Search results for: Mutualism population model

Authors: Wararat Rungworawut, Twittie Senivongse

Abstract:

Business process model describes process flow of a business and can be seen as the requirement for developing a software application. This paper discusses a BPM2CD guideline which complements the Model Driven Architecture concept by suggesting how to create a platform-independent software model in the form of a UML class diagram from a business process model. An important step is the identification of UML classes from the business process model. A technique for object-oriented analysis called domain analysis is borrowed and key concepts in the business process model will be discovered and proposed as candidate classes for the class diagram. The paper enhances this step by using ontology search to help identify important classes for the business domain. As ontology is a source of knowledge for a particular domain which itself can link to ontologies of related domains, the search can give a refined set of candidate classes for the resulting class diagram.

Keywords: Business Process Model, Model DrivenArchitecture, Ontology, UML Class Diagram.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2456

Authors: Yongsuk Jang Kim, Sun-Tae Chung, Boogyun Kim, Seongwon Cho

Abstract:

Realistic 3D face model is more precise in representing pose, illumination, and expression of face than 2D face model so that it can be utilized usefully in various applications such as face recognition, games, avatars, animations, and etc. In this paper, we propose a 3D face modeling method based on 3D dense morphable shape model. The proposed 3D modeling method first constructs a 3D dense morphable shape model from 3D face scan data obtained using a 3D scanner. Next, the proposed method extracts and matches facial landmarks from 2D image sequence containing a face to be modeled, and then reconstructs 3D vertices coordinates of the landmarks using a factorization-based SfM technique. Then, the proposed method obtains a 3D dense shape model of the face to be modeled by fitting the constructed 3D dense morphable shape model into the reconstructed 3D vertices. Also, the proposed method makes a cylindrical texture map using 2D face image sequence. Finally, the proposed method generates a 3D face model by rendering the 3D dense face shape model using the cylindrical texture map. Through building processes of 3D face model by the proposed method, it is shown that the proposed method is relatively easy, fast and precise.

Keywords: 3D Face Modeling, 3D Morphable Shape Model, 3DReconstruction, 3D Correspondence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2402

Authors: Ahmad F. Subahi, Anthony J. H. Simons

Abstract:

This Paper presents an on-going research in the area of Model-Driven Engineering (MDE). The premise is that UML is too unwieldy to serve as the basis for model-driven engineering. We need a smaller, simpler notation with a cleaner semantics. We propose some ideas for a simpler notation with a clean semantics. The result is known as μML, or the Micro-Modelling Language.

Keywords: Model-driven engineering, model transformations, domain-specific languages, end-user development.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1656

Authors: Muhammad Shahid, Nasir-uddin Khan, Mushtaq Hussain, Muhammad Liaquat Ali, Asif Mansoor

Abstract:

Tuberculosis (TB) remains a leading cause of infectious mortality. It is primarily transmitted by the respiratory route, individuals with active disease may infect others through airborne particles which releases when they cough, talk, or sing and subsequently inhale by others. In order to study the effect of the Bacilli Calmette-Guerin (BCG) vaccine after vaccination of TB patient, a Vaccinated Susceptible Infected and Recovered (VSIR) mathematical model is being developed to achieve the desired objectives. The mathematical model, so developed, shall be used to quantify the effect of BCG Vaccine to protect the immigrant young adult person. Moreover, equations are to be established for the disease endemic and free equilibrium states and subsequently utilized in disease stability analysis. The stability analysis will give a complete picture of disease annihilation from the total population if the total removal rate from the infectious group should be greater than total number of dormant infections produced throughout infectious period.

Keywords: Bacillus Calmette-Guerin vaccine, disease-free equilibrium state, VSIR Quantification, disease stability analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1658

Authors: Catherine Maware, Olufemi Adetunji

Abstract:

The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.

Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1199

Authors: M. F. Miah, K. M. A. Zinnah, M. J. Raihan, H. Ali, M. N. Naser

Abstract:

As genetic diversity is most important for existing, breeding and production of any fish; this study was undertaken for investigating genetic diversity of freshwater mud eel, Monopterus cuchia at population level where three ecological populations such as flooded area of Sylhet (P1), open water of Moulvibazar (P2) and open water of Sunamganj (P3) districts of Bangladesh were considered. Four arbitrary RAPD primers (OPB-12, C0-4, B-03 and OPB-08) were screened and RAPD banding patterns were analyzed among the populations considering 15 individuals of each population. In total 174, 138 and 149 bands were detected in the populations of P1, P2 and P3 respectively; however, each primer revealed less number of bands in each population. 100% polymorphic loci were recorded in P2 and P3 whereas only one monomorphic locus was observed in P1, recorded 97.5% polymorphism. Different genetic parameters such as inter-individual pairwise similarity, genetic distance, Nei genetic similarity, linkage distances, cluster analysis and allelic information, etc. were considered for measuring genetic diversity. The average inter-individual pairwise similarity was recorded 2.98, 1.47 and 1.35 in P1, P2 and P3 respectively. Considering genetic distance analysis, the highest distance 1 was recorded in P2 and P3 and the lowest genetic distance 0.444 was found in P2. The average Nei genetic similarity was observed 0.19, 0.16 and 0.13 in P1, P2 and P3, respectively; however, the average linkage distance was recorded 24.92, 17.14 and 15.28 in P1, P3 and P2 respectively. Based on linkage distance, genetic clusters were generated in three populations where 6 clades and 7 clusters were found in P1, 3 clades and 5 clusters were observed in P2 and 4 clades and 7 clusters were detected in P3. In addition, allelic information was observed where the frequency of p and q alleles were observed 0.093 and 0.907 in P1, 0.076 and 0.924 in P2, 0.074 and 0.926 in P3 respectively. The average gene diversity was observed highest in P2 (0.132) followed by P3 (0.131) and P1 (0.121) respectively.

Keywords: Genetic diversity, Monopterus cuchia, population, RAPD, Bangladesh.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1804

Authors: Marios M. Hadjiandreou, Raul Conejeros, Ian Wilson

Abstract:

This study presents a mathematical modeling approach to the planning of HIV therapies on an individual basis. The model replicates clinical data from typical-progressors to AIDS for all stages of the disease with good agreement. Clinical data from rapid-progressors and long-term non-progressors is also matched by estimation of immune system parameters only. The ability of the model to reproduce these phenomena validates the formulation, a fact which is exploited in the investigation of effective therapies. The therapy investigation suggests that, unlike continuous therapy, structured treatment interruptions (STIs) are able to control the increase in both the drug-sensitive and drug-resistant virus population and, hence, prevent the ultimate progression from HIV to AIDS. The optimization results further suggest that even patients characterised by the same progression type can respond very differently to the same treatment and that the latter should be designed on a case-by-case basis. Such a methodology is presented here.

Keywords: AIDS, chemotherapy, mathematical modeling, optimal control, progression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1663

Authors: Y. Boutiche, N. Ramou, M. Ben Gharsallah

Abstract:

This paper is devoted to present and discuss a model that allows a local segmentation by using statistical information of a given image. It is based on Chan-Vese model, curve evolution, partial differential equations and binary level sets method. The proposed model uses the piecewise constant approximation of Chan-Vese model to compute Signed Pressure Force (SPF) function, this one attracts the curve to the true object(s)-s boundaries. The implemented model is used to extract weld defects from weld radiographic images in the aim to calculate the perimeter and surfaces of those weld defects; encouraged resultants are obtained on synthetic and real radiographic images.

Keywords: Active contour, Chan-Vese Model, local segmentation, weld radiographic images.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1489

Authors: Guowei Hou, Lixin Yu, Wei Zhuang, Hui Qin, Xue Yang

Abstract:

Formal verification is proposed to ensure the correctness of the design and make functional verification more efficient. As cache plays a vital role in the design of System on Chip (SoC), and cache with Memory Management Unit (MMU) and cache memory unit makes the state space too large for simulation to verify, then a formal verification is presented for such system design. In the paper, a formal model checking verification flow is suggested and a new cache memory model which is called “exhaustive search model” is proposed. Instead of using large size ram to denote the whole cache memory, exhaustive search model employs just two cache blocks. For cache system contains data cache (Dcache) and instruction cache (Icache), Dcache memory model and Icache memory model are established separately using the same mechanism. At last, the novel model is employed to the verification of a cache which is module of a custom-built SoC system that has been applied in practical, and the result shows that the cache system is verified correctly using the exhaustive search model, and it makes the verification much more manageable and flexible.

Keywords: Cache system, formal verification, novel model, System on Chip (SoC).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2274

Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

Abstract:

Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1977

Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1737

Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1648

Authors: Noor Mohammad

Abstract:

Agriculture is one of the single largest sectors of Bangladesh economy. Bangladesh is an agro based country and predominantly is an agrarian economy. It is the backbone of the economy of Bangladesh. Around 75% of the total population directly or indirectly depends on agriculture and near about 84% of the total population lives in rural areas almost depend on agriculture for livelihood. Agriculture includes the sub-sectors of crop, livestock, forestry and fisheries. The contribution of all sub sectors is around 22.83 percent to national GDP in 2003-2004. The crops sub sector alone contributes 12.94 percent of GDP.

Keywords: Agricultural Governance

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2769

Authors: D. Charvatova, Z. Charvat

Abstract:

This article considers with the influence of selected economic indicators for the development of the Zlin region. Development of the region is mainly influenced by business entities which are located in the region, as well as investors who contribute to the development of regions. For the development of the region it is necessary for skilled workers remain in the region and not to leave these skilled workers. The above-mentioned and other factors are affecting the development of each region.

Keywords: Macroeconomic indicators, population, the overallincrease in population, location and area, territory, Zlin Region.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1139

Authors: Yu Zhou, Zhaoyang Dong, Xiaomei Zhao

Abstract:

This paper mainly investigates the environmental and economic impacts of worldwide use of electric vehicles. It can be concluded that governments have good reason to promote the use of electric vehicles. First, the global vehicles population is evaluated with the help of grey forecasting model and the amount of oil saving is estimated through approximate calculation. After that, based on the game theory, the amount and types of electricity generation needed by electronic vehicles are established. Finally, some conclusions on the government-s attitudes are drawn.

Keywords: electronic vehicles, grey prediction, game theory

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636

Authors: Entisar A. Elgmati

Abstract:

Martingale model diagnostic for assessing the fit of logistic regression model to recurrent events data are studied. One way of assessing the fit is by plotting the empirical standard deviation of the standardized martingale residual processes. Here we used another diagnostic plot based on martingale residual covariance. We investigated the plot performance under several types of model misspecification. Clearly the method has correctly picked up the wrong model. Also we present a test statistic that supplement the inspection of the two diagnostic. The test statistic power agrees with what we have seen in the plots of the estimated martingale covariance.

Keywords: Covariance, logistic model, misspecification, recurrent events.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1857

Authors: T. Mokhele, O. Mutanga, F. Ahmed

Abstract:

South Africa is one of the few countries that have stopped using the same Enumeration Areas (EAs) for census enumeration and dissemination. The advantage of this change is that confidentiality issue could be addressed for census dissemination as the design of geographic unit for collection is mainly to ensure that this unit is covered by one enumerator. The objective of this paper was to evaluate the performance of automated zone design output areas against non-zone design developed geographies using the 2001 census data, and 2011 census to some extent, as the main input. The comparison of the Automated Zone-design Tool (AZTool) census output areas with the Small Area Layers (SALs) and SubPlaces based on confidentiality limit, population distribution, and degree of homogeneity, as well as shape compactness, was undertaken. Further, SPSS was employed for validation of the AZTool output results. The results showed that AZTool developed output areas out-perform the existing official SAL and SubPlaces with regard to minimum population threshold, population distribution and to some extent to homogeneity. Therefore, it was concluded that AZTool program provides a new alternative to the creation of optimised census output areas for dissemination of population census data in South Africa.

Keywords: AZTool, enumeration areas, small areal layers, South Africa.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 734

Authors: Naiqin Feng, Yuhui Qiu, Yingshan Zhang, Fang Wang

Abstract:

A logic model for analyzing complex systems- stability is very useful to many areas of sciences. In the real world, we are enlightened from some natural phenomena such as “biosphere", “food chain", “ecological balance" etc. By research and practice, and taking advantage of the orthogonality and symmetry defined by the theory of multilateral matrices, we put forward a logic analysis model of stability of complex systems with three relations, and prove it by means of mathematics. This logic model is usually successful in analyzing stability of a complex system. The structure of the logic model is not only clear and simple, but also can be easily used to research and solve many stability problems of complex systems. As an application, some examples are given.

Keywords: Complex system, logic model, relation, stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1306

Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

Abstract:

We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1334

Authors: Viviane S. Guimarães, Ícaro M. M. Brasil, Simara S. Campos, Roseli F. Gennari, Márcia R. P. Attie, Susana O. Souza.

Abstract:

Uranium mining and processing in Brazil occur in a northeastern area near to Caetité-BA. Several Non-Governmental Organizations claim that uranium mining in this region is a pollutant causing health risks to the local population,but those in charge of the complex extraction and production of“yellow cake" for generating fuel to the nuclear power plants reject these allegations. This study aimed at identifying potential problems caused by mining to the population of Caetité. In this, work,the concentrations of 238U, 232Th and 40K radioisotopes in the teeth of the Caetité population were determined by ICP-MS. Teeth are used as bioindicators of incorporated radionuclides. Cumulative radiation doses in the skeleton were also determined. The concentration values were below 0.008 ppm, and annual effective dose due to radioisotopes are below to the reference values. Therefore, it is not possible to state that the mining process in Caetité increases pollution or radiation exposure in a meaningful way.

Keywords: bioindicators, radiation dose, radioisotopesincorporation, uranium.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4092

Authors: A. A. Penin, A. S. Sidorenko

Abstract:

A convenient and physically sound mathematical model of the external or I - V characteristic of solar cells generators is presented in this paper. This model is compared with the traditional model of p-n junction. The direct analytical calculation of load regime leads to a quadratic equation, which is importantly to simplify the calculations in the real time.

Keywords: A solar cell generator, I−V characteristic, activetwo-pole.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1253

Authors: Xiaoshu Lu, Martti Viljanen

Abstract:

A new analytical model is developed which provides close-formed solutions for both transient indoor and envelope temperature changes in buildings. Time-dependent boundary temperature is presented as Fourier series which can approximate real weather conditions. The final close-formed solutions are simple, concise, and comprehensive. The model was compared with numerical results and good accuracy was obtained. The model can be used as design and control guidelines in engineering applications for analysing mechanical heat transfer properties for buildings.

Keywords: Analytical model, heat transfer, whole building.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2025

Authors: F.B. Georgise, K. D. Thoben, M. Seifert

Abstract:

This paper presents a research agenda on the SCOR model adaptation. SCOR model is designated to measure supply chain performance and logistics impact across the boundaries of individual organizations. It is at its growing stage of its life cycle and is enjoying the leverage of becoming the industry standard. The SCOR model has been developed and used widely in developed countries context. This research focuses on the SCOR model adaptation for the manufacturing industry in developing countries. With a necessary understanding of the characteristics, difficulties and problems of the manufacturing industry in developing countries- supply chain; consequently, we will try to designs an adapted model with its building blocks: business process model, performance measures and best practices.

Keywords: developing countries, manufacturing industry, SCOR model adaptation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2200

Authors: Hyun-Kyu Kang

Abstract:

The Korean Government has applied the preliminary feasibility study to new government R&D program plans as a part of an evaluation system for R&D programs. The preliminary feasibility study for the R&D program is composed of 3 major criteria such as technological, policy and economic analysis. The program logic model approach is used as a part of the technological analysis in the preliminary feasibility study. We has developed and improved the R&D program logic model. The logic model is a very useful tool for evaluating R&D program plans. Using a logic model, we can generally identify important factors of the R&D program plan, analyze its logic flow and find the disconnection or jump in the logic flow among components of the logic model.

Keywords: Preliminary feasibility study, R&D program logic model, technological analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2138

Authors: K. Abbaspoursani, M. Allahyari, M. Rahmani

Abstract:

Thermal conductivity is an important characteristic of a nanofluid in laminar flow heat transfer. This paper presents an improved model for the prediction of the effective thermal conductivity of nanofluids based on dimensionless groups. The model expresses the thermal conductivity of a nanofluid as a function of the thermal conductivity of the solid and liquid, their volume fractions and particle size. The proposed model includes a parameter which accounts for the interfacial shell, brownian motion, and aggregation of particle. The validation of the model is verified by applying the results obtained by the experiments of Tio2-water and Al2o3-water nanofluids.

Keywords: Critical particle size, nanofluid, model, and thermal conductivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2030

Authors: Mohammad Ali Tabarzad, Caro Lucas, Ali Hamzeh

Abstract:

Adaptive Genetic Algorithms extend the Standard Gas to use dynamic procedures to apply evolutionary operators such as crossover, mutation and selection. In this paper, we try to propose a new adaptive genetic algorithm, which is based on the statistical information of the population as a guideline to tune its crossover, selection and mutation operators. This algorithms is called Statistical Genetic Algorithm and is compared with traditional GA in some benchmark problems.

Keywords: Genetic Algorithms, Statistical Information ofthe Population, PAUX, SSO.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1731

Authors: Hugo Rodríguez

Abstract:

The patenting of inventions is the result of an organized effort to achieve technological improvement and its consequent positive impact on the population's standard of living. Technology exports, either of high-tech goods or of Information and Communication Technology (ICT) services, represent the level of acceptance that world markets have of that technology acquired or developed by a country, either in public or private settings. A quantitative measure of the above variables is expected to have a positive and relevant impact on the level of economic development of the countries, measured on this first occasion through their level of Gross Domestic Product (GDP). And in that sense, it not only explains the performance of an economy but the difference between nations. We present an econometric model where we seek to explain the difference between the GDP levels of 178 countries through their different performance in the outputs of the technological production process. We take the variables of Patenting, ICT Exports and High Technology Exports as results of the innovation process. This model achieves an explanatory power for four annual cuts (2000, 2005, 2010 and 2015) equivalent to an adjusted r2 of 0.91, 0.87, 0.91 and 0.96, respectively.

Keywords: Development, exports, patents, technology.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 671

Authors: Zeeshan Furqan, Shahabuddin Muhammad, Ratan Guha

Abstract:

IEEE has designed 802.11i protocol to address the security issues in wireless local area networks. Formal analysis is important to ensure that the protocols work properly without having to resort to tedious testing and debugging which can only show the presence of errors, never their absence. In this paper, we present the formal verification of an abstract protocol model of 802.11i. We translate the 802.11i protocol into the Strand Space Model and then prove the authentication property of the resulting model using the Strand Space formalism. The intruder in our model is imbued with powerful capabilities and repercussions to possible attacks are evaluated. Our analysis proves that the authentication of 802.11i is not compromised in the presented model. We further demonstrate how changes in our model will yield a successful man-in-the-middle attack.

Keywords: authentication, formal analysis, formal verification, security.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1502

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2055

Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

Abstract:

In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1753