Search results for: Mathematical Programming
1310 Supplier Selection by Considering Cost and Reliability
Authors: K. -H. Yang
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Supplier selection problem is one of the important issues of supply chain problems. Two categories of methodologies include qualitative and quantitative approaches which can be applied to supplier selection problems. However, due to the complexities of the problem and lacking of reliable and quantitative data, qualitative approaches are more than quantitative approaches. This study considers operational cost and supplier’s reliability factor and solves the problem by using a quantitative approach. A mixed integer programming model is the primary analytic tool. Analyses of different scenarios with variable cost and reliability structures show that the effectiveness of this approach to the supplier selection problem.Keywords: Mixed integer programming, quantitative approach, supplier’s reliability, supplier selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25681309 Aspect based Reusable Synchronization Schemes
Authors: Nathar Shah
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Concurrency and synchronization are becoming big issues as every new PC comes with multi-core processors. A major reason for Object-Oriented Programming originally was to enable easier reuse: encode your algorithm into a class and thoroughly debug it, then you can reuse the class again and again. However, when we get to concurrency and synchronization, this is often not possible. Thread-safety issues means that synchronization constructs need to be entangled into every class involved. We contributed a detailed literature review of issues and challenges in concurrent programming and present a methodology that uses the Aspect- Oriented paradigm to address this problem. Aspects will allow us to extract the synchronization concerns as schemes to be “weaved in" later into the main code. This allows the aspects to be separately tested and verified. Hence, the functional components can be weaved with reusable synchronization schemes that are robust and scalable.Keywords: Aspect-orientation, development methodologysoftware concurrency, synchronization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12451308 A Broadcasting Strategy for Interactive Video-on-Demand Services
Authors: Yu-Wei Chen, Li-Ren Han
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In this paper, we employ the approach of linear programming to propose a new interactive broadcast method. In our method, a film S is divided into n equal parts and broadcast via k channels. The user simultaneously downloads these segments from k channels into the user-s set-top-box (STB) and plays them in order. Our method assumes that the initial p segments will not have fast-forwarding capabilities. Every time the user wants to initiate d times fast-forwarding, according to our broadcasting strategy, the necessary segments already saved in the user-s STB or are just download on time for playing. The proposed broadcasting strategy not only allows the user to pause and rewind, but also to fast-forward.Keywords: Broadcasting, Near Video-on-Demand (VOD), Linear Programming, Video-Cassette-Recorder (VCR) Functions, Waiting Time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17441307 Mathematical Modeling of Surface Roughness in Surface Grinding Operation
Authors: M.A. Kamely, S.M. Kamil, C.W. Chong
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A mathematical model of the surface roughness has been developed by using response surface methodology (RSM) in grinding of AISI D2 cold work tool steels. Analysis of variance (ANOVA) was used to check the validity of the model. Low and high value for work speed and feed rate are decided from design of experiment. The influences of all machining parameters on surface roughness have been analyzed based on the developed mathematical model. The developed prediction equation shows that both the feed rate and work speed are the most important factor that influences the surface roughness. The surface roughness was found to be the lowers with the used of low feed rate and low work speed. Accuracy of the best model was proved with the testing data.Keywords: Mathematical Modeling, Response surfacemethodology, Surface roughness, Cylindrical Grinding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32501306 Logic Programming and Artificial Neural Networks in Pharmacological Screening of Schinus Essential Oils
Authors: José Neves, M. Rosário Martins, Fátima Candeias, Diana Ferreira, Sílvia Arantes, Júlio Cruz-Morais, Guida Gomes, Joaquim Macedo, António Abelha, Henrique Vicente
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Some plants of genus Schinus have been used in the folk medicine as topical antiseptic, digestive, purgative, diuretic, analgesic or antidepressant, and also for respiratory and urinary infections. Chemical composition of essential oils of S. molle and S. terebinthifolius had been evaluated and presented high variability according with the part of the plant studied and with the geographic and climatic regions. The pharmacological properties, namely antimicrobial, anti-tumoural and anti-inflammatory activities are conditioned by chemical composition of essential oils. Taking into account the difficulty to infer the pharmacological properties of Schinus essential oils without hard experimental approach, this work will focus on the development of a decision support system, in terms of its knowledge representation and reasoning procedures, under a formal framework based on Logic Programming, complemented with an approach to computing centered on Artificial Neural Networks and the respective Degree-of-Confidence that one has on such an occurrence.Keywords: Artificial neuronal networks, essential oils, knowledge representation and reasoning, logic programming, Schinus molle L, Schinus terebinthifolius raddi.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24211305 JaCoText: A Pretrained Model for Java Code-Text Generation
Authors: Jessica Lòpez Espejel, Mahaman Sanoussi Yahaya Alassan, Walid Dahhane, El Hassane Ettifouri
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Pretrained transformer-based models have shown high performance in natural language generation task. However, a new wave of interest has surged: automatic programming language generation. This task consists of translating natural language instructions to a programming code. Despite the fact that well-known pretrained models on language generation have achieved good performance in learning programming languages, effort is still needed in automatic code generation. In this paper, we introduce JaCoText, a model based on Transformers neural network. It aims to generate java source code from natural language text. JaCoText leverages advantages of both natural language and code generation models. More specifically, we study some findings from the state of the art and use them to (1) initialize our model from powerful pretrained models, (2) explore additional pretraining on our java dataset, (3) carry out experiments combining the unimodal and bimodal data in the training, and (4) scale the input and output length during the fine-tuning of the model. Conducted experiments on CONCODE dataset show that JaCoText achieves new state-of-the-art results.
Keywords: Java code generation, Natural Language Processing, Sequence-to-sequence Models, Transformers Neural Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8531304 A Redesigned Pedagogy in Introductory Programming Reduces Failure and Withdrawal Rates by Half
Authors: Said C. Fares, Mary A. Fares
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It is well documented that introductory computer programming courses are difficult and that failure rates are high. The aim of this project was to reduce the high failure and withdrawal rates in learning to program. This paper presents a number of changes in module organization and instructional delivery system in teaching CS1. Daily out of class help sessions and tutoring services were applied, interactive lectures and laboratories, online resources, and timely feedback were introduced. Five years of data of 563 students in 21 sections was collected and analyzed. The primary results show that the failure and withdrawal rates were cut by more than half. Student surveys indicate a positive evaluation of the modified instructional approach, overall satisfaction with the course and consequently, higher success and retention rates.
Keywords: Failure Rate, Interactive Learning, Student engagement, CS1.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17771303 A Fuzzy Linear Regression Model Based on Dissemblance Index
Authors: Shih-Pin Chen, Shih-Syuan You
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Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.Keywords: Dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14411302 Automated Java Testing: JUnit versus AspectJ
Authors: Manish Jain, Dinesh Gopalani
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Growing dependency of mankind on software technology increases the need for thorough testing of the software applications and automated testing techniques that support testing activities. We have outlined our testing strategy for performing various types of automated testing of Java applications using AspectJ which has become the de-facto standard for Aspect Oriented Programming (AOP). Likewise JUnit, a unit testing framework is the most popular Java testing tool. In this paper, we have evaluated our proposed AOP approach for automated testing and JUnit on various parameters. First we have provided the similarity between the two approaches and then we have done a detailed comparison of the two testing techniques on factors like lines of testing code, learning curve, testing of private members etc. We established that our AOP testing approach using AspectJ has got several advantages and is thus particularly more effective than JUnit.Keywords: Aspect oriented programming, AspectJ, Aspects, JUnit, software testing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19051301 Adaptive Dynamic Time Warping for Variable Structure Pattern Recognition
Authors: S. V. Yendiyarov
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Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.
Keywords: Pattern recognition, optimal control, quadratic programming, dynamic programming, dynamic time warping, sintering control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20401300 Towards Developing a Self-Explanatory Scheduling System Based on a Hybrid Approach
Authors: Jian Zheng, Yoshiyasu Takahashi, Yuichi Kobayashi, Tatsuhiro Sato
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In the study, we present a conceptual framework for developing a scheduling system that can generate self-explanatory and easy-understanding schedules. To this end, a user interface is conceived to help planners record factors that are considered crucial in scheduling, as well as internal and external sources relating to such factors. A hybrid approach combining machine learning and constraint programming is developed to generate schedules and the corresponding factors, and accordingly display them on the user interface. Effects of the proposed system on scheduling are discussed, and it is expected that scheduling efficiency and system understandability will be improved, compared with previous scheduling systems.Keywords: Constraint programming, Factors considered in scheduling, machine learning, scheduling system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14341299 An HCI Template for Distributed Applications
Authors: Xizhi Li
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Both software applications and their development environment are becoming more and more distributed. This trend impacts not only the way software computes, but also how it looks. This article proposes a Human Computer Interface (HCI) template from three representative applications we have developed. These applications include a Multi-Agent System based software, a 3D Internet computer game with distributed game world logic, and a programming language environment used in constructing distributed neural network and its visualizations. HCI concepts that are common to these applications are described in abstract terms in the template. These include off-line presentation of global entities, entities inside a hierarchical namespace, communication and languages, reconfiguration of entity references in a graph, impersonation and access right, etc. We believe the metaphor that underlies an HCI concept as well as the relationships between a bunch of HCI concepts are crucial to the design of software systems and vice versa.
Keywords: HCI, MAS, computer game, programming language
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15311298 Applying the Extreme-Based Teaching Model in Post-Secondary Online Classroom Setting: A Field Experiment
Authors: Leon Pan
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The first programming course within post-secondary education has long been recognized as a challenging endeavor for both educators and students alike. Historically, these courses have exhibited high failure rates and a notable number of dropouts. Instructors often lament students' lack of effort on their coursework, and students often express frustration that the teaching methods employed are not effective. Drawing inspiration from the successful principles of Extreme Programming, this study introduces an approach—the Extremes-based teaching model—aimed at enhancing the teaching of introductory programming courses. To empirically determine the effectiveness of the model, a comparison was made between a section taught using the extreme-based model and another utilizing traditional teaching methods. Notably, the extreme-based teaching class required students to work collaboratively on projects, while also demanding continuous assessment and performance enhancement within groups. This paper details the application of the extreme-based model within the post-secondary online classroom context and presents the compelling results that emphasize its effectiveness in advancing the teaching and learning experiences. The extreme-based model led to a significant increase of 13.46 points in the weighted total average and a commendable 10% reduction in the failure rate.
Keywords: Extreme-based teaching model, innovative pedagogical methods, project-based learning, team-based learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1281297 Image Segmentation by Mathematical Morphology: An Approach through Linear, Bilinear and Conformal Transformation
Authors: Dibyendu Ghoshal, Pinaki Pratim Acharjya
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Image segmentation process based on mathematical morphology has been studied in the paper. It has been established from the first principles of the morphological process, the entire segmentation is although a nonlinear signal processing task, the constituent wise, the intermediate steps are linear, bilinear and conformal transformation and they give rise to a non linear affect in a cumulative manner.
Keywords: Image segmentation, linear transform, bilinear transform, conformal transform, mathematical morphology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21901296 Investigating the Dynamics of Knowledge Acquisition in Learning Using Differential Equations
Authors: Gilbert Makanda, Roelf Sypkens
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A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.Keywords: Differential equations, knowledge acquisition, least squares nonlinear, dynamical systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9141295 An Aggregate Production Planning Model for Brass Casting Industry in Fuzzy Environment
Authors: Ömer Faruk Baykoç, Ümit Sami Sakalli
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In this paper, we propose a fuzzy aggregate production planning (APP) model for blending problem in a brass factory which is the problem of computing optimal amounts of raw materials for the total production of several types of brass in a period. The model has deterministic and imprecise parameters which follows triangular possibility distributions. The brass casting APP model can not always be solved by using common approaches used in the literature. Therefore a mathematical model is presented for solving this problem. In the proposed model, the Lai and Hwang-s fuzzy ranking concept is relaxed by using one constraint instead of three constraints. An application of the brass casting APP model in a brass factory shows that the proposed model successfully solves the multi-blend problem in casting process and determines the optimal raw material purchasing policies.Keywords: Aggregate production planning, Blending, brasscasting, possibilistic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19071294 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions
Authors: T. Mathumathi, S. Ganesh, R. Gunabalan
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This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.
Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17601293 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 15961292 Combining ILP with Semi-supervised Learning for Web Page Categorization
Authors: Nuanwan Soonthornphisaj, Boonserm Kijsirikul
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This paper presents a semi-supervised learning algorithm called Iterative-Cross Training (ICT) to solve the Web pages classification problems. We apply Inductive logic programming (ILP) as a strong learner in ICT. The objective of this research is to evaluate the potential of the strong learner in order to boost the performance of the weak learner of ICT. We compare the result with the supervised Naive Bayes, which is the well-known algorithm for the text classification problem. The performance of our learning algorithm is also compare with other semi-supervised learning algorithms which are Co-Training and EM. The experimental results show that ICT algorithm outperforms those algorithms and the performance of the weak learner can be enhanced by ILP system.
Keywords: Inductive Logic Programming, Semi-supervisedLearning, Web Page Categorization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16421291 Production Planning for Animal Food Industry under Demand Uncertainty
Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut
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This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.
Keywords: Animal food, Stochastic linear programming, Production planning, Demand Uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19141290 Promoting Mathematical Understanding Using ICT in Teaching and Learning
Authors: Kamel Hashem, Ibrahim Arman
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Information and Communication Technologies (ICT) in mathematical education is a very active field of research and innovation, where learning is understood to be meaningful and grasping multiple linked representation rather than rote memorization, a great amount of literature offering a wide range of theories, learning approaches, methodologies and interpretations, are generally stressing the potentialities for teaching and learning using ICT. Despite the utilization of new learning approaches with ICT, students experience difficulties in learning concepts relevant to understanding mathematics, much remains unclear about the relationship between the computer environment, the activities it might support, and the knowledge that might emerge from such activities. Many questions that might arise in this regard: to what extent does the use of ICT help students in the process of understanding and solving tasks or problems? Is it possible to identify what aspects or features of students' mathematical learning can be enhanced by the use of technology? This paper will highlight the interest of the integration of information and communication technologies (ICT) into the teaching and learning of mathematics (quadratic functions), it aims to investigate the effect of four instructional methods on students- mathematical understanding and problem solving. Quantitative and qualitative methods are used to report about 43 students in middle school. Results showed that mathematical thinking and problem solving evolves as students engage with ICT activities and learn cooperatively.
Keywords: Dynamic Geometry Software, Information and Communication Technologies, Visualization, Mathematical Education.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18511289 Metal Ship and Robotic Car: A Hands-On Activity to Develop Scientific and Engineering Skills for High School Students
Authors: Jutharat Sunprasert, Ekapong Hirunsirisawat, Narongrit Waraporn, Somporn Peansukmanee
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Metal Ship and Robotic Car is one of the hands-on activities in the course, the Fundamental of Engineering that can be divided into three parts. The first part, the metal ships, was made by using engineering drawings, physics and mathematics knowledge. The second part is where the students learned how to construct a robotic car and control it using computer programming. In the last part, the students had to combine the workings of these two objects in the final testing. This aim of study was to investigate the effectiveness of hands-on activity by integrating Science, Technology, Engineering and Mathematics (STEM) concepts to develop scientific and engineering skills. The results showed that the majority of students felt this hands-on activity lead to an increased confidence level in the integration of STEM. Moreover, 48% of all students engaged well with the STEM concepts. Students could obtain the knowledge of STEM through hands-on activities with the topics science and mathematics, engineering drawing, engineering workshop and computer programming; most students agree and strongly agree with this learning process. This indicated that the hands-on activity: “Metal Ship and Robotic Car” is a useful tool to integrate each aspect of STEM. Furthermore, hands-on activities positively influence a student’s interest which leads to increased learning achievement and also in developing scientific and engineering skills.
Keywords: Hands-on activity, STEM education, computer programming, metal work.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9701288 A System of Automatic Speech Recognition based on the Technique of Temporal Retiming
Authors: Samir Abdelhamid, Noureddine Bouguechal
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We report in this paper the procedure of a system of automatic speech recognition based on techniques of the dynamic programming. The technique of temporal retiming is a technique used to synchronize between two forms to compare. We will see how this technique is adapted to the field of the automatic speech recognition. We will expose, in a first place, the theory of the function of retiming which is used to compare and to adjust an unknown form with a whole of forms of reference constituting the vocabulary of the application. Then we will give, in the second place, the various algorithms necessary to their implementation on machine. The algorithms which we will present were tested on part of the corpus of words in Arab language Arabdic-10 [4] and gave whole satisfaction. These algorithms are effective insofar as we apply them to the small ones or average vocabularies.Keywords: Continuous speech recognition, temporal retiming, phonetic decoding, algorithms, vocal signal, dynamic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13451287 Hospital Facility Location Selection Using Permanent Analytics Process
Authors: C. Ardil
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In this paper, a new MCDMA approach, the permanent analytics process is proposed to assess the immovable valuation criteria and their significance in the placement of the healthcare facility. Five decision factors are considered for the value and selection of immovables. In the multiple factor selection problems, the priority vector of the criteria used to compare several immovables is first determined using the permanent analytics method, a mathematical model for the multiple criteria decisionmaking process. Then, to demonstrate the viability and efficacy of the suggested approach, twenty potential candidate locations were evaluated using the hospital site selection problem's decision criteria. The ranking accuracy of estimation was evaluated using composite programming, which took into account both the permanent analytics process and the weighted multiplicative model.
Keywords: Hospital Facility Location Selection, Permanent Analytics Process, Multiple Criteria Decision Making (MCDM)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4321286 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization
Authors: B. Marasović, S. Pivac, S. V. Vukasović
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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.
Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29461285 EEG Correlates of Trait and Mathematical Anxiety during Lexical and Numerical Error-Recognition Tasks
Authors: Alexander N. Savostyanov, Tatiana A. Dolgorukova, Elena A. Esipenko, Mikhail S. Zaleshin, Margherita Malanchini, Anna V. Budakova, Alexander E. Saprygin, Tatiana A. Golovko, Yulia V. Kovas
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EEG correlates of mathematical and trait anxiety level were studied in 52 healthy Russian-speakers during execution of error-recognition tasks with lexical, arithmetic and algebraic conditions. Event-related spectral perturbations were used as a measure of brain activity. The ERSP plots revealed alpha/beta desynchronizations within a 500-3000 ms interval after task onset and slow-wave synchronization within an interval of 150-350 ms. Amplitudes of these intervals reflected the accuracy of error recognition, and were differently associated with the three conditions. The correlates of anxiety were found in theta (4-8 Hz) and beta2 (16- 20 Hz) frequency bands. In theta band the effects of mathematical anxiety were stronger expressed in lexical, than in arithmetic and algebraic condition. The mathematical anxiety effects in theta band were associated with differences between anterior and posterior cortical areas, whereas the effects of trait anxiety were associated with inter-hemispherical differences. In beta1 and beta2 bands effects of trait and mathematical anxiety were directed oppositely. The trait anxiety was associated with increase of amplitude of desynchronization, whereas the mathematical anxiety was associated with decrease of this amplitude. The effect of mathematical anxiety in beta2 band was insignificant for lexical condition but was the strongest in algebraic condition. EEG correlates of anxiety in theta band could be interpreted as indexes of task emotionality, whereas the reaction in beta2 band is related to tension of intellectual resources.Keywords: EEG, brain activity, lexical and numerical error-recognition tasks, mathematical and trait anxiety.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19351284 Improvement over DV-Hop Localization Algorithm for Wireless Sensor Networks
Authors: Shrawan Kumar, D. K. Lobiyal
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In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22641283 Discrete Time Optimal Solution for the Connection Admission Control Problem
Authors: C. Bruni, F. Delli Priscoli, G. Koch, I. Marchetti
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The Connection Admission Control (CAC) problem is formulated in this paper as a discrete time optimal control problem. The control variables account for the acceptance/ rejection of new connections and forced dropping of in-progress connections. These variables are constrained to meet suitable conditions which account for the QoS requirements (Link Availability, Blocking Probability, Dropping Probability). The performance index evaluates the total throughput. At each discrete time, the problem is solved as an integer-valued linear programming one. The proposed procedure was successfully tested against suitably simulated data.
Keywords: Connection Admission Control, Optimal Control, Integer valued Linear Programming, Quality of Service Requirements, Robust Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12611282 Comanche – A Compiler-Driven I/O Management System
Authors: Wendy Zhang, Ernst L. Leiss, Huilin Ye
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Most scientific programs have large input and output data sets that require out-of-core programming or use virtual memory management (VMM). Out-of-core programming is very error-prone and tedious; as a result, it is generally avoided. However, in many instance, VMM is not an effective approach because it often results in substantial performance reduction. In contrast, compiler driven I/O management will allow a program-s data sets to be retrieved in parts, called blocks or tiles. Comanche (COmpiler MANaged caCHE) is a compiler combined with a user level runtime system that can be used to replace standard VMM for out-of-core programs. We describe Comanche and demonstrate on a number of representative problems that it substantially out-performs VMM. Significantly our system does not require any special services from the operating system and does not require modification of the operating system kernel.Keywords: I/O Management, Out-of-core, Compiler, Tile mapping.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13171281 Functional and Efficient Query Interpreters: Principle, Application and Performances’ Comparison
Authors: Laurent Thiry, Michel Hassenforder
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This paper presents a general approach to implement efficient queries’ interpreters in a functional programming language. Indeed, most of the standard tools actually available use an imperative and/or object-oriented language for the implementation (e.g. Java for Jena-Fuseki) but other paradigms are possible with, maybe, better performances. To proceed, the paper first explains how to model data structures and queries in a functional point of view. Then, it proposes a general methodology to get performances (i.e. number of computation steps to answer a query) then it explains how to integrate some optimization techniques (short-cut fusion and, more important, data transformations). It then compares the functional server proposed to a standard tool (Fuseki) demonstrating that the first one can be twice to ten times faster to answer queries.Keywords: Data transformation, functional programming, information server, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 752