Search results for: File Share

Authors: Ahmad Majdi Bin Abdul-Rani, Mesfin Gizaw, Yusri Yusof

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Researches related to standard product model and development of neutral manufacturing interfaces for numerical control machines becomes a significant topic since the last 25 years. In this paper, a detail description of STEP implementation on turnmill manufacturing has been discussed. It shows requirements of information contents from ISO14649 data model. It covers to describe the design of STEP-NC framework applicable to turn-mill manufacturing. In the framework, EXPRESS-G and UML modeling tools are used to depict the information contents of the system and established the bases of information model requirement. A product and manufacturing data model applicable for STEP compliant manufacturing. The next generation turn-mill operations requirements have been represented by a UML diagram. An object oriented classes of ISO1449 has been developed on Visual Basic dot NET platform for binding the static information model represented by the UML diagram. An architect of the proposed system implementation has been given on the bases of the design and manufacturing module of STEP-NC interface established. Finally, a part 21 file process plan generated for an illustration of turn-mill components.

Keywords: CAPP, ISO14649, Product modeling, STEP-NC

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Authors: Pavel Pešout, Miroslav Andrle

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Frauds in insurance industry are one of the major sources of operational risk of insurance companies and constitute a significant portion of their losses. Every reasonable company on the market aims for improving their processes of uncovering frauds and invests their resources to reduce them. This article is addressing fraud management area from the view of extension of existing Business Intelligence solution. We describe the frame of such solution and would like to share with readers all benefits brought to insurance companies by adopting this approach in their fight against insurance frauds.

Keywords: business intelligence, insurance fraud, fraudmanagement

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Authors: Shatha S. Alshehri, Enji E. Alzamzami, Roaa H. Alansari, Rahaf J. Alwafi, Kholod A. Almwallad, Aeshah A. Alsiyami

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This paper demonstrates a system that helps solve the congestion problem at the entrance gates and limits the spread of viruses among people in crowded environments, such as COVID-19, using the IoT (Internet of Things). Uni-C system may assist in organizing the campus entry process efficiently by developing a smart card application supported by NFC (Near Field Communication) technology through which users' information could be sent to a reader to share it with the server and allow the server to perform its tasks and send a confirmation response for the request either by acceptance or rejection.

Keywords: COVID-19, IoT, NFC technology, Uni-C.

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Authors: Ahmed T. Alahmar

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There is an increasing trend toward student-centred interactive e-learning methods and students’ feedback is a valuable tool for improving learning methods. The aim of this study was to explore the attitude of second year pharmacy students at the University of Babylon, Iraq, towards lectures, exams and e-learning. Materials and methods: Ninety pharmacy students were surveyed by paper questionnaire about their preference for lecture format, use of e-files, theoretical lectures versus practical experiments, lecture and lab time. Students were also asked about their predilection for Moodle-based online exams, different types of exam questions, exam time and other extra academic activities. Results: Students prefer to read lectures on paper (73.3%), use of PowerPoint file (76.7%), short lectures of less than 10 pages (94.5%), practical experiments (66.7%), lectures and lab time of less than two hours (89.9% and 96.6 respectively) and intra-lecture discussions (68.9%). Students also like to have paper-based exam (73.3%), short essay (40%) or MCQ (34.4%) questions and also prefer to do extra activities like reports (22.2%), seminars (18.6%) and posters (10.8%). Conclusion: Second year pharmacy students have different attitudes toward traditional and electronic leaning and assessment methods. Using multimedia, e-learning and Moodle are increasingly preferred methods among some students.

Keywords: Pharmacy, students, lecture, exam, e-learning, Moodle.

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Authors: P. Prasanna Murali Krishna, M. V. Subramanyam, K. Satya Prasad

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File sharing in networks is generally achieved using Peer-to-Peer (P2P) applications. Structured P2P approaches are widely used in adhoc networks due to its distributed and scalability features. Efficient mechanisms are required to handle the huge amount of data distributed to all peers. The intrinsic characteristics of P2P system makes for easier content distribution when compared to client-server architecture. All the nodes in a P2P network act as both client and server, thus, distributing data takes lesser time when compared to the client-server method. CHORD protocol is a resource routing based where nodes and data items are structured into a 1- dimensional ring. The structured lookup algorithm of Chord is advantageous for distributed P2P networking applications. However, structured approach improves lookup performance in a high bandwidth wired network it could contribute to unnecessary overhead in overlay networks leading to degradation of network performance. In this paper, the performance of existing CHORD protocol on Wireless Mesh Network (WMN) when nodes are static and dynamic is investigated.

Keywords: Wireless mesh network (WMN), structured P2P networks, peer to peer resource sharing, CHORD protocol, DHT.

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Authors: Derek O Reilly, Piotr Milczarski, Shane Dowdall, Artur Hłobaż, Krzysztof Podlaski, Hiram Bollaert

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Learning through creation of contextual games is a very promising approach when undertaking interdisciplinary and international group projects. During 2013 and 2014 the authors organized two intensive student projects. The two projects were in different countries and different conditions. Between them, the two projects involved 68 students and 12 mentors from five EU countries and from various academic disciplines. In this paper we share our experience of these two projects and we suggest approaches that can be utilized to strengthen the chances of succeeding in short (12-15 days long) intensive student projects.

Keywords: Contextual games, mobile games, GGULIVRR, WalkAbout, Erasmus Intensive Programme.

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Authors: Alireza Changizi, Arash Rezaei, Jamal Muhammad, Jyrki Latokartano, Minna Lanz

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Offline programming (OLP) is a new method in robot programming which is used widely in the industry nowadays which is a simulation base method that can produce the robot codes for motion according to virtual world in the simulation software. In this project Delmia v5 is used as simulation software. First the work cell component was modelled by Catia v5 and all of them was imported to a process file in Delmia and placed roughly to form the virtual work cell. Then robot was added to the work cell from the Delmia library. Work cell was calibrated corresponding to real world work cell to have accurate code. Tool calibration is the first step of calibration scheme and then work cell equipment can be calibrated using 6 point calibration method. Finally generated code needs to be reformed to match related controller code instruction. At the last stage IO were set to accomplish robots cooperation and make their motion synchronized. The pros and cons also will be discussed to clarify the presented results show the feasibility of the method and its effect on production line efficiency. Finally the positive and negative points of the implementation will be discussed.

Keywords: Component, robotic, automated, production, offline programming, CAD.

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Authors: A. T. M Shahjahan, Kutub Uddin Chisty

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Social media refers to the means of interactions among people in which they create share, exchange and comment contents among themselves in virtual communities and networks. Social media or "social networking" has almost become part of our daily lives and being tossed around over the past few years. It is like any other media such as newspaper, radio and television but it is far more than just about sharing information and ideas. Social networking tools like Twitter, Facebook, Flickr and Blogs have facilitated creation and exchange of ideas so quickly and widely than the conventional media. This paper shows the choices, communication, feeling comfort, time saving and effects of social media among the people.

Keywords: Media, Choice, Effect.

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Authors: Nhon Do, Thuong Huynh, An Pham

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Nowadays, organizing a repository of documents and resources for learning on a special field as Information Technology (IT), together with search techniques based on domain knowledge or document-s content is an urgent need in practice of teaching, learning and researching. There have been several works related to methods of organization and search by content. However, the results are still limited and insufficient to meet user-s demand for semantic document retrieval. This paper presents a solution for the organization of a repository that supports semantic representation and processing in search. The proposed solution is a model which integrates components such as an ontology describing domain knowledge, a database of document repository, semantic representation for documents and a file system; with problems, semantic processing techniques and advanced search techniques based on measuring semantic similarity. The solution is applied to build a IT learning materials management system of a university with semantic search function serving students, teachers, and manager as well. The application has been implemented, tested at the University of Information Technology, Ho Chi Minh City, Vietnam and has achieved good results.

Keywords: document retrieval system, knowledgerepresentation, document representation, semantic search, ontology.

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Authors: Zheng Zhang, Xin Chen, Guoqing Ding

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Electronic apex locators (EAL) has been widely used clinically for measuring root canal working length with high accuracy, which is crucial for successful endodontic treatment. In order to maintain high accuracy in different measurement environments, this study presented a system for root canal length measurement based on multifrequency impedance method. This measuring system can generate a sweep current with frequencies from 100 Hz to 1 MHz through a direct digital synthesizer. Multiple impedance ratios with different combinations of frequencies were obtained and transmitted by an analog-to-digital converter and several of them with representatives will be selected after data process. The system analyzed the functional relationship between these impedance ratios and the distance between the file and the apex with statistics by measuring plenty of teeth. The position of the apical foramen can be determined by the statistical model using these impedance ratios. The experimental results revealed that the accuracy of the system based on multifrequency impedance ratios method to determine the position of the apical foramen was higher than the dual-frequency impedance ratio method. Besides that, for more complex measurement environments, the performance of the system was more stable.

Keywords: Root canal length, apex locator, multifrequency impedance, sweep frequency.

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Authors: Marjan Mansourvar, Norizan Mohd Yasin

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The development of Web has affected different aspects of our lives, such as communication, sharing knowledge, searching for jobs, social activities, etc. The web portal as a gateway in the World Wide Web is a starting point for people who are connecting to the Internet. The web portal as the type of knowledge management system provides a rich space to share and search information as well as communication services like free email or content provision for the users. This research aims to discover the university needs to the web portal as a necessary tool for students in the universities to help them in getting the required information. A survey was conducted to gather students' requirements which can be incorporated in to portal to be developed.

Keywords: Knowledge, Knowledge management system, Knowledge sharing, web portal.

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Authors: Shilpesh R. Rajpurohit, Harshit K. Dave

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Fused deposition modeling (FDM) gains popularity in recent times, due to its capability to create prototype as well as functional end use product directly from CAD file. Parts fabricated using FDM process have mechanical properties comparable with those of injection-molded parts. However, performance of the FDM part is severally affected by the poor mechanical properties of the part due to nature of layered structure of printed part. Mechanical properties of the part can be improved by proper selection of process variables. In the present study, a comparative study between unidirectional and bidirectional raster angle has been carried out at a combination of different layer height and raster width. Unidirectional raster angle varied at five different levels, and bidirectional raster angle has been varied at three different levels. Fabrication of tensile specimen and tensile testing of specimen has been conducted according to ASTM D638 standard. From the results, it can be observed that higher tensile strength has been obtained at 0° raster angle followed by 45°/45° raster angle, while lower tensile strength has been obtained at 90° raster angle. Analysis of fractured surface revealed that failure takes place along with raster deposition direction for unidirectional and zigzag failure can be observed for bidirectional raster angle.

Keywords: Additive manufacturing, fused deposition modeling, raster angle, tensile strength.

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Authors: C. A. Corzo, N. Zhang, F. Corzo

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Insider abuse has recently been reported as one of the more frequently occurring security incidents, suggesting that more security is required for detecting and preventing unauthorised financial transactions entered by authorised users. To address the problem, and based on the observation that all authorised interbanking financial transactions trigger or are triggered by other transactions in a workflow, we have developed a security solution based on a redefined understanding of an audit workflow. One audit workflow where there is a log file containing the complete workflow activity of financial transactions directly related to one financial transaction (an electronic deal recorded at an e-trading system). The new security solution contemplates any two parties interacting on the basis of financial transactions recorded by their users in related but distinct automated financial systems. In the new definition interorganizational and intra-organization interactions can be described in one unique audit trail. This concept expands the current ideas of audit trails by adapting them to actual e-trading workflow activity, i.e. intra-organizational and inter-organizational activity. With the above, a security auditing service is designed to detect integrity drifts with and between organizations in order to detect unauthorised financial transactions entered by authorised users.

Keywords: Intrusion Detection and Prevention, Authentica-transtionand Identification.

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Authors: Xizhi Li, Qinming He

Abstract:

A trend in agent community or enterprises is that they are shifting from closed to open architectures composed of a large number of autonomous agents. One of its implications could be that interface agent framework is getting more important in multi-agent system (MAS); so that systems constructed for different application domains could share a common understanding in human computer interface (HCI) methods, as well as human-agent and agent-agent interfaces. However, interface agent framework usually receives less attention than other aspects of MAS. In this paper, we will propose an interface web agent framework which is based on our former project called WAF and a Distributed HCI template. A group of new functionalities and implications will be discussed, such as web agent presentation, off-line agent reference, reconfigurable activation map of agents, etc. Their enabling techniques and current standards (e.g. existing ontological framework) are also suggested and shown by examples from our own implementation in WAF.

Keywords: HCI, Interface agent, MAS.

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Authors: Bokyung Sung, Jungsoo Kim, Jinman Kwun, Junhyung Park, Jihye Ryeo, Ilju Ko

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In this paper, we propose a practical digital music matching system that is robust to variation in sound qualities. The proposed system is subdivided into two parts: client and server. The client part consists of the input, preprocessing and feature extraction modules. The preprocessing module, including the music onset module, revises the value gap occurring on the time axis between identical songs of different formats. The proposed method uses delta-grouped Mel frequency cepstral coefficients (MFCCs) to extract music features that are robust to changes in sound quality. According to the number of sound quality formats (SQFs) used, a music server is constructed with a feature database (FD) that contains different sub feature databases (SFDs). When the proposed system receives a music file, the selection module selects an appropriate SFD from a feature database; the selected SFD is subsequently used by the matching module. In this study, we used 3,000 queries for matching experiments in three cases with different FDs. In each case, we used 1,000 queries constructed by mixing 8 SQFs and 125 songs. The success rate of music matching improved from 88.6% when using single a single SFD to 93.2% when using quadruple SFDs. By this experiment, we proved that the proposed method is robust to various sound qualities.

Keywords: Digital Music, Music Matching, Variation in Sound Qualities, Robust Matching method.

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Authors: Arslan Qamar Malik, Jehanzeb Ahmad

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The paper presents a novel idea to control computer mouse cursor movement with human eyes. In this paper, a working of the product has been described as to how it helps the special people share their knowledge with the world. Number of traditional techniques such as Head and Eye Movement Tracking Systems etc. exist for cursor control by making use of image processing in which light is the primary source. Electro-oculography (EOG) is a new technology to sense eye signals with which the mouse cursor can be controlled. The signals captured using sensors, are first amplified, then noise is removed and then digitized, before being transferred to PC for software interfacing.

Keywords: Human Computer Interaction, Real-Time System, Electro-oculography, Signal Processing.

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Authors: Bhaskar Basu

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Universities and higher education institutes are finding it increasingly difficult to engage students fruitfully through traditional pedagogic tools. Web 2.0 technologies comprising social networking sites (SNSs) offer a platform for students to collaborate and share information, thereby enhancing their learning experience. Despite the potential and reach of SNSs, its use has been limited in academic settings promoting higher education. The purpose of this paper is to assess the perception of social networking sites among business school students in India and analyze its role in enhancing quality of student experiences in a business school leading to the proposal of an agenda for future research. In this study, more than 300 students of a reputed business school were involved in a survey of their preferences of different social networking sites and their perceptions and attitudes towards these sites. A questionnaire with three major sections was designed, validated and distributed among  a sample of students, the research method being descriptive in nature. Crucial questions were addressed to the students concerning time commitment, reasons for usage, nature of interaction on these sites, and the propensity to share information leading to direct and indirect modes of learning. It was further supplemented with focus group discussion to analyze the findings. The paper notes the resistance in the adoption of new technology by a section of business school faculty, who are staunch supporters of the classical “face-to-face” instruction. In conclusion, social networking sites like Facebook and LinkedIn provide new avenues for students to express themselves and to interact with one another. Universities could take advantage of the new ways  in which students are communicating with one another. Although interactive educational options such as Moodle exist, social networking sites are rarely used for academic purposes. Using this medium opens new ways of academically-oriented interactions where faculty could discover more about students' interests, and students, in turn, might express and develop more intellectual facets of their lives. hitherto unknown intellectual facets.  This study also throws up the enormous potential of mobile phones as a tool for “blended learning” in business schools going forward.

Keywords: Business school, India, learning, social media, social networking, university.

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Authors: Zainab Yasir Al-Rekaby, Abdul Jalil M. Khalaf

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Let the vertices of a graph such that every two adjacent vertices have different color is a very common problem in the graph theory. This is known as proper coloring of graphs. The possible number of different proper colorings on a graph with a given number of colors can be represented by a function called the chromatic polynomial. Two graphs G and H are said to be chromatically equivalent, if they share the same chromatic polynomial. A Graph G is chromatically unique, if G is isomorphic to H for any graph H such that G is chromatically equivalent to H. The study of chromatically equivalent and chromatically unique problems is called chromaticity. This paper shows that a wheel W12 is chromatically unique.

Keywords: Chromatic Polynomial, Chromatically Equivalent, Chromatically Unique, Wheel.

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Authors: N. Mansouri, A. Asadi

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Data Grid is a geographically distributed environment that deals with data intensive application in scientific and enterprise computing. Data replication is a common method used to achieve efficient and fault-tolerant data access in Grids. In this paper, a dynamic data replication strategy, called Enhanced Latest Access Largest Weight (ELALW) is proposed. This strategy is an enhanced version of Latest Access Largest Weight strategy. However, replication should be used wisely because the storage capacity of each Grid site is limited. Thus, it is important to design an effective strategy for the replication replacement task. ELALW replaces replicas based on the number of requests in future, the size of the replica, and the number of copies of the file. It also improves access latency by selecting the best replica when various sites hold replicas. The proposed replica selection selects the best replica location from among the many replicas based on response time that can be determined by considering the data transfer time, the storage access latency, the replica requests that waiting in the storage queue and the distance between nodes. Simulation results utilizing the OptorSim show our replication strategy achieve better performance overall than other strategies in terms of job execution time, effective network usage and storage resource usage.

Keywords: Data grid, data replication, simulation, replica selection, replica placement.

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Authors: P. Kaladevi, N. Giridharan

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The system for analyzing and eliciting public grievances serves its main purpose to receive and process all sorts of complaints from the public and respond to users. Due to the more number of complaint data becomes big data which is difficult to store and process. The proposed system uses HDFS to store the big data and uses MapReduce to process the big data. The concept of cache was applied in the system to provide immediate response and timely action using big data analytics. Cache enabled big data increases the response time of the system. The unstructured data provided by the users are efficiently handled through map reduce algorithm. The processing of complaints takes place in the order of the hierarchy of the authority. The drawbacks of the traditional database system used in the existing system are set forth by our system by using Cache enabled Hadoop Distributed File System. MapReduce framework codes have the possible to leak the sensitive data through computation process. We propose a system that add noise to the output of the reduce phase to avoid signaling the presence of sensitive data. If the complaints are not processed in the ample time, then automatically it is forwarded to the higher authority. Hence it ensures assurance in processing. A copy of the filed complaint is sent as a digitally signed PDF document to the user mail id which serves as a proof. The system report serves to be an essential data while making important decisions based on legislation.

Keywords: Big Data, Hadoop, HDFS, Caching, MapReduce, web personalization, e-governance.

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Authors: S. Roziana, R. Azizah, A.R. Hamidah

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This paper discusses the issues and challenge that academia faced in knowledge sharing at a research university in Malaysia. The partial results of interview are presented from the actual study. The main issues in knowledge sharing practices are university structure and designation and title. The academia awareness in sharing knowledge is also influenced by culture. Our investigation highlight that the concept of reciprocal relationship of sharing knowledge may hinder knowledge sharing awareness among academia. Hence, we concluded that further investigation could be carried out on the social interaction and trust culture among academia in sharing knowledge within research/ranking university environment.

Keywords: Knowledge sharing awareness, knowledge sharing practices, research university.

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Authors: Kai-Chao Yang, Chun-Ming Huang, Chih-Chiao Yang, Chien-Ming Wu

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Sensors have been used in various kinds of academic fields and applications. In this article, we propose the idea of modularized sensors that combine multiple sensor modules into a unique sensor. We divide a sensor into several units according to functionalities. Each unit has different sensor modules, which share the same type of connectors and can be serially and arbitrarily connected each other. A user can combine different sensor modules into a sensor platform according to requirements. Compared with current modularized sensors, the proposed sensor platform is highly flexible and reusable. We have implemented the prototype of the proposed sensor platform, and the experimental results show the proposed platform can work correctly.

Keywords: Sensor device, sensor fusion.

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Authors: J. K. Adedeji, S. T. Ijatuyi

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The application of neural network using pattern recognition to study the fluid dynamics and predict the groundwater reservoirs properties has been used in this research. The essential of geophysical survey using the manual methods has failed in basement environment, hence the need for an intelligent computing such as predicted from neural network is inevitable. A non-linear neural network with an XOR (exclusive OR) output of 8-bits configuration has been used in this research to predict the nature of groundwater reservoirs and fluid dynamics of a typical basement crystalline rock. The control variables are the apparent resistivity of weathered layer (p₁), fractured layer (p₂), and the depth (h), while the dependent variable is the flow parameter (F=λ). The algorithm that was used in training the neural network is the back-propagation coded in C++ language with 300 epoch runs. The neural network was very intelligent to map out the flow channels and detect how they behave to form viable storage within the strata. The neural network model showed that an important variable g_r (gravitational resistance) can be deduced from the elevation and apparent resistivity p_a. The model results from SPSS showed that the coefficients, a, b and c are statistically significant with reduced standard error at 5%.

Keywords: Neural network, gravitational resistance, pattern recognition, non-linear.

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Authors: Qais M. Yousef, Yasmeen A. Alshaer

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Over the last few years, the amount of data available on the globe has been increased rapidly. This came up with the emergence of recent concepts, such as the big data and the Internet of Things, which have furnished a suitable solution for the availability of data all over the world. However, managing this massive amount of data remains a challenge due to their large verity of types and distribution. Therefore, locating the required file particularly from the first trial turned to be a not easy task, due to the large similarities of names for different files distributed on the web. Consequently, the accuracy and speed of search have been negatively affected. This work presents a method using Electroencephalography signals to locate the files based on their contents. Giving the concept of natural mind waves processing, this work analyses the mind wave signals of different people, analyzing them and extracting their most appropriate features using multi-objective metaheuristic algorithm, and then classifying them using artificial neural network to distinguish among files with similar names. The aim of this work is to provide the ability to find the files based on their contents using human thoughts only. Implementing this approach and testing it on real people proved its ability to find the desired files accurately within noticeably shorter time and retrieve them as a first choice for the user.

Keywords: Artificial intelligence, data contents search, human active memory, mind wave, multi-objective optimization.

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Authors: Yuriy V. Timofeyev, Galina V. Timofeyeva

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In the paper it is questioned whether effective state social policy provides happiness and social progress. For this purpose selected correlations between Human Development Index (HDI), share of public social expenditures in GDP, the Happy Planet Index (HPI), GDP per capita, and Government Effectiveness are examined and the results are graphically presented. It is shown how a government can affect well-being and happiness in different countries of modern world. Also, it is tested the hypothesis about existence of a certain optimum of well-being and public social expenditures, which affect direction of social progress. It is concluded that efficient social policy and wealth are not the only factors determining human happiness.

Keywords: government effectiveness, happiness, social progress, state social policy

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Authors: Seddeq E. Ghrare, Salahaddin M. Shreef

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Medical image modalities such as computed tomography (CT), magnetic resonance imaging (MRI), ultrasound (US), X-ray are adapted to diagnose disease. These modalities provide flexible means of reviewing anatomical cross-sections and physiological state in different parts of the human body. The raw medical images have a huge file size and need large storage requirements. So it should be such a way to reduce the size of those image files to be valid for telemedicine applications. Thus the image compression is a key factor to reduce the bit rate for transmission or storage while maintaining an acceptable reproduction quality, but it is natural to rise the question of how much an image can be compressed and still preserve sufficient information for a given clinical application. Many techniques for achieving data compression have been introduced. In this study, three different MRI modalities which are Brain, Spine and Knee have been compressed and reconstructed using wavelet transform. Subjective and objective evaluation has been done to investigate the clinical information quality of the compressed images. For the objective evaluation, the results show that the PSNR which indicates the quality of the reconstructed image is ranging from (21.95 dB to 30.80 dB, 27.25 dB to 35.75 dB, and 26.93 dB to 34.93 dB) for Brain, Spine, and Knee respectively. For the subjective evaluation test, the results show that the compression ratio of 40:1 was acceptable for brain image, whereas for spine and knee images 50:1 was acceptable.

Keywords: Medical Image, Magnetic Resonance Imaging, Image Compression, Discrete Wavelet Transform, Telemedicine.

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Authors: Karolína Vozková, Matěj Kuc

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This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: Cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income.

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Authors: Robest Flasza, Milan Rippel, Jan Solc

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The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Keywords: electricity futures, EEX, ARIMAX, emissionallowances

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Authors: Farnaz G. Nezami, Mir B. Aryanezhad, Seyed J. Sadjadi

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In this paper a nonlinear model is presented to demonstrate the relation between production and marketing departments. By introducing some functions such as pricing cost and market share loss functions it will be tried to show some aspects of market modelling which has not been regarded before. The proposed model will be a constrained signomial geometric programming model. For model solving, after variables- modifications an iterative technique based on the concept of geometric mean will be introduced to solve the resulting non-standard posynomial model which can be applied to a wide variety of models in non-standard posynomial geometric programming form. At the end a numerical analysis will be presented to accredit the validity of the mentioned model.

Keywords: Geometric programming, marketing, nonlinear optimization, production.

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Authors: M. Dachyar, Yudavedito

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The rising growth of the GSM cellular phone industry has tightening competition level between providers in making strategies enhancing the market shares in Indonesia. Tsel, as one of those companies, has to determine the proper strategy to sustain as well as improve the market share without reducing its operational income level. Portfolio simulation model is designed with a dynamic system approach. The result of this research is a recommendation to the company by optimizing its technological policies, services, and promotions. The tariff policies and the signal quality should not be the main focus because this company has had a large number of customers and a good infrastructural condition.

Keywords: Telecommunication industry, simulation, dynamic system, portfolio, quality services.

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