Abstract: Collateralized Debt Obligations are not as widely used
nowadays as they were before 2007 Subprime crisis. Nonetheless
there remains an enthralling challenge to optimize cash flows
associated with synthetic CDOs. A Gaussian-based model is used
here in which default correlation and unconditional probabilities of
default are highlighted. Then numerous simulations are performed
based on this model for different scenarios in order to evaluate the
associated cash flows given a specific number of defaults at different
periods of time. Cash flows are not solely calculated on a single
bought or sold tranche but rather on a combination of bought and
sold tranches. With some assumptions, the simplex algorithm gives
a way to find the maximum cash flow according to correlation of
defaults and maturities. The used Gaussian model is not realistic in
crisis situations. Besides present system does not handle buying or
selling a portion of a tranche but only the whole tranche. However the
work provides the investor with relevant elements on how to know
what and when to buy and sell.
Abstract: This research examines possible effects of climatic
change focusing on global warming and its impacts on world
agricultural product markets, by using a world food model developed
to consider climate changes. GDP and population for each scenario
were constructed by IPCC and climate data for each scenario was
reported by the Hadley Center and are used in this research to consider
results in different contexts. Production and consumption of primary
agriculture crops of the world for each socio-economic scenario are
obtained and investigated by using the modified world food model.
Simulation results show that crop production in some countries or
regions will have different trends depending on the context. These
alternative contexts depend on the rate of GDP growth, population,
temperature, and rainfall. Results suggest that the development of
environment friendly technologies lead to more consumption of food
in many developing countries. Relationships among environmental
policy, clean energy development, and poverty elimination warrant
further investigation.
Abstract: In recent years, we see an increase of interest for efficient tracking systems in surveillance applications. Many of the proposed techniques are designed for static cameras environments. When the camera is moving, tracking moving objects become more difficult and many techniques fail to detect and track the desired targets. The problem becomes more complex when we want to track a specific object in real-time using a moving Pan and Tilt camera system to keep the target within the image. This type of tracking is of high importance in surveillance applications. When a target is detected at a certain zone, the possibility of automatically tracking it continuously and keeping it within the image until action is taken is very important for security personnel working in very sensitive sites. This work presents a real-time tracking system permitting the detection and continuous tracking of targets using a Pan and Tilt camera platform. A novel and efficient approach for dealing with occlusions is presented. Also a new intelligent forget factor is introduced in order to take into account target shape variations and avoid learning non desired objects. Tests conducted in outdoor operational scenarios show the efficiency and robustness of the proposed approach.
Abstract: In the context of sensor networks, where every few
dB saving counts, the novel node cooperation schemes are reviewed
where MIMO techniques play a leading role. These methods could be
treated as joint approach for designing physical layer of their
communication scenarios. Then we analyzed the BER performance
of transmission diversity schemes under a general fading channel
model and proposed a power allocation strategy to the transmitting
sensor nodes. This approach is then compared to an equal-power
assignment method and its performance enhancement is verified by
the simulation. Another key point of the contribution lies in the
combination of optimal power allocation and sensor nodes-
cooperation in a transmission diversity regime (MISO). Numerical
results are given through figures to demonstrate the optimality and
efficiency of proposed combined approach.
Abstract: In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.
Abstract: The growing influence of service industries has
prompted greater attention being paid to service operations
management. However, service managers often have difficulty
articulating the veritable effects of their service innovation. Especially,
the performance evaluation process of service innovation problems
generally involves uncertain and imprecise data. This paper presents a
2-tuple fuzzy linguistic computing approach to dealing with
heterogeneous information and information loss problems while the
processes of subjective evaluation integration. The proposed method
based on group decision-making scenario to assist business managers
in measuring performance of service innovation manipulates the
heterogeneity integration processes and avoids the information loss
effectively.
Abstract: In most of the cases, natural disasters lead to the
necessity of evacuating people. The quality of evacuation
management is dramatically improved by the use of information
provided by decision support systems, which become indispensable
in case of large scale evacuation operations. This paper presents a
best practice case study. In November 2007, officers from the
Emergency Situations Inspectorate “Crisana" of Bihor County from
Romania participated to a cross-border evacuation exercise, when
700 people have been evacuated from Netherlands to Belgium. One
of the main objectives of the exercise was the test of four different
decision support systems. Afterwards, based on that experience,
software system called TEVAC (Trans Border Evacuation) has been
developed “in house" by the experts of this institution. This original
software system was successfully tested in September 2008, during
the deployment of the international exercise EU-HUROMEX 2008,
the scenario involving real evacuation of 200 persons from Hungary
to Romania. Based on the lessons learned and results, starting from
April 2009, the TEVAC software is used by all Emergency
Situations Inspectorates all over Romania.
Abstract: This paper proposes a novel solution for optimizing
the size and communication overhead of a distributed multiagent
system without compromising the performance. The proposed approach
addresses the challenges of scalability especially when the
multiagent system is large. A modified spectral clustering technique
is used to partition a large network into logically related clusters.
Agents are assigned to monitor dedicated clusters rather than monitor
each device or node. The proposed scalable multiagent system is
implemented using JADE (Java Agent Development Environment)
for a large power system. The performance of the proposed topologyindependent
decentralized multiagent system and the scalable multiagent
system is compared by comprehensively simulating different
fault scenarios. The time taken for reconfiguration, the overall computational
complexity, and the communication overhead incurred are
computed. The results of these simulations show that the proposed
scalable multiagent system uses fewer agents efficiently, makes faster
decisions to reconfigure when a fault occurs, and incurs significantly
less communication overhead.
Abstract: One of the main processes of supply chain
management is supplier selection process which its accurate
implementation can dramatically increase company competitiveness.
In presented article model developed based on the features of
second tiers suppliers and four scenarios are predicted in order to
help the decision maker (DM) in making up his/her mind. In addition
two tiers of suppliers have been considered as a chain of suppliers.
Then the proposed approach is solved by a method combined of
concepts of fuzzy set theory (FST) and linear programming (LP)
which has been nourished by real data extracted from an engineering
design and supplying parts company. At the end results reveal the
high importance of considering second tier suppliers features as
criteria for selecting the best supplier.
Abstract: User interaction components of Augmented Reality (AR) systems have to be tested with users in order to find and fix usability problems as early as possible. In this paper we will report on a user-centered design approach for AR systems following the experience acquired during the design and evaluation of a software prototype for an AR-based educational platform. In this respect we will focus on the re-design of the user task based on the results from a formative usability evaluation. The basic idea of our approach is to describe task scenarios in a tabular format, to develop a task model in a task modeling environment and then to simulate the execution.
Abstract: Transportation is of great importance in the current
life of human beings. The transportation system plays many roles,
from economical development to after-catastrophe aids such as
rescue operation in the first hours and days after an earthquake. In
after earthquakes response phase, transportation system acts as a
basis for ground operations including rescue and relief operation,
food providing for victims and etc. It is obvious that partial or
complete obstruction of this system results in the stop of these
operations. Bridges are one of the most important elements of
transportation network. Failure of a bridge, in the most optimistic
case, cuts the relation between two regions and in more developed
countries, cuts the relation of numerous regions. In this paper, to
evaluate the vulnerability and estimate the damage level of Tehran
bridges, HAZUS method, developed by Federal Emergency
Management Agency (FEMA) with the aid of National Institute of
Building Science (NIBS), is used for the first time in Iran. In this
method, to evaluate the collapse probability, fragility curves are
used. Iran is located on seismic belt and thus, it is vulnerable to
earthquakes. Thus, the study of the probability of bridge collapses, as
an important part of transportation system, during earthquakes is of
great importance. The purpose of this study is to provide fragility
curves for Gisha Bridge, one of the longest steel bridges in Tehran,
as an important lifeline element. Besides, the damage probability for
this bridge during a specific earthquake, introduced as scenario
earthquakes, is calculated. The fragility curves show that for the
considered scenario, the probability of occurrence of complete
collapse for the bridge is 8.6%.
Abstract: Sustainability in rural production system can only be achieved if it can suitably satisfy the local requirement as well as the outside demand with the changing time. With the increased pressure from the food sector in a globalised world, the agrarian economy
needs to re-organise its cultivable land system to be compatible with new management practices as well as the multiple needs of various stakeholders and the changing resource scenario. An attempt has been made to transform this problem into a multi-objective decisionmaking problem considering various objectives, resource constraints and conditional constraints. An interactive fuzzy multi-objective
programming approach has been used for such a purpose taking a
case study in Indian context to demonstrate the validity of the method.
Abstract: Network-Centric Air Defense Missile Systems
(NCADMS) represents the superior development of the air defense
missile systems and has been regarded as one of the major research
issues in military domain at present. Due to lack of knowledge and
experience on NCADMS, modeling and simulation becomes an effective
approach to perform operational analysis, compared with
those equation based ones. However, the complex dynamic interactions
among entities and flexible architectures of NCADMS put forward
new requirements and challenges to the simulation framework
and models. ABS (Agent-Based Simulations) explicitly addresses
modeling behaviors of heterogeneous individuals. Agents have capability
to sense and understand things, make decisions, and act on the
environment. They can also cooperate with others dynamically to
perform the tasks assigned to them. ABS proves an effective approach
to explore the new operational characteristics emerging in
NCADMS. In this paper, based on the analysis of network-centric
architecture and new cooperative engagement strategies for
NCADMS, an agent-based simulation framework by expanding the
simulation framework in the so-called System Effectiveness Analysis
Simulation (SEAS) was designed. The simulation framework specifies
components, relationships and interactions between them, the
structure and behavior rules of an agent in NCADMS. Based on scenario
simulations, information and decision superiority and operational
advantages in NCADMS were analyzed; meanwhile some
suggestions were provided for its future development.
Abstract: In the normal operation conditions of a pico satellite,
conventional Unscented Kalman Filter (UKF) gives sufficiently good
estimation results. However, if the measurements are not reliable
because of any kind of malfunction in the estimation system, UKF
gives inaccurate results and diverges by time. This study, introduces
Robust Unscented Kalman Filter (RUKF) algorithms with the filter
gain correction for the case of measurement malfunctions. By the use
of defined variables named as measurement noise scale factor, the
faulty measurements are taken into the consideration with a small
weight and the estimations are corrected without affecting the
characteristic of the accurate ones. Two different RUKF algorithms,
one with single scale factor and one with multiple scale factors, are
proposed and applied for the attitude estimation process of a pico
satellite. The results of these algorithms are compared for different
types of measurement faults in different estimation scenarios and
recommendations about their applications are given.
Abstract: In the present Jordan hotels scenario, service quality is
a vital competitive policy to keep customer support and build great
base. Hotels are trying to win customer loyalty by providing enhanced
quality services. This paper attempts to examine the impact of tourism
service quality dimension in the Jordanian five star hotels. A total of
322 surveys were administrated to tourists who were staying at three
branches Marriott hotel in Jordan. The results show that dimensions of
service quality such as empathy, reliability, responsiveness and
tangibility significantly predict customer loyalty. Specifically, among
the dimension of tourism service quality, the most significant predictor
of customer loyalty is tangibility. This paper implies that five star
hotels in Jordan should also come forward and try their best to present
better tourism service quality to win back their customers- loyalty.
Abstract: Modern civilization has come in recent decades into a new phase in its development, called the information society. The concept of "information society" has become one of the most common. Therefore, the attempt to understand what exactly the society we live in, what are its essential features, and possible future scenarios, is important to the social and philosophical analysis. At the heart of all these deep transformations is more increasing, almost defining role knowledge and information as play substrata of «information society». The mankind opened for itself and actively exploits a new resource – information. Information society puts forward on the arena new type of the power, at the heart of which activity – mastering by a new resource: information and knowledge. The password of the new power – intelligence as synthesis of knowledge, information and communications, the strength of mind, fundamental sociocultural values. In a postindustrial society, the power of knowledge and information is crucial in the management of the company, pushing into the background the influence of money and state coercion.
Abstract: Wireless sensor networks can be used to measure and monitor many challenging problems and typically involve in monitoring, tracking and controlling areas such as battlefield monitoring, object tracking, habitat monitoring and home sentry systems. However, wireless sensor networks pose unique security challenges including forgery of sensor data, eavesdropping, denial of service attacks, and the physical compromise of sensor nodes. Node in a sensor networks may be vanished due to power exhaustion or malicious attacks. To expand the life span of the sensor network, a new node deployment is needed. In military scenarios, intruder may directly organize malicious nodes or manipulate existing nodes to set up malicious new nodes through many kinds of attacks. To avoid malicious nodes from joining the sensor network, a security is required in the design of sensor network protocols. In this paper, we proposed a security framework to provide a complete security solution against the known attacks in wireless sensor networks. Our framework accomplishes node authentication for new nodes with recognition of a malicious node. When deployed as a framework, a high degree of security is reachable compared with the conventional sensor network security solutions. A proposed framework can protect against most of the notorious attacks in sensor networks, and attain better computation and communication performance. This is different from conventional authentication methods based on the node identity. It includes identity of nodes and the node security time stamp into the authentication procedure. Hence security protocols not only see the identity of each node but also distinguish between new nodes and old nodes.
Abstract: Wireless Mesh Networks (WMNs) are an emerging
technology for last-mile broadband access. In WMNs, similar to ad
hoc networks, each user node operates not only as a host but also as a
router. User packets are forwarded to and from an Internet-connected
gateway in multi-hop fashion. The WMNs can be integrated with
other networking technologies i.e. ad hoc networks, to implement a
smooth network extension. The meshed topology provides good
reliability and scalability, as well as low upfront investments. Despite
the recent start-up surge in WMNs, much research remains to be
done in standardizing the functional parameters of WMNs to fully
exploit their full potential. An edifice of the security concerns of
these networks is authentication of a new client joining an integrated
ad hoc network and such a scenario will require execution of a multihop
authentication technique. Our endeavor in this paper is to
introduce a secure authentication technique, with light over-heads
that can be conveniently implemented for the ad-hoc nodes forming
clients of an integrated WMN, thus facilitating their inter-operability.
Abstract: Semantic Web Technologies enable machines to
interpret data published in a machine-interpretable form on the web.
At the present time, only human beings are able to understand the
product information published online. The emerging semantic Web
technologies have the potential to deeply influence the further
development of the Internet Economy. In this paper we propose a
scenario based research approach to predict the effects of these new
technologies on electronic markets and business models of traders
and intermediaries and customers. Over 300 million searches are
conducted everyday on the Internet by people trying to find what
they need. A majority of these searches are in the domain of
consumer ecommerce, where a web user is looking for something to
buy. This represents a huge cost in terms of people hours and an
enormous drain of resources. Agent enabled semantic search will
have a dramatic impact on the precision of these searches. It will
reduce and possibly eliminate information asymmetry where a better
informed buyer gets the best value. By impacting this key
determinant of market prices semantic web will foster the evolution
of different business and economic models. We submit that there is a
need for developing these futuristic models based on our current
understanding of e-commerce models and nascent semantic web
technologies. We believe these business models will encourage
mainstream web developers and businesses to join the “semantic web
revolution."
Abstract: The major goal in defining and examining game
scenarios is to find good strategies as solutions to the game. A
plausible solution is a recommendation to the players on how to play
the game, which is represented as strategies guided by the various
choices available to the players. These choices invariably compel the
players (decision makers) to execute an action following some
conscious tactics. In this paper, we proposed a refinement-based
heuristic as a machine learning technique for human-like decision
making in playing Ayo game. The result showed that our machine
learning technique is more adaptable and more responsive in making
decision than human intelligence. The technique has the advantage
that a search is astutely conducted in a shallow horizon game tree.
Our simulation was tested against Awale shareware and an appealing
result was obtained.