Search results for: Time-varying systems.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4382

Search results for: Time-varying systems.

2192 An Overview of Issues to Consider Before Introducing Performance-Based Road Maintenance Contracting

Authors: M. Sultana, A. Rahman, S. Chowdhury

Abstract:

Road authorities have confronted problems to maintaining the serviceability of road infrastructure systems by using various traditional methods of contracting. As a solution to these problems, many road authorities have started contracting out road maintenance works to the private sector based on performance measures. This contracting method is named Performance-Based Maintenance Contracting (PBMC). It is considered more costeffective than other traditional methods of contracting. It has a substantial success records in many developed and developing countries over the last two decades. This paper discusses and analyses the potential issues to be considered before the introduction of PBMC in a country.

Keywords: Contracting, Performance-Based Maintenance, Road infrastructure

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2191 RB-Matcher: String Matching Technique

Authors: Rajender Singh Chillar, Barjesh Kochar

Abstract:

All Text processing systems allow their users to search a pattern of string from a given text. String matching is fundamental to database and text processing applications. Every text editor must contain a mechanism to search the current document for arbitrary strings. Spelling checkers scan an input text for words in the dictionary and reject any strings that do not match. We store our information in data bases so that later on we can retrieve the same and this retrieval can be done by using various string matching algorithms. This paper is describing a new string matching algorithm for various applications. A new algorithm has been designed with the help of Rabin Karp Matcher, to improve string matching process.

Keywords: Algorithm, Complexity, Matching-patterns, Pattern, Rabin-Karp, String, text-processing.

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2190 Control Strategy for an Active Suspension System

Authors: C. Alexandru, P. Alexandru

Abstract:

The paper presents the virtual model of the active suspension system used for improving the dynamic behavior of a motor vehicle. The study is focused on the design of the control system, the purpose being to minimize the effect of the road disturbances (which are considered as perturbations for the control system). The analysis is performed for a quarter-car model, which corresponds to the suspension system of the front wheel, by using the DFC (Design for Control) software solution EASY5 (Engineering Analysis Systems) of MSC Software. The controller, which is a PIDbased device, is designed through a parametric optimization with the Matrix Algebra Tool (MAT), considering the gain factors as design variables, while the design objective is to minimize the overshoot of the indicial response.

Keywords: Active suspension, Controller, Dynamics, Vehicle

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2189 Bidirectional Pendulum Vibration Absorbers with Homogeneous Variable Tangential Friction: Modelling and Design

Authors: Emiliano Matta

Abstract:

Passive resonant vibration absorbers are among the most widely used dynamic control systems in civil engineering. They typically consist in a single-degree-of-freedom mechanical appendage of the main structure, tuned to one structural target mode through frequency and damping optimization. One classical scheme is the pendulum absorber, whose mass is constrained to move along a curved trajectory and is damped by viscous dashpots. Even though the principle is well known, the search for improved arrangements is still under way. In recent years this investigation inspired a type of bidirectional pendulum absorber (BPA), consisting of a mass constrained to move along an optimal three-dimensional (3D) concave surface. For such a BPA, the surface principal curvatures are designed to ensure a bidirectional tuning of the absorber to both principal modes of the main structure, while damping is produced either by horizontal viscous dashpots or by vertical friction dashpots, connecting the BPA to the main structure. In this paper, a variant of BPA is proposed, where damping originates from the variable tangential friction force which develops between the pendulum mass and the 3D surface as a result of a spatially-varying friction coefficient pattern. Namely, a friction coefficient is proposed that varies along the pendulum surface in proportion to the modulus of the 3D surface gradient. With such an assumption, the dissipative model of the absorber can be proven to be nonlinear homogeneous in the small displacement domain. The resulting homogeneous BPA (HBPA) has a fundamental advantage over conventional friction-type absorbers, because its equivalent damping ratio results independent on the amplitude of oscillations, and therefore its optimal performance does not depend on the excitation level. On the other hand, the HBPA is more compact than viscously damped BPAs because it does not need the installation of dampers. This paper presents the analytical model of the HBPA and an optimal methodology for its design. Numerical simulations of single- and multi-story building structures under wind and earthquake loads are presented to compare the HBPA with classical viscously damped BPAs. It is shown that the HBPA is a promising alternative to existing BPA types and that homogeneous tangential friction is an effective means to realize systems provided with amplitude-independent damping.

Keywords: Amplitude-independent damping, Homogeneous friction, Pendulum nonlinear dynamics, Structural control, Vibration resonant absorbers.

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2188 Performance Analysis of Selective Adaptive Multiple Access Interference Cancellation for Multicarrier DS-CDMA Systems

Authors: Maged Ahmed, Ahmed El-Mahdy

Abstract:

In this paper, Selective Adaptive Parallel Interference Cancellation (SA-PIC) technique is presented for Multicarrier Direct Sequence Code Division Multiple Access (MC DS-CDMA) scheme. The motivation of using SA-PIC is that it gives high performance and at the same time, reduces the computational complexity required to perform interference cancellation. An upper bound expression of the bit error rate (BER) for the SA-PIC under Rayleigh fading channel condition is derived. Moreover, the implementation complexities for SA-PIC and Adaptive Parallel Interference Cancellation (APIC) are discussed and compared. The performance of SA-PIC is investigated analytically and validated via computer simulations.

Keywords: Adaptive interference cancellation, communicationsystems, multicarrier signal processing, spread spectrum

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2187 A Human Activity Recognition System Based On Sensory Data Related to Object Usage

Authors: M. Abdullah-Al-Wadud

Abstract:

Sensor-based Activity Recognition systems usually accounts which sensors have been activated to perform an activity. The system then combines the conditional probabilities of those sensors to represent different activities and takes the decision based on that. However, the information about the sensors which are not activated may also be of great help in deciding which activity has been performed. This paper proposes an approach where the sensory data related to both usage and non-usage of objects are utilized to make the classification of activities. Experimental results also show the promising performance of the proposed method.

Keywords: Naïve Bayesian-based classification, Activity recognition, sensor data, object-usage model.

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2186 Real-Time Physics Simulation Packages: An Evaluation Study

Authors: J.Zouhair, D.Ellison

Abstract:

This paper includes a review of three physics simulation packages that can be used to provide researchers with a virtual ground for modeling, implementing and simulating complex models, as well as testing their control methods with less cost and time of development. The inverted pendulum model was used as a test bed for comparing ODE, DANCE and Webots, while Linear State Feedback was used to control its behavior. The packages were compared with respect to model creation, solving systems of differential equation, data storage, setting system variables, control the experiment and ease of use. The purpose of this paper is to give an overview about our experience with these environments and to demonstrate some of the benefits and drawbacks involved in practice for each package.

Keywords: DANCE, Inverted Pendulum, ODE, Simulation Packages, Webots.

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2185 Multivariable Predictive PID Control for Quadruple Tank

Authors: Qamar Saeed, Vali Uddin, Reza Katebi

Abstract:

In this paper multivariable predictive PID controller has been implemented on a multi-inputs multi-outputs control problem i.e., quadruple tank system, in comparison with a simple multiloop PI controller. One of the salient feature of this system is an adjustable transmission zero which can be adjust to operate in both minimum and non-minimum phase configuration, through the flow distribution to upper and lower tanks in quadruple tank system. Stability and performance analysis has also been carried out for this highly interactive two input two output system, both in minimum and non-minimum phases. Simulations of control system revealed that better performance are obtained in predictive PID design.

Keywords: Proportional-integral-derivative Control, GeneralizedPredictive Control, Predictive PID Control, Multivariable Systems

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2184 On-Road Text Detection Platform for Driver Assistance Systems

Authors: Guezouli Larbi, Belkacem Soundes

Abstract:

The automation of the text detection process can help the human in his driving task. Its application can be very useful to help drivers to have more information about their environment by facilitating the reading of road signs such as directional signs, events, stores, etc. In this paper, a system consisting of two stages has been proposed. In the first one, we used pseudo-Zernike moments to pinpoint areas of the image that may contain text. The architecture of this part is based on three main steps, region of interest (ROI) detection, text localization, and non-text region filtering. Then, in the second step, we present a convolutional neural network architecture (On-Road Text Detection Network - ORTDN) which is considered as a classification phase. The results show that the proposed framework achieved ≈ 35 fps and an mAP of ≈ 90%, thus a low computational time with competitive accuracy.

Keywords: Text detection, CNN, PZM, deep learning.

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2183 On the Modeling and State Estimation for Dynamic Power System

Authors: A. Thabet, M. Boutayeb, M. N. Abdelkrim

Abstract:

This paper investigates a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation (DAE) models using the extended Kalman filter. The method involves the use of a transformation from a DAE to ordinary differential equation (ODE). A relevant dynamic power system model using decoupled techniques will be proposed. The estimation technique consists of a state estimator based on the EKF technique as well as the local stability analysis. High performances are illustrated through a simulation study applied on IEEE 13 buses test system.

Keywords: Power system, Dynamic decoupled model, Extended Kalman Filter, Convergence analysis, Time computing.

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2182 Vehicle Tracking and Disabling Using WIMAX

Authors: B.Gokulnath

Abstract:

We see in the present day scenario that the Global positioning system (GPS) has been an effective tool to track the vehicle. However the adverse part of it is that it can only track a vehicle-s position. Our present work provides a better platform to track and disable a vehicle using wireless technology. In our system we embed a microcomputer which monitors the series of automotive systems like engine, fuel and braking system. The external USB modem is connected with the microcomputer to provide 24 x 7 internet accesses. The microcomputer is synchronized with the owner-s multimedia mobile by means of a software tool “REMOTE DESKTOP". A unique username and password is provided to the software tool, so that the owner can only access the microcomputer through the internet on owner-s mobile. The key fact is that our design is placed such that it is known only to the owner.

Keywords: GPS, Microcomputer, Multimedia Phone, REMOTEDESKTOP, USB Modem.

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2181 Enhancing Security and Privacy Protocols in Telehealth: A Comprehensive Approach across IoT/Fog/Cloud Environments

Authors: Yunyong Guo, Man Wang, Bryan Guo, Nathan Guo

Abstract:

This paper presents an advanced security and privacy model tailored for Telehealth systems, emphasizing end-to-end protection across IoT, Fog, and Cloud components. The proposed model integrates encryption, key management, intrusion detection, and privacy-preserving measures to safeguard patient data. A comprehensive simulation study evaluates the model's effectiveness in scenarios such as unauthorized access, physical breaches, and insider threats. Results indicate notable success in detecting and mitigating threats yet underscore areas for refinement. The study contributes insights into the intricate balance between security and usability in Telehealth environments, setting the stage for continued advancements.

Keywords: Cloud, enhancing security, Fog, IoT, telehealth.

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2180 Concurrent Testing of ADC for Embedded System

Authors: Y.B.Gandole

Abstract:

Compaction testing methods allow at-speed detecting of errors while possessing low cost of implementation. Owing to this distinctive feature, compaction methods have been widely used for built-in testing, as well as external testing. In the latter case, the bandwidth requirements to the automated test equipment employed are relaxed which reduces the overall cost of testing. Concurrent compaction testing methods use operational signals to detect misbehavior of the device under test and do not require input test stimuli. These methods have been employed for digital systems only. In the present work, we extend the use of compaction methods for concurrent testing of analog-to-digital converters. We estimate tolerance bounds for the result of compaction and evaluate the aliasing rate.

Keywords: Analog-to Digital Converter, Embedded system, Concurrent Testing

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2179 Single Valued Neutrosophic Hesitant Fuzzy Rough Set and Its Application

Authors: K. M. Alsager, N. O. Alshehri

Abstract:

In this paper, we proposed the notion of single valued neutrosophic hesitant fuzzy rough set, by combining single valued neutrosophic hesitant fuzzy set and rough set. The combination of single valued neutrosophic hesitant fuzzy set and rough set is a powerful tool for dealing with uncertainty, granularity and incompleteness of knowledge in information systems. We presented both definition and some basic properties of the proposed model. Finally, we gave a general approach which is applied to a decision making problem in disease diagnoses, and demonstrated the effectiveness of the approach by a numerical example.

Keywords: Single valued neutrosophic hesitant set, single valued neutrosophic hesitant relation, single valued neutrosophic hesitant fuzzy rough set, decision making method.

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2178 Urban Waste Water Governance in South Africa: A Case Study of Stellenbosch

Authors: R. Malisa, E. Schwella, K. I. Theletsane

Abstract:

Due to climate change, population growth and rapid urbanization, the demand for water in South Africa is inevitably surpassing supply. To address similar challenges globally, there has been a paradigm shift from conventional urban waste water management “government” to a “governance” paradigm. From the governance paradigm, Integrated Urban Water Management (IUWM) principle emerged. This principle emphasizes efficient urban waste water treatment and production of high-quality recyclable effluent. In so doing mimicking natural water systems, in their processes of recycling water efficiently, and averting depletion of natural water resources.  The objective of this study was to investigate drivers of shifting the current urban waste water management approach from a “government” paradigm towards “governance”. The study was conducted through Interactive Management soft systems research methodology which follows a qualitative research design. A case study methodology was employed, guided by realism research philosophy. Qualitative data gathered were analyzed through interpretative structural modelling using Concept Star for Professionals Decision-Making tools (CSPDM) version 3.64.  The constructed model deduced that the main drivers in shifting the Stellenbosch municipal urban waste water management towards IUWM “governance” principles are mainly social elements characterized by overambitious expectations of the public on municipal water service delivery, mis-interpretation of the constitution on access to adequate clean water and sanitation as a human right and perceptions on recycling water by different communities. Inadequate public participation also emerged as a strong driver. However, disruptive events such as draught may play a positive role in raising an awareness on the value of water, resulting in a shift on the perceptions on recycled water. Once the social elements are addressed, the alignment of governance and administration elements towards IUWM are achievable. Hence, the point of departure for the desired paradigm shift is the change of water service authorities and serviced communities’ perceptions and behaviors towards shifting urban waste water management approaches from “government” to “governance” paradigm.

Keywords: Integrated urban water management, urban water system, waste water governance, waste water treatment works.

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2177 Overview of Operational Risk Management Methods

Authors: Milan Rippel, Pert Teplý

Abstract:

Operational risk has become one of the most discussed topics in the financial industry in the recent years. The reasons for this attention can be attributed to higher investments in information systems and technology, the increasing wave of mergers and acquisitions and emergence of new financial instruments. In addition, the New Basel Capital Accord (known as Basel II) demands a capital requirement for operational risk and further motivates financial institutions to more precisely measure and manage this type of risk. The aim of this paper is to shed light on main characteristics of operational risk management and common applied methods: scenario analysis, key risk indicators, risk control self assessment and loss distribution approach.

Keywords: Operational risk, economic capital, key risk indicators, loss distribution approach.

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2176 The Exploitation of Balancing an Inverted Pendulum System Using Sliding Mode Control

Authors: Sheren H. Salah, Ahmed Y. Ben Sasi

Abstract:

The inverted pendulum system is a classic control problem that is used in universities around the world. It is a suitable process to test prototype controllers due to its high non-linearities and lack of stability. The inverted pendulum represents a challenging control problem, which continually moves toward an uncontrolled state. This paper presents the possibility of balancing an inverted pendulum system using sliding mode control (SMC). The goal is to determine which control strategy delivers better performance with respect to pendulum’s angle and cart's position. Therefore, proportional-integral-derivative (PID) is used for comparison. Results have proven SMC control produced better response compared to PID control in both normal and noisy systems.

Keywords: Inverted pendulum (IP) proportional-integralderivative (PID), sliding mode control (SMC).

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2175 Current Issues on Enterprise Architecture Implementation Evaluation

Authors: Fatemeh Nikpay, Rodina Binti Ahmad, Babak Darvish Rouhani

Abstract:

Enterprise Architecture (EA) is employed by enterprises for providing integrated Information Systems (ISs) in order to support alignment of their business and Information Technology (IT). Evaluation of EA implementation can support enterprise to reach intended goals. There are some problems in current evaluation methods of EA implementation that lead to ineffectiveness implementation of EA. This paper represents current issues on evaluation of EA implementation. In this regard, we set the framework in order to represent evaluation’s issues based on their functionality and structure. The results of this research not only increase the knowledge of evaluation, but also could be useful for both academics and practitioners in order to realize the current situation of evaluations.

Keywords: Current issues on EA, implementation evaluation, Evaluation, Enterprise Architecture, Evaluation of Enterprise Architecture Implementation.

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2174 Extracting Multiword Expressions in Machine Translation from English to Urdu using Relational Data Approach

Authors: Kashif Bilal, Uzair Muhammad, Atif Khan, M. Nasir Khan

Abstract:

Machine Translation, (hereafter in this document referred to as the "MT") faces a lot of complex problems from its origination. Extracting multiword expressions is also one of the complex problems in MT. Finding multiword expressions during translating a sentence from English into Urdu, through existing solutions, takes a lot of time and occupies system resources. We have designed a simple relational data approach, in which we simply set a bit in dictionary (database) for multiword, to find and handle multiword expression. This approach handles multiword efficiently.

Keywords: Machine Translation, Multiword Expressions, Urdulanguage processing, POS (stands for Parts of Speech) Tagging forUrdu, Expert Systems.

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2173 Comparison of SVC and STATCOM in Static Voltage Stability Margin Enhancement

Authors: Mehrdad Ahmadi Kamarposhti, Mostafa Alinezhad

Abstract:

One of the major causes of voltage instability is the reactive power limit of the system. Improving the system's reactive power handling capacity via Flexible AC transmission System (FACTS) devices is a remedy for prevention of voltage instability and hence voltage collapse. In this paper, the effects of SVC and STATCOM in Static Voltage Stability Margin Enhancement will be studied. AC and DC representations of SVC and STATCOM are used in the continuation power flow process in static voltage stability study. The IEEE-14 bus system is simulated to test the increasing loadability. It is found that these controllers significantly increase the loadability margin of power systems.

Keywords: SVC, STATCOM, Voltage Collapse, Maximum Loading Point.

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2172 Simulation Based Performance Comparison of Different Control Methods of ZSI Feeding Industrial Drives

Authors: Parag Nihawan, Ravinder Singh Bhatia, Dinesh Kumar Jain

Abstract:

Industrial drives are source of serious power quality problems. In this, two typical industrial drives have been dealt with, namely, FOC induction motor drives and DTC induction motor drive. The Z-source inverter is an emerging topology of power electronic converters which is capable of buck boost characteristics. The performances of different control methods based Z-source inverters feeding these industrial drives have been investigated, in this work. The test systems have been modeled and simulated in MATLAB/SIMULINK. The results obtained after carrying out these simulations have been used to draw the conclusions.

Keywords: Z-Source Inverter, total harmonic distortion, direct torque control, field orientation control.

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2171 Biocompatible Ionic Liquids in Liquid – Liquid Extraction of Lactic Acid: A Comparative Study

Authors: Konstantza Tonova, Ivan Svinyarov, Milen G. Bogdanov

Abstract:

Ionic liquids consisting of a phosphonium cationic moiety and a saccharinate anion are synthesized and compared with their precursors, phosphonium chlorides, in reference to their extraction efficiency towards L-lactic acid. On the base of measurements of the acid and the water partitioning in the equilibrium biphasic systems, the molar ratios between acid, water and ionic liquid are estimated which allows to deduce the lactic acid extractive pathway. The effect of a salting-out addition that strengthens hydrophobicity in both phases is studied in view to reveal the best biphasic system with respect to IL low toxicity and high extraction efficiency.

Keywords: Biphasic system, Extraction, Ionic liquids, Lactic acid.

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2170 Toward an Architecture of a Component-Based System Supporting Separation of Non- Functional Concerns

Authors: Jerzy Nogiec, Kelley Trombly-Freytag, Shangping Ren

Abstract:

The promises of component-based technology can only be fully realized when the system contains in its design a necessary level of separation of concerns. The authors propose to focus on the concerns that emerge throughout the life cycle of the system and use them as an architectural foundation for the design of a component-based framework. The proposed model comprises a set of superimposed views of the system describing its functional and non-functional concerns. This approach is illustrated by the design of a specific framework for data analysis and data acquisition and supplemented with experiences from using the systems developed with this framework at the Fermi National Accelerator Laboratory.

Keywords: Distributed system, component-based technology, separation of concerns, software development, supervisory and control, QoS

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2169 Realization of Electronically Tunable Current- Mode Multiphase Sinusoidal Oscillators Using CFTAs

Authors: Prungsak Uttaphut

Abstract:

An implementation of current-mode multiphase sinusoidal oscillators is presented. Using CFTA-based lossy integrators, odd and odd/even phase systems can be realized with following advantages. The condition of oscillation and frequency of oscillation can be orthogonally tuned. The high output impedances facilitate easy driving an external load without additional current buffers. The proposed MSOs provide odd or even phase signals that are equally spaced in phase and equal amplitude. The circuit requires one CFTA, one resistor and one grounded capacitor per phase without additional current amplifier. The results of PSPICE simulations using CMOS CFTA are included to verify theory.

Keywords: multiphase sinusoidal oscillator, current-mode, CFTA, lossy integrator

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2168 Optimal Voltage and Frequency Control of a Microgrid Using the Harmony Search Algorithm

Authors: Hossein Abbasi

Abstract:

The stability is an important topic to plan and manage the energy in the microgrids as the same as the conventional power systems. The voltage and frequency stability is one of the most important issues recently studied in microgrids. The objectives of this paper are the modelling and designing of the components and optimal controllers for the voltage and frequency control of the AC/DC hybrid microgrid under the different disturbances. Since the PI controllers have the advantages of simple structure and easy implementation, so they are designed and modeled in this paper. The harmony search (HS) algorithm is used to optimize the controllers’ parameters. According to the achieved results, the PI controllers have a good performance in voltage and frequency control of the microgrid.

Keywords: Frequency control, HS algorithm, microgrid, PI controller, voltage control.

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2167 Optical Wireless Sensor Networks Based on VLC with PLC-Ethernet Interface

Authors: Heejin Lee, Yeonjoo Kim, Kyungrak Sohn

Abstract:

We present a white LED-based optical wireless communication systems for indoor ubiquitous sensor networks. Each sensor node could access to the server through the PLC (Power Line Communication)-Ethernet interface. The proposed system offers a full-duplex wireless link by using different wavelengths to reduce the inter-symbol interference between uplink and downlink. Through the 1-to-n optical wireless sensor network and PLC modem, the mobile terminals send a temperature data to server. The data transmission speed and distance are 115.2kbps and about 60cm, respectively.

Keywords: Visible light communications, LED lighting, powerline communications, ubiquitous sensor networks, full-duplex links

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2166 Mitigation of Flicker using STATCOM with Three-Level 12-pulse Voltage Source Inverter

Authors: Ali Z a'fari

Abstract:

Voltage flicker is a disturbance in electrical power systems. The reason for this disturbance is mainly the large nonlinear loads such as electric arc furnaces. Synchronous static compensator (STATCOM) is considered as a proper technique to mitigate the voltage flicker. Application of more suitable and precise power electronic converter leads to a more precise performance of the compensator. In this paper a three-level 12-pulse voltage source inverter (VSI) with a 12-terminal transformer connected to the ac system is studied and the obtained results are compared with the performance of a STATCOM using a simple two-level VSI and an optimal and more precise performance of the proposed scheme is achieved.

Keywords: Flicker mitigation, STATCOM, Inverter, 12-pulse, 3- level

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2165 Improvements in Navy Data Networks and Tactical Communication Systems

Authors: Laurent Enel, Franck Guillem

Abstract:

This paper considers the benefits gained by using an efficient quality of service management such as DiffServ technique to improve the performance of military communications. Low delay and no blockage must be achieved especially for real time tactical data. All traffic flows generated by different applications do not need same bandwidth, same latency, same error ratio and this scalable technique of packet management based on priority levels is analysed. End to end architectures supporting various traffic flows and including lowbandwidth and high-delay HF or SHF military links as well as unprotected Internet sub domains are studied. A tuning of Diffserv parameters is proposed in accordance with different loads of various traffic and different operational situations.

Keywords: Military data networks, Quality of service, Tacticalsystems.

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2164 A Preliminary Development of Virtual Sightseeing Website for Thai Temples on Rattanakosin Island

Authors: P. Jomsri

Abstract:

Currently, the sources of cultures and tourist attractions are presented in online documentary form only. In order to make them more virtual, the researcher then collected and presented them in the form of Virtual Temple. The prototype, which is a replica of the actual location, was developed to the website and allows people who are interested in Rattanakosin Island can see in form of Panorama Pan View. By this way, anyone can access the data and appreciate the beauty of Rattanakosin Island in the virtual model like the real place.

The result from the experiment showed that the levels of the knowledge on Thai temples in Rattanakosin Island increased; moreover, the users were highly satisfied with the systems. It can be concluded that virtual temples can support to publicize Thai arts, cultures and travels, as well as it can be utilized effectively.

Keywords: Virtual sightseeing, rattanakosin island, Thai temples.

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2163 An Expert System Designed to Be Used with MOEAs for Efficient Portfolio Selection

Authors: K. Metaxiotis, K. Liagkouras

Abstract:

This study presents an Expert System specially designed to be used with Multiobjective Evolutionary Algorithms (MOEAs) for the solution of the portfolio selection problem. The validation of the proposed hybrid System is done by using data sets from Hang Seng 31 in Hong Kong, DAX 100 in Germany and FTSE 100 in UK. The performance of the proposed system is assessed in comparison with the Non-dominated Sorting Genetic Algorithm II (NSGAII). The evaluation of the performance is based on different performance metrics that evaluate both the proximity of the solutions to the Pareto front and their dispersion on it. The results show that the proposed hybrid system is efficient for the solution of this kind of problems.

Keywords: Expert Systems, Multiobjective optimization, Evolutionary Algorithms, Portfolio Selection.

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