Search results for: mathematical algorithm

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: Diogen Babuc

Abstract:

The question that is a motivation of writing is how many devote themselves to discovering something in the world of science where much is discerned and revealed, but at the same time, much is unknown. The insightful elements of this algorithm are the ciphering and deciphering algorithms of Playfair, Caesar, and Vigen`ere. Only a few of their main properties are taken and modified, with the aim of forming a specific functionality of the algorithm called Latin Djokovic. Specifically, a string is entered as input data. A key k is given, with a random value between the values a and b = a+3. The obtained value is stored in a variable with the aim of being constant during the run of the algorithm. In correlation to the given key, the string is divided into several groups of substrings, and each substring has a length of k characters. The next step involves encoding each substring from the list of existing substrings. Encoding is performed using the basis of Caesar algorithm, i.e. shifting with k characters. However, that k is incremented by 1 when moving to the next substring in that list. When the value of k becomes greater than b + 1, it will return to its initial value. The algorithm is executed, following the same procedure, until the last substring in the list is traversed. Using this polyalphabetic method, ciphering and deciphering of strings are achieved. The algorithm also works for a 100-character string. The x character is not used when the number of characters in a substring is incompatible with the expected length. The algorithm is simple to implement, but it is questionable if it works better than the other methods, from the point of view of execution time and storage space.

Keywords: Ciphering and deciphering, Authentic Algorithm, Polyalphabetic Cipher, Random Key, methods comparison.

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Authors: Sayani Sil, Sukanta Das

Abstract:

This paper reports a distributed mutual exclusion algorithm for mobile Ad-hoc networks. The network is clustered hierarchically. The proposed algorithm considers the clustered network as a logical tree and develops a token passing scheme to get the mutual exclusion. The performance analysis and simulation results show that its message requirement is optimal, and thus the algorithm is energy efficient.

Keywords: Critical section, Distributed mutual exclusion, MobileAd-hoc network, Token-based algorithms.

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Authors: Basit Shahzad, Muhammad Tanvir Afzal

Abstract:

Many algorithms are available for sorting the unordered elements. Most important of them are Bubble sort, Heap sort, Insertion sort and Shell sort. These algorithms have their own pros and cons. Shell Sort which is an enhanced version of insertion sort, reduces the number of swaps of the elements being sorted to minimize the complexity and time as compared to insertion sort. Shell sort improves the efficiency of insertion sort by quickly shifting values to their destination. Average sort time is O(n1.25), while worst-case time is O(n1.5). It performs certain iterations. In each iteration it swaps some elements of the array in such a way that in last iteration when the value of h is one, the number of swaps will be reduced. Donald L. Shell invented a formula to calculate the value of ?h?. this work focuses to identify some improvement in the conventional Shell sort algorithm. ''Enhanced Shell Sort algorithm'' is an improvement in the algorithm to calculate the value of 'h'. It has been observed that by applying this algorithm, number of swaps can be reduced up to 60 percent as compared to the existing algorithm. In some other cases this enhancement was found faster than the existing algorithms available.

Keywords: Algorithm, Computation, Shell, Sorting.

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Authors: Alexey V. Klyuev, Valery P. Samarin, Viktor F. Klyuev, Andrey V. Klyuev

Abstract:

A power measurement algorithm of the input mix components of the noise signal and pulse interference is considered. The algorithm efficiency analysis has been carried out for different interference-to-signal ratio. Algorithm performance features have been explored by numerical experiment results.

Keywords: Noise signal, pulse interference, signal power, spectrum width, detection.

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Authors: Doaa Hegazy, Joachim Denzler

Abstract:

SoftBoost is a recently presented boosting algorithm, which trades off the size of achieved classification margin and generalization performance. This paper presents a performance evaluation of SoftBoost algorithm on the generic object recognition problem. An appearance-based generic object recognition model is used. The evaluation experiments are performed using a difficult object recognition benchmark. An assessment with respect to different degrees of label noise as well as a comparison to the well known AdaBoost algorithm is performed. The obtained results reveal that SoftBoost is encouraged to be used in cases when the training data is known to have a high degree of noise. Otherwise, using Adaboost can achieve better performance.

Keywords: SoftBoost algorithm, AdaBoost algorithm, Generic object recognition.

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Authors: Wan-Ting Lin, Chuen-Horng Lin, Tsung-Ho Wu, Yung-Kuan Chan

Abstract:

This study aims to segment objects using the K-means algorithm for texture features. Firstly, the algorithm transforms color images into gray images. This paper describes a novel technique for the extraction of texture features in an image. Then, in a group of similar features, objects and backgrounds are differentiated by using the K-means algorithm. Finally, this paper proposes a new object segmentation algorithm using the morphological technique. The experiments described include the segmentation of single and multiple objects featured in this paper. The region of an object can be accurately segmented out. The results can help to perform image retrieval and analyze features of an object, as are shown in this paper.

Keywords: k-mean, multiple objects, segmentation, texturefeatures.

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Authors: M. Rodionov, Z. Dedovets

Abstract:

This article discusses plausible reasoning use for solution to practical problems. Such reasoning is the major driver of motivation and implementation of mathematical, scientific and educational research activity. A general, practical problem solving algorithm is presented which includes an analysis of specific problem content to build, solve and interpret the underlying mathematical model. The author explores the role of practical problems such as the stimulation of students' interest, the development of their world outlook and their orientation in the modern world at the different stages of learning mathematics in secondary school. Particular attention is paid to the characteristics of those problems which were systematized and presented in the conclusions.

Keywords: Mathematics, motivation, secondary school, student, practical problem.

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Authors: Gökhan Silahtaroğlu

Abstract:

Decision tree algorithms have very important place at classification model of data mining. In literature, algorithms use entropy concept or gini index to form the tree. The shape of the classes and their closeness to each other some of the factors that affect the performance of the algorithm. In this paper we introduce a new decision tree algorithm which employs data (attribute) folding method and variation of the class variables over the branches to be created. A comparative performance analysis has been held between the proposed algorithm and C4.5.

Keywords: Classification, decision tree, split, pruning, entropy, gini.

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Authors: Grigorios N. Beligiannis, Georgios A. Tsirogiannis, Panayotis E. Pintelas

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In this contribution, a way to enhance the performance of the classic Genetic Algorithm is proposed. The idea of restarting a Genetic Algorithm is applied in order to obtain better knowledge of the solution space of the problem. A new operator of 'insertion' is introduced so as to exploit (utilize) the information that has already been collected before the restarting procedure. Finally, numerical experiments comparing the performance of the classic Genetic Algorithm and the Genetic Algorithm with restartings, for some well known test functions, are given.

Keywords: Genetic Algorithms, Restartings, Search space exploration, Search space exploitation.

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Authors: Sumitra Nuanmeesri, Kanate Ploydanai

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Many companies have excel, it is economy and well perform to use in material requirement planning (MRP) on excel. For several products, it, however, is complex problem to link the relationship between the tables of products because the relationship depends on bill of material (BOM). This paper presents algorithm to create MRP on excel, and links relationship between tables. The study reveals MRP that is created by the algorithm which is easier and faster than MRP that created by human. By this technique, MRP on excel might be good ways to improve a productivity of companies.

Keywords: Material requirement planning, Algorithm, Spreadsheet.

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Authors: Young-Seok Choi

Abstract:

This paper proposes a complementary combination scheme of affine projection algorithm (APA) filters with different order of input regressors. A convex combination provides an interesting way to keep the advantage of APA having different order of input regressors. Consequently, a novel APA which has the rapid convergence and the reduced steady-state error is derived. Experimental results show the good properties of the proposed algorithm.

Keywords: Adaptive filter, affine projection algorithm, convex combination, input order.

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Authors: K. Paisal

Abstract:

The purposes of this research were (1) to create a learning activity for constructivism, (2) study the Mathematical Analysis courses learning achievement, and (3) study students’ attitude toward the learning activity for constructivism. The samples in this study were divided into 2 parts including 3 Mathematical Analysis courses instructors of Suan Sunandha Rajabhat University who provided basic information and attended the seminar and 17 Mathematical Analysis courses students who were studying in the academic and engaging in the learning activity for constructivism. The research instruments were lesson plans constructivism, subjective Mathematical Analysis courses achievement test with reliability index of 0.8119, and an attitude test concerning the students’ attitude toward the Mathematical Analysis courses learning activity for constructivism. The result of the research show that the efficiency of the Mathematical Analysis courses learning activity for constructivism is 73.05/72.16, which is more than expected criteria of 70/70. The research additionally find that the average score of learning achievement of students who engaged in the learning activities for constructivism are equal to 70% and the students’ attitude toward the learning activity for constructivism are at the medium level.

Keywords: Constructivism, learning management, Mathematical Analysis courses.

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Authors: Alaa E. Abdallah, M. Bsoul, Emad E. Abdallah, Ahmad Al-Khasawneh, Muath Alzghool

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Due to the limited lifetime of the nodes in ad hoc and sensor networks, energy efficiency needs to be an important design consideration in any routing algorithm. It is known that by employing a virtual backbone in a wireless network, the efficiency of any routing scheme for the network can be improved. One common design for routing protocols in mobile ad hoc networks is to use positioning information; we use the node-s geometric locations to introduce an algorithm that can construct the virtual backbone structure locally in 3D environment. The algorithm construction has a constant time.

Keywords: Virtual backbone, dominating set, UDG.

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Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy

Abstract:

In this paper, we propose a new robust and secure system that is based on the combination between two different transforms Discrete wavelet Transform (DWT) and Contourlet Transform (CT). The combined transforms will compensate the drawback of using each transform separately. The proposed algorithm has been designed, implemented and tested successfully. The experimental results showed that selecting the best sub-band for embedding from both transforms will improve the imperceptibility and robustness of the new combined algorithm. The evaluated imperceptibility of the combined DWT-CT algorithm which gave a PSNR value 88.11 and the combination DWT-CT algorithm improves robustness since it produced better robust against Gaussian noise attack. In addition to that, the implemented system shored a successful extraction method to extract watermark efficiently.

Keywords: DWT, CT, Digital Image Watermarking, Copyright Protection.

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Authors: Shu-Xin Miao

Abstract:

In this note, we discuss the convergence behavior of a modified inexact Uzawa algorithm for solving generalized saddle point problems, which is an extension of the result obtained in a recent paper [Z.H. Cao, Fast Uzawa algorithm for generalized saddle point problems, Appl. Numer. Math., 46 (2003) 157-171].

Keywords: Saddle point problem, inexact Uzawa algorithm, convergence behavior.

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Authors: Bhawna Tandon, Shiv Narayan, Jagdish Kumar

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This study proposes the transformation of nonlinear Magnetic Levitation System into linear one, via state and feedback transformations using explicit algorithm. This algorithm allows computing explicitly the linearizing state coordinates and feedback for any nonlinear control system, which is feedback linearizable, without solving the Partial Differential Equations. The algorithm is performed using a maximum of N-1 steps where N being the dimension of the system.

Keywords: Explicit Algorithm, Feedback Linearization, Nonlinear control, Magnetic Levitation System.

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Authors: Bainian Li, Kongsheng Zhang, Jian Xu

Abstract:

In this paper we study the fuzzy c-mean clustering algorithm combined with principal components method. Demonstratively analysis indicate that the new clustering method is well rather than some clustering algorithms. We also consider the validity of clustering method.

Keywords: FCM algorithm, Principal Components Analysis, Clustervalidity

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Authors: Doru Anastasiu Popescu, Dan Rădulescu

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In this paper, we determine the similarity of two HTML web applications. We are going to use a genetic algorithm in order to determine the most significant web pages of each application (we are not going to use every web page of a site). Using these significant web pages, we will find the similarity value between the two applications. The algorithm is going to be efficient because we are going to use a reduced number of web pages for comparisons but it will return an approximate value of the similarity. The binary trees are used to keep the tags from the significant pages. The algorithm was implemented in Java language.

Keywords: Tag, HTML, web page, genetic algorithm, similarity value, binary tree.

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Authors: Tijani Delleji, Mourad Zribi, Ahmed Ben Hamida

Abstract:

This paper discusses EM algorithm and Bootstrap approach combination applied for the improvement of the satellite image fusion process. This novel satellite image fusion method based on estimation theory EM algorithm and reinforced by Bootstrap approach was successfully implemented and tested. The sensor images are firstly split by a Bayesian segmentation method to determine a joint region map for the fused image. Then, we use the EM algorithm in conjunction with the Bootstrap approach to develop the bootstrap EM fusion algorithm, hence producing the fused targeted image. We proposed in this research to estimate the statistical parameters from some iterative equations of the EM algorithm relying on a reference of representative Bootstrap samples of images. Sizes of those samples are determined from a new criterion called 'hybrid criterion'. Consequently, the obtained results of our work show that using the Bootstrap EM (BEM) in image fusion improve performances of estimated parameters which involve amelioration of the fused image quality; and reduce the computing time during the fusion process.

Keywords: Satellite image fusion, Bayesian segmentation, Bootstrap approach, EM algorithm.

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Authors: Sana Bouzaida, Anis Sakly, Faouzi M'Sahli

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In this paper, a TSK-type Neuro-fuzzy Inference System that combines the features of fuzzy sets and neural networks has been applied for the identification of MIMO systems. The procedure of adapting parameters in TSK model employs a Shuffled Frog Leaping Algorithm (SFLA) which is inspired from the memetic evolution of a group of frogs when seeking for food. To demonstrate the accuracy and effectiveness of the proposed controller, two nonlinear systems have been considered as the MIMO plant, and results have been compared with other learning methods based on Particle Swarm Optimization algorithm (PSO) and Genetic Algorithm (GA).

Keywords: Identification, Shuffled frog Leaping Algorithm (SFLA), TSK-type neuro-fuzzy model.

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Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

In this paper an efficient incomplete factorization preconditioner is proposed for the Least Mean Squares (LMS) adaptive filter. The proposed preconditioner is approximated from a priori knowledge of the factors of input correlation matrix with an incomplete strategy, motivated by the sparsity patter of the upper triangular factor in the QRD-RLS algorithm. The convergence properties of IPLMS algorithm are comparable with those of transform domain LMS(TDLMS) algorithm. Simulation results show efficiency and robustness of the proposed algorithm with reduced computational complexity.

Keywords: Autocorrelation matrix, Cholesky's factor, eigenvalue spread, Markov input.

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Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata

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This paper presents a method of model selection and identification of Hammerstein systems by hybridization of the genetic algorithm (GA) and particle swarm optimization (PSO). An unknown nonlinear static part to be estimated is approximately represented by an automatic choosing function (ACF) model. The weighting parameters of the ACF and the system parameters of the linear dynamic part are estimated by the linear least-squares method. On the other hand, the adjusting parameters of the ACF model structure are properly selected by the hybrid algorithm of the GA and PSO, where the Akaike information criterion is utilized as the evaluation value function. Simulation results are shown to demonstrate the effectiveness of the proposed hybrid algorithm.

Keywords: Hammerstein system, identification, automatic choosing function model, genetic algorithm, particle swarm optimization.

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Authors: J. B. V. Subrahmanyam, C. Radhakrishna

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This paper presents a simple three phase power flow method for solution of three-phase unbalanced radial distribution system (RDN) with voltage dependent loads. It solves a simple algebraic recursive expression of voltage magnitude, and all the data are stored in vector form. The algorithm uses basic principles of circuit theory and can be easily understood. Mutual coupling between the phases has been included in the mathematical model. The proposed algorithm has been tested with several unbalanced radial distribution networks and the results are presented in the article. 8- bus and IEEE 13 bus unbalanced radial distribution system results are in agreements with the literature and show that the proposed model is valid and reliable.

Keywords: radial distribution networks, load flow, circuitmodel, three-phase four-wire, unbalance.

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Authors: S. K. Satpathy, S. Panda, K. K. Nagwanshi, S. K. Nayak, C. Ardil

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Removing noise from the any processed images is very important. Noise should be removed in such a way that important information of image should be preserved. A decisionbased nonlinear algorithm for elimination of band lines, drop lines, mark, band lost and impulses in images is presented in this paper. The algorithm performs two simultaneous operations, namely, detection of corrupted pixels and evaluation of new pixels for replacing the corrupted pixels. Removal of these artifacts is achieved without damaging edges and details. However, the restricted window size renders median operation less effective whenever noise is excessive in that case the proposed algorithm automatically switches to mean filtering. The performance of the algorithm is analyzed in terms of Mean Square Error [MSE], Peak-Signal-to-Noise Ratio [PSNR], Signal-to-Noise Ratio Improved [SNRI], Percentage Of Noise Attenuated [PONA], and Percentage Of Spoiled Pixels [POSP]. This is compared with standard algorithms already in use and improved performance of the proposed algorithm is presented. The advantage of the proposed algorithm is that a single algorithm can replace several independent algorithms which are required for removal of different artifacts.

Keywords: Filtering, Decision Based Algorithm, noise, imagerestoration.

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Authors: Manuel Ceballos, Juan Nunez, Angel F. Tenorio

Abstract:

The set of all abelian subalgebras is computationally obtained for any given finite-dimensional Lie algebra, starting from the nonzero brackets in its law. More concretely, an algorithm is described and implemented to compute a basis for each nontrivial abelian subalgebra with the help of the symbolic computation package MAPLE. Finally, it is also shown a brief computational study for this implementation, considering both the computing time and the used memory.

Keywords: Solvable Lie algebra, maximal abelian dimension, algorithm.

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Authors: T. Vigneswari, M. A. Maluk Mohamed

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Job Scheduling plays an important role for efficient utilization of grid resources available across different domains and geographical zones. Scheduling of jobs is challenging and NPcomplete. Evolutionary / Swarm Intelligence algorithms have been extensively used to address the NP problem in grid scheduling. Artificial Bee Colony (ABC) has been proposed for optimization problems based on foraging behaviour of bees. This work proposes a modified ABC algorithm, Cluster Heterogeneous Earliest First Min- Min Artificial Bee Colony (CHMM-ABC), to optimally schedule jobs for the available resources. The proposed model utilizes a novel Heterogeneous Earliest Finish Time (HEFT) Heuristic Algorithm along with Min-Min algorithm to identify the initial food source. Simulation results show the performance improvement of the proposed algorithm over other swarm intelligence techniques.

Keywords: Grid Computing, Grid Scheduling, Heterogeneous Earliest Finish Time (HEFT), Artificial Bee colony (ABC) Algorithm, Resource Management.

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Authors: A. Kumar, G. K. Singh, R. S. Anand

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In this paper, various algorithms for designing quadrature mirror filter are reviewed and a new algorithm is presented for the design of near perfect reconstruction quadrature mirror filter bank. In the proposed algorithm, objective function is formulated using the perfect reconstruction condition or magnitude response condition of prototype filter at frequency (ω = 0.5π) in ideal condition. The cutoff frequency is iteratively changed to adjust the filters coefficients using optimization algorithm. The performances of the proposed algorithm are evaluated in term of computation time, reconstruction error and number of iterations. The design examples illustrate that the proposed algorithm is superior in term of peak reconstruction error, computation time, and number of iterations. The proposed algorithm is simple, easy to implement, and linear in nature.

Keywords: Aliasing cancellations filter bank, Filter banks, quadrature mirror filter (QMF), subband coding.

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Authors: Mohammadhosein Hasanbeig, Lacra Pavel

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In this paper, we study a distributed control algorithm for the problem of unknown area coverage by a network of robots. The coverage objective is to locate a set of targets in the area and to minimize the robots’ energy consumption. The robots have no prior knowledge about the location and also about the number of the targets in the area. One efficient approach that can be used to relax the robots’ lack of knowledge is to incorporate an auxiliary learning algorithm into the control scheme. A learning algorithm actually allows the robots to explore and study the unknown environment and to eventually overcome their lack of knowledge. The control algorithm itself is modeled based on game theory where the network of the robots use their collective information to play a non-cooperative potential game. The algorithm is tested via simulations to verify its performance and adaptability.

Keywords: Distributed control, game theory, multi-agent learning, reinforcement learning.

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Authors: Teerapun Saeheaw, Nivit Charoenchai, Wichai Chattinnawat

Abstract:

This paper proposes a meta-heuristic called Ant Colony Optimization to solve multi-objective production problems. The multi-objective function is to minimize lead time and work in process. The problem is related to the decision variables, i.e.; distance and process time. According to decision criteria, the mathematical model is formulated. In order to solve the model an ant colony optimization approach has been developed. The proposed algorithm is parameterized by the number of ant colonies and the number of pheromone trails. One example is given to illustrate the effectiveness of the proposed model. The proposed formulations; Max-Min Ant system are then used to solve the problem and the results evaluate the performance and efficiency of the proposed algorithm using simulation.

Keywords: Ant colony optimization, multi-objective problems.

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