Search results for: risk models

Authors: Mohamed Abdel Fattah, Fuji Ren

Abstract:

This work proposes an approach to address automatic text summarization. This approach is a trainable summarizer, which takes into account several features, including sentence position, positive keyword, negative keyword, sentence centrality, sentence resemblance to the title, sentence inclusion of name entity, sentence inclusion of numerical data, sentence relative length, Bushy path of the sentence and aggregated similarity for each sentence to generate summaries. First we investigate the effect of each sentence feature on the summarization task. Then we use all features score function to train genetic algorithm (GA) and mathematical regression (MR) models to obtain a suitable combination of feature weights. The proposed approach performance is measured at several compression rates on a data corpus composed of 100 English religious articles. The results of the proposed approach are promising.

Keywords: Automatic Summarization, Genetic Algorithm, Mathematical Regression, Text Features.

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Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong

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Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.

Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.

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Authors: Souvik Bhattacharyya, Indradip Banerjee, Anumoy Chakraborty, Gautam Sanyal

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Recent growth in digital multimedia technologies has presented a lot of facilities in information transmission, reproduction and manipulation. Therefore, the concept of information security is one of the superior articles in the present day situation. The biometric information security is one of the information security mechanisms. It has the advantages as well as disadvantages. The biometric system is at risk to a range of attacks. These attacks are anticipated to bypass the security system or to suspend the normal functioning. Various hazards have been discovered while using biometric system. Proper use of steganography greatly reduces the risks in biometric systems from the hackers. Steganography is one of the fashionable information hiding technique. The goal of steganography is to hide information inside a cover medium like text, image, audio, video etc. through which it is not possible to detect the existence of the secret information. Here in this paper a new security concept has been established by making the system more secure with the help of steganography along with biometric security. Here the biometric information has been embedded to a skin tone portion of an image with the help of proposed steganographic technique.

Keywords: Biometrics, Skin tone detection, Series, Polynomial, Cover Image, Stego Image.

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Authors: Teerapun Saeheaw, Nivit Charoenchai, Wichai Chattinnawat

Abstract:

Simulation model is an easy way to build up models to represent real life scenarios, to identify bottlenecks and to enhance system performance. Using a valid simulation model may give several advantages in creating better manufacturing design in order to improve the system performances. This paper presents result of implementing a simulation model to design hard disk drive manufacturing process by applying line balancing to improve both productivity and quality of hard disk drive process. The line balance efficiency showed 86% decrease in work in process, output was increased by an average of 80%, average time in the system was decreased 86% and waiting time was decreased 90%.

Keywords: line balancing, arena, hard disk drive process, simulation, work in process (WIP)

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Authors: Sagaren Pillay

Abstract:

This study empirically examines the long run equilibrium relationship between South Africa’s exports and imports using quarterly data from 1985 to 2012. The theoretical framework used for the study is based on Johansen’s Maximum Likelihood cointegration technique which tests for both the existence and number of cointegration vectors that exists. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant cointegrating relationship is found to exist between exports and imports. The study models this unique linear and lagged relationship using a Vector Error Correction Model (VECM). The findings of the study confirm the existence of a long run equilibrium relationship between exports and imports.

Keywords: Cointegration lagged, linear, maximum likelihood, vector error correction model.

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Authors: Wen W. Zhang, Qian Chen, Bei B. Zhou, Wei J. He

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Over the past years, the EMCCD has had a profound influence on photon starved imaging applications relying on its unique multiplication register based on the impact ionization effect in the silicon. High signal-to-noise ratio (SNR) means high image quality. Thus, SNR improvement is important for the EMCCD. This work analyzes the SNR performance of an EMCCD with gain off and on. In each mode, simplified SNR models are established for different integration times. The SNR curves are divided into readout noise (or CIC) region and shot noise region by integration time. Theoretical SNR values comparing long frame integration and frame adding in each region are presented and discussed to figure out which method is more effective. In order to further improve the SNR performance, pixel binning is introduced into the EMCCD. The results show that pixel binning does obviously improve the SNR performance, but at the expensive of the spatial resolution.

Keywords: EMCCD, SNR improvement, pixel binning

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Authors: Svitov David, Alyamkin Sergey

Abstract:

The usage of convolutional neural networks (CNNs) in conjunction with the margin-based softmax approach demonstrates the state-of-the-art performance for the face recognition problem. Recently, lightweight neural network models trained with the margin-based softmax have been introduced for the face identification task for edge devices. In this paper, we propose a distillation method for lightweight neural network architectures that outperforms other known methods for the face recognition task on LFW, AgeDB-30 and Megaface datasets. The idea of the proposed method is to use class centers from the teacher network for the student network. Then the student network is trained to get the same angles between the class centers and face embeddings predicted by the teacher network.

Keywords: ArcFace, distillation, face recognition, margin-based softmax.

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Authors: Oh Hyeon Jeon, WooYoung Jung

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In this study, seepage analysis was performed by the level difference between upstream and downstream of weir structure for safety evaluation of weir structure against flooding. Monte Carlo Simulation method was employed by considering the probability distribution of the adjacent ground parameter, i.e., permeability coefficient of weir structure. Moreover, by using a commercially available finite element program (ABAQUS), modeling of the weir structure is carried out. Based on this model, the characteristic of water seepage during flooding was determined at each water level with consideration of the uncertainty of their corresponding permeability coefficient. Subsequently, fragility function could be constructed based on this response from numerical analysis; this fragility function results could be used to determine the weakness of weir structure subjected to flooding disaster. They can also be used as a reference data that can comprehensively predict the probability of failur,e and the degree of damage of a weir structure.

Keywords: Weir structure, seepage, flood disaster fragility, probabilistic risk assessment, Monte-Carlo Simulation, permeability coefficient.

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Authors: Hong Ding, Fatiha Benslimane, Isra Marei, Chris R. Triggle

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Hyperglycaemia is a key factor that contributes to the development of diabetes-related microvascular disease and a major risk factor for endothelial dysfunction. In the current study, we have explored glucose-induced abnormal intracellular calcium (Ca2+ i) homeostasis in mouse microvessel endothelial cells (MMECs) in high glucose (HG) (40mmol/L) versus control (low glucose, LG) (11 mmol/L). We demonstrated that the exposure of MMECs to HG for 3 days did not change basal Ca2+ i, however, there was a significant increase of acetylcholine-induced Ca2+ entry. Western blots illustrated that exposure to HG also increased STIM1 (Stromal Interaction Molecule 1), but not Orai1 (the pore forming subunit), protein expression levels. Although the link between HG-induced changes in STIM1 expression, enhanced Ca2+ entry and endothelial dysfunction requires further study, the current data are suggestive that targeting these pathways may reduce the impact of HG on endothelial function.

Keywords: store-operated calcium entry, hyperglycaemia, STIM1, endothelial dysfunction

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Authors: Ebru Aktepe Erkoç, Atilla Uluğ

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In this research which has been prepared to show the relationship between Gökova Bay’s morphotectonic structure and seismicity, it is clear that there are many active faults in the region. The existence of a thick sedimentary accumulation since Late Quaternary times is obvious as a result of the geophysical workings in the region and the interpretation of seismic data which has been planning to be taken from the Bay. In the regions which have been tectonically active according to the interpretation of the taken data, the existence of the successive earthquakes in the last few years is remarkable. By analyzing large earthquakes affecting the areas remaining inside the sediments in West Anatolian Collapse System, this paper aims to reveal the fault systems constituting earthquakes with the information obtained from this study and to determine seismicity of the present residential areas right next to them. It is also aimed to anticipate the measures to be taken against possible earthquake hazards, to identify these areas posing a risk in terms of residential and urban planning and to determine at least partly the characteristics of the basin.

Keywords: Gökova Bay, seismic, sedimentation, West Anatolian Region.

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Authors: A. Ghafouri, A. Falavand Jozaei, M. Salari

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In this paper, effects of using Alumina-water nanofluid on the rate of heat transfer have been investigated numerically. Physical model is a square enclosure with insulated top and bottom horizontal walls, while the vertical walls are kept at different constant temperatures. Two appropriate models are used to evaluate the viscosity and thermal conductivity of nanofluid. The governing stream-vorticity equations are solved using a second order central finite difference scheme, coupled to the conservation of mass and energy. The study has been carried out for the Richardson number 0.1 to 10 and the solid volume fraction 0 to 0.04. Results are presented by isotherms lines, average Nusselt number and normalized Nusselt number in different range of φ and Ri for forced, combined and natural convection dominated regime. It is found that higher heat transfer rate is predicted when the effects of nanoparticle is taken into account.

Keywords: Nanofluid, Heat Transfer Enhancement, Square Enclosure, Nusselt number.

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Authors: M. F. Yilmaz, B. Ö. Çağlayan

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Fragility curve is an effective common used tool to determine the earthquake performance of structural and nonstructural components. Also, it is used to determine the nonlinear behavior of bridges. There are many historical bridges in the Turkish railway network; the earthquake performances of these bridges are needed to be investigated. To derive fragility curve Intensity measures (IMs) and Engineering demand parameters (EDP) are needed to be determined. And the relation between IMs and EDP are needed to be derived. In this study, a typical simply supported steel girder riveted railway bridge is studied. Fragility curves of this bridge are derived by two parameters lognormal distribution. Time history analyses are done for selected 60 real earthquake data to determine the relation between IMs and EDP. Moreover, efficiency, practicality, and sufficiency of three different IMs are discussed. PGA, Sa(0.2s) and Sa(1s), the most common used IMs parameters for fragility curve in the literature, are taken into consideration in terms of efficiency, practicality and sufficiency.

Keywords: Railway bridges, earthquake performance, fragility analyses, selection of intensity measures.

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Authors: F. S. Eguakun, T. C. Nkwor

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Trees in the university environment are uniquely position; however, they can also present a millstone to the infrastructure and humans they coexist with. The numerous benefits of trees can be negated due to poor tree health and anthropogenic activities and as such can become hazardous. The study aims at evaluating the hazardous status of avenue trees in University of Port Harcourt. Data were collected from all the avenue trees within the selected major roads in the University. Tree growth variables were measured and health condition of the avenue trees were assessed as an indicator of some structural defects. The hazard status of the avenue trees was determined. Several tree species were used as avenue trees in the University however, Azadirachta indica (81%) was found to be most abundant. The result shows that only 0.3% avenue tree species was found to pose severe harzard in Abuja part of the University. Most avenue trees (55.2%) were rated as medium hazard status. Due to the danger and risk associated with hazardous trees, the study recommends that good and effective management strategies be implemented so as to prevent future damages from trees with small or medium hazard status.

Keywords: Avenue tree, hazard status, inventory, urban.

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Authors: Siamak Najarian, Meysam Esmaeili, Mohsen Towliat Kashani

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In this article, we propose a new surgical device for circumferentially excision of high anal fistulas in a minimally invasive manner. The new apparatus works on the basis of axially rotating and moving a tubular blade along a fistulous tract straightened using a rigid straight guidewire. As the blade moves along the tract, its sharp circular cutting edge circumferentially separates approximately 2.25 mm thickness of tract encircling the rigid guidewire. We used the new set to excise two anal fistulas in a 62-year-old male patient, an extrasphincteric type and a long tract with no internal opening. With regard to the results of this test, the new device can be considered as a sphincter preserving mechanism for treatment of high anal fistulas. Consequently, a major reduction in the risk of fecal incontinence, recurrence rate, convalescence period and patient morbidity may be achieved using the new device for treatment of fistula-in-ano.

Keywords: Fecal Incontinence, Fistulectomy, High Anal Fistula, Minimally Invasive.

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Authors: Nicole Pearcy, Jonathan J. Crofts, Nadia Chuzhanova

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In this paper, we employ a directed hypergraph model to investigate the extent to which environmental variability influences the set of available biochemical reactions within a living cell. Such an approach avoids the limitations of the usual complex network formalism by allowing for the multilateral relationships (i.e. connections involving more than two nodes) that naturally occur within many biological processes. More specifically, we extend the concept of network reciprocity to complex hyper-networks, thus enabling us to characterise a network in terms of the existence of mutual hyper-connections, which may be considered a proxy for metabolic network complexity. To demonstrate these ideas, we study 115 metabolic hyper-networks of bacteria, each of which can be classified into one of 6 increasingly varied habitats. In particular, we found that reciprocity increases significantly with increased environmental variability, supporting the view that organism adaptability leads to increased complexities in the resultant biochemical networks.

Keywords: Complexity, hypergraphs, reciprocity, metabolism.

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Authors: Seyed Hossein Iranmanesh, Mansoureh Zarezadeh

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This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. Then an ANN with five inputs and five outputs and one hidden layer is trained to produce forecasted actual costs. The comparison between real and forecasted data show better performance based on the Mean Absolute Percentage Error (MAPE) criterion. This approach could be applicable to better forecasting the project cost and result in decreasing the risk of project cost overrun, and therefore it is beneficial for planning preventive actions.

Keywords: Earned Value Management System (EVMS), Artificial Neural Network (ANN), Estimate At Completion, Forecasting Methods, Project Performance Measurement.

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Authors: K.V. Sridhar, Varun Gunnala, K.S.R Krishna Prasad

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In this paper three basic approaches and different methods under each of them for extracting region of interest (ROI) from stationary images are explored. The results obtained for each of the proposed methods are shown, and it is demonstrated where each method outperforms the other. Two main problems in ROI extraction: the channel selection problem and the saliency reversal problem are discussed and how best these two are addressed by various methods is also seen. The basic approaches are 1) Saliency based approach 2) Wavelet based approach 3) Clustering based approach. The saliency approach performs well on images containing objects of high saturation and brightness. The wavelet based approach performs well on natural scene images that contain regions of distinct textures. The mean shift clustering approach partitions the image into regions according to the density distribution of pixel intensities. The experimental results of various methodologies show that each technique performs at different acceptable levels for various types of images.

Keywords: clustering, ROI, saliency, wavelets.

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Authors: Betül Özgenç Kaya, Soner Kuslu, Sabri Çolak, Turan Çalban

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Ulexite (Na2O.2CaO.5B2O3.16H2O) is boron mineral that is found in large quantities in the Turkey and world. In this study, the dissolution of this mineral in the disodium hydrogen phosphate solutions has been studied. Temperature, concentration, stirring speed, solid liquid ratio and particle size were selected as parameters. The experimental results were successfully correlated by linear regression using Statistica program. Dissolution curves were evaluated shrinking core models for solid-fluid systems. It was observed that increase in the reaction temperature and decrease in the solid/liquid ratio causes an increase the dissolution rate of ulexite. The activation energy was found to be 63.4 kJ/mol. The leaching of ulexite was controlled by chemical reaction.

Keywords: Disodium hydrogen phosphate, Leaching kinetics, Ulexite.

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Authors: Qitao Xie, Qingquan Zhang, Xiaofei Zhang, Di Tian, Ruixuan Wen, Ting Zhu, Ping Yi, Xin Li

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Inspired by the recent movement of digital currency, we are building a question answering system concerning the subject of cryptocurrency using Bidirectional Encoder Representations from Transformers (BERT). The motivation behind this work is to properly assist digital currency investors by directing them to the corresponding knowledge bases that can offer them help and increase the querying speed. BERT, one of newest language models in natural language processing, was investigated to improve the quality of generated responses. We studied different combinations of hyperparameters of the BERT model to obtain the best fit responses. Further, we created an intelligent chatbot for cryptocurrency using BERT. A chatbot using BERT shows great potential for the further advancement of a cryptocurrency market tool. We show that the BERT neural networks generalize well to other tasks by applying it successfully to cryptocurrency.

Keywords: BERT, chatbot, cryptocurrency, deep learning.

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Authors: Ciprian Dobre

Abstract:

The scale, complexity and worldwide geographical spread of the LHC computing and data analysis problems are unprecedented in scientific research. The complexity of processing and accessing this data is increased substantially by the size and global span of the major experiments, combined with the limited wide area network bandwidth available. We present the latest generation of the MONARC (MOdels of Networked Analysis at Regional Centers) simulation framework, as a design and modeling tool for large scale distributed systems applied to HEP experiments. We present simulation experiments designed to evaluate the capabilities of the current real-world distributed infrastructure to support existing physics analysis processes and the means by which the experiments bands together to meet the technical challenges posed by the storage, access and computing requirements of LHC data analysis within the CMS experiment.

Keywords: Modeling and simulation, evaluation, large scale distributed systems, LHC experiments, CMS.

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Authors: S.C. Chin, N. Shafiq, M.F. Nuruddin

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To date, theoretical studies concerning the Carbon Fiber Reinforced Polymer (CFRP) strengthening of RC beams with openings have been rather limited. In addition, various numerical analyses presented so far have effectively simulated the behaviour of solid beam strengthened by FRP material. In this paper, a two dimensional nonlinear finite element analysis is presented to validate against the laboratory test results of six RC beams. All beams had the same rectangular cross-section geometry and were loaded under four point bending. The crack pattern results of the finite element model show good agreement with the crack pattern of the experimental beams. The load midspan deflection curves of the finite element models exhibited a stiffer result compared to the experimental beams. The possible reason may be due to the perfect bond assumption used between the concrete and steel reinforcement.

Keywords: CFRP, large opening, RC beam, strengthening

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Authors: Tahseen A. Jilani, Huda Yasin, Madiha Yasin, C. Ardil

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In this paper we use data mining techniques to investigate factors that contribute significantly to enhancing the risk of acute coronary syndrome. We assume that the dependent variable is diagnosis – with dichotomous values showing presence or  absence of disease. We have applied binary regression to the factors affecting the dependent variable. The data set has been taken from two different cardiac hospitals of Karachi, Pakistan. We have total sixteen variables out of which one is assumed dependent and other 15 are independent variables. For better performance of the regression model in predicting acute coronary syndrome, data reduction techniques like principle component analysis is applied. Based on results of data reduction, we have considered only 14 out of sixteen factors.

Keywords: Acute coronary syndrome (ACS), binary logistic regression analyses, myocardial ischemia (MI), principle component analysis, unstable angina (U.A.).

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Authors: Ilaria Lucrezia Amerise

Abstract:

Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: Forecasting problem, interval forecasts, time series, electricity prices, reg-plus-SARMA methods.

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Authors: Noor A. Auzairy, Rubi Ahmad, Catherine S.F. Ho, Ros Z. Z. Sapian

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This paper is to explore the relationship and the level of stock market integration of the Asian countries, primarily concentrating on Malaysia, Thailand, Indonesia, and South Korea, with the world from January 1997 to December 2009. The degree of short-run and long-run stock market integration of those Asian countries are analyzed in order to determine the significance of series of regional and world financial crises, liberalization policies and other financial reforms in influencing the level of stock market integration. To test for cointegration, this paper applies coefficient correlation, univariate regression analyses, cointegration tests, and vector autoregressive models (VAR) by using the four Asian stock markets main indices and the MSCI World index. The empirical findings from this work reveal that there is no long-run stock market integration for the four countries and the world market. However, there is short run integration.

Keywords: Asia, integration, relationship, stock market.

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Authors: Wajeeha A. Qazi, Mohammed-Hasham Azam, Umais A. Mehmood, Ghithaa A. Al-Mufragi, Noor-Alhuda Alrawahi, Mohammed F. M. Abushammala

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Municipal Solid Waste (MSW) disposed in landfill sites decompose under anaerobic conditions and produce gases which mainly contain carbon dioxide (CO₂) and methane (CH₄). Methane has the potential of causing global warming 25 times more than CO₂, and can potentially affect human life and environment. Thus, this research aims to determine MSW generation and the annual CH₄ emissions from the generated waste in Oman over the years 1971-2030. The estimation of total waste generation was performed using existing models, while the CH₄ emissions estimation was performed using the intergovernmental panel on climate change (IPCC) default method. It is found that total MSW generation in Oman might be reached 3,089 Gg in the year 2030, which approximately produced 85 Gg of CH₄ emissions in the year 2030.

Keywords: Methane, emissions, landfills, solid waste.

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Authors: Mark Watson, J.-F. Bousquet, Adam Forget

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A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.

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Authors: Mohammad Taghi Taghavifard, Danial Mirheydari

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This paper suggests an algorithm for the evaluation and selection of suppliers. At the beginning, all the needed materials and services used by the organization were identified and categorized with regard to their nature by ABC method. Afterwards, in order to reduce risk factors and maximize the organization's profit, purchase strategies were determined. Then, appropriate criteria were identified for primary evaluation of suppliers applying to the organization. The output of this stage was a list of suppliers qualified by the organization to participate in its tenders. Subsequently, considering a material in particular, appropriate criteria on the ordering of the mentioned material were determined, taking into account the particular materials' specifications as well as the organization's needs. Finally, for the purpose of validation and verification of the proposed model, it was applied to Mobarakeh Steel Company (MSC), the qualified suppliers of this Company are ranked by the means of a Hierarchical Fuzzy TOPSIS method. The obtained results show that the proposed algorithm is quite effective, efficient and easy to apply.

Keywords: ABC analysis, Hierarchical Fuzzy TOPSIS, Primary supplier evaluation, Purchasing strategy, supplier selection

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Authors: O. Srihakulung, Y. Soongsumal

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Among the chemicals used for ammunition production, TNT (Trinitrotoluene) play a significant role since World War I and II. Various types of military weapon utilize TNT in casting process. However, the TNT casting process for warhead is difficult to control the cooling rate of the liquid TNT. This problem occurs because the casting process lacks the equipment to detect the temperature during the casting procedure This study presents the temperature detected by infrared camera to illustrate the cooling rate and cooling zone of curing, and demonstrates the optimization of TNT condition to reduce the risk of air gap occurred in the warhead which can result in the destruction afterward. Premature initiation of explosive-filled projectiles in response to set-back forces during gunfiring cause by casting defects. Finally the study can help improving the process of the TNT casting. The operators can control the curing of TNT inside the case by rising up the heating rod at the proper time. Consequently this can reduce tremendous time of rework if the air gaps occur and increase strength to lower elastic modulus. Therefore, it can be clearly concluded that the use of Infrared Cameras in this process is another method to improve the casting procedure.

Keywords: Infrared camera, TNT casting, warhead, curing.

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Authors: M. A. Torkamani, S. Mahmoodzadeh, S. Pourroostaei, C. Lucas

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Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.

Keywords: Chaos, Exchange Rate, Nonlinear Models.

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Authors: Bertalan Forstner, Dr. Hassan Charaf

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In the world of Peer-to-Peer (P2P) networking different protocols have been developed to make the resource sharing or information retrieval more efficient. The SemPeer protocol is a new layer on Gnutella that transforms the connections of the nodes based on semantic information to make information retrieval more efficient. However, this transformation causes high clustering in the network that decreases the number of nodes reached, therefore the probability of finding a document is also decreased. In this paper we describe a mathematical model for the Gnutella and SemPeer protocols that captures clustering-related issues, followed by a proposition to modify the SemPeer protocol to achieve moderate clustering. This modification is a sort of link management for the individual nodes that allows the SemPeer protocol to be more efficient, because the probability of a successful query in the P2P network is reasonably increased. For the validation of the models, we evaluated a series of simulations that supported our results.

Keywords: Peer-to-Peer, model, performance, networkmanagement.

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