Abstract: Training neural networks to capture an intrinsic
property of a large volume of high dimensional data is a difficult
task, as the training process is computationally expensive. Input
attributes should be carefully selected to keep the dimensionality of
input vectors relatively small.
Technical indexes commonly used for stock market prediction
using neural networks are investigated to determine its effectiveness
as inputs. The feed forward neural network of Levenberg-Marquardt
algorithm is applied to perform one step ahead forecasting of
NASDAQ and Dow stock prices.
Abstract: Underpricing is one anomaly in initial public offerings
(IPO) literature that has been widely observed across different stock
markets with different trends emerging over different time periods.
This study seeks to determine how IPOs on the JSE performed on the
first day, first week and first month over the period of 1996-2011.
Underpricing trends are documented for both hot and cold market
periods in terms of four main sectors (cyclical, defensive, growth
stock and interest rate sensitive stocks). Using a sample of 360 listed
companies on the JSE, the empirical findings established that IPOs
on the JSE are significantly underpriced with an average market
adjusted first day return of 62.9%. It is also established that hot
market IPOs on the JSE are more underpriced than the cold market
IPOs. Also observed is the fact that as the offer price per share
increases above the median price for any given period, the level of
underpricing decreases substantially. While significant differences
exist in the level of underpricing of IPOs in the four different sectors
in the hot and cold market periods, interest rates sensitive stocks
showed a different trend from the other sectors and thus require
further investigation to uncover this pattern.
Abstract: Mobile IPv6 (MIPv6) describes how mobile node can change its point of attachment from one access router to another. As a demand for wireless mobile devices increases, many enhancements for macro-mobility (inter-domain) protocols have been proposed, designed and implemented in Mobile IPv6. Hierarchical Mobile IPv6 (HMIPv6) is one of them that is designed to reduce the amount of signaling required and to improve handover speed for mobile connections. This is achieved by introducing a new network entity called Mobility Anchor Point (MAP). This report presents a comparative study of the Hierarchical Mobility IPv6 and Mobile IPv6 protocols and we have narrowed down the scope to micro-mobility (intra-domain). The architecture and operation of each protocol is studied and they are evaluated based on the Quality of Service (QoS) parameter; handover latency. The simulation was carried out by using the Network Simulator-2. The outcome from this simulation has been discussed. From the results, it shows that, HMIPv6 performs best under intra-domain mobility compared to MIPv6. The MIPv6 suffers large handover latency. As enhancement we proposed to HMIPv6 to locate the MAP to be in the middle of the domain with respect to all Access Routers. That gives approximately same distance between MAP and Mobile Node (MN) regardless of the new location of MN, and possible shorter distance. This will reduce the delay since the distance is shorter. As a future work performance analysis is to be carried for the proposed HMIPv6 and compared to HMIPv6.
Abstract: The paper is devoted to stochastic analysis of finite
dimensional difference equation with dependent on ergodic Markov
chain increments, which are proportional to small parameter ". A
point-form solution of this difference equation may be represented
as vertexes of a time-dependent continuous broken line given on the
segment [0,1] with "-dependent scaling of intervals between vertexes.
Tending " to zero one may apply stochastic averaging and diffusion
approximation procedures and construct continuous approximation of
the initial stochastic iterations as an ordinary or stochastic Ito differential
equation. The paper proves that for sufficiently small " these
equations may be successfully applied not only to approximate finite
number of iterations but also for asymptotic analysis of iterations,
when number of iterations tends to infinity.
Abstract: In this paper, we propose an energy efficient cluster
based communication protocol for wireless sensor network. Our
protocol considers both the residual energy of sensor nodes and the
distance of each node from the BS when selecting cluster-head. This
protocol can successfully prolong the network-s lifetime by 1)
reducing the total energy dissipation on the network and 2) evenly
distributing energy consumption over all sensor nodes. In this
protocol, the nodes with more energy and less distance from the BS
are probable to be selected as cluster-head. Simulation results with
MATLAB show that proposed protocol could increase the lifetime of
network more than 94% for first node die (FND), and more than 6%
for the half of the nodes alive (HNA) factor as compared with
conventional protocols.
Abstract: Today, the Internet based communication has widen
the opportunity of event monitoring system in the medical field.
There is always a need of analyzing and designing secure and reliable
mobile communication between the hospital and biomedical
engineers mobile units. This study has been carried out to find
possible solution using SIP-based event notification for alerting the
technical staff about the Biomedical Device (BMD) status and
Patients treatment session. The Session Initiation Protocol (SIP) can
be used to create a medical event notification system. SIP can work
on a variety of devices. Its adoption as the protocol of choice for third
generation wireless networks allows for a robust and scalable
environment. One of the advantages of SIP is that it supports personal
mobility through the separation of user addressing and device
addressing. The solution for Telemed alert notification system is
based on SIP - Specific Event Notification. The aim of this project is
to extend mobility service to the hospital technicians who are using
Telemedicine system.
Abstract: Wireless sensor networks (WSN) are currently
receiving significant attention due to their unlimited potential. These
networks are used for various applications, such as habitat
monitoring, automation, agriculture, and security. The efficient nodeenergy
utilization is one of important performance factors in wireless
sensor networks because sensor nodes operate with limited battery
power. In this paper, we proposed the MiSense hierarchical cluster
based routing algorithm (MiCRA) to extend the lifetime of sensor
networks and to maintain a balanced energy consumption of nodes.
MiCRA is an extension of the HEED algorithm with two levels of
cluster heads. The performance of the proposed protocol has been
examined and evaluated through a simulation study. The simulation
results clearly show that MiCRA has a better performance in terms of
lifetime than HEED. Indeed, MiCRA our proposed protocol can
effectively extend the network lifetime without other critical
overheads and performance degradation. It has been noted that there
is about 35% of energy saving for MiCRA during the clustering
process and 65% energy savings during the routing process compared
to the HEED algorithm.
Abstract: The dynamics of User Datagram Protocol (UDP) traffic
over Ethernet between two computers are analyzed using nonlinear
dynamics which shows that there are two clear regimes in the data
flow: free flow and saturated. The two most important variables
affecting this are the packet size and packet flow rate. However,
this transition is due to a transcritical bifurcation rather than phase
transition in models such as in vehicle traffic or theorized large-scale
computer network congestion. It is hoped this model will help lay
the groundwork for further research on the dynamics of networks,
especially computer networks.
Abstract: This paper presents a mathematical model and a
methodology to analyze the losses in transmission expansion
planning (TEP) under uncertainty in demand. The methodology is
based on discrete particle swarm optimization (DPSO). DPSO is a
useful and powerful stochastic evolutionary algorithm to solve the
large-scale, discrete and nonlinear optimization problems like TEP.
The effectiveness of the proposed idea is tested on an actual
transmission network of the Azerbaijan regional electric company,
Iran. The simulation results show that considering the losses even for
transmission expansion planning of a network with low load growth
is caused that operational costs decreases considerably and the
network satisfies the requirement of delivering electric power more
reliable to load centers.
Abstract: This study investigates the relationship between 10
year bond value, Yen/U.S dollar exchange rate, non-farm payrolls (all
employs) and crude oil to U.S. Dow Jones Sustainability Index. A
GARCH model is used to test these relationships for the period
January 1st 1999 to January 31st 2008 using monthly data. Results
show that an increase of the 10 year bond and non farm payrolls (all
employs) lead to an increase of the D.J.S.I returns. On the contrary
the volatility of the Yen/U.S dollar exchange rates as well as the
increase of crude oil returns has negative effects on the U.S D.J.S.I
returns. This study aims at assisting investors to understand the
influences certain macroeconomic indicators have on the companies-
stock returns as reported by the D.J.S.I.
Abstract: The purpose of research was to know the role of
immunogenic protein of 49 kDa from V.alginolyticus which capable
to initiate molecule expression of MHC Class II in receptor of
Cromileptes altivelis. The method used was in vivo experimental
research through testing of immunogenic protein 49 kDa from
V.alginolyticus at Cromileptes altivelis (size of 250 - 300 grams)
using 3 times booster by injecting an immunogenic protein in a
intramuscular manner. Response of expressed MHC molecule was
shown using immunocytochemistry method and SEM. Results
indicated that adhesin V.alginolyticus 49 kDa which have
immunogenic character could trigger expression of MHC class II on
receptor of grouper and has been proven by staining using
immunocytochemistry and SEM with labeling using antibody anti
MHC (anti mouse). This visible expression based on binding between
epitopes antigen and antibody anti MHC in the receptor. Using
immunocytochemistry, intracellular response of MHC to in vivo
induction of immunogenic adhesin from V.alginolyticus was shown.
Abstract: If price and quantity are the fundamental building
blocks of any theory of market interactions, the importance of trading
volume in understanding the behavior of financial markets is clear.
However, while many economic models of financial markets have
been developed to explain the behavior of prices -predictability,
variability, and information content- far less attention has been
devoted to explaining the behavior of trading volume. In this article,
we hope to expand our understanding of trading volume by
developing a new measure of herding behavior based on a cross
sectional dispersion of volumes betas. We apply our measure to the
Toronto stock exchange using monthly data from January 2000 to
December 2002. Our findings show that the herd phenomenon
consists of three essential components: stationary herding, intentional
herding and the feedback herding.
Abstract: Given the motivation of maps impact in enhancing the
perception of the quality of life in a region, this work examines the
use of spatial analytical techniques in exploring the role of space in
shaping human development patterns in Assiut governorate.
Variations of human development index (HDI) of the governorate-s
villages, districts and cities are mapped using geographic information
systems (GIS). Global and local spatial autocorrelation measures are
employed to assess the levels of spatial dependency in the data and to
map clusters of human development. Results show prominent
disparities in HDI between regions of Assiut. Strong patterns of
spatial association were found proving the presence of clusters on the
distribution of HDI. Finally, the study indicates several "hot-spots" in
the governorate to be area of more investigations to explore the
attributes of such levels of human development. This is very
important for accomplishing the development plan of poorest regions
currently adopted in Egypt.
Abstract: Using data of listed Croatian firms from the Zagreb
Stock Exchange we analyze the relationship between firm ownership
(ownership concentration and type) and performance (ROA).
Empirical research was conducted for the period 2003-2010, yielding
with the total of 1,430 observations. Empirical findings based on
dynamic panel analysis indicate that ownership concentration
variable - CR4 is negatively related with performance, i.e. listed firms
with dispersed ownership perform better than firms with concentrated
ownership. Also, the research indicated that foreign controlled listed
firms perform better than domestically controlled firms. Majority
state owned firms perform worse than privately held firms but
dummy variable for privately controlled firms was not statistically
significant in the estimated panel model.
Abstract: Distributed wireless sensor network consist on several
scattered nodes in a knowledge area. Those sensors have as its only
power supplies a pair of batteries that must let them live up to five
years without substitution. That-s why it is necessary to develop
some power aware algorithms that could save battery lifetime as
much as possible. In this is document, a review of power aware
design for sensor nodes is presented. As example of implementations,
some resources and task management, communication, topology
control and routing protocols are named.
Abstract: In the present work we model a Multiquantum Well
structure Separate Absorption and Charge Multiplication Avalanche
Photodiode (MQW-SACM-APD), while the Absorption region
coincide with the MQW. We consider the nonuniformity of electric
field using split-step method in active region. This model is based on
the carrier rate equations in the different regions of the device. Using
the model we obtain the photocurrent, and dark current. As an
example, InGaAs/InP SACM-APD and MQW-SACM-APD are
simulated. There is a good agreement between the simulation and
experimental results.
Abstract: In today-s era of plasma and laser cutting, machines using oxy-acetylene flame are also meritorious due to their simplicity and cost effectiveness. The objective to devise a Computer controlled Oxy-Fuel profile cutting machine arose from the increasing demand for metal cutting with respect to edge quality, circularity and lesser formation of redeposit material. The System has an 8 bit micro controller based embedded system, which assures stipulated time response. A new window based Application software was devised which takes a standard CAD file .DXF as input and converts it into numerical data required for the controller. It uses VB6 as a front end whereas MS-ACCESS and AutoCAD as back end. The system is designed around AT89C51RD2, powerful 8 bit, ISP micro controller from Atmel and is optimized to achieve cost effectiveness and also maintains the required accuracy and reliability for complex shapes. The backbone of the system is a cleverly designed mechanical assembly along with the embedded system resulting in an accuracy of about 10 microns while maintaining perfect linearity in the cut. This results in substantial increase in productivity. The observed results also indicate reduced inter laminar spacing of pearlite with an increase in the hardness of the edge region.
Abstract: This paper is introduced a modification to Diffie-
Hellman protocol to be applicable on the decimal numbers, which
they are the numbers between zero and one. For this purpose we
extend the theory of the congruence. The new congruence is over
the set of the real numbers and it is called the “real congruence"
or the “real modulus". We will refer to the existing congruence by
the “integer congruence" or the “integer modulus". This extension
will define new terms and redefine the existing terms. As the
properties and the theorems of the integer modulus are extended as
well. Modified Diffie-Hellman key exchange protocol is produced a
sharing, secure and decimal secret key for the the cryptosystems that
depend on decimal numbers.
Abstract: Tourism and coastal lines are the business sectors
since centuries especially in the European Nations and Albania is one
such spots. However, in recent decades tourism is experienced as
vulnerability of the surrounding ecological conditions of air, soil,
water, land and the communities that are dependant and sharing the
ecosystem among flora and fauna. Experts opine that apart from the
maintenance of near-originality of ecological biodiversity the tourism
rather known as ecotourism an indigenous socio-cultural
maintenance of indigenous/traditional knowledge of the local people
must be well cared in order to sustain on sustainable grounds. As a
general tendency, growth of tourism has been affected by the deterioration in the economic conditions on one aspect and unsustainable ecological areas affected since human interventions
earlier to this has negative impact on futuristic tourist spots. However, tourism in Albania as of now is 11% of GDP and coastal regions accounting to 2-4%. An amicable Mediterranean
climate with 300 sunny days similar parameters of Greece and Spain
throws up sustainable ecotourism in future decades provided public services namely, transportation, road safety, lodging, food
availability, recreational regiments, banking accessibility are as per
the World Tourism Organizations- protocols. Thus as of Albanian
situation, classification of ecotourism activities to safe-guard the localities with its maintenance of ecological land, water and climate
has become a paramount importance with a wanting and satisfactory options through harnessing human energy for profit and fitness of
ecological flora and fauna. A check on anthropogenic wastes and
their safer utilizations inclusive of agricultural and industrial
operations in line with Lalzi Bay Coastal Line are of utmost importance for the reason that the Adriatic Sea Coast is the one long
stretch of Albanian Lifeline. The present work is based on the methodology of the sustainable management of the same issue.
Abstract: In this paper, the problem of stability analysis for a class of impulsive stochastic fuzzy neural networks with timevarying delays and reaction-diffusion is considered. By utilizing suitable Lyapunov-Krasovskii funcational, the inequality technique and stochastic analysis technique, some sufficient conditions ensuring global exponential stability of equilibrium point for impulsive stochastic fuzzy cellular neural networks with time-varying delays and diffusion are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of fuzzy neural networks. An example is given to show the effectiveness of the obtained results.