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: Thailand-s health system is challenged by the rising
number of patients and decreasing ratio of medical
practitioners/patients, especially in rural areas. This may tempt
inexperienced GPs to rush through the process of anamnesis with the
risk of incorrect diagnosis. Patients have to travel far to the hospital
and wait for a long time presenting their case. Many patients try to
cure themselves with traditional Thai medicine. Many countries are
making use of the Internet for medical information gathering,
distribution and storage. Telemedicine applications are a relatively
new field of study in Thailand; the infrastructure of ICT had
hampered widespread use of the Internet for using medical
information. With recent improvements made health and technology
professionals can work out novel applications and systems to help
advance telemedicine for the benefit of the people. Here we explore
the use of telemedicine for people with health problems in rural areas
in Thailand and present a Telemedicine Diagnosis System for Rural
Thailand (TEDIST) for diagnosing certain conditions that people
with Internet access can use to establish contact with Community
Health Centers, e.g. by mobile phone. The system uses a Web-based
input method for individual patients- symptoms, which are taken by
an expert system for the analysis of conditions and appropriate
diseases. The analysis harnesses a knowledge base and a backward
chaining component to find out, which health professionals should be
presented with the case. Doctors have the opportunity to exchange
emails or chat with the patients they are responsible for or other
specialists. Patients- data are then stored in a Personal Health Record.
Abstract: CDMA cellular networks support soft handover,
which guarantees the continuity of wireless services and enhanced
communication quality. Cellular networks support multimedia
services under varied propagation environmental conditions. In this
paper, we have shown the effect of characteristic parameters of the
cellular environments on the soft handover performance. We
consider path loss exponent, standard deviation of shadow fading and
correlation coefficient of shadow fading as the characteristic
parameters of the radio propagation environment. A very useful
statistical measure for characterizing the performance of mobile radio
system is the probability of outage. It is shown through numerical
results that above parameters have decisive effect on the probability
of outage and hence the overall performance of the soft handover
algorithm.
Abstract: In the present paper, an improved initial value
numerical technique is presented to analyze the free vibration of
symmetrically laminated rectangular plate. A combination of the
initial value method (IV) and the finite differences (FD) devices is
utilized to develop the present (IVFD) technique. The achieved
technique is applied to the equation of motion of vibrating laminated
rectangular plate under various types of boundary conditions. Three
common types of laminated symmetrically cross-ply, orthotropic and
isotropic plates are analyzed here. The convergence and accuracy of
the presented Initial Value-Finite Differences (IVFD) technique have
been examined. Also, the merits and validity of improved technique
are satisfied via comparing the obtained results with those available
in literature indicating good agreements.
Abstract: For broadband wireless mobile communication
systems the orthogonal frequency division multiplexing (OFDM) is a
suitable modulation scheme. The frequency offset between
transmitter and receiver local oscillator is main drawback of OFDM
systems, which causes intercarrier interference (ICI) in the
subcarriers of the OFDM system. This ICI degrades the bit error rate
(BER) performance of the system. In this paper an improved self-ICI
cancellation scheme is proposed to improve the system performance.
The proposed scheme is based on discrete Fourier transform-inverse
discrete Fourier transform (DFT-IDFT). The simulation results show
that there is satisfactory improvement in the bit error rate (BER)
performance of the present scheme.
Abstract: This paper presents a large scale, quantitative investigation of the impact of discipline differences on the student experience of using an online learning environment (OLE). Based on a representative sample of 2526 respondents, a number of significant differences in the mean rating by broad discipline area of the importance of, and satisfaction with, a range of elements of an OLE were found. Broadly speaking, the Arts and Science and Technology discipline areas reported the lowest importance and satisfaction ratings for the OLE, while the Health and Behavioural Sciences area was the most satisfied with the OLE. A number of specific, systematic discipline differences are reported and discussed. Compared to the observed significant differences in mean importance ratings, there were fewer significant differences in mean satisfaction ratings, and those that were observed were less systematic than for importance ratings.
Abstract: Variations in the growth rate constant of the Listeria
monocytogenes bacterial species were determined at 37°C in
irradiated environments and compared to the situation of a nonirradiated
environment. The bacteria cells, contained in a suspension
made of a nutrient solution of Brain Heart Infusion, were made to
grow at different frequency (2.30e2.60 GHz) and power (0e400
mW) values, in a plug flow reactor positioned in the irradiated
environment. Then the reacting suspension was made to pass into a
cylindrical cuvette where its optical density was read every 2.5
minutes at a wavelength of 600 nm. The obtained experimental data
of optical density vs. time allowed the bacterial growth rate constant
to be derived; this was found to be slightly influenced by microwave
power, but not by microwave frequency; in particular, a minimum
value was found for powers in the 50e150 mW field.
Abstract: A systematic and exhaustive method based on the group
structure of a unitary Lie algebra is proposed to generate an enormous
number of quantum codes. With respect to the algebraic structure,
the orthogonality condition, which is the central rule of generating
quantum codes, is proved to be fully equivalent to the distinguishability
of the elements in this structure. In addition, four types of
quantum codes are classified according to the relation of the codeword
operators and some initial quantum state. By linking the unitary Lie
algebra with the additive group, the classical correspondences of some
of these quantum codes can be rendered.
Abstract: Polarization modulation infrared reflection absorption
spectroscopy (PM-IRRAS) in combination with electrochemistry,
was employed to study the influence of surface charge (potential) on
the kinetics of bovine serum albumin (BSA) adsorption on a
biomedical-grade 316LVM stainless steel surface is discussed. The
BSA adsorption kinetics was found to greatly depend on the surface
potential. With an increase in surface potential towards more
negative values, both the BSA initial adsorption rate and the
equilibrium (saturated) surface concentration also increased. Both
effects were explained on the basis of replacement of well-ordered
water molecules at the 316LVM / solution interface, i.e. by the
increase in entropy of the system.
Abstract: The major objective of this study is to understand the
potential of a newly fabricated equipment to study the thermal
properties of nonwoven textile fabrics treated with aerogel at subzero
temperatures. Thermal conductivity was calculated by using the
empirical relation Fourier’s law, The relationship between the
thermal conductivity and thermal resistance of the samples were
studied at various environmental temperatures (which was set in the
clima temperature system between +25oC to -25oC). The newly
fabricated equipment was found to be a suitable for measuring at
subzero temperatures. This field of measurements is being developed
and will be the subject of further research which will be more suitable
for measurement of the various thermal characteristics.
Abstract: Cyclic delay diversity (CDD) is a simple technique to
intentionally increase frequency selectivity of channels for orthogonal
frequency division multiplexing (OFDM).This paper proposes a residual
carrier frequency offset (RFO) estimation scheme for OFDMbased
broadcasting system using CDD. In order to improve the RFO
estimation, this paper addresses a decision scheme of the amount of
cyclic delay and pilot pattern used to estimate the RFO. By computer
simulation, the proposed estimator is shown to benefit form propoerly
chosen delay parameter and perform robustly.
Abstract: In this paper, a new hybrid of genetic algorithm (GA)
and simulated annealing (SA), referred to as GSA, is presented. In
this algorithm, SA is incorporated into GA to escape from local
optima. The concept of hierarchical parallel GA is employed to
parallelize GSA for the optimization of multimodal functions. In
addition, multi-niche crowding is used to maintain the diversity in
the population of the parallel GSA (PGSA). The performance of the
proposed algorithms is evaluated against a standard set of multimodal
benchmark functions. The multi-niche crowding PGSA and normal
PGSA show some remarkable improvement in comparison with the
conventional parallel genetic algorithm and the breeder genetic
algorithm (BGA).
Abstract: Firstly, this study briefly presents the current situation that there exists a vast gap between current Chinese and Japanese seismic design specification for bridge pile foundation in liquefiable and liquefaction-induced lateral spreading ground; The Chinese and Japanese seismic design method and technical detail for bridge pile foundation in liquefying and lateral spreading ground are described and compared systematically and comprehensively, the methods of determining coefficient of subgrade reaction and its reduction factor as well as the computing mode of the applied force on pile foundation due to liquefaction-induced lateral spreading soil in Japanese design specification are especially introduced. Subsequently, the comparison indicates that the content of Chinese seismic design specification for bridge pile foundation in liquefiable and liquefaction-induced lateral spreading ground, just presenting some qualitative items, is too general and lacks systematicness and maneuverability. Finally, some defects of seismic design specification in China are summarized, so the improvement and revision of specification in the field turns out to be imperative for China, some key problems of current Chinese specifications are generalized and the corresponding improvement suggestions are proposed.
Abstract: The subcellular organelles called oil bodies (OBs) are lipid-filled quasi-spherical droplets produced from the endoplasmic reticulum (ER) and then released into the cytoplasm during seed development. It is believed that an OB grows by coalescence with other OBs and that its stability depends on the composition of oleosins, major proteins inserted in the hemi membrane that covers OBs. In this study, we measured the OB-volume distribution from different genotypes of A. thaliana after 7, 8, 9, 10 and 11 days of seed development. In order to test the hypothesis of OBs dynamics, we developed a simple mathematical model using non-linear differential equations inspired from the theory of coagulation. The model describes the evolution of OB-volume distribution during the first steps of seed development by taking into consideration the production of OBs, the increase of triacylglycerol volume to be stored, and the growth by coalescence of OBs. Fitted parameters values show an increase in the OB production and coalescence rates in A. thaliana oleosin mutants compared to wild type.
Abstract: In this paper we study a food chain model with three trophic levels and Michaelis-Menten type ratio-dependent functional response. Distinctive feature of this model is the sensitive dependence of the dynamical behavior on the initial populations and parameters of the real world. The stability of the equilibrium points are also investigated.
Abstract: Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.
Abstract: The process for predicting the ballistic properties of a liquid rocket engine is based on the quantitative estimation of idealized performance deviations. In this aim, an equilibrium chemistry procedure is firstly developed and implemented in a Fortran routine. The thermodynamic formulation allows for the calculation of the theoretical performances of a rocket thrust chamber. In a second step, a computational fluid dynamic analysis of the turbulent reactive flow within the chamber is performed using a finite volume approach. The obtained values for the “quasi-real" performances account for both turbulent mixing and chemistryturbulence coupling. In the present work, emphasis is made on the combustion efficiency performance for which deviation is mainly due to radial gradients of static temperature and mixture ratio. Numerical values of the characteristic velocity are successfully compared with results from an industry-used code. The results are also confronted with the experimental data of a laboratory-scale rocket engine.
Abstract: In this paper we have proposed a novel dynamic least cost multicast routing protocol using hybrid genetic algorithm for IP networks. Our protocol finds the multicast tree with minimum cost subject to delay, degree, and bandwidth constraints. The proposed protocol has the following features: i. Heuristic local search function has been devised and embedded with normal genetic operation to increase the speed and to get the optimized tree, ii. It is efficient to handle the dynamic situation arises due to either change in the multicast group membership or node / link failure, iii. Two different crossover and mutation probabilities have been used for maintaining the diversity of solution and quick convergence. The simulation results have shown that our proposed protocol generates dynamic multicast tree with lower cost. Results have also shown that the proposed algorithm has better convergence rate, better dynamic request success rate and less execution time than other existing algorithms. Effects of degree and delay constraints have also been analyzed for the multicast tree interns of search success rate.
Abstract: A series of Ti based shape memory alloys with
composition of Ti50Ni49Cr1, Ti50Ni47Cr3 and Ti50Ni45Cr5 were
developed by vacuum arc-melting under a purified argon atmosphere.
The histometric and corrosion evaluation of Ti-Ni-Cr shape memory
alloys have been considered in this research work. The alloys were
developed by vacuum arc melting and implanted subcutaneously in
rabbits for 4, 8 and 12 weeks. Metallic implants were embedded in
order to determine the outcome of implantation on histometric and
corrosion evaluation of Ti-Ni-Cr metallic strips. Encapsulating
membrane formation around the alloys was minimal in the case of all
materials. After histomorphometric analyses it was possible to
demonstrate that there were no statistically significant differences
between the materials. Corrosion rate was also determined in this
study which is within acceptable range. The results showed the Ti-
Ni-Cr alloy was neither cytotoxic, nor have any systemic reaction on
living system in any of the test performed. Implantation shows good
compatibility and a potential of being used directly in vivo system.
Abstract: Martensitic stainless steels have been extensively used for their good corrosion resistance and better mechanical properties. Heat treatment was suggested as one of the most excellent ways to this regard; hence, it affects the microstructure, mechanical and corrosion properties of the steel. In the current research work the microstructural changes and corrosion behavior in an AISI 420A stainless steel exposed to temperatures in the 980-1035oC range were investigated. The heat treatment is carried out in vacuum furnace within the said temperature range. The quenching of the samples was carried out in oil, brine and water media. The formation and stability of passive film was studied by Open Circuit Potential, Potentiodynamic polarization and Electrochemical Scratch Tests. The Electrochemical Impedance Spectroscopy results simulated with Equivalent Electrical Circuit suggested bilayer structure of outer porous and inner barrier oxide films. The quantitative data showed thick inner barrier oxide film retarded electrochemical reactions. Micrographs of the quenched samples showed sigma and chromium carbide phases which prove the corrosion resistance of steel alloy.