Search results for: pairs trading
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 203

Search results for: pairs trading

113 An Optimization Algorithm Based on Dynamic Schema with Dissimilarities and Similarities of Chromosomes

Authors: Radhwan Yousif Sedik Al-Jawadi

Abstract:

Optimization is necessary for finding appropriate solutions to a range of real-life problems. In particular, genetic (or more generally, evolutionary) algorithms have proved very useful in solving many problems for which analytical solutions are not available. In this paper, we present an optimization algorithm called Dynamic Schema with Dissimilarity and Similarity of Chromosomes (DSDSC) which is a variant of the classical genetic algorithm. This approach constructs new chromosomes from a schema and pairs of existing ones by exploring their dissimilarities and similarities. To show the effectiveness of the algorithm, it is tested and compared with the classical GA, on 15 two-dimensional optimization problems taken from literature. We have found that, in most cases, our method is better than the classical genetic algorithm.

Keywords: Genetic algorithm, similarity and dissimilarity, chromosome injection, dynamic schema.

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112 Studies on the Feasibility of Cow Dung as a Non-Conventional Energy Source

Authors: Raj Kumar Rajak, Bharat Mishra

Abstract:

Bio-batteries represent an entirely new long-term, reasonable, reachable and ecofriendly approach to produce sustainable energy. In the present experimental work, we have studied the effect of generation of power by bio-battery using different electrode pairs. The tests show that it is possible to generate electricity using cow dung as an electrolyte. C-Mg electrode pair shows maximum voltage and SCC (Short Circuit Current) while C-Zn electrode pair shows less OCV (Open Circuit Voltage) and SCC. We have chosen C-Zn electrodes because Mg electrodes are not economical. By the studies of different electrodes and cow dung, it is found that C-Zn electrode battery is more suitable. This result shows that the bio-batteries have the potency to full fill the need of electricity demand for lower energy equipment.

Keywords: Bio-batteries, electricity, cow dung, electrodes, non-conventional.

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111 Trust Management for an Authentication System in Ubiquitous Computing

Authors: Malika Yaici, Anis Oussayah, Mohamed Ahmed Takerrabet

Abstract:

Security of context-aware ubiquitous systems is paramount, and authentication plays an important aspect in cloud computing and ubiquitous computing. Trust management has been identified as vital component for establishing and maintaining successful relational exchanges between trading partners in cloud and ubiquitous systems. Establishing trust is the way to build good relationship with both client and provider which positive activates will increase trust level, otherwise destroy trust immediately. We propose a new context-aware authentication system using a trust management system between client and server, and between servers, a trust which induces partnership, thus to a close cooperation between these servers. We defined the rules (algorithms), as well as the formulas to manage and calculate the trusting degrees depending on context, in order to uniquely authenticate a user, thus a single sign-on, and to provide him better services.

Keywords: Ubiquitous computing, context-awareness, authentication, trust management.

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110 Multiple Sequence Alignment Using Three- Dimensional Fragments

Authors: Layal Al Ait, Eduardo Corel, Kifah Tout, Burkhard Morgenstern

Abstract:

Background: Dialign is a DNA/Protein alignment tool for performing pairwise and multiple pairwise alignments through the comparison of gap-free segments (fragments) between sequence pairs. An alignment of two sequences is a chain of fragments, i.e local gap-free pairwise alignments, with the highest total score. METHOD: A new approach is defined in this article which relies on the concept of using three-dimensional fragments – i.e. local threeway alignments -- in the alignment process instead of twodimensional ones. These three-dimensional fragments are gap-free alignments constituting of equal-length segments belonging to three distinct sequences. RESULTS: The obtained results showed good improvments over the performance of DIALIGN.

Keywords: DIALIGN, Multiple sequence alignment, Threedimensional fragments.

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109 A Similarity Measure for Clustering and its Applications

Authors: Guadalupe J. Torres, Ram B. Basnet, Andrew H. Sung, Srinivas Mukkamala, Bernardete M. Ribeiro

Abstract:

This paper introduces a measure of similarity between two clusterings of the same dataset produced by two different algorithms, or even the same algorithm (K-means, for instance, with different initializations usually produce different results in clustering the same dataset). We then apply the measure to calculate the similarity between pairs of clusterings, with special interest directed at comparing the similarity between various machine clusterings and human clustering of datasets. The similarity measure thus can be used to identify the best (in terms of most similar to human) clustering algorithm for a specific problem at hand. Experimental results pertaining to the text categorization problem of a Portuguese corpus (wherein a translation-into-English approach is used) are presented, as well as results on the well-known benchmark IRIS dataset. The significance and other potential applications of the proposed measure are discussed.

Keywords: Clustering Algorithms, Clustering Applications, Similarity Measures, Text Clustering

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108 Exploring the Professional Competency Contents for International Marketer in Taiwan

Authors: Shu-Ning Liou

Abstract:

The main purpose of this study was to establish Professional Competency Contents for International Marketer in Taiwan. To establish these contents a set of interviews with international marketing managers and three rounds of Delphi Technique surveys were employed. Five international marketing managers were interviewed for discussions on definitions, framework, and items of international marketing competency. A questionnaire for the " Delphi Technique Survey " was developed based on the results acquired from the interviews. The resulting questionnaire was distributed to another group of 30 international marketer of trading companies in Taiwan. After three rounds of Delphi Technique Survey with these participants, the "Contents of Professional Competency for International Marketer " was established. Five dimensions and thirty indicators were identified. It is hoped that the proposed contents could be served as a self-evaluation tool for international marketer as well as the basis for staffing and training programs for international marketer in Taiwan.

Keywords: Professional competency, International marketer, Delphi technique

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107 Studies on the Feasibility of Cow’s Urine as Non-Conventional Energy Sources

Authors: Raj Kumar Rajak, Bharat Mishra

Abstract:

Bio-batteries represent an entirely new long-term, reasonable, reachable, and eco-friendly approach to generation of sustainable energy. In the present experimental work, we have studied the effect of the generation of power by bio-battery using different electrode pairs. The tests show that it is possible to generate electricity using cow’s urine as an electrolyte. C-Mg electrode pair shows maximum Voltage and Short Circuit Current (SCC), while C-Zn electrode pair shows less Open Circuit Voltage (OCV) and SCC. By the studies of cow urine and different electrodes, it is found that C-Zn electrode battery is more economical. The cow urine battery with C-Zn electrode provides maximum power (707.4 mW) and durability (up to 145 h). This result shows that the bio-batteries have the potency to full fill the need of electricity demand for lower energy equipment.

Keywords: Bio-batteries, cow’s urine, electrodes, non-conventional.

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106 Earnings-Related Information, Cognitive Bias, and the Disposition Effect

Authors: Chih-Hsiang Chang, Pei-Shan Kao

Abstract:

This paper discusses the reaction of investors in the Taiwan stock market to the most probable unknown earnings-related information and the most probable known earnings-related information. As compared with the previous literature regarding the effect of an official announcement of earnings forecast revision, this paper further analyzes investors’ cognitive bias toward the unknown and known earnings-related information, and the role of media during the investors' reactions to the foresaid information shocks. The empirical results show that both the unknown and known earnings-related information provides useful information content for a stock market. In addition, cognitive bias and disposition effect are the behavioral pitfalls that commonly occur in the process of the investors' reactions to the earnings-related information. Finally, media coverage has a remarkable influence upon the investors' trading decisions.

Keywords: Cognitive bias, role of media, disposition effect, earnings-related information, behavioral pitfall.

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105 A Message Passing Implementation of a New Parallel Arrangement Algorithm

Authors: Ezequiel Herruzo, Juan José Cruz, José Ignacio Benavides, Oscar Plata

Abstract:

This paper describes a new algorithm of arrangement in parallel, based on Odd-Even Mergesort, called division and concurrent mixes. The main idea of the algorithm is to achieve that each processor uses a sequential algorithm for ordering a part of the vector, and after that, for making the processors work in pairs in order to mix two of these sections ordered in a greater one, also ordered; after several iterations, the vector will be completely ordered. The paper describes the implementation of the new algorithm on a Message Passing environment (such as MPI). Besides, it compares the obtained experimental results with the quicksort sequential algorithm and with the parallel implementations (also on MPI) of the algorithms quicksort and bitonic sort. The comparison has been realized in an 8 processors cluster under GNU/Linux which is running on a unique PC processor.

Keywords: Parallel algorithm, arrangement, MPI, sorting, parallel program.

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104 Eye Location Based on Structure Feature for Driver Fatigue Monitoring

Authors: Qiong Wang

Abstract:

One of the most important problems to solve is eye location for a driver fatigue monitoring system. This paper presents an efficient method to achieve fast and accurate eye location in grey level images obtained in the real-word driving conditions. The structure of eye region is used as a robust cue to find possible eye pairs. Candidates of eye pair at different scales are selected by finding regions which roughly match with the binary eye pair template. To obtain real one, all the eye pair candidates are then verified by using support vector machines. Finally, eyes are precisely located by using binary vertical projection and eye classifier in eye pair images. The proposed method is robust to deal with illumination changes, moderate rotations, glasses wearing and different eye states. Experimental results demonstrate its effectiveness.

Keywords: eye location, structure feature, driver fatiguemonitoring

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103 Percolation Transition with Hidden Variables in Complex Networks

Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

Abstract:

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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102 Finding Viable Pollution Routes in an Urban Network under a Predefined Cost

Authors: Dimitra Alexiou, Stefanos Katsavounis, Ria Kalfakakou

Abstract:

In an urban area the determination of transportation routes should be planned so as to minimize the provoked pollution taking into account the cost of such routes. In the sequel these routes are cited as pollution routes.

The transportation network is expressed by a weighted graph G=(V,E,D,P) where every vertex represents a location to be served and contains unordered pairs (edges) of elements in V that indicate a simple road. The distances / cost and a weight that depict the provoked air pollution by a vehicle transition at every road are assigned to each road as well. These are the items of set D andrespectively.

Furthermore the investigated pollution routes must not exceed predefined corresponding values concerning the route cost and the route pollution level during the vehicle transition.

In this paper we present an algorithm that generates such routes in order that the decision maker selects the most appropriate one. 

Keywords: bi-criteria, pollution, shortest paths.

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101 Some Biological and Molecular Characterization of Bean Common Mosaic Necrosis Virus Isolated from Soybean in Tehran Province, Iran

Authors: F. S. Abtahi, M. Koohi Hbibi, M. Khodaei Motlagh

Abstract:

Bean common mosaic necrosis virus (BCMNV) is a potyvirus with a worldwide distribution. This virus causes serious economic losses in Iran in many leguminoses. During 20008, samples were collected from soybeans fields in Tehran Province. Four isolates (S1, S2 and S3) were inoculated on 15 species of Cucurbitaceae, Chenopodiaceae, Solanacae and Leguminosae. Chenopodium quinoa and C. amaranticolor. Did not developed any symptoms.all isolates caused mosaic symptoms on Phaseolus vulgaris cv. Red Kidney and P. vulgaris cv. Bountiful. The molecular weights of coat protein using SDS-PAGE and western blotting were estimated at 33 kDa. Reverse transcription polymerase chain reaction (RT-PCR) was performed using one primer pairs designed by L. XU et al. An approximately 920 bp fragment was amplified with a specific primer.

Keywords: ELISA, RT-PCR, SDS-PAGE, BCMNV.

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100 Extension and Evaluation of Interface “2D-RIB“ for Impression-Based Retrieval

Authors: S. Kikuchi, Y. Hashimoto, T. Takayama, T. Ikeda, Y. Murata

Abstract:

Recently, lots of researchers are attracted to retrieving multimedia database by using some impression words and their values. Ikezoe-s research is one of the representatives and uses eight pairs of opposite impression words. We had modified its retrieval interface and proposed '2D-RIB'. In '2D-RIB', after a retrieval person selects a single basic music, the system visually shows some other music around the basic one along relative position. He/she can select one of them fitting to his/her intention, as a retrieval result. The purpose of this paper is to improve his/her satisfaction level to the retrieval result in 2D-RIB. One of our extensions is to define and introduce the following two measures: 'melody goodness' and 'general acceptance'. We implement them in different five combinations. According to an evaluation experiment, both of these two measures can contribute to the improvement. Another extension is three types of customization. We have implemented them and clarified which customization is effective.

Keywords: Multimedia database, impression-based retrieval, interface, satisfaction level.

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99 Stock Characteristics and Herding Formation: Evidence from the United States Equity Market

Authors: Chih-Hsiang Chang, Fang-Jyun Su

Abstract:

This paper explores whether stock characteristics influence the herding formation among investors in the US equity market. To extend the research scope of the existing literature, this paper further examines the role that stock risk characteristics play in the US equity market, and the way they influence investors’ decision-making. First, empirical results show that whether general stocks or high-risk stocks, there are no herding behaviors among the investors in the US equity market during the whole research period or during four great events. Moreover, stock characteristics have great influence on investors’ trading decisions. Finally, there is a bidirectional lead-lag relationship of the herding formation between high-risk stocks and low-risk stocks, but the influence of high-risk stocks on the low-risk stocks is stronger than that of low-risk stocks on the high-risk stocks.

Keywords: Stock characteristics, herding formation, investment decision, US equity market, lead-lag relationship.

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98 Studies of Interfacial Microstructure and Mechanical Properties on Dissimilar Sheet Metal Combination Joints Using Laser Beam Welding

Authors: K. Kalaiselvan, A. Elango

Abstract:

Laser beam welding of dissimilar sheet metal combinations such as Ti/Al, SS/Al and Cu/Al are increasingly demanded due to high energy densities with less fusion and heat affected zones. A good weld joint strength involves combinations of dissimilar metals and the formation of solid solution in the weld pool. Many metal pairs suffer from significant intermetallic phase formation during welding which greatly reduces their strength. The three different sheet metal mentioned above is critically reviewed and phase diagram for the combinations are given. The aim of this study is to develop an efficient metal combinations and the influence on their interfacial characteristics. For that the following parameters such as weld geometry, residual distortion, micro hardness, microstructure and mechanical properties are analyzed systematically.

Keywords: Laser Beam Welding (LBW), dissimilar metals, Ti/Al, SS/Al and Cu/Al sheets.

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97 Extended “2D-RIB“ for Impression-Based Satisfactory Retrieval and its Evaluation

Authors: T. Takayama, S. Kikuchi, Y. Hashimoto, T. Ikeda, Y. Murata

Abstract:

Recently, lots of researchers are attracted to retrieving multimedia database by using some impression words and their values. Ikezoe-s research is one of the representatives and uses eight pairs of opposite impression words. We had modified its retrieval interface and proposed '2D-RIB' in the previous work. The aim of the present paper is to improve his/her satisfaction level to the retrieval result in the 2D-RIB. Our method is to extend the 2D-RIB. One of our extensions is to define and introduce the following two measures: 'melody goodness' and 'general acceptance'. Another extension is three types of customization menus. The result of evaluation using a pilot system is as follows. Both of these two measures 'melody goodness' and -general acceptance- can contribute to the improvement. Moreover, it is effective if we introduce the customization menu which enables a retrieval person to reduce the strictness level of retrieval condition in an impression pair based on his/her need.

Keywords: Multimedia database, impression-based retrieval, interface, satisfaction level.

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96 Coefficient of Parentage for Crop Hybridization

Authors: Manpreet Singh, Parvinder Singh Sandhu, Basant Raj Singh

Abstract:

Hybridization refers to the crossing breeding of two plants. Coefficient of Parentage (COP) is used by the plant breeders to determine the genetic diversity across various varieties so as to incorporate the useful characters of the two varieties to develop a new crop variety with particular useful characters. Genetic Diversity is the prerequisite for any cultivar development program. Genetic Diversity depends upon the pedigree information of the varieties based on particular levels. Pedigree refers to the parents of a particular variety at various levels. This paper discusses the searching and analyses of different possible pairs of varieties selected on the basis of morphological characters, Climatic conditions and Nutrients so as to obtain the most optimal pair that can produce the required crossbreed variety. An algorithm was developed to determine the coefficient of parentage (COP) between the selected wheat varieties. Dummy values were used wherever actual data was not available.

Keywords: Coefficient of Parentage, Morphological characters, Pedigree, Genetic Diversity.

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95 The Effect of Ownership Structure on Stock Prices after Crisis: A Study on Ise 100 Index

Authors: U. Şendurur, B. Nazlıoğlu

Abstract:

Using Turkish data, in this study it is investigated that whether a firm’s ownership structure has an impact on its stock prices after the crisis. A linear regression model is conducted on the data of non-financial firms that are trading in Istanbul Stock Exchange 100 Index (ISE 100) index. The findings show that, all explanatory variables such as inside ownership, largest ownership, concentrated ownership, foreign shareholders, family controlled and dispersed ownership are not very important to explain stock prices after the crisis. Family controlled firms and concentrated ownership is positively related to stock price, dispersed ownership, largest ownership, foreign shareholders, and inside ownership structures have negative interaction between stock prices, but because of the p value is not under the value of 0.05 this relation is not significant. In addition, the analysis shows that, the shares of firms that have inside, largest and dispersed ownership structure are outperform comparing with the other firms. Furthermore, ownership concentrated firms outperform to family controlled firms.

Keywords: Financial crisis, ISE 100 Index, Ownership structure, Stock price.

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94 Free Vibration and Buckling of Rectangular Plates under Nonuniform In-Plane Edge Shear Loads

Authors: T. H. Young, Y. J. Tsai

Abstract:

A method for determining the stress distribution of a rectangular plate subjected to two pairs of arbitrarily distributed in-plane edge shear loads is proposed, and the free vibration and buckling of such a rectangular plate are investigated in this work.  The method utilizes two stress functions to synthesize the stress-resultant field of the plate with each of the stress functions satisfying the biharmonic compatibility equation. The sum of stress-resultant fields due to these two stress functions satisfies the boundary conditions at the edges of the plate, from which these two stress functions are determined. Then, the free vibration and buckling of the rectangular plate are investigated by the Galerkin method. Numerical results obtained by this work are compared with those appeared in the literature, and good agreements are observed.

Keywords: Stress analysis, free vibration, plate buckling, nonuniform in-plane edge shear.

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93 Variation of Spot Price and Profits of Andhra Pradesh State Grid in Deregulated Environment

Authors: Chava Sunil Kumar, P.S. Subrahmanyan, J. Amarnath

Abstract:

In this paper variation of spot price and total profits of the generating companies- through wholesale electricity trading are discussed with and without Central Generating Stations (CGS) share and seasonal variations are also considered. It demonstrates how proper analysis of generators- efficiencies and capabilities, types of generators owned, fuel costs, transmission losses and settling price variation using the solutions of Optimal Power Flow (OPF), can allow companies to maximize overall revenue. It illustrates how solutions of OPF can be used to maximize companies- revenue under different scenarios. And is also extended to computation of Available Transfer Capability (ATC) is very important to the transmission system security and market forecasting. From these results it is observed that how crucial it is for companies to plan their daily operations and is certainly useful in an online environment of deregulated power system. In this paper above tasks are demonstrated on 124 bus real-life Indian utility power system of Andhra Pradesh State Grid and results have been presented and analyzed.

Keywords: OPF, ATC, Electricity Market, Bid, Spot Price

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92 Arabic Word Semantic Similarity

Authors: Faaza A, Almarsoomi, James D, O'Shea, Zuhair A, Bandar, Keeley A, Crockett

Abstract:

This paper is concerned with the production of an Arabic word semantic similarity benchmark dataset. It is the first of its kind for Arabic which was particularly developed to assess the accuracy of word semantic similarity measurements. Semantic similarity is an essential component to numerous applications in fields such as natural language processing, artificial intelligence, linguistics, and psychology. Most of the reported work has been done for English. To the best of our knowledge, there is no word similarity measure developed specifically for Arabic. In this paper, an Arabic benchmark dataset of 70 word pairs is presented. New methods and best possible available techniques have been used in this study to produce the Arabic dataset. This includes selecting and creating materials, collecting human ratings from a representative sample of participants, and calculating the overall ratings. This dataset will make a substantial contribution to future work in the field of Arabic WSS and hopefully it will be considered as a reference basis from which to evaluate and compare different methodologies in the field.

Keywords: Arabic categories, benchmark dataset, semantic similarity, word pair, stimulus Arabic words

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91 Corporate Fraud: An Analysis of Malaysian Securities Commission Enforcement Releases

Authors: Raziah Bi Mohamed Sadique, Jamal Roudaki, Murray B. Clark, Norhayati Alias

Abstract:

Economic crime (i.e. corporate fraud) has a significant impact on business. This study analyzes the fraud cases reported by the Malaysian Securities Commission. Frauds involving market manipulation and/or illegal share trading are the most common types of fraud reported over the 6 years analyzed. The highest number of frauds reported involved investment and fund holding companies. Alarmingly the results indicate quite a high number of frauds cases are committed by management. The higher number of Chinese perpetrators may be due to fact that they are the dominant group in Malaysian business. The result also shows that more than half of companies involved with fraud are privately held companies in the investment/fund/finance sector. The results of this study highlight general characteristic of perpetrators (person and company) that commit fraud which could help the regulators in their monitoring and enforcement activities. To investors, this would help in analyzing their business investment or portfolio risk.

Keywords: Corporate fraud, economic crime, fraudcharacteristic, perpetrators

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90 Kernel Matching versus Inverse Probability Weighting: A Comparative Study

Authors: Andy Handouyahia, Tony Haddad, Frank Eaton

Abstract:

Recent quasi-experimental evaluation of the Canadian Active Labour Market Policies (ALMP) by Human Resources and Skills Development Canada (HRSDC) has provided an opportunity to examine alternative methods to estimating the incremental effects of Employment Benefits and Support Measures (EBSMs) on program participants. The focus of this paper is to assess the efficiency and robustness of inverse probability weighting (IPW) relative to kernel matching (KM) in the estimation of program effects. To accomplish this objective, the authors compare pairs of 1,080 estimates, along with their associated standard errors, to assess which type of estimate is generally more efficient and robust. In the interest of practicality, the authorsalso document the computationaltime it took to produce the IPW and KM estimates, respectively.

Keywords: Treatment effect, causal inference, observational studies, Propensity score based matching, Kernel Matching, Inverse Probability Weighting, Estimation methods for incremental effect.

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89 One-Class Support Vector Machines for Protein-Protein Interactions Prediction

Authors: Hany Alashwal, Safaai Deris, Razib M. Othman

Abstract:

Predicting protein-protein interactions represent a key step in understanding proteins functions. This is due to the fact that proteins usually work in context of other proteins and rarely function alone. Machine learning techniques have been applied to predict protein-protein interactions. However, most of these techniques address this problem as a binary classification problem. Although it is easy to get a dataset of interacting proteins as positive examples, there are no experimentally confirmed non-interacting proteins to be considered as negative examples. Therefore, in this paper we solve this problem as a one-class classification problem using one-class support vector machines (SVM). Using only positive examples (interacting protein pairs) in training phase, the one-class SVM achieves accuracy of about 80%. These results imply that protein-protein interaction can be predicted using one-class classifier with comparable accuracy to the binary classifiers that use artificially constructed negative examples.

Keywords: Bioinformatics, Protein-protein interactions, One-Class Support Vector Machines

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88 A Context-Sensitive Algorithm for Media Similarity Search

Authors: Guang-Ho Cha

Abstract:

This paper presents a context-sensitive media similarity search algorithm. One of the central problems regarding media search is the semantic gap between the low-level features computed automatically from media data and the human interpretation of them. This is because the notion of similarity is usually based on high-level abstraction but the low-level features do not sometimes reflect the human perception. Many media search algorithms have used the Minkowski metric to measure similarity between image pairs. However those functions cannot adequately capture the aspects of the characteristics of the human visual system as well as the nonlinear relationships in contextual information given by images in a collection. Our search algorithm tackles this problem by employing a similarity measure and a ranking strategy that reflect the nonlinearity of human perception and contextual information in a dataset. Similarity search in an image database based on this contextual information shows encouraging experimental results.

Keywords: Context-sensitive search, image search, media search, similarity ranking, similarity search.

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87 Iranian Bazaars: The Illustration of Stable Thoughts

Authors: Aida Amirazodi

Abstract:

"Bazaar" is a Persian word from the language of Iranians of 2500 years ago which has entered the languages of other countries. “Bazaar", the trading or marketing place with the architectural principles and concerns, was formed in Iran because of the long experience of marketing. This has become a valuable inheritance of Islamic ideological civilization and Iranian advanced architecture and a model of Islamic-marketing places with spectacular elements and parts, and the place for economical, social and cultural exchanges. “Bazaars" are found in cities of Iran and many Islamic countries in west of Asia and north of Africa. With the stable structure and function as a symbol of social values, this place has become the economic center and the illustration of stable architecture and advanced principles. “Bazaars" as the heart of Iranian cities economy with several major and minor rows of shops, in closed and open areas, along a fixed line or branches with beautiful arcs, patios, and frameworks are among the main national inheritance of Iran and one of the important Iranian architectural treasures because of its Iranian nobility.

Keywords: Traditional Bazaar, Form of Bazaar, Iranian Architecture

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86 Adaptive Naïve Bayesian Anti-Spam Engine

Authors: Wojciech P. Gajewski

Abstract:

The problem of spam has been seriously troubling the Internet community during the last few years and currently reached an alarming scale. Observations made at CERN (European Organization for Nuclear Research located in Geneva, Switzerland) show that spam mails can constitute up to 75% of daily SMTP traffic. A naïve Bayesian classifier based on a Bag Of Words representation of an email is widely used to stop this unwanted flood as it combines good performance with simplicity of the training and classification processes. However, facing the constantly changing patterns of spam, it is necessary to assure online adaptability of the classifier. This work proposes combining such a classifier with another NBC (naïve Bayesian classifier) based on pairs of adjacent words. Only the latter will be retrained with examples of spam reported by users. Tests are performed on considerable sets of mails both from public spam archives and CERN mailboxes. They suggest that this architecture can increase spam recall without affecting the classifier precision as it happens when only the NBC based on single words is retrained.

Keywords: Text classification, naïve Bayesian classification, spam, email.

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85 Performance of Heterogeneous Autoregressive Models of Realized Volatility: Evidence from U.S. Stock Market

Authors: Petr Seďa

Abstract:

This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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84 Node Pair Selection Scheme in Relay-Aided Communication Based On Stable Marriage Problem

Authors: Tetsuki Taniguchi, Yoshio Karasawa

Abstract:

This paper describes a node pair selection scheme in relay-aided multiple source multiple destination communication system based on stable marriage problem. A general case is assumed in which all of source, relay and destination nodes are equipped with multiantenna and carry out multistream transmission. Based on several metrics introduced from inter-node channel condition, the preference order is determined about all source-relay and relay-destination relations, and then the node pairs are determined using Gale-Shapley algorithm. The computer simulations show that the effectiveness of node pair selection is larger in multihop communication. Some additional aspects which are different from relay-less case are also investigated.

Keywords: Relay, multiple input multiple output (MIMO), multiuser, amplify and forward, stable marriage problem, Gale-Shapley algorithm.

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