Search results for: David C. Levy

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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Authors: Jie Cai, David C. Levy

Abstract:

Electronic nose (array of chemical sensors) are widely used in food industry and pollution control. Also it could be used to locate or detect the direction of the source of emission odors. Usually this task is performed by electronic nose (ENose) cooperated with mobile vehicles, but when a source is instantaneous or surrounding is hard for vehicles to reach, problem occurs. Thus a method for stationary ENose to detect the direction of the source and locate the source will be required. A novel method which uses the ratio between the responses of different sensors as a discriminant to determine the direction of source in natural wind surroundings is presented in this paper. The result shows that the method is accurate and easily to be implemented. This method could be also used in movably, as an optimized algorithm for robot tracking source location.

Keywords: Electronic nose, Nature wind situation, Source direction detection.

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Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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Authors: Dong He Nam, Eric C. Mousset, David C. Levy

Abstract:

The evolution of current modeling specifications gives rise to the problem of generating automated test cases from a variety of application tools. Past endeavours on behavioural testing of UML statecharts have not systematically leveraged the potential of existing graph theory for testing of objects. Therefore there exists a need for a simple, tool-independent, and effective method for automatic test generation. An architecture, codenamed ACUTE-J (Automated stateChart Unit Testing Engine for Java), for automating the unit test generation process is presented. A sequential approach for converting UML statechart diagrams to JUnit test classes is described, with the application of existing graph theory. Research byproducts such as a universal XML Schema and API for statechart-driven testing are also proposed. The result from a Java implementation of ACUTE-J is discussed in brief. The Chinese Postman algorithm is utilised as an illustration for a run-through of the ACUTE-J architecture.

Keywords: Automated testing, model based testing, statechart testing, UML, unit testing.

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Authors: David C. White

Abstract:

This paper describes the architectural design considerations for building a new class of application, a Personal Knowledge Integrator and a particular example a Knowledge Theatre. It then supports this description by describing a scenario of a child acquiring knowledge and how this process could be augmented by the proposed architecture and design of a Knowledge Theatre. David Merrill-s first “principles of instruction" are kept in focus to provide a background to view the learning potential.

Keywords: Knowledge, personal, open data, visualization, learning, teaching

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Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how to achieve knowledge understanding and prediction (Situation Awareness (SA)) for multiple-agents conducting searching activity using Bayesian inferential reasoning and learning. Bayesian Belief Network was used to monitor agents' knowledge about their environment, and cases are recorded for the network training using expectation-maximisation or gradient descent algorithm. The well trained network will be used for decision making and environmental situation prediction. Forest fire searching by multiple UAVs was the use case. UAVs are tasked to explore a forest and find a fire for urgent actions by the fire wardens. The paper focused on two problems: (i) effective agents’ path planning strategy and (ii) knowledge understanding and prediction (SA). The path planning problem by inspiring animal mode of foraging using Lévy distribution augmented with Bayesian reasoning was fully described in this paper. Results proof that the Lévy flight strategy performs better than the previous fixed-pattern (e.g., parallel sweeps) approaches in terms of energy and time utilisation. We also introduced a waypoint assessment strategy called k-previous waypoints assessment. It improves the performance of the ordinary levy flight by saving agent’s resources and mission time through redundant search avoidance. The agents (UAVs) are to report their mission knowledge at the central server for interpretation and prediction purposes. Bayesian reasoning and learning were used for the SA and results proof effectiveness in different environments scenario in terms of prediction and effective knowledge representation. The prediction accuracy was measured using learning error rate, logarithm loss, and Brier score and the result proves that little agents mission that can be used for prediction within the same or different environment. Finally, we described a situation-based knowledge visualization and prediction technique for heterogeneous multi-UAV mission. While this paper proves linkage of Bayesian reasoning and learning with SA and effective searching strategy, future works is focusing on simplifying the architecture.

Keywords: Lèvy flight, situation awareness, multi-agent system, multi-robot coordination, autonomous system, swarm intelligence.

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Authors: Tony Austin, Shanghua Sun, Nathan Lea, Steve Iliffe, Dipak Kalra, David Ingram, David Patterson

Abstract:

Computer-based decision support (CDSS) systems can deliver real patient care and increase chances of long-term survival in areas of chronic disease management prone to poor control. One such CDSS, for the management of warfarin, is described in this paper and the outcomes shown. Data is derived from the running system and show a performance consistently around 20% better than the applicable guidelines.

Keywords: "Decision Support", "Anticoagulant Control"

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Authors: A. Kayes, D. Christopher Kayes

Abstract:

In this paper, we rely on the story of the late British weapons inspector David Kelly to illustrate how sensemaking can inform the study of the ethics of suppression of dissent. Using archival data, we reconstruct Dr. Kelly-s key responsibilities as a weapons inspector and government employee. We begin by clarifying the concept of dissent and how it is a useful organizational process. We identify the various ways that dissent has been discussed in the organizational literature and reconsider the process of sensemaking. We conclude that suppression of opinions that deviate from the majority is part of the identity maintenance of the sensemaking process. We illustrate the prevention of dissent in organizations consists of a set of unsatisfactory trade-offs.

Keywords: ethics, dissent, suppression, sensemaking

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Authors: Jason P. Michaud, Connor P. Speer, David A. Miller, David S. Nobes

Abstract:

An experimental study on finned-tube radiators has been conducted. Three radiators found in desktop computers sized for 120 mm fans were tested in steady and pulsatile flows of ambient air over a Reynolds number range of  50 < Re < 900. Water at 60 °C was circulated through the radiators to maintain a constant fin temperature during the tests. For steady flow, it was found that the heat transfer rate increased linearly with the mass flow rate of air. The pulsatile flow experiments showed that frequency of pulsation had a negligible effect on the heat transfer rate for the range of frequencies tested (0.5 Hz – 2.5 Hz). For all three radiators, the heat transfer rate was decreased in the case of pulsatile flow. Linear heat transfer correlations for steady and pulsatile flow were calculated in terms of Reynolds number and Nusselt number.

Keywords: Finned-tube heat exchangers, radiators, heat transfer correlations, pulsatile flow, computer radiators.

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Authors: David J. Chato, John B. McQuillen, Brian J.Motil, David F. Chao, Nengli Zhang

Abstract:

In order to better understand the performance of screen channel liquid acquisition devices (LADs) in liquid oxygen (LOX), a computational fluid dynamics (CFD) simulation of LOX passing through a LAD screen channel was conducted. In the simulation, the screen is taken as a 'porous jump' where the pressure drop across the screen depends on the incoming velocity and is formulated by Δp = Av + Bv2 . The CFD simulation reveals the importance of the pressure losses due to the flow entering from across the screen and impacting and merging with the channel flow and the vortices in the channel to the cumulative flow resistance. In fact, both the flow resistance of flows impact and mergence and the resistance created by vortices are much larger than the friction and dynamic pressure losses in the channel and are comparable to the flow resistance across the screen. Therefore, these resistances in the channel must be considered as part of the evaluation for the LAD channel performance. For proper operation of a LAD in LOX these resistances must be less than the bubble point pressure for the screen channel in LOX. The simulation also presents the pressure and velocity distributions within the LAD screen channel, expanding the understanding of the fluid flow characteristics within the channel.

Keywords: Liquid acquisition devices, liquid oxygen, pressure drop, vortex, bubble point, flow rate limitation.

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Authors: I. Brandys, M. Levy, K. Harush, Y. Haim, M. Korngold

Abstract:

Theoretical optimization of a copper-water negative inclination heat pipe with internal composite wick structure had been performed, regarding a new introduced parameter: the ratio between the coarse mesh wraps and the fine mesh wraps of the composite wick. Since in many cases, the design of a heat pipe matches specific thermal requirements and physical limitations, this work demonstrates the optimization of a 1m length, 8mm internal diameter heat pipe without an adiabatic section, at a negative inclination angle of -10º. The optimization is based on a new introduced parameter, LR: the ratio between the coarse mesh wraps and the fine mesh wraps.

Keywords: Heat pipe, inclination, optimization, ratio.

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Authors: M. Saravanan, J. Raja Murugadoss, V. Jayanthi

Abstract:

Optimal design of structure has a main role in reduction of material usage which leads to deduction in the final cost of construction projects. Evolutionary approaches are found to be more successful techniques for solving size and shape structural optimization problem since it uses a stochastic random search instead of a gradient search. By reviewing the recent literature works the problem found was the optimization of weight. A new meta-heuristic algorithm called as Cuckoo Search (CS) Algorithm has used for the optimization of the total weight of the truss structures. This paper has used set of 10 bars and 25 bars trusses for the testing purpose. The main objective of this work is to reduce the number of iterations, weight and the total time consumption. In order to demonstrate the effectiveness of the present method, minimum weight design of truss structures is performed and the results of the CS are compared with other algorithms.

Keywords: Cuckoo search algorithm, levy’s flight, meta-heuristic, optimal weight.

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Authors: N. Arulanand, K. Premalatha

Abstract:

Bloom filter is a probabilistic and memory efficient data structure designed to answer rapidly whether an element is present in a set. It tells that the element is definitely not in the set but its presence is with certain probability. The trade-off to use Bloom filter is a certain configurable risk of false positives. The odds of a false positive can be made very low if the number of hash function is sufficiently large. For spam detection, weight is attached to each set of elements. The spam weight for a word is a measure used to rate the e-mail. Each word is assigned to a Bloom filter based on its weight. The proposed work introduces an enhanced concept in Bloom filter called Bin Bloom Filter (BBF). The performance of BBF over conventional Bloom filter is evaluated under various optimization techniques. Real time data set and synthetic data sets are used for experimental analysis and the results are demonstrated for bin sizes 4, 5, 6 and 7. Finally analyzing the results, it is found that the BBF which uses heuristic techniques performs better than the traditional Bloom filter in spam detection.

Keywords: Cuckoo search algorithm, levy’s flight, metaheuristic, optimal weight.

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Authors: David J. Russell SC

Abstract:

Widespread use of asbestos over the last century has left a terrible legacy of lung disease. Doctors knew of the health risks long ago, but almost nothing was done to protect workers and the public. Some aspects of nanotechnology may have risks similar to asbestos.

Keywords: Asbestos, causation, nanotechnology.

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Authors: B. Bagheri Nakhjavanlo, T. S. Ellis, P.Raoofi, Sh.ziari

Abstract:

This paper presents an application of level sets for the segmentation of abdominal and thoracic aortic aneurysms in CTA datasets. An important challenge in reliably detecting aortic is the need to overcome problems associated with intensity inhomogeneities. Level sets are part of an important class of methods that utilize partial differential equations (PDEs) and have been extensively applied in image segmentation. A kernel function in the level set formulation aids the suppression of noise in the extracted regions of interest and then guides the motion of the evolving contour for the detection of weak boundaries. The speed of curve evolution has been significantly improved with a resulting decrease in segmentation time compared with previous implementations of level sets, and are shown to be more effective than other approaches in coping with intensity inhomogeneities. We have applied the Courant Friedrichs Levy (CFL) condition as stability criterion for our algorithm.

Keywords: Image segmentation, Level-sets, Local fitting binary, Thoracic aorta.

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Authors: David Sherwell, Vivien Visaya

Abstract:

We consider the topological entropy of maps that in general, cannot be described by one-dimensional dynamics. In particular, we show that for a multivalued map F generated by singlevalued maps, the topological entropy of any of the single-value map bounds the topological entropy of F from below.

Keywords: Multivalued maps, Topological entropy, Selectors

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Authors: Mohammed A. Abutheraa, David Lester

Abstract:

We show that Chebyshev Polynomials are a practical representation of computable functions on the computable reals. The paper presents error estimates for common operations and demonstrates that Chebyshev Polynomial methods would be more efficient than Taylor Series methods for evaluation of transcendental functions.

Keywords: Approximation Theory, Chebyshev Polynomial, Computable Functions, Computable Real Arithmetic, Integration, Numerical Analysis.

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Authors: Shonak Bansal, Prince Jain, Arun Kumar Singh, Neena Gupta

Abstract:

Recently nature–inspired algorithms have widespread use throughout the tough and time consuming multi–objective scientific and engineering design optimization problems. In this paper, we present extended forms of firefly algorithm to find optimal Golomb ruler (OGR) sequences. The OGRs have their one of the major application as unequally spaced channel–allocation algorithm in optical wavelength division multiplexing (WDM) systems in order to minimize the adverse four–wave mixing (FWM) crosstalk effect. The simulation results conclude that the proposed optimization algorithm has superior performance compared to the existing conventional computing and nature–inspired optimization algorithms to find OGRs in terms of ruler length, total optical channel bandwidth and computation time.

Keywords: Channel allocation, conventional computing, four–wave mixing, nature–inspired algorithm, optimal Golomb ruler, Lévy flight distribution, optimization, improved multi–objective Firefly algorithms, Pareto optimal.

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Authors: David Kubát

Abstract:

This paper suggests using smartphones and community GPS application to make alerts more accurate and therefore positively influence the entire warning process. The paper is based on formerly published paper describing a Radio-HELP system. It summarizes existing methods and lists the advantages of proposed solution. The paper analyzes the advantages and disadvantages of each possible input, processing and output of the warning system.

Keywords: e-Call, warning, information, Radio-Help, WAZE

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Authors: András Szekrényes

Abstract:

Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.

Keywords: J-integral, Lévy method, third-order shell theory, state space solution.

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Authors: Galeano R. Katherine, Rincon L. David, Luengas C. Lely

Abstract:

This paper describes the development of an electronic instrument that looks like a flute, which is able to sense the basic musical notes being executed by a specific user. The principal function of the instrument is to teach how to play a flute. This device will generate a significant academic impact, in a field of virtual reality interactive that combine art and technology. With this example is expected to contribute in research and implementation of teaching devices around the world.

Keywords: Flute, Hardware, Learning, Virtual Reality.

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Authors: David G. Maxínez, Francisco Javier Sánchez Rangel, Guillermo Castillo Tapia, Petra Baldovinos Noyola, M. Antonieta García Galván, Moisés G Sierra

Abstract:

Describes the current situation of educational Robotics "the State of the art" its concept, its evolution their niches of opportunity, academic and business and the importance of education and academic outreach. It shows that the development of high-tech automated educational materials influence the teaching-learning process and that communication between machines and humans is a reality.

Keywords: Education, robotics, robots, technology, innovation, educational constructivism

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Authors: Mario Gonzalez, David Dominguez, Francisco B. Rodriguez

Abstract:

An attractor neural network on the small-world topology is studied. A learning pattern is presented to the network, then a stimulus carrying local information is applied to the neurons and the retrieval of block-like structure is investigated. A synaptic noise decreases the memory capability. The change of stability from local to global attractors is shown to depend on the long-range character of the network connectivity.

Keywords: Hebbian learning, image recognition, small world, spatial information.

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Authors: Hui Wang, Harish Padmanabhan, David Thomson, Krassen Dimitrov

Abstract:

Two optimized strategies were successfully established to develop biomolecule-based magnetic nanoassemblies. Streptavidin-coated and amine-coated magnetic nanoparticles were chosen as model scaffolds onto which double-stranded DNA and human immunoglobulin G were specifically conjugated in succession, using biotin-streptavidin interaction or covalent cross-linkers. The success of this study opens the prospect of developing selective and sensitive nanoparticle-based structures for diagnostics or drug delivery.

Keywords: Antibody, DNA, linker, magnetic nanoparticles, streptavidin

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Authors: Gianluca Cornetta, David J. Santos, Balwant Godara

Abstract:

A 1.2 V, 0.61 mA bias current, low noise amplifier (LNA) suitable for low-power applications in the 2.4 GHz band is presented. Circuit has been implemented, laid out and simulated using a UMC 130 nm RF-CMOS process. The amplifier provides a 13.3 dB power gain a noise figure NF< 2.28 dB and a 1-dB compression point of -15.69 dBm, while dissipating 0.74 mW. Such performance make this design suitable for wireless sensor networks applications such as ZigBee.

Keywords: Current Reuse, IEEE 802.15.4 (ZigBee), Low NoiseAmplifiers, Wireless Sensor Networks.

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Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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Authors: Arthur David Snider, Laiq Azam

Abstract:

The classic problem of recovering arbitrary values of a band-limited signal from its samples has an added complication in software radio applications; namely, the resampling calculations inevitably fold aliases of the analog signal back into the original bandwidth. The phenomenon is quantified by the spur-free dynamic range. We demonstrate how a novel application of the Remez (Parks- McClellan) algorithm permits optimal signal recovery and SFDR, far surpassing state-of-the-art resamplers.

Keywords: Sampling methods, Signal sampling, Digital radio, Digital-analog conversion.

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Authors: Azeddine Ghodbane, David Bensoussan, Maher Hammami

Abstract:

In this study, we introduce an alternative adaptive architecture that enhances both time and frequency performance, helpfully mitigating the effects of disturbances from the input plant and external disturbances affecting the output. To facilitate superior performance in both the time and frequency domains, we have developed a user-friendly interactive design methods using the GeoGebra platform.

Keywords: Control theory, decentralized control, sensitivity theory, input-output stability theory, robust multivariable feedback control design.

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Authors: Adrian Perreau de Pinninck, David Dupplaw, Spyros Kotoulas, Ronny Siebes

Abstract:

Web services are pieces of software that can be invoked via a standardized protocol. They can be combined via formalized taskflow languages. The Open Knowledge system is a fully distributed system using P2P technology, that allows users to publish the setaskflows, and programmers to register their web services or publish implementations of them, for the roles described in these workflows.Besides this, the system offers the functionality to select a peer that could coordinate such an interaction model and inform web services when it is their 'turn'. In this paper we describe the architecture and implementation of the Open Knowledge Kernel which provides the core functionality of the Open Knowledge system.

Keywords: Architecture, P2P, Web Services, Semantic Web

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Authors: Galeano R. Katherine, Rincon L. David, Luengas. Lely, Guevara. Juan Carlos

Abstract:

The following paper shows an interactive tool which main purpose is to teach how to play a flute. It consists of three stages the first one is the instruction and teaching process through a software application, the second is the practice part when the user starts to play the flute (hardware specially designed for this application) this flute is capable of capturing how is being played the flute and the final stage is the one in which the data captured are sent to the software and the user is evaluated in order to give him / she a correction or an acceptance

Keywords: acoustoelectric devices, computer applications, learning systems, music, technological innovation, virtual reality

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