Search results for: Discriminative Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7387

Search results for: Discriminative Model

7387 Vision Based Hand Gesture Recognition Using Generative and Discriminative Stochastic Models

Authors: Mahmoud Elmezain, Samar El-shinawy

Abstract:

Many approaches to pattern recognition are founded on probability theory, and can be broadly characterized as either generative or discriminative according to whether or not the distribution of the image features. Generative and discriminative models have very different characteristics, as well as complementary strengths and weaknesses. In this paper, we study these models to recognize the patterns of alphabet characters (A-Z) and numbers (0-9). To handle isolated pattern, generative model as Hidden Markov Model (HMM) and discriminative models like Conditional Random Field (CRF), Hidden Conditional Random Field (HCRF) and Latent-Dynamic Conditional Random Field (LDCRF) with different number of window size are applied on extracted pattern features. The gesture recognition rate is improved initially as the window size increase, but degrades as window size increase further. Experimental results show that the LDCRF is the best in terms of results than CRF, HCRF and HMM at window size equal 4. Additionally, our results show that; an overall recognition rates are 91.52%, 95.28%, 96.94% and 98.05% for CRF, HCRF, HMM and LDCRF respectively.

Keywords: Statistical Pattern Recognition, Generative Model, Discriminative Model, Human Computer Interaction.

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7386 Relevant LMA Features for Human Motion Recognition

Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

Abstract:

Motion recognition from videos is actually a very complex task due to the high variability of motions. This paper describes the challenges of human motion recognition, especially motion representation step with relevant features. Our descriptor vector is inspired from Laban Movement Analysis method. We propose discriminative features using the Random Forest algorithm in order to remove redundant features and make learning algorithms operate faster and more effectively. We validate our method on MSRC-12 and UTKinect datasets.

Keywords: Human motion recognition, Discriminative LMA features, random forest, features reduction.

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7385 A Content Vector Model for Text Classification

Authors: Eric Jiang

Abstract:

As a popular rank-reduced vector space approach, Latent Semantic Indexing (LSI) has been used in information retrieval and other applications. In this paper, an LSI-based content vector model for text classification is presented, which constructs multiple augmented category LSI spaces and classifies text by their content. The model integrates the class discriminative information from the training data and is equipped with several pertinent feature selection and text classification algorithms. The proposed classifier has been applied to email classification and its experiments on a benchmark spam testing corpus (PU1) have shown that the approach represents a competitive alternative to other email classifiers based on the well-known SVM and naïve Bayes algorithms.

Keywords: Feature Selection, Latent Semantic Indexing, Text Classification, Vector Space Model.

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7384 Variational Explanation Generator: Generating Explanation for Natural Language Inference Using Variational Auto-Encoder

Authors: Zhen Cheng, Xinyu Dai, Shujian Huang, Jiajun Chen

Abstract:

Recently, explanatory natural language inference has attracted much attention for the interpretability of logic relationship prediction, which is also known as explanation generation for Natural Language Inference (NLI). Existing explanation generators based on discriminative Encoder-Decoder architecture have achieved noticeable results. However, we find that these discriminative generators usually generate explanations with correct evidence but incorrect logic semantic. It is due to that logic information is implicitly encoded in the premise-hypothesis pairs and difficult to model. Actually, logic information identically exists between premise-hypothesis pair and explanation. And it is easy to extract logic information that is explicitly contained in the target explanation. Hence we assume that there exists a latent space of logic information while generating explanations. Specifically, we propose a generative model called Variational Explanation Generator (VariationalEG) with a latent variable to model this space. Training with the guide of explicit logic information in target explanations, latent variable in VariationalEG could capture the implicit logic information in premise-hypothesis pairs effectively. Additionally, to tackle the problem of posterior collapse while training VariaztionalEG, we propose a simple yet effective approach called Logic Supervision on the latent variable to force it to encode logic information. Experiments on explanation generation benchmark—explanation-Stanford Natural Language Inference (e-SNLI) demonstrate that the proposed VariationalEG achieves significant improvement compared to previous studies and yields a state-of-the-art result. Furthermore, we perform the analysis of generated explanations to demonstrate the effect of the latent variable.

Keywords: Natural Language Inference, explanation generation, variational auto-encoder, generative model.

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7383 Prediction of Writer Using Tamil Handwritten Document Image Based on Pooled Features

Authors: T. Thendral, M. S. Vijaya, S. Karpagavalli

Abstract:

Tamil handwritten document is taken as a key source of data to identify the writer. Tamil is a classical language which has 247 characters include compound characters, consonants, vowels and special character. Most characters of Tamil are multifaceted in nature. Handwriting is a unique feature of an individual. Writer may change their handwritings according to their frame of mind and this place a risky challenge in identifying the writer. A new discriminative model with pooled features of handwriting is proposed and implemented using support vector machine. It has been reported on 100% of prediction accuracy by RBF and polynomial kernel based classification model.

Keywords: Classification, Feature extraction, Support vector machine, Training, Writer.

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7382 Prediction of Writer Using Tamil Handwritten Document Image Based on Pooled Features

Authors: T. Thendral, M. S. Vijaya, S. Karpagavalli

Abstract:

Tamil handwritten document is taken as a key source of data to identify the writer. Tamil is a classical language which has 247 characters include compound characters, consonants, vowels and special character. Most characters of Tamil are multifaceted in nature. Handwriting is a unique feature of an individual. Writer may change their handwritings according to their frame of mind and this place a risky challenge in identifying the writer. A new discriminative model with pooled features of handwriting is proposed and implemented using support vector machine. It has been reported on 100% of prediction accuracy by RBF and polynomial kernel based classification model.

Keywords: Classification, Feature extraction, Support vector machine, Training, Writer.

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7381 A Deep-Learning Based Prediction of Pancreatic Adenocarcinoma with Electronic Health Records from the State of Maine

Authors: Xiaodong Li, Peng Gao, Chao-Jung Huang, Shiying Hao, Xuefeng B. Ling, Yongxia Han, Yaqi Zhang, Le Zheng, Chengyin Ye, Modi Liu, Minjie Xia, Changlin Fu, Bo Jin, Karl G. Sylvester, Eric Widen

Abstract:

Predicting the risk of Pancreatic Adenocarcinoma (PA) in advance can benefit the quality of care and potentially reduce population mortality and morbidity. The aim of this study was to develop and prospectively validate a risk prediction model to identify patients at risk of new incident PA as early as 3 months before the onset of PA in a statewide, general population in Maine. The PA prediction model was developed using Deep Neural Networks, a deep learning algorithm, with a 2-year electronic-health-record (EHR) cohort. Prospective results showed that our model identified 54.35% of all inpatient episodes of PA, and 91.20% of all PA that required subsequent chemoradiotherapy, with a lead-time of up to 3 months and a true alert of 67.62%. The risk assessment tool has attained an improved discriminative ability. It can be immediately deployed to the health system to provide automatic early warnings to adults at risk of PA. It has potential to identify personalized risk factors to facilitate customized PA interventions.

Keywords: Cancer prediction, deep learning, electronic health records, pancreatic adenocarcinoma.

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7380 Face Recognition Using Double Dimension Reduction

Authors: M. A Anjum, M. Y. Javed, A. Basit

Abstract:

In this paper a new approach to face recognition is presented that achieves double dimension reduction making the system computationally efficient with better recognition results. In pattern recognition techniques, discriminative information of image increases with increase in resolution to a certain extent, consequently face recognition results improve with increase in face image resolution and levels off when arriving at a certain resolution level. In the proposed model of face recognition, first image decimation algorithm is applied on face image for dimension reduction to a certain resolution level which provides best recognition results. Due to better computational speed and feature extraction potential of Discrete Cosine Transform (DCT) it is applied on face image. A subset of coefficients of DCT from low to mid frequencies that represent the face adequately and provides best recognition results is retained. A trade of between decimation factor, number of DCT coefficients retained and recognition rate with minimum computation is obtained. Preprocessing of the image is carried out to increase its robustness against variations in poses and illumination level. This new model has been tested on different databases which include ORL database, Yale database and a color database. The proposed technique has performed much better compared to other techniques. The significance of the model is two fold: (1) dimension reduction up to an effective and suitable face image resolution (2) appropriate DCT coefficients are retained to achieve best recognition results with varying image poses, intensity and illumination level.

Keywords: Biometrics, DCT, Face Recognition, Feature extraction.

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7379 A New Approach to Face Recognition Using Dual Dimension Reduction

Authors: M. Almas Anjum, M. Younus Javed, A. Basit

Abstract:

In this paper a new approach to face recognition is presented that achieves double dimension reduction, making the system computationally efficient with better recognition results and out perform common DCT technique of face recognition. In pattern recognition techniques, discriminative information of image increases with increase in resolution to a certain extent, consequently face recognition results change with change in face image resolution and provide optimal results when arriving at a certain resolution level. In the proposed model of face recognition, initially image decimation algorithm is applied on face image for dimension reduction to a certain resolution level which provides best recognition results. Due to increased computational speed and feature extraction potential of Discrete Cosine Transform (DCT), it is applied on face image. A subset of coefficients of DCT from low to mid frequencies that represent the face adequately and provides best recognition results is retained. A tradeoff between decimation factor, number of DCT coefficients retained and recognition rate with minimum computation is obtained. Preprocessing of the image is carried out to increase its robustness against variations in poses and illumination level. This new model has been tested on different databases which include ORL , Yale and EME color database.

Keywords: Biometrics, DCT, Face Recognition, Illumination, Computation, Feature extraction.

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7378 Identifying New Sequence Features for Exon-Intron Discrimination by Rescaled-Range Frameshift Analysis

Authors: Sing-Wu Liou, Yin-Fu Huang

Abstract:

For identifying the discriminative sequence features between exons and introns, a new paradigm, rescaled-range frameshift analysis (RRFA), was proposed. By RRFA, two new sequence features, the frameshift sensitivity (FS) and the accumulative penta-mer complexity (APC), were discovered which were further integrated into a new feature of larger scale, the persistency in anti-mutation (PAM). The feature-validation experiments were performed on six model organisms to test the power of discrimination. All the experimental results highly support that FS, APC and PAM were all distinguishing features between exons and introns. These identified new sequence features provide new insights into the sequence composition of genes and they have great potentials of forming a new basis for recognizing the exonintron boundaries in gene sequences.

Keywords: Exon-Intron Discrimination, Rescaled-Range Frameshift Analysis, Frameshift Sensitivity, Accumulative Sequence Complexity

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7377 A Fast Sign Localization System Using Discriminative Color Invariant Segmentation

Authors: G.P. Nguyen, H.J. Andersen

Abstract:

Building intelligent traffic guide systems has been an interesting subject recently. A good system should be able to observe all important visual information to be able to analyze the context of the scene. To do so, signs in general, and traffic signs in particular, are usually taken into account as they contain rich information to these systems. Therefore, many researchers have put an effort on sign recognition field. Sign localization or sign detection is the most important step in the sign recognition process. This step filters out non informative area in the scene, and locates candidates in later steps. In this paper, we apply a new approach in detecting sign locations using a new color invariant model. Experiments are carried out with different datasets introduced in other works where authors claimed the difficulty in detecting signs under unfavorable imaging conditions. Our method is simple, fast and most importantly it gives a high detection rate in locating signs.

Keywords: Sign localization, color-based segmentation.

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7376 Hybrid Feature and Adaptive Particle Filter for Robust Object Tracking

Authors: Xinyue Zhao, Yutaka Satoh, Hidenori Takauji, Shun'ichi Kaneko

Abstract:

A hybrid feature based adaptive particle filter algorithm is presented for object tracking in real scenarios with static camera. The hybrid feature is combined by two effective features: the Grayscale Arranging Pairs (GAP) feature and the color histogram feature. The GAP feature has high discriminative ability even under conditions of severe illumination variation and dynamic background elements, while the color histogram feature has high reliability to identify the detected objects. The combination of two features covers the shortage of single feature. Furthermore, we adopt an updating target model so that some external problems such as visual angles can be overcame well. An automatic initialization algorithm is introduced which provides precise initial positions of objects. The experimental results show the good performance of the proposed method.

Keywords: Hybrid feature, adaptive Particle Filter, robust Object Tracking, Grayscale Arranging Pairs (GAP) feature.

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7375 Clustered Signatures for Modeling and Recognizing 3D Rigid Objects

Authors: H. B. Darbandi, M. R. Ito, J. Little

Abstract:

This paper describes a probabilistic method for three-dimensional object recognition using a shared pool of surface signatures. This technique uses flatness, orientation, and convexity signatures that encode the surface of a free-form object into three discriminative vectors, and then creates a shared pool of data by clustering the signatures using a distance function. This method applies the Bayes-s rule for recognition process, and it is extensible to a large collection of three-dimensional objects.

Keywords: Object recognition, modeling, classification, computer vision.

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7374 Visual Search Based Indoor Localization in Low Light via RGB-D Camera

Authors: Yali Zheng, Peipei Luo, Shinan Chen, Jiasheng Hao, Hong Cheng

Abstract:

Most of traditional visual indoor navigation algorithms and methods only consider the localization in ordinary daytime, while we focus on the indoor re-localization in low light in the paper. As RGB images are degraded in low light, less discriminative infrared and depth image pairs are taken, as the input, by RGB-D cameras, the most similar candidates, as the output, are searched from databases which is built in the bag-of-word framework. Epipolar constraints can be used to relocalize the query infrared and depth image sequence. We evaluate our method in two datasets captured by Kinect2. The results demonstrate very promising re-localization results for indoor navigation system in low light environments.

Keywords: Indoor navigation, low light, RGB-D camera, vision based.

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7373 A Survey of Model Comparison Strategies and Techniques in Model Driven Engineering

Authors: Junaid Rashid, Waqar Mehmood, Muhammad Wasif Nisar

Abstract:

This survey paper shows the recent state of model comparison as it’s applies to Model Driven engineering. In Model Driven Engineering to calculate the difference between the models is a very important and challenging task. There are number of tasks involved in model differencing that firstly starts with identifying and matching the elements of the model. In this paper, we discuss how model matching is accomplished, the strategies, techniques and the types of the model. We also discuss the future direction. We found out that many of the latest model comparison strategies are geared near enabling Meta model and similarity based matching. Therefore model versioning is the most dominant application of the model comparison. Recently to work on comparison for versioning has begun to deteriorate, giving way to different applications. Ultimately there is wide change among the tools in the measure of client exertion needed to perform model comparisons, as some require more push to encourage more sweeping statement and expressive force.

Keywords: Model comparison, model clone detection, model versioning, EMF Model, model diff.

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7372 A Study of the Variability of Very Low Resolution Characters and the Feasibility of Their Discrimination Using Geometrical Features

Authors: Farshideh Einsele, Rolf Ingold

Abstract:

Current OCR technology does not allow to accurately recognizing small text images, such as those found in web images. Our goal is to investigate new approaches to recognize very low resolution text images containing antialiased character shapes. This paper presents a preliminary study on the variability of such characters and the feasibility to discriminate them by using geometrical features. In a first stage we analyze the distribution of these features. In a second stage we present a study on the discriminative power for recognizing isolated characters, using various rendering methods and font properties. Finally we present interesting results of our evaluation tests leading to our conclusion and future focus.

Keywords: World Wide Web, document analysis, pattern recognition, Optical Character Recognition.

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7371 Ranking Fuzzy Numbers Based On Epsilon-Deviation Degree

Authors: Vincent F. Yu, Ha Thi Xuan Chi

Abstract:

Nejad and Mashinchi (2011) proposed a revision for ranking fuzzy numbers based on the areas of the left and the right sides of a fuzzy number. However, this method still has some shortcomings such as lack of discriminative power to rank similar fuzzy numbers and no guarantee the consistency between the ranking of fuzzy numbers and the ranking of their images. To overcome these drawbacks, we propose an epsilon-deviation degree method based on the left area and the right area of a fuzzy number, and the concept of the centroid point. The main advantage of the new approach is the development of an innovative index value which can be used to consistently evaluate and rank fuzzy numbers. Numerical examples are presented to illustrate the efficiency and superiority of the proposed method.

Keywords: Ranking fuzzy numbers, Centroid, Deviation degree.

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7370 Concurrent Approach to Data Parallel Model using Java

Authors: Bala Dhandayuthapani Veerasamy

Abstract:

Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.

Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread

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7369 A Robust Visual Tracking Algorithm with Low-Rank Region Covariance

Authors: Songtao Wu, Yuesheng Zhu, Ziqiang Sun

Abstract:

Region covariance (RC) descriptor is an effective and efficient feature for visual tracking. Current RC-based tracking algorithms use the whole RC matrix to track the target in video directly. However, there exist some issues for these whole RCbased algorithms. If some features are contaminated, the whole RC will become unreliable, which results in lost object-tracking. In addition, if some features are very discriminative to the background, other features are still processed and thus reduce the efficiency. In this paper a new robust tracking method is proposed, in which the whole RC matrix is decomposed into several low rank matrices. Those matrices are dynamically chosen and processed so as to achieve a good tradeoff between discriminability and complexity. Experimental results have shown that our method is more robust to complex environment changes, especially either when occlusion happens or when the background is similar to the target compared to other RC-based methods.

Keywords: Visual tracking, region covariance descriptor, lowrankregion covariance

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7368 Application of l1-Norm Minimization Technique to Image Retrieval

Authors: C. S. Sastry, Saurabh Jain, Ashish Mishra

Abstract:

Image retrieval is a topic where scientific interest is currently high. The important steps associated with image retrieval system are the extraction of discriminative features and a feasible similarity metric for retrieving the database images that are similar in content with the search image. Gabor filtering is a widely adopted technique for feature extraction from the texture images. The recently proposed sparsity promoting l1-norm minimization technique finds the sparsest solution of an under-determined system of linear equations. In the present paper, the l1-norm minimization technique as a similarity metric is used in image retrieval. It is demonstrated through simulation results that the l1-norm minimization technique provides a promising alternative to existing similarity metrics. In particular, the cases where the l1-norm minimization technique works better than the Euclidean distance metric are singled out.

Keywords: l1-norm minimization, content based retrieval, modified Gabor function.

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7367 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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7366 Fusion of Shape and Texture for Unconstrained Periocular Authentication

Authors: D. R. Ambika, K. R. Radhika, D. Seshachalam

Abstract:

Unconstrained authentication is an important component for personal automated systems and human-computer interfaces. Existing solutions mostly use face as the primary object of analysis. The performance of face-based systems is largely determined by the extent of deformation caused in the facial region and amount of useful information available in occluded face images. Periocular region is a useful portion of face with discriminative ability coupled with resistance to deformation. A reliable portion of periocular area is available for occluded images. The present work demonstrates that joint representation of periocular texture and periocular structure provides an effective expression and poses invariant representation. The proposed methodology provides an effective and compact description of periocular texture and shape. The method is tested over four benchmark datasets exhibiting varied acquisition conditions.

Keywords: Periocular authentication, Zernike moments, LBPV, shape and texture fusion.

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7365 A New Automatic System of Cell Colony Counting

Authors: U. Bottigli, M.Carpinelli, P.L. Fiori, B. Golosio, A. Marras, G. L. Masala, P. Oliva

Abstract:

The counting process of cell colonies is always a long and laborious process that is dependent on the judgment and ability of the operator. The judgment of the operator in counting can vary in relation to fatigue. Moreover, since this activity is time consuming it can limit the usable number of dishes for each experiment. For these purposes, it is necessary that an automatic system of cell colony counting is used. This article introduces a new automatic system of counting based on the elaboration of the digital images of cellular colonies grown on petri dishes. This system is mainly based on the algorithms of region-growing for the recognition of the regions of interest (ROI) in the image and a Sanger neural net for the characterization of such regions. The better final classification is supplied from a Feed-Forward Neural Net (FF-NN) and confronted with the K-Nearest Neighbour (K-NN) and a Linear Discriminative Function (LDF). The preliminary results are shown.

Keywords: Automatic cell counting, neural network, region growing, Sanger net.

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7364 Development of a Rating Scale for Elementary EFL Writing

Authors: Mohammed S. Assiri

Abstract:

In EFL programs, rating scales used in writing assessment are often constructed by intuition. Intuition-based scales tend to provide inaccurate and divisive ratings of learners’ writing performance. Hence, following an empirical approach, this study attempted to develop a rating scale for elementary-level writing at an EFL program in Saudi Arabia. Towards this goal, 98 students’ essays were scored and then coded using comprehensive taxonomy of writing constructs and their measures. An automatic linear modeling was run to find out which measures would best predict essay scores. A nonparametric ANOVA, the Kruskal-Wallis test, was then used to determine which measures could best differentiate among scoring levels. Findings indicated that there were certain measures that could serve as either good predictors of essay scores or differentiators among scoring levels, or both. The main conclusion was that a rating scale can be empirically developed using predictive and discriminative statistical tests.

Keywords: Analytic scoring, rating scales, writing assessment, writing performance.

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7363 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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7362 Gene Selection Guided by Feature Interdependence

Authors: Hung-Ming Lai, Andreas Albrecht, Kathleen Steinhöfel

Abstract:

Cancers could normally be marked by a number of differentially expressed genes which show enormous potential as biomarkers for a certain disease. Recent years, cancer classification based on the investigation of gene expression profiles derived by high-throughput microarrays has widely been used. The selection of discriminative genes is, therefore, an essential preprocess step in carcinogenesis studies. In this paper, we have proposed a novel gene selector using information-theoretic measures for biological discovery. This multivariate filter is a four-stage framework through the analyses of feature relevance, feature interdependence, feature redundancy-dependence and subset rankings, and having been examined on the colon cancer data set. Our experimental result show that the proposed method outperformed other information theorem based filters in all aspect of classification errors and classification performance.

Keywords: Colon cancer, feature interdependence, feature subset selection, gene selection, microarray data analysis.

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7361 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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7360 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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7359 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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7358 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

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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