Search results for: fast prediction model

Authors: Diptoshi Roy, G. Sreevidya Varma, S. Asokan, Chandasree Das

Abstract:

Germanium Telluride based quaternary thin film switching devices with composition Ge₁₅In₅Te₅₆Ag_24, have been deposited in sandwich geometry on glass substrate with aluminum as top and bottom electrodes. The bulk glassy form of the said composition is prepared by melt quenching technique. In this technique, appropriate quantity of elements with high purity are taken in a quartz ampoule and sealed under a vacuum of 10^-5 mbar. Then, it is allowed to rotate in a horizontal rotary furnace for 36 hours to ensure homogeneity of the melt. After that, the ampoule is quenched into a mixture of ice - water and NaOH to get the bulk ingot of the sample. The sample is then coated on a glass substrate using flash evaporation technique at a vacuum level of 10^-6 mbar. The XRD report reveals the amorphous nature of the thin film sample and Energy - Dispersive X-ray Analysis (EDAX) confirms that the film retains the same chemical composition as that of the base sample. Electrical switching behavior of the device is studied with the help of Keithley (2410^c) source-measure unit interfaced with Lab VIEW 7 (National Instruments). Switching studies, mainly SET (changing the state of the material from amorphous to crystalline) operation is conducted on the thin film form of the sample. This device is found to manifest memory switching as the device remains 'ON' even after the removal of the electric field. Also it is found that amorphous Ge₁₅In₅Te₅₆Ag₂₄ thin film unveils clean memory type of electrical switching behavior which can be justified by the absence of fluctuation in the I-V characteristics. The I-V characteristic also reveals that the switching is faster in this sample as no data points could be seen in the negative resistance region during the transition to on state and this leads to the conclusion of fast phase change during SET process. Scanning Electron Microscopy (SEM) studies are performed on the chosen sample to study the structural changes at the time of switching. SEM studies on the switched Ge₁₅In₅Te₅₆Ag₂₄ sample has shown some morphological changes at the place of switching wherein it can be explained that a conducting crystalline channel is formed in the device when the device switches from high resistance to low resistance state. From these studies it can be concluded that the material may find its application in fast switching Non-Volatile Phase Change Memory (PCM) Devices.

Keywords: Chalcogenides, vapor deposition, electrical switching, PCM.

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Authors: Martin Bader

Abstract:

During the last years, the genomes of more and more species have been sequenced, providing data for phylogenetic recon- struction based on genome rearrangement measures. A main task in all phylogenetic reconstruction algorithms is to solve the median of three problem. Although this problem is NP-hard even for the sim- plest distance measures, there are exact algorithms for the breakpoint median and the reversal median that are fast enough for practical use. In this paper, this approach is extended to the transposition median as well as to the weighted reversal and transposition median. Although there is no exact polynomial algorithm known even for the pairwise distances, we will show that it is in most cases possible to solve these problems exactly within reasonable time by using a branch and bound algorithm.

Keywords: Comparative genomics, genome rearrangements, me-dian, reversals, transpositions.

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Authors: Claudineia Brazil, Elison Eduardo Jardim Bierhals, Luciane Teresa Salvi, Rafael Haag

Abstract:

Renewable energy sources are dependent on climatic variability, so for adequate energy planning, observations of the meteorological variables are required, preferably representing long-period series. Despite the scientific and technological advances that meteorological measurement systems have undergone in the last decades, there is still a considerable lack of meteorological observations that form series of long periods. The reanalysis is a system of assimilation of data prepared using general atmospheric circulation models, based on the combination of data collected at surface stations, ocean buoys, satellites and radiosondes, allowing the production of long period data, for a wide gamma. The third generation of reanalysis data emerged in 2010, among them is the Climate Forecast System Reanalysis (CFSR) developed by the National Centers for Environmental Prediction (NCEP), these data have a spatial resolution of 0.50 x 0.50. In order to overcome these difficulties, it aims to evaluate the performance of solar radiation estimation through alternative data bases, such as data from Reanalysis and from meteorological satellites that satisfactorily meet the absence of observations of solar radiation at global and/or regional level. The results of the analysis of the solar radiation data indicated that the reanalysis data of the CFSR model presented a good performance in relation to the observed data, with determination coefficient around 0.90. Therefore, it is concluded that these data have the potential to be used as an alternative source in locations with no seasons or long series of solar radiation, important for the evaluation of solar energy potential.

Keywords: Climate, reanalysis, renewable energy, solar radiation.

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Authors: Akira Kanaoka, Eiji Okamoto

Abstract:

Mass-mail type worms have threatened to become a large problem for the Internet. Although many researchers have analyzed such worms, there are few studies that consider worm propagation via mailing lists. In this paper, we present a mass-mailing type worm propagation model including the mailing list effect on the propagation. We study its propagation by simulation with a real e¬mail social network model. We show that the impact of the mailing list on the mass-mail worm propagation is significant, even if the mailing list is not large.

Keywords: Malware, simulation, complex networks

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Authors: R.Goudarzizadeh, S.H.Mousavi Jahromi, N.Hedayat

Abstract:

This paper analytically investigates the 3D flow pattern at the confluences of two rectangular channels having 900 angles using Navier-Stokes equations based on Reynolds Stress Turbulence Model (RSM). The equations are solved by the Finite- Volume Method (FVM) and the flow is analyzed in terms of steadystate (single-phased) conditions. The Shumate experimental findings were used to test the validity of data. Comparison of the simulation model with the experimental ones indicated a close proximity between the flow patterns of the two sets. Effects of the discharge ratio on separation zone dimensions created in the main-channel downstream of the confluence indicated an inverse relation, where a decrease in discharge ratio, will entail an increase in the length and width of the separation zone. The study also found the model as a powerful analytical tool in the feasibility study of hydraulic engineering projects.

Keywords: 900 confluence angle, flow separation zone, numerical modeling, turbulent flow.

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Authors: P. O. Umenne, Odhiambo Marcel O.

Abstract:

A simple network model is developed in OPNET to study the performance of the Wi-Fi protocol. The model is simulated in OPNET and performance factors such as load, throughput and delay are analysed from the model. Four applications such as oracle, http, ftp and voice are applied over the Wireless LAN network to determine the throughput. The voice application utilises a considerable amount of bandwidth of up to 5Mbps, as a result the 802.11g standard of the Wi-Fi protocol was chosen which can support a data rate of up to 54Mbps. Results indicate that when the load in the Wi-Fi network is increased the queuing delay on the point-to-point links in the Wi-Fi network significantly reduces until it is comparable to that of WiMAX. In conclusion, the queuing delay of the Wi-Fi protocol for the network model simulated was about 0.00001secs comparable to WiMAX network values.

Keywords: WLAN-Wireless Local Area Network, MIMO-Multiple Input Multiple Output, Queuing delay, Throughput, AP-Access Point, IP-Internet protocol, TOS-Type of Service.

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Authors: H. B. Kekre, Tanuja K. Sarode

Abstract:

This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.

Keywords: Vector Quantization, Data Compression, Encoding, Searching.

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Authors: Shashank.B. Thakre, Lalit.B. Bhuyar, Samir.J. Deshmukh

Abstract:

Oxygen transfer, the process by which oxygen is transferred from the gaseous to liquid phase, is a vital part of the waste water treatment process. Because of low solubility of oxygen and consequent low rate of oxygen transfer, sufficient oxygen to meet the requirement of aerobic waste does not enter through normal surface air water interface. Many theories have come up in explaining the mechanism of gas transfer and absorption of non-reacting gases in a liquid, of out of which, Two film theory is important. An exiting mathematical model determines approximate value of Overall Gas Transfer coefficient. The Overall Gas Transfer coefficient, in case of Penetration theory, is 1.13 time more than that obtained in case of Two film theory. The difference is due to the difference in assumptions in the two theories. The paper aims at development of mathematical model which determines the value of Overall Gas Transfer coefficient with greater accuracy than the existing model.

Keywords: Theories, Dissolved oxygen, Mathematical model, Gas Transfer coefficient, Accuracy.

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Authors: M. Ndaw, G. Mendy, S. Ouya

Abstract:

Information system risk management helps to reduce or eliminate risk by implementing appropriate controls. In this paper, we propose a quantification model of controls impact on information system risks by automatizing the residual criticality estimation step of FMECA which is based on a inductive reasoning. For this, we defined three equations based on type and maturity of controls. For testing, the values obtained with the model were compared to estimated values given by interlocutors during different working sessions and the result is satisfactory. This model allows an optimal assessment of controls maturity and facilitates risk analysis of information system.

Keywords: Information System, Risk, Control, FMECA.

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Authors: P. Pongsumpun

Abstract:

A new strain of Type A influenza virus can cause the transmission of H1N1 virus. This virus can spread between the people by coughing and sneezing. Because the people are always movement, so this virus can be easily spread. In this study, we construct the dynamical network model of H1N1 virus by separating the human into five groups; susceptible, exposed, infectious, quarantine and recovered groups. The movement of people between houses (local level) is considered. The behaviors of solutions to our dynamical model are shown for the different parameters.

Keywords: Dynamical network, H1N1virus, local level, simulation.

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Authors: Maumita Bhattacharya

Abstract:

Optimization is often a critical issue for most system design problems. Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, finding optimal solution to complex high dimensional, multimodal problems often require highly computationally expensive function evaluations and hence are practically prohibitive. The Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model presented in our earlier work [14] reduced computation time by controlled use of meta-models to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the meta-model are generated from a single uniform model. Situations like model formation involving variable input dimensions and noisy data certainly can not be covered by this assumption. In this paper we present an enhanced version of DAFHEA that incorporates a multiple-model based learning approach for the SVM approximator. DAFHEA-II (the enhanced version of the DAFHEA framework) also overcomes the high computational expense involved with additional clustering requirements of the original DAFHEA framework. The proposed framework has been tested on several benchmark functions and the empirical results illustrate the advantages of the proposed technique.

Keywords: Evolutionary algorithm, Fitness function, Optimization, Meta-model, Stochastic method.

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Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

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Authors: Maryam Humayun, Zafar I. Malik, Shaukat Ali

Abstract:

Computer animation is a widely adopted technique used to specify the movement of various objects on screen. The key issue of this technique is the specification of motion. Motion Control Methods are such methods which are used to specify the actions of objects. This paper discusses the various types of motion control methods with special focus on behavioral animation. A behavioral model is also proposed which takes into account the emotions and perceptions of an actor which in turn generate its behavior. This model makes use of an expert system to generate tasks for the actors which specify the actions to be performed in the virtual environment.

Keywords: Behavioral animation, emotion, expert system, perception.

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Authors: Raouf Mbarki, Fadi Al Khatib, Malek Adouni

Abstract:

Knee collateral ligaments play a significant role in restraining excessive frontal motion (varus/valgus rotations). In this investigation, a multiscale frame was developed based on structural hierarchies of the collateral ligaments starting from the bottom (tropocollagen molecule) to up where the fibred reinforced structure established. Experimental data of failure tensile test were considered as the principal driver of the developed model. This model was calibrated statistically using Bayesian calibration due to the high number of unknown parameters. Then the model is scaled up to fit the real structure of the collateral ligaments and simulated under realistic boundary conditions. Predications have been successful in describing the observed transient response of the collateral ligaments during tensile test under pre- and post-damage loading conditions. Collateral ligaments maximum stresses and strengths were observed near to the femoral insertions, a results that is in good agreement with experimental investigations. Also for the first time, damage initiation and propagation were documented with this model as a function of the cross-link density between tropocollagen molecules.

Keywords: Multiscale model, tropocollagen, fibrils, ligaments.

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Authors: Sh. Shahhosseini, S. Alinia, M. Irani

Abstract:

In this paper 2D Simulation of catalytic Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL technology has been performed utilizing computational fluid dynamics (CFD). Synthesis gas (a mixture of carbon monoxide and hydrogen) has been used as feedstock. The reactor was modeled and the model equations were solved employing finite volume method. The model was validated against the experimental data reported in literature. The comparison showed a good agreement between simulation results and the experimental data. In addition, the model was applied to predict the concentration contours of the reactants and products along the length of reactor.

Keywords: GTL, Fischer–Tropsch synthesis, Fixed Bed Reactor, CFD simulation.

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Authors: Y. Z. Wu, Z. Dong, S. K. You

Abstract:

Global approximation using metamodel for complex mathematical function or computer model over a large variable domain is often needed in sensibility analysis, computer simulation, optimal control, and global design optimization of complex, multiphysics systems. To overcome the limitations of the existing response surface (RS), surrogate or metamodel modeling methods for complex models over large variable domain, a new adaptive and regressive RS modeling method using quadratic functions and local area model improvement schemes is introduced. The method applies an iterative and Latin hypercube sampling based RS update process, divides the entire domain of design variables into multiple cells, identifies rougher cells with large modeling error, and further divides these cells along the roughest dimension direction. A small number of additional sampling points from the original, expensive model are added over the small and isolated rough cells to improve the RS model locally until the model accuracy criteria are satisfied. The method then combines local RS cells to regenerate the global RS model with satisfactory accuracy. An effective RS cells sorting algorithm is also introduced to improve the efficiency of model evaluation. Benchmark tests are presented and use of the new metamodeling method to replace complex hybrid electrical vehicle powertrain performance model in vehicle design optimization and optimal control are discussed.

Keywords: Global approximation, polynomial response surface, domain decomposition, domain combination, multiphysics modeling, hybrid powertrain optimization

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Authors: Ren-Jieh Kuo, Chun-Shou Huang

Abstract:

The research of juice flavor forecasting has become more important in China. Due to the fast economic growth in China, many different kinds of juices have been introduced to the market. If a beverage company can understand their customers’ preference well, the juice can be served more attractive. Thus, this study intends to introducing the basic theory and computing process of grapes juice flavor forecasting based on support vector regression (SVR). Applying SVR, BPN, and LR to forecast the flavor of grapes juice in real data shows that SVR is more suitable and effective at predicting performance.

Keywords: Flavor forecasting, artificial neural networks, support vector regression, grape juice flavor.

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Authors: Amin Nekoubin, Abdolamir Nekoubin

Abstract:

Vertical ZnO nanowire array films were synthesized based on aqueous method for sensing applications. ZnO nanowires were investigated structurally using X-ray diffraction (XRD) and scanning electron microscopy (SEM). The gas-sensing properties of ZnO nanowires array films are studied. It is found that the ZnO nanowires array film sensor exhibits excellent sensing properties towards O2 and CO2 at 100 °C with the response time shorter than 5 s. High surface area / volume ratio of vertical ZnO nanowire and high mobility accounts for the fast response and recovery. The sensor response was measured in the range from 100 to 500 ppm O2 and CO2 in this study.

Keywords: Gas sensor, semiconductor, ZnO, Nanowire array

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Authors: Suttipong Boonphadung

Abstract:

The research on ARCS for critical information retrieval development aimed to (1) investigate conditions of critical information retrieval skill of the Mathematics pre-service teachers before applying ARCS model in learning activities, (2) study and analyze the development of critical information retrieval skill of the Mathematics pre-service teachers after utilizing ARCS model in learning activities, and (3) evaluate the Mathematics pre-service teachers’ satisfaction on using ARCS model in learning activities as a tool to development critical information retrieval skill. Forty-one of 4th year Mathematics pre-service teachers who have enrolled in the subject of Research for Learning Development of semester 2 in 2012 were purposively selected as the research cohort. The research tools were self-report and interview questionnaire that was approved as content validity and reliability (IOC=.66-1.00, α =.834). The research found that critical information retrieval skill of the research samples before using ARCS model in learning activities was in the normal high level. According to the in-depth interview and focus group, the result however showed that the pre-service teachers still lack inadequate and effective knowledge in information retrieval. Additionally, critical information retrieval skill of the research cohort after applying ARCS model in learning activities appeared to be high level. The result revealed that the pre-service teachers are able to explain the method of searching, extraction, and selecting information as well as evaluating quality of information, and effectively making decision in accepting information. Moreover, the research discovered that the pre-service teachers showed normal high to highest level of satisfaction on using ARCS model in learning activities as a tool to development their critical information retrieval skill.

Keywords: Critical information retrieval skill, ARCS model, Satisfaction.

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Authors: Julio Manuel de Luis Ruiz, Javier Sedano Cibrián, Rubén Pérez Álvarez, Raúl Pereda García, Cristina Diego Soroa

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Nowadays, the use of drones has been extended to practically any human activity. One of the main applications is focused on the surveying field. In this regard, software programs that process the images captured by the sensor from the drone in an almost automatic way have been developed and commercialized, but they only allow contrasting the results through control points. This work proposes the contrast of a 3D model obtained from a flight developed by a drone and a non-metric camera (due to its low cost), with a second model that is obtained by means of the historically-endorsed classical methods. In addition to this, the contrast is developed over a certain territory with a significant unevenness, so as to test the model generated with photogrammetry, and considering that photogrammetry with drones finds more difficulties in terms of accuracy in this kind of situations. Distances, heights, surfaces and volumes are measured on the basis of the 3D models generated, and the results are contrasted. The differences are about 0.2% for the measurement of distances and heights, 0.3% for surfaces and 0.6% when measuring volumes. Although they are not important, they do not meet the order of magnitude that is presented by salespeople.

Keywords: Accuracy, classical topographic, 3D model, photogrammetry, UAV.

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Authors: Vijay R. Khawale, Shashank B. Thakare

Abstract:

The experiment was carried out to study the performance of solar crop dryer coupled with reversed absorber type solar air heater (SD2). Excel software is used to analyse the raw data obtained from the drying experiment to develop a model. An attempt is made in this paper to correlate the collector efficiency, dryer efficiency and pick-up efficiency. All these efficiencies are dependent on the parameters such as solar flux, ambient temperature, collector outlet temperature and moisture content. The simulation equation was developed to predict the values of collector efficiency. The parameters a, n and drying constant k were determined from a plot of curve using a drying models. Experimental data of drying red chili in conventional solar dryer and solar dryer coupled with reversed absorber solar air heater was compared by fitting with three drying models. The moisture content will be rapidly reduced in solar dryer with reversed absorber due to higher drying temperatures. The best fit model was selected to describe the drying behavior of red chili. For SD2 the values of the coefficient of determination (R²=0.997), mean bias error (MBE=0.00026) and root mean square error (RMSE=0.016) were used to determine the goodness or the quality of the fit. Pages model showed a better fit to drying red chili among Newton model and Henderson & Pabis model.

Keywords: Solar dryer, red chili, reversed absorber, reflector, Buckingham pi theorem, drying model.

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Authors: A. Kahil, A. Nekmouche, N. Khelil, I. Hamadou, M. Hamizi, Ne. Hannachi

Abstract:

The objective of this work is to study the influence of the nonlinear behavior models of the concrete (concrete_BAEL and concrete_UNI) as well as the confinement brought by the transverse reinforcement on the seismic response of reinforced concrete frame (RC/frame). These models as well as the confinement are integrated in the Cast3m finite element calculation code. The consideration of confinement (TAC, taking into account the confinement) provided by the transverse reinforcement and the non-consideration of confinement (without consideration of containment, WCC) in the presence and absence of a vertical load is studied. The application was made on a reinforced concrete frame (RC/frame) with 3 levels and 2 spans. The results show that on the one hand, the concrete_BAEL model slightly underestimates the resistance of the RC/frame in the plastic field, whereas the concrete_uni model presents the best results compared to the simplified model "concrete_BAEL", on the other hand, for the concrete-uni model, taking into account the confinement has no influence on the behavior of the RC/frame under imposed displacement up to a vertical load of 500 KN.

Keywords: Reinforced concrete, nonlinear calculation, behavior laws, fiber model confinement, numerical simulation.

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Authors: Changjin Xu, Yusen Wu

Abstract:

In this paper, a asymptotically periodic predator-prey model with Modified Leslie-Gower and Holling-Type II schemes is investigated. Some sufficient conditions for the uniformly strong persistence of the system are established. Our result is an important complementarity to the earlier results.

Keywords: Predator-prey model, uniformly strong persistence, asymptotically periodic, Holling-type II.

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Authors: A. Khafaji, R. Saadane, J. El Abbadi, M. Belkasmi

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The main objectif of this paper is to present a tool that we have developed subject to characterize and modelling indoor radio channel propagation at millimetric wave. The tool is based on the ray tracing technique (RTT). As, in realistic environment we cannot neglect the significant impact of Human Body Shadowing and other objects in motion on indoor 60 GHz propagation channel. Hence, our proposed model allows a simulation of propagation in a dynamic indoor environment. First, we describe a model of human body. Second, RTT with this model is used to simulate the propagation of millimeter waves in the presence of persons in motion. Results of the simulation show that this tool gives results in agreement with those reported in the literature. Specially, the effects of people motion on temporal channel properties.

Keywords: Simulation. 60 GHz band, Ray Tracing Technique, Indoor channel, Propagation, Human Body Model, Level crossing rate,

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Authors: Prashanth C.M., K. Chandrashekar Shet

Abstract:

In recent past, the Unified Modeling Language (UML) has become the de facto industry standard for object-oriented modeling of the software systems. The syntax and semantics rich UML has encouraged industry to develop several supporting tools including those capable of generating deployable product (code) from the UML models. As a consequence, ensuring the correctness of the model/design has become challenging and extremely important task. In this paper, we present an approach for automatic verification of protocol model/design. As a case study, Session Initiation Protocol (SIP) design is verified for the property, “the CALLER will not converse with the CALLEE before the connection is established between them ". The SIP is modeled using UML statechart diagrams and the desired properties are expressed in temporal logic. Our prototype verifier “UML-SMV" is used to carry out the verification. We subjected an erroneous SIP model to the UML-SMV, the verifier could successfully detect the error (in 76.26ms) and generate the error trace.

Keywords: Unified Modeling Language, Statechart, Verification, Protocol Design, Model Checking.

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Authors: Tohru Kawabe

Abstract:

In this paper, a 2DOF (two degrees of freedom) PID (Proportional-Integral-Derivative) controller based on MPC (Model predictive control) algorithm fo slip suppression of EV (Electric Vehicle) under braking is proposed. The proposed method aims to improve the safety and the stability of EVs under braking by controlling the wheel slip ration. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: Model predictive control, PID controller, Two degrees of freedom, Electric Vehicle, Slip suppression.

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Authors: Janusz Bobulski, Kamila Pasternak

Abstract:

Despite many years of effort and research, the problem of waste management is still current. There is a lack of fast and effective algorithms for classifying individual waste fractions. Many programs and projects improve statistics on the percentage of waste recycled every year. In these efforts, it is worth using modern Computer Vision techniques supported by artificial intelligence. In the article, we present a method of identifying plastic waste based on the asymmetry analysis of the histogram of the image containing the waste. The method is simple but effective (94%), which allows it to be implemented on devices with low computing power, in particular on microcomputers. Such de-vices will be used both at home and in waste sorting plants.

Keywords: Computer vision, environmental protection, image processing, waste management.

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Authors: Vahhab Attar Olyaee, Fouad Attar Olyaee

Abstract:

Many IT projects come to failure because of having technical approach, focusing on the final product and lack of proper attention to strategic alignment. Project management models quite often have technical management view [4], [8], [13], [14]. These models focus greatly on the finalization of the project product and the delivery of the product to the customer. However, many project problems are due to lack of attention to the needs and capabilities of the organizations or disregarding how to deploy and use the product in the organization. In this regard, in the current research we are trying to present a solution with the purpose of raising the value of the project in an organization. This way, the project outputs will be properly deployed in the organization. Therefore, a comprehensive model is presented which takes into account the whole processes from initial step of project definition to the deployment of the final outputs in the organization and then the definition of all roles and responsibilities to put the model into practice. Taking into account the opinions of experts and project managers, to prove the performance of the model, the project problems were recognized and based on the model, categorized and analyzed. And at the end it is made clear that ignoring the proper definition of the project and not having a proper understanding of the expected value on the one hand and not supervising the emerged value in the process of production and installment are among the most important factors that bring a project to failure.

Keywords: IT Governance, Project Model, Roles and Responsibilities of Project

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Authors: Wojciech Rejchel

Abstract:

The problem of ranking (rank regression) has become popular in the machine learning community. This theory relates to problems, in which one has to predict (guess) the order between objects on the basis of vectors describing their observed features. In many ranking algorithms a convex loss function is used instead of the 0-1 loss. It makes these procedures computationally efficient. Hence, convex risk minimizers and their statistical properties are investigated in this paper. Fast rates of convergence are obtained under conditions, that look similarly to the ones from the classification theory. Methods used in this paper come from the theory of U-processes as well as empirical processes.

Keywords: Convex loss function, empirical risk minimization, empirical process, U-process, boosting, euclidean family.

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Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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