Search results for: financial time series.

Authors: Tawiwat Veeraklaew, Nathasit Phathana-im, Songkit Heama

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting relationship between the minimum direct and indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of direct and indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of control inputs employed by minimum direct and indirect jerk designs. By considering minimum indirect jerk problem, the numerical solution becomes much easier and yields to the similar results as minimum direct jerk problem.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Kai Zhang

Abstract:

Transformation under the reconfiguration of urban-rural relation in Liuzhou city has never been as radical and visible as it has been since the tremendous turn of the last century in China. Huanjiang village is located in Linhuashan Scenic Area in the middle east of Liuzhou city, with spectacular landscape and traditional features. Nowadays Huanjiang village has become a so-called "village in city", which is considered full of great potential for development because of the economic value of regional advantages during the urban sprawl. Communities of village found it difficult to acclimatize with the dramatic changes, which later led to numerous problems including ecological damage, unemployment of landless farmers and loss of traditional culture. Government has started up a series of renewal planings to resolve the problems, which are based on advanced technology and conform to sustainable and integrated strategies of city planning considering the original context and historical culture, superseding the traditional arrangements based on the guide of extensive economic growth. This paper aims to elaborate the context of Liuzhou city and Huanjiang village offered to both the traditional and sustainable planning approaches, in order to understand challenges and solutions of the rebuilding process. Through the analysis of the place relevant to architecture, society and culture, it will establish the corresponding systematic strategies. Considering the local features, it concludes with a comprehensive perspective on organic renewal in the case of Huanjiang village.

Keywords: China, Liuzhou, sustainable strategy, urban renewal, village in city.

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Authors: Andi Pawawoi, Syafii

Abstract:

Instantaneous electromagnetic torque of simple reflectance generator can be positive at a time and negative at other time. It is utilized to design a permanent magnet reluctance generator specifically. Generator is designed by combining two simple reluctance generators, consists of two rotors mounted on the same shaft, two output-windings and a field source of the permanent magnet. By this design, the electromagnetic torque on both rotor will be eliminated each other, so the input torque generator can be smaller. Rotor is expected only to regulate the flux flow to both output windings alternately, until the magnetic energy is converted into electrical energy, such as occurs in the transformer energy conversion. ​​The prototype trials have been made to test this design. The test result show that the new design of permanent magnets reluctance generator able to convert energy from permanent magnets into electrical energy, this is proven by the existence 167% power output compared to the shaft input power.

Keywords: Energy, Magnet permanent, Reluctance generator.

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Authors: V. Tawiwat, P. Jumnong

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting when combining the minimum energy and jerk of indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of the minimum energy, the minimum jerk and combining them together are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of state inputs employed by combining minimum energy and jerk designs. The numerical solution of minimum direct jerk and energy problem are exactly the same solution; however, the solutions from problem of minimum energy yield the similar solution especially in term of tendency.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: A. Chebak, N. Barka, A. Menou, J. Brousseau, D. S. Ramdenee

Abstract:

This paper presents the study of hardness profile of spur gear heated by induction heating process in function of the machine parameters, such as the power (kW), the heating time (s) and the generator frequency (kHz). The global work is realized by 3D finite-element simulation applied to the process by coupling and resolving the electromagnetic field and the heat transfer problems, and it was performed in three distinguished steps. First, a Comsol 3D model was built using an adequate formulation and taking into account the material properties and the machine parameters. Second, the convergence study was conducted to optimize the mesh. Then, the surface temperatures and the case depths were deeply analyzed in function of the initial current density and the heating time in medium frequency (MF) and high frequency (HF) heating modes and the edge effect were studied. Finally, the simulations results are validated using experimental tests.

Keywords: Induction heating, simulation, experimental validation, 3D model, hardness profile.

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Authors: Anshu Manik, Kasthurirangan Gopalakrishnan, Siddhartha K. Khaitan

Abstract:

Rutting is one of the major load-related distresses in airport flexible pavements. Rutting in paving materials develop gradually with an increasing number of load applications, usually appearing as longitudinal depressions in the wheel paths and it may be accompanied by small upheavals to the sides. Significant research has been conducted to determine the factors which affect rutting and how they can be controlled. Using the experimental design concepts, a series of tests can be conducted while varying levels of different parameters, which could be the cause for rutting in airport flexible pavements. If proper experimental design is done, the results obtained from these tests can give a better insight into the causes of rutting and the presence of interactions and synergisms among the system variables which have influence on rutting. Although traditionally, laboratory experiments are conducted in a controlled fashion to understand the statistical interaction of variables in such situations, this study is an attempt to identify the critical system variables influencing airport flexible pavement rut depth from a statistical DoE perspective using real field data from a full-scale test facility. The test results do strongly indicate that the response (rut depth) has too much noise in it and it would not allow determination of a good model. From a statistical DoE perspective, two major changes proposed for this experiment are: (1) actual replication of the tests is definitely required, (2) nuisance variables need to be identified and blocked properly. Further investigation is necessary to determine possible sources of noise in the experiment.

Keywords: Airport Pavement, Design of Experiments, Rutting, NAPTF.

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Authors: Alhaji M. H. Conteh, Xiangbin Yan, Alfred V. Gborie

Abstract:

The goal of this study was to increase the awareness of the description and assessments of rice acreage response and to offer mechanisms for agricultural policy scrutiny. The ordinary least square (OLS) technique was utilized to determine the coefficients of acreage response models for the rice varieties. The magnitudes of the coefficients (λ) of both the ROK lagged and NERICA lagged acreages were found positive and highly significant, which indicates that farmers’ adjustment rate was very low. Regarding lagged actual price for both the ROK and NERICE rice varieties, the short-run price elasticitieswere lower than long-run, which is suggesting a long term adjustment of the acreage under the crop.

However, the apparent recommendations for policy transformation are to open farm gate prices and to decrease government’s involvement in agricultural sector especially in the acquisition of agricultural inputs. Impending research have to be centered on how this might be better realized. Necessary conditions should be made available to the private sector by means of minimizing price volatility. In accordance with structural reforms, it is necessary to convey output prices to farmers with minimum distortion. There is need to eradicate price subsidies and control, which generate distortion in the market in addition to huge financial costs.

Keywords: Acreage response, rate of adjustment, rice varieties, Sierra Leone.

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Authors: Jesus Orbe, Vicente Nunez-Anton

Abstract:

This paper studies the duration or survival time of commercial banks active in the Moscovian three month Rouble deposits market, during the 1994-1997 period. The privatization process of the Russian commercial banking industry, after the 1988 banking reform, caused a massive entry of new banks followed by a period of high rates of exit. As a consequence, many firms went bankrupt without refunding their deposits. Therefore, both for the banks and for the banks- depositors, it is of interest to analyze which are the significant characteristics that motivate the exit or the closing of the bank. We propose a different methodology based on penalized weighted least squares which represents a very general, flexible and innovative approach for this type of analysis. The more relevant results are that smaller banks exit sooner, banks that enter the market in the last part of the study have shorter durations. As expected, the more experienced banks have a longer duration in the market. In addition, the mean survival time is lower for banks which offer extreme interest rates.

Keywords: Banking, censored, duration, Kaplan-Meier.

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Authors: Aspalella A. Rahman

Abstract:

Money laundering has been described by many as the lifeblood of crime and is a major threat to the economic and social well-being of societies. It has been recognized that the banking system has long been the central element of money laundering. This is in part due to the complexity and confidentiality of the banking system itself. It is generally accepted that effective anti-money laundering (AML) measures adopted by banks will make it tougher for criminals to get their "dirty money" into the financial system. In fact, for law enforcement agencies, banks are considered to be an important source of valuable information for the detection of money laundering. However, from the banks- perspective, the main reason for their existence is to make as much profits as possible. Hence their cultural and commercial interests are totally distinct from that of the law enforcement authorities. Undoubtedly, AML laws create a major dilemma for banks as they produce a significant shift in the way banks interact with their customers. Furthermore, the implementation of the laws not only creates significant compliance problems for banks, but also has the potential to adversely affect the operations of banks. As such, it is legitimate to ask whether these laws are effective in preventing money launderers from using banks, or whether they simply put an unreasonable burden on banks and their customers. This paper attempts to address these issues and analyze them against the background of the Malaysian AML laws. It must be said that effective coordination between AML regulator and the banking industry is vital to minimize problems faced by the banks and thereby to ensure effective implementation of the laws in combating money laundering.

Keywords: Banking Industry, Bank Negara Money, Laundering, Malaysia.

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Authors: Supriya Arya, Sunita Dhingra

Abstract:

Multiprocessor task scheduling problem for dependent and independent tasks is computationally complex problem. Many methods are proposed to achieve optimal running time. As the multiprocessor task scheduling is NP hard in nature, therefore, many heuristics are proposed which have improved the makespan of the problem. But due to problem specific nature, the heuristic method which provide best results for one problem, might not provide good results for another problem. So, Simulated Annealing which is meta heuristic approach is considered. It can be applied on all types of problems. However, due to many runs, meta heuristic approach takes large computation time. Hence, the hybrid approach is proposed by combining the Duplication Scheduling Heuristic and Simulated Annealing (SA) and the makespan results of Simple Simulated Annealing and Hybrid approach are analyzed.

Keywords: Multiprocessor task scheduling Problem, Makespan, Duplication Scheduling Heuristic, Simulated Annealing, Hybrid Approach.

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Authors: Amit Kohli, Aashim Wadhwa, Tapan Virmani, Ujjwal Jain

Abstract:

The objective of present work is to stimulate the machining of material by electrical discharge machining (EDM) to give effect of input parameters like discharge current (Ip), pulse on time (Ton), pulse off time (Toff) which can bring about changes in the output parameter, i.e. material removal rate. Experimental data was gathered from die sinking EDM process using copper electrode and Medium Carbon Steel (AISI 1040) as work-piece. The rules of membership function (MF) and the degree of closeness to the optimum value of the MMR are within the upper and lower range of the process parameters. It was found that proposed fuzzy model is in close agreement with the experimental results. By Intelligent, model based design and control of EDM process parameters in this study will help to enable dramatically decreased product and process development cycle times.

Keywords: Electrical discharge Machining (EDM), Fuzzy Logic, Material removal rate (MRR), Membership functions (MF).

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Authors: Nuo Duan, Yi Pik Cheng

Abstract:

This paper presents the data of a series of two-dimensional Discrete Element Method (DEM) simulations of a large-diameter rigid monopile subjected to cyclic loading under a high gravitational force. At present, monopile foundations are widely used to support the tall and heavy wind turbines, which are also subjected to significant from wind and wave actions. A safe design must address issues such as rotations and changes in soil stiffness subject to these loadings conditions. Design guidance on the issue is limited, so are the availability of laboratory and field test data. The interpretation of these results in sand, such as the relation between loading and displacement, relies mainly on empirical correlations to pile properties. Regarding numerical models, most data from Finite Element Method (FEM) can be found. They are not comprehensive, and most of the FEM results are sensitive to input parameters. The micro scale behaviour could change the mechanism of the soil-structure interaction. A DEM model was used in this paper to study the cyclic lateral loads behaviour. A non-dimensional framework is presented and applied to interpret the simulation results. The DEM data compares well with various set of published experimental centrifuge model test data in terms of lateral deflection. The accumulated permanent pile lateral displacements induced by the cyclic lateral loads were found to be dependent on the characteristics of the applied cyclic load, such as the extent of the loading magnitudes and directions.

Keywords: Cyclic loading, DEM, numerical modelling, sands.

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Authors: L. Grinis, N. Lubashevsky, Y. Ostrovski

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A jet pump is a type of pump that accelerates the flow of a secondary fluid (driven fluid) by introducing a motive fluid with high velocity into a converging-diverging nozzle. Jet pumps are also known as adductors or ejectors depending on the motivator phase. The ejector's motivator is of a gaseous nature, usually steam or air, while the educator's motivator is a liquid, usually water. Jet pumps are devices that use air bubbles and are widely used in wastewater treatment processes. In this work, we will discuss about the characteristics of the jet pump and the computational simulation of this device. To find the optimal angle and depth for the air pipe, so as to achieve the maximal air volumetric flow rate, an experimental apparatus was constructed to ascertain the best geometrical configuration for this new type of jet pump. By using 3D printing technology, a series of jet pumps was printed and tested whilst aspiring to maximize air flow rate dependent on angle and depth of the air pipe insertion. The experimental results show a major difference of up to 300% in performance between the different pumps (ratio of air flow rate to supplied power) where the optimal geometric model has an insertion angle of 60⁰ and air pipe insertion depth ending at the center of the mixing chamber. The differences between the pumps were further explained by using CFD for better understanding the reasons that affect the airflow rate. The validity of the computational simulation and the corresponding assumptions have been proved experimentally. The present research showed high degree of congruence with the results of the laboratory tests. This study demonstrates the potential of using of the jet pump in many practical applications.

Keywords: Air bubbles, CFD simulation, jet pump, practical applications.

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Authors: B. Arun Kumar, T. Ravichandran

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Workflow scheduling is an important part of cloud computing and based on different criteria it decides cost, execution time, and performances. A cloud workflow system is a platform service facilitating automation of distributed applications based on new cloud infrastructure. An aspect which differentiates cloud workflow system from others is market-oriented business model, an innovation which challenges conventional workflow scheduling strategies. Time and Cost optimization algorithm for scheduling Hybrid Clouds (TCHC) algorithm decides which resource should be chartered from public providers is combined with a new De-De algorithm considering that every instance of single and multiple workflows work without deadlocks. To offset this, two new concepts - De-De Dodging Algorithm and Priority Based Decisive Algorithm - combine with conventional deadlock avoidance issues by proposing one algorithm that maximizes active (not just allocated) resource use and reduces Makespan.

Keywords: Workflow Scheduling, cloud workflow, TCHC algorithm, De-De Dodging Algorithm, Priority Based Decisive Algorithm (PBD), Makespan.

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Authors: Ramesh Rajagopalan, Adam Dahlstrom

Abstract:

Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.

Keywords: Notch filter, ECG, transient, pole radius.

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Authors: Seksan Chunothaisawat, Pongchanun Luangpaiboon

Abstract:

There are two common types of operational research techniques, optimisation and metaheuristic methods. The latter may be defined as a sequential process that intelligently performs the exploration and exploitation adopted by natural intelligence and strong inspiration to form several iterative searches. An aim is to effectively determine near optimal solutions in a solution space. In this work, a type of metaheuristics called Ant Colonies Optimisation, ACO, inspired by a foraging behaviour of ants was adapted to find optimal solutions of eight non-linear continuous mathematical models. Under a consideration of a solution space in a specified region on each model, sub-solutions may contain global or multiple local optimum. Moreover, the algorithm has several common parameters; number of ants, moves, and iterations, which act as the algorithm-s driver. A series of computational experiments for initialising parameters were conducted through methods of Rigid Simplex, RS, and Modified Simplex, MSM. Experimental results were analysed in terms of the best so far solutions, mean and standard deviation. Finally, they stated a recommendation of proper level settings of ACO parameters for all eight functions. These parameter settings can be applied as a guideline for future uses of ACO. This is to promote an ease of use of ACO in real industrial processes. It was found that the results obtained from MSM were pretty similar to those gained from RS. However, if these results with noise standard deviations of 1 and 3 are compared, MSM will reach optimal solutions more efficiently than RS, in terms of speed of convergence.

Keywords: Ant colony optimisation, metaheuristics, modified simplex, non-linear, rigid simplex.

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Authors: Eraricar Salleh, Ida Idayu Muhamad, Nozieanna Khairuddin

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Antimicrobial (AM) starch-based films were developed by incorporating chitosan and lauric acid as antimicrobial agent into starch-based film. Chitosan has wide range of applications as a biomaterial, but barriers still exist to its broader use due to its physical and chemical limitations. In this work, a series of starch/chitosan (SC) blend films containing 8% of lauric acid was prepared by casting method. The structure of the film was characterized by Fourier transform infrared spectroscopy (FTIR), Xray diffraction (XRD), and scanning electron microscopy (SEM). The results indicated that there were strong interactions were present between the hydroxyl groups of starch and the amino groups of chitosan resulting in a good miscibility between starch and chitosan in the blend films. Physical properties and optical properties of the AM starch-based film were evaluated. The AM starch-based films incorporated with chitosan and lauric acid showed an improvement in water vapour transmission rate (WVTR) and addition of starch content provided more transparent films while the yellowness of the film attributed to the higher chitosan content. The improvement in water barrier properties was mainly attributed to the hydrophobicity of lauric acid and optimum chitosan or starch content. AM starch based film also showed excellent oxygen barrier. Obtaining films with good oxygen permeability would be an indication of the potential use of these antimicrobial packaging as a natural packaging and an alternative packaging to the synthetic polymer to protect food from oxidation reactions

Keywords: Antimicrobial starch-based films, chitosan, lauric acid, starch.

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Authors: Anuruddha Jayasuriya, Thanakorn Pheeraphan

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In this paper, a review of different mathematical models which can be used as prediction tools to assess the time to crack reinforced concrete (RC) due to corrosion is investigated. This investigation leads to an experimental study to validate a selected prediction model. Most of these mathematical models depend upon the mechanical behaviors, chemical behaviors, electrochemical behaviors or geometric aspects of the RC members during a corrosion process. The experimental program is designed to verify the accuracy of a well-selected mathematical model from a rigorous literature study. Fundamentally, the experimental program exemplifies both one-dimensional chloride diffusion using RC squared slab elements of 500 mm by 500 mm and two-dimensional chloride diffusion using RC squared column elements of 225 mm by 225 mm by 500 mm. Each set consists of three water-to-cement ratios (w/c); 0.4, 0.5, 0.6 and two cover depths; 25 mm and 50 mm. 12 mm bars are used for column elements and 16 mm bars are used for slab elements. All the samples are subjected to accelerated chloride corrosion in a chloride bath of 5% (w/w) sodium chloride (NaCl) solution. Based on a pre-screening of different models, it is clear that the well-selected mathematical model had included mechanical properties, chemical and electrochemical properties, nature of corrosion whether it is accelerated or natural, and the amount of porous area that rust products can accommodate before exerting expansive pressure on the surrounding concrete. The experimental results have shown that the selected model for both one-dimensional and two-dimensional chloride diffusion had ±20% and ±10% respective accuracies compared to the experimental output. The half-cell potential readings are also used to see the corrosion probability, and experimental results have shown that the mass loss is proportional to the negative half-cell potential readings that are obtained. Additionally, a statistical analysis is carried out in order to determine the most influential factor that affects the time to corrode the reinforcement in the concrete due to chloride diffusion. The factors considered for this analysis are w/c, bar diameter, and cover depth. The analysis is accomplished by using Minitab statistical software, and it showed that cover depth is the significant effect on the time to crack the concrete from chloride induced corrosion than other factors considered. Thus, the time predictions can be illustrated through the selected mathematical model as it covers a wide range of factors affecting the corrosion process, and it can be used to predetermine the durability concern of RC structures that are vulnerable to chloride exposure. And eventually, it is further concluded that cover thickness plays a vital role in durability in terms of chloride diffusion.

Keywords: Accelerated corrosion, chloride diffusion, corrosion cracks, passivation layer, reinforcement corrosion.

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Authors: Jolanta Brodowska-Szewczuk

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The article includes the results and conclusions from empirical researches that had been done. The research focuses on the impact of investments made in small and medium-sized enterprises financed from EU funds on the competitiveness of these companies. The researches includes financial results in sales revenue and net income, expenses, and many other new products/services on offer, higher quality products and services, more modern methods of production, innovation in management processes, increase in the number of customers, increase in market share, increase in profitability of production and provision of services. The main conclusions are that, companies with direct investments under this measure shall apply the modern methods of production. The consequence of this is to increase the quality of our products and services. Furthermore, both small and medium-sized enterprises have introduced new products and services. Investments were carried out, thus enabling better work organization in enterprises. Entrepreneurs would guarantee higher quality of service, which would result in better relationships with their customers, what is more, noting the rise in number of clients. More than half of the companies indicated that the investments contributed to the increase in market share. Same thing as for market reach and brand recognition of particular company. An interesting finding is that, investments in small enterprises were more effective than medium-sized enterprises.

Keywords: Competitiveness, efficiency, EU funds, small and medium-sized enterprises.

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Authors: Rishabh Garg

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Traditionally, business parties build trust with a centralized operating mechanism, such as payment by letter of credit. However, the increase in cyber-attacks and malicious hacking has jeopardized business operations and finance practices. Emerging markets, due to their high banking risks and the large presence of digital financing, are looking for technology that enables transparency and traceability of any transaction in trade, finance or supply chain management. Blockchain systems, in the absence of any central authority, enable transactions across the globe with the help of decentralized applications. DApps consist of a front-end, a blockchain back-end, and middleware, that is, the code that connects the two. The front-end can be a sophisticated web app or mobile app, which is used to implement the functions/methods on the smart contract. Web apps can employ technologies such as HTML, CSS, React and Express. In this wake, fintech and blockchain products are popping up in brokerages, digital wallets, exchanges, post-trade clearance, settlement, middleware, infrastructure and base protocols. The present paper provides a technology driven solution, financial inclusion and innovative working paradigm for business and finance.

Keywords: Authentication, blockchain, channel, cryptography, DApps, data portability, Decentralized Public Key Infrastructure, Ethereum, hash function, Hashgraph, Privilege creep, Proof of Work algorithm, revocation, storage variables, Zero Knowledge Proof.

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Authors: Javier Ordorica Villalvazo, Claudia Camargo Wilson, Jesus Everardo Olguin Tiznado

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This paper presents an experimental case using sensory thermography to describe temperatures behavior on median nerve once an activity of repetitive motion was done. Thermography is a noninvasive technique without biological hazard and not harm at all times and has been applied in many experiments to seek for temperature patterns that help to understand diseases like cancer and cumulative trauma disorders (CTD’s). An infrared sensory thermography technology was developed to execute this study. Three women in good shape were selected for the repetitive motion tests for 4 days, two right-handed women and 1 left handed woman, two sensory thermographers were put on both median nerve wrists to get measures. The evaluation time was of 3 hours 30 minutes in a controlled temperature, 20 minutes of stabilization time at the beginning and end of the operation. Temperatures distributions are statistically evaluated and showed similar temperature patterns behavior.

Keywords: Median nerve, temperature, sensory thermography, wrists, CTD’s.

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Authors: E. Golden Julie, S. Tamil Selvi, Y. Harold Robinson

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Many Wireless Sensor Network (WSN) applications necessitate secure multicast services for the purpose of broadcasting delay sensitive data like video files and live telecast at fixed time-slot. This work provides a novel method to deal with end-to-end delay and drop rate of packets. Opportunistic Routing chooses a link based on the maximum probability of packet delivery ratio. Null Key Generation helps in authenticating packets to the receiver. Markov Decision Process based Adaptive Scheduling algorithm determines the time slot for packet transmission. Both theoretical analysis and simulation results show that the proposed protocol ensures better performance in terms of packet delivery ratio, average end-to-end delay and normalized routing overhead.

Keywords: Delay-sensitive data, Markovian Decision Process based Adaptive Scheduling, Opportunistic Routing, Digital Signature authentication.

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Authors: Samee Ullah Khan, Ishfaq Ahmad

Abstract:

This paper proposes a novel game theoretical technique to address the problem of data object replication in largescale distributed computing systems. The proposed technique draws inspiration from computational economic theory and employs the extended Vickrey auction. Specifically, players in a non-cooperative environment compete for server-side scarce memory space to replicate data objects so as to minimize the total network object transfer cost, while maintaining object concurrency. Optimization of such a cost in turn leads to load balancing, fault-tolerance and reduced user access time. The method is experimentally evaluated against four well-known techniques from the literature: branch and bound, greedy, bin-packing and genetic algorithms. The experimental results reveal that the proposed approach outperforms the four techniques in both the execution time and solution quality.

Keywords: Auctions, data replication, pricing, static allocation.

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Authors: Petr Teply, Ondrej Vejdovec

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There are three main ways of categorizing capital in banking operations: accounting, regulatory and economic capital. However, the 2008-2009 global crisis has shown that none of these categories adequately reflects the real risks of bank operations, especially in light of the failures Bear Stearns, Lehman Brothers or Northern Rock. This paper deals with the economic capital allocation of global banks. In theory, economic capital should reflect the real risks of a bank and should be publicly available. Yet, as discovered during the global financial crisis, even when economic capital information was publicly disclosed, the underlying assumptions rendered the information useless. Specifically, some global banks that reported relatively high levels of economic capital before the crisis went bankrupt or had to be bailed-out by their government. And, only 15 out of 50 global banks reported their economic capital during the 2007-2010 period. In this paper, we analyze the changes in reported bank economic capital disclosure during this period. We conclude that relative shares of credit and business risks increased in 2010 compared to 2007, while both operational and market risks decreased their shares on the total economic capital of top-rated global banks. Generally speaking, higher levels of disclosure and transparency of bank operations are required to obtain more confidence from stakeholders. Moreover, additional risks such as liquidity risks should be included in these disclosures.

Keywords: global crisis, economic capital, risk management, risk allocation, bank

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Authors: Maisam Rafiee, Chikashi Deguchi, Akio Odake, Minoru Matsui, Takanori Sata

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Cities in Afghanistan have been rapidly urbanized; however, many parts of these cities have been developed with no detailed land use plan or infrastructure. In other words, they have been informally developed without any government leadership. The new government started the In-situ Upgrading Project in Kabul to upgrade roads, the water supply network system, and the surface water drainage system on the existing street layout in 2002, with the financial support of international agencies. This project is an appropriate emergency improvement for living life, but not an essential improvement of living conditions and infrastructure problems because the life expectancies of the improved facilities are as short as 10–15 years, and residents cannot obtain land tenure in the unplanned areas. The Land Readjustment System (LRS) conducted in Japan has good advantages that rearrange irregularly shaped land lots and develop the infrastructure effectively. This study investigates the effects of the In-situ Upgrading Project on private investment, land prices, and residents’ satisfaction with projects in Kart-e-Char, where properties are registered, and in Afshar-e-Silo Lot 1, where properties are unregistered. These projects are located 5 km and 7 km from the CBD area of Kabul, respectively. This study discusses whether LRS should be applied to the unplanned area based on the questionnaire and interview responses of experts experienced in the In-situ Upgrading Project who have knowledge of LRS. The analysis results reveal that, in Kart-e-Char, a lot of private investment has been made in the construction of medium-rise (five- to nine-story) buildings for commercial and residential purposes. Land values have also incrementally increased since the project, and residents are commonly satisfied with the road pavement, drainage systems, and water supplies, but dissatisfied with the poor delivery of electricity as well as the lack of public facilities (e.g., parks and sport facilities). In Afshar-e-Silo Lot 1, basic infrastructures like paved roads and surface water drainage systems have improved from the project. After the project, a few four- and five-story residential buildings were built with very low-level private investments, but significant increases in land prices were not evident. The residents are satisfied with the contribution ratio, drainage system, and small increase in land price, but there is still no drinking water supply system or tenure security; moreover, there are substandard paved roads and a lack of public facilities, such as parks, sport facilities, mosques, and schools. The results of the questionnaire and interviews with the four engineers highlight the problems that remain to be solved in the unplanned areas if LRS is applied—namely, land use differences, types and conditions of the infrastructure still to be installed by the project, and time spent for positive consensus building among the residents, given the project’s budget limitation.

Keywords: In-Situ Upgrading, Kabul, Land Readjustment, Land value, Planned areas, Private investment, Resident satisfaction, Unplanned areas.

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Authors: S. Pullteap, M. Pathomsuriyaporn

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In this article, a study of employee’s opinion to the factors that affect to the flood preventive and the corrective action plan in an electronic industry at the Sharp Manufacturing (Thailand) Co., Ltd. has been investigated. The surveys data of 175 workers and supervisors have, however, been selected for data analysis. The results is shown that the employees emphasize about the needs in a subsidy at the time of disaster at high levels of 77.8%, as the plan focusing on flood prevention of the rehabilitation equipment is valued at the intermediate level, which is 79.8%. Demonstration of the hypothesis has found that the different education levels has thus been affected to the needs factor at the flood disaster time. Moreover, most respondents give priority to flood disaster risk management factor. Consequently, we found that the flood prevention plan is valued at high level, especially on information monitoring, which is 93.4% for the supervisor item. The respondents largely assume that the flood will have impacts on the industry, up to 80%, thus to focus on flood management plans is enormous.

Keywords: Flood prevention plan, flood event, electronic industrial plant, disaster, risk management.

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Authors: M.Eskandari-Ghadi, M.Mahmoodian

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In this article an isotropic linear elastic half-space with a cylindrical cavity of finite length is considered to be under the effect of a ring shape time-harmonic torsion force applied at an arbitrary depth on the surface of the cavity. The equation of equilibrium has been written in a cylindrical coordinate system. By means of Fourier cosine integral transform, the non-zero displacement component is obtained in the transformed domain. With the aid of the inversion theorem of the Fourier cosine integral transform, the displacement is obtained in the real domain. With the aid of boundary conditions, the involved boundary value problem for the fundamental solution is reduced to a generalized Cauchy singular integral equation. Integral representation of the stress and displacement are obtained, and it is shown that their degenerated form to the static problem coincides with existing solutions in the literature.

Keywords: Cosine transform, Half space, Isotropic, Singular integral equation, Torsion

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Authors: Caspar von Seckendorff, Eldar Sultanow

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Many studies have shown that parallelization decreases efficiency [1], [2]. There are many reasons for these decrements. This paper investigates those which appear in the context of parallel data integration. Integration processes generally cannot be allocated to packages of identical size (i. e. tasks of identical complexity). The reason for this is unknown heterogeneous input data which result in variable task lengths. Process delay is defined by the slowest processing node. It leads to a detrimental effect on the total processing time. With a real world example, this study will show that while process delay does initially increase with the introduction of more nodes it ultimately decreases again after a certain point. The example will make use of the cloud computing platform Hadoop and be run inside Amazon-s EC2 compute cloud. A stochastic model will be set up which can explain this effect.

Keywords: Process delay, speedup, efficiency, parallel computing, data integration, E-Commerce, Amazon Elastic Compute Cloud (EC2), Hadoop, Nutch.

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Authors: Alessandro Preziosi, Antonio Prioletti, Luca Castangia

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Deformable part models achieve high precision in pedestrian recognition, but all publicly available implementations are too slow for real-time applications. We implemented a deformable part model algorithm fast enough for real-time use by exploiting information about the camera position and orientation. This implementation is both faster and more precise than alternative DPM implementations. These results are obtained by computing convolutions in the frequency domain and using lookup tables to speed up feature computation. This approach is almost an order of magnitude faster than the reference DPM implementation, with no loss in precision. Knowing the position of the camera with respect to horizon it is also possible prune many hypotheses based on their size and location. The range of acceptable sizes and positions is set by looking at the statistical distribution of bounding boxes in labelled images. With this approach it is not needed to compute the entire feature pyramid: for example higher resolution features are only needed near the horizon. This results in an increase in mean average precision of 5% and an increase in speed by a factor of two. Furthermore, to reduce misdetections involving small pedestrians near the horizon, input images are supersampled near the horizon. Supersampling the image at 1.5 times the original scale, results in an increase in precision of about 4%. The implementation was tested against the public KITTI dataset, obtaining an 8% improvement in mean average precision over the best performing DPM-based method. By allowing for a small loss in precision computational time can be easily brought down to our target of 100ms per image, reaching a solution that is faster and still more precise than all publicly available DPM implementations.

Keywords: Autonomous vehicles, deformable part model, dpm, pedestrian recognition.

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Authors: Ana Caroliny Vieira da Costa, Marta Suely Madruga

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In Brazil, there is a diverse fauna of social bees, known by Meliponinae or native stingless bees. These bees are important for providing a differentiated product, especially regarding unique sweetness, flavor, and aroma. However, information about the volatile fraction in honey produced by stingless native bees is still lacking. The aim of this work was to characterize the volatile compound profile of monofloral honey produced by jandaíra bees (Melipona subnitida Ducke) which used chanana (Turnera ulmifolia L.), malícia (Mimosa quadrivalvis) and algaroba (Prosopis juliflora (Sw.) DC) as their floral sources; and by uruçu bees (Melipona scutellaris Latrelle), which used chanana (Turnera ulmifolia L.), malícia (Mimosa quadrivalvis) and angico (Anadenanthera colubrina) as their floral sources. The volatiles were extracted using HS-SPME-GC-MS technique. The condition for the extraction was: equilibration time of 15 minutes, extraction time of 45 min and extraction temperature of 45°C. Through the results obtained, it was observed that the floral source had a strong influence on the aroma profile of the honey under evaluation, since the chemical profiles were marked primarily by the classes of terpenes, norisoprenoids, and benzene derivatives. Furthermore, the results obtained suggest the existence of differentiator compounds and potential markers for the botanical sources evaluated, such as linalool, D-sylvestrene, rose oxide and benzenethanol. These reports represent a valuable contribution to certifying the authenticity of those honey and provides for the first time, information intended for the construction of chemical knowledge of the aroma and flavor that characterize these honey produced in Brazil.

Keywords: Aroma, honey, semiarid, stingless, volatiles.

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