Abstract: Liquidity risk management ranks to key concepts
applied in finance. Liquidity is defined as a capacity to obtain
funding when needed, while liquidity risk means as a threat to this
capacity to generate cash at fair costs. In the paper we present
challenges of liquidity risk management resulting from the 2007-
2009 global financial upheaval. We see five main regulatory
liquidity risk management issues requiring revision in coming
years: liquidity measurement, intra-day and intra-group liquidity
management, contingency planning and liquidity buffers, liquidity
systems, controls and governance, and finally models testing the
viability of business liquidity models.
Abstract: In this paper, some brief sufficient conditions for the stability of FO-LTI systems dαx(t) dtα = Ax(t) with the fractional order are investigated when the matrix A and the fractional order α are uncertain or both α and A are uncertain, respectively. In addition, we also relate the stability of a fractional-order system with order 0 < α ≤ 1 to the stability of its equivalent fractional-order system with order 1 ≤ β < 2, the relationship between α and β is presented. Finally, a numeric experiment is given to demonstrate the effectiveness of our results.
Abstract: From an economic standpoint the current and future
road traffic situation in urban areas is a cost factor. Traffic jams and
congestion prolong journey times and tie up resources in trucks and
personnel. Many discussions about imposing charges or tolls for
cities in Europe in order to reduce traffic congestion are currently in
progress. Both of these effects lead – directly or indirectly - to
additional costs for the urban distribution systems in retail
companies. One approach towards improving the efficiency of retail
distribution systems, and thus towards avoiding negative
environmental factors in urban areas, is horizontal collaboration for
deliveries to retail outlets – Urban Retail Logistics. This paper
presents a classification system to help reveal where cooperation
between retail companies is possible and makes sense for deliveries
to retail outlets in urban areas.
Abstract: This paper examines the implementation of RC5 block cipher for digital images along with its detailed security analysis. A complete specification for the method of application of the RC5 block cipher to digital images is given. The security analysis of RC5 block cipher for digital images against entropy attack, bruteforce, statistical, and differential attacks is explored from strict cryptographic viewpoint. Experiments and results verify and prove that RC5 block cipher is highly secure for real-time image encryption from cryptographic viewpoint. Thorough experimental tests are carried out with detailed analysis, demonstrating the high security of RC5 block cipher algorithm.
Abstract: Cellular networks provide voice and data services to the users with mobility. To deliver services to the mobile users, the cellular network is capable of tracking the locations of the users, and allowing user movement during the conversations. These capabilities are achieved by the location management. Location management in mobile communication systems is concerned with those network functions necessary to allow the users to be reached wherever they are in the network coverage area. In a cellular network, a service coverage area is divided into smaller areas of hexagonal shape, referred to as cells. The cellular concept was introduced to reuse the radio frequency. Continued expansion of cellular networks, coupled with an increasingly restricted mobile spectrum, has established the reduction of communication overhead as a highly important issue. Much of this traffic is used in determining the precise location of individual users when relaying calls, with the field of location management aiming to reduce this overhead through prediction of user location. This paper describes and compares various location management schemes in the cellular networks.
Abstract: This paper mathematically analyses the varying
magnitude of production loss, which may occur due to idle time (inprocess
waiting time and traveling time) on a linear walking worker
assembly line. Within this flexible and reconfigurable assembly
system, each worker travels down the line carrying out each
assembly task at each station; and each worker accomplishes the
assembly of a unit from start to finish and then travels back to the
first station to start the assembly of a new product. This strategy of
system design attempts to combine the flexibility of the U-shaped
moving worker assembly cell with the efficiency of the conventional
fixed worker assembly line. The paper aims to evaluate the effect of
idle time that may offset the labor efficiency of each walking worker
providing an insight into the mechanism of such a flexible and
reconfigurable assembly system.
Abstract: In this paper, backup and recovery technique for Peer
to Peer applications, such as a distributed asynchronous Web-Based
Training system that we have previously proposed. In order to
improve the scalability and robustness of this system, all contents and
function are realized on mobile agents. These agents are distributed
to computers, and they can obtain using a Peer to Peer network
that modified Content-Addressable Network. In the proposed system,
although entire services do not become impossible even if some
computers break down, the problem that contents disappear occurs
with an agent-s disappearance. As a solution for this issue, backups
of agents are distributed to computers. If a failure of a computer is
detected, other computers will continue service using backups of the
agents belonged to the computer.
Abstract: Aerial and satellite images are information rich. They are also complex to analyze. For GIS systems, many features require fast and reliable extraction of roads and intersections. In this paper, we study efficient and reliable automatic extraction algorithms to address some difficult issues that are commonly seen in high resolution aerial and satellite images, nonetheless not well addressed in existing solutions, such as blurring, broken or missing road boundaries, lack of road profiles, heavy shadows, and interfering surrounding objects. The new scheme is based on a new method, namely reference circle, to properly identify the pixels that belong to the same road and use this information to recover the whole road network. This feature is invariable to the shape and direction of roads and tolerates heavy noise and disturbances. Road extraction based on reference circles is much more noise tolerant and flexible than the previous edge-detection based algorithms. The scheme is able to extract roads reliably from images with complex contents and heavy obstructions, such as the high resolution aerial/satellite images available from Google maps.
Abstract: Users of computer systems may often require the
private transfer of messages/communications between parties across
a network. Information warfare and the protection and dominance of
information in the military context is a prime example of an
application area in which the confidentiality of data needs to be
maintained. The safe transportation of critical data is therefore often
a vital requirement for many private communications. However,
unwanted interception/sniffing of communications is also a
possibility. An elementary stealthy transfer scheme is therefore
proposed by the authors. This scheme makes use of encoding,
splitting of a message and the use of a hashing algorithm to verify the
correctness of the reconstructed message. For this proof-of-concept
purpose, the authors have experimented with the random sending of
encoded parts of a message and the construction thereof to
demonstrate how data can stealthily be transferred across a network
so as to prevent the obvious retrieval of data.
Abstract: During the past decade, pond aeration systems have
been developed which will sustain large quantities of fish and
invertebrate biomass. Dissolved Oxygen (DO) is considered to be
among the most important water quality parameters in fish culture.
Fishponds in aquaculture farms are usually located in remote areas
where grid lines are at far distance. Aeration of ponds is required to
prevent mortality and to intensify production, especially when
feeding is practical, and in warm regions. To increase pond
production it is necessary to control dissolved oxygen. Artificial
intelligence (AI) techniques are becoming useful as alternate
approaches to conventional techniques or as components of
integrated systems. They have been used to solve complicated
practical problems in various areas and are becoming more and more
popular nowadays. This paper presents a new design of diffused
aeration system using fuel cell as a power source. Also fuzzy logic
control Technique (FLC) is used for controlling the speed of air flow
rate from the blower to air piping connected to the pond by adjusting
blower speed. MATLAB SIMULINK results show high performance
of fuzzy logic control (FLC).
Abstract: Emotion in speech is an issue that has been attracting
the interest of the speech community for many years, both in the
context of speech synthesis as well as in automatic speech
recognition (ASR). In spite of the remarkable recent progress in
Large Vocabulary Recognition (LVR), it is still far behind the
ultimate goal of recognising free conversational speech uttered by
any speaker in any environment. Current experimental tests prove
that using state of the art large vocabulary recognition systems the
error rate increases substantially when applied to
spontaneous/emotional speech. This paper shows that recognition
rate for emotionally coloured speech can be improved by using a
language model based on increased representation of emotional
utterances.
Abstract: A computationally simple approach of model order
reduction for single input single output (SISO) and linear timeinvariant
discrete systems modeled in frequency domain is proposed
in this paper. Denominator of the reduced order model is determined
using fuzzy C-means clustering while the numerator parameters are
found by matching time moments and Markov parameters of high
order system.
Abstract: The paper presents a new system for the automat
control of the aircrafts- flight in lateral plane using the cinematic
model and the dynamic inversion. Starting from the equations of the
aircrafts- lateral movement, the authors use two axes systems and
obtained a control law that cancels the lateral deviation of the flying
objects from the runway line. This system makes the aircrafts-
direction angle to follow the direction angle of the runway line.
Simulations in Matlab/Simulink have been done for different
aircraft-s initial points and direction angles. The inconvenience of
this system is the long duration of the “transient regime". That is why
this system can be used independently, but the results are not very
good; thus, it can be a part (subsystem) of other systems. The main
system that cancels the lateral deviation from the runway line is
based on dynamic inversion and uses, as subsystem, the control
system for the lateral movement using the cinematic model. Using
complex Matlab/Simulink models, the authors obtained the time
evolution of the direction angle and the time evolution of the aircraft
lateral deviation with respect to the runway line, for different values
of the initial direction angle and for different wind types. The system
has a very good behavior for all initial direction angles and wind
types.
Abstract: UML is a collection of notations for capturing a software system specification. These notations have a specific syntax defined by the Object Management Group (OMG), but many of their constructs only present informal semantics. They are primarily graphical, with textual annotation. The inadequacies of standard UML as a vehicle for complete specification and implementation of real-time embedded systems has led to a variety of competing and complementary proposals. The Real-time UML profile (UML-RT), developed and standardized by OMG, defines a unified framework to express the time, scheduling and performance aspects of a system. We present in this paper a framework approach aimed at deriving a complete specification of a real-time system. Therefore, we combine two methods, a semiformal one, UML-RT, which allows the visual modeling of a realtime system and a formal one, CSP+T, which is a design language including the specification of real-time requirements. As to show the applicability of the approach, a correct design of a real-time system with hard real time constraints by applying a set of mapping rules is obtained.
Abstract: The scope of this paper is to describe a real electrical
installation of renewable energy using photovoltaic cells. The
displayed power grid connected network was established in 2007 at
area of Northern Greece. The photovoltaic park is composed of 6120
photovoltaic cells able to deliver a total power of 1.101.600 Wp. For
the transformation of DC voltage to AC voltage have been used 25
stand alone three phases inverters and for the connection at the
medium voltage network of Greek Power Authority have been
installed two oil immersed transformer of 630 kVA each one. Due to
the wide space area of installation a specific external lightning
protection system has been designed. Additionally, due to the
sensitive electronics of the control and protection systems of park,
surge protection, equipotent bonding and shielding were also of
major importance.
Abstract: Empirical force fields and density functional theory
(DFT) was used to study the binding energies and structures of
methylamine on the surface of activated carbons (ACs). This is a first
step in studying the adsorption of alkyl amines on the surface of
functionalized ACs. The force fields used were Dreiding (DFF),
Universal (UFF) and Compass (CFF) models. The generalized
gradient approximation with Perdew Wang 91 (PW91) functional
was used for DFT calculations. In addition to obtaining the aminecarboxylic
acid adsorption energies, the results were used to establish
reliability of the empirical models for these systems. CFF predicted a
binding energy of -9.227 (kcal/mol) which agreed with PW91 at -
13.17 (kcal/mol), compared to DFF 0 (kcal/mol) and UFF -0.72
(kcal/mol). However, the CFF binding energies for the amine to ester
and ketone disagreed with PW91 results. The structures obtained
from all models agreed with PW91 results.
Abstract: Hydrogen is regarded to play an important role in
future energy systems because it can be produced from abundant
resources and its combustion only generates water. The disposal of
waste tyres is a major problem in environmental management
throughout the world. The use of waste materials as a source of
hydrogen is particularly of interest in that it would also solve a waste
treatment problem. There is much interest in the use of alternative
feedstocks for the production of hydrogen since more than 95% of
current production is from fossil fuels. The pyrolysis of waste tyres
for the production of liquid fuels, activated carbons and gases has
been extensively researched. However, combining pyrolysis with
gasification is a novel process that can gasify the gaseous products
from pyrolysis. In this paper, an experimental investigation into the
production of hydrogen and other gases from the bench scale
pyrolysis-gasification of tyres has been investigated. Experiments
were carried using a two stage system consisting of pyrolysis of the
waste tyres followed by catalytic steam gasification of the evolved
gases and vapours in a second reactor. Experiments were conducted
at a pyrolysis temperature of 500 °C using Ni/Al2O3 as a catalyst. The
results showed that there was a dramatic increase in gas yield and the
potential H2 production when the gasification temperature was
increased from 600 to 900 oC. Overall, the process showed that high
yields of hydrogen can be produced from waste tyres.
Abstract: The security of computer networks plays a strategic
role in modern computer systems. Intrusion Detection Systems (IDS)
act as the 'second line of defense' placed inside a protected
network, looking for known or potential threats in network traffic
and/or audit data recorded by hosts. We developed an Intrusion
Detection System using LAMSTAR neural network to learn patterns
of normal and intrusive activities, to classify observed system
activities and compared the performance of LAMSTAR IDS with
other classification techniques using 5 classes of KDDCup99 data.
LAMSAR IDS gives better performance at the cost of high
Computational complexity, Training time and Testing time, when
compared to other classification techniques (Binary Tree classifier,
RBF classifier, Gaussian Mixture classifier). we further reduced the
Computational Complexity of LAMSTAR IDS by reducing the
dimension of the data using principal component analysis which in
turn reduces the training and testing time with almost the same
performance.
Abstract: Information and communication technology (ICT) is
essential to the operation of business, and create many employment
opportunities. High volumes of students graduate in ICT however
students struggle to find job placement. A discrepancy exists between
graduate skills and industry skill requirements. To address the need
for ICT skills required, universities must create programs to meet the
demands of a changing ICT industry. This requires a partnership
between industry, universities and other stakeholders. This situation
may be viewed as a critical systems thinking problem situation as
there are various role players each with their own needs and
requirements. Jackson states a typical critical systems methods has a
pluralistic nature. This paper explores the applicability and suitability
of Maslow and Dooyeweerd to guide understanding and make
recommendations for change in ICT WIL, to foster an all-inclusive
understanding of the situation by stakeholders. The above methods
provide tools for understanding softer issues beyond the skills
required. The study findings suggest that besides skills requirements,
a deeper understanding and empowering students from being a
student to a professional need to be understood and addressed.
Abstract: The deterministic quantum transfer-matrix (QTM)
technique and its mathematical background are presented. This
important tool in computational physics can be applied to a class of
the real physical low-dimensional magnetic systems described by the
Heisenberg hamiltonian which includes the macroscopic molecularbased
spin chains, small size magnetic clusters embedded in some
supramolecules and other interesting compounds. Using QTM, the
spin degrees of freedom are accurately taken into account, yielding
the thermodynamical functions at finite temperatures.
In order to test the application for the susceptibility calculations to
run in the parallel environment, the speed-up and efficiency of
parallelization are analyzed on our platform SGI Origin 3800 with
p = 128 processor units. Using Message Parallel Interface (MPI)
system libraries we find the efficiency of the code of 94% for
p = 128 that makes our application highly scalable.