Abstract: The aim of the article is extending and developing
econometrics and network structure based methods which are able to
distinguish price manipulation in Tehran stock exchange. The
principal goal of the present study is to offer model for
approximating price manipulation in Tehran stock exchange. In order
to do so by applying separation method a sample consisting of 397
companies accepted at Tehran stock exchange were selected and
information related to their price and volume of trades during years
2001 until 2009 were collected and then through performing runs
test, skewness test and duration correlative test the selected
companies were divided into 2 sets of manipulated and non
manipulated companies. In the next stage by investigating
cumulative return process and volume of trades in manipulated
companies, the date of starting price manipulation was specified and
in this way the logit model, artificial neural network, multiple
discriminant analysis and by using information related to size of
company, clarity of information, ratio of P/E and liquidity of stock
one year prior price manipulation; a model for forecasting price
manipulation of stocks of companies present in Tehran stock
exchange were designed. At the end the power of forecasting models
were studied by using data of test set. Whereas the power of
forecasting logit model for test set was 92.1%, for artificial neural
network was 94.1% and multi audit analysis model was 90.2%;
therefore all of the 3 aforesaid models has high power to forecast
price manipulation and there is no considerable difference among
forecasting power of these 3 models.
Abstract: Recently, we have presented an initial implementation
of a model agent-based e-commerce system, which utilized a simple
price negotiation mechanism–English Auction. In this note we
discuss how a Dutch Auction involving multiple units of a product
can be included in our system. We present UML diagrams of
agents involved in price negotiations and briefly discuss rule-based
mechanism exemplifying Dutch Auction.
Abstract: In this paper, we focus on the use of knowledge bases
in two different application areas – control of systems with unknown
or strongly nonlinear models (i.e. hardly controllable by the classical
methods), and robot motion planning in eight directions. The first
one deals with fuzzy logic and the paper presents approaches for
setting and aggregating the rules of a knowledge base. Te second one
is concentrated on a case-based reasoning strategy for finding the
path in a planar scene with obstacles.
Abstract: III-nitride quaternary InxAlyGa1-x-yN alloys have experienced considerable interest as potential materials for optoelectronic applications. Despite these interesting applications and the extensive efforts to understand their fundamental properties, research on its fundamental surface property, i.e., surface phonon polariton (SPP) has not yet been reported. In fact, the SPP properties have been shown to provide application for some photonic devices. Hence, there is an absolute need for thorough studies on the SPP properties of this material. In this work, theoretical study on the SPP modes in InAlGaN quaternary alloys are reported. Attention is focus on the wurtzite (α-) structure InxAlyGa1-x-yN semi-crystal with different In composition, x ranging from 0 to 0.10 and constant Al composition, y = 0.06. The SPP modes are obtained through the theoretical simulation by means of anisotropy model. The characteristics of SP dispersion curves are discussed. Accessible results in terms of the experimental point of view are also given. Finally, the results revealed that the SPP mode of α-InxAlyGa1-x-yN semiconductors exhibits two-mode behavior.
Abstract: In this paper, a food chain model with Holling type II functional response on time scales is investigated. By using the Mawhin-s continuation theorem in coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.
Abstract: In this research relationship between to be smooth the
interest and output of accepted companies stock at negotiable paper
exchange of Tehran is studied. Static community capacity included
363 companies member of negotiable paper exchange of Tehran that
54 companies were, by considering research limitation, selected from
2004 to 2009. Needed data for model test in librarian method was
chosen from RAH AVARDE NOVIN informative banks, TADBIR
and collecting needed data was selected from Tehran negotiable
paper exchange archive. Given results show that in spite of belief
among people based on companies have more smooth interest have
more output, but resulted outcomes of test-done reveals that there is
no relation between smooth interest and stock output.
Abstract: Power line communications may be used as a data
communication channel in public and indoor distribution networks so
that it does not require the installing of new cables. Industrial low
voltage distribution network may be utilized for data transfer
required by the on-line condition monitoring of electric motors. This
paper presents a pilot distribution network for modeling low voltage
power line as data transfer channel. The signal attenuation in
communication channels in the pilot environment is presented and
the analysis is done by varying the corresponding parameters for the
signal attenuation.
Abstract: This work develops a novel intelligent “model of dynamic decision-making" usingcell assemblies network architecture in robot's movement. The “model of dynamic decision-making" simulates human decision-making, and follows commands to make the correct decisions. The cell assemblies approach consisting of fLIF neurons was used to implement tasks for finding targets and avoiding obstacles. Experimental results show that the cell assemblies approach of can be employed to efficiently complete finding targets and avoiding obstacles tasks and can simulate the human thinking and the mode of information transactions.
Abstract: The paper presents a comparative performance of the
models developed to predict 28 days compressive strengths using
neural network techniques for data taken from literature (ANN-I) and
data developed experimentally for SCC containing bottom ash as
partial replacement of fine aggregates (ANN-II). The data used in the
models are arranged in the format of six and eight input parameters
that cover the contents of cement, sand, coarse aggregate, fly ash as
partial replacement of cement, bottom ash as partial replacement of
sand, water and water/powder ratio, superplasticizer dosage and an
output parameter that is 28-days compressive strength and
compressive strengths at 7 days, 28 days, 90 days and 365 days,
respectively for ANN-I and ANN-II. The importance of different
input parameters is also given for predicting the strengths at various
ages using neural network. The model developed from literature data
could be easily extended to the experimental data, with bottom ash as
partial replacement of sand with some modifications.
Abstract: In order to derive important parameters concerning
mobile subscriber MS with ongoing calls in Low Earth Orbit Mobile
Satellite Systems LEO MSSs, a positioning system had to be
integrated into MSS in order to localize mobile subscribers MSs and
track them during the connection. Such integration is regarded as a
complex implementation. We propose in this paper a novel method
based on advantages of mobility model of Low Earth Orbit Mobile
Satellite System LEO MSS which allows the evaluation of instant of
subsequent handover of a MS even if its location is unknown. This
method is utilized to propose a Dynamic Channel Reservation DCRlike
scheme based on the DCR scheme previously proposed in
literature. Results presented show that DCR-like technique gives
different QoS performance than DCR. Indeed, an improve in
handover blocking probability and an increase in new call blocking
probability are observed for the DCR-like technique.
Abstract: Several optimization algorithms specifically applied to
the problem of Operation Planning of Hydrothermal Power Systems
have been developed and are used. Although providing solutions to
various problems encountered, these algorithms have some
weaknesses, difficulties in convergence, simplification of the original
formulation of the problem, or owing to the complexity of the
objective function. Thus, this paper presents the development of a
computational tool for solving optimization problem identified and to
provide the User an easy handling. Adopted as intelligent
optimization technique, Genetic Algorithms and programming
language Java. First made the modeling of the chromosomes, then
implemented the function assessment of the problem and the
operators involved, and finally the drafting of the graphical interfaces
for access to the User. The program has managed to relate a coherent
performance in problem resolution without the need for
simplification of the calculations together with the ease of
manipulating the parameters of simulation and visualization of output
results.
Abstract: Globalisation is a phenomenon that cannot be avoided.
As globalisation allowed free flow of inputs including labour, it may
affect job opportunities for the locals. Therefore, investigate the
determinants of labour supply is essential in understanding the
structure of labour market in the new era of globalization. The
objective of this article is to examine labour supply by taking into
account the globalisation effect. The study covers 3885 households in
Peninsular Malaysia who are chosen using stratified random
sampling. The labour supply model will be the basis for the analysis.
The basic labour supply determinants are own wage and non-labour
income. However, the extended labour supply model incorporates
other variables like spouse wage，number of children and
individuals characteristics like education level and age. Besides, the
globalization indicator will also be incorporated as another
independent variable.
Abstract: In order to monitor for traffic traversal, sensors can be
deployed to perform collaborative target detection. Such a sensor
network achieves a certain level of detection performance with the
associated costs of deployment and routing protocol. This paper
addresses these two points of sensor deployment and routing algorithm
in the situation where the absolute quantity of sensors or total energy
becomes insufficient. This discussion on the best deployment system
concluded that two kinds of deployments; Normal and Power law
distributions, show 6 and 3 times longer than Random distribution in
the duration of coverage, respectively. The other discussion on routing
algorithm to achieve good performance in each deployment system
was also addressed. This discussion concluded that, in place of the
traditional algorithm, a new algorithm can extend the time of coverage
duration by 4 times in a Normal distribution, and in the circumstance
where every deployed sensor operates as a binary model.
Abstract: Due to their high power-to-weight ratio and low cost, pneumatic actuators are attractive for robotics and automation applications; however, achieving fast and accurate control of their position have been known as a complex control problem. The paper presents a methodology for obtaining controllers that achieve high position accuracy and preserve the closed-loop characteristics over a broad operating range. Experimentation with a number of conventional (or "classical") three-term controllers shows that, as repeated operations accumulate, the characteristics of the pneumatic actuator change requiring frequent re-tuning of the controller parameters (PID gains). Furthermore, three-term controllers are found to perform poorly in recovering the closed-loop system after the application of load or other external disturbances. The key reason for these problems lies in the non-linear exchange of energy inside the cylinder relating, in particular, to the complex friction forces that develop on the piston-wall interface. In order to overcome this problem but still remain within the boundaries of classical control methods, we designed an auto selective classicaql controller so that the system performance would benefit from all three control gains (KP, Kd, Ki) according to system requirements and the characteristics of each type of controller. This challenging experimentation took place for consistent performance in the face of modelling imprecision and disturbances. In the work presented, a selective PID controller is presented for an experimental rig comprising an air cylinder driven by a variable-opening pneumatic valve and equipped with position and pressure sensors. The paper reports on tests carried out to investigate the capability of this specific controller to achieve consistent control performance under, repeated operations and other changes in operating conditions.
Abstract: Most of the collision warning systems currently
available in the automotive market are mainly designed to warn
against imminent rear-end and lane-changing collisions. No collision
warning system is commercially available to warn against imminent
turning collisions at intersections, especially for left-turn collisions
when a driver attempts to make a left-turn at either a signalized or
non-signalized intersection, conflicting with the path of other
approaching vehicles traveling on the opposite-direction traffic
stream. One of the major factors that lead to left-turn collisions is the
human error and misjudgment of the driver of the turning vehicle
when perceiving the speed and acceleration of other vehicles
traveling on the opposite-direction traffic stream; therefore, using a
properly-designed collision warning system will likely reduce, or
even eliminate, this type of collisions by reducing human error. This
paper introduces perceptual framework for a proposed collision
warning system that can detect imminent left-turn collisions at
intersections. The system utilizes a commercially-available detection
sensor (either a radar sensor or a laser detector) to detect approaching
vehicles traveling on the opposite-direction traffic stream and
calculate their speeds and acceleration rates to estimate the time-tocollision
and compare that time to the time required for the turning
vehicle to clear the intersection. When calculating the time required
for the turning vehicle to clear the intersection, consideration is given
to the perception-reaction time of the driver of the turning vehicle,
which is the time required by the driver to perceive the message
given by the warning system and react to it by engaging the throttle.
A regression model was developed to estimate perception-reaction
time based on age and gender of the driver of the host vehicle.
Desired acceleration rate selected by the driver of the turning vehicle,
when making the left-turn movement, is another human factor that is
considered by the system. Another regression model was developed
to estimate the acceleration rate selected by the driver of the turning
vehicle based on driver-s age and gender as well as on the location
and speed of the nearest approaching vehicle along with the
maximum acceleration rate provided by the mechanical
characteristics of the turning vehicle. By comparing time-to-collision
with the time required for the turning vehicle to clear the intersection,
the system displays a message to the driver of the turning vehicle
when departure is safe. An application example is provided to
illustrate the logic algorithm of the proposed system.
Abstract: One of the important steps in a safety and risk management system is the economical evaluation of occupational accident and diseases costs in order to decrease accidents from reoccurring in the workplace. This study proposed a plausible method for calculating occupational accident costs and illnesses in work place. This method design for cost estimation takes into account both the personnel, organizational level as well as the community level especially intended for an Iranian work place. The research indicates that a using systematic method for calculating costs which also provides risk evaluation can help managers to plan correctly the investment in health and safety measures. Using this method is that not only is it comprehensive, easy and practical and could be applied in practice by a manager within a short period of time but it also shows the importance of accident costs as well as calculates the real cost of an accident and illnesses.
Abstract: The Resource-Constrained Project Scheduling
Problem (RCPSP) is concerned with single-item or small batch
production where limited resources have to be allocated to dependent
activities over time. Over the past few decades, a lot of work has
been made with the use of optimal solution procedures for this basic
problem type and its extensions. Brucker and Knust[1] discuss, how
timetabling problems can be modeled as a RCPSP. Authors discuss
high school timetabling and university course timetabling problem as
an example. We have formulated two mathematical formulations of
course timetabling problem in a new way which are the prototype of
single-mode RCPSP. Our focus is to show, how course timetabling
problem can be transformed into RCPSP. We solve this
transformation model with genetic algorithm.
Abstract: A handful of propagation textbooks that discuss radio frequency (RF) propagation models merely list out the models and perhaps discuss them rather briefly; this may well be frustrating for the potential first time modeller who's got no idea on how these models could have been derived. This paper fundamentally provides an overture in modelling the radio channel. Explicitly, for the modelling practice discussed here, signal strength field measurements had to be conducted beforehand (this was done at 469 MHz); to be precise, this paper primarily concerns empirically/statistically modelling the radio channel, and thus provides results obtained from empirically modelling the environments in question. This paper, on the whole, proposes three propagation models, corresponding to three experimented environments. Perceptibly, the models have been derived by way of making the most use of statistical measures. Generally speaking, the first two models were derived via simple linear regression analysis, whereas the third have been originated using multiple regression analysis (with five various predictors). Additionally, as implied by the title of this paper, both indoor and outdoor environments have been experimented; however, (somewhat) two of the environments are neither entirely indoor nor entirely outdoor. The other environment, however, is completely indoor.
Abstract: Many metrics were proposed to evaluate the
characteristics of the analysis and design model of a given product
which in turn help to assess the quality of the product. Function point
metric is a measure of the 'functionality' delivery by the software.
This paper presents an analysis of a set of programs of a project
developed in Cµ through Function Points metric. Function points
are measured for a Data Flow Diagram (DFD) of the case developed
at initial stage. Lines of Codes (LOCs) and possible errors are
calculated with the help of measured Function Points (FPs). The
calculations are performed using suitable established functions.
Calculated LOCs and errors are compared with actual LOCs and
errors found at the time of analysis & design review, implementation
and testing. It has been observed that actual found errors are more
than calculated errors. On the basis of analysis and observations,
authors conclude that function point provides useful insight and helps
to analyze the drawbacks in the development process.
Abstract: In this paper, perceptions of actors on changes in
crop productivity, quantity and quality of water, and determinants of
their perception are analyzed using descriptive statistics and ordered
logit model. Data collected from 297 Ethiopian farmers and 103
agricultural professionals from December 2009 to January 2010 are
employed. Results show that the majority of the farmers and
professionals recognized decline in water resources, reasoning
climate changes and soil erosion as some of the causes. However,
there is a variation in views on changes in productivity. The
household asset, education level, age and geographical positions are
found to affect farmers- perception on changes in crop productivity.
But, the study underlines that there is no evidence that farmers-
economic status, age, or education level affects recognition of
degradation of water resources. Thus, more focus shall be given on
providing them different coping mechanisms and alternative
resource conserving technologies than educating about the
problems.