Search results for: parallel exchange rate
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3720

Search results for: parallel exchange rate

3480 Implementation Issues of Industrial PID Controller and Their Remedies

Authors: C. B. Vishwakarma

Abstract:

We elaborated the parallel and series Proportional, Integral and Derivative (PID) controllers, which are being used in industries. Various issues, which are very often faced by control engineers while designing the PID controllers for industrial systems are described. The effect of measurement noise on the actuator due to derivative term of a PID controller has been explained in detail. Similarly, proportional kick, derivative kick, saturation tendency of the actuator and reverse phenomena of an industrial process have been summarized. Moreover, we meticulously explained the remedies of the all issues of the parallel industrial PID controller.

Keywords: Band-width limited derivative control, derivative kick, proportional kick, reverse acting controller, series PID controller.

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3479 Exploring the Effect of Accounting Information on Systematic Risk: An Empirical Evidence of Tehran Stock Exchange

Authors: Mojtaba Rezaei, Elham Heydari

Abstract:

This paper highlights the empirical results of analyzing the correlation between accounting information and systematic risk. This association is analyzed among financial ratios and systematic risk by considering the financial statement of 39 companies listed on the Tehran Stock Exchange (TSE) for five years (2014-2018). Financial ratios have been categorized into four groups and to describe the special features, as representative of accounting information we selected: Return on Asset (ROA), Debt Ratio (Total Debt to Total Asset), Current Ratio (current assets to current debt), Asset Turnover (Net sales to Total assets), and Total Assets. The hypotheses were tested through simple and multiple linear regression and T-student test. The findings illustrate that there is no significant relationship between accounting information and market risk. This indicates that in the selected sample, historical accounting information does not fully reflect the price of stocks.

Keywords: Accounting information, market risk, systematic risk, efficient market hypothesis, EMH, Tehran Stock Exchange, TSE.

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3478 The Rank-scaled Mutation Rate for Genetic Algorithms

Authors: Mike Sewell, Jagath Samarabandu, Ranga Rodrigo, Kenneth McIsaac

Abstract:

A novel method of individual level adaptive mutation rate control called the rank-scaled mutation rate for genetic algorithms is introduced. The rank-scaled mutation rate controlled genetic algorithm varies the mutation parameters based on the rank of each individual within the population. Thereby the distribution of the fitness of the papulation is taken into consideration in forming the new mutation rates. The best fit mutate at the lowest rate and the least fit mutate at the highest rate. The complexity of the algorithm is of the order of an individual adaptation scheme and is lower than that of a self-adaptation scheme. The proposed algorithm is tested on two common problems, namely, numerical optimization of a function and the traveling salesman problem. The results show that the proposed algorithm outperforms both the fixed and deterministic mutation rate schemes. It is best suited for problems with several local optimum solutions without a high demand for excessive mutation rates.

Keywords: Genetic algorithms, mutation rate control, adaptive mutation.

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3477 Programming Aid Tool for Detecting Common Mistakes of Novice Programmers in OpenMP Code

Authors: Jae Young Park, Seung Wook Lee, Jong Tae Kim

Abstract:

OpenMP is an API for parallel programming model of shared memory multiprocessors. Novice OpenMP programmers often produce the code that compiler cannot find human errors. It was investigated how compiler coped with the common mistakes that can occur in OpenMP code. The latest version(4.4.3) of GCC is used for this research. It was found that GCC compiled the codes without any errors or warnings. In this paper the programming aid tool is presented for OpenMP programs. It can check 12 common mistakes that novice programmer can commit during the programming of OpenMP. It was demonstrated that the programming aid tool can detect the various common mistakes that GCC failed to detect.

Keywords: Parallel programming, OpenMP, programming aid.

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3476 A Fully Parallel Reverse Converter

Authors: Mehdi Hosseinzadeh, Amir Sabbagh Molahosseini, Keivan Navi

Abstract:

The residue number system (RNS) is popular in high performance computation applications because of its carry-free nature. The challenges of RNS systems design lie in the moduli set selection and in the reverse conversion from residue representation to weighted representation. In this paper, we proposed a fully parallel reverse conversion algorithm for the moduli set {rn - 2, rn - 1, rn}, based on simple mathematical relationships. Also an efficient hardware realization of this algorithm is presented. Our proposed converter is very faster and results to hardware savings, compared to the other reverse converters.

Keywords: Reverse converter, residue to weighted converter, residue number system, multiple-valued logic, computer arithmetic.

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3475 New Dynamic Constitutive Model for OFHC Copper Film

Authors: Jin Sung Kim, Hoon Huh

Abstract:

The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson−Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: Rate dependent material properties, Dynamic constitutive model, OFHC copper film, Strain rate.

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3474 Effective Sonar Target Classification via Parallel Structure of Minimal Resource Allocation Network

Authors: W.S. Lim, M.V.C. Rao

Abstract:

In this paper, the processing of sonar signals has been carried out using Minimal Resource Allocation Network (MRAN) and a Probabilistic Neural Network (PNN) in differentiation of commonly encountered features in indoor environments. The stability-plasticity behaviors of both networks have been investigated. The experimental result shows that MRAN possesses lower network complexity but experiences higher plasticity than PNN. An enhanced version called parallel MRAN (pMRAN) is proposed to solve this problem and is proven to be stable in prediction and also outperformed the original MRAN.

Keywords: Ultrasonic sensing, target classification, minimalresource allocation network (MRAN), probabilistic neural network(PNN), stability-plasticity dilemma.

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3473 Impact of Fair Share and its Configurations on Parallel Job Scheduling Algorithms

Authors: Sangsuree Vasupongayya

Abstract:

To provide a better understanding of fair share policies supported by current production schedulers and their impact on scheduling performance, A relative fair share policy supported in four well-known production job schedulers is evaluated in this study. The experimental results show that fair share indeed reduces heavy-demand users from dominating the system resources. However, the detailed per-user performance analysis show that some types of users may suffer unfairness under fair share, possibly due to priority mechanisms used by the current production schedulers. These users typically are not heavy-demands users but they have mixture of jobs that do not spread out.

Keywords: Fair share, Parallel job scheduler, Backfill, Measures

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3472 Affine Combination of Splitting Type Integrators, Implemented with Parallel Computing Methods

Authors: Adrian Alvarez, Diego Rial

Abstract:

In this work we present a family of new convergent type methods splitting high order no negative steps feature that allows your application to irreversible problems. Performing affine combinations consist of results obtained with Trotter Lie integrators of different steps. Some examples where applied symplectic compared with methods, in particular a pair of differential equations semilinear. The number of basic integrations required is comparable with integrators symplectic, but this technique allows the ability to do the math in parallel thus reducing the times of which exemplify exhibiting some implementations with simple schemes for its modularity and scalability process.

Keywords: Lie Trotter integrators, Irreversible Problems, Splitting Methods without negative steps, MPI, HPC.

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3471 FPGA Based Longitudinal and Lateral Controller Implementation for a Small UAV

Authors: Hafiz ul Azad, Dragan V.Lazic, Waqar Shahid

Abstract:

This paper presents implementation of attitude controller for a small UAV using field programmable gate array (FPGA). Due to the small size constrain a miniature more compact and computationally extensive; autopilot platform is needed for such systems. More over UAV autopilot has to deal with extremely adverse situations in the shortest possible time, while accomplishing its mission. FPGAs in the recent past have rendered themselves as fast, parallel, real time, processing devices in a compact size. This work utilizes this fact and implements different attitude controllers for a small UAV in FPGA, using its parallel processing capabilities. Attitude controller is designed in MATLAB/Simulink environment. The discrete version of this controller is implemented using pipelining followed by retiming, to reduce the critical path and thereby clock period of the controller datapath. Pipelined, retimed, parallel PID controller implementation is done using rapidprototyping and testing efficient development tool of “system generator", which has been developed by Xilinx for FPGA implementation. The improved timing performance enables the controller to react abruptly to any changes made to the attitudes of UAV.

Keywords: Field Programmable gate array (FPGA), Hardwaredescriptive Language (HDL), PID, Pipelining, Retiming, XilinxSystem Generator.

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3470 Vortex Shedding at the End of Parallel-plate Thermoacoustic Stack in the Oscillatory Flow Conditions

Authors: Lei Shi, Zhibin Yu, Artur J. Jaworski, Abdulrahman S. Abduljalil

Abstract:

This paper investigates vortex shedding processes occurring at the end of a stack of parallel plates, due to an oscillating flow induced by an acoustic standing wave within an acoustic resonator. Here, Particle Image Velocimetry (PIV) is used to quantify the vortex shedding processes within an acoustic cycle phase-by-phase, in particular during the “ejection" of the fluid out of the stack. Standard hot-wire anemometry measurement is also applied to detect the velocity fluctuations near the end of the stack. Combination of these two measurement techniques allowed a detailed analysis of the vortex shedding phenomena. The results obtained show that, as the Reynolds number varies (by varying the plate thickness and drive ratio), different flow patterns of vortex shedding are observed by the PIV measurement. On the other hand, the time-dependent hot-wire measurements allow obtaining detailed frequency spectra of the velocity signal, used for calculating characteristic Strouhal numbers. The impact of the plate thickness and the Reynolds number on the vortex shedding pattern has been discussed. Furthermore, a detailed map of the relationship between the Strouhal number and Reynolds number has been obtained and discussed.

Keywords: Oscillatory flow, Parallel-plate thermoacoustic stack, Strouhal numbers, Vortex shedding.

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3469 Solving 94-bit ECDLP with 70 Computers in Parallel

Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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3468 New Design Constraints of FIR Filter on Magnitude and Phase of Error Function

Authors: Raghvendra Kumar, Lillie Dewan

Abstract:

Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.

Keywords: Least square estimation, Constraints, Exchange algorithm.

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3467 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network

Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

Abstract:

Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.

Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.

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3466 Investigation of Spatial Changes in the Context of Cultural Sustainability

Authors: Aslı Taş, Şebnem Ertaş

Abstract:

Culture consists of material and spiritual values adopted by the emerging societies during the historical and social processes and continues to exist from past to present by being transferred through generations. Culture and cultural sustainability are interdependent concepts. Cultural sustainability exists when the requirements established cultural expression are added to the social life as lifestyle and habits. However, sustainability renders change inevitable. Changes that take place in the culture of a society also shows the impact in the daily life places. Functional changes occur in the spaces in order to adapt particularly to cultural change that appear in the aftermath of the user change, to modern technology and living standards. In this context, in this study, it was aimed to investigate the effect of the time-dependent functional changes that took place in the housing where non-Muslim population who was subject to population exchange and Muslim population lived after the population exchange in the vacated housing in Sille. Therefore, the changed and newly added venues in the house belonging to Ali Oğuz in Hacı Ali Ağa Street were investigated over the generated graphic in order to clearly perceive the cultural exchange on the housing and settlement and the functional changes were demonstrated.

Keywords: Culture, house, spatial changes, sustainability.

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3465 An Ultra-Low Output Impedance Power Amplifier for Tx Array in 7-Tesla Magnetic Resonance Imaging

Authors: Ashraf Abuelhaija, Klaus Solbach

Abstract:

In Ultra high-field MRI scanners (3T and higher), parallel RF transmission techniques using multiple RF chains with multiple transmit elements are a promising approach to overcome the high-field MRI challenges in terms of inhomogeneity in the RF magnetic field and SAR. However, mutual coupling between the transmit array elements disturbs the desirable independent control of the RF waveforms for each element. This contribution demonstrates a 18 dB improvement of decoupling (isolation) performance due to the very low output impedance of our 1 kW power amplifier.

Keywords: EM coupling, Inter-element isolation, Magnetic resonance imaging (MRI), Parallel Transmit.

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3464 A Semi-Automatic Mechanism Used in the Peritoneal Dialysis Connection

Authors: I-En Lin, Feng-Jung Yang

Abstract:

In addition to kidney transplant, renal replacement therapy involves hemodialysis and peritoneal dialysis (PD). PD possesses advantages such as maintaining stable physiological blood status and blood pressure, alleviating anemia, and improving mobility, which make it an ideal method for at-home dialysis treatment. However, potential danger still exists despite the numerous advantages of PD, particularly when patients require dialysis exchange four to five times a day, during which improper operation can easily lead to peritonitis. The process of draining and filling is called an exchange and takes about 30 to 40 minutes. Connecting the transfer set requires sterile technique. Transfer set may require a new cap each time that it disconnects from the bag after an exchange. There are many chances to get infection due to unsafe behavior (ex: hand tremor, poor eyesight and weakness, cap fall-down). The proposed semi-automatic connection mechanism used in the PD can greatly reduce infection chances. This light-weight connection device is portable. The device also does not require using throughout the entire process. It is capable of significantly improving quality of life. Therefore, it is very promising to adopt in home care application.

Keywords: Automatic connection, catheter, glomerulonephritis, peritoneal dialysis.

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3463 A Bathtub Curve from Nonparametric Model

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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3462 Effect of Dose Rate of Irradiation on Ultrastructure of Duodenal Mucosa

Authors: L. Labéjof, I. Mororó, P. Galle, G. Barbosa, M.I. Severo, A.H. de Oliveira

Abstract:

Ultrastructure of duodenum mucosa of irradiated rat was studied versus dose rate of irradiation following exposure to gamma rays from 60-Cobalt source. The animals were whole body irradiated at two dose rates (1 Gy.mn-1 and 1 Gy.h-1) and three total doses (1, 2 or 4 Gy) for each dose rate. 24 or 48 h after irradiation, their small intestine was removed and samples of duodenum were processed for observations under a transmission electron microscopy. Samples of duodenum mucosa of control rats were processed in the same way. For the lower dose rate of 1 Gy.h-1, main lesions characteristic of apoptosis were detected within irradiated enterocytes at a total dose of 2 Gy and 24 h after exposure. Necrosis was noted in the samples, 48 h after exposition. For the higher dose rate of 1 Gy.mn-1, fewer changes were detected at all total doses 24 or 48 h irradiation. Thus, it was shown that the appearance of radiationinduced alterations varies not only with increasing total dose and post-irradiation time but especially with decreasing dose rate.

Keywords: Dose rate, Radiation Inury, Apoptosis, SmallBowel

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3461 Removal of Vanadium from Industrial Effluents by Natural Ion Exchanger

Authors: Shashikant R. Kuchekar, Haribhau R. Aher, Priti M. Dhage

Abstract:

The removal vanadium from aqueous solution using natural exchanger was investigated. The effects of pH, contact time and exchanger dose were studied at ambient temperature (25 0C ± 2 0C). The equilibrium process was described by the Langmuir isotherm model with adsorption capacity for vanadium. The natural exchanger i.e. tamarindus seeds powder was treated with formaldehyde and sulpuric acid to increase the adsorptivity of metals. The maximum exchange level was attained as 80.1% at pH 3 with exchanger dose 5 g and contact time 60 min. Method is applied for removal of vanadium from industrial effluents.

Keywords: Industrial effluent, natural ion exchange, Tamarindus indica, vanadium.

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3460 A Comparison of Signal Processing Techniques for the Extraction of Breathing Rate from the Photoplethysmogram

Authors: Susannah G. Fleming Lionel Tarassenko

Abstract:

The photoplethysmogram (PPG) is the pulsatile waveform produced by the pulse oximeter, which is widely used for monitoring arterial oxygen saturation in patients. Various methods for extracting the breathing rate from the PPG waveform have been compared using a consistent data set, and a novel technique using autoregressive modelling is presented. This novel technique is shown to outperform the existing techniques, with a mean error in breathing rate of 0.04 breaths per minute.

Keywords: Autoregressive modelling, breathing rate, photoplethysmogram, pulse oximetry.

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3459 Two Undetectable On-line Dictionary Attacks on Debiao et al.’s S-3PAKE Protocol

Authors: Sung-Bae Choi, Sang-Yoon Yoon, Eun-Jun Yoon

Abstract:

In 2011, Debiao et al. pointed out that S-3PAKE protocol proposed by Lu and Cao for password-authenticated key exchange in the three-party setting is vulnerable to an off-line dictionary attack. Then, they proposed some countermeasures to eliminate the security vulnerability of the S-3PAKE. Nevertheless, this paper points out their enhanced S-3PAKE protocol is still vulnerable to undetectable on-line dictionary attacks unlike their claim.

Keywords: Authentication, 3PAKE, password, three-party key exchange, network security, dictionary attacks.

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3458 Enhanced Parallel-Connected Comb Filter Method for Multiple Pitch Estimation

Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

Abstract:

This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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3457 Performance Analysis of Load Balancing Algorithms

Authors: Sandeep Sharma, Sarabjit Singh, Meenakshi Sharma

Abstract:

Load balancing is the process of improving the performance of a parallel and distributed system through a redistribution of load among the processors [1] [5]. In this paper we present the performance analysis of various load balancing algorithms based on different parameters, considering two typical load balancing approaches static and dynamic. The analysis indicates that static and dynamic both types of algorithm can have advancements as well as weaknesses over each other. Deciding type of algorithm to be implemented will be based on type of parallel applications to solve. The main purpose of this paper is to help in design of new algorithms in future by studying the behavior of various existing algorithms.

Keywords: Load balancing (LB), workload, distributed systems, Static Load balancing, Dynamic Load Balancing

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3456 Network Based Intrusion Detection and Prevention Systems in IP-Level Security Protocols

Authors: R. Kabila

Abstract:

IPsec has now become a standard information security technology throughout the Internet society. It provides a well-defined architecture that takes into account confidentiality, authentication, integrity, secure key exchange and protection mechanism against replay attack also. For the connectionless security services on packet basis, IETF IPsec Working Group has standardized two extension headers (AH&ESP), key exchange and authentication protocols. It is also working on lightweight key exchange protocol and MIB's for security management. IPsec technology has been implemented on various platforms in IPv4 and IPv6, gradually replacing old application-specific security mechanisms. IPv4 and IPv6 are not directly compatible, so programs and systems designed to one standard can not communicate with those designed to the other. We propose the design and implementation of controlled Internet security system, which is IPsec-based Internet information security system in IPv4/IPv6 network and also we show the data of performance measurement. With the features like improved scalability and routing, security, ease-of-configuration, and higher performance of IPv6, the controlled Internet security system provides consistent security policy and integrated security management on IPsec-based Internet security system.

Keywords: IDS, IPS, IP-Sec, IPv6, IPv4, VPN.

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3455 Using the Simple Fixed Rate Approach to Solve Economic Lot Scheduling Problem under the Basic Period Approach

Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

Abstract:

The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: Economic Lot, Basic Period, Genetic Algorithm, Fixed Rate.

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3454 A New Load Frequency Controller based on Parallel Fuzzy PI with Conventional PD (FPI-PD)

Authors: Aqeel S. Jaber, Abu Zaharin Ahmad, Ahmed N. Abdalla

Abstract:

The artificial intelligent controller in power system plays as most important rule for many applications such as system operation and its control specially Load Frequency Controller (LFC). The main objective of LFC is to keep the frequency and tie-line power close to their decidable bounds in case of disturbance. In this paper, parallel fuzzy PI adaptive with conventional PD technique for Load Frequency Control system was proposed. PSO optimization method used to optimize both of scale fuzzy PI and tuning of PD. Two equal interconnected power system areas were used as a test system. Simulation results show the effectiveness of the proposed controller compared with different PID and classical fuzzy PI controllers in terms of speed response and damping frequency.

Keywords: Load frequency control, PSO, fuzzy control.

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3453 A Novel Methodology Proposed for Optimizing the Degree of Hybridization in Parallel HEVs using Genetic Algorithm

Authors: K. Varesi, A. Radan

Abstract:

In this paper, a new Genetic Algorithm (GA) based methodology is proposed to optimize the Degree of Hybridization (DOH) in a passenger parallel hybrid car. At first step, target parameters for the vehicle are decided and then using ADvanced VehIcle SimulatOR (ADVISOR) software, the variation pattern of these target parameters, across the different DOHs, is extracted. At the next step, a suitable cost function is defined and is optimized using GA. In this paper, also a new technique has been proposed for deciding the number of battery modules for each DOH, which leads to a great improvement in the vehicle performance. The proposed methodology is so simple, fast and at the same time, so efficient.

Keywords: Degree of Hybridization (DOH), Electric Motor, Emissions, Fuel Economy, Genetic Algorithm (GA), Hybrid ElectricVehicle (HEV), Vehicle Performance

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3452 Forecasting Stock Price Manipulation in Capital Market

Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

Abstract:

The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity

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3451 Improved Pattern Matching Applied to Surface Mounting Devices Components Localization on Automated Optical Inspection

Authors: Pedro M. A. Vitoriano, Tito. G. Amaral

Abstract:

Automated Optical Inspection (AOI) Systems are commonly used on Printed Circuit Boards (PCB) manufacturing. The use of this technology has been proven as highly efficient for process improvements and quality achievements. The correct extraction of the component for posterior analysis is a critical step of the AOI process. Nowadays, the Pattern Matching Algorithm is commonly used, although this algorithm requires extensive calculations and is time consuming. This paper will present an improved algorithm for the component localization process, with the capability of implementation in a parallel execution system.

Keywords: AOI, automated optical inspection, SMD, surface mounting devices, pattern matching, parallel execution.

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