Downtrend Algorithm and Hedging Strategy in Futures Market

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.

Fuzzy Clustering of Categorical Attributes and its Use in Analyzing Cultural Data

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.

Developing Efficient Testing and Unloading Procedures for a Local Sewage Holding Pit

A local municipality has decided to build a sewage pit to receive residential sewage waste arriving by tank trucks. Daily accumulated waste are to be pumped to a nearby waste water treatment facility to be re-consumed for agricultural and construction projects. A discrete-event simulation model using Arena Software was constructed to assist in defining the capacity of the system in cubic meters, number of tank trucks to use the system, number of unload docks required, number of standby areas needed and manpower required for data collection at entrance checkpoint and truck tank load toxicity testing. The results of the model are statistically validated. Simulation turned out to be an excellent tool in the facility planning effort for the pit project, as it insured smooth flow lines of tank trucks load discharge and best utilization of facilities on site.

One-Class Support Vector Machines for Protein-Protein Interactions Prediction

Predicting protein-protein interactions represent a key step in understanding proteins functions. This is due to the fact that proteins usually work in context of other proteins and rarely function alone. Machine learning techniques have been applied to predict protein-protein interactions. However, most of these techniques address this problem as a binary classification problem. Although it is easy to get a dataset of interacting proteins as positive examples, there are no experimentally confirmed non-interacting proteins to be considered as negative examples. Therefore, in this paper we solve this problem as a one-class classification problem using one-class support vector machines (SVM). Using only positive examples (interacting protein pairs) in training phase, the one-class SVM achieves accuracy of about 80%. These results imply that protein-protein interaction can be predicted using one-class classifier with comparable accuracy to the binary classifiers that use artificially constructed negative examples.

Paradigm and Paradox: Knowledge Management and Business Ethics

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.

Design Management Applications to Improve Work Environment for Female Academics in Saudi Arabia

This research study examines cases of Saudi Arabian universities and female academics for work environment issues within the context of design management applications. The study proposes use of design research, ergonomics and systems design thinking to develop the university design which facilitates removal of physical and cognitive barriers for female academics. Review of literature demonstrates that macro and micro ergonomic combined with design management and system design strategies can significantly improve the workplace design for female academics. The university design model would be prepared based on the analyses of primary data obtained from archived documents, participants' observation logs, photo audits, focus groups and semi-structured interviews of currently employed female academics in the selected case universities.

Fuzzy Cost Support Vector Regression

In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.

Researches on Simulation and Validation of Airborne Enhanced Ground Proximity Warning System

In this paper, enhanced ground proximity warning simulation and validation system is designed and implemented. First, based on square grid and sub-grid structure, the global digital terrain database is designed and constructed. Terrain data searching is implemented through querying the latitude and longitude bands and separated zones of global terrain database with the current aircraft position. A combination of dynamic scheduling and hierarchical scheduling is adopted to schedule the terrain data, and the terrain data can be read and delete dynamically in the memory. Secondly, according to the scope, distance, approach speed information etc. to the dangerous terrain in front, and using security profiles calculating method, collision threat detection is executed in real-time, and provides caution and warning alarm. According to this scheme, the implementation of the enhanced ground proximity warning simulation system is realized. Simulations are carried out to verify a good real-time in terrain display and alarm trigger, and the results show simulation system is realized correctly, reasonably and stable.

The Effect of Entrepreneurship on Foreign Direct Investment

Entrepreneurship has become an important and extensively researched concept in business studies. Research on foreign direct investment (FDI) has become widespread due to the growth of FDI and its importance in globalization. Most entrepreneurship studies examined the importance and influence of entrepreneurial orientation in a micro-level context. On the other hand, studies and research concerning FDI used statistical techniques to analyze the effect, determinants, and motives of FDI on a macroeconomic level, ignoring empirical studies on other noneconomic determinants. In order to bridge the gap between the theory and empirical evidence on FDI and the theory and research on entrepreneurship, this study examines the impact of entrepreneurship on inward foreign direct investment. The relationship between entrepreneurship and foreign direct investment is investigated through regression analysis of pooled time-series and cross-sectional data. The results suggest that entrepreneurship has a significant effect on FDI.

Extending E-learning systems based on Clause-Rule model

E-Learning systems are used by many learners and teachers. The developer is developing the e-Learning system. However, the developer cannot do system construction to satisfy all of users- demands. We discuss a method of constructing e-Learning systems where learners and teachers can design, try to use, and share extending system functions that they want to use; which may be nally added to the system by system managers.

Abnormal IP Packets on 3G Mobile Data Networks

As the mobile Internet has become widespread in recent years, communication based on mobile networks is increasing. As a result, security threats have been posed with regard to the abnormal traffic of mobile networks, but mobile security has been handled with focus on threats posed by mobile malicious codes, and researches on security threats to the mobile network itself have not attracted much attention. In mobile networks, the IP address of the data packet is a very important factor for billing purposes. If one mobile terminal use an incorrect IP address that either does not exist or could be assigned to another mobile terminal, billing policy will cause problems. We monitor and analyze 3G mobile data networks traffics for a period of time and finds some abnormal IP packets. In this paper, we analyze the reason for abnormal IP packets on 3G Mobile Data Networks. And we also propose an algorithm based on IP address table that contains addresses currently in use within the mobile data network to detect abnormal IP packets.

Two Dimensional Simulation of Fluid Flow and Heat Transfer in the Transition Flow Regime using a Lattice Boltzmann Approach

The significant effects of the interactions between the system boundaries and the near wall molecules in miniaturized gaseous devices lead to the formation of the Knudsen layer in which the Navier-Stokes-Fourier (NSF) equations fail to predict the correct associated phenomena. In this paper, the well-known lattice Boltzmann method (LBM) is employed to simulate the fluid flow and heat transfer processes in rarefied gaseous micro media. Persuaded by the problematic deficiency of the LBM in capturing the Knudsen layer phenomena, present study tends to concentrate on the effective molecular mean free path concept the main essence of which is to compensate the incapability of this mesoscopic method in dealing with the momentum and energy transport within the above mentioned kinetic boundary layer. The results show qualitative and quantitative accuracy comparable to the solutions of the linearized Boltzmann equation or the DSMC data for the Knudsen numbers of O (1) .

FPGA Implementation of the “PYRAMIDS“ Block Cipher

The “PYRAMIDS" Block Cipher is a symmetric encryption algorithm of a 64, 128, 256-bit length, that accepts a variable key length of 128, 192, 256 bits. The algorithm is an iterated cipher consisting of repeated applications of a simple round transformation with different operations and different sequence in each round. The algorithm was previously software implemented in Cµ code. In this paper, a hardware implementation of the algorithm, using Field Programmable Gate Arrays (FPGA), is presented. In this work, we discuss the algorithm, the implemented micro-architecture, and the simulation and implementation results. Moreover, we present a detailed comparison with other implemented standard algorithms. In addition, we include the floor plan as well as the circuit diagrams of the various micro-architecture modules.

A Meta-Analytic Path Analysis of e-Learning Acceptance Model

This study reports results of a meta-analytic path analysis e-learning Acceptance Model with k = 27 studies, Databases searched included Information Sciences Institute (ISI) website. Variables recorded included perceived usefulness, perceived ease of use, attitude toward behavior, and behavioral intention to use e-learning. A correlation matrix of these variables was derived from meta-analytic data and then analyzed by using structural path analysis to test the fitness of the e-learning acceptance model to the observed aggregated data. Results showed the revised hypothesized model to be a reasonable, good fit to aggregated data. Furthermore, discussions and implications are given in this article.

A New Approach of Fuzzy Methods for Evaluating of Hydrological Data

The main criteria of designing in the most hydraulic constructions essentially are based on runoff or discharge of water. Two of those important criteria are runoff and return period. Mostly, these measures are calculated or estimated by stochastic data. Another feature in hydrological data is their impreciseness. Therefore, in order to deal with uncertainty and impreciseness, based on Buckley-s estimation method, a new fuzzy method of evaluating hydrological measures are developed. The method introduces triangular shape fuzzy numbers for different measures in which both of the uncertainty and impreciseness concepts are considered. Besides, since another important consideration in most of the hydrological studies is comparison of a measure during different months or years, a new fuzzy method which is consistent with special form of proposed fuzzy numbers, is also developed. Finally, to illustrate the methods more explicitly, the two algorithms are tested on one simple example and a real case study.

Quantifying and Adjusting the Effects of Publication Bias in Continuous Meta-Analysis

This study uses simulated meta-analysis to assess the effects of publication bias on meta-analysis estimates and to evaluate the efficacy of the trim and fill method in adjusting for these biases. The estimated effect sizes and the standard error were evaluated in terms of the statistical bias and the coverage probability. The results demonstrate that if publication bias is not adjusted it could lead to up to 40% bias in the treatment effect estimates. Utilization of the trim and fill method could reduce the bias in the overall estimate by more than half. The method is optimum in presence of moderate underlying bias but has minimal effects in presence of low and severe publication bias. Additionally, the trim and fill method improves the coverage probability by more than half when subjected to the same level of publication bias as those of the unadjusted data. The method however tends to produce false positive results and will incorrectly adjust the data for publication bias up to 45 % of the time. Nonetheless, the bias introduced into the estimates due to this adjustment is minimal

MRI Reconstruction Using Discrete Fourier Transform: A tutorial

The use of Inverse Discrete Fourier Transform (IDFT) implemented in the form of Inverse Fourier Transform (IFFT) is one of the standard method of reconstructing Magnetic Resonance Imaging (MRI) from uniformly sampled K-space data. In this tutorial, three of the major problems associated with the use of IFFT in MRI reconstruction are highlighted. The tutorial also gives brief introduction to MRI physics; MRI system from instrumentation point of view; K-space signal and the process of IDFT and IFFT for One and two dimensional (1D and 2D) data.

Efficacy of Selected Mobility Exercises and Participation in Special Games on Psychomotor Abilities, Functional Abilities and Game Performance among Intellectually Disabled Children of Under 14 Age

The purpose of the study was to find out the efficacy of selected mobility exercises and participation in special games on psychomotor abilities, functional abilities and skill performance among intellectually disabled children of age group under 14. Thirty male students who were studying in Balar Kalvi Nilayam and YMCA College Special School, Chennai, acted as subjects for the study. They were only mild and moderate in intellectual disability. These students did not undergo any special training or coaching programme apart from their regular routine physical activity classes as a part of the curriculum in the school. They were attached at random, based on age in which 30 belonged to under 14 age group, which was divided into three equal group of ten for each experimental treatment. 10 students (Treatment group I) underwent calisthenics and special games participation, 10 students (Treatment group II) underwent aquatics and special games participation, 10 students (Treatment group III) underwent yoga and special games participation. The subjects were tested on selected criterion variables prior (pre test) and after twelve weeks of training (post test). The pre and post test data collected from three groups on functional abilities(self care, learning, capacity for independent living), psychomotor variables(static balance, eye hand coordination, simple reaction time test) and skill performance (bocce skill, badminton skill, table tennis skill) were statistically examined for significant difference, by applying the analysis ANACOVA. Whenever an 'F' ratio for adjusted test was found to be significant for adjusted post test means, Scheffe-s test was followed as a post-hoc test to determine which of the paired mean differences was significant. The result of the study showed that among under 14 age groups there was a significant improvement on selected criterion variables such as, Balance, Coordination, self-care and learning and also in Bocce, Badminton & Table Tennis skill performance, due to mobility exercises and participation in special games. However there were no significant differences among the groups.

Contribution to the Query Optimization in the Object-Oriented Databases

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.

Error Analysis of Nonconventional Electrical Moisture-meter under Simplified Conditions

An electrical apparatus for measuring moisture content was developed by our laboratory and uses dependence of electrical properties on water content in studied material. Error analysis of the apparatus was run by measuring different volumes of water in a simplified specimen, i.e. hollow plexiglass block, in order to avoid as many side-effects as possible. Obtained data were processed using both basic and advanced statistics and results were compared with each other. The influence of water content on accuracy of measured data was studied as well as the influence of variation of apparatus' proper arrangement or factual methodics of its usage. The overall coefficient of variation was 4%. There was no trend found in results of error dependence on water content. Comparison with current surveys led to a conclusion, that the studied apparatus can be used for indirect measurement of water content in porous materials, with expectable error and under known conditions. Factual experiments with porous materials are not involved, but are currently under investigation.