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 deals with the problem of non-uniform
torsion in thin-walled elastic beams with asymmetric cross-section,
removing the basic concept of a fixed center of twist, necessary in the
Vlasov-s and Benscoter-s theories to obtain a warping stress field
equivalent to zero. In this new torsion/flexure theory, despite of the
classical ones, the warping function will punctually satisfy the first
indefinite equilibrium equation along the beam axis and it wont- be
necessary to introduce the classical congruence condition, to take into
account the effect of the beam restraints. The solution, based on the
Fourier development of the displacement field, is obtained assuming
that the applied external torque is constant along the beam axis and
on both beam ends the unit twist angle and the warping axial
displacement functions are totally restrained.
Finally, in order to verify the feasibility of the proposed method
and to compare it with the classical theories, two applications are
carried out. The first one, relative to an open profile, is necessary to
test the numerical method adopted to find the solution; the second
one, instead, is relative to a simplified containership section,
considered as full restrained in correspondence of two adjacent
transverse bulkheads.
Abstract: In Data mining, Fuzzy clustering algorithms have
demonstrated advantage over crisp clustering algorithms in dealing
with the challenges posed by large collections of vague and uncertain
natural data. This paper reviews concept of fuzzy logic and fuzzy
clustering. The classical fuzzy c-means algorithm is presented and its
limitations are highlighted. Based on the study of the fuzzy c-means
algorithm and its extensions, we propose a modification to the cmeans
algorithm to overcome the limitations of it in calculating the
new cluster centers and in finding the membership values with
natural data. The efficiency of the new modified method is
demonstrated on real data collected for Bhutan-s Gross National
Happiness (GNH) program.
Abstract: This research deals with investigations on the “Active
Generator" under rotor speed variations and output frequency
control. It runs at turbine speed and it is connected to a three phase
electrical power grid which has its own frequency different from
turbine frequency. In this regard the set composed of a four phase
synchronous generator and a natural commutated matrix converter
(NCMC) made with thyristors, is called active generator. It replaces a
classical mechanical gearbox which introduces many drawbacks. The
main idea in this article is the presentation of frequency control at
grid side when turbine runs at variable speed. Frequency control has
been done by linear and step variations of the turbine speed. Relation
between turbine speed (frequency) and main grid zero sequence
voltage frequency is presented.
Abstract: The overall objective of this paper is to retrieve soil
surfaces parameters namely, roughness and soil moisture related to
the dielectric constant by inverting the radar backscattered signal
from natural soil surfaces.
Because the classical description of roughness using statistical
parameters like the correlation length doesn't lead to satisfactory
results to predict radar backscattering, we used a multi-scale
roughness description using the wavelet transform and the Mallat
algorithm. In this description, the surface is considered as a
superposition of a finite number of one-dimensional Gaussian
processes each having a spatial scale. A second step in this study
consisted in adapting a direct model simulating radar backscattering
namely the small perturbation model to this multi-scale surface
description. We investigated the impact of this description on radar
backscattering through a sensitivity analysis of backscattering
coefficient to the multi-scale roughness parameters.
To perform the inversion of the small perturbation multi-scale
scattering model (MLS SPM) we used a multi-layer neural network
architecture trained by backpropagation learning rule. The inversion
leads to satisfactory results with a relative uncertainty of 8%.
Abstract: In this paper, two versions of an iterative loopless
algorithm for the classical towers of Hanoi problem with O(1) storage complexity and O(2n) time complexity are presented. Based
on this algorithm the number of different moves in each of pegs with its direction is formulated.
Abstract: We intend to point out the differences which exist
between the classical Gini concentration coefficient and a proposed
bipolarization index defined for an arbitrary random variable which
have a finite support.
In fact Gini's index measures only the "poverty degree" for the
individuals from a given population taking into consideration their
wages. The Gini coefficient is not so sensitive to the significant
income variations in the "rich people class" .
In practice there are multiple interdependent relations between the
pauperization and the socio-economical polarization phenomena. The
presence of a strong pauperization aspect inside the population
induces often a polarization effect in this society. But the
pauperization and the polarization phenomena are not identical. For
this reason it isn't always adequate to use a Gini type coefficient,
based on the Lorenz order, to estimate the bipolarization level of the
individuals from the studied population.
The present paper emphasizes these ideas by considering two
families of random variables which have a linear or a triangular type
distributions. In addition, the continuous variation, depending on the
parameter "time" of the chosen distributions, could simulate a real
dynamical evolution of the population.
Abstract: Manufacturing companies are facing a broad variety
of challenges caused by a dynamic production environment. To
succeed in such an environment, it is crucial to minimize the loss of
time required to trigger the adaptation process of a company-s
production structures. This paper presents an approach for the
continuous monitoring of production structures by neurologic
principles. It enhances classical monitoring concepts, which are
principally focused on reactive strategies, and enables companies to
act proactively. Thereby, strategic aspects regarding the
harmonization of certain life cycles are integrated into the decision
making process for triggering the reconfiguration process of the
production structure.
Abstract: In this paper, numerical simulations are performed to investigate the effect of disturbance block on flow field of the classical square lid-driven cavity. Attentions are focused on vortex formation and studying the effect of block position on its structure. Corner vortices are different upon block position and new vortices are produced because of the block. Finite volume method is used to solve Navier-Stokes equations and PISO algorithm is employed for the linkage of velocity and pressure. Verification and grid independency of results are reported. Stream lines are sketched to visualize vortex structure in different block positions.
Abstract: The problem of incompressible steady flow simulation around an airfoil is discussed. For some simplest airfoils (circular, elliptical, Zhukovsky airfoils) the exact solution is known from complex analysis. It allows to compute the intensity of vortex layer which simulates the airfoil. Some modifications of the vortex element method are proposed and test computations are carried out. It-s shown that the these approaches are much more effective in comparison with the classical numerical scheme.
Abstract: An iterative algorithm is proposed and tested in Cournot Game models, which is based on the convergence of sequential best responses and the utilization of a genetic algorithm for determining each player-s best response to a given strategy profile of its opponents. An extra outer loop is used, to address the problem of finite accuracy, which is inherent in genetic algorithms, since the set of feasible values in such an algorithm is finite. The algorithm is tested in five Cournot models, three of which have convergent best replies sequence, one with divergent sequential best replies and one with “local NE traps"[14], where classical local search algorithms fail to identify the Nash Equilibrium. After a series of simulations, we conclude that the algorithm proposed converges to the Nash Equilibrium, with any level of accuracy needed, in all but the case where the sequential best replies process diverges.
Abstract: In the fifteenth century, the Malacca Empire emerged
as the centre of Islamic civilization in the Malay Archipelago. The
history had been recorded in Sulalat Al-Salatin, an important literary
source about the genealogy of all Kings in Malacca. The objective of
this study was to analyze the understanding of sayings from Prophet
Muhammad among Malays in Malacca during the fifteenth century
through all of the hadith quoted in Sulalat Al-Salatin. This study used
content analysis methodology to validate the sayings where all of
them were critically analyzed and compared with the classical hadith
sources from prominent Muslim scholars. As a result, only two out of
the four quotations were considered as authentic sayings of Prophet
Muhammad. This study also showed the importance of the palace as
the centre of the Islamic education system and the role played by
Muslim preachers from outside of Malacca to propagate Islam in
Malacca.
Abstract: This paper presents a general trainable framework
for fast and robust upright human face and non-human object
detection and verification in static images. To enhance the
performance of the detection process, the technique we develop is
based on the combination of fast neural network (FNN) and
classical neural network (CNN). In FNN, a useful correlation is
exploited to sustain high level of detection accuracy between input
image and the weight of the hidden neurons. This is to enable the
use of Fourier transform that significantly speed up the time
detection. The combination of CNN is responsible to verify the
face region. A bootstrap algorithm is used to collect non human
object, which adds the false detection to the training process of the
human and non-human object. Experimental results on test images
with both simple and complex background demonstrate that the
proposed method has obtained high detection rate and low false
positive rate in detecting both human face and non-human object.
Abstract: Coloured Petri net (CPN) has been widely adopted in various areas in Computer Science, including protocol specification, performance evaluation, distributed systems and coordination in multi-agent systems. It provides a graphical representation of a system and has a strong mathematical foundation for proving various properties. This paper proposes a novel representation of a coloured Petri net using an extension of logic programming called abductive logic programming (ALP), which is purely based on classical logic. Under such a representation, an implementation of a CPN could be directly obtained, in which every inference step could be treated as a kind of equivalence preserved transformation. We would describe how to implement a CPN under such a representation using common meta-programming techniques in Prolog. We call our framework CPN-LP and illustrate its applications in modeling an intelligent agent.
Abstract: Cluster analysis divides data into groups that are
meaningful, useful, or both. Analysis of biological data is creating a
new generation of epidemiologic, prognostic, diagnostic and
treatment modalities. Clustering of protein sequences is one of the
current research topics in the field of computer science. Linear
relation is valuable in rule discovery for a given data, such as if value
X goes up 1, value Y will go down 3", etc. The classical linear
regression models the linear relation of two sequences perfectly.
However, if we need to cluster a large repository of protein sequences
into groups where sequences have strong linear relationship with
each other, it is prohibitively expensive to compare sequences one by
one. In this paper, we propose a new technique named General
Regression Model Technique Clustering Algorithm (GRMTCA) to
benignly handle the problem of linear sequences clustering. GRMT
gives a measure, GR*, to tell the degree of linearity of multiple
sequences without having to compare each pair of them.
Abstract: Performance of a dual maximal ratio combining
receiver has been analyzed for M-ary coherent and non-coherent
modulations over correlated Nakagami-m fading channels with nonidentical
and arbitrary fading parameter. The classical probability
density function (PDF) based approach is used for analysis.
Expressions for outage probability and average symbol error
performance for M-ary coherent and non-coherent modulations have
been obtained. The obtained results are verified against the special
case published results and found to be matching. The effect of the
unequal fading parameters, branch correlation and unequal input
average SNR on the receiver performance has been studied.
Abstract: This paper presents the use of a semi-classical signal
analysis method that has been developed recently for the analysis of
turbomachinery flow unsteadiness. We will focus on the correlation
between theSemi-Classical Signal Analysis parameters and some
physical parameters in relation with turbomachinery features. To
demonstrate the potential of the proposed approach, a static pressure
signal issued from a rotor/stator interaction of a centrifugal pump is
studied. Several configurations of the pump are compared.
Abstract: The one of best robust search technique on large scale
search area is heuristic and meta heuristic approaches. Especially in
issue that the exploitation of combinatorial status in the large scale
search area prevents the solution of the problem via classical
calculating methods, so such problems is NP-complete. in this
research, the problem of winner determination in combinatorial
auctions have been formulated and by assessing older heuristic
functions, we solve the problem by using of genetic algorithm and
would show that this new method would result in better performance
in comparison to other heuristic function such as simulated annealing
greedy approach.
Abstract: In this paper, a new adaptive Fourier decomposition
(AFD) based time-frequency speech analysis approach is proposed.
Given the fact that the fundamental frequency of speech signals often
undergo fluctuation, the classical short-time Fourier transform (STFT)
based spectrogram analysis suffers from the difficulty of window size
selection. AFD is a newly developed signal decomposition theory. It is
designed to deal with time-varying non-stationary signals. Its
outstanding characteristic is to provide instantaneous frequency for
each decomposed component, so the time-frequency analysis becomes
easier. Experiments are conducted based on the sample sentence in
TIMIT Acoustic-Phonetic Continuous Speech Corpus. The results
show that the AFD based time-frequency distribution outperforms the
STFT based one.
Abstract: The game of Maundy Block is the three-player variant
of Maundy Cake, a classical combinatorial game. Even though to
determine the solution of Maundy Cake is trivial, solving Maundy
Block is challenging because of the identification of queer games,
i.e., games where no player has a winning strategy.