Search results for: Financial decision making

Authors: Ratthapong Bunyanuwat

Abstract:

The purposes of this research were to study the citizen participation in preventing illegal drugs in one of a poor and small community of Bangkok, Thailand and to compare the level of participation and concern of illegal drugs problem by using demographic variables. This paper drew upon data collected from a local citizens survey conducted in Bangkok, Thailand during summer of 2012. A total of 200 respondents were elicited as data input for, and one way ANOVA test. The findings revealed that the overall citizen participation was in the level of medium. The mean score showed that benefit from the program was ranked as the highest and the decision to participate was ranked as second while the follow-up of the program was ranked as the lowest. In terms of the difference in demographic such as gender, age, level of education, income, and year of residency, the hypothesis testing’s result disclosed that there were no difference in their level of participation. However, difference in occupation showed a difference in their level of participation and concern which was significant at the 0.05 confidence level.

Keywords: Citizen Participation, Illegal drug, Preventing drug problem, Resolving drug problem

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Authors: Shiyang Zhu, G. Q. Lo, D. L. Kwong

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Silicon photonics has generated an increasing interest in recent years mainly for optical communications optical interconnects in microelectronic circuits or bio-sensing applications. The development of elementary passive and active components (including detectors and modulators), which are mainly fabricated on the silicon on insulator platform for CMOS-compatible fabrication, has reached such a performance level that the integration challenge of silicon photonics with microelectronic circuits should be addressed. Since crystalline silicon can only be grown from another silicon crystal, making it impossible to deposit in this state, the optical devices are typically limited to a single layer. An alternative approach is to integrate a photonic layer above the CMOS chip using back-end CMOS fabrication process. In this paper, various materials, including silicon nitride, amorphous silicon, and polycrystalline silicon, for this purpose are addressed.

Keywords: Silicon photonics, CMOS, Integration.

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Authors: Usha N. Murthy, Rekha H. B., Mahaveer Devoor

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The introduction of more stringent pollution regulations, in relation to financial and social pressures for sustainable development, has pressed toward limiting the volumes of industrial and domestic effluents discharged into the environment - as well as to increase the efforts within research and development of new or more efficient wastewater treatment technologies. Considering both discharge volume and effluent composition, wastewater generated by the textile industry is rated as the most polluting among all industrial sectors. The pollution load is mainly due to spent dye baths, which are composed of unreacted dyes, dispersing agents, surfactants, salts and organics. In the present investigation, the textile dye wastewater was characterized by high color, chemical oxygen demand (COD), total dissolved solids (TDS) and pH. Electrochemical oxidation process for four plate electrodes was carried out at five different current intensities, out of which 0.14A has achieved maximum percentage removal of COD with 75% and 83% of color. The COD removal rate in kg COD/h/m² decreases with increase in the current intensity. The energy consumption increases with increase in the current intensity. Hence, textile dye wastewater can be effectively pretreated by electrochemical oxidation method where the process limits objectionable color while leaving the COD associated with organics left for natural degradation thus causing a sustainable reduction in pollution load.

Keywords: Electrochemical treatment, COD, color.

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Authors: Daehyoung Kim, Pervez Khan, Hoon Kim

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Efficient utilization of spectrum resources is a fundamental issue of wireless communications due to its scarcity. To improve the efficiency of spectrum utilization, the spectrum sharing for unlicensed bands is being regarded as one of key technologies in the next generation wireless networks. A number of schemes such as Listen-Before-Talk(LBT) and carrier sensor adaptive transmission (CSAT) have been suggested from this aspect, but more efficient sharing schemes are required for improving spectrum utilization efficiency. This work considers an opportunistic transmission approach and a dynamic Contention Window (CW) adjustment scheme for LTE-U users sharing the unlicensed spectrum with Wi-Fi, in order to enhance the overall system throughput. The decision criteria for the dynamic adjustment of CW are based on the collision evaluation, derived from the collision probability of the system. The overall performance can be improved due to the adaptive adjustment of the CW. Simulation results show that our proposed scheme outperforms the Distributed Coordination Function (DCF) mechanism of IEEE 802.11 MAC.

Keywords: Spectrum sharing, adaptive opportunistic transmission, unlicensed bands, heterogeneous networks.

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Authors: Lada-On Lertsuwanakul, Herwig Unger

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This paper objects to extend Jon Kleinberg-s research. He introduced the structure of small-world in a grid and shows with a greedy algorithm using only local information able to find route between source and target in delivery time O(log2n). His fundamental model for distributed system uses a two-dimensional grid with longrange random links added between any two node u and v with a probability proportional to distance d(u,v)-2. We propose with an additional information of the long link nearby, we can find the shorter path. We apply the ant colony system as a messenger distributed their pheromone, the long-link details, in surrounding area. The subsequence forwarding decision has more option to move to, select among local neighbors or send to node has long link closer to its target. Our experiment results sustain our approach, the average routing time by Color Pheromone faster than greedy method.

Keywords: Routing algorithm, Small-World network, Ant Colony Optimization, and Peer-to-peer System.

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Authors: Nael Y. Zabel, Maged E. Georgy, Moheeb E. Ibrahim

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A knowledge-based expert system with the acronym RASPE is developed as an application tool to help decision makers in construction companies make informed decisions about managing risks in pipeline construction projects. Choosing to use expert systems from all available artificial intelligence techniques is due to the fact that an expert system is more suited to representing a domain’s knowledge and the reasoning behind domain-specific decisions. The knowledge-based expert system can capture the knowledge in the form of conditional rules which represent various project scenarios and potential risk mitigation/response actions. The built knowledge in RASPE is utilized through the underlying inference engine that allows the firing of rules relevant to a project scenario into consideration. Paper provides an overview of the knowledge acquisition process and goes about describing the knowledge structure which is divided up into four major modules. The paper shows one module in full detail for illustration purposes and concludes with insightful remarks.

Keywords: Expert System, Knowledge Management, Pipeline Projects, Risk Mismanagement.

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Authors: Mónica Pérez-Meza, Rodrigo Montúfar-Chaveznava

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When reconstructing a scenario, it is necessary to know the structure of the elements present on the scene to have an interpretation. In this work we link 3D scenes reconstruction to evolutionary algorithms through the vision stereo theory. We consider vision stereo as a method that provides the reconstruction of a scene using only a couple of images of the scene and performing some computation. Through several images of a scene, captured from different positions, vision stereo can give us an idea about the threedimensional characteristics of the world. Vision stereo usually requires of two cameras, making an analogy to the mammalian vision system. In this work we employ only a camera, which is translated along a path, capturing images every certain distance. As we can not perform all computations required for an exhaustive reconstruction, we employ an evolutionary algorithm to partially reconstruct the scene in real time. The algorithm employed is the fly algorithm, which employ “flies" to reconstruct the principal characteristics of the world following certain evolutionary rules.

Keywords: 3D Reconstruction, Computer Vision, EvolutionaryAlgorithms, Vision Stereo.

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Authors: Tomasz L. Nawrocki, Danuta Szwajca

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The growing importance of reputation in building enterprise value and achieving long-term competitive advantage creates the need for its measurement and evaluation for the management purposes (effective reputation and its risk management). The paper presents practical application of self-developed corporate reputation assessment model from the viewpoint of stock market investors. The model has a pioneer character and example analysis performed for selected industry is a form of specific test for this tool. In the proposed solution, three aspects - informational, financial and development, as well as social ones - were considered. It was also assumed that the individual sub-criteria will be based on public sources of information, and as the calculation apparatus, capable of obtaining synthetic final assessment, fuzzy logic will be used. The main reason for developing this model was to fulfill the gap in the scope of synthetic measure of corporate reputation that would provide higher degree of objectivity by relying on "hard" (not from surveys) and publicly available data. It should be also noted that results obtained on the basis of proposed corporate reputation assessment method give possibilities of various internal as well as inter-branch comparisons and analysis of corporate reputation impact.

Keywords: Corporate reputation, fuzzy logic, fuzzy model, stock market investors.

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Authors: Che Z. Zulkifli, Nursyahida M. Noor, Siti N. Semunab, Shafawati A. Malek

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Wireless sensors, also known as wireless sensor nodes, have been making a significant impact on human daily life. The Radio Frequency Identification (RFID) and Wireless Sensor Network (WSN) are two complementary technologies; hence, an integrated implementation of these technologies expands the overall functionality in obtaining long-range and real-time information on the location and properties of objects and people. An approach for integrating ZigBee and RFID networks is proposed in this paper, to create an energy-efficient network improved by the benefits of combining ZigBee and RFID architecture. Furthermore, the compatibility and requirements of the ZigBee device and communication links in the typical RFID system which is presented with the real world experiment on the capabilities of the proposed RFID system.

Keywords: Mesh network, RFID, wireless sensor network, zigbee.

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Authors: Bella Llego

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The purpose of this research is: a) to investigate how the HR practices influence psychological contracts, b) to examine the influence of psychological contracts to individual behavior and to contribute individually, c) to study the psychological contact through leadership. This research using mixed methods, qualitative and quantitative research methods were utilized to gather the data collected using a qualitative method by the HR Manager who is in charge of the trainings from the staffs and quantitative method (survey) by using questionnaire was utilized to draw upon and to elaborate on the recurring themes present during the interviews. The survey was done to 400 staffs of the company. The study found that leadership styles supporting the firm’s HR strategy is the key in making psychological contracts that benefit both the firm and its members.

Keywords: Human Resource Performance Practice, and Leadership, Psychological Contacts, Relationship of Managers and staffs.

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Authors: Vanchai Laemlaksakul

Abstract:

This research was to evaluate a technical feasibility of making single-layer experimental particleboard panels from bamboo waste (Dendrocalamus asper Backer) by converting bamboo into strips, which are used to make laminated bamboo furniture. Variable factors were density (600, 700 and 800 kg/m3) and temperature of condition (25, 40 and 55 °C). The experimental panels were tested for their physical and mechanical properties including modulus of elasticity (MOE), modulus of rupture (MOR), internal bonding strength (IB), screw holding strength (SH) and thickness swelling values according to the procedures defined by Japanese Industrial Standard (JIS). The test result of mechanical properties showed that the MOR, MOE and IB values were not in the set criteria, except the MOR values at the density of 700 kg/m3 at 25 °C and at the density of 800 kg/m3 at 25 and 40 °C, the IB values at the density of 600 kg/m3, at 40 °C, and at the density of 800 kg/m3 at 55 °C. The SH values had the test result according to the set standard, except with the density of 600 kg/m3, at 40 and 55 °C. Conclusively, a valuable renewable biomass, bamboo waste could be used to manufacture boards.

Keywords: Particleboard, Urea Formaldehyde Resin, BambooWaste

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Authors: Lalla Nezha Lakmiti, Abdelkahar Zahid

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Due to the setbacks on the international scene and the wave of cacophonic financial scandals affecting large international groups, the new Islamic finance industry is not immune despite its initial resistance. The purpose of this paper is to understand and analyze the meaning of the Corporate Governance (CG) concept in Moroccan Islamic banking systems with specific reference to their institutions. The research objective is to identify also the path taken and adopted by these banks recently set up in Morocco. The foundation is rooted in shari'a, in particular, no stakeholder (the shareholding approach) must be harmed, and the ethical value is reflected into these parties’ behavior. We chose a qualitative method, semi-structured interviews where six managers provided answers about their banking systems. Since these respondents held a senior position (directors) within their organizations, it is felt that they are well placed and have the necessary knowledge to provide us with information to answer the questions asked. The results identified the orientation of participating banks and assessing how governance works, while determining which party is fovoured: shareholders, stakeholders or both. This study discusses the favorable condition to the harmonization of the regulations and therefore a better integration between Islamic finance and conventional ones in the economic context of Morocco.

Keywords: Corporate governance, participating banks, stakeholders, shareholders, and interests.

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Authors: Phumelele P. Kubheka, Pius A. Owolawi, Gbolahan Aiyetoro

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Twitter is one of the most popular social media platforms where users share their opinions on different subjects. Twitter can be considered a great source for mining text due to the high volumes of data generated through the platform daily. Many industries such as telecommunication companies can leverage the availability of Twitter data to better understand their markets and make an appropriate business decision. This study performs topic modeling on Twitter data using Latent Dirichlet Allocation (LDA). The obtained results are benchmarked with another topic modeling technique, Latent Semantic Indexing (LSI). The study aims to retrieve topics on a Twitter dataset containing user tweets on South African Telcos. Results from this study show that LSI is much faster than LDA. However, LDA yields better results with higher topic coherence by 8% for the best-performing model in this experiment. A higher topic coherence score indicates better performance of the model.

Keywords: Big data, latent Dirichlet allocation, latent semantic indexing, Telco, topic modeling, Twitter.

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Authors: Chingtham Tejbanta Singh, Shivashankar B. Nair

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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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Authors: Lertlop, W

Abstract:

This research aims to study the appropriate model of Science teaching for students, academic achievement and to survey students- attitudes toward using appropriate for students in Mathayomsuksa 3 in Ang-Thong province. The research results were as follows: 1. The appropriate model of Science teaching for Mathayomsuksa 3 students in Ang-Thong province including these following five steps: Step 1. The introduction of the lessons. Step 2. Setting the hypothesis. Step 3. Doing the experiment /survey. Step 4. Making conclusion. Step 5. Applying to daily life or other subjects. 2. There is no significant difference between using appropriate model teaching and regular teaching at 0.05 level significant difference. 3. There is a significant difference between before and after teaching using appropriate model of Science teaching at 0.05 level. 4. The satisfaction of students- attitudes to using the appropriate model of Science teaching for students was in intermediate level.

Keywords: Pedagogy, science teaching model, Ang-Thong province.

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Authors: Josephine Mutwale-Ziko, Nonde Lushinga, Inonge Akakandelwa

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The study discusses the effectiveness of health and safety induction practices on construction sites against the background of the Zambian construction industry experience. The research design included the literature review of relevant literature. Questionnaires and interviews were administered to regulatory bodies, health, and safety personnel. Observation was also employed on construction sites to assess the health and safety practices being used. Health and safety in the construction industry are not something to be ignored or overlooked. The construction industry needs to take heed of the serious consequences of inadequate health and safety induction practices. The implications of inadequate health and safety induction procedures included among others threats to profitability, corporate social responsibility and increased turnover of the workforce leading to poor productivity. Adequate health and safety practices can improve the health and wellbeing of employees, reduce financial implications on firms and encourage productivity on construction sites. Despite this, accidents are still prevalent on construction sites in Zambia. The overall result of this research denotes that the implementation of health and safety induction practices is inadequate, as indicated by the negligent and non-adherent attitude to health and safety induction aspects on the sites by most stakeholders on construction sites. Therefore, health and safety induction practices are ineffective as preventive measures for reduction of accidents on construction sites in Zambia.

Keywords: Accidents, employees, health and safety, inadequate induction.

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Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

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Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.

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Authors: Dalia Suša Vugec, Ana-Marija Stjepić, Darija Ivandić Vidović

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Digital transformation is one of the latest trends on the global market. In order to maintain the competitive advantage and sustainability, increasing number of organizations are conducting digital transformation processes. Those organizations are changing their business processes and creating new business models with the help of digital technologies. In that sense, one should also observe the role of business process management (BPM) and its maturity in driving digital transformation. Therefore, the goal of this paper is to investigate the role of BPM in digital transformation process within one organization. Since experiences from practice show that organizations from financial sector could be observed as leaders in digital transformation, an insurance company has been selected to participate in the study. That company has been selected due to the high level of its BPM maturity and the fact that it has previously been through a digital transformation process. In order to fulfill the goals of the paper, several interviews, as well as questionnaires, have been conducted within the selected company. The results are presented in a form of a case study. Results indicate that digital transformation process within the observed company has been successful, with special focus on the development of digital strategy, BPM and change management. The role of BPM in the digital transformation of the observed company is further discussed in the paper.

Keywords: Business process management, case study, Croatia, digital transformation, insurance company.

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Authors: Morten Stigaard Laursen, Rasmus Nyholm Jørgensen, Mads Dyrmann, Robert Poulsen

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For the past three years, the Danish project, RoboWeedSupport, has sought to bridge the gap between the potential herbicide savings using a decision support system and the required weed inspections. In order to automate the weed inspections it is desired to generate a map of the weed species present within the field, to generate the map images must be captured with samples covering the field. This paper investigates the economical cost of performing this data collection based on a camera system mounted on a all-terain vehicle (ATV) able to drive and collect data at up to 50 km/h while still maintaining a image quality sufficient for identifying newly emerged grass weeds. The economical estimates are based on approximately 100 hectares recorded at three different locations in Denmark. With an average image density of 99 images per hectare the ATV had an capacity of 28 ha per hour, which is estimated to cost 6.6 EUR/ha. Alternatively relying on a boom solution for an existing tracktor it was estimated that a cost of 2.4 EUR/ha is obtainable under equal conditions.

Keywords: Weed mapping, integrated weed management, weed recognition.

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Authors: K. Patanarapelert, I.M. Tang

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The effect of a time delay on the transmission on dengue fever is studied. The time delay is due to the presence of an incubation period for the dengue virus to develop in the mosquito before the mosquito becomes infectious. The conditions for the existence of a Hopf bifurcation to limit cycle behavior are established. The conditions are different from the usual one and they are based on whether a particular third degree polynomial has positive real roots. A theorem for determining whether for a given set of parameter values, a critical delay time exist is given. It is found that for a set of realistic values of the parameters in the model, a Hopf bifurcation can not occur. For a set of unrealistic values of some of the parameters, it is shown that a Hopf bifurcation can occur. Numerical solutions using this last set show the trajectory of two of the variables making a transition from a spiraling orbit to a limit cycle orbit.

Keywords: Dengue fever transmission, time delay, Hopfbifurcation, limit cycle behavior

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Authors: Rafael Dias Silva

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The school is a social institution that should promote learning situations that remain throughout life. Based on this, the teaching activities promoted in museum spaces can represent an educational strategy that contributes to the learning process in a more meaningful way. This article systematizes a series of elements that guide the use of these spaces for the scientific literacy of deaf students and as experiences of this nature are favorable for the school development through the concept of the circularity. The methodology for the didactic use of these spaces of non-formal education is one of the reflections developed in this study and how such environments can contribute to the learning in the classroom. To develop in the student the idea of ​​association making him create connections with the curricular proposal and notice how the proposed activity is articulated. It is in our interest that the experience lived in the museum be shared collaborating for the construction of a scientific literacy and cultural identity through the research.

Keywords: Accessibility in museums, Brazilian sign language, deaf students, teacher training.

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Authors: Pa Pa Lin

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This research work is concerned with the eigenvalue problem for the integral operators which are obtained by linearization of a nonlocal evolution equation. The purpose of section II.A is to describe the nature of the problem and the objective of the project. The problem is related to the “stable solution" of the evolution equation which is the so-called “instanton" that describe the interface between two stable phases. The analysis of the instanton and its asymptotic behavior are described in section II.C by imposing the Green function and making use of a probability kernel. As a result , a classical Theorem which is important for an instanton is proved. Section III devoted to a study of the integral operators related to interface dynamics which concern the analysis of the Cauchy problem for the evolution equation with initial data close to different phases and different regions of space.

Keywords: Evolution, Green function, instanton, integral operators.

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Authors: Sasitorn Chetanont

Abstract:

The objectives of this study are to find out the approaches to promote healthy recreation activities for elderly tourists and develop Bang Nam Phueng Floating Market to be a health tourism attraction. The research methodology was to analyze internal and external situations according to MP-MF and the MCSTEPS principles. As for the results of this study the researcher found that the healthy recreational activities for elderly tourists could be divided in 7 groups; travelling Bang Nam Phueng Floating Market activity, homestay relaxation, arts center platform activity, healthy massage activity, paying homage to a Buddha image activity, herbal joss-stick home activity, making local desserts and food activity.

Keywords: Elderly tourists, recreational activities, Bang Nam Phueng Floating Market.

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Authors: Sher Shermin Azmiri Khan, Syeda Jannatul Ferdous, Sushmita Chakraborty

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Over the last decades, biomedical engineering prosthetics become one of the most essential grounds. Prosthetic hands are rapidly evolving. Therefore, for designing prosthetic components, it is essential to improve quality such as make it affordable and improve patient comfort and mobility by making them lightweight and easy to wear. In this paper, we proposed a myoelectric controlled prosthesis hand. We can fabricate and manufacture customized cost-effective, small volumes of 3D printed hand which is interesting. The total weight of an adult hand is about 1000 gm including a battery. The prosthetic hand is built up with low-cost materials and techniques, the cost of manufacturing will be approximately US$145. The hand can grip objects of different shapes and sizes. The 3D printed hand can rotate its wrist like a human hand. The prosthetic hand is capable of showing some types of human gestures.

Keywords: Prosthetic Hand, sEMG, 3D printing, Arduino.

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Authors: Md. Sharif Imam Ibne Amir, M. Shah Alam Khan, Mohammad Masud Kamal Khan, Mohammad Golam Rasul, Fatema Akram

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The problems of severe drainage congestion and water logging in the southwestern Bangladesh have been solved by an innovative concept, Tidal River Management (TRM). TRM involves the uniform raising of the land inside a tidal basin (beel) while simultaneously maintaining the proper drainage capacity in the river. The present practice of TRM is to link the river with the selected beel by constructing a link canal at the entrance of which most of the sedimentation takes place. This localized sedimentation also creates drainage congestion and water logging making it unattractive to landowners who participate in the program. In this paper a functional sediment management plan is presented to get rid of this problem

Keywords: Beel, embankment, MIKE 21 Flow Model FM, Tidal River Management.

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Authors: Vesile Evrim, Aliyu Awwal

Abstract:

By the evolvement in technology, the way of expressing opinions switched direction to the digital world. The domain of politics, as one of the hottest topics of opinion mining research, merged together with the behavior analysis for affiliation determination in texts, which constitutes the subject of this paper. This study aims to classify the text in news/blogs either as Republican or Democrat with the minimum number of features. As an initial set, 68 features which 64 were constituted by Linguistic Inquiry and Word Count (LIWC) features were tested against 14 benchmark classification algorithms. In the later experiments, the dimensions of the feature vector reduced based on the 7 feature selection algorithms. The results show that the “Decision Tree”, “Rule Induction” and “M5 Rule” classifiers when used with “SVM” and “IGR” feature selection algorithms performed the best up to 82.5% accuracy on a given dataset. Further tests on a single feature and the linguistic based feature sets showed the similar results. The feature “Function”, as an aggregate feature of the linguistic category, was found as the most differentiating feature among the 68 features with the accuracy of 81% in classifying articles either as Republican or Democrat.

Keywords: Politics, machine learning, feature selection, LIWC.

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Authors: C. Ardil

Abstract:

This paper presents the open science philosophy and paradigm of scientific research on how to transform classical research and innovation approaches. Open science is the practice of providing free and unrestricted online access to the products of scholarly research. Open science advocates for the immediate and unrestricted online access to published, peer-reviewed research in digital format. Open science research is made available for free in perpetuity and includes guidelines and/or licenses that communicate how researchers and readers can share and re-use the digital content. The emergence of open science has changed the scholarly research and publishing landscape, making research more broadly accessible to academic and non-academic audiences alike. Consequently, open science philosophy and its practice are discussed to cover all aspects of cyberscience in the context of research and innovation excellence for the benefit of global society.

Keywords: Open science, open data, open access, cyberscience , cybertechnology.

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Ilkka Niskanen, Jarmo Kalaoja, Julia Kantorovitch, Toni Piirainen

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Ontologies are broadly used in the context of networked home environments. With ontologies it is possible to define and store context information, as well as to model different kinds of physical environments. Ontologies are central to networked home environments as they carry the meaning. However, ontologies and the OWL language is complex. Several ontology visualization approaches have been developed to enhance the understanding of ontologies. The domain of networked home environments sets some special requirements for the ontology visualization approach. The visualization tool presented here, visualizes ontologies in a domain-specific way. It represents effectively the physical structures and spatial relationships of networked home environments. In addition, it provides extensive interaction possibilities for editing and manipulating the visualization. The tool shortens the gap from beginner to intermediate OWL ontology reader by visualizing instances in their actual locations and making OWL ontologies more interesting and concrete, and above all easier to comprehend.

Keywords: Ontologies, visualization, interaction.

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Authors: Zulkiflee M., Robiah Y., Nur Azman Abu, Shahrin S.

Abstract:

Malware is software which was invented and meant for doing harms on computers. Malware is becoming a significant threat in computer network nowadays. Malware attack is not just only involving financial lost but it can also cause fatal errors which may cost lives in some cases. As new Internet Protocol version 6 (IPv6) emerged, many people believe this protocol could solve most malware propagation issues due to its broader addressing scheme. As IPv6 is still new compares to native IPv4, some transition mechanisms have been introduced to promote smoother migration. Unfortunately, these transition mechanisms allow some malwares to propagate its attack from IPv4 to IPv6 network environment. In this paper, a proof of concept shall be presented in order to show that some existing IPv4 malware detection technique need to be improvised in order to detect malware attack in dual-stack network more efficiently. A testbed of dual-stack network environment has been deployed and some genuine malware have been released to observe their behaviors. The results between these different scenarios will be analyzed and discussed further in term of their behaviors and propagation methods. The results show that malware behave differently on IPv6 from the IPv4 network protocol on the dual-stack network environment. A new detection technique is called for in order to cater this problem in the near future.

Keywords: Dual-Stack, Malware, Worm, IPv6;IDS

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