Abstract: Stock portfolio selection is a classic problem in finance,
and it involves deciding how to allocate an institution-s or an individual-s
wealth to a number of stocks, with certain investment objectives
(return and risk). In this paper, we adopt the classical Markowitz
mean-variance model and consider an additional common realistic
constraint, namely, the cardinality constraint. Thus, stock portfolio
optimization becomes a mixed-integer quadratic programming problem
and it is difficult to be solved by exact optimization algorithms.
Chemical Reaction Optimization (CRO), which mimics the molecular
interactions in a chemical reaction process, is a population-based
metaheuristic method. Two different types of CRO, named canonical
CRO and Super Molecule-based CRO (S-CRO), are proposed to solve
the stock portfolio selection problem. We test both canonical CRO
and S-CRO on a benchmark and compare their performance under
two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe
ratio. Computational experiments suggest that S-CRO is promising
in handling the stock portfolio optimization problem.
Abstract: This paper objects to extend Jon Kleinberg-s research. He introduced the structure of small-world in a grid and shows with a greedy algorithm using only local information able to find route between source and target in delivery time O(log2n). His fundamental model for distributed system uses a two-dimensional grid with longrange random links added between any two node u and v with a probability proportional to distance d(u,v)-2. We propose with an additional information of the long link nearby, we can find the shorter path. We apply the ant colony system as a messenger distributed their pheromone, the long-link details, in surrounding area. The subsequence forwarding decision has more option to move to, select among local neighbors or send to node has long link closer to its target. Our experiment results sustain our approach, the average routing time by Color Pheromone faster than greedy method.
Abstract: Predict daily global solar radiation (GSR) based on meteorological variables, using Multi-layer perceptron (MLP) neural networks is the main objective of this study. Daily mean air temperature, relative humidity, sunshine hours, evaporation, wind speed, and soil temperature values between 2002 and 2006 for Dezful city in Iran (32° 16' N, 48° 25' E), are used in this study. The measured data between 2002 and 2005 are used to train the neural networks while the data for 214 days from 2006 are used as testing data.
Abstract: This paper presents a procedure for modeling and tuning the parameters of Thyristor Controlled Series Compensation (TCSC) controller in a multi-machine power system to improve transient stability. First a simple transfer function model of TCSC controller for stability improvement is developed and the parameters of the proposed controller are optimally tuned. Genetic algorithm (GA) is employed for the optimization of the parameter-constrained nonlinear optimization problem implemented in a simulation environment. By minimizing an objective function in which the oscillatory rotor angle deviations of the generators are involved, transient stability performance of the system is improved. The proposed TCSC controller is tested on a multi-machine system and the simulation results are presented. The nonlinear simulation results validate the effectiveness of proposed approach for transient stability improvement in a multimachine power system installed with a TCSC. The simulation results also show that the proposed TCSC controller is also effective in damping low frequency oscillations.
Abstract: Cow milk, is a product of the mammary gland and
soymilk is a beverage made from soybeans; it is the liquid that
remains after soybeans are soaked. In this research effort, we
compared nutritional parameters of this two kind milk such as total
fat, fiber, protein, minerals (Ca, Fe and P), fatty acids, carbohydrate,
lactose, water, total solids, ash, pH, acidity and calories content in
one cup (245 g). Results showed soymilk contains 4.67 grams of fat,
0.52 of fatty acids, 3.18 of fiber, 6.73 of protein, 4.43 of
carbohydrate, 0.00 of lactose, 228.51 of water, 10.40 of total solids
and 0.66 of ash, also 9.80 milligrams of Ca, 1.42 of Fe, and 120.05 of
P, 79 Kcal of calories, pH=6.74 and acidity was 0.24%. Cow milk
contains 8.15 grams of fat, 5.07 of fatty acids, 0.00 of fiber, 8.02 of
protein, 11.37 of carbohydrate, ´Çá4.27 of lactose, 214.69 of water,
12.90 of total solids, 1.75 of ash, 290.36 milligrams of Ca, 0.12 of
Fe, and 226.92 of P, 150 Kcal of calories, pH=6.90 and acidity was
0.21% . Soy milk is one of plant-based complete proteins and cow
milk is a rich source of nutrients as well. Cow milk is containing near
twice as much fat as and ten times more fatty acids do soymilk. Cow
milk contains greater amounts of mineral (except Fe) it contain more
than three hundred times the amount of Ca and nearly twice the
amount of P as does soymilk but soymilk contains more Fe (ten time
more) than does cow milk. Cow milk and soy milk contain nearly
identical amounts of protein and water and fiber is a big plus, dairy
has none. Although what we choose to drink is really a mater of
personal preference and our health objectives but looking at the
comparison, soy looks like healthier choices.
Abstract: Graph partitioning is a NP-hard problem with multiple
conflicting objectives. The graph partitioning should minimize the
inter-partition relationship while maximizing the intra-partition
relationship. Furthermore, the partition load should be evenly
distributed over the respective partitions. Therefore this is a multiobjective
optimization problem (MOO). One of the approaches to
MOO is Pareto optimization which has been used in this paper. The
proposed methods of this paper used to improve the performance are
injecting best solutions of previous runs into the first generation of
next runs and also storing the non-dominated set of previous
generations to combine with later generation's non-dominated set.
These improvements prevent the GA from getting stuck in the local
optima and increase the probability of finding more optimal
solutions. Finally, a simulation research is carried out to investigate
the effectiveness of the proposed algorithm. The simulation results
confirm the effectiveness of the proposed method.
Abstract: Palm oil could be converted to cocoa butter equivalent by lipase-catalyzed interesterification. The objective of this research was to investigate the structure modification of palm oil to cocoa butter equivalent using Carica papaya lipase –catalyzed interesterification. The study showed that the compositions of cocoa butter equivalent were affected by acyl donor sources, substrate ratio, initial water of enzyme, reaction time, reaction temperature and the amount of enzyme. Among three acyl donors tested (methyl stearate, ethyl stearate and stearic acid), methyl stearate appeared to be the best acyl donor for incorporation to palm oil structure. The best reaction conditions for cocoa butter equivalent production were : substrate ratio (palm oil : methyl stearate, mol/mol) at 1 : 4, water activity of enzyme at 0.11, reaction time at 4 h, reaction temperature at 45 ° C and 18% by weight of the enzyme. The chemical and physical properties of cocoa butter equivalent were 9.75 ± 0.41% free fatty acid, 44.89 ± 0.84 iodine number, 193.19 ± 0.78 sponification value and melting point at 37-39 °C.
Abstract: The disaster from functional gastrointestinal disorders has detrimental impact on the quality of life of the effected population and imposes a tremendous social and economic burden. There are, however, rare diagnostic methods for the functional gastrointestinal disorders. Our research group identified recently that the gastrointestinal tract well in the patients with the functional gastrointestinal disorders becomes more rigid than healthy people when palpating the abdominal regions overlaying the gastrointestinal tract. Objective of current study is, therefore, identify feasibility of a diagnostic system for the functional gastrointestinal disorders based on ultrasound technique, which can quantify the characteristics above. Two-dimensional finite difference (FD) models (one normal and two rigid model) were developed to analyze the reflective characteristic (displacement) on each soft-tissue layer responded after application of ultrasound signals. The FD analysis was then based on elastic ultrasound theory. Validation of the model was performed via comparison of the characteristic of the ultrasonic responses predicted by FD analysis with that determined from the actual specimens for the normal and rigid conditions. Based on the results from FD analysis, ultrasound system for diagnosis of the functional gastrointestinal disorders was developed and clinically tested via application of it to 40 human subjects with/without functional gastrointestinal disorders who were assigned to Normal and Patient Groups. The FD models were favorably validated. The results from FD analysis showed that the maximum displacement amplitude in the rigid models (0.12 and 0.16) at the interface between the fat and muscle layers was explicitly less than that in the normal model (0.29). The results from actual specimens showed that the maximum amplitude of the ultrasonic reflective signal in the rigid models (0.2±0.1Vp-p) at the interface between the fat and muscle layers was explicitly higher than that in the normal model (0.1±0.2 Vp-p). Clinical tests using our customized ultrasound system showed that the maximum amplitudes of the ultrasonic reflective signals near to the gastrointestinal tract well for the patient group (2.6±0.3 Vp-p) were generally higher than those in normal group (0.1±0.2 Vp-p). Here, maximum reflective signals was appeared at 20mm depth approximately from abdominal skin for all human subjects, corresponding to the location of the boundary layer close to gastrointestinal tract well. These findings suggest that our customized ultrasound system using the ultrasonic reflective signal may be helpful to the diagnosis of the functional gastrointestinal disorders.
Abstract: In the package design industry, there are a lot of tacit knowledge resided within each designer. The objectives are to capture them and compile it to be used as a teaching resource and to create a video clip of package design process as well as to evaluate its quality and learning effectiveness. Interview were used as a technique for capturing knowledge in brand design concept, differentiation, recognition, rank of recognition factor, consumer survey, knowledge about marketing, research, graphic design, the effect of color, and law and regulation. Video clip about package design were created. The clip consisted of both the speech and clip of actual process. The quality of the video in term of media was ranked as good while the content was ranked as excellent. The students- score on post-test was significantly greater than that of pretest (p>0.001).
Abstract: Enterprises need a strategic plan to retain their skillful employees and provide their career management, sustain their existence, to have growth and leadership qualities, to reach the objectives to increase the value of the enterprise and to not to be affected from changing demographic structure. In the cases when the long term career expectations of skillful employees are in integrity with the enterprise’s interests, skill management process is directly related to the career management. With a long term plan, the enterprises should cover the labor force need that may arise in the future by using systematic career development programs and be prepared against developments for all times. Skill management is considered as a practice with which career mobility is planned for the skillful employee to be prepared for high level positions. Career planning is the planning of an employee’s progress or promotion within an organization for which he works by developing his knowledge, skills, abilities and motives. Career planning is considered as an individual’s planning his future and the position which he wants to have, the area which he want to work in, the objectives which he want to reach. With the aim of contributing the abovementioned discussion process, career management concept and its perception manner are examined in this study in a comparative manner.
Abstract: 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.
Abstract: In this paper, a mathematical model for data object replication in ad hoc networks is formulated. The derived model is general, flexible and adaptable to cater for various applications in ad hoc networks. We propose a game theoretical technique in which players (mobile hosts) continuously compete in a non-cooperative environment to improve data accessibility by replicating data objects. The technique incorporates the access frequency from mobile hosts to each data object, the status of the network connectivity, and communication costs. The proposed technique is extensively evaluated against four well-known ad hoc network replica allocation methods. The experimental results reveal that the proposed approach outperforms the four techniques in both the execution time and solution quality
Abstract: One of the main issues in Computer Vision is to extract the movement of one or several points or objects of interest in an image or video sequence to conduct any kind of study or control process. Different techniques to solve this problem have been applied in numerous areas such as surveillance systems, analysis of traffic, motion capture, image compression, navigation systems and others, where the specific characteristics of each scenario determine the approximation to the problem. This paper puts forward a Computer Vision based algorithm to analyze fish trajectories in high turbulence conditions in artificial structures called vertical slot fishways, designed to allow the upstream migration of fish through obstructions in rivers. The suggested algorithm calculates the position of the fish at every instant starting from images recorded with a camera and using neural networks to execute fish detection on images. Different laboratory tests have been carried out in a full scale fishway model and with living fishes, allowing the reconstruction of the fish trajectory and the measurement of velocities and accelerations of the fish. These data can provide useful information to design more effective vertical slot fishways.
Abstract: An inverse geometry problem is solved to predict an
unknown irregular boundary profile. The aim is to minimize the
objective function, which is the difference between real and
computed temperatures, using three different versions of Conjugate
Gradient Method. The gradient of the objective function, considered
necessary in this method, obtained as a result of solving the adjoint
equation. The abilities of three versions of Conjugate Gradient
Method in predicting the boundary profile are compared using a
numerical algorithm based on the method. The predicted shapes show
that due to its convergence rate and accuracy of predicted values, the
Powell-Beale version of the method is more effective than the
Fletcher-Reeves and Polak –Ribiere versions.
Abstract: The main objective of this research is to synthesize silk fibroin fiber for indoor air particulate removal. Silk cocoons were de-gummed using 0.5 wt % Na2CO3 alkaline solutions at 90 Ó╣ìC for 60 mins, washed with distilled water, and dried at 80 Ó╣ìC for 3 hrs in a vacuum oven. Two sets of experiment were conducted to investigate the impacts of initial particulate matter (PM) concentration and that of air flow rate on the removal efficiency. Rice bran collected from a local rice mill in Ubonratchathani province was used as indoor air contaminant in this work. The morphology and physical properties of silk fibroin (SF) fiber were measured. The SEM revealed the deposition of PM on the used fiber. The PM removal efficiencies of 72.29 ± 3.03 % and 39.33 ± 1.99 % were obtained of PM10 and PM2.5, respectively, when using the initial PM concentration at 0.040 mg/m3 and 0.020 mg/m3 of PM10 and PM2.5, respectively, with the air flow rate of 5 L/min.
Abstract: The use of human hand as a natural interface for humancomputer interaction (HCI) serves as the motivation for research in hand gesture recognition. Vision-based hand gesture recognition involves visual analysis of hand shape, position and/or movement. In this paper, we use the concept of object-based video abstraction for segmenting the frames into video object planes (VOPs), as used in MPEG-4, with each VOP corresponding to one semantically meaningful hand position. Next, the key VOPs are selected on the basis of the amount of change in hand shape – for a given key frame in the sequence the next key frame is the one in which the hand changes its shape significantly. Thus, an entire video clip is transformed into a small number of representative frames that are sufficient to represent a gesture sequence. Subsequently, we model a particular gesture as a sequence of key frames each bearing information about its duration. These constitute a finite state machine. For recognition, the states of the incoming gesture sequence are matched with the states of all different FSMs contained in the database of gesture vocabulary. The core idea of our proposed representation is that redundant frames of the gesture video sequence bear only the temporal information of a gesture and hence discarded for computational efficiency. Experimental results obtained demonstrate the effectiveness of our proposed scheme for key frame extraction, subsequent gesture summarization and finally gesture recognition.
Abstract: The most influential programming paradigm today
is object oriented (OO) programming and it is widely used in
education and industry. Recognizing the importance of equipping
students with OO knowledge and skills, it is not surprising that most
Computer Science degree programs offer OO-related courses. How
do we assess whether the students have acquired the right objectoriented
skills after they have completed their OO courses? What are
object oriented skills? Currently none of the current assessment
techniques would be able to provide this answer. Traditional forms of
OO programming assessment provide a ways for assigning numerical
scores to determine letter grades. But this rarely reveals information
about how students actually understand OO concept. It appears
reasonable that a better understanding of how to define and assess
OO skills is needed by developing a criterion referenced model. It is
even critical in the context of Malaysia where there is currently a
growing concern over the level of competency of Malaysian IT
graduates in object oriented programming. This paper discussed the
approach used to develop the criterion-referenced assessment model.
The model can serve as a guideline when conducting OO
programming assessment as mentioned. The proposed model is
derived by using Goal Questions Metrics methodology, which helps
formulate the metrics of interest. It concluded with a few suggestions
for further study.
Abstract: Intelligent systems are required in order to quickly and accurately analyze enormous quantities of data in the Internet environment. In intelligent systems, information extracting processes can be divided into supervised learning and unsupervised learning. This paper investigates intelligent clustering by unsupervised learning. Intelligent clustering is the clustering system which determines the clustering model for data analysis and evaluates results by itself. This system can make a clustering model more rapidly, objectively and accurately than an analyzer. The methodology for the automatic clustering intelligent system is a multi-agent system that comprises a clustering agent and a cluster performance evaluation agent. An agent exchanges information about clusters with another agent and the system determines the optimal cluster number through this information. Experiments using data sets in the UCI Machine Repository are performed in order to prove the validity of the system.
Abstract: The main purpose of this research aimed to create tactile texture designed media for the blind used for extra learning outside classrooms in order to enhance imagination of the blind about Himmapan creatures, furthermore, the main objective of the research focused on improving the visual disabled perception to be equal to normal people. The target group of the research is blinded students studying in The Bangkok school for the blind between grade 4-6 in the second semester of 2011 who are able to read the braille language. The research methodology consisted of the field study and the documentary study related to the blind, tactile texture designed media and Himmapan creatures. 10 pictures of tactile texture designed media were created in the designing process which began after the analysis had conducted based the primary and secondary data. The works had presented to experts in the visual disabled field who evaluated the works. After approval, the works used as prototype to teach the blind. KeywordsBlind, Himmapan Creatures, Tactile Texture.
Abstract: Exponentially weighted moving average control chart (EWMA) is a popular chart used for detecting shift in the mean of parameter of distributions in quality control. The objective of this paper is to compare the efficiency of control chart to detect an increases in the mean of a process. In particular, we compared the Maximum Exponentially Weighted Moving Average (MaxEWMA) and Maximum Generally Weighted Moving Average (MaxGWMA) control charts when the observations are Exponential distribution. The criteria for evaluate the performance of control chart is called, the Average Run Length (ARL). The result of comparison show that in the case of process is small sample size, the MaxEWMA control chart is more efficiency to detect shift in the process mean than MaxGWMA control chart. For the case of large sample size, the MaxEWMA control chart is more sensitive to detect small shift in the process mean than MaxGWMA control chart, and when the process is a large shift in mean, the MaxGWMA control chart is more sensitive to detect mean shift than MaxEWMA control chart.