Search results for: Information Gain Ratio
3846 New Methods for E-Commerce Databases Designing in Semantic Web Systems (Modern Systems)
Authors: Karim Heidari, Serajodin Katebi, Ali Reza Mahdavi Far
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The purpose of this paper is to study Database Models to use them efficiently in E-commerce websites. In this paper we are going to find a method which can save and retrieve information in Ecommerce websites. Thus, semantic web applications can work with, and we are also going to study different technologies of E-commerce databases and we know that one of the most important deficits in semantic web is the shortage of semantic data, since most of the information is still stored in relational databases, we present an approach to map legacy data stored in relational databases into the Semantic Web using virtually any modern RDF query language, as long as it is closed within RDF. To achieve this goal we study XML structures for relational data bases of old websites and eventually we will come up one level over XML and look for a map from relational model (RDM) to RDF. Noting that a large number of semantic webs get advantage of relational model, opening the ways which can be converted to XML and RDF in modern systems (semantic web) is important.Keywords: E-Commerce, Semantic Web, Database, XML, RDF.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23123845 Evaluation of the Magnesium Wastes with Boron Oxide in Magnesium Borate Synthesis
Authors: A. S. Kipcak, F. T. Senberber, E. Moroydor Derun, S. Piskin
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Magnesium wastes and scraps, one of the metal wastes, are produced by many industrial activities, all over the world. Their growing size is becoming a future problem for the world. In this study, the use of magnesium wastes as a raw material in the production of the magnesium borate hydrates are aimed. The method used in the experiments is hydrothermal synthesis. The conditions are set to, waste magnesium to B2O3, 1:3 as a molar ratio. Four different reaction times are studied which are 30, 60, 120 and 240 minutes. For the identification analyses X-Ray Diffraction (XRD), Fourier Transform Infrared Spectroscopy (FT-IR) and Raman spectroscopy techniques are used. As a result at all the reaction times magnesium borate hydrates are synthesized and the most crystalline forms are obtained at a reaction time of 120 minutes. The overall yields of the production are found between the values of 65-80 %.
Keywords: Hydrothermal synthesis, magnesium borates, magnesium wastes, boron oxide
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23373844 Pre-beneficiation of Low Grade Diasporic Bauxite Ore by Reduction Roasting
Authors: K. Yılmaz, B. Birol, M. N. Sarıdede, E. Yiğit
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A bauxite ore can be utilized in Bayer Process, if the mass ratio of Al2O3 to SiO2 is greater than 10. Otherwise, its FexOy and SiO2 content should be removed. On the other hand, removal of TiO2 from the bauxite ore would be beneficial because of both lowering the red mud residue and obtaining a valuable raw material containing TiO2 mineral. In this study, the low grade diasporic bauxite ore of Yalvaç, Isparta, Turkey was roasted under reducing atmosphere and subjected to magnetic separation. According to the experimental results, 800°C for reduction temperature and 20000 Gauss of magnetic intensity were found to be the optimum parameters for removal of iron oxide and rutile from the nonmagnetic ore. On the other hand, 600°C and 5000 Gauss were determined to be the optimum parameters for removal of silica from the non-magnetic ore.Keywords: Low grade diasporic bauxite, magnetic separation, reduction roasting, separation index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32233843 Improving Topic Quality of Scripts by Using Scene Similarity Based Word Co-Occurrence
Authors: Yunseok Noh, Chang-Uk Kwak, Sun-Joong Kim, Seong-Bae Park
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Scripts are one of the basic text resources to understand broadcasting contents. Topic modeling is the method to get the summary of the broadcasting contents from its scripts. Generally, scripts represent contents descriptively with directions and speeches, and provide scene segments that can be seen as semantic units. Therefore, a script can be topic modeled by treating a scene segment as a document. Because scene segments consist of speeches mainly, however, relatively small co-occurrences among words in the scene segments are observed. This causes inevitably the bad quality of topics by statistical learning method. To tackle this problem, we propose a method to improve topic quality with additional word co-occurrence information obtained using scene similarities. The main idea of improving topic quality is that the information that two or more texts are topically related can be useful to learn high quality of topics. In addition, more accurate topical representations lead to get information more accurate whether two texts are related or not. In this paper, we regard two scene segments are related if their topical similarity is high enough. We also consider that words are co-occurred if they are in topically related scene segments together. By iteratively inferring topics and determining semantically neighborhood scene segments, we draw a topic space represents broadcasting contents well. In the experiments, we showed the proposed method generates a higher quality of topics from Korean drama scripts than the baselines.Keywords: Broadcasting contents, generalized P´olya urn model, scripts, text similarity, topic model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18173842 Feature Extraction Technique for Prediction the Antigenic Variants of the Influenza Virus
Authors: Majid Forghani, Michael Khachay
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In genetics, the impact of neighboring amino acids on a target site is referred as the nearest-neighbor effect or simply neighbor effect. In this paper, a new method called wavelet particle decomposition representing the one-dimensional neighbor effect using wavelet packet decomposition is proposed. The main idea lies in known dependence of wavelet packet sub-bands on location and order of neighboring samples. The method decomposes the value of a signal sample into small values called particles that represent a part of the neighbor effect information. The results have shown that the information obtained from the particle decomposition can be used to create better model variables or features. As an example, the approach has been applied to improve the correlation of test and reference sequence distance with titer in the hemagglutination inhibition assay.Keywords: Antigenic variants, neighbor effect, wavelet packet, wavelet particle decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7823841 A Robust Image Steganography Method Using PMM in Bit Plane Domain
Authors: Souvik Bhattacharyya, Aparajita Khan, Indradip Banerjee, Gautam Sanyal
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Steganography is the art and science that hides the information in an appropriate cover carrier like image, text, audio and video media. In this work the authors propose a new image based steganographic method for hiding information within the complex bit planes of the image. After slicing into bit planes the cover image is analyzed to extract the most complex planes in decreasing order based on their bit plane complexity. The complexity function next determines the complex noisy blocks of the chosen bit plane and finally pixel mapping method (PMM) has been used to embed secret bits into those regions of the bit plane. The novel approach of using pixel mapping method (PMM) in bit plane domain adaptively embeds data on most complex regions of image, provides high embedding capacity, better imperceptibility and resistance to steganalysis attack.
Keywords: PMM (Pixel Mapping Method), Bit Plane, Steganography, SSIM, KL-Divergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28683840 Evaluation of State of the Art IDS Message Exchange Protocols
Authors: Robert Koch, Mario Golling, Gabi Dreo
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During the last couple of years, the degree of dependence on IT systems has reached a dimension nobody imagined to be possible 10 years ago. The increased usage of mobile devices (e.g., smart phones), wireless sensor networks and embedded devices (Internet of Things) are only some examples of the dependency of modern societies on cyber space. At the same time, the complexity of IT applications, e.g., because of the increasing use of cloud computing, is rising continuously. Along with this, the threats to IT security have increased both quantitatively and qualitatively, as recent examples like STUXNET or the supposed cyber attack on Illinois water system are proofing impressively. Once isolated control systems are nowadays often publicly available - a fact that has never been intended by the developers. Threats to IT systems don’t care about areas of responsibility. Especially with regard to Cyber Warfare, IT threats are no longer limited to company or industry boundaries, administrative jurisdictions or state boundaries. One of the important countermeasures is increased cooperation among the participants especially in the field of Cyber Defence. Besides political and legal challenges, there are technical ones as well. A better, at least partially automated exchange of information is essential to (i) enable sophisticated situational awareness and to (ii) counter the attacker in a coordinated way. Therefore, this publication performs an evaluation of state of the art Intrusion Detection Message Exchange protocols in order to guarantee a secure information exchange between different entities.
Keywords: Cyber Defence, Cyber Warfare, Intrusion Detection Information Exchange, Early Warning Systems, Joint Intrusion Detection, Cyber Conflict
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22933839 Source Direction Detection based on Stationary Electronic Nose System
Authors: Jie Cai, David C. Levy
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Electronic nose (array of chemical sensors) are widely used in food industry and pollution control. Also it could be used to locate or detect the direction of the source of emission odors. Usually this task is performed by electronic nose (ENose) cooperated with mobile vehicles, but when a source is instantaneous or surrounding is hard for vehicles to reach, problem occurs. Thus a method for stationary ENose to detect the direction of the source and locate the source will be required. A novel method which uses the ratio between the responses of different sensors as a discriminant to determine the direction of source in natural wind surroundings is presented in this paper. The result shows that the method is accurate and easily to be implemented. This method could be also used in movably, as an optimized algorithm for robot tracking source location.Keywords: Electronic nose, Nature wind situation, Source direction detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13303838 Speech Enhancement by Marginal Statistical Characterization in the Log Gabor Wavelet Domain
Authors: Suman Senapati, Goutam Saha
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This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16293837 Real-time Tracking in Image Sequences based-on Parameters Updating with Temporal and Spatial Neighborhoods Mixture Gaussian Model
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Gaussian mixture background model is widely used in moving target detection of the image sequences. However, traditional Gaussian mixture background model usually considers the time continuity of the pixels, and establishes background through statistical distribution of pixels without taking into account the pixels- spatial similarity, which will cause noise, imperfection and other problems. This paper proposes a new Gaussian mixture modeling approach, which combines the color and gradient of the spatial information, and integrates the spatial information of the pixel sequences to establish Gaussian mixture background. The experimental results show that the movement background can be extracted accurately and efficiently, and the algorithm is more robust, and can work in real time in tracking applications.Keywords: Gaussian mixture model, real-time tracking, sequence image, gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14783836 Motion Recognition Based On Fuzzy WP Feature Extraction Approach
Authors: Keun-Chang Kwak
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This paper is concerned with motion recognition based fuzzy WP(Wavelet Packet) feature extraction approach from Vicon physical data sets. For this purpose, we use an efficient fuzzy mutual-information-based WP transform for feature extraction. This method estimates the required mutual information using a novel approach based on fuzzy membership function. The physical action data set includes 10 normal and 10 aggressive physical actions that measure the human activity. The data have been collected from 10 subjects using the Vicon 3D tracker. The experiments consist of running, seating, and walking as physical activity motion among various activities. The experimental results revealed that the presented feature extraction approach showed good recognition performance.
Keywords: Motion recognition, fuzzy wavelet packet, Vicon physical data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16443835 Hydrothermal Alteration Zones Identification Based on Remote Sensing Data in the Mahin Area, West of Qazvin Province, Iran
Authors: R. Nouri, M.R. Jafari, M. Arain., F. Feizi
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The Mahin area is a part of Tarom- Hashtjin zone that located in west of Qazvin province in northwest of Iran. Many copper and base metals ore deposits are hosted by this zone. High potential localities identification in this area is very necessary. The objective of this research, is finding hydrothermal alteration zones by remote sensing methods and best processing technique of Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER) data. Different methods such as band ratio, Principal Component Analysis (PCA), Minimum Noise Fraction (MNF) and Least Square Fit (LS-Fit) were used for mapping hydrothermal alteration zones.Keywords: Hydrothermal alteration, Iran, Mahin, Remote sensing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28203834 Effects of TiO2 and Nb2O5 on Hydrogen Desorption of Mg(BH4)2
Authors: Wipada Ploysuksai, Pramoch Rangsunvigit, Santi Kulprathipanja
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In this work, effects of catalysts (TiO2, and Nb2O5) were investigated on the hydrogen desorption of Mg(BH4)2. LiBH4 and MgCl2 with 2:1 molar ratio were mixed by using ball milling to prepare Mg(BH4)2. The desorption behaviors were measured by thermo-volumetric apparatus. The hydrogen desorption capacity of the mixed sample milled for 2 h was 4.78 wt% with a 2-step released. The first step occurred at 214 °C and the second step appeared at 374 °C. The addition of 16 wt% Nb2O5 decreased the desorption temperature in the second step about 66 °C and increased the hydrogen desorption capacity to 4.86 wt% hydrogen. The addition of TiO2 also improved the desorption temperature in the second step and the hydrogen desorption capacity. It decreased the desorption temperature about 71°C and showed a high amount of hydrogen, 5.27 wt%, released from the mixed sample. The hydrogen absorption after desorption of Mg(BH4)2 was also studied under 9.5 MPa and 350 °C for 12 h.
Keywords: hydrogen storage, LiBH4, metal hydride, Mg(BH4)2
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16793833 A Simple Qos Scheduler for Mobile Wimax
Authors: Komala Kalyanam, Pushpam Indumathi
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WiMAX is defined as Worldwide Interoperability for Microwave Access by the WiMAX Forum, formed in June 2001 to promote conformance and interoperability of the IEEE 802.16 standard, officially known as WirelessMAN. The attractive features of WiMAX technology are very high throughput and Broadband Wireless Access over a long distance. A detailed simulation environment is demonstrated with the UGS, nrtPS and ertPS service classes for throughput, delay and packet delivery ratio for a mixed environment of fixed and mobile WiMAX. A simple mobility aspect is considered for the mobile WiMAX and the PMP mode of transmission is considered in TDD mode. The Network Simulator 2 (NS-2) is the tool which is used to simulate the WiMAX network scenario. A simple Priority Scheduler and Weighted Round Robin Schedulers are the WiMAX schedulers used in the research workKeywords: ertPS, Mobile WiMAX, scheduler.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19063832 Estimation of Fecundity and Gonadosomatic Index of Terapon jarbua from Pondicherry Coast, India
Authors: R. Nandikeswari, M. Sambasivam, V. Anandan
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In the present study fecundity of Terapon jarbua was estimated for 41 matured females from the Bay of Bengal, Pondicherry. The fecundity (F) was found to range from 13,475 to 115,920 in fishes between 173-278mm Total length (TL) and 65- 298 gm weight respectively. The co-efficient of correlation for F/TL (log F = - 4.821 + 4.146 log TL), F/SL (log F = -3.936 + 3.867 log SL), F/WF (log F = 1.229 + 0.730 log TW) and F/GW (log F = 0.724 + 1.113 log GW) were obtained as 0.474, 0.537, 0.641 and 0.908 respectively. The regression line for the TL, SL, WF and GW of the fishes were found to be linear when they were plotted against their fecundity on logarithmic scales. Highly significant (P<0.01) relationship was obtained for all the variables. Hence Total Length, Standard Length, Weight of Fish and Gonad Weight were found to be the best indicators of the fecundity of Terapon jarbua. Gonadosomatic indices of Terapon jarbua showed that the spawning took place in February to July. The overall sex ratio of male to female is 1.28:1 with chi-square value 5.719, significant at 5% level.
Keywords: Fecundity, Gonadosomatic index, Reproductive biology, spawning, Terapon jarbua.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41103831 Spatial Distribution and Risk Assessment of As, Hg, Co and Cr in Kaveh Industrial City, using Geostatistic and GIS
Authors: Abbas Hani
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The concentrations of As, Hg, Co, Cr and Cd were tested for each soil sample, and their spatial patterns were analyzed by the semivariogram approach of geostatistics and geographical information system technology. Multivariate statistic approaches (principal component analysis and cluster analysis) were used to identify heavy metal sources and their spatial pattern. Principal component analysis coupled with correlation between heavy metals showed that primary inputs of As, Hg and Cd were due to anthropogenic while, Co, and Cr were associated with pedogenic factors. Ordinary kriging was carried out to map the spatial patters of heavy metals. The high pollution sources evaluated was related with usage of urban and industrial wastewater. The results of this study helpful for risk assessment of environmental pollution for decision making for industrial adjustment and remedy soil pollution.Keywords: Geographic Information system, Geostatistics, Kaveh, Multivariate Statistical Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19813830 Authorization of Commercial Communication Satellite Grounds for Promoting Turkish Data Relay System
Authors: Celal Dudak, Aslı Utku, Burak Yağlioğlu
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Uninterrupted and continuous satellite communication through the whole orbit time is becoming more indispensable every day. Data relay systems are developed and built for various high/low data rate information exchanges like TDRSS of USA and EDRSS of Europe. In these missions, a couple of task-dedicated communication satellites exist. In this regard, for Turkey a data relay system is attempted to be defined exchanging low data rate information (i.e. TTC) for Earth-observing LEO satellites appointing commercial GEO communication satellites all over the world. First, justification of this attempt is given, demonstrating duration enhancements in the link. Discussion of preference of RF communication is, also, given instead of laser communication. Then, preferred communication GEOs – including TURKSAT4A already belonging to Turkey- are given, together with the coverage enhancements through STK simulations and the corresponding link budget. Also, a block diagram of the communication system is given on the LEO satellite.Keywords: Communication, satellite, data relay system, coverage.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14163829 Web Content Mining: A Solution to Consumer's Product Hunt
Authors: Syed Salman Ahmed, Zahid Halim, Rauf Baig, Shariq Bashir
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With the rapid growth in business size, today's businesses orient towards electronic technologies. Amazon.com and e-bay.com are some of the major stakeholders in this regard. Unfortunately the enormous size and hugely unstructured data on the web, even for a single commodity, has become a cause of ambiguity for consumers. Extracting valuable information from such an everincreasing data is an extremely tedious task and is fast becoming critical towards the success of businesses. Web content mining can play a major role in solving these issues. It involves using efficient algorithmic techniques to search and retrieve the desired information from a seemingly impossible to search unstructured data on the Internet. Application of web content mining can be very encouraging in the areas of Customer Relations Modeling, billing records, logistics investigations, product cataloguing and quality management. In this paper we present a review of some very interesting, efficient yet implementable techniques from the field of web content mining and study their impact in the area specific to business user needs focusing both on the customer as well as the producer. The techniques we would be reviewing include, mining by developing a knowledge-base repository of the domain, iterative refinement of user queries for personalized search, using a graphbased approach for the development of a web-crawler and filtering information for personalized search using website captions. These techniques have been analyzed and compared on the basis of their execution time and relevance of the result they produced against a particular search.
Keywords: Data mining, web mining, search engines, knowledge discovery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20533828 Model-Based Small Area Estimation with Application to Unemployment Estimates
Authors: Hichem Omrani, Philippe Gerber, Patrick Bousch
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The problem of Small Area Estimation (SAE) is complex because of various information sources and insufficient data. In this paper, an approach for SAE is presented for decision-making at national, regional and local level. We propose an Empirical Best Linear Unbiased Predictor (EBLUP) as an estimator in order to combine several information sources to evaluate various indicators. First, we present the urban audit project and its environmental, social and economic indicators. Secondly, we propose an approach for decision making in order to estimate indicators. An application is used to validate the theoretical proposal. Finally, a decision support system is presented based on open-source environment.
Keywords: Small area estimation, statistical method, sampling, empirical best linear unbiased predictor (EBLUP), decision-making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17133827 Evaluation of Chlorophyll Content and Chlorophyll Fluorescence Parameters and Relationships between Chlorophyll a, b and Chlorophyll Content Index under Water Stress in Olea europaea cv. Dezful
Authors: E. Khaleghi, K. Arzani, N. Moallemi, M. Barzegar
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This study was conducted to determine effect of water stress on chlorophyll content and chlorophyll fluorescence parameter in young `Dezful- olive trees. Three irrigation regimes (40% ETcrop, 65% ETcrop and 100% ETcrop) were used. After irrigation treatments were applied, some of biochemical parameters including chlorophyll a, b, total chlorophyll, chlorophyll fluorescence and also chlorophyll content index (C.C.I) were measured. Results of Analysis of variance showed that irrigation treatments had significant effect on chlorophylla, total chlorophyll (chl a+b), C.C.I and Fv/Fm ratio. The amount of decreased chlorophyll a and total chlorophyll in plants were received 40% ETcrop were 51.55% and 46.86%, respectively, compared with 100% ETcrop.
Keywords: Evatarnspiration (ETcrop), Chlorophyll Content, Chlorophyll Fluorescence, Water stress, Olive
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 57643826 Comparative Study of Al2O3 and HfO2 as Gate Dielectric on AlGaN/GaN MOSHEMTs
Authors: K. Karami, S. Hassan, S. Taking, A. Ofiare, A. Dhongde, A. Al-Khalidi, E. Wasige
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We have made a comparative study on the influence of Al2O3 and HfO2 grown using Atomic Layer Deposition (ALD) technique as dielectric in the AlGaN/GaN metal oxide semiconductor high electron mobility transistor (MOS-HEMT) structure. Five samples consisting of 20 nm and 10 nm each of A2lO3 and HfO2 respectively and a Schottky gate HEMT, were fabricated and measured. The threshold voltage shifts towards negative by 0.1 V and 1.8 V for 10 nm thick HfO2 and 10 nm thick Al2O3 gate dielectric layers, respectively. The negative shift for the 20 nm HfO2 and 20 nm Al2O3 were 1.2 V and 4.9 V, respectively. Higher gm/IDS (transconductance to drain current) ratio was also obtained in HfO2 than Al2O3. With both materials as dielectric, a significant reduction in the gate leakage current in the order of 104 was obtained compared to the sample without the dielectric material.
Keywords: AlGaN/GaN HEMTs, Al2O3, HfO2, MOSHEMTs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4093825 Binary Programming for Manufacturing Material and Manufacturing Process Selection Using Genetic Algorithms
Authors: Saleem Z. Ramadan
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The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.Keywords: Optimization, Material selection, Process selection, Genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15993824 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options
Authors: Zeynep İltüzer Samur, Gül Tekin Temur
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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30853823 An Effective Algorithm for Minimum Weighted Vertex Cover Problem
Authors: S. Balaji, V. Swaminathan, K. Kannan
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The Minimum Weighted Vertex Cover (MWVC) problem is a classic graph optimization NP - complete problem. Given an undirected graph G = (V, E) and weighting function defined on the vertex set, the minimum weighted vertex cover problem is to find a vertex set S V whose total weight is minimum subject to every edge of G has at least one end point in S. In this paper an effective algorithm, called Support Ratio Algorithm (SRA), is designed to find the minimum weighted vertex cover of a graph. Computational experiments are designed and conducted to study the performance of our proposed algorithm. Extensive simulation results show that the SRA can yield better solutions than other existing algorithms found in the literature for solving the minimum vertex cover problem.
Keywords: Weighted vertex cover, vertex support, approximation algorithms, NP-complete problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38843822 Periodic Mixed Convection of a Nanofluid in a Cavity with Top Lid Sinusoidal Motion
Authors: Arash Karimipour, M. Afrand, M. M. Bazofti
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The periodic mixed convection of a water-copper nanofluid inside a rectangular cavity with aspect ratio of 3 is investigated numerically. The temperature of the bottom wall of the cavity is assumed greater than the temperature of the top lid which oscillates horizontally with the velocity defined as u = u0 sin (ω t). The effects of Richardson number, Ri, and volume fraction of nanoparticles on the flow and thermal behavior of the nanofluid are investigated. Velocity and temperature profiles, streamlines and isotherms are presented. It is observed that when Ri < 1, heat transfer rate is much greater than when Ri > 1. The higher value of Ri corresponds to a lower value of the amplitude of the oscillation of Num in the steady periodic state. Moreover, increasing the volume fraction of the nanoparticles increases the heat transfer rate.Keywords: Nanofluid, Top lid oscillation, Mixed convection, Volume fraction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17293821 Utilizing the Principal Component Analysis on Multispectral Aerial Imagery for Identification of Underlying Structures
Authors: M. Bosques-Perez, W. Izquierdo, H. Martin, L. Deng, J. Rodriguez, T. Yan, M. Cabrerizo, A. Barreto, N. Rishe, M. Adjouadi
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Aerial imagery is a powerful tool when it comes to analyzing temporal changes in ecosystems and extracting valuable information from the observed scene. It allows us to identify and assess various elements such as objects, structures, textures, waterways, and shadows. To extract meaningful information, multispectral cameras capture data across different wavelength bands of the electromagnetic spectrum. In this study, the collected multispectral aerial images were subjected to principal component analysis (PCA) to identify independent and uncorrelated components or features that extend beyond the visible spectrum captured in standard RGB images. The results demonstrate that these principal components contain unique characteristics specific to certain wavebands, enabling effective object identification and image segmentation.
Keywords: Big data, image processing, multispectral, principal component analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 993820 A Review of the Antecedents and Consequences of Employee Engagementc
Authors: Ibrahim Hamidu Magem
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Employee engagement has continued to gain popularity among practitioners, consultants and academicians recent years. This is due to the fact that the engaged employees are central to organizational success in today’s highly competitive and rapidly changing business environment. Employee engagement depicts a situation whereby employee’s harnessed themselves to their work roles. The importance of employee engagement to organizations cannot be overemphasized in today’s rapidly changing business environment. Organizations both large and small are constantly striving to improve their performance, retain employees, reduce absenteeism, and create loyal customers among others. To be able to achieve these organizations need a team of highly engaged employees. In line with this, the study attempts to provide a valuable framework for understanding the antecedents and consequences of employee engagement in organizations. The paper categorizes the antecedents of employee engagement into individual and organizational factors which it is assumed that the existence of such factors could result into engaged employees that will be of benefit to organizations. Therefore, it is recommended that organizations should revisit and redesign its employee engagement system to enable them attain their organizational goals and objectives. In addition, organizations should note that engagement is personal but organizational engagement programmes should be about everyone in the organization. The findings from this paper adds to existing studies about employee engagement and also provide awareness to academics and practitioners about the importance of employee engagement to improve organizations efficiency and effectiveness, as well as to impact to overall firm performance.
Keywords: Antecedent, employee engagement, job involvement, organization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15733819 An Observer-Based Direct Adaptive Fuzzy Sliding Control with Adjustable Membership Functions
Authors: Alireza Gholami, Amir H. D. Markazi
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In this paper, an observer-based direct adaptive fuzzy sliding mode (OAFSM) algorithm is proposed. In the proposed algorithm, the zero-input dynamics of the plant could be unknown. The input connection matrix is used to combine the sliding surfaces of individual subsystems, and an adaptive fuzzy algorithm is used to estimate an equivalent sliding mode control input directly. The fuzzy membership functions, which were determined by time consuming try and error processes in previous works, are adjusted by adaptive algorithms. The other advantage of the proposed controller is that the input gain matrix is not limited to be diagonal, i.e. the plant could be over/under actuated provided that controllability and observability are preserved. An observer is constructed to directly estimate the state tracking error, and the nonlinear part of the observer is constructed by an adaptive fuzzy algorithm. The main advantage of the proposed observer is that, the measured outputs is not limited to the first entry of a canonical-form state vector. The closed-loop stability of the proposed method is proved using a Lyapunov-based approach. The proposed method is applied numerically on a multi-link robot manipulator, which verifies the performance of the closed-loop control. Moreover, the performance of the proposed algorithm is compared with some conventional control algorithms.
Keywords: Adaptive algorithm, fuzzy systems, membership functions, observer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7793818 Channel Sounding and PAPR Reduction in OFDM for WiMAX Using Software Defined Radio
Authors: B. Siva Kumar Reddy, B. Lakshmi
Abstract:
This paper addresses the reduction of peak to average power ratio (PAPR) for the OFDM in Mobile-WiMAX physical layer (PHY) standard. In the process, the best achievable PAPR of 0 dB is found for the OFDM spectrum using phase modulation technique which avoids the nonlinear distortion. The performance of the WiMAX PHY standard is handled by the software defined radio (SDR) prototype in which GNU Radio and USRP N210 employed as software and hardware platforms respectively. It is also found that BER performance is shown for different coding and different modulation schemes. To empathize wireless propagation in specific environments, a sliding correlator wireless channel sounding system is designed by using SDR testbed.
Keywords: BER, Channel sounding, GNU Radio, OFDM/OFDMA, USRP N210.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32343817 Excitonic Refractive Index Change in High Purity GaAs Modulator at Room Temperature for Optical Fiber Communication Network
Authors: Durga Prasad Sapkota, Madhu Sudan Kayastha, Koichi Wakita
Abstract:
In this paper, we have compared and analyzed the electroabsorption properties between with and without excitonic effect bulk in high purity GaAs spatial light modulator for optical fiber communication network. The eletroabsorption properties such as absorption spectra, change in absorption spectra, change in refractive index and extinction ration has been calculated. We have also compared the result of absorption spectra and change in absorption spectra with the experimental results and found close agreement with experimental results.
Keywords: Exciton, Refractive index change, Extinction ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2013