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: Arc welding is an important joining process widely used in many industrial applications including production of automobile, ships structures and metal tanks. In welding process, the moving electrode causes highly non-uniform temperature distribution that leads to residual stresses and different deviations, especially buckling distortions in thin plates. In order to control the deviations and increase the quality of welded plates, a fixture can be used as a practical and low cost method with high efficiency. In this study, a coupled thermo-mechanical finite element model is coded in the software ANSYS to simulate the behavior of thin plates located by a 3-2-1 positioning system during the welding process. Computational results are compared with recent similar works to validate the finite element models. The agreement between the result of proposed model and other reported data proves that finite element modeling can accurately predict the behavior of welded thin plates.
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 an alternate approach that uses
artificial neural network to simulate the flood level dynamics in a
river basin. The algorithm was developed in a decision support
system environment in order to enable users to process the data. The
decision support system is found to be useful due to its interactive
nature, flexibility in approach and evolving graphical feature and can
be adopted for any similar situation to predict the flood level. The
main data processing includes the gauging station selection, input
generation, lead-time selection/generation, and length of prediction.
This program enables users to process the flood level data, to
train/test the model using various inputs and to visualize results. The
program code consists of a set of files, which can as well be modified
to match other purposes. This program may also serve as a tool for
real-time flood monitoring and process control. The running results
indicate that the decision support system applied to the flood level
seems to have reached encouraging results for the river basin under
examination. The comparison of the model predictions with the
observed data was satisfactory, where the model is able to forecast
the flood level up to 5 hours in advance with reasonable prediction
accuracy. Finally, this program may also serve as a tool for real-time
flood monitoring and process control.
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: 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: Measures of complexity and entropy have not converged to a single quantitative description of levels of organization of complex systems. The need for such a measure is increasingly necessary in all disciplines studying complex systems. To address this problem, starting from the most fundamental principle in Physics, here a new measure for quantity of organization and rate of self-organization in complex systems based on the principle of least (stationary) action is applied to a model system - the central processing unit (CPU) of computers. The quantity of organization for several generations of CPUs shows a double exponential rate of change of organization with time. The exact functional dependence has a fine, S-shaped structure, revealing some of the mechanisms of self-organization. The principle of least action helps to explain the mechanism of increase of organization through quantity accumulation and constraint and curvature minimization with an attractor, the least average sum of actions of all elements and for all motions. This approach can help describe, quantify, measure, manage, design and predict future behavior of complex systems to achieve the highest rates of self organization to improve their quality. It can be applied to other complex systems from Physics, Chemistry, Biology, Ecology, Economics, Cities, network theory and others where complex systems are present.
Abstract: B2E portals represent a new class of web-based
information technologies which many organisations are introducing
in recent years to stay in touch with their distributed workforces and
enable them to perform value added activities for organisations.
However, actual usage of these emerging systems (measured using
suitable instruments) has not been reported in the contemporary
scholarly literature. We argue that many of the instruments to
measure usage of various types of IT-enabled information systems
are not directly applicable for B2E portals because they were
developed for the context of traditional mainframe and PC-based
information systems. It is therefore important to develop a new
instrument for web-based portal technologies aimed at employees. In
this article, we report on the development and initial qualitative
evaluation of an instrument that seeks to operationaise a set of
independent factors affecting the usage of portals by employees. The
proposed instrument is useful to IT/e-commerce researchers and
practitioners alike as it enhances their confidence in predicting
employee usage of portals in organisations.
Abstract: This paper presents an ESN-based Arabic phoneme
recognition system trained with supervised, forced and combined
supervised/forced supervised learning algorithms. Mel-Frequency
Cepstrum Coefficients (MFCCs) and Linear Predictive Code (LPC)
techniques are used and compared as the input feature extraction
technique. The system is evaluated using 6 speakers from the King
Abdulaziz Arabic Phonetics Database (KAPD) for Saudi Arabia
dialectic and 34 speakers from the Center for Spoken Language
Understanding (CSLU2002) database of speakers with different
dialectics from 12 Arabic countries. Results for the KAPD and
CSLU2002 Arabic databases show phoneme recognition
performances of 72.31% and 38.20% respectively.
Abstract: Biological sequences from different species are called or-thologs if they evolved from a sequence of a common ancestor species and they have the same biological function. Approximations of Kolmogorov complexity or entropy of biological sequences are already well known to be useful in extracting similarity information between such sequences -in the interest, for example, of ortholog detection. As is well known, the exact Kolmogorov complexity is not algorithmically computable. In prac-tice one can approximate it by computable compression methods. How-ever, such compression methods do not provide a good approximation to Kolmogorov complexity for short sequences. Herein is suggested a new ap-proach to overcome the problem that compression approximations may notwork well on short sequences. This approach is inspired by new, conditional computations of Kolmogorov entropy. A main contribution of the empir-ical work described shows the new set of entropy-based machine learning attributes provides good separation between positive (ortholog) and nega-tive (non-ortholog) data - better than with good, previously known alter-natives (which do not employ some means to handle short sequences well).Also empirically compared are the new entropy based attribute set and a number of other, more standard similarity attributes sets commonly used in genomic analysis. The various similarity attributes are evaluated by cross validation, through boosted decision tree induction C5.0, and by Receiver Operating Characteristic (ROC) analysis. The results point to the conclu-sion: the new, entropy based attribute set by itself is not the one giving the best prediction; however, it is the best attribute set for use in improving the other, standard attribute sets when conjoined with them.
Abstract: Clusters of microcalcifications in mammograms are an
important sign of breast cancer. This paper presents a complete
Computer Aided Detection (CAD) scheme for automatic detection of
clustered microcalcifications in digital mammograms. The proposed
system, MammoScan μCaD, consists of three main steps. Firstly
all potential microcalcifications are detected using a a method for
feature extraction, VarMet, and adaptive thresholding. This will also
give a number of false detections. The goal of the second step,
Classifier level 1, is to remove everything but microcalcifications.
The last step, Classifier level 2, uses learned dictionaries and sparse
representations as a texture classification technique to distinguish
single, benign microcalcifications from clustered microcalcifications,
in addition to remove some remaining false detections. The system
is trained and tested on true digital data from Stavanger University
Hospital, and the results are evaluated by radiologists. The overall
results are promising, with a sensitivity > 90 % and a low false
detection rate (approx 1 unwanted pr. image, or 0.3 false pr. image).
Abstract: In this paper a genetic algorithms approach for solving the linear and quadratic fuzzy equations Ãx̃=B̃ and Ãx̃2 + B̃x̃=C̃ , where Ã, B̃, C̃ and x̃ are fuzzy numbers is proposed by genetic algorithms. Our genetic based method initially starts with a set of random fuzzy solutions. Then in each generation of genetic algorithms, the solution candidates converge more to better fuzzy solution x̃b . In this proposed method the final reached x̃b is not only restricted to fuzzy triangular and it can be fuzzy number.
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: Sufficient linear matrix inequalities (LMI) conditions for regularization of discrete-time singular systems are given. Then a new class of regularizing stabilizing controllers is discussed. The proposed controllers are the sum of predictive and memoryless state feedbacks. The predictive controller aims to regularizing the singular system while the memoryless state feedback is designed to stabilize the resulting regularized system. A systematic procedure is given to calculate the controller gains through linear matrix inequalities.
Abstract: Hydrocyclones flow field study is conducted by performing a parametric study. Effect of cone angle on deoiling hydrocyclones flow behaviour is studied in this research. Flow field of hydrocyclone is obtained by three-dimensional simulations with OpenFOAM code. Because of anisotropic behaviour of flow inside hydrocyclones LES is a suitable method to predict the flow field since it resolves large scales and model isotropic small scales. Large eddy simulation is used to predict the flow behavior of three different cone angles. Differences in tangential velocity and pressure distribution are reported in some figures.
Abstract: The aim of this paper is the analysis and preservation of lime kilns, focusing on the structure, construction, and functionality of vertical shaft lime kilns of the Cap Corse in Corsica. Plans and sections of two lime kilns are presented in detail, providing an overall picture of this specific industrial heritage. The potential damage areas are identified performing structural analysis of a lime kiln using the finite element method. A restoration and strengthening technique that satisfies the directions of the Charter of Venice is presented using post-tensioning tendons. Recommendations are given to preserve and promote these important historical structures integrating them into the custom footpath.
Abstract: The H.264/AVC video coding standard contains a number of advanced features. Ones of the new features introduced in this standard is the multiple intramode prediction. Its function exploits directional spatial correlation with adjacent block for intra prediction. With this new features, intra coding of H.264/AVC offers a considerably higher improvement in coding efficiency compared to other compression standard, but computational complexity is increased significantly when brut force rate distortion optimization (RDO) algorithm is used. In this paper, we propose a new fast intra prediction mode decision method for the complexity reduction of H.264 video coding. for luma intra prediction, the proposed method consists of two step: in the first step, we make the RDO for four mode of intra 4x4 block, based the distribution of RDO cost of those modes and the idea that the fort correlation with adjacent mode, we select the best mode of intra 4x4 block. In the second step, we based the fact that the dominating direction of a smaller block is similar to that of bigger block, the candidate modes of 8x8 blocks and 16x16 macroblocks are determined. So, in case of chroma intra prediction, the variance of the chroma pixel values is much smaller than that of luma ones, since our proposed uses only the mode DC. Experimental results show that the new fast intra mode decision algorithm increases the speed of intra coding significantly with negligible loss of PSNR.
Abstract: The article aims to investigate the presence of a correlation between eco-innovation and economic performance within industrial districts. The case analyzed in this article is based on a study concerning a sample of 54 Italian industrial clusters entitled "Eco-Districts" that has compiled a list of the most eco-efficient districts at the national level. After selecting two districts, this study assesses the economic performance of the last three years through the analysis of trends in four indicators. The results show that only in some cases there is a connection between eco innovation and economic performance.
Abstract: Master plan is a tool to guide and manage the growth of cities in a planned manner. The soul of a master plan lies in its implementation framework. If not implemented, people are trapped in a mess of urban problems and laissez-faire development having serious long term repercussions. Unfortunately, Master Plans prepared for several major cities of Pakistan could not be fully implemented due to host of reasons and Lahore is no exception. Being the second largest city of Pakistan with a population of over 7 million people, Lahore holds the distinction that the first ever Master Plan in the country was prepared for this city in 1966. Recently in 2004, a new plan titled `Integrated Master Plan for Lahore-2021- has been approved for implementation. This paper provides a comprehensive account of the weaknesses and constraints in the plan preparation process and implementation strategies of Master Plans prepared for Lahore. It also critically reviews the new Master Plan particularly with respect to the proposed implementation framework. The paper discusses the prospects and pre-conditions for successful implementation of the new Plan in the light of historic analysis, interviews with stakeholders and the new institutional context under the devolution plan.
Abstract: The residue number system (RNS), due to its
properties, is used in applications in which high performance
computation is needed. The carry free nature, which makes the
arithmetic, carry bounded as well as the paralleling facility is the
reason of its capability of high speed rendering. Since carry is not
propagated between the moduli in this system, the performance is
only restricted by the speed of the operations in each modulus. In this
paper a novel method of number representation by use of redundancy
is suggested in which {rn- 2,rn-1,rn} is the reference moduli set
where r=2k+1 and k =1, 2,3,.. This method achieves fast
computations and conversions and makes the circuits of them much
simpler.