Search results for: Chang Soo Kang

Authors: Hae-Soon Ahn, Eun-Jun Yoon

Abstract:

With the rapid development of wireless mobile communication, applications for mobile devices must focus on network security. In 2008, Chang-Chang proposed security improvements on the Lu et al.-s elliptic curve authentication key agreement protocol for wireless mobile networks. However, this paper shows that Chang- Chang-s improved protocol is still vulnerable to off-line password guessing attacks unlike their claims.

Keywords: Authentication, key agreement, wireless mobile networks, elliptic curve, password guessing attacks.

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Authors: Yuan-Kang Shih, Shu-Li Chang, Shin-Shin Kao

Abstract:

Qk n has been shown as an alternative to the hypercube family. For any even integer k ≥ 4 and any integer n ≥ 2, Qk n is a bipartite graph. In this paper, we will prove that given any pair of vertices, w and b, from different partite sets of Qk n, there exist 2n internally disjoint paths between w and b, denoted by {Pi | 0 ≤ i ≤ 2n-1}, such that 2n-1 i=0 Pi covers all vertices of Qk n. The result is optimal since each vertex of Qk n has exactly 2n neighbors.

Keywords: container, Hamiltonian, k-ary n-cube, m*-connected.

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Authors: Sunho Ki, Daehwan Kim, Seongwon Cho, Sun-Tae Chung, Jaemin Kim, Yun-Kwang Hong, Chang Joon Park, Dongmin Kwon, Minhee Kang, Yusung Kim, Younghan Yoon

Abstract:

AAM (active appearance model) has been successfully applied to face and facial feature localization. However, its performance is sensitive to initial parameter values. In this paper, we propose a two-stage AAM for robust face alignment, which first fits an inner face-AAM model to the inner facial feature points of the face and then localizes the whole face and facial features by optimizing the whole face-AAM model parameters. Experiments show that the proposed face alignment method using two-stage AAM is more reliable to the background and the head pose than the standard AAM-based face alignment method.

Keywords: AAM, Face Alignment, Feature Extraction, PCA

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Authors: Dongjoo Kim, Chang-Sik Son, Won-Seok Kang

Abstract:

Adequate sleep affects various parts of one’s overall physical and mental life. As one of the methods in determining the appropriate amount of sleep, this research presents a heart rate based sleep quality index. In order to evaluate sleep quality using the heart rate, sleep data from 280 subjects taken over one month are used. Their sleep data are categorized by a three-part heart rate range. After categorizing, some features are extracted, and the statistical significances are verified for these features. The results show that some features of this sleep quality index model have statistical significance. Thus, this heart rate based sleep quality index may be a useful discriminator of sleep.

Keywords: Sleep, sleep quality, heart rate, statistical analysis.

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Authors: Keuk Jong Yu, Sang Hee Kang, Sung Chang You

Abstract:

In Korea, the technology of a load fo nuclear power plant has been being developed. automatic controller which is able to control temperature and axial power distribution was developed. identification algorithm and a model predictive contact former transforms the nuclear reactor status into numerically. And the latter uses them and ge manipulated values such as two kinds of control ro this automatic controller, the performance of a coperation was evaluated. As a result, the automatic generated model parameters of a nuclear react to nuclear reactor average temperature and axial power the desired targets during a daily load follow.

Keywords: axial power distribution, model reactor temperature, system identification

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Authors: Sun K. Yoo, Ki-Chang Nam, Hyun-Young Shin, Ho-Seong Moon, Hee Cheol Kang

Abstract:

Automated intelligent, clinical decision support systems generally promote to help or to assist physicians and patients regarding to prevention of diseases or treatment of illnesses using computer represented knowledge and information. In this paper, assessment factors affecting the proper design of clinical decision support system were investigated. The required procedure steps for gathering the data from clinical trial and extracting the information from large volume of healthcare repositories were listed, which are necessary for validation and verification of evidence-based implementation of clinical decision support system. The goal of this paper is to extract useful evaluation factors affecting the quality of the clinical decision support system in the design, development, and implementation of a computer-based decision support system.

Keywords: Evaluation, Clinical Decision Support System.

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Authors: Joon-young Jung, Dong-oh Kang, Chang-seok Bae

Abstract:

Power consumption is rapidly increased in data centers because the number of data center is increased and more the scale of data center become larger. Therefore, it is one of key research items to reduce power consumption in data center. The peak power of a typical server is around 250 watts. When a server is idle, it continues to use around 60% of the power consumed when in use, though vendors are putting effort into reducing this “idle" power load. Servers tend to work at only around a 5% to 20% utilization rate, partly because of response time concerns. An average of 10% of servers in their data centers was unused. In those reason, we propose dynamic power management system to reduce power consumption in green data center. Experiment result shows that about 55% power consumption is reduced at idle time.

Keywords: Data Center, Green IT, Management Server, Power Saving.

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Authors: Chang-il Kang, Yoon-Hong Park, Tae-Hyun Kim, Yu Wann

Abstract:

In this paper, we analyzed the pattern of urban spatial structure of Siheung City that had been divided into two parts and presented alternative plans in order to get rid of these phenomena. Concerning patterns of urban spatial structure, we examined it through means of analyzing status of land use, population density and distribution of residence, status of distribution of main facilities, medical facilities, status of distribution of cultural facilities, distribution of land prices and traffic volume trends. The results of study revealed that status of facilities distribution and distribution of land prices, etc. were bisected by the surrounding area of former municipal office and the district of Sihwa, which were both regarded as one apex of the city divide, forming a duo-centric city. In order to get rid of this problem concerned with urban spatial structure that has been bisected, it is required that measures in order to expand facilities in Siheung City should be taken.

Keywords: Urban Spatial Structure, Duo-centric City, Siheung City.

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Authors: Jun Yop An, Kyoung Ryoung Park, Jung-Gyu Lee, Hyung-Seop Youn, Jung-Yeon Kang, Gil Bu Kang, Soo Hyun Eom

Abstract:

MinC plays an important role in bacterial cell division system by inhibiting FtsZ assembly. However, the molecular mechanism of the action is poorly understood. E. coli MinC Nterminus domain was purified and crystallized using 1.4 M sodium citrate pH 6.5 as a precipitant. X-ray diffraction data was collected and processed to 2.3 Å from a native crystal. The crystal belonged to space group P212121, with the unit cell parameters a = 52.7, b = 54.0, c = 64.7 Å. Assuming the presence of two molecules in the asymmetric unit, the Matthews coefficient value is 1.94 Å3 Da-1, which corresponds to a solvent content of 36.5%. The overall structure of MinCN is observed as a dimer form through anti-parallel ß-strand interaction.

Keywords: MinC, Cell division, Crystallization.

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Authors: Chien-Min Chu, Bor-Wen Tsai, Kang-Tsung Chang

Abstract:

Landslide susceptibility map delineates the potential zones for landslide occurrence. Previous works have applied multivariate methods and neural networks for mapping landslide susceptibility. This study proposed a new approach to integrate decision tree model and spatial cluster statistic for assessing landslide susceptibility spatially. A total of 2057 landslide cells were digitized for developing the landslide decision tree model. The relationships of landslides and instability factors were explicitly represented by using tree graphs in the model. The local Getis-Ord statistics were used to cluster cells with high landslide probability. The analytic result from the local Getis-Ord statistics was classed to create a map of landslide susceptibility zones. The map was validated using new landslide data with 482 cells. Results of validation show an accuracy rate of 86.1% in predicting new landslide occurrence. This indicates that the proposed approach is useful for improving landslide susceptibility mapping.

Keywords: Landslide susceptibility Zonation, Decision treemodel, Spatial cluster, Local Getis-Ord statistics.

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Authors: Chang Soo Kang, In Ho Im, Sergey Churayev, Timour Paltashev

Abstract:

This paper describes the design of new method of propagation delay measurement in micro and nanostructures during characterization of ASIC standard library cell. Providing more accuracy timing information about library cell to the design team we can improve a quality of timing analysis inside of ASIC design flow process. Also, this information could be very useful for semiconductor foundry team to make correction in technology process. By comparison of the propagation delay in the CMOS element and result of analog SPICE simulation. It was implemented as digital IP core for semiconductor manufacturing process. Specialized method helps to observe the propagation time delay in one element of the standard-cell library with up-to picoseconds accuracy and less. Thus, the special useful solutions for VLSI schematic to parameters extraction, basic cell layout verification, design simulation and verification are announced.

Keywords: phase error accumulation methodology, gatepropagation delay, Processor Testing, MEMS Testing

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Authors: S. Nitiworakarn

Abstract:

In recent years, focus-group discussions, as a resources of qualitative facts collection, have gained popularity amongst practices within social science studies. Despite this popularity, studying qualitative information, particularly focus-group meetings, creates a challenge to most practitioner inspectors. The Mons, also known as Raman is considered to be one of the earliest peoples in mainland South-East Asia and to be found in scattered communities in Thailand, around the central valley and even in Bangkok. The present project responds to the needs identified traditional Mon set menus based on the participation of Bang Kadi community in Bangkok, Thailand. The aim of this study was to generate Mon food set menus based on the participation of the community and to study Mon food in set menus of Bang Kadi population by focus-group interviews and discussions during May to October 2015 of Bang Kadi community in Bangkok, Thailand. Data were collected using (1) focus group discussion between the researcher and 147 people in the community, including community leaders, women of the community and the elderly of the community (2) cooking between the researcher and 22 residents of the community. After the focus group discussion, the results found that Mon set menus of Bang Kadi residents involved of Kang Neng Kua-dit, Kang Luk-yom, Kang Som-Kajaeb, Kangleng Puk-pung, Yum Cha-cam, Pik-pa, Kao-new dek-ha and Num Ma-toom and the ingredients used in cooking are mainly found in local and seasonal regime. Most of foods in set menus are consequent from local wisdom.

Keywords: Focus groups, Mon food, set menus, Bangkok.

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Authors: Yeong-Hwa Chang, Chia-Wen Chang, Hung-Wei Lin, C.W. Tao

Abstract:

In this paper, an improved ant colony optimization (ACO) algorithm is proposed to enhance the performance of global optimum search. The strategy of the proposed algorithm has the capability of fuzzy pheromone updating, adaptive parameter tuning, and mechanism resetting. The proposed method is utilized to tune the parameters of the fuzzy controller for a real beam and ball system. Simulation and experimental results indicate that better performance can be achieved compared to the conventional ACO algorithms in the aspect of convergence speed and accuracy.

Keywords: Ant colony algorithm, Fuzzy control, ball and beamsystem

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Authors: Md. Iqbal Mahmud, Haeng Muk Cho, Seo Hyun Sang, Wang Wen Hai, Chang Heon Yi, Man Ik Hwang, Dae Hoon Kang

Abstract:

Solenoid operated electromagnetic control valve (ECV) playing an important role for car’s air conditioning control system. ECV is used in external variable displacement swash plate type compressor and controls the entire air conditioning system by means of a pulse width modulation (PWM) input signal supplying from an external source (controller). Complete form of ECV contains number of internal features like valve body, core, valve guide, plunger, guide pin, plunger spring, bellows etc. While designing the ECV; dimensions of different internal items must meet the standard requirements as it is quite challenging. In this research paper, especially the dimensioning of ECV body and its three pressure ports through which the air/refrigerant passes are considered. Here internal leakage test analysis of ECV body is being carried out from its discharge port (Pd) to crankcase port (Pc) when the guide valve is placed inside it. The experiments have made both in ordinary and digital system using different assumptions and thereafter compare the results.

Keywords: Electromagnetic control valve (ECV), Leakage, Pressure port, Valve body, Valve guide.

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Authors: Shun-Chang Chang

Abstract:

In this paper, different nonlinear dynamics analysis techniques are employed to unveil the rich nonlinear phenomena of the electromagnetic system. In particular, bifurcation diagrams, time responses, phase portraits, Poincare maps, power spectrum analysis, and the construction of basins of attraction are all powerful and effective tools for nonlinear dynamics problems. We also employ the method of Lyapunov exponents to show the occurrence of chaotic motion and to verify those numerical simulation results. Finally, two cases of a chaotic electromagnetic system being effectively controlled by a reference signal or being synchronized to another nonlinear electromagnetic system are presented.

Keywords: bifurcation, Poincare map, Lyapunov exponent, chaotic motion.

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Authors: Young Hoon Lee, Bong Jin Kang, Won Ho Kang

Abstract:

Antiseismic property of telecommunication equipment is very important for the grasp of the damage and the restoration after earthquake. Telecommunication business operators are regulating seismic standard for their equipments. These standards are organized to simulate the real seismic situations and usually define the minimum value of first natural frequency of the equipments or the allowable maximum displacement of top of the equipments relative to bottom. Using the finite element analysis, natural frequency can be obtained with high accuracy but the relative displacement of top of the equipments is difficult to predict accurately using the analysis. Furthermore, in the case of simulating the equipments with access floor, predicting the relative displacement of top of the equipments become more difficult. In this study, using enormous experimental datum, an empirical formula is suggested to forecast the relative displacement of top of the equipments. Also it can be known that which physical quantities are related with the relative displacement.

Keywords: Empirical formula, First natural frequency, Seismic test, Telecommunication equipments.

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Authors: Yeong-Hwa Chang, Chang-Hung Hsu, Huei-Lung Chu, Chia-Wen Chang, Wei-Shou Chan, Chun-Yao Lee; Chia-Shiang Yao, Yan-Lou He

Abstract:

This study reports the preparation of soft magnetic ribbons of Fe-based amorphous alloys using the single-roller melt-spinning technique. Ribbon width varied from 142 mm to 213 mm and, with a thickness of approximately 22 μm 2 μm. The microstructure and magnetic properties of the ribbons were characterized by differential scanning calorimeter (DSC), X-ray diffraction (XRD), vibrating sample magnetometer (VSM), and electrical resistivity measurements (ERM). The amorphous material properties dependence of the cooling rate and nozzle pressure have uneven surface in ribbon thicknesses are investigated. Magnetic measurement results indicate that some region of the ribbon exhibits good magnetic properties, higher saturation induction and lower coercivity. However, due to the uneven surface of 213 mm wide ribbon, the magnetic responses are not uniformly distributed. To understand the transformer magnetic performances, this study analyzes the measurements of a three-phase 2 MVA amorphous-cored transformer. Experimental results confirm that the transformer with a ribbon width of 142 mm has better magnetic properties in terms of lower core loss, exciting power, and audible noise. 

Keywords: Amorphous ribbon, uneven surface, magnetic properties, and rapid solidification

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Authors: Jong-Jy Shyu, Soo-Chang Pei, Min-Han Chang

Abstract:

In this paper, the least-squares design of variable fractional-delay (VFD) finite impulse response (FIR) digital differentiators is proposed. The used transfer function is formulated so that Farrow structure can be applied to realize the designed system. Also, the symmetric characteristics of filter coefficients are derived, which leads to the complexity reduction by saving almost a half of the number of coefficients. Moreover, all the elements of related vectors or matrices for the optimal process can be represented in closed forms, which make the design easier. Design example is also presented to illustrate the effectiveness of the proposed method.

Keywords: Differentiator, variable fractional-delay filter, FIR filter, least-squares method, Farrow structure.

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Authors: Wei-Der Chang, Dai-Ming Chang, Eri-Wei Chiang, Chia-Hung Lin, Jian-Liung Chen

Abstract:

In this paper, a fractional-order FIR differentiator design method using the differential evolution (DE) algorithm is presented. In the proposed method, the FIR digital filter is designed to meet the frequency response of a desired fractal-order differentiator, which is evaluated in the frequency domain. To verify the design performance, another design method considered in the time-domain is also provided. Simulation results reveal the efficiency of the proposed method.

Keywords: Fractional-order differentiator, FIR digital filter, Differential evolution algorithm.

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Authors: Chang-Hung Hsu, Yeong-Hwa Chang, Chun-Yao Lee, Chia-Shiang Yao, Yan-Lou He, Huei-Lung Chu, Chia-Wen Chang, Wei-Shou Chan

Abstract:

This study reports the preparation of soft magnetic ribbons of Fe-based amorphous alloys using the single-roller melt-spinning technique. Ribbon width varied from 142 mm to 213 mm and, with a thickness of approximately 22 μm ± 2 μm. The microstructure and magnetic properties of the ribbons were characterized by differential scanning calorimeter (DSC), X-ray diffraction (XRD), vibrating sample magnetometer (VSM), and electrical resistivity measurements (ERM). The amorphous material properties dependence of the cooling rate and nozzle pressure have uneven surface in ribbon thicknesses are investigated. Magnetic measurement results indicate that some region of the ribbon exhibits good magnetic properties, higher saturation induction and lower coercivity. However, due to the uneven surface of 213 mm wide ribbon, the magnetic responses are not uniformly distributed. To understand the transformer magnetic performances, this study analyzes the measurements of a three-phase 2 MVA amorphous-cored transformer. Experimental results confirm that the transformer with a ribbon width of 142 mm has better magnetic properties in terms of lower core loss, exciting power, and audible noise.

Keywords: Amorphous ribbon, uneven surface, magnetic properties, and rapid solidification

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Authors: Chih-Chung Chang, Sy-Chi Kuo, Chen-Kang Huang, Sih-Li Chen

Abstract:

This study experimentally and numerically investigates motor cooling performance. The motor consists of a centrifugal fan, two axial fans, a shaft, a stator, a rotor and a heat exchanger with 637 cooling tubes. The pressure rise-flow rate (P-Q) performance curves of the cooling fans at 1800 rpm are tested using a test apparatus complying with the Chinese National Standard (CNS) 2726. Compared with the experimental measurements, the numerical analysis results show that the P-Q performance curves of the axial fan and centrifugal fan can be estimated within about 2% and 6%, respectively. By using the simplified model, setting up the heat exchanger and stator as porous media, the flow field in the motor is calculated. By using the results of the flow field near the rotor and stator, and subjecting the heat generation rate as a boundary condition, the temperature distributions of the stator and rotor are also calculated. The simulation results show that the calculated temperature of the stator winding near the axial fans is lower by about 5% than the measured value, and the calculated temperature of the stator core located at the center of the stator is about 1% higher than the measured value. Besides, discussion is made to improve the motor cooling performance.

Keywords: Motor cooling, P-Q performance curves, CNS, porous media.

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Authors: Yi-Shiang Shiu, Meng-Lung Lin, Kang-Tsung Chang, Tzu-How Chu

Abstract:

Most paddy rice fields in East Asia are small parcels, and the weather conditions during the growing season are usually cloudy. FORMOSAT-2 multi-spectral images have an 8-meter resolution and one-day recurrence, ideal for mapping paddy rice fields in East Asia. To map rice fields, this study first determined the transplanting and the most active tillering stages of paddy rice and then used multi-temporal images to distinguish different growing characteristics between paddy rice and other ground covers. The unsupervised ISODATA (iterative self-organizing data analysis techniques) and supervised maximum likelihood were both used to discriminate paddy rice fields, with training areas automatically derived from ten-year cultivation parcels in Taiwan. Besides original bands in multi-spectral images, we also generated normalized difference vegetation index and experimented with object-based pre-classification and post-classification. This paper discusses results of different image classification methods in an attempt to find a precise and automatic solution to mapping paddy rice in Taiwan.

Keywords: paddy rice fields; multi-temporal; FORMOSAT-2images, normalized difference vegetation index, object-basedclassification.

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Authors: Yu-Wei Chang, Hsuan-Yu Ku, Jo-Shan Chiu, Shao-Fu Chang, Chien-Chon Chen

Abstract:

This paper aims to discuss the hydrophilicity about the anodic aluminum oxide (AAO) template with titania nanotubes (NTs). The AAO templates with pore size diameters of 20-250 nm were generated by anodizing 6061 aluminum alloy substrates in acid solution of sulfuric acid (H₂SO₄), oxalic acid (COOH)₂, and phosphoric acid (H₃PO₄), respectively. TiO₂-NTs were grown on AAO templates by the sol-gel deposition process successfully. The water contact angle on AAO/TiO₂-NTs surface was lower compared to the water contact angle on AAO surface. So, the characteristic of hydrophilicity was significantly associated with the AAO pore size and what kinds of materials were immersed variables.

Keywords: Anodic aluminum oxide, nanotube, anodization, Sol-Gel, hydrophilicity.

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Authors: Fu-Hsuan Huang, Po-Jung Yuan, Kang-Ping Lin, Hen-Hong Chang, Cheng-Lun Tsai

Abstract:

Photoplethysmography is a simple measurement of the variation in blood volume in tissue. It detects the pulse signal of heart beat as well as the low frequency signal of vasoconstriction and vasodilation. The transmission type measurement is limited to only a few specific positions for example the index finger that have a short path length for light. The reflectance type measurement can be conveniently applied on most parts of the body surface. This study analyzed the factors that determine the quality of reflectance photoplethysmograph signal including the emitter-detector distance, wavelength, light intensity, and optical properties of skin tissue. Light emitting diodes (LEDs) with four different visible wavelengths were used as the light emitters. A phototransistor was used as the light detector. A micro translation stage adjusts the emitter-detector distance from 2 mm to 15 mm. The reflective photoplethysmograph signals were measured on different sites. The optimal emitter-detector distance was chosen to have a large dynamic range for low frequency drifting without signal saturation and a high perfusion index. Among these four wavelengths, a yellowish green (571nm) light with a proper emitter-detection distance of 2mm is the most suitable for obtaining a steady and reliable reflectance photoplethysmograph signal

Keywords: Reflectance photoplethysmograph, Perfusion index, Signal-to-noise ratio

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Authors: Dae-Hee Son, Seung-Hwa Kang, Sang-Hee Kang, Soon-Ryul Nam

Abstract:

Wind farms usually produce power irregularly, due to  unpredictable change of wind speed. Accordingly, we should  determine the penetration limit of wind power to consider stability of  power system and build a facility to control the wind power. The  operational limit of wind power is determined as the minimum  between the technical limit and the dynamic limit of wind power. The  technical limit is calculated by the number of generators and the  dynamic limit is calculated by the constraint of frequency variation  when a wind farm is disconnected suddenly. According to the  determined operational limit of wind power, pitch angles of wind  generators are controlled. PSS/E simulation results show that the pitch  angles were correctly controlled when wind speeds are changed in  addition to loads.

Keywords: Pitch Angle, Dynamic limit, Operational limit, Technical limit.

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Authors: Yi-Zhong Weng, Chien-Kang Huang, Yu-Feng Huang, Chi-Yuan Yu, Darby Tien-Hao Chang

Abstract:

Search for a tertiary substructure that geometrically matches the 3D pattern of the binding site of a well-studied protein provides a solution to predict protein functions. In our previous work, a web server has been built to predict protein-ligand binding sites based on automatically extracted templates. However, a drawback of such templates is that the web server was prone to resulting in many false positive matches. In this study, we present a sequence-order constraint to reduce the false positive matches of using automatically extracted templates to predict protein-ligand binding sites. The binding site predictor comprises i) an automatically constructed template library and ii) a local structure alignment algorithm for querying the library. The sequence-order constraint is employed to identify the inconsistency between the local regions of the query protein and the templates. Experimental results reveal that the sequence-order constraint can largely reduce the false positive matches and is effective for template-based binding site prediction.

Keywords: Protein structure, binding site, functional prediction

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Authors: Young-Jin Baik, Minsung Kim, Junhyun Cho, Ho-Sang Ra, Young-Soo Lee, Ki-Chang Chang

Abstract:

Surplus electricity can be converted into potential energy via pumped hydroelectric storage for future usage. Similarly, thermo-electric energy storage (TEES) uses heat pumps equipped with thermal storage to convert electrical energy into thermal energy; the stored energy is then converted back into electrical energy when necessary using a heat engine. The greatest advantage of this method is that, unlike pumped hydroelectric storage and compressed air energy storage, TEES is not restricted by geographical constraints. In this study, performance variation of the TEES according to the changes in cold-side storage temperature was investigated by simulation method.

Keywords: Energy Storage System, Heat Pump.

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Authors: Chang-Hsing Lee, Cheng-Chang Lien, Chin-Chuan Han

Abstract:

In this paper, an edge-strength guided multiscale retinex (EGMSR) approach will be proposed for color image contrast enhancement. In EGMSR, the pixel-dependent weight associated with each pixel in the single scale retinex output image is computed according to the edge strength around this pixel in order to prevent from over-enhancing the noises contained in the smooth dark/bright regions. Further, by fusing together the enhanced results of EGMSR and adaptive multiscale retinex (AMSR), we can get a natural fused image having high contrast and proper tonal rendition. Experimental results on several low-contrast images have shown that our proposed approach can produce natural and appealing enhanced images.

Keywords: Image Enhancement, Multiscale Retinex, Image Fusion.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: Zhiqing Zhang, Xiangong Zhou, Zihan Zhou

Abstract:

Ground fissures can be seen in some cities all over the world. As a special urban geological disaster, ground fissures in Xi'an have caused great harm to infrastructure. Chang'an Road Interchange in Xi'an City is a bridge across ground fissures. The damage to Chang'an Road interchange is the most serious and typical. To study the influence of ground fissures on the bridge, we established a bridge monitoring system. The main monitoring items include elevation monitoring, structural displacement monitoring, etc. The monitoring results show that the typical failure is mainly reflected in the bridge deck damage caused by horizontal tension and vertical dislocation. For the construction of urban interchange spanning ground fissures, the interchange should be divided reasonably, a simple support structure with less restriction should be adopted, and the monitoring of supports should be strengthened to prevent the occurrence of beam falling.

Keywords: Bridge monitoring, ground fissures, typical disease, structural displacement.

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