Search results for: Series/Parallel network
3839 Domain-based Key Management Scheme for Active Network
Authors: Jong-Whoi Shin, Soon-Tai Park, Chong-Sun Hwang
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Active network was developed to solve the problem of the current sharing-based network–difficulty in applying new technology, service or standard, and duplicated operation at several protocol layers. Active network can transport the packet loaded with the executable codes, which enables to change the state of the network node. However, if the network node is placed in the sharing-based network, security and safety issues should be resolved. To satisfy this requirement, various security aspects are required such as authentication, authorization, confidentiality and integrity. Among these security components, the core factor is the encryption key. As a result, this study is designed to propose the scheme that manages the encryption key, which is used to provide security of the comprehensive active directory, based on the domain.Keywords: Active Network, Domain-based Key Management, Security Components.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16733838 Using the PGAS Programming Paradigm for Biological Sequence Alignment on a Chip Multi-Threading Architecture
Authors: M. Bakhouya, S. A. Bahra, T. El-Ghazawi
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The Partitioned Global Address Space (PGAS) programming paradigm offers ease-of-use in expressing parallelism through a global shared address space while emphasizing performance by providing locality awareness through the partitioning of this address space. Therefore, the interest in PGAS programming languages is growing and many new languages have emerged and are becoming ubiquitously available on nearly all modern parallel architectures. Recently, new parallel machines with multiple cores are designed for targeting high performance applications. Most of the efforts have gone into benchmarking but there are a few examples of real high performance applications running on multicore machines. In this paper, we present and evaluate a parallelization technique for implementing a local DNA sequence alignment algorithm using a PGAS based language, UPC (Unified Parallel C) on a chip multithreading architecture, the UltraSPARC T1.Keywords: Partitioned Global Address Space, Unified Parallel C, Multicore machines, Multi-threading Architecture, Sequence alignment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13903837 Revealing Nonlinear Couplings between Oscillators from Time Series
Authors: B.P. Bezruchko, D.A. Smirnov
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Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12653836 Application of Functional Network to Solving Classification Problems
Authors: Yong-Quan Zhou, Deng-Xu He, Zheng Nong
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In this paper two models using a functional network were employed to solving classification problem. Functional networks are generalized neural networks, which permit the specification of their initial topology using knowledge about the problem at hand. In this case, and after analyzing the available data and their relations, we systematically discuss a numerical analysis method used for functional network, and apply two functional network models to solving XOR problem. The XOR problem that cannot be solved with two-layered neural network can be solved by two-layered functional network, which reveals a potent computational power of functional networks, and the performance of the proposed model was validated using classification problems.Keywords: Functional network, neural network, XOR problem, classification, numerical analysis method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13103835 A PI Controller for Enhancing the Transient Stability of Multi Pulse Inverter Based Static Synchronous Series Compensator (SSSC) With Superconducting Magnetic Energy Storage(SMES)
Authors: S. Padma, Dr. R. Lakshmipathi, K. Ramash Kumar, P. Nandagopal
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The power system network is becoming more complex nowadays and it is very difficult to maintain the stability of the system. Today-s enhancement of technology makes it possible to include new energy storage devices in the electric power system. In addition, with the aid of power electronic devices, it is possible to independently exchange active and reactive power flow with the utility grid. The main purpose of this paper proposes a Proportional – Integral (PI) control based 48 – pulse Inverter based Static Synchronous Series Compensator (SSSC) with and without Superconducting Magnetic Energy Storage (SMES) used for enhancing the transient stability and regulating power flow in automatic mode. Using a test power system through the dynamic simulation in Matlab/Simulink platform validates the performance of the proposed SSSC with and without SMES system.Keywords: Flexible AC transmission system (FACTS), PIControl, Superconducting Magnetic Energy Storage (SMES), Static Synchronous Series Compensator (SSSC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23543834 Avoiding Catastrophic Forgetting by a Dual-Network Memory Model Using a Chaotic Neural Network
Authors: Motonobu Hattori
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In neural networks, when new patterns are learned by a network, the new information radically interferes with previously stored patterns. This drawback is called catastrophic forgetting or catastrophic interference. In this paper, we propose a biologically inspired neural network model which overcomes this problem. The proposed model consists of two distinct networks: one is a Hopfield type of chaotic associative memory and the other is a multilayer neural network. We consider that these networks correspond to the hippocampus and the neocortex of the brain, respectively. Information given is firstly stored in the hippocampal network with fast learning algorithm. Then the stored information is recalled by chaotic behavior of each neuron in the hippocampal network. Finally, it is consolidated in the neocortical network by using pseudopatterns. Computer simulation results show that the proposed model has much better ability to avoid catastrophic forgetting in comparison with conventional models.
Keywords: catastrophic forgetting, chaotic neural network, complementary learning systems, dual-network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21023833 Simulation Modeling of Manufacturing Systems for the Serial Route and the Parallel One
Authors: Tadeusz Witkowski, Paweł Antczak, Arkadiusz Antczak
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In the paper we discuss the influence of the route flexibility degree, the open rate of operations and the production type coefficient on makespan. The flexible job-open shop scheduling problem FJOSP (an extension of the classical job shop scheduling) is analyzed. For the analysis of the production process we used a hybrid heuristic of the GRASP (greedy randomized adaptive search procedure) with simulated annealing algorithm. Experiments with different levels of factors have been considered and compared. The GRASP+SA algorithm has been tested and illustrated with results for the serial route and the parallel one.Keywords: Makespan, open shop, route flexibility, serial and parallel route, simulation modeling, type of production.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18143832 Implementation of an Associative Memory Using a Restricted Hopfield Network
Authors: Tet H. Yeap
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An analog restricted Hopfield Network is presented in this paper. It consists of two layers of nodes, visible and hidden nodes, connected by directional weighted paths forming a bipartite graph with no intralayer connection. An energy or Lyapunov function was derived to show that the proposed network will converge to stable states. By introducing hidden nodes, the proposed network can be trained to store patterns and has increased memory capacity. Training to be an associative memory, simulation results show that the associative memory performs better than a classical Hopfield network by being able to perform better memory recall when the input is noisy.Keywords: Associative memory, Hopfield network, Lyapunov function, Restricted Hopfield network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4883831 Adaptive Fuzzy Routing in Opportunistic Network (AFRON)
Authors: Payam Nabhani, Sima Radmanesh
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Opportunistic network is a kind of Delay Tolerant Networks (DTN) where the nodes in this network come into contact with each other opportunistically and communicate wirelessly and, an end-to-end path between source and destination may have never existed, and disconnection and reconnection is common in the network. In such a network, because of the nature of opportunistic network, perhaps there is no a complete path from source to destination for most of the time and even if there is a path; the path can be very unstable and may change or break quickly. Therefore, routing is one of the main challenges in this environment and, in order to make communication possible in an opportunistic network, the intermediate nodes have to play important role in the opportunistic routing protocols. In this paper we proposed an Adaptive Fuzzy Routing in opportunistic network (AFRON). This protocol is using the simple parameters as input parameters to find the path to the destination node. Using Message Transmission Count, Message Size and Time To Live parameters as input fuzzy to increase delivery ratio and decrease the buffer consumption in the all nodes of network.
Keywords: Opportunistic Routing, Fuzzy Routing, Opportunistic Network, Message Routing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15373830 Performance Evaluation of Parallel Surface Modeling and Generation on Actual and Virtual Multicore Systems
Authors: Nyeng P. Gyang
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Even though past, current and future trends suggest that multicore and cloud computing systems are increasingly prevalent/ubiquitous, this class of parallel systems is nonetheless underutilized, in general, and barely used for research on employing parallel Delaunay triangulation for parallel surface modeling and generation, in particular. The performances, of actual/physical and virtual/cloud multicore systems/machines, at executing various algorithms, which implement various parallelization strategies of the incremental insertion technique of the Delaunay triangulation algorithm, were evaluated. T-tests were run on the data collected, in order to determine whether various performance metrics differences (including execution time, speedup and efficiency) were statistically significant. Results show that the actual machine is approximately twice faster than the virtual machine at executing the same programs for the various parallelization strategies. Results, which furnish the scalability behaviors of the various parallelization strategies, also show that some of the differences between the performances of these systems, during different runs of the algorithms on the systems, were statistically significant. A few pseudo superlinear speedup results, which were computed from the raw data collected, are not true superlinear speedup values. These pseudo superlinear speedup values, which arise as a result of one way of computing speedups, disappear and give way to asymmetric speedups, which are the accurate kind of speedups that occur in the experiments performed.Keywords: Cloud computing systems, multicore systems, parallel delaunay triangulation, parallel surface modeling and generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8793829 Fuzzy Metric Approach for Fuzzy Time Series Forecasting based on Frequency Density Based Partitioning
Authors: Tahseen Ahmed Jilani, Syed Muhammad Aqil Burney, C. Ardil
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In the last 15 years, a number of methods have been proposed for forecasting based on fuzzy time series. Most of the fuzzy time series methods are presented for forecasting of enrollments at the University of Alabama. However, the forecasting accuracy rates of the existing methods are not good enough. In this paper, we compared our proposed new method of fuzzy time series forecasting with existing methods. Our method is based on frequency density based partitioning of the historical enrollment data. The proposed method belongs to the kth order and time-variant methods. The proposed method can get the best forecasting accuracy rate for forecasting enrollments than the existing methods.
Keywords: Fuzzy logical groups, fuzzified enrollments, fuzzysets, fuzzy time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32243828 Financing Decision and Productivity Growth for the Venture Capital Industry Using High-Order Fuzzy Time Series
Authors: Shang-En Yu
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Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.
Keywords: Heterogeneity, residential mortgage loans, foreclosure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13883827 Performance Improvement of Moving Object Recognition and Tracking Algorithm using Parallel Processing of SURF and Optical Flow
Authors: Jungho Choi, Youngwan Cho
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The paper proposes a way of parallel processing of SURF and Optical Flow for moving object recognition and tracking. The object recognition and tracking is one of the most important task in computer vision, however disadvantage are many operations cause processing speed slower so that it can-t do real-time object recognition and tracking. The proposed method uses a typical way of feature extraction SURF and moving object Optical Flow for reduce disadvantage and real-time moving object recognition and tracking, and parallel processing techniques for speed improvement. First analyse that an image from DB and acquired through the camera using SURF for compared to the same object recognition then set ROI (Region of Interest) for tracking movement of feature points using Optical Flow. Secondly, using Multi-Thread is for improved processing speed and recognition by parallel processing. Finally, performance is evaluated and verified efficiency of algorithm throughout the experiment.Keywords: moving object recognition, moving object tracking, SURF, Optical Flow, Multi-Thread.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26443826 Solar Radiation Time Series Prediction
Authors: Cameron Hamilton, Walter Potter, Gerrit Hoogenboom, Ronald McClendon, Will Hobbs
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A model was constructed to predict the amount of solar radiation that will make contact with the surface of the earth in a given location an hour into the future. This project was supported by the Southern Company to determine at what specific times during a given day of the year solar panels could be relied upon to produce energy in sufficient quantities. Due to their ability as universal function approximators, an artificial neural network was used to estimate the nonlinear pattern of solar radiation, which utilized measurements of weather conditions collected at the Griffin, Georgia weather station as inputs. A number of network configurations and training strategies were utilized, though a multilayer perceptron with a variety of hidden nodes trained with the resilient propagation algorithm consistently yielded the most accurate predictions. In addition, a modeled direct normal irradiance field and adjacent weather station data were used to bolster prediction accuracy. In later trials, the solar radiation field was preprocessed with a discrete wavelet transform with the aim of removing noise from the measurements. The current model provides predictions of solar radiation with a mean square error of 0.0042, though ongoing efforts are being made to further improve the model’s accuracy.
Keywords: Artificial Neural Networks, Resilient Propagation, Solar Radiation, Time Series Forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27613825 Simulation Study for Performance Comparison of Routing Protocols in Mobile Adhoc Network
Authors: Ahmad Anzaar, Husain Shahnawaz, Chand Mukesh, S. C. Gupta, R. Gowri, H. L. Mandoria
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Due to insufficient frequency band and tremendous growth of the mobile users, complex computation is needed for the use of resources. Long distance communication began with the introduction of telegraphs and simple coded pulses, which were used to transmit short messages. Since then numerous advances have rendered reliable transfer of information both easier and quicker. Wireless network refers to any type of computer network that is wireless, and is commonly associated with a telecommunications network whose interconnections between nodes is implemented without the use of wires. Wireless network can be broadly categorized in infrastructure network and infrastructure less network. Infrastructure network is one in which we have a base station to serve the mobile users and in the infrastructure less network is one in which no infrastructure is available to serve the mobile users this kind of networks are also known as mobile Adhoc networks. In this paper we have simulated the result for different scenarios with protocols like AODV and DSR; we simulated the result for throughput, delay and receiving traffic in the given scenario.
Keywords: Adhoc network, AODV, DSR. mobility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21093824 An Agent-based Model for Analyzing Interaction of Two Stable Social Networks
Authors: Masatora Daito, Hisashi Kojima
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In this research, the authors analyze network stability using agent-based simulation. Firstly, the authors focus on analyzing large networks (eight agents) by connecting different two stable small social networks (A small stable network is consisted on four agents.). Secondly, the authors analyze the network (eight agents) shape which is added one agent to a stable network (seven agents). Thirdly, the authors analyze interpersonal comparison of utility. The “star-network "was not found on the result of interaction among stable two small networks. On the other hand, “decentralized network" was formed from several combination. In case of added one agent to a stable network (seven agents), if the value of “c"(maintenance cost of per a link) was larger, the number of patterns of stable network was also larger. In this case, the authors identified the characteristics of a large stable network. The authors discovered the cases of decreasing personal utility under condition increasing total utility.Keywords: Social Network, Symmetric Situation, Network Stability, Agent-Based Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15333823 Using Mixed Methods in Studying Classroom Social Network Dynamics
Authors: Nashrawan N. Taha, Andrew M. Cox
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In a multi-cultural learning context, where ties are weak and dynamic, combining qualitative with quantitative research methods may be more effective. Such a combination may also allow us to answer different types of question, such as about people’s perception of the network. In this study the use of observation, interviews and photos were explored as ways of enhancing data from social network questionnaires. Integrating all of these methods was found to enhance the quality of data collected and its accuracy, also providing a richer story of the network dynamics and the factors that shaped these changes over time.
Keywords: Mixed Methods, Social Network Analysis, multi-cultural learning, Social Network Dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18053822 Dual-Network Memory Model for Temporal Sequences
Authors: Motonobu Hattori, Rina Suzuki
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In neural networks, when new patters are learned by a network, they radically interfere with previously stored patterns. This drawback is called catastrophic forgetting. We have already proposed a biologically inspired dual-network memory model which can much reduce this forgetting for static patterns. In this model, information is first stored in the hippocampal network, and thereafter, it is transferred to the neocortical network using pseudopatterns. Because temporal sequence learning is more important than static pattern learning in the real world, in this study, we improve our conventional dual-network memory model so that it can deal with temporal sequences without catastrophic forgetting. The computer simulation results show the effectiveness of the proposed dual-network memory model.
Keywords: Catastrophic forgetting, dual-network, temporal sequences.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14243821 A Parallel Algorithm for 2-D Cylindrical Geometry Transport Equation with Interface Corrections
Authors: Wei Jun-xia, Yuan Guang-wei, Yang Shu-lin, Shen Wei-dong
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In order to make conventional implicit algorithm to be applicable in large scale parallel computers , an interface prediction and correction of discontinuous finite element method is presented to solve time-dependent neutron transport equations under 2-D cylindrical geometry. Domain decomposition is adopted in the computational domain.The numerical experiments show that our parallel algorithm with explicit prediction and implicit correction has good precision, parallelism and simplicity. Especially, it can reach perfect speedup even on hundreds of processors for large-scale problems.
Keywords: Transport Equation, Discontinuous Finite Element, Domain Decomposition, Interface Prediction And Correction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16653820 Modified Techniques for Distribution System Reliability Improvement by Parallel Operation of Transformers
Authors: Ohn Zin Lin, Okka, Cho Cho Myint
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It is important to consider the effects of transformers on distribution system because they have the highest impact on system reliability. It is generally said that parallel operation of transformers (POT) can improve the system reliability. However, the estimation approach can be also considered for accuracy. In this paper, we propose a three-state components model and equations to determine the reliability improvement by POT, and cooperation of POT and distributed generation (DG). Based on the proposed model and techniques, the effect of POT is analyzed in four different tests with the consideration of conventional distribution system, distribution automation system (DAS) and DG. According to the results, the reliability is greatly improved by cooperation of POT, DAS and DG. The proposed model and methods are applicable to not only developing countries which have conventional distribution system but also developed countries in which DAS has already installed.
Keywords: Distribution system, reliability, dispersed generator, energy not supply, transformer parallel operation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7023819 Edit Distance Algorithm to Increase Storage Efficiency of Javanese Corpora
Authors: Aji P. Wibawa, Andrew Nafalski, Neil Murray, Wayan F. Mahmudy
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Since the one-to-one word translator does not have the facility to translate pragmatic aspects of Javanese, the parallel text alignment model described uses a phrase pair combination. The algorithm aligns the parallel text automatically from the beginning to the end of each sentence. Even though the results of the phrase pair combination outperform the previous algorithm, it is still inefficient. Recording all possible combinations consume more space in the database and time consuming. The original algorithm is modified by applying the edit distance coefficient to improve the data-storage efficiency. As a result, the data-storage consumption is 90% reduced as well as its learning period (42s).Keywords: edit distance coefficient, Javanese, parallel text alignment, phrase pair combination
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17283818 Some Characteristics of Systolic Arrays
Authors: Halil Snopce, Ilir Spahiu
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In this paper is investigated a possible optimization of some linear algebra problems which can be solved by parallel processing using the special arrays called systolic arrays. In this paper are used some special types of transformations for the designing of these arrays. We show the characteristics of these arrays. The main focus is on discussing the advantages of these arrays in parallel computation of matrix product, with special approach to the designing of systolic array for matrix multiplication. Multiplication of large matrices requires a lot of computational time and its complexity is O(n3 ). There are developed many algorithms (both sequential and parallel) with the purpose of minimizing the time of calculations. Systolic arrays are good suited for this purpose. In this paper we show that using an appropriate transformation implicates in finding more optimal arrays for doing the calculations of this type.Keywords: Data dependences, matrix multiplication, systolicarray, transformation matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15213817 Network Coding with Buffer Scheme in Multicast for Broadband Wireless Network
Authors: Gunasekaran Raja, Ramkumar Jayaraman, Rajakumar Arul, Kottilingam Kottursamy
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Broadband Wireless Network (BWN) is the promising technology nowadays due to the increased number of smartphones. Buffering scheme using network coding considers the reliability and proper degree distribution in Worldwide interoperability for Microwave Access (WiMAX) multi-hop network. Using network coding, a secure way of transmission is performed which helps in improving throughput and reduces the packet loss in the multicast network. At the outset, improved network coding is proposed in multicast wireless mesh network. Considering the problem of performance overhead, degree distribution makes a decision while performing buffer in the encoding / decoding process. Consequently, BuS (Buffer Scheme) based on network coding is proposed in the multi-hop network. Here the encoding process introduces buffer for temporary storage to transmit packets with proper degree distribution. The simulation results depend on the number of packets received in the encoding/decoding with proper degree distribution using buffering scheme.
Keywords: Encoding and decoding, buffer, network coding, degree distribution, broadband wireless networks, multicast.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17403816 Forecasting Enrollment Model Based on First-Order Fuzzy Time Series
Authors: Melike Şah, Konstantin Y.Degtiarev
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This paper proposes a novel improvement of forecasting approach based on using time-invariant fuzzy time series. In contrast to traditional forecasting methods, fuzzy time series can be also applied to problems, in which historical data are linguistic values. It is shown that proposed time-invariant method improves the performance of forecasting process. Further, the effect of using different number of fuzzy sets is tested as well. As with the most of cited papers, historical enrollment of the University of Alabama is used in this study to illustrate the forecasting process. Subsequently, the performance of the proposed method is compared with existing fuzzy time series time-invariant models based on forecasting accuracy. It reveals a certain performance superiority of the proposed method over methods described in the literature.
Keywords: Forecasting, fuzzy time series, linguistic values, student enrollment, time-invariant model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22193815 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options
Authors: Zeynep İltüzer Samur, Gül Tekin Temur
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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30843814 Reversible Binary Arithmetic for Integrated Circuit Design
Authors: D. Krishnaveni, M. Geetha Priya
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Application of reversible logic in integrated circuits results in the improved optimization of power consumption. This technology can be put into use in a variety of low power applications such as quantum computing, optical computing, nano-technology, and Complementary Metal Oxide Semiconductor (CMOS) Very Large Scale Integrated (VLSI) design etc. Logic gates are the basic building blocks in the design of any logic network and thus integrated circuits. In this paper, reversible Dual Key Gate (DKG) and Dual key Gate Pair (DKGP) gates that work singly as full adder/full subtractor are used to realize the basic building blocks of logic circuits. Reversible full adder/subtractor and parallel adder/ subtractor are designed using other reversible gates available in the literature and compared with that of DKG & DKGP gates. Efficient performance of reversible logic circuits relies on the optimization of the key parameters viz number of constant inputs, garbage outputs and number of reversible gates. The full adder/subtractor and parallel adder/subtractor design with reversible DKGP and DKG gates results in least number of constant inputs, garbage outputs, and number of reversible gates compared to the other designs. Thus, this paper provides a threshold to build more complex arithmetic systems using these reversible logic gates, leading to the enhanced performance of computing systems.
Keywords: Low power CMOS, quantum computing, reversible logic gates, full adder, full subtractor, parallel adder/subtractor, basic gates, universal gates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14373813 On the Efficient Implementation of a Serial and Parallel Decomposition Algorithm for Fast Support Vector Machine Training Including a Multi-Parameter Kernel
Authors: Tatjana Eitrich, Bruno Lang
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This work deals with aspects of support vector machine learning for large-scale data mining tasks. Based on a decomposition algorithm for support vector machine training that can be run in serial as well as shared memory parallel mode we introduce a transformation of the training data that allows for the usage of an expensive generalized kernel without additional costs. We present experiments for the Gaussian kernel, but usage of other kernel functions is possible, too. In order to further speed up the decomposition algorithm we analyze the critical problem of working set selection for large training data sets. In addition, we analyze the influence of the working set sizes onto the scalability of the parallel decomposition scheme. Our tests and conclusions led to several modifications of the algorithm and the improvement of overall support vector machine learning performance. Our method allows for using extensive parameter search methods to optimize classification accuracy.
Keywords: Support Vector Machine Training, Multi-ParameterKernels, Shared Memory Parallel Computing, Large Data
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14433812 Optimizing the Probabilistic Neural Network Training Algorithm for Multi-Class Identification
Authors: Abdelhadi Lotfi, Abdelkader Benyettou
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In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.
Keywords: Classification, probabilistic neural networks, network optimization, pattern recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12233811 Pipelined Control-Path Effects on Area and Performance of a Wormhole-Switched Network-on-Chip
Authors: Faizal A. Samman, Thomas Hollstein, Manfred Glesner
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This paper presents design trade-off and performance impacts of the amount of pipeline phase of control path signals in a wormhole-switched network-on-chip (NoC). The numbers of the pipeline phase of the control path vary between two- and one-cycle pipeline phase. The control paths consist of the routing request paths for output selection and the arbitration paths for input selection. Data communications between on-chip routers are implemented synchronously and for quality of service, the inter-router data transports are controlled by using a link-level congestion control to avoid lose of data because of an overflow. The trade-off between the area (logic cell area) and the performance (bandwidth gain) of two proposed NoC router microarchitectures are presented in this paper. The performance evaluation is made by using a traffic scenario with different number of workloads under 2D mesh NoC topology using a static routing algorithm. By using a 130-nm CMOS standard-cell technology, our NoC routers can be clocked at 1 GHz, resulting in a high speed network link and high router bandwidth capacity of about 320 Gbit/s. Based on our experiments, the amount of control path pipeline stages gives more significant impact on the NoC performance than the impact on the logic area of the NoC router.Keywords: Network-on-Chip, Synchronous Parallel Pipeline, Router Architecture, Wormhole Switching
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14833810 Low-Latency and Low-Overhead Path Planning for In-band Network-Wide Telemetry
Authors: Penghui Zhang, Hua Zhang, Jun-Bo Wang, Cheng Zeng, Zijian Cao
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With the development of software-defined networks and programmable data planes, in-band network telemetry (INT) has become an emerging technology in communications because it can get accurate and real-time network information. However, due to the expansion of the network scale, existing telemetry systems, to the best of the authors’ knowledge, have difficulty in meeting the common requirements of low overhead, low latency and full coverage for traffic measurement. This paper proposes a network-wide telemetry system with a low-latency low-overhead path planning (INT-LLPP). This paper builds a mathematical model to analyze the telemetry overhead and latency of INT systems. Then, we adopt a greedy-based path planning algorithm to reduce the overhead and latency of the network telemetry with the full network coverage. The simulation results show that network-wide telemetry is achieved and the telemetry overhead can be reduced significantly compared with existing INT systems. INT-LLPP can control the system latency to get real-time network information.
Keywords: Network telemetry, network monitoring, path planning, low latency.
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