy magnetic parameter M3 is found to have no influence on the onset of ferroconvection. The magnetic buoyancy number, M1 and variable viscosity parameter, V have destabilizing influences on the system. The effect of throughflow Peclet number, Pe is to delay the onset of ferroconvection and this effect is independent of the direction of flow.

Keywords: Ferroconvection, throughflow, temperature dependent viscosity, magnetic field dependent viscosity.

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7783 Analysis of Energy Consumption Based on Household Appliances in Jodhpur, India

Authors: A. Kumar, V. Devadas

Abstract:

Energy is the basic element for any country’s economic development. India is one of the most populated countries, and is dependent on fossil fuel and nuclear-based energy generation. The energy sector faces huge challenges and is dependent on the import of energy from neighboring countries to fulfill the gap in demand and supply. India has huge setbacks for efficient energy generation, distribution, and consumption, therefore they consume more quantity of energy to produce the same amount of Gross Domestic Product (GDP) compared to the developed countries. Technology and technique use, availability, and affordability in the various sectors are varying according to their economic status. In this paper, an attempt is made to quantify the domestic electrical energy consumption in Jodhpur, India. Survey research methods have been employed and stratified sampling technique-based households were chosen for conducting the investigation. Pre-tested survey schedules are used to investigate the grassroots level study. The collected data are analyzed by employing statistical techniques. Thereafter, a multiple regression model is developed to understand the functions of total electricity consumption in the domestic sector corresponding to other independent variables including electrical appliances, age of the building, household size, education, etc. The study resulted in identifying the governing variable in energy consumption at the household level and their relationship with the efficiency of household-based electrical and energy appliances. The analysis is concluded with the recommendation for optimizing the gap in peak electrical demand and supply in the domestic sector.

Keywords: Appliance, consumption, electricity, households.

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7782 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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7781 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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7780 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations

Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic Sea

Keywords: Ecosystem model, phytoplankton, Baltic Sea

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7779 Delay-Dependent H∞ Performance Analysis for Markovian Jump Systems with Time-Varying Delays

Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang

Abstract:

This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: ­H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)

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