Search results for: return level.

Authors: Mae C. Pavilario

Abstract:

This study employs a sequential explanatory mixed method. Quantitatively it investigated the profile of grade VII students. Qualitatively, the prevailing contextual variables that affect their frustration-level were sought based on their perspective and that of their parents and teachers. These students were categorized as frustration-level in reading based on the data on word list of the Philippine Informal Reading Inventory (Phil-IRI). The researcher-made reading factor instrument translated to local dialect (Hiligaynon) was subjected to cross-cultural translation to address content, semantic, technical, criterion, or conceptual equivalence, the open-ended questions, and one unstructured interview was utilized. In the profile of the 26 participants, the 12 males are categorized as grade II and grade III frustration-levels. The prevailing contextual variables are personal-“having no interest in reading”, “being ashamed and fear of having to read in front of others” for extremely high frustration level; social environmental-“having no regular reading schedule at home” for very high frustration level and personal- “having no interest in reading” for high frustration level. Kendall Tau inferential statistical tool was used to test the significant relationship in the prevailing contextual variables that affect frustration-level readers when grouped according to perspective. Result showed that significant relationship exists between students-parents perspectives; however, there is no significant relationship between students’ and teachers’, and parents’ and teachers’ perspectives. The themes in the narratives of the participants on frustration-level readers are existence of speech defects, undesirable attitude, insufficient amount of reading materials, lack of close supervision from parents, and losing time and focus on task. Intervention was designed.

Keywords: Contextual variables, frustration-level readers, perspective, inquiry.

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Authors: Ehsan Hassankhan, Davood A. Khaburi

Abstract:

Direct Torque Control is a control technique in AC drive systems to obtain high performance torque control. The conventional DTC drive contains a pair of hysteresis comparators. DTC drives utilizing hysteresis comparators suffer from high torque ripple and variable switching frequency. The most common solution to those problems is to use the space vector depends on the reference torque and flux. In this Paper The space vector modulation technique (SVPWM) is applied to 2 level inverter control in the proposed DTC-based induction motor drive system, thereby dramatically reducing the torque ripple. Then the controller based on space vector modulation is designed to be applied in the control of Induction Motor (IM) with a three-level Inverter. This type of Inverter has several advantages over the standard two-level VSI, such as a greater number of levels in the output voltage waveforms, Lower dV/dt, less harmonic distortion in voltage and current waveforms and lower switching frequencies. This paper proposes a general SVPWM algorithm for three-level based on standard two-level SVPWM. The proposed scheme is described clearly and simulation results are reported to demonstrate its effectiveness. The entire control scheme is implemented with Matlab/Simulink.

Keywords: Direct torque control, space vector Pulsewidthmodulation(SVPWM), neutral point clamped(NPC), two-levelinverter.

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Authors: G. Kishor Babu, B. Madhu Kiran

Abstract:

This paper presented an intend scheme of Modular-Multilevel-Converter (MMC) levels for move towering the practical conciliation flanked by the precision and divisional competence. The whole process is standard by a Thevenin-equivalent 133-level MMC model. Firstly the computation scheme of the fundamental limit imitation time step is offered to faithfully represent each voltage level of waveforms. Secondly the earlier industrial Improved Analytic Hierarchy Process (IAHP) is adopted to integrate the relative errors of all the input electrical factors interested in one complete virtual fault on each converter level. Thirdly the stable AC and DC ephemeral condition in virtual faults effects of all the forms stabilize and curve integral stand on the standard form. Finally the optimal MMC level will be obtained by the drown curves and it will give individual weights allowing for the precision and efficiency. And the competence and potency of the scheme are validated by model on MATLAB Simulink.

Keywords: Modular multilevel converter, improved analytic hierarchy process, ac and dc transient, high voltage direct current, voltage sourced converter.

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Authors: Martina Holenko Dlab, Natasa Hoic-Bozic

Abstract:

This paper presents an original approach to student and group activity level assessment that relies on certainty factors theory. Activity level is used to represent quantity and continuity of student’s contributions in individual and collaborative e‑learning activities (e‑tivities) and is calculated to assist teachers in assessing quantitative aspects of student's achievements. Calculated activity levels are also used to raise awareness and provide recommendations during the learning process. The proposed approach was implemented within the educational recommender system ELARS and validated using data obtained from e‑tivity realized during a blended learning course. The results showed that the proposed approach can be used to estimate activity level in the context of e-tivities realized using Web 2.0 tools as well as to facilitate the assessment of quantitative aspect of students’ participation in e‑tivities.

Keywords: Assessment, ELARS, e-learning, recommender systems, student model.

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Authors: Seongykyoon Jeong, Sungki Lee, Jaeyun Kim, Seunghun Oh, Kiho Kwak

Abstract:

The purpose of study is to demonstrate how the characteristics of technology and the process required for development of technology affect technology transfer from public organisations to industry on the technology level. In addition, using the advantage of the analytic level and the novel means of measuring technology convergence, we examine the characteristics of converging technologies as compared to non-converging technologies in technology transfer process. In sum, our study finds that a technology from the public sector is likely to be transferred when its readiness level is closer to generation of profit, when its stage of life cycle is early and when its economic values is high. Our findings also show that converging technologies are less likely to be transferred.

Keywords: Interdisciplinary, Technology transfer, Technology convergence.

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Authors: Nor Hafizah S., Salfarina A. G., Intan Hashimah H., Juliana A. W.

Abstract:

Collective action can be an effective means for local development as well as important strategy to enhance livelihoods especially among rural people. This article explores the level of collective action among members of Fishermen-s Wives Group (KUNITA) in Malaysia. KUNITA was established by the Malaysian Fishery Development Authority (LKIM) with an objective to increase the socio-economic status of fishermen-s families. The members who are mostly the wives and daughters of fishermen are strongly encouraged by LKIM to venture into entrepreneurship activities. The objective of this research was to see the level of collective action among members in KUNITA groups in the state of Selangor. The finding shows that high level of collective action among KUNITA members is strongly based on volunteerism. However, the level of cooperation among members in the group is relatively low. The findings present significant challenges for the group in maintaining the sustainability of KUNITA organization.

Keywords: Collective action, entrepreneurship, fishermen' swives group, LKIM.

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Authors: Atanu K Samanta, Asim Ali Khan

Abstract:

Due to the acquisition of huge amounts of brain tumor magnetic resonance images (MRI) in clinics, it is very difficult for radiologists to manually interpret and segment these images within a reasonable span of time. Computer-aided diagnosis (CAD) systems can enhance the diagnostic capabilities of radiologists and reduce the time required for accurate diagnosis. An intelligent computer-aided technique for automatic detection of a brain tumor through MRI is presented in this paper. The technique uses the following computational methods; the Level Set for segmentation of a brain tumor from other brain parts, extraction of features from this segmented tumor portion using gray level co-occurrence Matrix (GLCM), and the Artificial Neural Network (ANN) to classify brain tumor images according to their respective types. The entire work is carried out on 50 images having five types of brain tumor. The overall classification accuracy using this method is found to be 98% which is significantly good.

Keywords: Artificial neural network, ANN, brain tumor, computer-aided diagnostic, CAD system, gray-level co-occurrence matrix, GLCM, level set method, tumor segmentation.

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Authors: A. El Hamdouni, J. Zbitou, A. Tajmouati, L. El Abdellaoui, A. Errkik, A. Tribak, M. Latrach

Abstract:

This paper presents a novel fractal antenna structure proposed for UWB (Ultra – Wideband) applications. The frequency band 3.1-10.6GHz released by FCC (Federal Communication Commission) as the commercial operation of UWB has been chosen as frequency range for this antenna based on coplanar waveguide (CPW) feed and circular shapes fulfilled according to fractal geometry. The proposed antenna is validated and designed by using an FR4 substrate with overall area of 34x43 mm2. The simulated results performed by CST-Microwave Studio and compared by ADS (Advanced Design System) show good matching input impedance with return loss less than -10dB between 2.9 GHz and 11 GHz.

Keywords: Fractal antenna, Fractal Geometry, CPW Feed, UWB, FCC.

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Authors: Pieter C. M. Cornelis

Abstract:

(European) theme parks invest approximately 10 percent of their yearly turnover into new rides and park improvements. Without these investments these parks assume not to be a very competitive and appealing daytrip for their target audiences. However, the impact of investments in attracting new visitors is not well-known and seems to differ dramatically between parks. This paper presents a case study from the Netherlands in which a small amusement park applied a suggested, not yet proven, investment method. The results of the investment are discussed in (a) the form of return on investment and (b) the success of the predictions with regard to this investment. Suggestions for future research are presented.

Keywords: Entertainment industry, innovation, investments, theme parks.

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Authors: Khairuddin Bin Osman, Ngo Boon Kiat, A. Hamid Bin hamidon, Khairul Azha Bin A. Aziz, Hazli Rafis Bin Abdul Rahman, Mazran Bin Esro

Abstract:

Conventional industrial monitoring systems are tedious, inefficient and the at times integrity of the data is unreliable. The objective of this system is to monitor industrial processes specifically the fluid level which will measure the instantaneous fluid level parameter and respond by text messaging the exact value of the parameter to the user when being enquired by a privileged access user. The development of the embedded program code and the circuit for fluid level measuring are discussed as well. Suggestions for future implementations and efficient remote monitoring works are included.

Keywords: Industrial monitoring system, text messaging, embedded programming.

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Authors: Aïssa Rezzoug

Abstract:

This paper is aimed to bring new elements that demonstrate the tide caused the groundwater to rise in the shoreline band, on which the urban areas occurs, especially in the western coastal cities of the Kingdom of Saudi Arabia like Jeddah. The reason for the last events of Jeddah inundation was the groundwater rise in the city coupled at the same time to a strong precipitation event. This paper will illustrate the tide participation in increasing the groundwater level significantly. It shows that the reason for internal groundwater recharge within the urban area is not only the excess of the water supply coming from surrounding areas, due to the human activity, with lack of sufficient and efficient sewage system, but also due to tide effect. The research study follows a quantitative method to assess groundwater level rise risks through many in-situ measurements and mathematical modelling. The proposed approach highlights groundwater level, in the urban areas of the city on the shoreline band, reaching the high tide level without considering any input from precipitation. Despite the small tide in the Red Sea compared to other oceanic coasts, the groundwater level is considerably enhanced by the tide from the seaside and by the freshwater table from the landside of the city. In these conditions, the groundwater level becomes high in the city and prevents the soil to evacuate quickly enough the surface flow caused by the storm event, as it was observed in the last historical flood catastrophe of Jeddah in 2009.

Keywords: Flood, groundwater rise, Jeddah, tide.

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Authors: Nan Li, Ying Wang

Abstract:

Using entropy weight and TOPSIS method, a comprehensive evaluation is done on the development level of Chinese regional service industry in this paper. Firstly, based on existing research results, an evaluation index system is constructed from the scale of development, the industrial structure and the economic benefits. An evaluation model is then built up based on entropy weight and TOPSIS, and an empirical analysis is conducted on the development level of service industries in 31 Chinese provinces during 2006 and 2009 from the two dimensions or time series and cross section, which provides new idea for assessing regional service industry. Furthermore, the 31 provinces are classified into four categories based on the evaluation results, and deep analysis is carried out on the evaluation results.

Keywords: Chinese regional service industry, Development level, Entropy weight, TOPSIS Evaluation Method

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Authors: V.Rezaie, M.Khanmohammady

Abstract:

An original DEA model is to evaluate each DMU optimistically, but the interval DEA Model proposed in this paper has been formulated to obtain an efficiency interval consisting of Evaluations from both the optimistic and the pessimistic view points. DMUs are improved so that their lower bounds become so large as to attain the maximum Value one. The points obtained by this method are called ideal points. Ideal PPS is calculated by ideal of efficiency DMUs. The purpose of this paper is to rank DMUs by this ideal PPS. Finally we extend the efficiency interval of a DMU under variable RTS technology.

Keywords: Data envelopment analysis (DEA), Decision makingunit (DMU), Interval DEA, Ideal points, Ideal PPS, Return to scale(RTS).

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Authors: Shuhana Shamsuddin, Nur Rasyiqah Abu Hassan, Ahmad Bashri Sulaiman

Abstract:

Liveable city is referred to as the quality of life in an area that contributes towards a safe, healthy and enjoyable place. This paper discusses the role of the streets- activities in making Kuala Lumpur a liveable city and the happiness level of the residents towards the city-s street activities. The study was conducted using the residents of Kuala Lumpur. A mixed method technique is used with the quantitative data as a main data and supported by the qualitative data. Data were collected using questionnaires, observation and also an interview session with a sample of residents of Kuala Lumpur. The sampling technique is based on multistage cluster data sampling. The findings revealed that, there is still no significant relationship between the length of stay of the resident in Kuala Lumpur with the happiness level towards the street activities that occurred in the city.

Keywords: Liveable city, activities, urban design quality, quality of life, happiness level.

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Authors: D. S. Zhuravkova, A. G. Temnikov, O. S. Belova, L. L. Chernensky, T. K. Gerastenok, I. Y. Kalugina, N. Y. Lysov, A.V. Orlov

Abstract:

Investigation of the discharges from the artificial charged water aerosol clouds in presence of the arrays of the model hydrometeors could help to receive the new data about the peculiarities of the return stroke formation between the thundercloud and the ground when the large volumes of the hail particles participate in the lightning discharge initiation and propagation stimulation. Artificial charged water aerosol clouds of the negative or positive polarity with the potential up to one million volts have been used. Hail has been simulated by the group of the conductive model hydrometeors of the different form. Parameters of the impulse current of the main stage of the discharge between the artificial positively and negatively charged water aerosol clouds and the ground in presence of the model hydrometeors array and of its corresponding electromagnetic radiation have been determined. It was established that the parameters of the array of the model hydrometeors influence on the parameters of the main stage of the discharge between the artificial thundercloud cell and the ground. The maximal values of the main stage current impulse parameters and the electromagnetic radiation registered by the plate antennas have been found for the array of the model hydrometeors of the cylinder revolution form for the negatively charged aerosol cloud and for the array of the hydrometeors of the plate rhombus form for the positively charged aerosol cloud, correspondingly. It was found that parameters of the main stage of the discharge between the artificial charged water aerosol cloud and the ground in presence of the model hydrometeor array of the different considered forms depend on the polarity of the artificial charged aerosol cloud. In average, for all forms of the investigated model hydrometeors arrays, the values of the amplitude and the current rise of the main stage impulse current and the amplitude of the corresponding electromagnetic radiation for the artificial charged aerosol cloud of the positive polarity were in 1.1-1.9 times higher than for the charged aerosol cloud of the negative polarity. Thus, the received results could indicate to the possible more important role of the big volumes of the large hail arrays in the thundercloud on the parameters of the return stroke for the positive lightning.

Keywords: Main stage of discharge, hydrometeor form, lightning parameters, negative and positive artificial charged aerosol cloud.

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Authors: Nagi Mekhiel

Abstract:

Many applications use vector operations by applying single instruction to multiple data that map to different locations in conventional memory. Transferring data from memory is limited by access latency and bandwidth affecting the performance gain of vector processing. We present a memory system that makes all of its content available to processors in time so that processors need not to access the memory, we force each location to be available to all processors at a specific time. The data move in different orbits to become available to other processors in higher orbits at different time. We use this memory to apply parallel vector operations to data streams at first orbit level. Data processed in the first level move to upper orbit one data element at a time, allowing a processor in that orbit to apply another vector operation to deal with serial code limitations inherited in all parallel applications and interleaved it with lower level vector operations.

Keywords: Memory organization, parallel processors, serial code, vector processing.

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Authors: A. I. Alateyah, H. N. Dhakal, Z. Y. Zhang

Abstract:

The study of the effect of the processing parameters on the level of intercalation between the layered silicate and polymer of two different methodology took place. X-ray diffraction, Scanning Electron Microscopy, Energy Dispersive X-ray Spectrometry, and Transmission Electron Microscopy were utilized in order to examine the intercalation level of nanocomposites of both methodologies. It was found that drying the clay prior to mixing with the polymer, mixing time and speed, degassing time, and the curing method had major changes to the level of distribution of the nanocomposites structure. In methodology 1, the presence of aggregation layers was observed at only 2.5 wt.% clay loading whereas in methodology 2 the presence of aggregation layers was found at higher clay loading (i.e. 5 wt.%).

Keywords: Vinyl ester, nanocomposites, layered silicate, characterisations, aggregation layers, intercalation, exfoliation.

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Authors: Seyyed Abolhasan Naeini, Ehsan Azini

Abstract:

In this paper, we consider the stability of a slope of 10 meters in silty gravel soils with modeling in the Geostudio Software.  we intend to use the parameters of the volumetric water content and suction dependent permeability and provides relationships and graphs using the parameters obtained from gradation tests and Atterberg’s limits. Also, different conditions of the soil will be investigated, including: checking the factor of safety and deformation rates and pore water pressure in drained, non-drained and unsaturated conditions, as well as the effect of reducing the water level on other parameters. For this purpose, it is assumed that the groundwater level is at a depth of 2 meters from the ground.  Then, with decreasing water level, the safety factor of slope stability was investigated and it was observed that with decreasing water level, the safety factor increased.

Keywords: Slope stability analysis, factor of safety, matric suction, unsaturated silty gravel soil.

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Authors: Chang Liu, Zishu He

Abstract:

Adaptive echo cancellers with two-path algorithm are applied to avoid the false adaptation during the double-talk situation. In the two-path algorithm, several transfer logic solutions have been proposed to control the filter update. This paper presents an improved transfer logic solution. It improves the convergence speed of the two-path algorithm, and allows the reduction of the memory elements and computational complexity. Results of simulations show the improved performance of the proposed solution.

Keywords: Acoustic echo cancellation, Echo return lossenhancement (ERLE), Two-path algorithm, Transfer logic

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Authors: Ramon Santana

Abstract:

The use of biometric identifiers in the field of information security, access control to resources, authentication in ATMs and banking among others, are of great concern because of the safety of biometric data. In the general architecture of a biometric system have been detected eight vulnerabilities, six of them allow obtaining minutiae template in plain text. The main consequence of obtaining minutia templates is the loss of biometric identifier for life. To mitigate these vulnerabilities several models to protect minutiae templates have been proposed. Several vulnerabilities in the cryptographic security of these models allow to obtain biometric data in plain text. In order to increase the cryptographic security and ease of reversibility, a minutiae templates protection model is proposed. The model aims to make the cryptographic protection and facilitate the reversibility of data using two levels of security. The first level of security is the data transformation level. In this level generates invariant data to rotation and translation, further transformation is irreversible. The second level of security is the evaluation level, where the encryption key is generated and data is evaluated using a defined evaluation function. The model is aimed at mitigating known vulnerabilities of the proposed models, basing its security on the impossibility of the polynomial reconstruction.

Keywords: Fingerprint, template protection, bio-cryptography, minutiae protection.

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Authors: N. Behidj-Benyounes, K. Benyounes, T. Dahmene, N. Chebouti, S. Gana

Abstract:

Essential oils have a significant antimicrobial activity. These oils can successfully replace the antibiotics. So, the microorganisms show their inefficiencies resistant for the antibiotics. For this reason, we study the physicochemical analysis and antimicrobial activity of the essential oil of Daucus carota. The extraction is done by steam distillation of water which brought us a very significant return of 4.65%. The analysis of the essential oil is performed by GC / MS and has allowed us to identify 32 compounds in the oil of D. carota flowering tops of Bouira. Three of which are in the majority are the α-Pinene (22.3%), the carotol (21.7%) and the limonene (15.8%).

Keywords: α-Pinene, carotol, Daucus carota, limonene.

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Authors: H. M. Usman Sani, Shafaat A. Bazaz, Nisar Ahmed

Abstract:

In this paper, Fabless Prototyping Methodology is introduced for the design and analysis of MEMS devices. Conventionally Finite Element Analysis (FEA) is performed before system level simulation. In our proposed methodology, system level simulation is performed earlier than FEA as it is computationally less extensive and low cost. System level simulations are based on equivalent behavioral models of MEMS device. Electrostatic actuation based MEMS Microgripper is chosen as case study to implement this methodology. This paper addresses the behavioral model development and simulation of actuator part of an electrostatically actuated Microgripper. Simulation results show that the actuator part of Microgripper works efficiently for a voltage range of 0-45V with the corresponding jaw displacement of 0-4.5425μm. With some minor changes in design, this range can be enhanced to 15μm at 85V.

Keywords: MEMS Actuator, Behavioral Model, CoventorWare, Microgripper, SOIMUMPs, System Level Simulation

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Authors: Aidil Azwin Zainul Abidin, Farrukh Hafiz Nagi, Agileswari K. Ramasamy, Izham Zainal Abidin

Abstract:

In power system protection, the need to know the load current together with the fault level detected by a relay is important. This is due to the fact that the relay is required to isolate the equipment being protected if a fault is present and keep the breaker associated with it closed if the current level is lower than the maximum load level. This is not an issue for a radial system. This is not the same however in a looped power system. In a looped power system, the isolation of an equipment system will contribute to a topology change. The change in the power system topology will then influence or change the maximum load current and the fault level detected by each relay. In this paper, a method of data collection for changing topology using matlab and sim-power will be presented. The method will take into consideration the change in topology and collect data for each possible topology.

Keywords: Topology Change, Power System Protection, Power System simulation, Matlab, Sim-power.

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Authors: Maciej Norberciak

Abstract:

Timetabling problems are often hard and timeconsuming to solve. Most of the methods of solving them concern only one problem instance or class. This paper describes a universal method for solving large, highly constrained timetabling problems from different domains. The solution is based on evolutionary algorithm-s framework and operates on two levels – first-level evolutionary algorithm tries to find a solution basing on given set of operating parameters, second-level algorithm is used to establish those parameters. Tabu search is employed to speed up the solution finding process on first level. The method has been used to solve three different timetabling problems with promising results.

Keywords: Evolutionary algorithms, tabu search, timetabling.

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Authors: M. A. Foda, K. A. Alsaif, M. M. ElMadany, A.S. Aguib

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In this paper, the noise maps for the area encircled by the Second Ring Road in Riyadh city are developed based on real measured data. Sound level meters, GPS receivers to determine measurement position, a database program to manage the measured data, and a program to develop the maps are used. A baseline noise level has been established at each short-term site so subsequent monitoring may be conducted to describe changes in Riyadh-s noise environment. Short-term sites are used to show typical daytime and nighttime noise levels at specific locations by short duration grab sampling.

Keywords: Noise mapping, Noise measurements, GPS, noise level.

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Authors: R. Damaševičius

Abstract:

System-level design based on high-level abstractions is becoming increasingly important in hardware and embedded system design. This paper analyzes meta-design techniques oriented at developing meta-programs and meta-models for well-understood domains. Meta-design techniques include meta-programming and meta-modeling. At the programming level of design process, metadesign means developing generic components that are usable in a wider context of application than original domain components. At the modeling level, meta-design means developing design patterns that describe general solutions to the common recurring design problems, and meta-models that describe the relationship between different types of design models and abstractions. The paper describes and evaluates the implementation of meta-design in hardware design domain using object-oriented and meta-programming techniques. The presented ideas are illustrated with a case study.

Keywords: Design patterns, meta-design, meta-modeling, metaprogramming.

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Authors: Seongmin Yim

Abstract:

The Korean government has applied preliminary feasibility study for new and huge R&D programs since 2008.The study is carried out from the viewpoints of technology, policy, and Economics. Then integrate the separate analysis and finally arrive at a definite result; whether a program is feasible or unfeasible, This paper describes the concept and method of the feasibility analysis focused on technological viability assessment for technical analysis. It consists of technology trend assessment and technology level assessment. Through the analysis, we can determine the chance of schedule delay or cost overrun occurring in the proposed plan.

Keywords: Preliminary Feasibility Study, Technological viability, Technology Trend Assessment, Technology Level Assessment

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Authors: Ying-jie Zhang, Li-ling Ge

Abstract:

This paper presents an improved image segmentation model with edge preserving regularization based on the piecewise-smooth Mumford-Shah functional. A level set formulation is considered for the Mumford-Shah functional minimization in segmentation, and the corresponding partial difference equations are solved by the backward Euler discretization. Aiming at encouraging edge preserving regularization, a new edge indicator function is introduced at level set frame. In which all the grid points which is used to locate the level set curve are considered to avoid blurring the edges and a nonlinear smooth constraint function as regularization term is applied to smooth the image in the isophote direction instead of the gradient direction. In implementation, some strategies such as a new scheme for extension of u+ and u- computation of the grid points and speedup of the convergence are studied to improve the efficacy of the algorithm. The resulting algorithm has been implemented and compared with the previous methods, and has been proved efficiently by several cases.

Keywords: Energy minimization, image segmentation, level sets, edge regularization.

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Authors: Negar Riazifar, Nigel G. Stocks

Abstract:

This paper proposes strategies in level crossing (LC) sampling and reconstruction that provide alias-free high-fidelity signal reconstruction for speech signals without exponentially increasing sample number with increasing bit-depth. We introduce methods in LC sampling that reduce the sampling rate close to the Nyquist frequency even for large bit-depth. The results indicate that larger variation in the sampling intervals leads to alias-free sampling scheme; this is achieved by either reducing the bit-depth or adding a jitter to the system for high bit-depths. In conjunction with windowing, the signal is reconstructed from the LC samples using an efficient Toeplitz reconstruction algorithm.

Keywords: Alias-free, level crossing sampling, spectrum, trigonometric polynomial.

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Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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