Search results for: Water quality trading (WQT)

Authors: Liu Zhiyuan, Sun Zongdi

Abstract:

In this paper, the BP neural network model is established to predict the carbon trading price and carbon trading volume in Shanghai City. First of all, we find the data of carbon trading price and carbon trading volume in Shanghai City from September 30, 2015 to December 23, 2016. The carbon trading price and trading volume data were processed to get the average value of each 5, 10, 20, 30, and 60 carbon trading price and trading volume. Then, these data are used as input of BP neural network model. Finally, after the training of BP neural network, the prediction values of Shanghai carbon trading price and trading volume are obtained, and the model is tested.

Keywords: Carbon trading price, carbon trading volume, BP neural network model, Shanghai City.

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Authors: Zhaojun Wang, Zongdi Sun, Zhiyuan Liu

Abstract:

First of all, the carbon trading price and trading volume in Shanghai are transformed by Fourier transform, and the frequency response diagram is obtained. Then, the frequency response diagram is analyzed and the Blackman filter is designed. The Blackman filter is used to filter, and the carbon trading time domain and frequency response diagram are obtained. After wavelet analysis, the carbon trading data were processed; respectively, we got the average value for each 5 days, 10 days, 20 days, 30 days, and 60 days. Finally, the data are used as input of the Back Propagation Neural Network model for prediction.

Keywords: Shanghai carbon trading, carbon trading price, carbon trading volume, wavelet analysis, BP neural network model.

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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Authors: S. Jamshidi, E. Feizi Ashtiani, M. Ardestani

Abstract:

Waste Load Allocation (WLA) strategies usually intend to find economic policies for water resource management. Water quality trading (WQT) is an approach that uses discharge permit market to reduce total environmental protection costs. This primarily requires assigning discharge limits known as total maximum daily loads (TMDLs). These are determined by monitoring organizations with respect to the receiving water quality and remediation capabilities. The purpose of this study is to compare two approaches of TMDL assignment for WQT policy in small catchment area of Haraz River, in north of Iran. At first, TMDLs are assigned uniformly for the whole point sources to keep the concentrations of BOD and dissolved oxygen (DO) at the standard level at checkpoint (terminus point). This was simply simulated and controlled by Qual2kw software. In the second scenario, TMDLs are assigned using multi objective particle swarm optimization (MOPSO) method in which the environmental violation at river basin and total treatment costs are minimized simultaneously. In both scenarios, the equity index and the WLA based on trading discharge permits (TDP) are calculated. The comparative results showed that using economically optimized TMDLs (2nd scenario) has slightly more cost savings rather than uniform TMDL approach (1st scenario). The former annually costs about 1 M$ while the latter is 1.15 M$. WQT can decrease these annual costs to 0.9 and 1.1 M$, respectively. In other word, these approaches may save 35 and 45% economically in comparison with command and control policy. It means that using multi objective decision support systems (DSS) may find more economical WLA, however its outcome is not necessarily significant in comparison with uniform TMDLs. This may be due to the similar impact factors of dischargers in small catchments. Conversely, using uniform TMDLs for WQT brings more equity that makes stakeholders not feel that much envious of difference between TMDL and WQT allocation. In addition, for this case, determination of TMDLs uniformly would be much easier for monitoring. Consequently, uniform TMDL for TDP market is recommended as a sustainable approach. However, economical TMDLs can be used for larger watersheds.

Keywords: Waste load allocation (WLA), Water quality trading (WQT), Total maximum daily loads (TMDLs), Haraz River, Multi objective particle swarm optimization (MOPSO), Equity.

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Authors: Hiroki Satou, Kayoko Yamamoto

Abstract:

This study aims to propose three evaluation methods to evaluate the Tokyo Cap and Trade Program when emissions trading is performed virtually among enterprises, focusing on carbon dioxide (CO2), which is the only emitted greenhouse gas that tends to increase. The first method clarifies the optimum reduction rate for the highest cost benefit, the second discusses emissions trading among enterprises through market trading, and the third verifies long-term emissions trading during the term of the plan (2010-2019), checking the validity of emissions trading partly using Geographic Information Systems (GIS). The findings of this study can be summarized in the following three points. 1. Since the total cost benefit is the greatest at a 44% reduction rate, it is possible to set it more highly than that of the Tokyo Cap and Trade Program to get more total cost benefit. 2. At a 44% reduction rate, among 320 enterprises, 8 purchasing enterprises and 245 sales enterprises gain profits from emissions trading, and 67 enterprises perform voluntary reduction without conducting emissions trading. Therefore, to further promote emissions trading, it is necessary to increase the sales volumes of emissions trading in addition to sales enterprises by increasing the number of purchasing enterprises. 3. Compared to short-term emissions trading, there are few enterprises which benefit in each year through the long-term emissions trading of the Tokyo Cap and Trade Program. Only 81 enterprises at the most can gain profits from emissions trading in FY 2019. Therefore, by setting the reduction rate more highly, it is necessary to increase the number of enterprises that participate in emissions trading and benefit from the restraint of CO2 emissions.

Keywords: Emissions Trading, Tokyo Cap and Trade Program, Carbon Dioxide (CO2), Global Warming, Geographic Information Systems (GIS)

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Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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Authors: Jheng-Long Wu, Pei-Chann Chang, Yi-Fang Pan

Abstract:

This research focus on developing a new segmentation method for improving forecasting model which is call trend based segmentation method (TBSM). Generally, the piece-wise linear representation (PLR) can finds some of pair of trading points is well for time series data, but in the complicated stock environment it is not well for stock forecasting because of the stock has more trends of trading. If we consider the trends of trading in stock price for the trading signal which it will improve the precision of forecasting model. Therefore, a TBSM with SVR model used to detect the trading points for various stocks of Taiwanese and America under different trend tendencies. The experimental results show our trading system is more profitable and can be implemented in real time of stock market

Keywords: Trend based segmentation method, support vector machine, turning detection, stock forecasting.

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Authors: Chen Bi-Hsiang, Yang Hung-Wen, Lou Jie-Chung, Han Jia-Yun

Abstract:

This study was investigated on sampling and analyzing water quality in water reservoir & water tower installed in two kind of residential buildings and school facilities. Data of water quality was collected for correlation analysis with frequency of sanitization of water reservoir through questioning managers of building about the inspection charts recorded on equipment for water reservoir. Statistical software packages (SPSS) were applied to the data of two groups (cleaning frequency and water quality) for regression analysis to determine the optimal cleaning frequency of sanitization. The correlation coefficient (R) in this paper represented the degree of correlation, with values of R ranging from +1 to -1.After investigating three categories of drinking water users; this study found that the frequency of sanitization of water reservoir significantly influenced the water quality of drinking water. A higher frequency of sanitization (more than four times per 1 year) implied a higher quality of drinking water. Results indicated that sanitizing water reservoir & water tower should at least twice annually for achieving the aim of safety of drinking water.

Keywords: cleaning frequency of sanitization, parameters ofwater quality, regression analysis, water reservoir & water tower

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Authors: N. Singh, N. Sharma, J. K. Katnoria

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Water a vital component for all living forms is derived from variety of sources, including surface water (rivers, lakes, reservoirs and ponds) and ground water (aquifers). Over the years of time, water bodies are subjected to human interference regularly resulting in deterioration of water quality. Therefore, pollution of water bodies has become matter of global concern. As the water quality closely relate to human health, water analysis before usage is of immense importance. Improper management of water bodies can cause serious problems in availability and quality of water. The quality of water may be described according to their physico-chemical and microbiological characteristics. For effective maintenance of water quality through appropriate control measures, continuous monitoring of metals, physico-chemical and biological parameter is essential for the establishment of baseline data for the water quality in any study area. The present study has focused on to explore the status of water pollution in various areas and to estimate the magnitude of its toxicity using different bioassay.

Keywords: Genotoxicity, Heavy metals, Mutagenicity, Physico-chemical analysis.

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Authors: Sisuwan Kaseamsawat, Sivapan Choo-In

Abstract:

This study aimed to evaluated the surface water quality for agriculture and consumption in the Amphawa District. The surface water quality parameters in this study included water temperature, turbidity, conductivity, salinity, pH, dissolved oxygen, BOD, nitrate, suspended solids, phosphorus, total dissolved solids (TDS), iron (Fe), copper (Cu), zinc (Zn), manganese (Mn), lead (Pb) and cadmium (Cd). The water samples were collected from small excavation, Lychee, Pomelo and Coconut orchards for 3 seasons from January to December 2011.

The surface water quality from small excavation, Lychee, pomelo and coconut orchards were met the type III of surface water quality standard. The concentration of heavy metal and did not differ significantly at 0.05 level, except dissolved oxygen.

The surface water was suitable for consumption by the usual sterile and generally improving water quality through the process before and was suitable for agriculture.

Keywords: Water Quality, Surface Water Quality.

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Authors: Carrie Ho, Darshana J. Kumar

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Urbanization has been found to impact stormwater runoff quantity and quality. A study catchment with mixed land use, residential and industrial were investigated and the water quality discharged from the catchment were sampled and tested for four basic water quality parameters; BOD5, NH3-N, NO3-N and P. One dry weather flow and several stormwater runoff were sampled. Results were compared to the USEPA stormwater quality benchmark values and the Interim National Water Quality Standards for Malaysia (INWQS). The concentration of the parameters was found to vary significantly between storms and the pollutant of concern was found to be NO3-N.

Keywords: Mixed land-use, urban runoff, water quality.

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Authors: S. Masteika, A.V. Rutkauskas, A. Tamosaitis

Abstract:

The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.

Keywords: trading algorithm, chart pattern, downtrend trading, futures market, hedging

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Authors: Stefaan Pauwels, Koen Inghelbrecht, Dries Heyman, Pieter Marius

Abstract:

Literature reveals that many investors rely on technical trading rules when making investment decisions. If stock markets are efficient, one cannot achieve superior results by using these trading rules. However, if market inefficiencies are present, profitable opportunities may arise. The aim of this study is to investigate the effectiveness of technical trading rules in 34 emerging stock markets. The performance of the rules is evaluated by utilizing White-s Reality Check and the Superior Predictive Ability test of Hansen, along with an adjustment for transaction costs. These tests are able to evaluate whether the best model performs better than a buy-and-hold benchmark. Further, they provide an answer to data snooping problems, which is essential to obtain unbiased outcomes. Based on our results we conclude that technical trading rules are not able to outperform a naïve buy-and-hold benchmark on a consistent basis. However, we do find significant trading rule profits in 4 of the 34 investigated markets. We also present evidence that technical analysis is more profitable in crisis situations. Nevertheless, this result is relatively weak.

Keywords: technical trading rules, Reality Check, Superior Predictive Ability, emerging stock markets, data snooping

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Authors: Sivapan Choo-In, Chaisri Tharasawatpipat, Srisuwan Kaseamsawat, Tatsanawalai Utarasakul

Abstract:

The research aims to study the quality of surface water for consumer in Samut Songkram province. Water sample were collected from 217 sampling sites conclude 72 sampling sites in Amphawa, 67 sampling sites in Bangkhonthee and 65 sampling sites in Muang. Water sample were collected in December 2011 for winter, March 2012 for summer and August 2012 for rainy season. From the investigation of surface water quality in Mae Klong River, main and tributaries canals in Samut Songkram province, we found that water quality meet the type III of surface water quality standard issued by the National Environmental Quality Act B.E. 1992. Seasonal variations of pH, Temperature, nitrate, lead and cadmium have statistical differences between 3 seasons.

Keywords: Samut Songkram Province, Surface water quality.

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Authors: Manjie Li, Xiangju Cheng, Yongcan Chen

Abstract:

With rapid development of industrialization and urbanization, water environmental deterioration is widespread in majority of urban rivers, which seriously affects city image and life satisfaction of residents. As an emergency measure to improve water quality, clean water diversion is introduced for water environmental management. Lubao River and Southwest River, two urban rivers in typical plain tidal river network, are identified as technically and economically feasible for the application of clean water diversion. One-dimensional hydrodynamic-water quality model is developed to simulate temporal and spatial variations of water level and water quality, with satisfactory accuracy. The mathematical model after calibration is applied to investigate hydrodynamic and water quality variations in rivers as well as determine the optimum operation scheme of water diversion. Assessment system is developed for evaluation of positive and negative effects of water diversion, demonstrating the effectiveness of clean water diversion and the necessity of pollution reduction.

Keywords: Assessment system, clean water diversion, hydrodynamic-water quality model, tidal river network, urban rivers, water environment improvement.

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Authors: Cesar Eduardo Hernández Curiel, Victor Hugo Benítez Baltazar, Jesús Horacio Pacheco Ramírez

Abstract:

This paper is devoted to present the advances in the design of a prototype that is able to supervise the complex behavior of water quality parameters such as pH and temperature, via a real-time monitoring system. The current water quality tests that are performed in government water quality institutions in Mexico are carried out in problematic locations and they require taking manual samples. The water samples are then taken to the institution laboratory for examination. In order to automate this process, a water quality monitoring system based on wireless sensor networks is proposed. The system consists of a sensor node which contains one pH sensor, one temperature sensor, a microcontroller, and a ZigBee radio, and a base station composed by a ZigBee radio and a PC. The progress in this investigation shows the development of a water quality monitoring system. Due to recent events that affected water quality in Mexico, the main motivation of this study is to address water quality monitoring systems, so in the near future, a more robust, affordable, and reliable system can be deployed.

Keywords: pH measurement, water quality monitoring, wireless sensor networks, ZigBee.

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Authors: G. Jelic Mrcelic, M. Sliskovic

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In Croatia, the majority of cultured marine fish species are reared in net cages. The intensive production of the fish in net cages may generate the considerable amount of bio waste and change water quality especially in enclosed and semi-enclosed coastal areas. The aim of this paper is to assess the potential impact of sea bass (Dicentrarchus labrax L.) cage farm on water quality. The weak relationship between food supply and water quality parameters (nutrient content and phytoplankton biomass) was found, but significant changes in oxygen saturation was observed in the cages during the warmer period of a year especially in the morning (occasionally it dropped below 70 %). Despite of, satisfactory results of water quality parameters, it is necessary to establish comprehensive monitoring process, especially to include quality assessment of fouling communities.

Keywords: Mariculture, monitoring, fish cages, water quality parameters.

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Authors: Carrie Ho, Choo Bo Quan

Abstract:

Urban non-point source (NPS) pollution for a residential catchment in Miri, Sarawak was investigated for two storm events in 2011. Runoff from two storm events were sampled and tested for water quality parameters including TSS, BOD5, COD, NH3-N, NO3-N, NO2-N, P and Pb. Concentration of the water quality parameters was found to vary significantly between storms and the pollutant of concern was found to be NO3-N, TSS, COD and Pb. Results were compared to the Interim National Water Quality Standards for Malaysia (INWQS),and the stormwater runoff from the study can be classified as polluted, exceeding class III water quality, especially in terms of TSS, COD, and NH3-N with maximum EMCs of 158, 135, and 2.17 mg/L, respectively.

Keywords: Residential land-use, urban runoff, water quality.

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Authors: Maxat Bokambayev, Bella Tussupova, Aisha Mamyrova, Erlan Izbasarov

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Optimization of business processes in trading companies is reviewed in the report. There is the presentation of the “Wholesale Customer Order Handling Process” business process model applicable for small and medium businesses. It is proposed to apply the algorithm for automation of the customer order processing which will significantly reduce labor costs and time expenditures and increase the profitability of companies. An optimized business process is an element of the information system of accounting of spare parts trading network activity. The considered algorithm may find application in the trading industry as well.

Keywords: Business processes, discrete-event simulation.

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Authors: M. S. M. El-Bady

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Water quality and heavy metals pollution of the Damietta Nile Branch at Damietta governorate were investigated in the current work. Fourteen different sampling points were selected along the Damietta Nile branch from Ras EL-Bar (sample 1) to Sheremsah (sample 14). Physical and chemical parameters and the concentrations of Cd, Cr, Cu, Ni, Fe, Al, Hg, Pb and Zn were investigated for water quality assessment of Damietta Nile Branch at Damietta Governorate. Most of the samples show that the water is suitable for drinking and irrigation purposes. All locations of samples near the sea are unsuitable water but the samples in the south direction away from the sea are suitable or good water for drinking and irrigation.

Keywords: Water quality indices, Damietta Governorate, Nile River, pollution.

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Authors: Mojtaba Heydarizad

Abstract:

Khorasan Razavi is the second most important province in north-east of Iran, which faces a water shortage crisis due to recent droughts and huge water consummation. Kardeh and Torogh dam reservoirs in this province provide a notable part of Mashhad metropolitan (with more than 4.5 million inhabitants) potable water needs. Hydrochemical analyses on these dam reservoirs samples demonstrate that MgHCO₃ in Kardeh and CaHCO₃ and to lower extent MgHCO₃ water types in Torogh dam reservoir are dominant. On the other hand, Gibbs binary diagram demonstrates that rock weathering is the main factor controlling water quality in dam reservoirs. Plotting dam reservoir samples on Mg²⁺/Na⁺ and HCO₃^-/Na⁺ vs. Ca²⁺/ Na⁺ diagrams demonstrate evaporative and carbonate mineral dissolution is the dominant rock weathering ion sources in these dam reservoirs. Cluster Analyses (CA) also demonstrate intense role of rock weathering mainly (carbonate and evaporative minerals dissolution) in water quality of these dam reservoirs. Studying water quality by the U.S. National Sanitation Foundation (NSF) WQI index NSF-WQI, Oregon Water Quality Index (OWQI) and Canadian Water Quality Index DWQI index show moderate and good quality.

Keywords: Hydrochemistry, water quality classification, water quality indexes, Torogh and Kardeh Dam Reservoirs.

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Authors: Pei-Te Chiueh, Hsiao-Ting Wu, Shang-Lien Lo

Abstract:

Protecting is the sources of drinking water is the first barrier of contamination of drinking water. The Feitsui Reservoir watershed of Taiwan supplies domestic water for around 5 million people in the Taipei metropolitan area. Understanding the spatial patterns of water quality trends in this watershed is an important agenda for management authorities. This study examined 7 sites in the watershed for water quality parameters regulated in the standard for drinking water source. The non-parametric seasonal Mann-Kendall-s test was used to determine significant trends for each parameter. Significant trends of increasing pH occurred at the sampling station in the uppermost stream watershed, and in total phosphorus at 4 sampling stations in the middle and downstream watershed. Additionally, the multi-scale land cover assessment and average land slope were used to explore the influence on the water quality in the watershed. Regression models for predicting water quality were also developed.

Keywords: Seasonal Mann-Kendall's test, Flow-adjusted concentrations, Water quality trends, Land-use

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Authors: Lihui Ma, Kunlun Xin, Suiqing Liu

Abstract:

Modern managements of water distribution system (WDS) need water quality models that are able to accurately predict the dynamics of water quality variations within the distribution system environment. Before water quality models can be applied to solve system problems, they should be calibrated. Although former researchers use GA solver to calibrate relative parameters, it is difficult to apply on the large-scale or medium-scale real system for long computational time. In this paper a new method is designed which combines both macro and detailed model to optimize the water quality parameters. This new combinational algorithm uses radial basis function (RBF) metamodeling as a surrogate to be optimized for the purpose of decreasing the times of time-consuming water quality simulation and can realize rapidly the calibration of pipe wall reaction coefficients of chlorine model of large-scaled WDS. After two cases study this method is testified to be more efficient and promising, and deserve to generalize in the future.

Keywords: Metamodeling, model calibration, radial basisfunction, water distribution system, water quality model.

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Authors: M. Saba, A. Iaaly, E. Carlier, N. Georges

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This research focuses on assessing the ground water quality of Northern Lebanon affected by saline water intrusion. The chemical, physical and microbiological parameters were collected in various seasons spanning over the period of two years. Results were assessed using Geographic Information System (GIS) due to its visual capabilities in presenting the pollution extent in the studied region. Future projections of the excessive pumping were also simulated using GIS in order to assess the extent of the problem of saline intrusion in the near future.

Keywords: GIS, saline water, quality control, drinkable water quality standards, pumping.

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Authors: S. Wechmongkhonkon, N.Poomtong, S. Areerachakul

Abstract:

Water quality is a subject of ongoing concern. Deterioration of water quality has initiated serious management efforts in many countries. This study endeavors to automatically classify water quality. The water quality classes are evaluated using 6 factor indices. These factors are pH value (pH), Dissolved Oxygen (DO), Biochemical Oxygen Demand (BOD), Nitrate Nitrogen (NO3N), Ammonia Nitrogen (NH3N) and Total Coliform (TColiform). The methodology involves applying data mining techniques using multilayer perceptron (MLP) neural network models. The data consisted of 11 sites of canals in Dusit district in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage Bangkok Metropolitan Administration during 2007-2011. The results of multilayer perceptron neural network exhibit a high accuracy multilayer perception rate at 96.52% in classifying the water quality of Dusit district canal in Bangkok Subsequently, this encouraging result could be applied with plan and management source of water quality.

Keywords: artificial neural network, classification, surface water quality

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Authors: Amina Amirat, Abdelfettah Bouri

Abstract:

If price and quantity are the fundamental building blocks of any theory of market interactions, the importance of trading volume in understanding the behavior of financial markets is clear. However, while many economic models of financial markets have been developed to explain the behavior of prices -predictability, variability, and information content- far less attention has been devoted to explaining the behavior of trading volume. In this article, we hope to expand our understanding of trading volume by developing a new measure of herding behavior based on a cross sectional dispersion of volumes betas. We apply our measure to the Toronto stock exchange using monthly data from January 2000 to December 2002. Our findings show that the herd phenomenon consists of three essential components: stationary herding, intentional herding and the feedback herding.

Keywords: Herding behavior, market return, trading volume.

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Authors: Edison Muzenda

Abstract:

A study was carried out to determine the effect of water quality on flotation performance. The experimental test work comprised of batch flotation tests using Denver lab cell for a period of 10 minutes. Nine different test runs were carried out in triplicates to ensure reproducibility using different water types from different thickener overflows, return and sewage effluent water (process water) and portable water. The water sources differed in pH, total dissolved solids, total suspended solids and conductivity. Process water was found to reduce the concentrate recovery and mass pull, while portable water increased the concentrate recovery and mass pull. Portable water reduced the concentrate grade while process water increased the concentrate grade. It is proposed that a combination of process water and portable water supply be used in flotation circuits to balance the different effects that the different water types have on the flotation efficiency.

Keywords: Flotation, mass pull, process water, thickeneroverflows, water quality.

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Authors: Abdalla Kablan, Joseph Falzon

Abstract:

This paper is motivated by the aspect of uncertainty in financial decision making, and how artificial intelligence and soft computing, with its uncertainty reducing aspects can be used for algorithmic trading applications that trade in high frequency. This paper presents an optimized high frequency trading system that has been combined with various moving averages to produce a hybrid system that outperforms trading systems that rely solely on moving averages. The paper optimizes an adaptive neuro-fuzzy inference system that takes both the price and its moving average as input, learns to predict price movements from training data consisting of intraday data, dynamically switches between the best performing moving averages, and performs decision making of when to buy or sell a certain currency in high frequency.

Keywords: Financial decision making, High frequency trading, Adaprive neuro-fuzzy systems, moving average strategy.

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Authors: Paul Lajbcygier, Seng Lee

Abstract:

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.

Keywords: Artificial neural networks, co-integration, forecasting, trading rule.

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Authors: Qasim Kriri, Harsh B. Desai

Abstract:

Water supply and sanitation in Saudi Arabia is portrayed by difficulties and accomplishments. One of the fundamental difficulties is water shortage. With a specific end goal to beat water shortage, significant ventures have been attempted in sea water desalination, water circulation, sewerage, and wastewater treatment. The motivation behind Statistical Process Control (SPC) is to decide whether the execution of a procedure is keeping up an acceptable quality level [AQL]. SPC is an analytical decision-making method. A fundamental apparatus in the SPC is the Control Charts, which follow the inconstancy in the estimations of the item quality attributes. By utilizing the suitable outline, administration can decide whether changes should be made with a specific end goal to keep the procedure in charge. The two most important quality factors in the distilled water which were taken into consideration were pH (Potential of Hydrogen) and TDS (Total Dissolved Solids). There were three stages at which the quality checks were done. The stages were as follows: (1) Water at the source, (2) water after chemical treatment & (3) water which is sent for packing. The upper specification limit, central limit and lower specification limit are taken as per Saudi water standards. The procedure capacity to accomplish the particulars set for the quality attributes of Berain water Factory chose to be focused by the proposed SPC system.

Keywords: Acceptable quality level, statistical quality control, control charts, process charts.

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