Search results for: pairs trading

Authors: Kim Nee Goh, Viknesh Kumar Naleyah

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Online trading is an alternative to conventional shopping method. People trade goods which are new or pre-owned before. However, there are times when a user is not able to search the items wanted online. This is because the items may not be posted as yet, thus ending the search. Conventional search mechanism only works by searching and matching search criteria (requirement) with data available in a particular database. This research aims to match current search requirements with future postings. This would involve the time factor in the conventional search method. A Car Matching Alert System (CMAS) prototype was developed to test the matching algorithm. When a buyer-s search returns no result, the system saves the search and the buyer will be alerted if there is a match found based on future postings. The algorithm developed is useful and as it can be applied in other search context.

Keywords: Matching algorithm, online trading, search, future postings, car matching

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Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

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Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.

Keywords: thermal stereo matching, depth estimation, deep neural networks, CNN

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Authors: Chih-Hsiang Chang

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This study aims to explore the relationship between the disposition effect and herding behavior of investors trading Taiwanese information technology stocks. This study differs from previous literature in two aspects. First, in contrast with the earlier studies that focused on investigating investors’ herding behavior, this study explores the possibility that the disposition effect drives investors’ herding behavior. Additionally, it takes an in-depth look at the interdependence between the disposition effect and herding behavior of investors, including lead-lag relationship and volatility transmission effect. Empirical results show that investors trading Taiwan’s information technology stocks exhibit pronounced herding behavior and that the disposition effect has a great impact on their herding behavior.

Keywords: Herding behavior, Disposition effect, Behavioral finance.

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Authors: Jehad Al Dallal

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Class cohesion is an important object-oriented software quality attribute. It indicates how much the members in a class are related. Assessing the class cohesion and improving the class quality accordingly during the object-oriented design phase allows for cheaper management of the later phases. In this paper, the notion of distance between pairs of methods and pairs of attribute types in a class is introduced and used as a basis for introducing a novel class cohesion metric. The metric considers the methodmethod, attribute-attribute, and attribute-method direct interactions. It is shown that the metric gives more sensitive values than other well-known design-based class cohesion metrics.

Keywords: Object-oriented software quality, object-orienteddesign, class cohesion.

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Authors: Rishabh Garg

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Blockchain technology can allow remote, untrusted parties in the banking and financial sector to reach consensus on the state of databases without the involvement of gatekeepers. Like a bookkeeper, it can manage all financial transactions including payments, settlements, fundraising, securities management, loans, credits and trade finance. It can outperform existing systems in terms of identity verification, asset transfers, peer-to-peer transfers, hedge funds, security and auditability. Blockchain-based decentralized finance (DeFi) is a new financial protocol. Being open and programmable, it enables various DeFi use-cases, including asset management, tokenization, tokenized derivatives, decentralized autonomous organizations, data analysis and valuation, payments, lending and borrowing, insurance, margin trading, prediction market, gambling and yield-farming, etc. In addition, it can ease financial transactions, cash-flow, use of programmable currency, no-loss lotteries, etc. This paper aims to assess the potential of decentralized finance by leveraging the blockchain-enabled Ethereum platform as an alternative to traditional finance. The study also aims to find out the impact of decentralized finance on prediction markets, quadratic funding and crowd-funding, together with the potential challenges and solutions associated with its implementation.

Keywords: Advance trading, crowd funding, exchange tokens, fund aggregation, margin trading, quadratic funding, smart contracts, streaming money, token derivatives.

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Authors: Jerome G. Chandraseelan, Samuel M. D. Oliveira, Antti Häkkinen, Sofia Startceva, Andre S. Ribeiro

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We used live E. coli containing synthetic genetic oscillators to study how the degree of synchrony between the genetic circuits of sister cells changes with temperature. We found that both the mean and the variability of the degree of synchrony between the fluorescence signals from sister cells are affected by temperature. Also, while most pairs of sister cells were found to be highly synchronous in each condition, the number of asynchronous pairs increased with increasing temperature, which was found to be due to disruptions in the oscillations. Finally we provide evidence that these disruptions tend to affect multiple generations as opposed to individual cells. These findings provide insight in how to design more robust synthetic circuits and in how cell division can affect their dynamics.

Keywords: Repressilator, robustness, synchrony, synthetic biology.

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Authors: Hui-Min Lai, Chin-Pin Chen, Yung-Fu Chang

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The expectation-confirmation model (ECM) is one of the most widely used models for evaluating information system continuance, and this model has been extended to other study backgrounds, or expanded with other theoretical perspectives. However, combining ECM with other theories or investigating the background problem may produce some disparities, thus generating inaccurate conclusions. Habit is considered to be an important factor that influences the user’s continuance behavior. This paper thus critically examines seven pairs of relationships from the original ECM and the habit variable. A meta-analysis was used to tackle the development of ECM research over the last 10 years from a range of journals and conference papers published in 2005–2014. Forty-six journal articles and 19 conference papers were selected for analysis. The results confirm our prediction that a high effect size for the seven pairs of relationships was obtained (ranging from r=0.386 to r=0.588). Furthermore, a meta-analytic structural equation modeling was performed to simultaneously test all relationships. The results show that habit had a significant positive effect on continuance intention at p<=0.05 and that the six other pairs of relationships were significant at p<0.10. Based on the findings, we refined our original research model and an alternative model was proposed for understanding and predicting information system continuance. Some theoretical implications are also discussed.

Keywords: Expectation-confirmation theory, expectation- confirmation model, meta-analysis, meta-analytic structural equation modeling.

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Authors: Fotios N. Vlachos, Anastasios D. Garetsos, Nikolaos K. Uzunoglu, Efstathios D. Gotsis

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A four element prototype phased array surface probe has been designed and constructed to improve clinical human prostate spectroscopic data. The probe consists of two pairs of adjacent rectangular coils with an optimum overlap to reduce the mutual inductance. The two pairs are positioned on the anterior and the posterior pelvic region and two couples of varactors at the input of each coil undertake the procedures of tuning and matching. The probe switches off and on automatically during the consecutive phases of the MR experiment with the use of an analog switch that is triggered by a microcontroller. Experimental tests that were carried out resulted in high levels of tuning accuracy. Also, the switching mechanism functions properly for various applied loads and pulse sequence characteristics, producing only 10 μs of latency.

Keywords: Automatic tuning, prostate imaging, phased array, spectroscopy.

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Authors: Muhammad M. A. S. Mahmoud

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Natural gas sweetening process is a controlled process that must be done at maximum efficiency and with the highest quality. In this work, due to complexity and non-linearity of the process, the H2S gas separation and the intelligent fuzzy controller, which is used to enhance the process, are simulated in MATLAB – Simulink. New design of fuzzy control for Gas Separator is discussed in this paper. The design is based on the utilization of linear state-estimation to generate the internal knowledge-base that stores input-output pairs. The obtained input/output pairs are then used to design a feedback fuzzy controller. The proposed closed-loop fuzzy control system maintains the system asymptotically-stability while it enhances the system time response to achieve better control of the concentration of the output gas from the tower. Simulation studies are carried out to illustrate the Gas Separator system performance.

Keywords: Gas separator, gas sweetening, intelligent controller, fuzzy control.

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Authors: Mohamed El Morsy, Gabriela Achtenová

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Research on damage of gears and gear pairs using vibration signals remains very attractive, because vibration signals from a gear pair are complex in nature and not easy to interpret. Predicting gear pair defects by analyzing changes in vibration signal of gears pairs in operation is a very reliable method. Therefore, a suitable vibration signal processing technique is necessary to extract defect information generally obscured by the noise from dynamic factors of other gear pairs.This article presents the value of cepstrum analysis in vehicle gearbox fault diagnosis. Cepstrum represents the overall power content of a whole family of harmonics and sidebands when more than one family of sidebands is present at the same time. The concept for the measurement and analysis involved in using the technique are briefly outlined. Cepstrum analysis is used for detection of an artificial pitting defect in a vehicle gearbox loaded with different speeds and torques. The test stand is equipped with three dynamometers; the input dynamometer serves asthe internal combustion engine, the output dynamometers introduce the load on the flanges of the output joint shafts. The pitting defect is manufactured on the tooth side of a gear of the fifth speed on the secondary shaft. Also, a method for fault diagnosis of gear faults is presented based on order Cepstrum. The procedure is illustrated with the experimental vibration data of the vehicle gearbox. The results show the effectiveness of Cepstrum analysis in detection and diagnosis of the gear condition.

Keywords: Cepstrum analysis, fault diagnosis, gearbox.

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Authors: G. Bal, D. Uygun

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This paper describes the design and modeling procedure of a novel 5-phase segment type switched reluctance motor (ST-SRM) under simultaneous two-phase (bipolar) excitation of windings. The rotor cores of ST-SRM are embedded in an aluminum block as well as to improve the performance characteristics. The magnetic circuit of the produced ST-SRM is constructed so that the magnetic flux paths are short and exclusive to each phase, thereby minimizing the commutation switching and eddy current losses in the laminations. The design and simulation principles presented apply primarily to conventional SRM and ST-SRM. It is proved that the novel 5-phase switched reluctance motor under two-phase excitation is superior among the criteria used in comparison. The purposed model is particularly well suited for high torque and weight constrained applications such as automobiles, aerospace and military applications.

Keywords: Segmental Rotor Pairs, Two-phase Excitation, Commutation Switching, Aluminum Block.

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

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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: Ririn Dewi Cahyani, Muh. Hisjam, Wahyudi Sutopo, Kuncoro Harto Widodo

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Availability of raw materials is important for Indonesia as a furniture exporting country. Teak log as raw materials is supplied to the furniture industry by Perum Perhutani (PP). PP needs to involve carbon trading for nature conservation. PP also has an obligation in the Corporate Social Responsibility program. PP and furniture industry also must prosecute the regulations related to ecological issues and labor rights. This study has the objective to create the relationship model between supplier and manufacturer to fulfill teak log demand that involving teak forest carbon sequestration. A model is formulated as Goal Programming to get the favorable solution for teak log procurement and support carbon sequestration that considering economical, ecological, and social aspects of both supplier and manufacturer. The results show that the proposed model can be used to determine the teak log quantity involving carbon trading to achieve the seven goals to be satisfied the sustainability considerations.

Keywords: Availability of teak log, support carbon sequestration, goal programming, sustainability consideration.

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Authors: A. D. Parekh, P. R. Tailor

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The Montreal protocol and Kyoto protocol underlined the need of substitution of CFC’s and HCFC’s due to their adverse impact on atmospheric ozone layer which protects earth from U.V rays. The CFCs have been entirely ruled out since 1995 and a long-term basis HCFCs must be replaced by 2020. All this events motivated HFC refrigerants which are harmless to ozone layer. In this paper thermodynamic analysis of cascade refrigeration system has been done using three different refrigerant pairs R13-R12, R290-R23, and R404A-R23. Effect of various operating parameters i.e. evaporator temperature, condenser temperature, temperature difference in cascade condenser and low temperature cycle condenser temperature on performance parameters viz. COP, exergetic efficiency and refrigerant mass flow ratio have been studied. Thermodynamic analysis shows that out of three refrigerant pairs R12-R13, R290-R23 and R404A-R23 the COP of R290-R23 refrigerant pair is highest.

Keywords: Thermodynamic analysis, cascade refrigeration system, COP, exergetic efficiency.

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Authors: Yi Liao, Wencheng Yang, Gangyi Jiang

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According to investigating impact of complexity of stereoscopic frame pairs on stereoscopic video coding and transmission, a new rate control algorithm is presented. The proposed rate control algorithm is performed on three levels: stereoscopic group of pictures (SGOP) level, stereoscopic frame (SFrame) level and frame level. A temporal-spatial frame complexity model is firstly established, in the bits allocation stage, the frame complexity, position significance and reference property between the left and right frames are taken into account. Meanwhile, the target buffer is set according to the frame complexity. Experimental results show that the proposed method can efficiently control the bitrates, and it outperforms the fixed quantization parameter method from the rate distortion perspective, and average PSNR gain between rate-distortion curves (BDPSNR) is 0.21dB.

Keywords: Stereoscopic video coding, rate control, stereoscopic group of pictures, complexity of stereoscopic frame pairs.

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Authors: Yi-Ping Fang, Hsien-Ting Cheng

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Topical photodynamic therapy (PDT) with 5-aminolevulinic acid (ALA) is an alternative therapy for treating superficial cancer, especially for skin or oral cancer. ALA, a precursor of the photosensitizer protoporphyrin IX (PpIX), is present as zwitterions and hydrophilic property which make the low permeability through the cell membrane. Collagen is a traditional carrier; its molecular composed various amino acids which bear positive charge and negative charge. In order to utilize the ion-pairs with ALA and collagen, the study employed various pH values adjusting the net charge. The aim of this study was to compare a series collagen form, including solution, gel and sponge to investigate the topical delivery behavior of ALA. The in vivo confocal laser scanning microscopy (CLSM) study demonstrated that PpIX generation ability was different pattern after apply for 6 h. Gel type could generate high PpIX, and archived more deep of skin depth.

Keywords: 5-Aminolevulinic acid (ALA), Collagen, Ion-pairs, Penetration behavior

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Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

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How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

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

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

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

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Authors: Joseph Maloba Makokha

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Idea generation is an important part of the design process, and many strategies to support this stage have been developed. As artificial intelligence (AI) gains adoption in many domains, we need to understand its role, if any, in the design process. This paper introduces the concept of a “Disruptive Interjector”, an AI system that frequently interjects with suggestions based on observing what a user does. The concept emanates from a study that was conducted with pairs of humans on one hand, and human-AI pairs on the other collaborating on idea generation by sketching. Results from a study show that participants who collaborated with, and took cues from the AI sketch suggestions generated more ideas; and also had more ideas ranked by experts as “creative” compared to two humans working together on the same tasks. It is notable that while researchers from diverse fields of engineering, psychology, art and others have explored conditions and environments that enhance people's creativity - and have provided insights on creativity in general - there still exists a gap on the role that AI can play on creativity. We attempt to narrow this gap.

Keywords: Artificial intelligence, design collaboration, creativity, human-machine collaboration, machine learning.

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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: Lewis E. Hibell, Honghai Liu, David J. Brown

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This paper presents the results of enhancing images from a left and right stereo pair in order to increase the resolution of a 3D representation of a scene generated from that same pair. A new neural network structure known as a Self Delaying Dynamic Network (SDN) has been used to perform the enhancement. The advantage of SDNs over existing techniques such as bicubic interpolation is their ability to cope with motion and noise effects. SDNs are used to generate two high resolution images, one based on frames taken from the left view of the subject, and one based on the frames from the right. This new high resolution stereo pair is then processed by a disparity map generator. The disparity map generated is compared to two other disparity maps generated from the same scene. The first is a map generated from an original high resolution stereo pair and the second is a map generated using a stereo pair which has been enhanced using bicubic interpolation. The maps generated using the SDN enhanced pairs match more closely the target maps. The addition of extra noise into the input images is less problematic for the SDN system which is still able to out perform bicubic interpolation.

Keywords: Genetic Evolution, Image Enhancement, Neuron Networks, Stereo Vision

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Authors: Sanja Seljan, Ivan Dunđer

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The paper presents combined automatic speech recognition (ASR) of English and machine translation (MT) for English and Croatian and Croatian-English language pairs in the domain of business correspondence. The first part presents results of training the ASR commercial system on English data sets, enriched by error analysis. The second part presents results of machine translation performed by free online tool for English and Croatian and Croatian-English language pairs. Human evaluation in terms of usability is conducted and internal consistency calculated by Cronbach's alpha coefficient, enriched by error analysis. Automatic evaluation is performed by WER (Word Error Rate) and PER (Position-independent word Error Rate) metrics, followed by investigation of Pearson’s correlation with human evaluation.

Keywords: Automatic machine translation, integrated language technologies, quality evaluation, speech recognition.

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Authors: Omer Nebil Yaveroglu, Tolga Can

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In this study, a high accuracy protein-protein interaction prediction method is developed. The importance of the proposed method is that it only uses sequence information of proteins while predicting interaction. The method extracts phylogenetic profiles of proteins by using their sequence information. Combining the phylogenetic profiles of two proteins by checking existence of homologs in different species and fitting this combined profile into a statistical model, it is possible to make predictions about the interaction status of two proteins. For this purpose, we apply a collection of pattern recognition techniques on the dataset of combined phylogenetic profiles of protein pairs. Support Vector Machines, Feature Extraction using ReliefF, Naive Bayes Classification, K-Nearest Neighborhood Classification, Decision Trees, and Random Forest Classification are the methods we applied for finding the classification method that best predicts the interaction status of protein pairs. Random Forest Classification outperformed all other methods with a prediction accuracy of 76.93%

Keywords: Protein Interaction Prediction, Phylogenetic Profile, SVM , ReliefF, Decision Trees, Random Forest Classification

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Authors: Abu Salim Mustafa

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Polymerase chain reaction (PCR) assays targeting genomic DNA segments have been established for the detection of Helicobacter pylori in clinical specimens. However, the data on comparative evaluations of various targets in detection of H. pylori are limited. Furthermore, the frequencies of vacA (s1 and s2) and cagA genotypes, which are suggested to be involved in the pathogenesis of H. pylori in other parts of the world, are not well studied in Kuwait. The aim of this study was to evaluate PCR assays for the detection and genotyping of H. pylori by targeting the amplification of DNA targets from four genomic segments. The genomic DNA were isolated from 72 clinical isolates of H. pylori and tested in PCR with four pairs of oligonucleotides primers, i.e. ECH-U/ECH-L, ET-5U/ET-5L, CagAF/CagAR and Vac1F/Vac1XR, which were expected to amplify targets of various sizes (471 bp, 230 bp, 183 bp and 176/203 bp, respectively) from the genomic DNA of H. pylori. The PCR-amplified DNA were analyzed by agarose gel electrophoresis. PCR products of expected size were obtained with all primer pairs by using genomic DNA isolated from H. pylori. DNA dilution experiments showed that the most sensitive PCR target was 471 bp DNA amplified by the primers ECH-U/ECH-L, followed by the targets of Vac1F/Vac1XR (176 bp/203 DNA), CagAF/CagAR (183 bp DNA) and ET-5U/ET-5L (230 bp DNA). However, when tested with undiluted genomic DNA isolated from single colonies of all isolates, the Vac1F/Vac1XR target provided the maximum positive results (71/72 (99% positives)), followed by ECH-U/ECH-L (69/72 (93% positives)), ET-5U/ET-5L (51/72 (71% positives)) and CagAF/CagAR (26/72 (46% positives)). The results of genotyping experiments showed that vacA s1 (46% positive) and vacA s2 (54% positive) genotypes were almost equally associated with VaCA+/CagA- isolates (P > 0.05), but with VacA+/CagA+ isolates, S1 genotype (92% positive) was more frequently detected than S2 genotype (8% positive) (P< 0.0001). In conclusion, among the primer pairs tested, Vac1F/Vac1XR provided the best results for detection of H. pylori. The genotyping experiments showed that vacA s1 and vacA s2 genotypes were almost equally associated with vaCA⁺/cagA^- isolates, but vacA s1 genotype had a significantly increased association with vacA⁺/cagA⁺ isolates.

Keywords: H. pylori, detection, genotyping, Kuwait.

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Authors: Ching-Feng Chen, Shih-Kai Chen

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The Floating Photovoltaic (FPV) system highlights economic benefits and energy performance to carbon dioxide (CO2) discharges. Due to land resource scarcity and many negligent water territories, such as reservoirs, dams, and lakes in Japan and Taiwan, both countries are actively developing FPV and responding to the pricing of the emissions trading systems (ETS). This paper performs a case study through a synthesis approach to compare the economic indicators between the FPVs of Taiwan’s Agongdian Reservoir and Japan’s Yamakura Dam. The research results show that the metrics of the system capacity, installation costs, bank interest rates, and ETS and Electricity Bills affect FPV operating gains. In the post-Feed-In-Tariff (FIT) phase, investing in FPV in Japan is more profitable than in Taiwan. The former’s positive net present value (NPV), eminent internal rate of return (IRR) (11.6%), and benefit-cost ratio (BCR) above 1 (2.0) at the discount rate of 10% indicate that investing the FPV in Japan is more favorable than in Taiwan. In addition, the breakeven point is modest (about 61.3%). The presented methodology in the study helps investors evaluate schemes’ pros and cons and determine whether a decision is beneficial while funding PV or FPV projects.

Keywords: Carbon Border Adjustment Mechanism, Floating Photovoltaic, Emissions Trading Systems, Net Present Value, NPV, Internal Rate of Return, IRR, Benefit-Cost Ratio.

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Authors: Jafar Ahmadi, Alireza Pour-Aboughadareh

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Wheat is the first and the most important grain of the world and its bakery property is due to glutenin and gliadin qualities. Wheat seed proteins were divided into four groups according to solubility including albumin, globulin, glutenin and prolamin or gliadin. Gliadins are major components of the storage proteins in wheat endosperm. It seems that little information is available about gliadin genes in Iranian wild relatives of wheat. Thus, the aim of this study was the evaluation of the wheat wild relatives collected from different origins of Zagros Mountains in Iran, in terms of coding gliadin genes using specific primers. For this, forty accessions of Triticum boeoticum and Triticum urartu were selected for this study. For each accession, genomic DNA was extracted and PCRs were performed in total volumes of 15 μl. The amplification products were separated on 1.5% agarose gels. In results, for Gli-2A locus three allelic variants were detected by Gli-2As primer pairs. The sizes of PCR products for these alleles were 210, 490 and 700 bp. Only five (13%) and two accessions (5%) produced 700 and 490 bp fragments when their DNA was amplified with the Gli.As.2 primer pairs. However, 93% of the accessions carried allele 210 bp, and only 8% did not any product for this marker. Therefore, these germplasm could be used as rich gene pool to broaden the genetic base of bread wheat.

Keywords: Diploied wheat, gliadin, Triticum boeoticum, Triticum urartu.

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Authors: Taylan Kabbani, Ekrem Duman

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Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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Authors: Shaoyan Sun, Liwei Zhang, Chonghui Guo

Abstract:

As the use of registration packages spreads, the number of the aligned image pairs in image databases (either by manual or automatic methods) increases dramatically. These image pairs can serve as a set of training data. Correspondingly, the images that are to be registered serve as testing data. In this paper, a novel medical image registration method is proposed which is based on the a priori knowledge of the expected joint intensity distribution estimated from pre-aligned training images. The goal of the registration is to find the optimal transformation such that the distance between the observed joint intensity distribution obtained from the testing image pair and the expected joint intensity distribution obtained from the corresponding training image pair is minimized. The distance is measured using the divergence measure based on Tsallis entropy. Experimental results show that, compared with the widely-used Shannon mutual information as well as Tsallis mutual information, the proposed method is computationally more efficient without sacrificing registration accuracy.

Keywords: Multimodality images, image registration, Shannonentropy, Tsallis entropy, mutual information, Powell optimization.

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Authors: H. Florianová, J. Nešleha

Abstract:

Financial derivatives are considered to be risky investment instruments which could possibly bring another financial crisis. As prevention, European Union and its member states have released new legal acts adjusting this area of law in recent years. There have been several cases in history of capital markets worldwide where it was shown that legislature may affect behavior of subjects on capital markets. In our paper we analyze main events on selected European stock exchanges in order to apply them on three chosen markets - Czech capital market represented by Prague Stock Exchange, German capital market represented by Deutsche Börse and Polish capital market represented by Warsaw Stock Exchange. We follow time series of development of the sum of listed derivatives on these three stock exchanges in order to evaluate popularity of those exchanges. Afterwards we compare newly listed derivatives in relation to the speed of development of these exchanges. We also make a comparison between trends in derivatives and shares development. We explain how a legal regulation may affect situation on capital markets. If the regulation is too strict, potential investors or traders are not willing to undertake it and move to other markets. On the other hand, if the regulation is too vague, trading scandals occur and the market is not reliable from the prospect of potential investors or issuers. We see that making the regulation stricter usually discourages subjects to stay on the market immediately although making the regulation vaguer to interest more subjects is usually much slower process.

Keywords: Capital markets, financial derivatives, investors' behavior, regulation.

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