Abstract: This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).
Abstract: The conjugate gradient optimization algorithm
usually used for nonlinear least squares is presented and is
combined with the modified back propagation algorithm yielding
a new fast training multilayer perceptron (MLP) algorithm
(CGFR/AG). The approaches presented in the paper consist of
three steps: (1) Modification on standard back propagation
algorithm by introducing gain variation term of the activation
function, (2) Calculating the gradient descent on error with
respect to the weights and gains values and (3) the determination
of the new search direction by exploiting the information
calculated by gradient descent in step (2) as well as the previous
search direction. The proposed method improved the training
efficiency of back propagation algorithm by adaptively modifying
the initial search direction. Performance of the proposed method
is demonstrated by comparing to the conjugate gradient algorithm
from neural network toolbox for the chosen benchmark. The
results show that the number of iterations required by the
proposed method to converge is less than 20% of what is required
by the standard conjugate gradient and neural network toolbox
algorithm.
Abstract: In this paper we present a method for gene ranking
from DNA microarray data. More precisely, we calculate the correlation
networks, which are unweighted and undirected graphs, from
microarray data of cervical cancer whereas each network represents
a tissue of a certain tumor stage and each node in the network
represents a gene. From these networks we extract one tree for
each gene by a local decomposition of the correlation network. The
interpretation of a tree is that it represents the n-nearest neighbor
genes on the n-th level of a tree, measured by the Dijkstra distance,
and, hence, gives the local embedding of a gene within the correlation
network. For the obtained trees we measure the pairwise similarity
between trees rooted by the same gene from normal to cancerous
tissues. This evaluates the modification of the tree topology due to
progression of the tumor. Finally, we rank the obtained similarity
values from all tissue comparisons and select the top ranked genes.
For these genes the local neighborhood in the correlation networks
changes most between normal and cancerous tissues. As a result
we find that the top ranked genes are candidates suspected to be
involved in tumor growth and, hence, indicates that our method
captures essential information from the underlying DNA microarray
data of cervical cancer.
Abstract: Today we tend to go back to the past to our root
relation to nature. Therefore in search of friendly spaces there are
elements of natural environment introduced as elements of spatial
composition. Though reinvented through the use of the new
substance such as greenery, water etc. made possible by state of the
art technologies, still, in principal, they remain the same. As a result,
sustainable design, based upon the recognized means of composition
in addition to the relation of architecture and urbanism vs. nature
introduces a new aesthetical values into architectural and urban
space.
Abstract: This paper presents a novel two-phase hybrid optimization algorithm with hybrid genetic operators to solve the optimal control problem of a single stage hybrid manufacturing system. The proposed hybrid real coded genetic algorithm (HRCGA) is developed in such a way that a simple real coded GA acts as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method is next employed to do fine tuning. The hybrid genetic operators involved in the proposed algorithm improve both the quality of the solution and convergence speed. The phase–1 uses conventional real coded genetic algorithm (RCGA), while optimisation by direct search and systematic reduction of the size of search region is employed in the phase – 2. A typical numerical example of an optimal control problem with the number of jobs varying from 10 to 50 is included to illustrate the efficacy of the proposed algorithm. Several statistical analyses are done to compare the validity of the proposed algorithm with the conventional RCGA and PSO techniques. Hypothesis t – test and analysis of variance (ANOVA) test are also carried out to validate the effectiveness of the proposed algorithm. The results clearly demonstrate that the proposed algorithm not only improves the quality but also is more efficient in converging to the optimal value faster. They can outperform the conventional real coded GA (RCGA) and the efficient particle swarm optimisation (PSO) algorithm in quality of the optimal solution and also in terms of convergence to the actual optimum value.
Abstract: This paper proposed a stiffness analysis method for a
3-PRS mechanism for welding thick aluminum plate using FSW
technology. In the molding process, elastic deformation of lead-screws
and links are taken into account. This method is based on the virtual
work principle. Through a survey of the commonly used stiffness
performance indices, the minimum and maximum eigenvalues of the
stiffness matrix are used to evaluate the stiffness of the 3-PRS
mechanism. Furthermore, A FEA model has been constructed to verify
the method. Finally, we redefined the workspace using the stiffness
analysis method.
Abstract: This paper studies questions of continuous data dependence and uniqueness for solutions of initial boundary value problems in linear micropolar thermoelastic mixtures. Logarithmic convexity arguments are used to establish results with no definiteness assumptions upon the internal energy.
Abstract: The coalescer process is one of the methods for oily water treatment by increasing the oil droplet size in order to enhance the separating velocity and thus effective separation. However, the presence of surfactants in an oily emulsion can limit the obtained mechanisms due to the small oil size related with stabilized emulsion. In this regard, the purpose of this research is to improve the efficiency of the coalescer process for treating the stabilized emulsion. The effects of bed types, bed height, liquid flow rate and stage coalescer (step-bed) on the treatment efficiencies in term of COD values were studied. Note that the treatment efficiency obtained experimentally was estimated by using the COD values and oil droplet size distribution. The study has shown that the plastic media has more effective to attach with oil particles than the stainless one due to their hydrophobic properties. Furthermore, the suitable bed height (3.5 cm) and step bed (3.5 cm with 2 steps) were necessary in order to well obtain the coalescer performance. The application of step bed coalescer process in reactor has provided the higher treatment efficiencies in term of COD removal than those obtained with classical process. The proposed model for predicting the area under curve and thus treatment efficiency, based on the single collector efficiency (ηT) and the attachment efficiency (α), provides relatively a good coincidence between the experimental and predicted values of treatment efficiencies in this study.
Abstract: In this paper, a plane-strain orthotropic elasto-plastic
dynamic constitutive model is established, and with this constitutive
model, the thermal shock wave induced by intense pulsed X-ray
radiation in cylinder shell composite is simulated by the finite element
code, then the properties of thermal shock wave propagation are
discussed. The results show that the thermal shock wave exhibit
different shapes under the radiation of soft and hard X-ray, and while
the composite is radiated along different principal axes, great
differences exist in some aspects, such as attenuation of the peak stress
value, spallation and so on.
Abstract: The flow of a third grade fluid in an orthogonal rheometer is studied. We employ the admissible velocity field proposed in [5]. We solve the problem and obtain the velocity field as well as the components for the Cauchy tensor. We compare the results with those from [9]. Some diagrams concerning the velocity and Cauchy stress components profiles are presented for different values of material constants and compared with the corresponding values for a linear viscous fluid.
Abstract: In this study, workplace environmental monitoring
systems were established using USN(Ubiquitous Sensor Networks)
and LabVIEW. Although existing direct sampling methods enable
finding accurate values as of the time points of measurement, those
methods are disadvantageous in that continuous management and
supervision are difficult and costs for are high when those methods are
used. Therefore, the efficiency and reliability of workplace
management by supervisors are relatively low when those methods are
used. In this study, systems were established so that information on
workplace environmental factors such as temperatures, humidity and
noises is measured and transmitted to the PC in real time to enable
supervisors to monitor workplaces through LabVIEW on the PC.
When any accidents have occurred in workplaces, supervisors can
immediately respond through the monitoring system and this system
enables integrated workplace management and the prevention of
safety accidents. By introducing these monitoring systems, safety
accidents due to harmful environmental factors in workplaces can be
prevented and these monitoring systems will be also helpful in finding
out the correlation between safety accidents and occupational diseases
by comparing and linking databases established by this monitoring
system with existing statistical data.
Abstract: This paper presents a generalized formulation for the
problem of buckling optimization of anisotropic, radially graded,
thin-walled, long cylinders subject to external hydrostatic pressure.
The main structure to be analyzed is built of multi-angle fibrous
laminated composite lay-ups having different volume fractions of the
constituent materials within the individual plies. This yield to a
piecewise grading of the material in the radial direction; that is the
physical and mechanical properties of the composite material are
allowed to vary radially. The objective function is measured by
maximizing the critical buckling pressure while preserving the total
structural mass at a constant value equals to that of a baseline
reference design. In the selection of the significant optimization
variables, the fiber volume fractions adjoin the standard design
variables including fiber orientation angles and ply thicknesses. The
mathematical formulation employs the classical lamination theory,
where an analytical solution that accounts for the effective axial and
flexural stiffness separately as well as the inclusion of the coupling
stiffness terms is presented. The proposed model deals with
dimensionless quantities in order to be valid for thin shells having
arbitrary thickness-to-radius ratios. The critical buckling pressure
level curves augmented with the mass equality constraint are given
for several types of cylinders showing the functional dependence of
the constrained objective function on the selected design variables. It
was shown that material grading can have significant contribution to
the whole optimization process in achieving the required structural
designs with enhanced stability limits.
Abstract: This paper investigates and compares performance of
various conventional and fuzzy logic based controllers at generator
locations for oscillation damping. Performance of combination of
conventional and fuzzy logic based controllers also studied by
comparing overshoot on the active power deviation response for a
small disturbance and damping ratio of the critical mode. Fuzzy logic
based controllers can not be modeled in the state space form to get
the eigenvalues and corresponding damping ratios of various modes
of generators and controllers. Hence, a new method based on tracing
envelop of time domain waveform is also presented and used in the
paper for comparing performance of controllers. The paper also
shows that if the fuzzy based controllers designed separately
combining them could not lead to a better performance.
Abstract: This paper investigates the problem of designing a robust state-feedback controller for a class of uncertain Markovian jump nonlinear systems that guarantees the L2-gain from an exogenous input to a regulated output is less than or equal to a prescribed value. First, we approximate this class of uncertain Markovian jump nonlinear systems by a class of uncertain Takagi-Sugeno fuzzy models with Markovian jumps. Then, based on an LMI approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear systems to have an H performance are derived. An illustrative example is used to illustrate the effectiveness of the proposed design techniques.
Abstract: The most common result of analysis of highthroughput
data in molecular biology represents a global list of
genes, ranked accordingly to a certain score. The score can be a
measure of differential expression. Recent work proposed a new
method for selecting a number of genes in a ranked gene list from
microarray gene expression data such that this set forms the
Optimally Functionally Enriched Network (OFTEN), formed by
known physical interactions between genes or their products. Here
we present calculation results of relative connectivity of genes from
META-OFTEN network and tentative biological interpretation of the
most reproducible signal. The relative connectivity and
inbetweenness values of genes from META-OFTEN network were
estimated.
Abstract: Over a million tonnes of cigarette butts (CBs) are produced worldwide annually. These CBs accumulate in the environment due to the poor biodegradability of the cellulose acetate filters and pose a serious environmental risk. This paper presents some of the results from a continuing study on recycling CBs into fired clay bricks. Properties including compressive strength, flexural strength, density, water absorption and thermal conductivity of fired clay bricks are reported and discussed. Furthermore, leaching of heavy metals from the manufactured clay bricks was tested. The results show that the density of fired bricks was reduced by about 8 – 30 %, depending on the percentage of CBs incorporated into the raw materials. The compressive strength of bricks tested was 12.57, 5.22 and 3.00 MPa for 2.5, 5.0 and 10 % CB content respectively. Water absorption and initial rate of absorption values increased as density, and hence porosity, of bricks decreased with increasing CB volume. The leaching test results revealed trace amounts of heavy metals.
Abstract: In this work, the plate bending formulation of the boundary element method - BEM, based on the Reissner?s hypothesis, is extended to the analysis of plates reinforced by beams taking into account the membrane effects. The formulation is derived by assuming a zoned body where each sub-region defines a beam or a slab and all of them are represented by a chosen reference surface. Equilibrium and compatibility conditions are automatically imposed by the integral equations, which treat this composed structure as a single body. In order to reduce the number of degrees of freedom, the problem values defined on the interfaces are written in terms of their values on the beam axis. Initially are derived separated equations for the bending and stretching problems, but in the final system of equations the two problems are coupled and can not be treated separately. Finally are presented some numerical examples whose analytical results are known to show the accuracy of the proposed model.
Abstract: In the present communication, we have studied
different variations in the entropy measures in the different states of
queueing processes. In case of steady state queuing process, it has
been shown that as the arrival rate increases, the uncertainty
increases whereas in the case of non-steady birth-death process, it is
shown that the uncertainty varies differently. In this pattern, it first
increases and attains its maximum value and then with the passage of
time, it decreases and attains its minimum value.
Abstract: The Improved Generalized Diversity Index (IGDI)
has been proposed as a tool that can be used to identify areas that
have high conservation value and measure the ecological condition of
an area. IGDI is based on the species relative abundances. This paper
is concerned with particular attention is given to comparisons
involving the MacArthur model of species abundances. The
properties and performance of various species indices were assessed.
Both IGDI and species richness increased with sampling area
according to a power function. IGDI were also found to be acceptable
ecological indicators of conditions and consistently outperformed
coefficient of conservatism indices.
Abstract: Periodic vortex shedding in pulsating flow inside wavy
channel and the effect it has on heat transfer are studied using the
finite volume method. A sinusoidally-varying component is superimposed
on a uniform flow inside a sinusoidal wavy channel and
the effects on the Nusselt number is analyzed. It was found that a
unique optimum value of the pulsation frequency, represented by the
Strouhal number, exists for Reynolds numbers ranging from 125 to
1000. Results suggest that the gain in heat transfer is related to the
process of vortex formation, movement about the troughs of the wavy
channel, and subsequent ejection/destruction through the converging
section. Heat transfer is the highest when the frequencies of the
pulsation and vortex formation approach being in-phase. Analysis of
Strouhal number effect on Nu over a period of pulsation substantiates
the proposed physical mechanism for enhancement. The effect of
changing the amplitude of pulsation is also presented over a period
of pulsation, showing a monotonic increase in heat transfer with
increasing amplitude. The 60% increase in Nusselt number suggests
that sinusoidal fluid pulsation can an effective method for enhancing
heat transfer in laminar, wavy-channel flows.