Forecasting Stock Price Manipulation in Capital Market

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.

Using Pattern Search Methods for Minimizing Clustering Problems

Clustering is one of an interesting data mining topics that can be applied in many fields. Recently, the problem of cluster analysis is formulated as a problem of nonsmooth, nonconvex optimization, and an algorithm for solving the cluster analysis problem based on nonsmooth optimization techniques is developed. This optimization problem has a number of characteristics that make it challenging: it has many local minimum, the optimization variables can be either continuous or categorical, and there are no exact analytical derivatives. In this study we show how to apply a particular class of optimization methods known as pattern search methods to address these challenges. These methods do not explicitly use derivatives, an important feature that has not been addressed in previous studies. Results of numerical experiments are presented which demonstrate the effectiveness of the proposed method.

Educational Values of Virtual Reality: The Case of Spatial Ability

The use of Virtual Reality (VR) in schools and higher education is proliferating. Due to its interactive and animated features, it is regarded as a promising technology to increase students- spatial ability. Spatial ability is assumed to have a prominent role in science and engineering domains. However, research concerning individual differences such as spatial ability in the context of VR is still at its infancy. Moreover, empirical studies that focus on the features of VR to improve spatial ability are to date rare. Thus, this paper explores the possible educational values of VR in relation to spatial ability to call for more research concerning spatial ability in the context of VR based on studies in computerbased learning. It is believed that the incorporation of state-of-the-art VR technology for educational purposes should be justified by the enhanced benefits for the target learners.

Usage-based Traffic Control for P2P Content Delivery

Recently, content delivery services have grown rapidly over the Internet. For ASPs (Application Service Provider) providing content delivery services, P2P architecture is beneficial to reduce outgoing traffic from content servers. On the other hand, ISPs are suffering from the increase in P2P traffic. The P2P traffic is unnecessarily redundant because the same content or the same fractions of content are transferred through an inter-ISP link several times. Subscriber ISPs have to pay a transit fee to upstream ISPs based on the volume of inter-ISP traffic. In order to solve such problems, several works have been done for the purpose of P2P traffic reduction. However, these existing works cannot control the traffic volume of a certain link. In order to solve such an ISP-s operational requirement, we propose a method to control traffic volume for a link within a preconfigured upper bound value. We evaluated that the proposed method works well by conducting a simulation on a 1,000-user scale. We confirm that the traffic volume could be controlled at a lower level than the upper bound for all evaluated conditions. Moreover, our method could control the traffic volume at 98.95% link usage against the target value.

Surface Phonon Polariton in InAlGaN Quaternary Alloys

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.

Effect of Ply Orientation on Roughness for the Trimming Process of CFRP Laminates

The machining of Carbon Fiber Reinforced Plastics has come to constitute a significant challenge for many fields of industry. The resulting surface finish of machined parts is of primary concern for several reasons, including contact quality and impact on the assembly. Therefore, the characterization and prediction of roughness based on machining parameters are crucial for costeffective operations. In this study, a PCD tool comprised of two straight flutes was used to trim 32-ply carbon fiber laminates in a bid to analyze the effects of the feed rate and the cutting speed on the surface roughness. The results show that while the speed has but a slight impact on the surface finish, the feed rate for its part affects it strongly. A detailed study was also conducted on the effect of fiber orientation on surface roughness, for quasi-isotropic laminates used in aerospace. The resulting roughness profiles for the four-ply orientation lay-up were compared, and it was found that fiber angle is a critical parameter relating to surface roughness. One of the four orientations studied led to very poor surface finishes, and characteristic roughness profiles were identified and found to only relate to the ply orientations of multilayer carbon fiber laminates.

Game based Learning to Enhance Cognitive and Physical Capabilities of Elderly People: Concepts and Requirements

The last decade has seen an early majority of people The last decade, the role of the of the information communication technologies has increased in improving the social and business life of people. Today, it is recognized that game could contribute to enhance virtual rehabilitation by better engaging patients. Our research study aims to develop a game based system enhancing cognitive and physical capabilities of elderly people. To this end, the project aims to develop a low cost hand held system based on existing game such as Wii, PSP, or Xbox. This paper discusses the concepts and requirements for developing such game for elderly people. Based on the requirement elicitation, we intend to develop a prototype related to sport and dance activities.

To Be Smooth of The Interest and Output of Accepted Companies Stock at Negotiable Paper Exchange of Tehran

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.

Modeling Low Voltage Power Line as a Data Communication Channel

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.

Pyrolysis Characteristics and Kinetics of Macroalgae Biomass Using Thermogravimetric Analyzer

The pyrolysis characteristics and kinetics of seven marine biomass, which are fixed Enteromorpha clathrata, floating Enteromorpha clathrata, Ulva lactuca L., Zosterae Marinae L., Thallus Laminariae, Asparagus schoberioides kunth and Undaria pinnatifida (Harv.), were studied with thermogravimetric analysis method. Simultaneously, cornstalk, which is a grass biomass, and sawdust, which is a lignocellulosic biomass, were references. The basic pyrolysis characteristics were studied by using TG- DTG-DTA curves. The results showed that there were three stages (dehydration, dramatic weight loss and slow weight loss) during the whole pyrolysis process of samples. The Tmax of marine biomass was significantly lower than two kinds of terrestrial biomass. Zosterae Marinae L. had a relatively high stability of pyrolysis, but floating Enteromorpha clathrata had lowest stability of pyrolysis and a good combustion characteristics. The corresponding activation energy E and frequency factor A were obtained by Coats-Redfern method. It was found that the pyrolysis reaction mechanism functions of three kinds of biomass are different.

Expectation about Teamwork to Build a Knowledge Management System

Gurus of the Classical Management School (like Taylor, Fayol and Ford) had an opinion that work must be delegated to the individual and the individual has to be instructed, his work assessed and paid based on individual performance. The theories of the Human Relations School have changed this mentality regarding the concept of groups. They came to the conclusion that the influence of groups greatly affects the behaviour and performance of its members. Group theories today are characterized by problem-solving teams and self-managing groups authorized to make decisions and execute; professional communities also play an important role during the operation of knowledge management systems. In this theoretical research we try to find answers to a question: what kind of characteristics (professional competencies, personal features, etc.) a successful team needs to manage a change to operate a knowledge management system step by step.

Numerical Simulation of Heat Exchanger Area of R410A-R23 and R404A-R508B Cascade Refrigeration System at Various Evaporating and Condensing Temperature

Capacity and efficiency of any refrigerating system diminish rapidly as the difference between the evaporating and condensing temperature is increased by reduction in the evaporator temperature. The single stage vapour compression refrigeration system is limited to an evaporator temperature of -40 0C. Below temperature of -40 0C the either cascade refrigeration system or multi stage vapour compression system is employed. Present work describes thermal design of main three heat exchangers namely condenser (HTS), cascade condenser and evaporator (LTS) of R404A-R508B and R410A-R23 cascade refrigeration system. Heat transfer area of condenser (HTS), cascade condenser and evaporator (LTS) for both systems have been compared and the effect of condensing and evaporating temperature on heat-transfer area for both systems have been studied under same operating condition. The results shows that the required heat-transfer area of condenser and cascade condenser for R410A-R23 cascade system is lower than the R404A-R508B cascade system but heat transfer area of evaporator is similar for both the system. The heat transfer area of condenser and cascade condenser decreases with increase in condensing temperature (Tc), whereas the heat transfer area of cascade condenser and evaporator increases with increase in evaporating temperature (Te).

Efficient Hardware Implementation of an Elliptic Curve Cryptographic Processor Over GF (2 163)

A new and highly efficient architecture for elliptic curve scalar point multiplication which is optimized for a binary field recommended by NIST and is well-suited for elliptic curve cryptographic (ECC) applications is presented. To achieve the maximum architectural and timing improvements we have reorganized and reordered the critical path of the Lopez-Dahab scalar point multiplication architecture such that logic structures are implemented in parallel and operations in the critical path are diverted to noncritical paths. With G=41, the proposed design is capable of performing a field multiplication over the extension field with degree 163 in 11.92 s with the maximum achievable frequency of 251 MHz on Xilinx Virtex-4 (XC4VLX200) while 22% of the chip area is occupied, where G is the digit size of the underlying digit-serial finite field multiplier.

Reproduction Performance of Etawah Cross Bred Goats in Estrus Synchronization by Controlled Internal Drug Release Implant and Pgf2α Continued by Artificial Insemination

The estrus female Etawah cross bred goats were synchronized estrus by controlled internal drug release (CIDR) implants for 10 days combined with PGF2α injection, and continued by artificial insemination (AI) within the hours of 24 period. Vaginal epithelium was taken to determine estrus cycle of the goats without estrus synchronization. The estrus responds (the puffy of vulva and vaginal pH) and percentage of pregnancy were investigated. The data were analyzed descriptively and Independent Sample T-Test. The results showed that the puffy of vulva and vaginal pH were significantly different in synchronized estrus goats and control goats (2.18 ± 0.33 cm vs. 1.20 ± 0.16 cm and 8.55 ± 0.63 vs. 8.22 ± 0.22). Percentage of pregnancy was higher in synchronized estrus goats (73.33%) than in control (53.3%). Estrus synchronization by using CIDR implants and PGF2, continued by AI was effective to improve reproduction performance of Etawah cross bred goats.

High Resolution Images: Segmenting, Extracting Information and GIS Integration

As the world changes more rapidly, the demand for update information for resource management, environment monitoring, planning are increasing exponentially. Integration of Remote Sensing with GIS technology will significantly promote the ability for addressing these concerns. This paper presents an alternative way of update GIS applications using image processing and high resolution images. We show a method of high-resolution image segmentation using graphs and morphological operations, where a preprocessing step (watershed operation) is required. A morphological process is then applied using the opening and closing operations. After this segmentation we can extract significant cartographic elements such as urban areas, streets or green areas. The result of this segmentation and this extraction is then used to update GIS applications. Some examples are shown using aerial photography.

The Study of using Public Participation Geographic Information System in Indigenous Mapping

Current practice of indigenous Mapping production based on GIS, are mostly produced by professional GIS personnel. Given such persons maintain control over data collection and authoring, it is possible to conceive errors due to misrepresentation or cognitive misunderstanding, causing map production inconsistencies. In order to avoid such issues, this research into tribal GIS interface focuses not on customizing interfaces for individual tribes, but rather generalizing the interface and features based on indigenous tribal user needs. The methods employed differs from the traditional expert top-down approach, and instead gaining deeper understanding into indigenous Mappings and user needs, prior to applying mapping techniques and feature development.

Routing Algorithm for a Clustered Network

The Cluster Dimension of a network is defined as, which is the minimum cardinality of a subset S of the set of nodes having the property that for any two distinct nodes x and y, there exist the node Si, s2 (need not be distinct) in S such that ld(x,s1) — d(y, s1)1 > 1 and d(x,s2) < d(x,$) for all s E S — {s2}. In this paper, strictly non overlap¬ping clusters are constructed. The concept of LandMarks for Unique Addressing and Clustering (LMUAC) routing scheme is developed. With the help of LMUAC routing scheme, It is shown that path length (upper bound)PLN,d < PLD, Maximum memory space requirement for the networkMSLmuAc(Az) < MSEmuAc < MSH3L < MSric and Maximum Link utilization factor MLLMUAC(i=3) < MLLMUAC(z03) < M Lc

Charaterisation of Salmonella Isolated from Nile Tilapia (Oreochromis niloticus) along Lake Victoria Beaches in Western Kenya

Foodborne Salmonella infections have become a major problem world wide. Salmonellosis transmitted from fish are quite common. Established quality control measures exist for export oriented fish, none exists for fish consumed locally. This study aimed at characterization of Salmonella isolated from Nile tilapia . The study was carried out in selected beaches along L. Victoria in Western Kenya between March and June 2007. One hundred and twenty fish specimens were collected. Salmonella isolates were confirmed using serotyping, biochemical testing in addition to malic acid dehydrogenase (mdh) and fliC gene sequencing. Twenty Salmonella isolates were confirmed by mdh gene sequencing. Nine (9) were S. enterica serotype typhimurium, four (4) were S. enterica Serotype, enteritidis and seven (7) were S. enterica serotype typhi. Nile tilapia have a role in transmission of Salmonellosis in the study area, poor sanitation was a major cause of pollution at the beach inshore waters.

Schedule Management of an Enterprise Receiving Orders Considering Dependency between Unit Tasks of a Collaborative Project

This study suggests how an order-receiving company can avoid disclosing schedule information on unit tasks to the order-placing company when carrying out a collaborative project on the value chain in an order-oriented industry. Specifically, it suggests methods for keeping schedule information confidential, and categorizes potential situations by inter-task dependency. Lastly, an approach to select the most optimal non-disclosure method is discussed. With the methods for not disclosing work-related information suggested in the study, order-receiving companies can logically deal with political issues relating to the question of whether or not to disclose information upon the execution of a collaborative project in cooperation with an order-placing firm. Moreover, order-placing companies can monitor undistorted information, while respecting the legitimate rights of an order-receiving company. Therefore, it is fair to say that the suggestions made in this study will contribute to the smooth operation of collaborative intercompany projects.

Auto-Selective Three Term Control of Position and Compliance of a Pneumatic Actuator

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.