Search results for: Congestion pricing
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 198

Search results for: Congestion pricing

168 SMCC: Self-Managing Congestion Control Algorithm

Authors: Sh. Jamali, A. Eftekhari

Abstract:

Transmission control protocol (TCP) Vegas detects network congestion in the early stage and successfully prevents periodic packet loss that usually occurs in TCP Reno. It has been demonstrated that TCP Vegas outperforms TCP Reno in many aspects. However, TCP Vegas suffers several problems that affect its congestion avoidance mechanism. One of the most important weaknesses in TCP Vegas is that alpha and beta depend on a good expected throughput estimate, which as we have seen, depends on a good minimum RTT estimate. In order to make the system more robust alpha and beta must be made responsive to network conditions (they are currently chosen statically). This paper proposes a modified Vegas algorithm, which can be adjusted to present good performance compared to other transmission control protocols (TCPs). In order to do this, we use PSO algorithm to tune alpha and beta. The simulation results validate the advantages of the proposed algorithm in term of performance.

Keywords: Self-managing, Congestion control, TCP.

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167 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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166 A Nodal Transmission Pricing Model based on Newly Developed Expressions of Real and Reactive Power Marginal Prices in Competitive Electricity Markets

Authors: Ashish Saini, A.K. Saxena

Abstract:

In competitive electricity markets all over the world, an adoption of suitable transmission pricing model is a problem as transmission segment still operates as a monopoly. Transmission pricing is an important tool to promote investment for various transmission services in order to provide economic, secure and reliable electricity to bulk and retail customers. The nodal pricing based on SRMC (Short Run Marginal Cost) is found extremely useful by researchers for sending correct economic signals. The marginal prices must be determined as a part of solution to optimization problem i.e. to maximize the social welfare. The need to maximize the social welfare subject to number of system operational constraints is a major challenge from computation and societal point of views. The purpose of this paper is to present a nodal transmission pricing model based on SRMC by developing new mathematical expressions of real and reactive power marginal prices using GA-Fuzzy based optimal power flow framework. The impacts of selecting different social welfare functions on power marginal prices are analyzed and verified with results reported in literature. Network revenues for two different power systems are determined using expressions derived for real and reactive power marginal prices in this paper.

Keywords: Deregulation, electricity markets, nodal pricing, social welfare function, short run marginal cost.

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165 Recent Outbreaks of Highly Pathogenic Avian Influenza Virus in Chickens and Ducks in Egypt: Pathological Study

Authors: A.A Abou-Rawash, H.S. Abd EL-Hamed. H A. Abd-Ellatieff, S. M. Elsamanoudy

Abstract:

Clinically, chickens showed progressively developed clinical signs represented by sever cyanosis of the comb and wattles with hemorrhage at the shanks, depression, and ruffling feathers with loss of appetite and high daily mortalities. The ducks showed severe neurological signs as torticollus, seizures and inability to stand with mild signs of diarrhea and depression. Grossly, chickens showed hemorrhages and congestion in most of the organs particularly lung, liver, spleen, trachea and kidney. The examined ducks showed multiple petechial hemorrhages, multifocal hemorrhagic necrosis in the pancreas, pulmonary edema, congestion and hemorrhage in meninges and congestion in the skeletal muscles. Histopathology revealed severe congestion and hemorrhages in most of the organs particularly lung, liver and kidney. Microscopic erosive tracheitis, sever pulmonary congestion and perivascular oedema and lymphogranulocytic pneumonia were constant. The liver showed hepatocyts necrosis and lympho-granulocytic infiltration. The kidney showed renal tubular necrosis and diffuse congestion. Multifocal, neuronal necrosis, hemorrhages, multifocal glial nodules, lympho- histiocytic perivascular cuffing, and occasional neuronophagia were observed in the cerebrum. Other organs showed moderate changes.

Keywords: Chicken, Ducks, H5N1 Avian Influenza, Pathology

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164 Pragati Node Popularity (PNP) Approach to Identify Congestion Hot Spots in MPLS

Authors: E. Ramaraj, A. Padmapriya

Abstract:

In large Internet backbones, Service Providers typically have to explicitly manage the traffic flows in order to optimize the use of network resources. This process is often referred to as Traffic Engineering (TE). Common objectives of traffic engineering include balance traffic distribution across the network and avoiding congestion hot spots. Raj P H and SVK Raja designed the Bayesian network approach to identify congestion hors pots in MPLS. In this approach for every node in the network the Conditional Probability Distribution (CPD) is specified. Based on the CPD the congestion hot spots are identified. Then the traffic can be distributed so that no link in the network is either over utilized or under utilized. Although the Bayesian network approach has been implemented in operational networks, it has a number of well known scaling issues. This paper proposes a new approach, which we call the Pragati (means Progress) Node Popularity (PNP) approach to identify the congestion hot spots with the network topology alone. In the new Pragati Node Popularity approach, IP routing runs natively over the physical topology rather than depending on the CPD of each node as in Bayesian network. We first illustrate our approach with a simple network, then present a formal analysis of the Pragati Node Popularity approach. Our PNP approach shows that for any given network of Bayesian approach, it exactly identifies the same result with minimum efforts. We further extend the result to a more generic one: for any network topology and even though the network is loopy. A theoretical insight of our result is that the optimal routing is always shortest path routing with respect to some considerations of hot spots in the networks.

Keywords: Conditional Probability Distribution, Congestion hotspots, Operational Networks, Traffic Engineering.

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163 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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162 In Search of a Suitable Neural Network Capable of Fast Monitoring of Congestion Level in Electric Power Systems

Authors: Pradyumna Kumar Sahoo, Prasanta Kumar Satpathy

Abstract:

This paper aims at finding a suitable neural network for monitoring congestion level in electrical power systems. In this paper, the input data has been framed properly to meet the target objective through supervised learning mechanism by defining normal and abnormal operating conditions for the system under study. The congestion level, expressed as line congestion index (LCI), is evaluated for each operating condition and is presented to the NN along with the bus voltages to represent the input and target data. Once, the training goes successful, the NN learns how to deal with a set of newly presented data through validation and testing mechanism. The crux of the results presented in this paper rests on performance comparison of a multi-layered feed forward neural network with eleven types of back propagation techniques so as to evolve the best training criteria. The proposed methodology has been tested on the standard IEEE-14 bus test system with the support of MATLAB based NN toolbox. The results presented in this paper signify that the Levenberg-Marquardt backpropagation algorithm gives best training performance of all the eleven cases considered in this paper, thus validating the proposed methodology.

Keywords: Line congestion index, critical bus, contingency, neural network.

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161 The Optimization of an Intelligent Traffic Congestion Level Classification from Motorists- Judgments on Vehicle's Moving Patterns

Authors: Thammasak Thianniwet, Satidchoke Phosaard, Wasan Pattara-Atikom

Abstract:

We proposed a technique to identify road traffic congestion levels from velocity of mobile sensors with high accuracy and consistent with motorists- judgments. The data collection utilized a GPS device, a webcam, and an opinion survey. Human perceptions were used to rate the traffic congestion levels into three levels: light, heavy, and jam. Then the ratings and velocity were fed into a decision tree learning model (J48). We successfully extracted vehicle movement patterns to feed into the learning model using a sliding windows technique. The parameters capturing the vehicle moving patterns and the windows size were heuristically optimized. The model achieved accuracy as high as 99.68%. By implementing the model on the existing traffic report systems, the reports will cover comprehensive areas. The proposed method can be applied to any parts of the world.

Keywords: intelligent transportation system (ITS), traffic congestion level, human judgment, decision tree (J48), geographic positioning system (GPS).

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160 DODR : Delay On-Demand Routing

Authors: Dong Wan-li, Gu Nai-jie, Tu Kun, Bi Kun, Liu Gang

Abstract:

As originally designed for wired networks, TCP (transmission control protocol) congestion control mechanism is triggered into action when packet loss is detected. This implicit assumption for packet loss mostly due to network congestion does not work well in Mobile Ad Hoc Network, where there is a comparatively high likelihood of packet loss due to channel errors and node mobility etc. Such non-congestion packet loss, when dealt with by congestion control mechanism, causes poor TCP performance in MANET. In this study, we continue to investigate the impact of the interaction between transport protocols and on-demand routing protocols on the performance and stability of 802.11 multihop networks. We evaluate the important wireless networking events caused routing change, and propose a cross layer method to delay the unnecessary routing changes, only need to add a sensitivity parameter α , which represents the on-demand routing-s reaction to link failure of MAC layer. Our proposal is applicable to the plain 802.11 networking environment, the simulation results that this method can remarkably improve the stability and performance of TCP without any modification on TCP and MAC protocol.

Keywords: Mobile ad hoc networks (MANET), on-demandrouting, performance, transmission control protocol (TCP).

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159 Overload Control in a SIP Signaling Network

Authors: Masataka Ohta

Abstract:

The Internet telephony employs a new type of Internet communication on which a mutual communication is realized by establishing sessions. Session Initiation Protocol (SIP) is used to establish sessions between end-users. For unreliable transmission (UDP), SIP message should be retransmitted when it is lost. The retransmissions increase a load of the SIP signaling network, and sometimes lead to performance degradation when a network is overloaded. The paper proposes an overload control for a SIP signaling network to protect from a performance degradation. Introducing two thresholds in a queue of a SIP proxy server, the SIP proxy server detects a congestion. Once congestion is detected, a SIP signaling network restricts to make new calls. The proposed overload control is evaluated using the network simulator (ns-2). With simulation results, the paper shows the proposed overload control works well.

Keywords: SIP signalling congestion overload control retransmission throughput simulation.

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158 Transmission Line Congestion Management Using Hybrid Fish-Bee Algorithm with Unified Power Flow Controller

Authors: P. Valsalal, S. Thangalakshmi

Abstract:

There is a widespread changeover in the electrical power industry universally from old-style monopolistic outline towards a horizontally distributed competitive structure to come across the demand of rising consumption. When the transmission lines of derestricted system are incapable to oblige the entire service needs, the lines are overloaded or congested. The governor between customer and power producer is nominated as Independent System Operator (ISO) to lessen the congestion without obstructing transmission line restrictions. Among the existing approaches for congestion management, the frequently used approaches are reorganizing the generation and load curbing. There is a boundary for reorganizing the generators, and further loads may not be supplemented with the prevailing resources unless more private power producers are added in the system by considerably raising the cost. Hence, congestion is relaxed by appropriate Flexible AC Transmission Systems (FACTS) devices which boost the existing transfer capacity of transmission lines. The FACTs device, namely, Unified Power Flow Controller (UPFC) is preferred, and the correct placement of UPFC is more vital and should be positioned in the highly congested line. Hence, the weak line is identified by using power flow performance index with the new objective function with proposed hybrid Fish – Bee algorithm. Further, the location of UPFC at appropriate line reduces the branch loading and minimizes the voltage deviation. The power transfer capacity of lines is determined with and without UPFC in the identified congested line of IEEE 30 bus structure and the simulated results are compared with prevailing algorithms. It is observed that the transfer capacity of existing line is increased with the presented algorithm and thus alleviating the congestion.

Keywords: Available line transfer capability, congestion management, FACTS device, hybrid fish-bee algorithm, ISO, UPFC.

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157 Optimal Route Policy in Air Traffic Control with Competing Airlines

Authors: Siliang Wang, Minghui Wang

Abstract:

This work proposes a novel market-based air traffic flow control model considering competitive airlines in air traffic network. In the flow model, an agent based framework for resources (link/time pair) pricing is described. Resource agent and auctioneer for groups of resources are also introduced to simulate the flow management in Air Traffic Control (ATC). Secondly, the distributed group pricing algorithm is introduced, which efficiently reflect the competitive nature of the airline industry. Resources in the system are grouped according to the degree of interaction, and each auctioneer adjust s the price of one group of resources respectively until the excess demand of resources becomes zero when the demand and supply of resources of the system changes. Numerical simulation results show the feasibility of solving the air traffic flow control problem using market mechanism and pricing algorithms on the air traffic network.

Keywords: Air traffic control, Nonlinear programming, Marketmechanism, Route policy.

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156 Time Organization for Urban Mobility Decongestion: A Methodology for People’s Profile Identification

Authors: Yassamina Berkane, Leïla Kloul, Yoann Demoli

Abstract:

Quality of life, environmental impact, congestion of mobility means, and infrastructures remain significant challenges for urban mobility. Solutions like car sharing, spatial redesign, eCommerce, and autonomous vehicles will likely increase the unit veh-km and the density of cars in urban traffic, thus reducing congestion. However, the impact of such solutions is not clear for researchers. Congestion arises from growing populations that must travel greater distances to arrive at similar locations (e.g., workplaces, schools) during the same time frame (e.g., rush hours). This paper first reviews the research and application cases of urban congestion methods through recent years. Rethinking the question of time, it then investigates people’s willingness and flexibility to adapt their arrival and departure times from workplaces. We use neural networks and methods of supervised learning to apply a methodology for predicting peoples’ intentions from their responses in a questionnaire. We created and distributed a questionnaire to more than 50 companies in the Paris suburb. Obtained results illustrate that our methodology can predict peoples’ intentions to reschedule their activities (work, study, commerce, etc.).

Keywords: Urban mobility, decongestion, machine learning, neural network.

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155 An Adverse Model for Price Discrimination in the Case of Monopoly

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

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154 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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153 Towards an AS Level Network Performance Model

Authors: Huan Xiong, Ming Chen

Abstract:

In order to research Internet quantificationally and better model the performance of network, this paper proposes a novel AS level network performance model (MNPM), it takes autonomous system (AS) as basic modeling unit, measures E2E performance between any two outdegrees of an AS and organizes measurement results into matrix form which called performance matrix (PM). Inter-AS performance calculation is defined according to performance information stored in PM. Simulation has been implemented to verify the correctness of MNPM and a practical application of MNPM (network congestion detection) is given.

Keywords: AS, network performance, model, metric, congestion.

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152 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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151 Traffic Congestion on Highways in Nigeria Causes, Effects and Remedies

Authors: Popoola M. O., Abiola S. O., Adeniji W. A.

Abstract:

This study investigates the causes, effects and remedies of traffic congestion which has become a common sight in most highways in Nigeria; Mowe/Ibafo section of the Lagos-Ibadan expressway was used as the case-study. 300 Structured questionnaires were distributed among the road users comprising drivers (Private and Commercial), passengers, pedestrians, traffic officers, church congregations, community leaders, Mowe/Ibafo residents, and other users of the road.

300 questionnaires were given out; the average of 276 well completed returned questionnaires formed the basis of the study and was analyzed by the Relative Importance Index (R.I.I.). The result from the study showed the causes of traffic congestion as inadequate road capacity, poor road pavement, poor traffic management, poor drainage system poor driving habit, poor parking habit, poor design junctions/round-about, presence of heavy trucks, lack of pedestrian facilities, lack of road furniture, lack of parking facilities and others. Effects of road congestion from the study are waste of time, delay movement, stress, accident, inability to forecast travel of time, fuel consumption, road rage, relocation, night driving, and environmental pollution. To drastically reduce these negative effects; there must be provision for adequate parking space, construction of proper drainage, enlarging the width of the road, rehabilitate all roads needing attention, public enlightenment, traffic education, hack down all illegal buildings/shops built on the right of way (ROW), create a separate/alternative root for trucks and heavy vehicles, provision of pedestrian facilities, In-depth training of transport/traffic personnel, ban all form of road trading/hawking, and reduce the number of bus-stop where necessary. It is hoped that this study will become the foundation of further research in the area of improve road traffic management on our major highway.

Keywords: Highways, Congestion, Traffic, Traffic congestion, traffic management, Nigeria.

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150 Barriers to Competitive Tenders in Building Conservation Works

Authors: Yoke-Mui Lim, Yahaya Ahmad

Abstract:

Conservation works in Malaysia that is procured by public organisation usually follow the traditional approach where the works are tendered based on Bills of Quantities (BQ). One of the purposes of tendering is to enable the selection of a competent contractor that offers a competitive price. While competency of the contractors are assessed by their technical knowledge, experience and track records, the assessment of pricing will be dependent on the tender amount. However, the issue currently faced by the conservation works sector is the difficulty in assessing the competitiveness and reasonableness of the tender amount due to the high variance between the tenders amount. Thus, this paper discusses the factors that cause difficulty to the tenderers in pricing competitively in a bidding exercise for conservation tenders. Data on tendering is collected from interviews with conservation works contractors to gain in-depth understanding of the barriers faced in pricing tenders of conservation works. Findings from the study lent support to the contention that the variance of tender amount is very high amongst tenderers. The factors identified in the survey are the format of BQ, hidden works, experience and labour and material costs.

Keywords: Building Conservation, Malaysia, Bill of Quantities, Tender.

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149 Mobility Analysis of the Population of Rabat-Salé-Zemmour-Zaer

Authors: F. Ghaiti

Abstract:

In this paper, we present the 2006 survey study origin destination and price that we carried out during 2006 fall in the area in the Moroccan region of Rabat-Salé-Zemmour-Zaer. The survey concerns the people-s characteristics, their displacements behavior and the price that they will be able to pay for a tramway ticket. The main objective is to study a set of relative features to the households and to their displacement's habits and to their choices among public and privet transport modes. A comparison between this survey results and that of the 1996's is made. A pricing scheme is also given according to the tram capacity. (The Rabat-Salé tramway is under construction right now and it will be operational beginning 2010).

Keywords: Matrix O/D, Theory of pricing, Urban transport survey.

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148 Data Traffic Dynamics and Saturation on a Single Link

Authors: Reginald D. Smith

Abstract:

The dynamics of User Datagram Protocol (UDP) traffic over Ethernet between two computers are analyzed using nonlinear dynamics which shows that there are two clear regimes in the data flow: free flow and saturated. The two most important variables affecting this are the packet size and packet flow rate. However, this transition is due to a transcritical bifurcation rather than phase transition in models such as in vehicle traffic or theorized large-scale computer network congestion. It is hoped this model will help lay the groundwork for further research on the dynamics of networks, especially computer networks.

Keywords: congestion, packet flow, Internet, traffic dynamics, transcritical bifurcation

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147 Quality Monitoring and Dynamic Pricing in Cold Chain Management

Authors: Myo Min Aung, Yoon Seok Chang, Woo Ram Kim

Abstract:

This paper presents a cold chain monitoring system which focuses on assessment of quality and dynamic pricing information about food in cold chain. Cold chain is composed of many actors and stages; however it can be seen as a single entity since a breakdown in temperature control at any stage can impact the final quality of the product. In a cold chain, the shelf life, quality, and safety of perishable food throughout the supply chain is greatly impacted by environmental factors especially temperature. In this paper, a prototype application is implemented to retrieve timetemperature history, the current quality and the dynamic price setting according to changing quality impacted by temperature fluctuations in real-time.

Keywords: Cold chain, monitoring, quality, temperature, traceability.

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146 The Use of Electronic Shelf Labels in the Retail Food Sector

Authors: Brent McKenzie, Victoria Taylor

Abstract:

The use of QR (Quick Response Codes) codes for customer scanning with mobile phones is a rapidly growing trend. The QR code can provide the consumer with product information, user guides, product use, competitive pricing, etc. One sector for QR use has been in retail, through the use of Electronic Shelf Labeling (henceforth, ESL). In Europe, the use of ESL for pricing has been in practice for a number of years but continues to lag in acceptance in North America. Stated concerns include costs as a key constraint, but there is also evidence that consumer acceptance represents a limitation as well. The purpose of this study is to present the findings of a consumer based study to gage the impact on their use in the retail food sector.

Keywords: Electronic shelf labels (ESL), consumer insights, retail food sector.

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145 Network State Classification based on the Statistical properties of RTT for an Adaptive Multi-State Proactive Transport Protocol for Satellite based Networks

Authors: Mohanchur Sakar, K.K.Shukla, K.S.Dasgupta

Abstract:

This paper attempts to establish the fact that Multi State Network Classification is essential for performance enhancement of Transport protocols over Satellite based Networks. A model to classify Multi State network condition taking into consideration both congestion and channel error is evolved. In order to arrive at such a model an analysis of the impact of congestion and channel error on RTT values has been carried out using ns2. The analysis results are also reported in the paper. The inference drawn from this analysis is used to develop a novel statistical RTT based model for multi state network classification. An Adaptive Multi State Proactive Transport Protocol consisting of Proactive Slow Start, State based Error Recovery, Timeout Action and Proactive Reduction is proposed which uses the multi state network state classification model. This paper also confirms through detail simulation and analysis that a prior knowledge about the overall characteristics of the network helps in enhancing the performance of the protocol over satellite channel which is significantly affected due to channel noise and congestion. The necessary augmentation of ns2 simulator is done for simulating the multi state network classification logic. This simulation has been used in detail evaluation of the protocol under varied levels of congestion and channel noise. The performance enhancement of this protocol with reference to established protocols namely TCP SACK and Vegas has been discussed. The results as discussed in this paper clearly reveal that the proposed protocol always outperforms its peers and show a significant improvement in very high error conditions as envisaged in the design of the protocol.

Keywords: GEO, ns2, Proactive TCP, SACK, Vegas

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144 Influence of Power Flow Controller on Energy Transaction Charges in Restructured Power System

Authors: Manisha Dubey, Gaurav Gupta, Anoop Arya

Abstract:

The demand for power supply increases day by day in developing countries like India henceforth demand of reactive power support in the form of ancillary services provider also has been increased. The multi-line and multi-type Flexible alternating current transmission system (FACTS) controllers are playing a vital role to regulate power flow through the transmission line. Unified power flow controller and interline power flow controller can be utilized to control reactive power flow through the transmission line. In a restructured power system, the demand of such controller is being popular due to their inherent capability. The transmission pricing by using reactive power cost allocation through modified matrix methodology has been proposed. The FACTS technologies have quite costly assembly, so it is very useful to apportion the expenses throughout the restructured electricity industry. Therefore, in this work, after embedding the FACTS devices into load flow, the impact on the costs allocated to users in fraction to the transmission framework utilization has been analyzed. From the obtained results, it is clear that the total cost recovery is enhanced towards the Reactive Power flow through the different transmission line for 5 bus test system. The fair pricing policy towards reactive power can be achieved by the proposed method incorporating FACTS controller towards cost recovery of the transmission network.

Keywords: Inter line power flow controller, Transmission Pricing, Unified power flow controller, cost allocation.

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143 The Guideline of Overall Competitive Advantage Promotion with Key Success Paths

Authors: M. F. Wu, F. T. Cheng, C. S. Wu, M. C. Tan

Abstract:

It is a critical time to upgrade technology and increase value added with manufacturing skills developing and management strategies that will highly satisfy the customers need in the precision machinery global market. In recent years, the supply side, each precision machinery manufacturers in each country are facing the pressures of price reducing from the demand side voices that pushes the high-end precision machinery manufacturers adopts low-cost and high-quality strategy to retrieve the market. Because of the trend of the global market, the manufacturers must take price reducing strategies and upgrade technology of low-end machinery for differentiations to consolidate the market.By using six key success factors (KSFs), customer perceived value, customer satisfaction, customer service, product design, product effectiveness and machine structure quality are causal conditions to explore the impact of competitive advantage of the enterprise, such as overall profitability and product pricing power. This research uses key success paths (KSPs) approach and f/s QCA software to explore various combinations of causal relationships, so as to fully understand the performance level of KSFs and business objectives in order to achieve competitive advantage. In this study, the combination of a causal relationships, are called Key Success Paths (KSPs). The key success paths guide the enterprise to achieve the specific outcomes of business. The findings of this study indicate that there are thirteen KSPs to achieve the overall profitability, sixteen KSPs to achieve the product pricing power and seventeen KSPs to achieve both overall profitability and pricing power of the enterprise. The KSPs provide the directions of resources integration and allocation, improve utilization efficiency of limited resources to realize the continuous vision of the enterprise.

Keywords: Precision Machinery Industry, Key Success Factors (KSPs), Key Success Paths (KSPs), Overall Profitability, Product Pricing Power, Competitive Advantages.

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142 Collaborative Mobile Device based Data Collection and Dissemination using MIH for Effective Emergency Management

Authors: Aiswaria Ramachandran, Balaji Haiharan

Abstract:

The importance of our country-s communication system is noticeable when a disaster occurs. The communication system in our country includes wired and wireless telephone networks, radio, satellite system and more increasingly internet. Even though our communication system is most extensive and dependable, extreme conditions can put a strain on them. Interoperability between heterogeneous wireless networks can be used to provide efficient communication for emergency first response. IEEE 802.21 specifies Media Independent Handover (MIH) services to enhance the mobile user experience by optimizing handovers between heterogeneous access networks. This paper presents an algorithm to improve congestion control in MIH framework. It is analytically shown that by including time factor in network selection we can optimize congestion in the network.

Keywords: Vertical Handoff, Heterogeneous Networks, MIH

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141 Bail-in Capital: The New Box

Authors: Manu Krishnan, Phil Jacoby

Abstract:

In this paper, we discuss the paradigm shift in bank capital from the “gone concern" to the “going concern" mindset. We then propose a methodology for pricing a product of this shift called Contingent Capital Notes (“CoCos"). The Merton Model can determine a price for credit risk by using the firm-s equity value as a call option on those assets. Our pricing methodology for CoCos also uses the credit spread implied by the Merton Model in a subsequent derivative form created by John Hull et al . Here, a market implied asset volatility is calculated by using observed market CDS spreads. This implied asset volatility is then used to estimate the probability of triggering a predetermined “contingency event" given the distanceto- trigger (DTT). The paper then investigates the effect of varying DTTs and recovery assumptions on the CoCo yield. We conclude with an investment rationale.

Keywords: CoCo, Contingent capital, Bank Capital, Tier1 Capital

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140 VFAST TCP: A delay-based enhanced version of FAST TCP

Authors: Salem Belhaj, Moncef Tagina

Abstract:

This paper is aimed at describing a delay-based endto- end (e2e) congestion control algorithm, called Very FAST TCP (VFAST), which is an enhanced version of FAST TCP. The main idea behind this enhancement is to smoothly estimate the Round-Trip Time (RTT) based on a nonlinear filter, which eliminates throughput and queue oscillation when RTT fluctuates. In this context, an evaluation of the suggested scheme through simulation is introduced, by comparing our VFAST prototype with FAST in terms of throughput, queue behavior, fairness, stability, RTT and adaptivity to changes in network. The achieved simulation results indicate that the suggested protocol offer better performance than FAST TCP in terms of RTT estimation and throughput.

Keywords: Fast tcp, RTT, delay estimation, delay-based congestion control, high speed TCP, large bandwidth delay product.

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139 Certain Important Aspects of Cost Contribution Arrangements in Financial Management

Authors: Tomáš Brabenec

Abstract:

Cost contribution arrangements (CCAs) and Cost sharing agreements (CCAs) belong to the tools of modern finance management. Costs spend by associated enterprises on developing producing or obtaining assets, services or rights (in general - benefits) are used for tax optimizing too. The main purpose of joint research and development, producing or obtaining benefits is to lower these costs as much as possible or to maximize the benefits. In this article is mentioned the problematic of transfer pricing and arm's length principle with connection of CCAs, CSAs. Next, there is mentioned how to settle participation shares of the total cost and benefits contributions with respect to the OECD Transfer pricing for MNEs Guidelines and with respect to other significant regulations.

Keywords: Arm's length principle, Cost contribution arrangements, Cost sharing agreements, Reasonable anticipated benefits, Relevant costs, Transfer prices.

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