Application of Neural Networks in Financial Data Mining

This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.

Light Confinement in Low Index Nanometer Areas

In this work we numerically examine structures which could confine light in nanometer areas. A system consisting of two silicon disks with in plane separation of a few tens of nanometers has been studied first. The normalized unitless effective mode volume, Veff, has been calculated for the two lowest whispering gallery mode resonances. The effective mode volume is reduced significantly as the gap between the disks decreases. In addition, the effect of the substrate is also studied. In that case, Veff of approximately the same value as the non-substrate case for a similar two disk system can be obtained by using disks almost twice as thick. We also numerically examine a structure consisting of a circular slot waveguide which is formed into a silicon disk resonator. We show that the proposed structure could have high Q resonances thus raising the belief that it is a very promising candidate for optical interconnects applications. The study includes several numerical calculations for all the geometric parameters of the structure. It also includes numerical simulations of the coupling between a waveguide and the proposed disk resonator leading to a very promising conclusion about its applicability.

A Hybrid DEA Model for the Measurement of the Enviromental Performance

Data envelopment analysis (DEA) has gained great popularity in environmental performance measurement because it can provide a synthetic standardized environmental performance index when pollutants are suitably incorporated into the traditional DEA framework. Since some of the environmental performance indicators cannot be controlled by companies managers, it is necessary to develop the model in a way that it could be applied when discretionary and/or non-discretionary factors were involved. In this paper, we present a semi-radial DEA approach to measuring environmental performance, which consists of non-discretionary factors. The model, then, has been applied on a real case.

Compromise Ratio Method for Decision Making under Fuzzy Environment using Fuzzy Distance Measure

The aim of this paper is to adopt a compromise ratio (CR) methodology for fuzzy multi-attribute single-expert decision making proble. In this paper, the rating of each alternative has been described by linguistic terms, which can be expressed as triangular fuzzy numbers. The compromise ratio method for fuzzy multi-attribute single expert decision making has been considered here by taking the ranking index based on the concept that the chosen alternative should be as close as possible to the ideal solution and as far away as possible from the negative-ideal solution simultaneously. From logical point of view, the distance between two triangular fuzzy numbers also is a fuzzy number, not a crisp value. Therefore a fuzzy distance measure, which is itself a fuzzy number, has been used here to calculate the difference between two triangular fuzzy numbers. Now in this paper, with the help of this fuzzy distance measure, it has been shown that the compromise ratio is a fuzzy number and this eases the problem of the decision maker to take the decision. The computation principle and the procedure of the compromise ratio method have been described in detail in this paper. A comparative analysis of the compromise ratio method previously proposed [1] and the newly adopted method have been illustrated with two numerical examples.

The Framework of Termination Mechanism in Modern Emergency Management

Termination Mechanism is an indispensible part of the emergency management mechanism. Despite of its importance in both theory and practice, it is almost a brand new field for researching. The concept of termination mechanism is proposed firstly in this paper, and the design and implementation which are helpful to guarantee the effect and integrity of emergency management are discussed secondly. Starting with introduction of the problems caused by absent termination and incorrect termination, the essence of termination mechanism is analyzed, a model based on Optimal Stopping Theory is constructed and the termination index is given. The model could be applied to find the best termination time point.. Termination decision should not only be concerned in termination stage, but also in the whole emergency management process, which makes it a dynamic decision making process. Besides, the main subjects and the procedure of termination are illustrated after the termination time point is given. Some future works are discussed lastly.

Contourlet versus Wavelet Transform for a Robust Digital Image Watermarking Technique

In this paper, a watermarking algorithm that uses the wavelet transform with Multiple Description Coding (MDC) and Quantization Index Modulation (QIM) concepts is introduced. Also, the paper investigates the role of Contourlet Transform (CT) versus Wavelet Transform (WT) in providing robust image watermarking. Two measures are utilized in the comparison between the waveletbased and the contourlet-based methods; Peak Signal to Noise Ratio (PSNR) and Normalized Cross-Correlation (NCC). Experimental results reveal that the introduced algorithm is robust against different attacks and has good results compared to the contourlet-based algorithm.

A New Approach for Prioritization of Failure Modes in Design FMEA using ANOVA

The traditional Failure Mode and Effects Analysis (FMEA) uses Risk Priority Number (RPN) to evaluate the risk level of a component or process. The RPN index is determined by calculating the product of severity, occurrence and detection indexes. The most critically debated disadvantage of this approach is that various sets of these three indexes may produce an identical value of RPN. This research paper seeks to address the drawbacks in traditional FMEA and to propose a new approach to overcome these shortcomings. The Risk Priority Code (RPC) is used to prioritize failure modes, when two or more failure modes have the same RPN. A new method is proposed to prioritize failure modes, when there is a disagreement in ranking scale for severity, occurrence and detection. An Analysis of Variance (ANOVA) is used to compare means of RPN values. SPSS (Statistical Package for the Social Sciences) statistical analysis package is used to analyze the data. The results presented are based on two case studies. It is found that the proposed new methodology/approach resolves the limitations of traditional FMEA approach.

The Imaging Methods for Classifying Crispiness of Freeze-Dried Durian using Fuzzy Logic

In quality control of freeze-dried durian, crispiness is a key quality index of the product. Generally, crispy testing has to be done by a destructive method. A nondestructive testing of the crispiness is required because the samples can be reused for other kinds of testing. This paper proposed a crispiness classification method of freeze-dried durians using fuzzy logic for decision making. The physical changes of a freeze-dried durian include the pores appearing in the images. Three physical features including (1) the diameters of pores, (2) the ratio of the pore area and the remaining area, and (3) the distribution of the pores are considered to contribute to the crispiness. The fuzzy logic is applied for making the decision. The experimental results comparing with food expert opinion showed that the accuracy of the proposed classification method is 83.33 percent.

The Effects of Yield and Yield Components of Some Quality Increase Applications on Ismailoglu Grape Type in Turkey

This study was conducted Ismailoglu grape type (Vitis vinifera L.) and its vine which was aged 15 was grown on its own root in a vegetation period of 2013 in Nevşehir province in Turkey. In this research, it was investigated whether the applications of Control (C), 1/3 cluster tip reduction (1/3 CTR), shoot tip reduction (STR), 1/3 CTR + STR, TKI-HUMAS (TKI-HM) (Soil) (S), TKIHM (Foliar) (F), TKI-HM (S + F), 1/3 CTR + TKI-HM (S), 1/3 CTR + TKI-HM (F), 1/3 CTR + TKI-HM (S+F), STR + TKI-HM (S), STR + TKI-HM (F), STR + TKI-HM (S + F), 1/3 CTR + STR+TKI-HM (S), 1/3 CTR + STR + TKI-HM (F), 1/3 CTR + STR + TKI-HM (S + F) on yield and yield components of Ismailoglu grape type. The results were obtained as the highest fresh grape yield (16.15 kg/vine) with TKI-HM (S), as the highest cluster weight (652.39 g) with 1/3 CTR + STR, as the highest 100 berry weight (419.07 g) with 1/3 CTR + STR + TKI-HM (F), as the highest maturity index (44.06) with 1/3 CTR, as the highest must yield (810.00 ml) with STR + TKI-HM (F), as the highest intensity of L* color (42.04) with TKIHM (S + F), as the highest intensity of a* color (2.60) with 1/3 CTR + TKI-HM (S), as the highest intensity of b* color (7.16) with 1/3 CTR + TKI-HM (S) applications. To increase the fresh grape yield of Ismailoglu grape type can be recommended TKI-HM (S) application.

An Algorithm of Finite Capacity Material Requirement Planning System for Multi-stage Assembly Flow Shop

This paper aims to develop an algorithm of finite capacity material requirement planning (FCMRP) system for a multistage assembly flow shop. The developed FCMRP system has two main stages. The first stage is to allocate operations to the first and second priority work centers and also determine the sequence of the operations on each work center. The second stage is to determine the optimal start time of each operation by using a linear programming model. Real data from a factory is used to analyze and evaluate the effectiveness of the proposed FCMRP system and also to guarantee a practical solution to the user. There are five performance measures, namely, the total tardiness, the number of tardy orders, the total earliness, the number of early orders, and the average flow-time. The proposed FCMRP system offers an adjustable solution which is a compromised solution among the conflicting performance measures. The user can adjust the weight of each performance measure to obtain the desired performance. The result shows that the combination of FCMRP NP3 and EDD outperforms other combinations in term of overall performance index. The calculation time for the proposed FCMRP system is about 10 minutes which is practical for the planners of the factory.

An Efficient Multi Join Algorithm Utilizing a Lattice of Double Indices

In this paper, a novel multi join algorithm to join multiple relations will be introduced. The novel algorithm is based on a hashed-based join algorithm of two relations to produce a double index. This is done by scanning the two relations once. But instead of moving the records into buckets, a double index will be built. This will eliminate the collision that can happen from a complete hash algorithm. The double index will be divided into join buckets of similar categories from the two relations. The algorithm then joins buckets with similar keys to produce joined buckets. This will lead at the end to a complete join index of the two relations. without actually joining the actual relations. The time complexity required to build the join index of two categories is Om log m where m is the size of each category. Totaling time complexity to O n log m for all buckets. The join index will be used to materialize the joined relation if required. Otherwise, it will be used along with other join indices of other relations to build a lattice to be used in multi-join operations with minimal I/O requirements. The lattice of the join indices can be fitted into the main memory to reduce time complexity of the multi join algorithm.

The Survey and the Comparison of Maximum Likelihood, Mahalanobis Distance and Minimum Distance Methods in Preparing Landuse Map in the Western Part of Isfahan Province

In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.

Physical Evaluation of Selected Malaysian National Rugby Players

Currently, there is no database or local norms for the physical performance of Malaysian rugby players. This database or norms are vital for Malaysian-s sports development as programs can be setup to improve the current status. This pilot study was conducted to evaluate the status of our semi professional rugby players. The rugby players were randomly selected from the Malaysian National team and several clubs in the Klang valley, Kuala Lumpur Malaysia. 54 male rugby players (Age: 24.41 ± 4.06 years) were selected for this pilot study. Height, bodyweight, percentage body fat and body mass index (BMI) and several other physical tests were performed. Results from the BLEEP test revealed an average of level 9, shuttle 2 for the players. Interestingly, forwards were taller, heavier, and had lower maximal aerobic power than backs in the same team. In conclusion, the physical characteristics of the rugby players were much lower when compared to international players from other countries. From this pilot study, the physical performance of the Malaysian team must be improved in order to further develop the sports.

Vulnerability Assessment of Blida City

The seismic vulnerability of an urban area is of a great deal for local authorities especially those facing earthquakes. So, it is important to have an efficient tool to assess the vulnerability of existing buildings. The use of the VIP (Vulnerability Index Program) and the GIS (Geographic Information System) let us to identify the most vulnerable districts of an urban area. The use of the vulnerability index method lets us to assess the vulnerability of the center town of Blida (Algeria) which is a historical town and which has grown enormously during the last decades. In this method, three levels of vulnerability are defined. The GIS has been used to build a data base in order to perform different thematic analyses. These analyses show the seismic vulnerability of Blida.

Assessment of Vulnerability and Risk of Taijiang Coastal Areas to Climatic Changes

This study aims to assess the vulnerability and risk of the coastal areas of Taijiang to abnormal oceanographic phenomena. In addition, this study aims to investigate and collect data regarding the disaster losses, land utilization, and other social, economic, and environmental issues in these coastal areas to construct a coastal vulnerability and risk map based on the obtained climate-change risk assessment results. Considering the indexes of the three coastal vulnerability dimensions, namely, man-made facilities, environmental geography, and social economy, this study adopted the equal weighting process and Analytic Hierarchy Process to analyze the vulnerability of these coastal areas to disasters caused by climatic changes. Among the areas with high coastal vulnerability to climatic changes, three towns had the highest coastal vulnerability and four had the highest relative vulnerability. Areas with lower disaster risks were found to be increasingly vulnerable to disasters caused by climatic changes as time progresses.

The Loess Regression Relationship Between Age and BMI for both Sydney World Masters Games Athletes and the Australian National Population

Thousands of masters athletes participate quadrennially in the World Masters Games (WMG), yet this cohort of athletes remains proportionately under-investigated. Due to a growing global obesity pandemic in context of benefits of physical activity across the lifespan, the BMI trends for this unique population was of particular interest. The nexus between health, physical activity and aging is complex and has raised much interest in recent times due to the realization that a multifaceted approach is necessary in order to counteract the obesity pandemic. By investigating age based trends within a population adhering to competitive sport at older ages, further insight might be gleaned to assist in understanding one of many factors influencing this relationship.BMI was derived using data gathered on a total of 6,071 masters athletes (51.9% male, 48.1% female) aged 25 to 91 years ( =51.5, s =±9.7), competing at the Sydney World Masters Games (2009). Using linear and loess regression it was demonstrated that the usual tendency for prevalence of higher BMI increasing with age was reversed in the sample. This trend in reversal was repeated for both male and female only sub-sets of the sample participants, indicating the possibility of improved prevalence of BMI with increasing age for both the sample as a whole and these individual sub-groups.This evidence of improved classification in one index of health (reduced BMI) for masters athletes (when compared to the general population) implies there are either improved levels of this index of health with aging due to adherence to sport or possibly the reduced BMI is advantageous and contributes to this cohort adhering (or being attracted) to masters sport at older ages.

Numerical Investigation into Mixing Performance of Electrokinetically-Driven Power-Law Fluids in Microchannel with Patterned Trapezoid Blocks

The study investigates the mixing performance of electrokinetically-driven power-law fluids in a microchannel containing patterned trapezoid blocks. The effects of the geometry parameters of the patterned trapezoid blocks and the flow behavior index in the power-law model on the mixing efficiency within the microchannel are explored. The results show that the mixing efficiency can be improved by increasing the width of the blocks and extending the length of upper surface of the blocks. In addition, the results show that the mixing efficiency increases with an increasing flow behavior index. Furthermore, it is shown that a heterogeneous patterning of the zeta potential on the upper surfaces of the trapezoid blocks prompts the formation of local flow recirculations, and therefore improves the mixing efficiency. Consequently, it is shown that the mixing performance improves with an increasing magnitude of the heterogeneous surface zeta potential.

A Development of the Multiple Intelligences Measurement of Elementary Students

This research aims at development of the Multiple Intelligences Measurement of Elementary Students. The structural accuracy test and normality establishment are based on the Multiple Intelligences Theory of Gardner. This theory consists of eight aspects namely linguistics, logic and mathematics, visual-spatial relations, body and movement, music, human relations, self-realization/selfunderstanding and nature. The sample used in this research consists of elementary school students (aged between 5-11 years). The size of the sample group was determined by Yamane Table. The group has 2,504 students. Multistage Sampling was used. Basic statistical analysis and construct validity testing were done using confirmatory factor analysis. The research can be summarized as follows; 1. Multiple Intelligences Measurement consisting of 120 items is content-accurate. Internal consistent reliability according to the method of Kuder-Richardson of the whole Multiple Intelligences Measurement equals .91. The difficulty of the measurement test is between .39-.83. Discrimination is between .21-.85. 2). The Multiple Intelligences Measurement has construct validity in a good range, that is 8 components and all 120 test items have statistical significance level at .01. Chi-square value equals 4357.7; p=.00 at the degree of freedom of 244 and Goodness of Fit Index equals 1.00. Adjusted Goodness of Fit Index equals .92. Comparative Fit Index (CFI) equals .68. Root Mean Squared Residual (RMR) equals 0.064 and Root Mean Square Error of Approximation equals 0.82. 3). The normality of the Multiple Intelligences Measurement is categorized into 3 levels. Those with high intelligence are those with percentiles of more than 78. Those with moderate/medium intelligence are those with percentiles between 24 and 77.9. Those with low intelligence are those with percentiles from 23.9 downwards.

Development of a Porous Silica Film by Sol-gel Process

In the present work homogeneous silica film on silicon was fabricated by colloidal silica sol. The silica sol precursor with uniformly granular particle was derived by the alkaline hydrolysis of tetraethoxyorthosilicate (TEOS) in presence of glycerol template. The film was prepared by dip coating process. The templated hetero-structured silica film was annealed at elevated temperatures to generate nano- and meso porosity in the film. The film was subsequently annealed at different temperatures to make it defect free and abrasion resistant. The sol and the film were characterized by the measurement of particle size distribution, scanning electron microscopy, XRD, FTIR spectroscopy, transmission electron microscopy, atomic force microscopy, measurement of the refractive index, thermal conductivity and abrasion resistance. The porosity of the films decreased whereas refractive index and dielectric constant of it `increased with the increase in the annealing temperature. The thermal conductivity of the films increased with the increase in the film thickness. The developed porous silica film holds strong potential for use in different areas.

Development of Road Maintenance Management System Based on WebGIS

Based on an analysis of the current research and application of Road maintenance, geographic information system (WebGIS) and ArcGIS Server, the platform overhead construction for Road maintenance development is studied and the key issues are presented, including the organization and design of spatial data on the basis of the geodatabase technology, middleware technology, tiles cache index technology and dynamic segmentation of WebGIS. Road maintenance geographic information platform is put forward through the researching ideas of analysis of the system design. The design and application of WebGIS system are discussed on the basis of a case study of BaNan district of Chongqing highway maintenance management .The feasibility of the theories and methods are validated through the system.