Search results for: cartesian product.Mathematics Subject Classification[2000] :08A72
1317 Simultaneous Clustering and Feature Selection Method for Gene Expression Data
Authors: T. Chandrasekhar, K. Thangavel, E. N. Sathishkumar
Abstract:
Microarrays are made it possible to simultaneously monitor the expression profiles of thousands of genes under various experimental conditions. It is used to identify the co-expressed genes in specific cells or tissues that are actively used to make proteins. This method is used to analysis the gene expression, an important task in bioinformatics research. Cluster analysis of gene expression data has proved to be a useful tool for identifying co-expressed genes, biologically relevant groupings of genes and samples. In this work K-Means algorithms has been applied for clustering of Gene Expression Data. Further, rough set based Quick reduct algorithm has been applied for each cluster in order to select the most similar genes having high correlation. Then the ACV measure is used to evaluate the refined clusters and classification is used to evaluate the proposed method. They could identify compact clusters with feature selection method used to genes are selected.
Keywords: Clustering, Feature selection, Gene expression data, Quick reduct.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19661316 An Efficient Technique for Extracting Fuzzy Rulesfrom Neural Networks
Authors: Besa Muslimi, Miriam A. M. Capretz, Jagath Samarabandu
Abstract:
Artificial neural networks (ANN) have the ability to model input-output relationships from processing raw data. This characteristic makes them invaluable in industry domains where such knowledge is scarce at best. In the recent decades, in order to overcome the black-box characteristic of ANNs, researchers have attempted to extract the knowledge embedded within ANNs in the form of rules that can be used in inference systems. This paper presents a new technique that is able to extract a small set of rules from a two-layer ANN. The extracted rules yield high classification accuracy when implemented within a fuzzy inference system. The technique targets industry domains that possess less complex problems for which no expert knowledge exists and for which a simpler solution is preferred to a complex one. The proposed technique is more efficient, simple, and applicable than most of the previously proposed techniques.
Keywords: fuzzy rule extraction, fuzzy systems, knowledgeacquisition, pattern recognition, artificial neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15801315 Application of Generalized Taguchi and Design of Experiment Methodology for Rebar Production at an Integrated Steel Plant
Authors: S. B. V. S. P. Sastry, V. V. S. Kesava Rao
Abstract:
In this paper, x-ray impact of Taguchi method and design of experiment philosophy to project relationship between various factors leading to output yield strength of rebar is studied. In bar mill of an integrated steel plant, there are two production lines called as line 1 and line 2. The metallic properties e.g. yield strength of finished product of the same material is varying for a particular grade material when rolled simultaneously in both the lines. A study has been carried out to set the process parameters at optimal level for obtaining equal value of yield strength simultaneously for both lines.
Keywords: Bar mill, design of experiment, Taguchi, yield strength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20931314 An Overview of Corroded Pipe Repair Techniques Using Composite Materials
Authors: K. S. Lim, S. N. A. Azraai, N. M. Noor, N. Yahaya
Abstract:
Polymeric composites are being increasingly used as repair material for repairing critical infrastructures such as building, bridge, pressure vessel, piping and pipeline. Technique in repairing damaged pipes is one of the major concerns of pipeline owners. Considerable researches have been carried out on the repair of corroded pipes using composite materials. This article attempts a short review of the subject matter to provide insight into various techniques used in repairing corroded pipes, focusing on a wide range of composite repair systems. These systems including pre-cured layered, flexible wet lay-up, pre-impregnated, split composite sleeve and flexible tape systems. Both advantages and limitations of these repair systems were highlighted. Critical technical aspects have been discussed through the current standards and practices. Research gaps and future study scopes in achieving more effective design philosophy are also presented.Keywords: Composite materials, pipeline, repair technique, polymers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 55391313 A Study of Gaps in CBMIR Using Different Methods and Prospective
Authors: Pradeep Singh, Sukhwinder Singh, Gurjinder Kaur
Abstract:
In recent years, rapid advances in software and hardware in the field of information technology along with a digital imaging revolution in the medical domain facilitate the generation and storage of large collections of images by hospitals and clinics. To search these large image collections effectively and efficiently poses significant technical challenges, and it raises the necessity of constructing intelligent retrieval systems. Content-based Image Retrieval (CBIR) consists of retrieving the most visually similar images to a given query image from a database of images[5]. Medical CBIR (content-based image retrieval) applications pose unique challenges but at the same time offer many new opportunities. On one hand, while one can easily understand news or sports videos, a medical image is often completely incomprehensible to untrained eyes.
Keywords: Classification, clustering, content-based image retrieval (CBIR), relevance feedback (RF), statistical similarity matching, support vector machine (SVM).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17861312 Off-Line Hand Written Thai Character Recognition using Ant-Miner Algorithm
Authors: P. Phokharatkul, K. Sankhuangaw, S. Somkuarnpanit, S. Phaiboon, C. Kimpan
Abstract:
Much research into handwritten Thai character recognition have been proposed, such as comparing heads of characters, Fuzzy logic and structure trees, etc. This paper presents a system of handwritten Thai character recognition, which is based on the Ant-minor algorithm (data mining based on Ant colony optimization). Zoning is initially used to determine each character. Then three distinct features (also called attributes) of each character in each zone are extracted. The attributes are Head zone, End point, and Feature code. All attributes are used for construct the classification rules by an Ant-miner algorithm in order to classify 112 Thai characters. For this experiment, the Ant-miner algorithm is adapted, with a small change to increase the recognition rate. The result of this experiment is a 97% recognition rate of the training set (11200 characters) and 82.7% recognition rate of unseen data test (22400 characters).Keywords: Hand written, Thai character recognition, Ant-mineralgorithm, distinct feature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19301311 Synthesis, Physicochemical Characterization and Study of the Antimicrobial Activity of Chlorobutanol
Authors: H. Nadia, G. Bahdja, S. Thili Malha, Y. Zahoua, D. Taoufik, B. Mourad, M. Marzouk, F. Z. Hadjadj Aoul, L. R. Mekacher
Abstract:
Introduction and objectives: Chlorobutanol is a raw material, mainly used as an antiseptic and antimicrobial preservative in injectable and ophthalmic preparations. The main objective of our study was the synthesis and evaluation of the antimicrobial activity of chlorobutanol hemihydrates. Material and methods: Chlorobutanol was synthesized according to the nucleophilic addition reaction of chloroform to acetone, identified by an infrared absorption using Spectrum One FTIR spectrometer, melting point, Scanning electron microscopy and colorimetric reactions. The dosage of Carvedilol active substance was carried out by assaying the degradation products of chlorobutanol in a basic solution. The chlorobutanol obtained was subjected to bacteriological tests in order to study its antimicrobial activity. The antibacterial activity was evaluated against strains such as Escherichia coli (ATCC 25 922), Staphylococcus aureus (ATCC 25 923) and Pseudomonas aeroginosa (ATCC = American type culture collection). The antifungal activity was evaluated against human pathogenic fungal strains, such as Candida albicans and Aspergillus niger provided by the parasitology laboratory of the Hospital of Tizi-Ouzou, Algeria. Results and discussion: Chlorobutanol was obtained in an acceptable yield. The characterization tests of the product obtained showed a white and crystalline appearance (confirmed by scanning electron microscopy), solubilities (in water, ethanol and glycerol), and a melting temperature in accordance with the requirements of the European pharmacopoeia. The colorimetric reactions were directed towards the presence of a trihalogenated carbon and an alcohol function. The spectral identification (IR) showed the presence of characteristic chlorobutanol peaks and confirmed the structure of the latter. The microbiological study revealed an antimicrobial effect on all strains tested (Sataphylococcus aureus (MIC = 1250 µg/ml), E. coli (MIC = 1250 µg/ml), Pseudomonas aeroginosa (MIC = 1250 µg/ml), Candida albicans (MIC =2500 µg/ml), Aspergillus niger (MIC =2500 µg/ml)) with MIC values close to literature data. Conclusion: Thus, on the whole, the synthesized chlorobutanol satisfied the requirements of the European Pharmacopoeia, and possesses antibacterial and antifungal activity; nevertheless it is necessary to insist on the purification step of the product in order to eliminate the maximum impurities.
Keywords: Antimicrobial agent, bacterial and fungal strains, chlorobutanol, MIC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19041310 Design Optimization for Efficient Erbium-Doped Fiber Amplifiers
Authors: Parekhan M. Aljaff, Banaz O. Rasheed
Abstract:
The exact gain shape profile of erbium doped fiber amplifiers (EDFA`s) are depends on fiber length and Er3 ion densities. This paper optimized several of erbium doped fiber parameters to obtain high performance characteristic at pump wavelengths of λp= 980 nm and λs= 1550 nm for three different pump powers. The maximum gain obtained for pump powers (10, 30 and 50mw) is nearly (19, 30 and 33 dB) at optimizations. The required numerical aperture NA to obtain maximum gain becomes less when pump power increased. The amplifier gain is increase when Er+3doped near the center of the fiber core. The simulation has been done by using optisystem 5.0 software (CAD for Photonics, a license product of a Canadian based company) at 2.5 Gbps.Keywords: EDFA, Erbium Doped Fiber, optimization OpticalAmplifiers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34891309 Classification of Buckling Behavior on Uniaxial Compression using A5052-O Sheets
Authors: S. Onoda, S. Yoshihara, B. J. MacDonald, Y. Okude
Abstract:
Aluminum alloy sheets have several advantages such as the lightweight, high-specific strength and recycling efficiency. Therefore, aluminum alloy sheets in sheet forming have been used in various areas as automotive components and so forth. During the process of sheet forming, wrinkling which is caused by compression stress might occur and the formability of sheets was affected by occurrence of wrinkling. A few studies of uniaxial compressive test by using square tubes, pipes and sheets were carried out to clarify the each wrinkling behavior. However, on uniaxial compressive test, deformation behavior of the sheets hasn-t be cleared. Then, it is necessary to clarify the relationship between the buckling behavior and the forming conditions. In this study, the effect of dimension of the sheet in the buckling behavior on compression test of aluminum alloy sheet was cleared by experiment and FEA. As the results, the buckling deformation was classified by three modes in terms of the distribution of equivalent plastic strain.Keywords: Sheet forming, Compression test, Aluminum alloy sheet, Buckling behavior
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18131308 OPEN_EmoRec_II- A Multimodal Corpus of Human-Computer Interaction
Authors: Stefanie Rukavina, Sascha Gruss, Steffen Walter, Holger Hoffmann, Harald C. Traue
Abstract:
OPEN_EmoRec_II is an open multimodal corpus with experimentally induced emotions. In the first half of the experiment, emotions were induced with standardized picture material and in the second half during a human-computer interaction (HCI), realized with a wizard-of-oz design. The induced emotions are based on the dimensional theory of emotions (valence, arousal and dominance). These emotional sequences - recorded with multimodal data (facial reactions, speech, audio and physiological reactions) during a naturalistic-like HCI-environment one can improve classification methods on a multimodal level. This database is the result of an HCI-experiment, for which 30 subjects in total agreed to a publication of their data including the video material for research purposes*. The now available open corpus contains sensory signal of: video, audio, physiology (SCL, respiration, BVP, EMG Corrugator supercilii, EMG Zygomaticus Major) and facial reactions annotations.Keywords: Open multimodal emotion corpus, annotated labels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18191307 OPEN_EmoRec_II- A Multimodal Corpus of Human-Computer Interaction
Authors: Stefanie Rukavina, Sascha Gruss, Steffen Walter, Holger Hoffmann, Harald C. Traue
Abstract:
OPEN_EmoRec_II is an open multimodal corpus with experimentally induced emotions. In the first half of the experiment, emotions were induced with standardized picture material and in the second half during a human-computer interaction (HCI), realized with a wizard-of-oz design. The induced emotions are based on the dimensional theory of emotions (valence, arousal and dominance). These emotional sequences - recorded with multimodal data (facial reactions, speech, audio and physiological reactions) during a naturalistic-like HCI-environment one can improve classification methods on a multimodal level. This database is the result of an HCI-experiment, for which 30 subjects in total agreed to a publication of their data including the video material for research purposes*. The now available open corpus contains sensory signal of: video, audio, physiology (SCL, respiration, BVP, EMG Corrugator supercilii, EMG Zygomaticus Major) and facial reactions annotations.Keywords: Open multimodal emotion corpus, annotated labels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3871306 Quality Monitoring and Dynamic Pricing in Cold Chain Management
Authors: Myo Min Aung, Yoon Seok Chang, Woo Ram Kim
Abstract:
This paper presents a cold chain monitoring system which focuses on assessment of quality and dynamic pricing information about food in cold chain. Cold chain is composed of many actors and stages; however it can be seen as a single entity since a breakdown in temperature control at any stage can impact the final quality of the product. In a cold chain, the shelf life, quality, and safety of perishable food throughout the supply chain is greatly impacted by environmental factors especially temperature. In this paper, a prototype application is implemented to retrieve timetemperature history, the current quality and the dynamic price setting according to changing quality impacted by temperature fluctuations in real-time.
Keywords: Cold chain, monitoring, quality, temperature, traceability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30631305 Study on the Relations between One's Personality Dimensions and his Personality Judgment about Friend based on Reality Distortion
Authors: Bahareh Babaei, Hadi Bahrami Ehsan, Reza Reza-zadeh, Hossien Kaviani
Abstract:
Judgment is affected by many agents and distortion in this assessment is unpreventable. Personality dimensions are among those factors that interfere with the distortion. In this research, the relations between personality dimensions of subject and his judgment on friends- personality dimensions is investigated. One-hundred friend couples completed both NEO Five Factor Inventory (NEOFFI) and Ahvaz Reality Distortion Inventory (ARDI) to make judgments about themselves and their friends. Observations show that judge-s Agreement and Neuroticism dimensions are impressed by reality distortion. On the other hand, this reality distortion interferes with one-s evaluation of his friend-s Agreement, Neuroticism, and Conscientiousness dimensions. Conscientiousness with suppressive effect on judge-s other dimensions plays the irrelevant role on personality judgment. Therefore, observer-rating tools which are used as a conventional criterion seem to be not valid because of the reality distortion due to judge-s personality dimensions.
Keywords: Personality dimensions, reality distortion, judgmental accuracy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15151304 Assessment of Channel Unavailability Effect on the Wireless Networks Teletraffic Modeling and Analysis
Authors: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly
Abstract:
Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14941303 Religion and the Constitutional Regulation
Authors: Valbona Metaj
Abstract:
The relationship between the state and the religion is different based on the fact that how powerful is the religion faith in a state and of the influences that affected the views of the constitution drafters according to the constitutional system they were based to draft their constitution. This paper aims at providing, through a comparative methodology, how it is regulated by the constitution the relationship between the state and the religion. The object of this study are the constitutions of Italy as a nation with catholic religious tradition, Greece as a nation with orthodox religion tradition, and Turkey as a nation which represents Muslim religion, while Albania as a nation known for its religious plurality. In particular, the analysis will be focused on the secular or religious principle provided in the constitution of each respective state. This comparative overview intends to discern which of the states analyzed is more tolerant and fully respects the freedom of religion. It results that most of the states subject of this study, despite their religious tradition have chosen the secular principle in their constitutions, but the religious freedom is differently guaranteed.Keywords: Constitution, religion, religious freedom, secular.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16381302 Human Facial Expression Recognition using MANFIS Model
Authors: V. Gomathi, Dr. K. Ramar, A. Santhiyaku Jeevakumar
Abstract:
Facial expression analysis plays a significant role for human computer interaction. Automatic analysis of human facial expression is still a challenging problem with many applications. In this paper, we propose neuro-fuzzy based automatic facial expression recognition system to recognize the human facial expressions like happy, fear, sad, angry, disgust and surprise. Initially facial image is segmented into three regions from which the uniform Local Binary Pattern (LBP) texture features distributions are extracted and represented as a histogram descriptor. The facial expressions are recognized using Multiple Adaptive Neuro Fuzzy Inference System (MANFIS). The proposed system designed and tested with JAFFE face database. The proposed model reports 94.29% of classification accuracy.Keywords: Adaptive neuro-fuzzy inference system, Facialexpression, Local binary pattern, Uniform Histogram
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21021301 A New Vector Quantization Front-End Process for Discrete HMM Speech Recognition System
Authors: M. Debyeche, J.P Haton, A. Houacine
Abstract:
The paper presents a complete discrete statistical framework, based on a novel vector quantization (VQ) front-end process. This new VQ approach performs an optimal distribution of VQ codebook components on HMM states. This technique that we named the distributed vector quantization (DVQ) of hidden Markov models, succeeds in unifying acoustic micro-structure and phonetic macro-structure, when the estimation of HMM parameters is performed. The DVQ technique is implemented through two variants. The first variant uses the K-means algorithm (K-means- DVQ) to optimize the VQ, while the second variant exploits the benefits of the classification behavior of neural networks (NN-DVQ) for the same purpose. The proposed variants are compared with the HMM-based baseline system by experiments of specific Arabic consonants recognition. The results show that the distributed vector quantization technique increase the performance of the discrete HMM system.
Keywords: Hidden Markov Model, Vector Quantization, Neural Network, Speech Recognition, Arabic Language
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20551300 Urban Life on the Go: Urban Transformation of Public Space
Authors: E. Zippelius
Abstract:
Urban design aims to provide a stage for public life that, when once brought to life, is right away subject to subtle but continuous transformation. This paper explores such transformations and searches for ways how public life can be reinforced in the case of a housing settlement for the displaced in Nicosia, Cyprus. First, a sound basis of theoretical knowledge is established through literature review, notably the theory of the Production of Space by Henri Lefebvre, exploring its potential and defining key criteria for the following empirical analysis. The analysis is pinpointing the differences between spatial practice, representation of space and spaces of representation as well as their interaction, alliance, or even conflict. In doing so uncertainties, chances and challenges are unraveled that will be consequently linked to practice and action and lead to the formulation of a design strategy. A strategy, though, that does not long for achieving an absolute, finite certainty but understands the three dimensions of space formulated by Lefebvre as equal and space as continuously produced, hence, unfinished.Keywords: Production of space, public space, urban life, urban transformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5781299 Osmotic Dehydration of Apricot using Saltsucrose Solutions
Authors: M. Manafi, J. Hesari, H. Peighambardoust, M. Rahimzade Khoyi
Abstract:
Fruit drying is a well known process mostly used for preservation of fruits. Osmotic dehydration of apricot slices were carried out in three different salt-sucrose concentrations and four different temperatures. Also three different weight ratios of solution to sample were conducted to one set of experiments. The dehydration curves were constructed using Peleg-s model. Increasing the solution volume increased the mass transfer rate and hence the solid gain increased rapidly. Increasing the volume of osmotic media caused an increase in overall mass transfer but a 'solution to sample' ratio of 5:1 gave the best product quality. The best temperature and concentration that had a high water loss to solid gain ratio and an acceptable taste were 40°C and 5%, respectively.Keywords: Apricot, Effective diffusivities, Osmotic dehydration
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22811298 Numerical and Experimental Assessment of a PCM Integrated Solar Chimney
Authors: J. Carlos Frutos Dordelly, M. Coillot, M. El Mankibi, R. Enríquez Miranda, M. José Jimenez, J. Arce Landa
Abstract:
Natural ventilation systems have increasingly been the subject of research due to rising energetic consumption within the building sector and increased environmental awareness. In the last two decades, the mounting concern of greenhouse gas emissions and the need for an efficient passive ventilation system have driven the development of new alternative passive technologies such as ventilated facades, trombe walls or solar chimneys. The objective of the study is the assessment of PCM panels in an in situ solar chimney for the establishment of a numerical model. The PCM integrated solar chimney shows slight performance improvement in terms of mass flow rate and external temperature and outlet temperature difference. An increase of 11.3659 m3/h can be observed during low wind speed periods. Additionally, the surface temperature across the chimney goes beyond 45 °C and allows the activation of PCM panels.
Keywords: Energy storage, passive ventilation, phase changing materials, solar chimney, solar energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11511297 Kazakhstani Koreans- Conflict of Linguistic Identity: In–between the Sovietized and Kazakhstani Citizens
Authors: Soon-ok Myong, Byong-soon Chun
Abstract:
This paper intends to identify the ethnic Kazakhstani Koreans- political process of identity formation by exploring their narrative and practice about the state language represented in the course of their becoming the new citizens of a new independent state. The Russophone Kazakhstani Koreans- inability to speak the official language of their affiliated state is considered there as dissatisfying the basic requirement of citizens of the independent state, so that they are becoming marginalized from the public sphere. Their contradictory attitude that at once demonstrates nominal reception and practical rejection of the obligatory state language unveils a high barrier inside between their self-language and other-language. In this paper, the ethnic Korean group-s conflicting linguistic identity is not seen as a free and simple choice, but as a dynamic struggle and political process in which the subject-s past experiences and memories intersect with the external elements of pressure.Keywords: Ethnic Kazakhstani Koreans, Soviet Korean's Russification, Linguistic Identity, Russian-Kazakh Dichotomy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15881296 The Relationship between Manufacturing System Performance and Green Practices in Supply Chain Management
Authors: Wan Hasrulnizzam Wan Mahmood, Mohd Nizam Ab Rahman, Baba Md Deros
Abstract:
Green supply chain management is an increasingly recognized practice among companies that are seeking to improve environmental performance. Of particular concern is how to arouse organizational awareness and put green activities into practice in order to enhance manufacturing performances. This paper investigates the correlation of green supply chain practices and manufacturing performances in Malaysian certified MS ISO 14000 manufacturing firms. The findings shows that green supply chain practices which that can be denominated product recycling, environmental compliance and optimization have significant influence to some of the manufacturing performances.Keywords: Green supply chain practice, Manufacturing system performance, Malaysia
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17611295 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed
Abstract:
In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.
Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7341294 Development and Optimization of Automated Dry-Wafer Separation
Authors: Tim Giesen, Christian Fischmann, Fabian Böttinger, Alexander Ehm, Alexander Verl
Abstract:
In a state-of-the-art industrial production line of photovoltaic products the handling and automation processes are of particular importance and implication. While processing a fully functional crystalline solar cell an as-cut photovoltaic wafer is subject to numerous repeated handling steps. With respect to stronger requirements in productivity and decreasing rejections due to defects the mechanical stress on the thin wafers has to be reduced to a minimum as the fragility increases by decreasing wafer thicknesses. In relation to the increasing wafer fragility, researches at the Fraunhofer Institutes IPA and CSP showed a negative correlation between multiple handling processes and the wafer integrity. Recent work therefore focused on the analysis and optimization of the dry wafer stack separation process with compressed air. The achievement of a wafer sensitive process capability and a high production throughput rate is the basic motivation in this research.Keywords: Automation, Photovoltaic Manufacturing, Thin Wafer, Material Handling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16701293 Image Analysis of Fine Structures of Supercavitation in the Symmetric Wake of a Cylinder
Authors: Y. Obikane , M.Kaneko, K.Kakioka, K.Ogura
Abstract:
The fine structure of supercavitation in the wake of a symmetrical cylinder is studied with high-speed video cameras. The flow is observed in a cavitation tunnel at the speed of 8m/sec when the sidewall and the wake are partially filled with the massive cavitation bubbles. The present experiment observed that a two-dimensional ripple wave with a wave length of 0.3mm is propagated in a downstream direction, and then abruptly increases to a thicker three-dimensional layer. IR-photography recorded that the wakes originated from the horseshoe vortexes alongside the cylinder. The wake was developed to inside the dead water zone, which absorbed the bubbly wake propelled from the separated vortices at the center of the cylinder. A remote sensing classification technique (maximum most likelihood) determined that the surface porosity was 0.2, and the mean speed in the mixed wake was 7m/sec. To confirm the existence of two-dimensional wave motions in the interface, the experiments were conducted at a very low frequency, and showed similar gravity waves in both the upper and lower interfaces.Keywords: Supercavitation, density gradient correlation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15231292 Effective Security Method for Wireless LAN using Life-Cycle of Wireless Access Point
Authors: Soon-Tai Park, Haeryong Park, Myoung-sun Noh, Yoo-Jae Won
Abstract:
There are many expand of Wi-Fi zones provided mobile careers and usage of wireless access point at home as increase of usage of wireless internet caused by the use of smart phone. This paper shows wireless local area network status, security threats of WLAN and functionality of major wireless access point in Korea. We propose security countermeasures concerned with life cycle of access point from manufacturing to installation, using and finally disposal. There needed to releasing with configured secure at access point. Because, it is most cost effective resolution than stage of installation or other life cycle of access point.Keywords: Wireless LAN Security, Wi-Fi Security, Wireless Access Point, Product Life-Cycle
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19211291 A Combined Fuzzy Decision Making Approach to Supply Chain Risk Assessment
Authors: P. Moeinzadeh, A. Hajfathaliha
Abstract:
Many firms implemented various initiatives such as outsourced manufacturing which could make a supply chain (SC) more vulnerable to various types of disruptions. So managing risk has become a critical component of SC management. Different types of SC vulnerability management methodologies have been proposed for managing SC risk, most offer only point-based solutions that deal with a limited set of risks. This research aims to reinforce SC risk management by proposing an integrated approach. SC risks are identified and a risk index classification structure is created. Then we develop a SC risk assessment approach based on the analytic network process (ANP) and the VIKOR methods under the fuzzy environment where the vagueness and subjectivity are handled with linguistic terms parameterized by triangular fuzzy numbers. By using FANP, risks weights are calculated and then inserted to the FVIKOR to rank the SC members and find the most risky partner.
Keywords: Analytic network process (ANP), Fuzzy sets, Supply chain risk management (SCRM), VIšekriterijumsko KOmpromisno Rangiranje (VIKOR)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29271290 The Used of Environmental Ethics in Methods and Techniques of Environmental Management
Authors: Amir Hossein Davami, Ali Gholami, Ebrahim Panahpour
Abstract:
Although, it is a long time that human know about the importance of environment in life, but at the last decade of 20 century, the space that was full of hot scientific, collegial and political were made in environmental challenge, So much that, this problem not only disarrange the peace and security of life, but also it has threatened human existence. One of the problems in last years that are significant for authorities is unsatisfactory achieved results against of using huge cost for magnificent environmental projects. This subject leads thinker to this thought that for solving the environmental problems it is needed new methods include of sociology, ethics and philosophic, etc. methods apart of technical affairs. Environment ethics is a new branch of philosophic ethics discussion that discusses about the ethics relationship between humans and universe that is around them. By notifying to the above considered affairs, in today world, necessity of environmental ethics for environment management is reduplicated. In the following the article has been focused on environmental ethics role and environmental management methods and techniques for developing it.Keywords: Environmental ethics and philosophy, Environmental challenges, Management techniques, Ethical values.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15851289 3D CAD Models and its Feature Similarity
Authors: Elmi Abu Bakar, Tetsuo Miyake, Zhong Zhang, Takashi Imamura
Abstract:
Knowing the geometrical object pose of products in manufacturing line before robot manipulation is required and less time consuming for overall shape measurement. In order to perform it, the information of shape representation and matching of objects is become required. Objects are compared with its descriptor that conceptually subtracted from each other to form scalar metric. When the metric value is smaller, the object is considered closed to each other. Rotating the object from static pose in some direction introduce the change of value in scalar metric value of boundary information after feature extraction of related object. In this paper, a proposal method for indexing technique for retrieval of 3D geometrical models based on similarity between boundaries shapes in order to measure 3D CAD object pose using object shape feature matching for Computer Aided Testing (CAT) system in production line is proposed. In experimental results shows the effectiveness of proposed method.
Keywords: CAD, rendering, feature extraction, feature classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19761288 Self-Esteem and Stress Level among Traumatic Brain Injured Adults with Mild, Moderate and Severe Injuries attending a Day Program Rehabilitation Facility
Authors: Nicole S. McKinney
Abstract:
The purpose of the study was to determine if, among 32 brain injured adults in community rehabilitation programs, there is a statistically significant relationship between the degree of severity of brain injury and these adults- level of self-esteem and stress. The researcher hypothesized there would be a statistically significant difference and a statistically significant relationship in self-esteem and stress levels among and TBI adults. A Pearson product moment correlational analysis was implemented and results found a statistically significant relationship between self-esteem and stress levels. Future recommendations were suggested upon completion of research.Keywords: anxiety, community recovery center, head-trauma persons, self-concept
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2018