Abstract: Unlike this study focused extensively on trading
behavior of option market, those researches were just taken their
attention to model-driven option pricing. For example, Black-Scholes
(B-S) model is one of the most famous option pricing models.
However, the arguments of B-S model are previously mentioned by
some pricing models reviewing. This paper following suggests the
importance of the dynamic character for option pricing, which is also
the reason why using the genetic algorithm (GA). Because of its
natural selection and species evolution, this study proposed a hybrid
model, the Genetic-BS model which combining GA and B-S to
estimate the price more accurate. As for the final experiments, the
result shows that the output estimated price with lower MAE value
than the calculated price by either B-S model or its enhanced one,
Gram-Charlier garch (G-C garch) model. Finally, this work would
conclude that the Genetic-BS pricing model is exactly practical.
Abstract: The basis of examines is survey of 500 in the years
2002-2010, which was selected according to homogeneity of land
cover and where 1090 revenues were evaluated. For achieved yields
of winter wheat is obtained multicriterial regression function
depending on the major factors influencing the consumption of
nitrogen. The coefficient of discrimination of the established model is
0.722. The increase in efficiency of fertilization is involved in supply
of organic nutrients, tillage, soil pH, past weather, the humus content
in the subsoil and grain content to 0.001 mm. The decrease in
efficiency was mainly influenced by the total dose of mineral
nitrogen, although it was divided into multiple doses, the proportion
loamy particles up to 0.01 mm, rainy, or conversely dry weather
during the vegetation. The efficiency of nitrogen was found to be the
smallest on undeveloped soils and the highest on chernozem and
alluvial soils.
Abstract: The goal of this work is to describe a new algorithm for finding the optimal variable order, number of nodes for any order and other ROBDD parameters, based on a tabular method. The tabular method makes use of a pre-built backend database table that stores the ROBDD size for selected combinations of min-terms. The user uses the backend table and the proposed algorithm to find the necessary ROBDD parameters, such as best variable order, number of nodes etc. Experimental results on benchmarks are given for this technique.
Abstract: Morphological operators transform the original image
into another image through the interaction with the other image of
certain shape and size which is known as the structure element.
Mathematical morphology provides a systematic approach to analyze
the geometric characteristics of signals or images, and has been
applied widely too many applications such as edge detection,
objection segmentation, noise suppression and so on. Fuzzy
Mathematical Morphology aims to extend the binary morphological
operators to grey-level images. In order to define the basic
morphological operations such as fuzzy erosion, dilation, opening
and closing, a general method based upon fuzzy implication and
inclusion grade operators is introduced. The fuzzy morphological
operations extend the ordinary morphological operations by using
fuzzy sets where for fuzzy sets, the union operation is replaced by a
maximum operation, and the intersection operation is replaced by a
minimum operation.
In this work, it consists of two articles. In the first one, fuzzy set
theory, fuzzy Mathematical morphology which is based on fuzzy
logic and fuzzy set theory; fuzzy Mathematical operations and their
properties will be studied in details. As a second part, the application
of fuzziness in Mathematical morphology in practical work such as
image processing will be discussed with the illustration problems.
Abstract: The controllable electrical loss which consists of the
copper loss and iron loss can be minimized by the optimal control of
the armature current vector. The control algorithm of current vector
minimizing the electrical loss is proposed and the optimal current
vector can be decided according to the operating speed and the load
conditions. The proposed control algorithm is applied to the
experimental PM motor drive system and this paper presents a
modern approach of speed control for permanent magnet
synchronous motor (PMSM) applied for Electric Vehicle using a
nonlinear control. The regulation algorithms are based on the
feedback linearization technique. The direct component of the current
is controlled to be zero which insures the maximum torque operation.
The near unity power factor operation is also achieved. More over,
among EV-s motor electric propulsion features, the energy efficiency
is a basic characteristic that is influenced by vehicle dynamics and
system architecture. For this reason, the EV dynamics are taken into
account.
Abstract: Methane is the second most important greenhouse gas
(GHG) after carbon dioxide. Amount of methane emission from
energy sector is increasing day by day with various activities. In
present work, various sources of methane emission from upstream,
middle stream and downstream of oil & gas sectors are identified and
categorised as per IPCC-2006 guidelines. Data were collected from
various oil & gas sector like (i) exploration & production of oil & gas
(ii) supply through pipelines (iii) refinery throughput & production
(iv) storage & transportation (v) usage. Methane emission factors for
various categories were determined applying Tier-II and Tier-I
approach using the collected data. Total methane emission from
Indian Oil & Gas sectors was thus estimated for the year 1990 to
2007.
Abstract: This paper presented the technique of robot control by event-related potentials (ERPs) of brain waves. Based on the proposed technique, severe physical disabilities can free browse outside world. A specific component of ERPs, N2P3, was found and used to control the movement of robot and the view of camera on the designed brain-computer interface (BCI). Users only required watching the stimuli of attended button on the BCI, the evoked potentials of brain waves of the target button, N2P3, had the greatest amplitude among all control buttons. An experimental scene had been constructed that the robot required walking to a specific position and move the view of camera to see the instruction of the mission, and then completed the task. Twelve volunteers participated in this experiment, and experimental results showed that the correct rate of BCI control achieved 80% and the average of execution time was 353 seconds for completing the mission. Four main contributions included in this research: (1) find an efficient component of ERPs, N2P3, for BCI control, (2) embed robot's viewpoint image into user interface for robot control, (3) design an experimental scene and conduct the experiment, and (4) evaluate the performance of the proposed system for assessing the practicability.
Abstract: Gesture recognition is a challenging task for extracting
meaningful gesture from continuous hand motion. In this paper, we propose an automatic system that recognizes isolated gesture,
in addition meaningful gesture from continuous hand motion for Arabic numbers from 0 to 9 in real-time based on Hidden Markov Models (HMM). In order to handle isolated gesture, HMM using
Ergodic, Left-Right (LR) and Left-Right Banded (LRB) topologies is applied over the discrete vector feature that is extracted from stereo
color image sequences. These topologies are considered to different
number of states ranging from 3 to 10. A new system is developed to recognize the meaningful gesture based on zero-codeword detection
with static velocity motion for continuous gesture. Therefore, the
LRB topology in conjunction with Baum-Welch (BW) algorithm for
training and forward algorithm with Viterbi path for testing presents the best performance. Experimental results show that the proposed system can successfully recognize isolated and meaningful gesture and achieve average rate recognition 98.6% and 94.29% respectively.
Abstract: This paper presents the characterization and design of a capacitive pressure sensor with LC-based 0.35 µm CMOS readout circuit. SPICE is employed to evaluate the characteristics of the readout circuit and COMSOL multiphysics structural analysis is used to simulate the behavior of the pressure sensor. The readout circuit converts the capacitance variation of the pressure sensor into the frequency output. Simulation results show that the proposed pressure sensor has output frequency from 2.50 to 2.28 GHz in a pressure range from 0.1 to 2 MPa almost linearly. The sensitivity of the frequency shift with respect to the applied pressure load is 0.11 GHz/MPa.
Abstract: The aim of the study is to determine the effects of
perceived organizational support on organizational identification. In
accordance with this purpose was applied on 131 family physicians in
Konya. The data obtained by means of the survey method were
analyzed. According to the results of correlation analysis, while
positive relationship between perceived organizational support,
organizational identification and supervisor support was revealed.
Also, with the scope of the research, relationships between these
variables and certain demographic variables were detected.
According to difference analysis results of the research, significant
differences between organizational identification and gender variable
were determined. However, significant differences were not
determined between demographic variables and perceived
organizational support.
Abstract: Thermal water hammer is a special type of water
hammer which rarely occurs in heat exchangers. In biphasic fluids, if
steam bubbles are surrounded by condensate, regarding lower
condensate temperature than steam, they will suddenly collapse. As a
result, the vacuum caused by an extreme change in volume lead to
movement of the condensates in all directions and their collision the
force produced by this collision leads to a severe stress in the pipe
wall. This phenomenon is a special type of water hammer. According
to fluid mechanics, this phenomenon is a particular type of transient
flows during which abrupt change of fluid leads to sudden pressure
change inside the tube. In this paper, the mechanism of abrupt failure
of 80 tubes of 481 tubes of a methanol heat exchanger is discussed.
Initially, due to excessive temperature differences between heat
transfer fluids and simultaneous failure of 80 tubes, thermal shock
was presupposed as the reason of failure. Deeper investigation on
cross-section of failed tubes showed that failure was, ductile type of
failure, so the first hypothesis was rejected. Further analysis and more
accurate experiments revealed that failure of tubes caused by thermal
water hammer. Finally, the causes of thermal water hammer and
various solutions to avoid such mechanism are discussed.
Abstract: The research focuses on the effects of polyphenols
extracted from Sambucus nigra fruit, using an experimental arterial
hypertension pattern, as well as their influence on the oxidative
stress. The results reveal the normalization of the reduced glutathion
concentration, as well as a considerable reduction in the
malondialdehide serum concentration by the polyphenolic protection.
The rat blood pressure values were recorded using a CODATM
system, which uses a non-invasive blood pressure measuring method.
All the measured blood pressure components revealed a biostatistically
significant (p
Abstract: Operational risk has become one of the most discussed topics in the financial industry in the recent years. The reasons for this attention can be attributed to higher investments in information systems and technology, the increasing wave of mergers and acquisitions and emergence of new financial instruments. In addition, the New Basel Capital Accord (known as Basel II) demands a capital requirement for operational risk and further motivates financial institutions to more precisely measure and manage this type of risk. The aim of this paper is to shed light on main characteristics of operational risk management and common applied methods: scenario analysis, key risk indicators, risk control self assessment and loss distribution approach.
Abstract: The essential oil of M. × piperita L. was formulated
into a topical gel. The prepared gel was characterized for its pH,
viscosity, spreadiblity, consistency and extrudiblity, while its stability
was evaluated under different temperature conditions. The prepared
M. × piperita oil gel was clear and transparent. The pH value of
developed gel was 6.6, while its viscosity was 1200 cP. Spreadability
and consistency of the M. × piperita oil gel was 10.7 g.cm/sec and 7
mm, respectively. The prepared gel showed good extrudiblity. During
the stability studies, no significant change in pH and viscosity as a
function of time for gel was observed, indicating stability of prepared
formulation. The gel developed in this study is expected to forward
the usage of M. × piperita essential towards commercial application.
Abstract: This paper details few mechanical modeling and
design issues of RF MEMS switches. We concentrate on an
electrostatically actuated broad side series switch; surface
micromachined with a crab leg membrane. The same results are
extended to any complex structure. With available experimental data
and fabrication results, we present the variation in dynamic
performance and compliance of the switch with reference to few
design issues, which we find are critical in deciding the dynamic
behavior of the switch, without compromise on the RF
characteristics. The optimization of pull in voltage, transient time and
resonant frequency with regard to these critical design parameters are
also presented.
Abstract: In this paper we propose a blind algorithm for peakto- average power ratio (PAPR) reduction in OFDM systems, based on selected mapping (SLM) algorithm as a distortionless method. The main drawback of the conventional SLM technique is the need for transmission of several side information bits, for each data block, which results in loss in data rate transmission. In the proposed method some special number of carriers in the OFDM frame is reserved to be rotated with one of the possible phases according to the number of phase sequence blocks in SLM algorithm. Reserving some limited number of carriers wont effect the reduction in PAPR of OFDM signal. Simulation results show using ML criteria at the receiver will lead to the same system-performance as the conventional SLM algorithm, while there is no need to send any side information to the receiver.
Abstract: In this study, an experimental investigation was carried
out to fix CO2 into the electronic arc furnace (EAF) reducing slag from
stainless steelmaking process under wet grinding. The slag was ground
by the vibrating ball mill with the CO2 and pure water. The reaction
behavior was monitored with constant pressure method, and the
change of CO2 volume in the experimental system with grinding time
was measured. It was found that the CO2 absorption occurred as soon
as the grinding started. The CO2 absorption under wet grinding was
significantly larger than that under dry grinding. Generally, the
amount of CO2 absorption increased as the amount of water, the
amount of slag, the diameter of alumina ball and the initial pressure of
CO2 increased. However, the initial absorption rate was scarcely
influenced by the experimental conditions except for the initial CO2
pressure. According to this research, the CO2 reacted with the CaO
inside the slag to form CaCO3.
Abstract: In this paper, a fragile watermarking scheme is proposed for color image specified object-s authentication. The color image is first transformed from RGB to YST color space, suitable for watermarking the color media. The T channel corresponds to the chrominance component of a color image andYS ÔèÑ T , therefore selected for embedding the watermark. The T channel is first divided into 2×2 non-overlapping blocks and the two LSBs are set to zero. The object that is to be authenticated is also divided into 2×2 nonoverlapping blocks and each block-s intensity mean is computed followed by eight bit encoding. The generated watermark is then embedded into T channel randomly selected 2×2 block-s LSBs using 2D-Torus Automorphism. Selection of block size is paramount for exact localization and recovery of work. The proposed scheme is blind, efficient and secure with ability to detect and locate even minor tampering applied to the image with full recovery of original work. The quality of watermarked media is quite high both subjectively and objectively. The technique is suitable for class of images with format such as gif, tif or bitmap.
Abstract: The reservoir of Kowsar dam supply water for
different usages such as aquaculture farms , drinking, agricultural and
industrial usages for some provinces in south of Iran. The Kowsar
dam is located next to the city of Dehdashat in Kohgiluye and
Boyerahmad province in southern Iran. There are some towns and
villages on the Kowsar dam watersheds, which Dehdasht and Choram
are the most important and populated twons in this area, which can to
be sources of pollution for water reservoir of the Kowsar dam . This
study was done to determine of water pollution of the Kowsar dam
reservoir which is one of the most important water resources of
Kohkiloye and Boyerahmad and Bushehr provinces in south-west
Iran. In this study , water samples during 12 months were collected to
examine Biochemical Oxygen Demand (BOD) and Dissolved
Oxygen(DO) as a criterion for evaluation of water pollution of the
reservoir. In summary ,the study has shown Maximum, average and
minimum levels of BOD have observed 25.9 ,9.15 and 2.3 mg/L
respectively and statistical parameters of data such as standard
deviation , variance and skewness have calculated 7.88, 62 and 1.54
respectively. Finally the results were compared with Iranian national
standards. Among the analyzed samples, as the maximum value of
BOD (25.9 mg/L) was observed at the May 2010 , was within the
maximum admissible limits by the Iranian standards.
Abstract: Natural ventilation has played an important role for
many low energy-building designs. It has been also noticed as a
essential subject to persistently bring the fresh cool air from the
outside into a building. This study carried out the computational fluid
dynamics (CFD)-based simulations to examine the natural ventilation
development of a work area in a public building. The simulated results
can be useful to better understand the indoor microclimate and the
interaction of wind with buildings. Besides, this CFD simulation
procedure can serve as an effective analysis tool to characterize the
airing performance, and thereby optimize the building ventilation for
strengthening the architects, planners and other decision makers on
improving the natural ventilation design of public buildings.