The Use of Dynamically Optimised High Frequency Moving Average Strategies for Intraday Trading

This paper is motivated by the aspect of uncertainty in financial decision making, and how artificial intelligence and soft computing, with its uncertainty reducing aspects can be used for algorithmic trading applications that trade in high frequency. This paper presents an optimized high frequency trading system that has been combined with various moving averages to produce a hybrid system that outperforms trading systems that rely solely on moving averages. The paper optimizes an adaptive neuro-fuzzy inference system that takes both the price and its moving average as input, learns to predict price movements from training data consisting of intraday data, dynamically switches between the best performing moving averages, and performs decision making of when to buy or sell a certain currency in high frequency.

One-Class Support Vector Machines for Aerial Images Segmentation

Interpretation of aerial images is an important task in various applications. Image segmentation can be viewed as the essential step for extracting information from aerial images. Among many developed segmentation methods, the technique of clustering has been extensively investigated and used. However, determining the number of clusters in an image is inherently a difficult problem, especially when a priori information on the aerial image is unavailable. This study proposes a support vector machine approach for clustering aerial images. Three cluster validity indices, distance-based index, Davies-Bouldin index, and Xie-Beni index, are utilized as quantitative measures of the quality of clustering results. Comparisons on the effectiveness of these indices and various parameters settings on the proposed methods are conducted. Experimental results are provided to illustrate the feasibility of the proposed approach.

Analytical Modeling of Channel Noise for Gate Material Engineered Surrounded/Cylindrical Gate (SGT/CGT) MOSFET

In this paper, an analytical modeling is presentated to describe the channel noise in GME SGT/CGT MOSFET, based on explicit functions of MOSFETs geometry and biasing conditions for all channel length down to deep submicron and is verified with the experimental data. Results shows the impact of various parameters such as gate bias, drain bias, channel length ,device diameter and gate material work function difference on drain current noise spectral density of the device reflecting its applicability for circuit design applications.

Multidimensional and Data Mining Analysis for Property Investment Risk Analysis

Property investment in the real estate industry has a high risk due to the uncertainty factors that will affect the decisions made and high cost. Analytic hierarchy process has existed for some time in which referred to an expert-s opinion to measure the uncertainty of the risk factors for the risk analysis. Therefore, different level of experts- experiences will create different opinion and lead to the conflict among the experts in the field. The objective of this paper is to propose a new technique to measure the uncertainty of the risk factors based on multidimensional data model and data mining techniques as deterministic approach. The propose technique consist of a basic framework which includes four modules: user, technology, end-user access tools and applications. The property investment risk analysis defines as a micro level analysis as the features of the property will be considered in the analysis in this paper.

An Energy Efficient Protocol for Target Localization in Wireless Sensor Networks

Target tracking and localization are important applications in wireless sensor networks. In these applications, sensor nodes collectively monitor and track the movement of a target. They have limited energy supplied by batteries, so energy efficiency is essential for sensor networks. Most existing target tracking protocols need to wake up sensors periodically to perform tracking. Some unnecessary energy waste is thus introduced. In this paper, an energy efficient protocol for target localization is proposed. In order to preserve energy, the protocol fixes the number of sensors for target tracking, but it retains the quality of target localization in an acceptable level. By selecting a set of sensors for target localization, the other sensors can sleep rather than periodically wake up to track the target. Simulation results show that the proposed protocol saves a significant amount of energy and also prolongs the network lifetime.

An Investigation of Adjustment of Solar Shading Devices in Office Buildings

The purpose of this paper is to investigate the adjust- ment of solar shading devices in office buildings in two different seasons by occupants, and its influence on the lighting control and indoor illuminance levels. The results show that occupants take inappropriate measures both in reducing solar radiation in summer and in admitting solar gains in winter, resulting in an increase in lighting energy and a reduction in indoor illuminance. Therefore, movable shading devices, controlled automatically, are suitable for building applications to reduce energy consumption.

Neural Networks for Short Term Wind Speed Prediction

Predicting short term wind speed is essential in order to prevent systems in-action from the effects of strong winds. It also helps in using wind energy as an alternative source of energy, mainly for Electrical power generation. Wind speed prediction has applications in Military and civilian fields for air traffic control, rocket launch, ship navigation etc. The wind speed in near future depends on the values of other meteorological variables, such as atmospheric pressure, moisture content, humidity, rainfall etc. The values of these parameters are obtained from a nearest weather station and are used to train various forms of neural networks. The trained model of neural networks is validated using a similar set of data. The model is then used to predict the wind speed, using the same meteorological information. This paper reports an Artificial Neural Network model for short term wind speed prediction, which uses back propagation algorithm.

Optimizing Spatial Trend Detection By Artificial Immune Systems

Spatial trends are one of the valuable patterns in geo databases. They play an important role in data analysis and knowledge discovery from spatial data. A spatial trend is a regular change of one or more non spatial attributes when spatially moving away from a start object. Spatial trend detection is a graph search problem therefore heuristic methods can be good solution. Artificial immune system (AIS) is a special method for searching and optimizing. AIS is a novel evolutionary paradigm inspired by the biological immune system. The models based on immune system principles, such as the clonal selection theory, the immune network model or the negative selection algorithm, have been finding increasing applications in fields of science and engineering. In this paper, we develop a novel immunological algorithm based on clonal selection algorithm (CSA) for spatial trend detection. We are created neighborhood graph and neighborhood path, then select spatial trends that their affinity is high for antibody. In an evolutionary process with artificial immune algorithm, affinity of low trends is increased with mutation until stop condition is satisfied.

Gasifier System Identification for Biomass Power Plants using Neural Network

The use of renewable energy sources becomes more necessary and interesting. As wider applications of renewable energy devices at domestic, commercial and industrial levels has not only resulted in greater awareness, but also significantly installed capacities. In addition, biomass principally is in the form of woods, which is a form of energy by humans for a long time. Gasification is a process of conversion of solid carbonaceous fuel into combustible gas by partial combustion. Many gasifier models have various operating conditions; the parameters kept in each model are different. This study applied experimental data, which has three inputs, which are; biomass consumption, temperature at combustion zone and ash discharge rate. One output is gas flow rate. For this paper, neural network was used to identify the gasifier system suitable for the experimental data. In the result,neural networkis usable to attain the answer.

Artificial Accelerated Ageing Test of 22 kVXLPE Cable for Distribution System Applications in Thailand

This paper presents the experimental results on artificial ageing test of 22 kV XLPE cable for distribution system application in Thailand. XLPE insulating material of 22 kV cable was sliced to 60-70 μm in thick and was subjected to ac high voltage at 23 Ôùª C, 60 Ôùª C and 75 Ôùª C. Testing voltage was constantly applied to the specimen until breakdown. Breakdown voltage and time to breakdown were used to evaluate life time of insulating material. Furthermore, the physical model by J. P. Crine for predicts life time of XLPE insulating material was adopted as life time model and was calculated in order to compare the experimental results. Acceptable life time results were obtained from Crine-s model comparing with the experimental result. In addition, fourier transform infrared spectroscopy (FTIR) for chemical analysis and scanning electron microscope (SEM) for physical analysis were conducted on tested specimens.

Transmit Sub-aperture Optimization in MSTA Ultrasound Imaging Method

The paper presents the optimization problem for the multi-element synthetic transmit aperture method (MSTA) in ultrasound imaging applications. The optimal choice of the transmit aperture size is performed as a trade-off between the lateral resolution, penetration depth and the frame rate. Results of the analysis obtained by a developed optimization algorithm are presented. Maximum penetration depth and the best lateral resolution at given depths are chosen as the optimization criteria. The optimization algorithm was tested using synthetic aperture data of point reflectors simulated by Filed II program for Matlab® for the case of 5MHz 128-element linear transducer array with 0.48 mm pitch are presented. The visualization of experimentally obtained synthetic aperture data of a tissue mimicking phantom and in vitro measurements of the beef liver are also shown. The data were obtained using the SonixTOUCH Research systemequipped with a linear 4MHz 128 element transducerwith 0.3 mm element pitch, 0.28 mm element width and 70% fractional bandwidth was excited by one sine cycle pulse burst of transducer's center frequency.

Motivated Support Vector Regression using Structural Prior Knowledge

It-s known that incorporating prior knowledge into support vector regression (SVR) can help to improve the approximation performance. Most of researches are concerned with the incorporation of knowledge in the form of numerical relationships. Little work, however, has been done to incorporate the prior knowledge on the structural relationships among the variables (referred as to Structural Prior Knowledge, SPK). This paper explores the incorporation of SPK in SVR by constructing appropriate admissible support vector kernel (SV kernel) based on the properties of reproducing kernel (R.K). Three-levels specifications of SPK are studied with the corresponding sub-levels of prior knowledge that can be considered for the method. These include Hierarchical SPK (HSPK), Interactional SPK (ISPK) consisting of independence, global and local interaction, Functional SPK (FSPK) composed of exterior-FSPK and interior-FSPK. A convenient tool for describing the SPK, namely Description Matrix of SPK is introduced. Subsequently, a new SVR, namely Motivated Support Vector Regression (MSVR) whose structure is motivated in part by SPK, is proposed. Synthetic examples show that it is possible to incorporate a wide variety of SPK and helpful to improve the approximation performance in complex cases. The benefits of MSVR are finally shown on a real-life military application, Air-toground battle simulation, which shows great potential for MSVR to the complex military applications.

Video Mining for Creative Rendering

More and more home videos are being generated with the ever growing popularity of digital cameras and camcorders. For many home videos, a photo rendering, whether capturing a moment or a scene within the video, provides a complementary representation to the video. In this paper, a video motion mining framework for creative rendering is presented. The user-s capture intent is derived by analyzing video motions, and respective metadata is generated for each capture type. The metadata can be used in a number of applications, such as creating video thumbnail, generating panorama posters, and producing slideshows of video.

Robust Camera Calibration using Discrete Optimization

Camera calibration is an indispensable step for augmented reality or image guided applications where quantitative information should be derived from the images. Usually, a camera calibration is obtained by taking images of a special calibration object and extracting the image coordinates of projected calibration marks enabling the calculation of the projection from the 3d world coordinates to the 2d image coordinates. Thus such a procedure exhibits typical steps, including feature point localization in the acquired images, camera model fitting, correction of distortion introduced by the optics and finally an optimization of the model-s parameters. In this paper we propose to extend this list by further step concerning the identification of the optimal subset of images yielding the smallest overall calibration error. For this, we present a Monte Carlo based algorithm along with a deterministic extension that automatically determines the images yielding an optimal calibration. Finally, we present results proving that the calibration can be significantly improved by automated image selection.

Security Analysis of Password Hardened Multimodal Biometric Fuzzy Vault

Biometric techniques are gaining importance for personal authentication and identification as compared to the traditional authentication methods. Biometric templates are vulnerable to variety of attacks due to their inherent nature. When a person-s biometric is compromised his identity is lost. In contrast to password, biometric is not revocable. Therefore, providing security to the stored biometric template is very crucial. Crypto biometric systems are authentication systems, which blends the idea of cryptography and biometrics. Fuzzy vault is a proven crypto biometric construct which is used to secure the biometric templates. However fuzzy vault suffer from certain limitations like nonrevocability, cross matching. Security of the fuzzy vault is affected by the non-uniform nature of the biometric data. Fuzzy vault when hardened with password overcomes these limitations. Password provides an additional layer of security and enhances user privacy. Retina has certain advantages over other biometric traits. Retinal scans are used in high-end security applications like access control to areas or rooms in military installations, power plants, and other high risk security areas. This work applies the idea of fuzzy vault for retinal biometric template. Multimodal biometric system performance is well compared to single modal biometric systems. The proposed multi modal biometric fuzzy vault includes combined feature points from retina and fingerprint. The combined vault is hardened with user password for achieving high level of security. The security of the combined vault is measured using min-entropy. The proposed password hardened multi biometric fuzzy vault is robust towards stored biometric template attacks.

Thermodynamic Analysis of Activated Carbon- CO2 based Adsorption Cooling Cycles

Heat powered solid sorption is a feasible alternative to electrical vapor compression refrigeration systems. In this paper, activated carbon (powder type Maxsorb and fiber type ACF-A10)- CO2 based adsorption cooling cycles are studied using the pressuretemperature- concentration (P-T-W) diagram. The specific cooling effect (SCE) and the coefficient of performance (COP) of these two cooling systems are simulated for the driving heat source temperatures ranging from 30 ºC to 90 ºC in terms of different cooling load temperatures with a cooling source temperature of 25 ºC. It is found from the present analysis that Maxsorb-CO2 couple shows higher cooling capacity and COP. The maximum COPs of Maxsorb-CO2 and ACF(A10)-CO2 based cooling systems are found to be 0.15 and 0.083, respectively. The main innovative feature of this cooling cycle is the ability to utilize low temperature waste heat or solar energy using CO2 as the refrigerant, which is one of the best alternative for applications where flammability and toxicity are not allowed.

W-CAS: A Central Users Authentication and Authorization System for Enterprise Wide Web Applications

Centrally controlled authentication and authorization services can provide enterprise with an increase in security, more flexible access control solutions and an increased users' trust. By using redirections, users of all Web-based applications within an organization are authenticated at a single well known and secure Web site and using secure communication protocol. Users are first authenticated at the central server using their domain wide credentials before being redirected to a particular Web-based application. The central authentication server will then provide others with pertinence authorization related particulars and credentials of the authenticated user to the specific application. The trust between the clients and the server hosts is established by secure session keys exchange. Case- studies are provided to demonstrate the usefulness and flexibility of the proposed solution.

Performance of Bio-Composite Carbonized Materials in Probiotic Applications

A new composite sorbent based on carbonized rice husk (CRH) and immobilized on it living cells and inactivated cultural liquid containing antimicrobials metabolites of Bacillus subtilis CK-245 is developed. The sorption and antimicrobic activity of CRH concerning five species of Enterobacteriaceae is studied. Prospects of use of developed sorbent in medicine and veterinary science is shown.

Versatile Dual-Mode Class-AB Four-Quadrant Analog Multiplier

Versatile dual-mode class-AB CMOS four-quadrant analog multiplier circuit is presented. The dual translinear loops and current mirrors are the basic building blocks in realization scheme. This technique provides; wide dynamic range, wide-bandwidth response and low power consumption. The major advantages of this approach are; its has single ended inputs; since its input is dual translinear loop operate in class-AB mode which make this multiplier configuration interesting for low-power applications; current multiplying, voltage multiplying, or current and voltage multiplying can be obtainable with balanced input. The simulation results of versatile analog multiplier demonstrate a linearity error of 1.2 %, a -3dB bandwidth of about 19MHz, a maximum power consumption of 0.46mW, and temperature compensated. Operation of versatile analog multiplier was also confirmed through an experiment using CMOS transistor array.

Optimized Fuzzy Control by Particle Swarm Optimization Technique for Control of CSTR

Fuzzy logic control (FLC) systems have been tested in many technical and industrial applications as a useful modeling tool that can handle the uncertainties and nonlinearities of modern control systems. The main drawback of the FLC methodologies in the industrial environment is challenging for selecting the number of optimum tuning parameters. In this paper, a method has been proposed for finding the optimum membership functions of a fuzzy system using particle swarm optimization (PSO) algorithm. A synthetic algorithm combined from fuzzy logic control and PSO algorithm is used to design a controller for a continuous stirred tank reactor (CSTR) with the aim of achieving the accurate and acceptable desired results. To exhibit the effectiveness of proposed algorithm, it is used to optimize the Gaussian membership functions of the fuzzy model of a nonlinear CSTR system as a case study. It is clearly proved that the optimized membership functions (MFs) provided better performance than a fuzzy model for the same system, when the MFs were heuristically defined.