Abstract: The paper investigates downtrend algorithm and
trading strategy based on chart pattern recognition and technical
analysis in futures market. The proposed chart formation is a pattern
with the lowest low in the middle and one higher low on each side.
The contribution of this paper lies in the reinforcement of statements
about the profitability of momentum trend trading strategies.
Practical benefit of the research is a trading algorithm in falling
markets and back-test analysis in futures markets. When based on
daily data, the algorithm has generated positive results, especially
when the market had downtrend period. Downtrend algorithm can be
applied as a hedge strategy against possible sudden market crashes.
The proposed strategy can be interesting for futures traders, hedge
funds or scientific researchers performing technical or algorithmic
market analysis based on momentum trend trading.
Abstract: We develop a three-step fuzzy logic-based algorithm for clustering categorical attributes, and we apply it to analyze cultural data. In the first step the algorithm employs an entropy-based clustering scheme, which initializes the cluster centers. In the second step we apply the fuzzy c-modes algorithm to obtain a fuzzy partition of the data set, and the third step introduces a novel cluster validity index, which decides the final number of clusters.
Abstract: Question answering (QA) aims at retrieving precise information from a large collection of documents. Most of the Question Answering systems composed of three main modules: question processing, document processing and answer processing. Question processing module plays an important role in QA systems to reformulate questions. Moreover answer processing module is an emerging topic in QA systems, where these systems are often required to rank and validate candidate answers. These techniques aiming at finding short and precise answers are often based on the semantic relations and co-occurrence keywords. This paper discussed about a new model for question answering which improved two main modules, question processing and answer processing which both affect on the evaluation of the system operations. There are two important components which are the bases of the question processing. First component is question classification that specifies types of question and answer. Second one is reformulation which converts the user's question into an understandable question by QA system in a specific domain. The objective of an Answer Validation task is thus to judge the correctness of an answer returned by a QA system, according to the text snippet given to support it. For validating answers we apply candidate answer filtering, candidate answer ranking and also it has a final validation section by user voting. Also this paper described new architecture of question and answer processing modules with modeling, implementing and evaluating the system. The system differs from most question answering systems in its answer validation model. This module makes it more suitable to find exact answer. Results show that, from total 50 asked questions, evaluation of the model, show 92% improving the decision of the system.
Abstract: Knowledge management (KM) is generally
considered to be a positive process in an organisation, facilitating
opportunities to achieve competitive advantage via better quality
information handling, compilation of expert know-how and rapid
response to fluctuations in the business environment. The KM
paradigm as portrayed in the literature informs the processes that can
increase intangible assets so that corporate knowledge is preserved.
However, in some instances, knowledge management exists in a
universe of dynamic tension among the conflicting needs to respect
privacy and intellectual property (IP), to guard against data theft, to
protect national security and to stay within the laws. While the
Knowledge Management literature focuses on the bright side of the
paradigm, there is also a different side in which knowledge is
distorted, suppressed or misappropriated due to personal or
organisational motives (the paradox). This paper describes the ethical
paradoxes that occur within the taxonomy and deontology of
knowledge management and suggests that recognising both the
promises and pitfalls of KM requires wisdom.
Abstract: Given a bivariate normal sample of correlated variables,
(Xi, Yi), i = 1, . . . , n, an alternative estimator of Pearson’s correlation
coefficient is obtained in terms of the ranges, |Xi − Yi|.
An approximate confidence interval for ρX,Y is then derived, and
a simulation study reveals that the resulting coverage probabilities
are in close agreement with the set confidence levels. As well, a
new approximant is provided for the density function of R, the
sample correlation coefficient. A mixture involving the proposed
approximate density of R, denoted by hR(r), and a density function
determined from a known approximation due to R. A. Fisher is shown
to accurately approximate the distribution of R. Finally, nearly exact
density approximants are obtained on adjusting hR(r) by a 7th degree
polynomial.
Abstract: During the process of compaction in Hot-Mix Asphalt
(HMA) mixtures, the distance between aggregate particles decreases
as they come together and eliminate air-voids. By measuring the
inter-particle distances in a cut-section of a HMA sample the degree
of compaction can be estimated. For this, a calibration curve is
generated by computer simulation technique when the gradation and
asphalt content of the HMA mixture are known. A two-dimensional
cross section of HMA specimen was simulated using the mixture
design information (gradation, asphalt content and air-void content).
Nearest neighbor distance methods such as Delaunay triangulation
were used to study the changes in inter-particle distance and area
distribution during the process of compaction in HMA. Such
computer simulations would enable making several hundreds of
repetitions in a short period of time without the necessity to compact
and analyze laboratory specimens in order to obtain good statistics on
the parameters defined. The distributions for the statistical
parameters based on computer simulations showed similar trends as
those of laboratory specimens.
Abstract: In this work, a characterization and modeling of
packet loss of a Voice over Internet Protocol (VoIP) communication
is developed. The distributions of the number of consecutive received
and lost packets (namely gap and burst) are modeled from the
transition probabilities of two-state and four-state model.
Measurements show that both models describe adequately the burst
distribution, but the decay of gap distribution for non-homogeneous
losses is better fit by the four-state model. The respective
probabilities of transition between states for each model were
estimated with a proposed algorithm from a set of monitored VoIP
calls in order to obtain representative minimum, maximum and
average values for both models.
Abstract: In this paper an alternative analysis in the time
domain is described and the results of the interpolation process are
presented by means of functions that are based on the rule of
conditional mathematical expectation and the covariance function. A
comparison between the interpolation error caused by low order
filters and the classic sinc(t) truncated function is also presented.
When fewer samples are used, low-order filters have less error. If the
number of samples increases, the sinc(t) type functions are a better
alternative. Generally speaking there is an optimal filter for each
input signal which depends on the filter length and covariance
function of the signal. A novel scheme of work for adaptive
interpolation filters is also presented.
Abstract: In this paper three basic approaches and different
methods under each of them for extracting region of interest (ROI)
from stationary images are explored. The results obtained for each of
the proposed methods are shown, and it is demonstrated where each
method outperforms the other. Two main problems in ROI
extraction: the channel selection problem and the saliency reversal
problem are discussed and how best these two are addressed by
various methods is also seen. The basic approaches are 1) Saliency
based approach 2) Wavelet based approach 3) Clustering based
approach. The saliency approach performs well on images containing
objects of high saturation and brightness. The wavelet based
approach performs well on natural scene images that contain regions
of distinct textures. The mean shift clustering approach partitions the
image into regions according to the density distribution of pixel
intensities. The experimental results of various methodologies show
that each technique performs at different acceptable levels for
various types of images.
Abstract: In this paper, the application of thermal spray
coatings in high speed shafts by a revolution up to 23000 RPM
has been studied. Gas compressor shafts are worn in contact
zone with journal therefore will be undersized. Wear
mechanisms of compressor shaft were identified. The
predominant wear mechanism is abrasion wear. The worn
surface was coated by hard WC-Co cermets using high
velocity oxy fuel (HVOF) after preparation. The shafts were in
satisfactory service in 8000h period. The metallurgical and
Tribological studies has been made on the worn and coated
shaft using optical microscopy, scanning electron microscopy
(SEM) and X-ray diffraction.
Abstract: This paper presents an economic game for sybil
detection in a distributed computing environment. Cost parameters
reflecting impacts of different sybil attacks are introduced in the sybil
detection game. The optimal strategies for this game in which both
sybil and non-sybil identities are expected to participate are devised.
A cost sharing economic mechanism called Discriminatory
Rewarding Mechanism for Sybil Detection is proposed based on this
game. A detective accepts a security deposit from each active agent,
negotiates with the agents and offers rewards to the sybils if the latter
disclose their identity. The basic objective of the detective is to
determine the optimum reward amount for each sybil which will
encourage the maximum possible number of sybils to reveal
themselves. Maintaining privacy is an important issue for the
mechanism since the participants involved in the negotiation are
generally reluctant to share their private information. The mechanism
has been applied to Tor by introducing a reputation scoring function.
Abstract: There is inadequate information on the practice of
female genital mutilation (FGM) in the UK, and there are often
myths and perceptions within communities that influence the
effectiveness of prevention programmes. This means it is difficult to
address the trends and changes in the practice in the UK.
To this end, FORWARD undertook novel and innovative research
using the Participatory Ethnographic and Evaluative Research
(PEER) method to explore the views of women from Eritrea, Sudan,
Somalia and Ethiopia that live in London and Bristol (two UK cities).
Women-s views, taken from PEER interviews, reflected reasons for
continued practice of FGM: marriageability, the harnessing and
control of female sexuality, and upholding traditions from their
countries of origin. It was also clear that the main supporters of the
practice were believed to be older women within families and
communities.
Women described the impact FGM was having on their lives as
isolating. And although it was clearly considered a private and
personal matter, they developed a real sense of connection with their
peers within the research process.
The women were overwhelmingly positive about combating the
practice, although they believed it would probably take a while
before it ends completely. They also made concrete
recommendations on how to improve support services for women
affected by FGM: Training for professionals (particularly in
healthcare), increased engagement with, and outreach to,
communities, culturally appropriate materials and information made
available and accessible to communities, and more consequent
implementation of legislation.
Finally, the women asked for more empathy and understanding,
particularly from health professionals. Rather than presenting FGM
as a completely alien and inconceivable practice, it may help for
those looking into these women-s lives and working with them to
understand the social and economic context in which the practice
takes place.
Abstract: This paper describes the design concepts and
implementation of a 5-Joint mechanical arm for a rescue robot named
CEO Mission II. The multi-joint arm is a five degree of freedom
mechanical arm with a four bar linkage, which can be stretched to
125 cm. long. It is controlled by a teleoperator via the user-friendly
control and monitoring GUI program. With Inverse Kinematics
principle, we developed the method to control the servo angles of all
arm joints to get the desired tip position. By clicking the determined
tip position or dragging the tip of the mechanical arm on the
computer screen to the desired target point, the robot will compute
and move its multi-joint arm to the pose as seen on the GUI screen.
The angles of each joint are calculated and sent to all joint servos
simultaneously in order to move the mechanical arm to the desired
pose at once. The operator can also use a joystick to control the
movement of this mechanical arm and the locomotion of the robot.
Many sensors are installed at the tip of this mechanical arm for
surveillance from the high level and getting the vital signs of victims
easier and faster in the urban search and rescue tasks. It works very
effectively and easy to control. This mechanical arm and its software
were developed as a part of the CEO Mission II Rescue Robot that
won the First Runner Up award and the Best Technique award from
the Thailand Rescue Robot Championship 2006. It is a low cost,
simple, but functioning 5-Jiont mechanical arm which is built from
scratch, and controlled via wireless LAN 802.11b/g. This 5-Jiont
mechanical arm hardware concept and its software can also be used
as the basic mechatronics to many real applications.
Abstract: This paper presents an analysis on the capacity and performance of MIMO-OFDM systems. The work is focused on the capacity of MIMO-OFDM systems over rician fading channel, in the case of the channel being known at the receiver only, which is more practical case of the channel. Simple expression for capacity is derived for the case of correlated rician fading. The performance of some MIMO-OFDM implementations with rician fading model is presented using an Alamouti coding scheme and Simulation results are obtained for both capacity and performance analysis.
Abstract: In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.
Abstract: Coal tar is a liquid by-product of the process of coal
gasification and carbonation. This liquid oil mixture contains various
kinds of useful compounds such as phenol, o-cresol, and p-cresol.
These compounds are widely used as raw material for insecticides,
dyes, medicines, perfumes, coloring matters, and many others.
This research needed to be done that given the optimum conditions
for the separation of phenol, o-cresol, and p-cresol from the coal tar
by solvent extraction process. The aim of the present work was to
study the effect of two kinds of aqueous were used as solvents:
methanol and acetone solutions, the effect of temperature (298, 306,
and 313K) and mixing (30, 35, and 40rpm) for the separation of
phenol, o-cresol, and p-cresol from coal tar by solvent extraction.
Results indicated that phenol, o-cresol, and p-cresol in coal tar
were selectivity extracted into the solvent phase and these
components could be separated by solvent extraction. The aqueous
solution of methanol, mass ratio of solvent to feed, Eo/Ro=1,
extraction temperature 306K and mixing 35 rpm were the most
efficient for extraction of phenol, o-cresol, and p-cresol from coal tar.
Abstract: How to simulate experimentally the air flow and heat
transfer under microgravity on the ground is important, which has not
been completely solved so far. Influence of gravity on air natural
convection results in convection heat transfer on ground difference
from that on orbit. In order to obtain air temperature and velocity
deviations of manned spacecraft during terrestrial thermal test,
dimensionless number analysis and numerical simulation analysis are
performed. The calculated temperature distribution and velocity
distribution of the horizontal test cases are compared to the vertical
cases. The results show that the influence of gravity is neglected for
facility drawer racks and more obvious for vertical cabins.
Abstract: This study investigated the relationship between urban
and rural ozone concentrations and quantified the extent to which
ambient rural conditions and the concentrations of other pollutants
can be used to predict urban ozone concentrations. The study
describes the variations of ozone in weekday and weekends as well as
the daily maximum recorded at selected monitoring stations. The
results showed that Putrajaya station had the highest concentrations
of O3 on weekend due the titration of NO during the weekday.
Additionally, Jerantut had the lowest average concentration with a
reading value high on Wednesdays. The comparisons of average and
maximum concentrations of ozone for the three stations showed that
the strongest significant correlation is recorded in Jerantut station
with the value R2= 0.769. Ozone concentrations originating from a
neighbouring urban site form a better predictor to the urban ozone
concentrations than widespread rural ozone at some levels of
temporal averaging. It is found that in urban and rural of Malaysian
peninsular, the concentration of ozone depends on the concentration
of NOx and seasonal meteorological factors. The HYSPLIT Model
(the northeast monsoon) showed that the wind direction can also
influence the concentration of ozone in the atmosphere in the studied
areas.
Abstract: The main aim of this paper was to investigate the
existing architecture in Cyprus, and thus identify and describe the
overall architectural rationale of the built environment. In Cyprus,
where individuals live in a society that reflects postmodern
paradigms rather than modern ones, the existing built environment
has many different reflections of the structure of its society.
Abstract: Appeared toward 1986, the object-oriented databases
management systems had not known successes knew five years after
their birth. One of the major difficulties is the query optimization.
We propose in this paper a new approach that permits to enrich
techniques of query optimization existing in the object-oriented
databases. Seen success that knew the query optimization in the
relational model, our approach inspires itself of these optimization
techniques and enriched it so that they can support the new concepts
introduced by the object databases.