Fuzzy Numbers and MCDM Methods for Portfolio Optimization

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

A Note on Negative Hypergeometric Distribution and Its Approximation

In this paper, at first we explain about negative hypergeometric distribution and its properties. Then we use the w-function and the Stein identity to give a result on the poisson approximation to the negative hypergeometric distribution in terms of the total variation distance between the negative hypergeometric and poisson distributions and its upper bound.

Network Application Identification Based on Communication Characteristics of Application Messages

A person-to-person information sharing is easily realized by P2P networks in which servers are not essential. Leakage of information, which are caused by malicious accesses for P2P networks, has become a new social issues. To prevent information leakage, it is necessary to detect and block traffics of P2P software. Since some P2P softwares can spoof port numbers, it is difficult to detect the traffics sent from P2P softwares by using port numbers. It is more difficult to devise effective countermeasures for detecting the software because their protocol are not public. In this paper, a discriminating method of network applications based on communication characteristics of application messages without port numbers is proposed. The proposed method is based on an assumption that there can be some rules about time intervals to transmit messages in application layer and the number of necessary packets to send one message. By extracting the rule from network traffic, the proposed method can discriminate applications without port numbers.

The Habilitation with Preschool Children with Cerebral Palsy in Process of Pedagogical Support of their Families

The purpose of the research was to determine effectiveness of habilitation of preschool children with cerebral palsy in the process of pedagogical support of their families. The author presents the study of psychology-pedagogical problems of families with preschool children with cerebral palsy and the universal program of pedagogical support of families. In the conclusion, the author determines effectiveness of social adaptation of children with cerebral palsy and their families.

Spectral Amplitude Coding Optical CDMA: Performance Analysis of PIIN Reduction Using VC Code Family

Multi-user interference (MUI) is the main reason of system deterioration in the Spectral Amplitude Coding Optical Code Division Multiple Access (SAC-OCDMA) system. MUI increases with the number of simultaneous users, resulting into higher probability bit rate and limits the maximum number of simultaneous users. On the other hand, Phase induced intensity noise (PIIN) problem which is originated from spontaneous emission of broad band source from MUI severely limits the system performance should be addressed as well. Since the MUI is caused by the interference of simultaneous users, reducing the MUI value as small as possible is desirable. In this paper, an extensive study for the system performance specified by MUI and PIIN reducing is examined. Vectors Combinatorial (VC) codes families are adopted as a signature sequence for the performance analysis and a comparison with reported codes is performed. The results show that, when the received power increases, the PIIN noise for all the codes increases linearly. The results also show that the effect of PIIN can be minimized by increasing the code weight leads to preserve adequate signal to noise ratio over bit error probability. A comparison study between the proposed code and the existing codes such as Modified frequency hopping (MFH), Modified Quadratic- Congruence (MQC) has been carried out.

PIIN Suppression Using Random Diagonal Code for Spectral Amplitude Coding Optical CDMA System

A new code for spectral-amplitude coding optical code-division multiple-access system is proposed called Random diagonal (RD) code. This code is constructed using code segment and data segment. One of the important properties of this code is that the cross correlation at data segment is always zero, which means that Phase Intensity Induced Noise (PIIN) is reduced. For the performance analysis, the effects of phase-induced intensity noise, shot noise, and thermal noise are considered simultaneously. Bit-error rate (BER) performance is compared with Hadamard and Modified Frequency Hopping (MFH) codes. It is shown that the system using this new code matrices not only suppress PIIN, but also allows larger number of active users compare with other codes. Simulation results shown that using point to point transmission with three encoded channels, RD code has better BER performance than other codes, also its found that at 0 dbm PIIN noise are 10-10 and 10-11 for RD and MFH respectively.

Color Image Segmentation using Adaptive Spatial Gaussian Mixture Model

An adaptive spatial Gaussian mixture model is proposed for clustering based color image segmentation. A new clustering objective function which incorporates the spatial information is introduced in the Bayesian framework. The weighting parameter for controlling the importance of spatial information is made adaptive to the image content to augment the smoothness towards piecewisehomogeneous region and diminish the edge-blurring effect and hence the name adaptive spatial finite mixture model. The proposed approach is compared with the spatially variant finite mixture model for pixel labeling. The experimental results with synthetic and Berkeley dataset demonstrate that the proposed method is effective in improving the segmentation and it can be employed in different practical image content understanding applications.

Forming of Nanodimentional Structure Parts in Carbon Steels

A way of achieving nanodimentional structural elements in high carbon steel by special kind of heat treatment and cold plastic deformation is being explored. This leads to increasing interlamellar spacing of ferrite-carbide mixture. Decreasing the interlamellar spacing with cooling temperature increasing is determined. Experiments confirm such interlamellar spacing with which high carbon steel demonstrates the highest treatment and hardening capability. Total deformation degree effect on interlamellar spacing value in a ferrite-carbide mixture is obtained. Mechanical experiments results show that high carbon steel after heat treatment and repetitive cold plastic deformation possesses high tensile strength and yield strength keeping good percentage elongation.

Characterizations of Star-Shaped, L-Convex, and Convex Polygons

A chord of a simple polygon P is a line segment [xy] that intersects the boundary of P only at both endpoints x and y. A chord of P is called an interior chord provided the interior of [xy] lies in the interior of P. P is weakly visible from [xy] if for every point v in P there exists a point w in [xy] such that [vw] lies in P. In this paper star-shaped, L-convex, and convex polygons are characterized in terms of weak visibility properties from internal chords and starshaped subsets of P. A new Krasnoselskii-type characterization of isothetic star-shaped polygons is also presented.

Fuzzy C-Means Clustering Algorithm for Voltage Stability in Large Power Systems

The steady-state operation of maintaining voltage stability is done by switching various controllers scattered all over the power network. When a contingency occurs, whether forced or unforced, the dispatcher is to alleviate the problem in a minimum time, cost, and effort. Persistent problem may lead to blackout. The dispatcher is to have the appropriate switching of controllers in terms of type, location, and size to remove the contingency and maintain voltage stability. Wrong switching may worsen the problem and that may lead to blackout. This work proposed and used a Fuzzy CMeans Clustering (FCMC) to assist the dispatcher in the decision making. The FCMC is used in the static voltage stability to map instantaneously a contingency to a set of controllers where the types, locations, and amount of switching are induced.

A Prediction of Attractive Evaluation Objects Based On Complex Sequential Data

This paper proposes a method that predicts attractive evaluation objects. In the learning phase, the method inductively acquires trend rules from complex sequential data. The data is composed of two types of data. One is numerical sequential data. Each evaluation object has respective numerical sequential data. The other is text sequential data. Each evaluation object is described in texts. The trend rules represent changes of numerical values related to evaluation objects. In the prediction phase, the method applies new text sequential data to the trend rules and evaluates which evaluation objects are attractive. This paper verifies the effect of the proposed method by using stock price sequences and news headline sequences. In these sequences, each stock brand corresponds to an evaluation object. This paper discusses validity of predicted attractive evaluation objects, the process time of each phase, and the possibility of application tasks.

The Effect of Sowing Time on Phytopathogenic Characteristics and Yield of Sunflower Hybrids

The field research was carried out at the Látókép AGTC KIT research area of the University of Debrecen in Eastern-Hungary, on the area of the aeolain loess of the Hajdúság. We examined the effects of the sowing time on the phytopathogenic characteristics and yield production by applying various fertilizer treatments on two different sunflower genotypes (NK Ferti, PR64H42) in 2012 and 2013. We applied three different sowing times (early, optimal, late) and two different treatment levels of fungicides (control = no fungicides applied, double fungicide protection). During our investigations, the studied cropyears were of different sowing time optimum in terms of yield amount (2012: early, 2013: average). By Pearson’s correlation analysis, we have found that delaying the sowing time pronouncedly decreased the extent of infection in both crop years (Diaporthe: r=0.663**, r=0.681**, Sclerotinia: r=0.465**, r=0.622**). The fungicide treatment not only decreased the extent of infection, but had yield increasing effect too (2012: r=0.498**, 2013: r=0.603**). In 2012, delaying of the sowing time increased (r=0.600**), but in 2013, it decreased (r= 0.356*) the yield amount.

Human Detection using Projected Edge Feature

The purpose of this paper is to detect human in images. This paper proposes a method for extracting human body feature descriptors consisting of projected edge component series. The feature descriptor can express appearances and shapes of human with local and global distribution of edges. Our method evaluated with a linear SVM classifier on Daimler-Chrysler pedestrian dataset, and test with various sub-region size. The result shows that the accuracy level of proposed method similar to Histogram of Oriented Gradients(HOG) feature descriptor and feature extraction process is simple and faster than existing methods.

Investigation and Evalution of Swelling Kinetics Related to Biocopolymers Based on CMC poly(AA-co BuMC)

In this paper, we have focused on study of swelling kinetics and salt-sensitivity behavior of a superabsorbing hydrogel based on carboxymethylcellulose (CMC) and acrylic acid and 2- Buthyl methacrylate. The swelling kinetics of the hydrogels with various particle sizes was preliminary investigated as well. The swelling of the hydrogel showed a second order kinetics of swelling in water. In addition, swelling measurements of the synthesized hydrogels in various chloride salt solutions was measured. Results indicated that a swelling-loss with an increase in the ionic strength of the salt solutions.

Evaluation of Groundwater Unit Hydrograph of Kavar-Maharloo Aquifer

Groundwater is one of the most important water resources in Fars province. Based on this study, 95 percent of the total annual water consumption in Fars is used for agriculture, whereas the percentages for domestic and industrial uses are 4 and 1 percent, respectively. Population growth, urban and industrial growth, and agricultural development in Fars have created a condition of water stress. In this province, farmers and other users are pumping groundwater faster than its natural replenishment rate, causing a continuous drop in groundwater tables and depletion of this resource. In this research variation of groundwater level, their effects and ways to help control groundwater levels in aquifer of the Kavar- Maharloo plains in Fars plain were evaluated .Excessive exploitation of groundwater in this aquifer caused the groundwater levels fall too fast or to unacceptable levels. The average drawdown of the groundwater level in this plain were 17 meters during 1995 to 2006. The purpose of this study is to evaluate water level changes in the Kavar-Maharloo Aquifer in the Fars province in order to determine the areas of greatest depletion, the cause of depletion, and predict the remaining life of the aquifer.

Volume Fraction Law for Stainless Steel on Inner Surface and Nickel on Outer Surface For FGM Cylindrical Shell

Vibration of thin cylindrical shells made of a functionally gradient material composed of stainless steel and nickel is presented. The effects of the FGM configuration are studied by studying the frequencies of FG cylindrical shells. In this case FG cylindrical shell has Nickel on its outer surface and stainless steel on its inner surface. The study is carried out based on third order shear deformation shell theory. The objective is to study the natural frequencies, the influence of constituent volume fractions and the effects of configurations of the constituent materials on the frequencies. The properties are graded in the thickness direction according to the volume fraction power-law distribution. Results are presented on the frequency characteristics, the influence of the constituent various volume fractions on the frequencies.

Preservation of Molecular Ozone in a Clathrate Hydrate : Three-Phase (Gas + Liquid + Hydrate) Equilibrium Measurements for O3 + O2 + CO2 + H2O Systems

This paper reports the three-phase (gas + liquid + hydrate) equilibrium pressure versus temperature data for a (O3 + O2 + CO2 + H2O) system for developing the hydrate-based technology to preserve ozone, a chemically unstable substance, for various industrial, medical and consumer uses. These data cover the temperature range from 272 K to 277 K, corresponding to pressures from 1.6 MPa to 3.1 MPa, for each of the three different (O3 + O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in the gas phase was ~0.03 , which are the densest ozone fraction to artificially form O3 containing hydrate ever reported in the literature. Based on these data, the formation of hydrate containing high-concentration ozone, as high as 1 mass %, will be expected.

Parallel Block Backward Differentiation Formulas for Solving Ordinary Differential Equations

A parallel block method based on Backward Differentiation Formulas (BDF) is developed for the parallel solution of stiff Ordinary Differential Equations (ODEs). Most common methods for solving stiff systems of ODEs are based on implicit formulae and solved using Newton iteration which requires repeated solution of systems of linear equations with coefficient matrix, I - hβJ . Here, J is the Jacobian matrix of the problem. In this paper, the matrix operations is paralleled in order to reduce the cost of the iterations. Numerical results are given to compare the speedup and efficiency of parallel algorithm and that of sequential algorithm.

Numerical Grid Generation of Oceanic Model for the Andaman Sea

The study of the Andaman Sea can be studied by using the oceanic model; therefore the grid covering the study area should be generated. This research aims to generate grid covering the Andaman Sea, situated between longitudes 90◦E to 101◦E and latitudes 1◦N to 18◦N. A horizontal grid is an orthogonal curvilinear with 87 × 217 grid points. The methods used in this study are cubic spline and bilinear interpolations. The boundary grid points are generated by spline interpolation while the interior grid points have to be specified by bilinear interpolation method. A vertical grid is sigma coordinate with 15 layers of water column.

Influence of Radio Frequency Identification Technology in Logistic, Inventory Control and Supply Chain Optimization

The main aim of Supply Chain Management (SCM) is to produce, distribute, logistics and deliver goods and equipment in right location, right time, right amount to satisfy costumers, with minimum time and cost waste. So implementing techniques that reduce project time and cost, and improve productivity and performance is very important. Emerging technologies such as the Radio Frequency Identification (RFID) are now making it possible to automate supply chains in a real time manner and making them more efficient than the simple supply chain of the past for tracing and monitoring goods and products and capturing data on movements of goods and other events. This paper considers concepts, components and RFID technology characteristics by concentration of warehouse and inventories management. Additionally, utilization of RFID in the role of improving information management in supply chain is discussed. Finally, the facts of installation and this technology-s results in direction with warehouse and inventory management and business development will be presented.