Abstract: This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).
Abstract: In this investigation, types of commercial and special
polyacrylonitrile (PAN) fibers contain sodium 2-methyl-2-
acrylamidopropane sulfonate (SAMPS) and itaconic acid (IA)
comonomers were studied by fourier transform infrared (FT-IR)
spectroscopy. The study of FT-IR spectra of PAN fibers samples
with different comonomers shows that during stabilization of PAN
fibers, the peaks related to C≡N bonds and CH2 are reduced sharply.
These reductions are related to cyclization of nitrile groups and
stabilization procedure. This reduction in PAN fibers contain IA
comonomer is very intense in comparison with PAN fibers contain
SAMPS comonomer. This fact indicates the cycling and stabilization
for sample contain IA comonomer have been conducted more
completely. Therefore the carbon fibers produced from this material
have higher tensile strength due to suitable stabilization.
Abstract: The conjugate gradient optimization algorithm
usually used for nonlinear least squares is presented and is
combined with the modified back propagation algorithm yielding
a new fast training multilayer perceptron (MLP) algorithm
(CGFR/AG). The approaches presented in the paper consist of
three steps: (1) Modification on standard back propagation
algorithm by introducing gain variation term of the activation
function, (2) Calculating the gradient descent on error with
respect to the weights and gains values and (3) the determination
of the new search direction by exploiting the information
calculated by gradient descent in step (2) as well as the previous
search direction. The proposed method improved the training
efficiency of back propagation algorithm by adaptively modifying
the initial search direction. Performance of the proposed method
is demonstrated by comparing to the conjugate gradient algorithm
from neural network toolbox for the chosen benchmark. The
results show that the number of iterations required by the
proposed method to converge is less than 20% of what is required
by the standard conjugate gradient and neural network toolbox
algorithm.
Abstract: This paper deals with the conceptual design of the
new aeroelastic demonstrator for the whirl flutter simulation. The
paper gives a theoretical background of the whirl flutter phenomenon
and describes the events of the whirl flutter occurrence in the
aerospace practice. The second part is focused on the experimental
research of the whirl flutter on aeroelastic similar models. Finally the
concept of the new aeroelastic demonstrator is described. The
demonstrator represents the wing and engine of the twin turboprop
commuter aircraft including a driven propeller. It allows the changes
of the main structural parameters influencing the whirl flutter
stability characteristics. It is intended for the experimental
investigation of the whirl flutter in the wind tunnel. The results will
be utilized for validation of analytical methods and software tools.
Abstract: This paper investigated the organizational
innovativeness of public listed housing developers in Malaysia. We
conceptualized organizational innovativeness as a multi-dimensional
construct consisting of 5 dimensions: market innovativeness, product
innovativeness, process innovativeness, behavior innovativeness and
strategic innovativeness. We carried out questionnaire survey with all
accessible public listed developers in Malaysia and received a 56
percent response. We found that the innovativeness of public listed
housing developers is low. The paper ends by providing some
explanations for the results.
Abstract: Using mini modules of Tmotes, it is possible to automate a small personal area network. This idea can be extended to large networks too by implementing multi-hop routing. Linking the various Tmotes using Programming languages like Nesc, Java and having transmitter and receiver sections, a network can be monitored. It is foreseen that, depending on the application, a long range at a low data transfer rate or average throughput may be an acceptable trade-off. To reduce the overall costs involved, an optimum number of Tmotes to be used under various conditions (Indoor/Outdoor) is to be deduced. By analyzing the data rates or throughputs at various locations of Tmotes, it is possible to deduce an optimal number of Tmotes for a specific network. This paper deals with the determination of optimum distances to reduce the cost and increase the reliability of the entire sensor network with Wireless Local Loop (WLL) capability.
Abstract: The aim of this paper is to present a new method
which can be used for progressive transmission of electrocardiogram
(ECG). The idea consists in transforming any ECG signal to an
image, containing one beat in each row. In the first step, the beats are
synchronized in order to reduce the high frequencies due to inter-beat
transitions. The obtained image is then transformed using a discrete
version of Radon Transform (DRT). Hence, transmitting the ECG,
leads to transmit the most significant energy of the transformed
image in Radon domain. For decoding purpose, the receptor needs to
use the inverse Radon Transform as well as the two synchronization
frames.
The presented protocol can be adapted for lossy to lossless
compression systems. In lossy mode we show that the compression
ratio can be multiplied by an average factor of 2 for an acceptable
quality of reconstructed signal. These results have been obtained on
real signals from MIT database.
Abstract: In present work, drying characteristics of fresh papaya (Carica papaya L.) was studied to understand the dehydration process and its behavior. Drying experiments were carried out by a laboratory scaled microwave-vacuum oven. The parameters affecting drying characteristics including operating modes (continuous, pulsed), microwave power (400 and 800 W), and vacuum pressure (20, 30, and 40 cmHg) were investigated. For pulsed mode, two levels of power-off time (60 and 120 s) were used while the power-on time was fixed at 60 s and the vacuum pressure was fixed at 40 cmHg. For both operating modes, the effects of drying conditions on drying time, drying rate, and effective diffusivity were investigated. The results showed high microwave power, high vacuum, and pulsed mode of 60 s-on/60 s-off favored drying rate as shown by the shorten drying time and increased effective diffusivity. The drying characteristics were then described by Page-s model, which showed a good agreement with experimental data.
Abstract: Computations with higher than the IEEE 754 standard double-precision (about 16 significant digits) are required recently. Although there are available software routines in Fortran and C for high-precision computation, users are required to implement such routines in their own computers with detailed knowledges about them. We have constructed an user-friendly online system for octupleprecision computation. In our Web system users with no knowledges about high-precision computation can easily perform octupleprecision computations, by choosing mathematical functions with argument(s) inputted, by writing simple mathematical expression(s) or by uploading C program(s). In this paper we enhance the Web system above by adding the facility of uploading Fortran programs, which have been widely used in scientific computing. To this end we construct converter routines in two stages.
Abstract: In this paper we present a method for gene ranking
from DNA microarray data. More precisely, we calculate the correlation
networks, which are unweighted and undirected graphs, from
microarray data of cervical cancer whereas each network represents
a tissue of a certain tumor stage and each node in the network
represents a gene. From these networks we extract one tree for
each gene by a local decomposition of the correlation network. The
interpretation of a tree is that it represents the n-nearest neighbor
genes on the n-th level of a tree, measured by the Dijkstra distance,
and, hence, gives the local embedding of a gene within the correlation
network. For the obtained trees we measure the pairwise similarity
between trees rooted by the same gene from normal to cancerous
tissues. This evaluates the modification of the tree topology due to
progression of the tumor. Finally, we rank the obtained similarity
values from all tissue comparisons and select the top ranked genes.
For these genes the local neighborhood in the correlation networks
changes most between normal and cancerous tissues. As a result
we find that the top ranked genes are candidates suspected to be
involved in tumor growth and, hence, indicates that our method
captures essential information from the underlying DNA microarray
data of cervical cancer.
Abstract: It is known that if harmonic spectra are decreased, then
acoustic noise also decreased. Hence, this paper deals with a new
random switching strategy using DSP TMS320F2812 to decrease the
harmonics spectra of single phase switched reluctance motor. The
proposed method which combines random turn-on, turn-off angle
technique and random pulse width modulation technique is shown. A
harmonic spread factor (HSF) is used to evaluate the random
modulation scheme. In order to confirm the effectiveness of the new
method, the experimental results show that the harmonic intensity of
output voltage for the proposed method is better than that for
conventional methods.
Abstract: Environmental factors affect agriculture production
productivity and efficiency resulted in changing of profit efficiency.
This paper attempts to estimate the impacts of environmental factors
to profitability of rice farmers in the Red River Delta of Vietnam. The
dataset was extracted from 349 rice farmers using personal
interviews. Both OLS and MLE trans-log profit functions were used
in this study. Five production inputs and four environmental factors
were included in these functions. The estimation of the stochastic
profit frontier with a two-stage approach was used to measure
profitability. The results showed that the profit efficiency was about
75% on the average and environmental factors change profit
efficiency significantly beside farm specific characteristics. Plant
disease, soil fertility, irrigation apply and water pollution were the
four environmental factors cause profit loss in rice production. The
result indicated that farmers should reduce household size, farm
plots, apply row seeding technique and improve environmental
factors to obtain high profit efficiency with special consideration is
given for irrigation water quality improvement.
Abstract: This research sought to discover the forms of
promotion and dissemination of traditional local wisdom that are
used to create occupations among the elderly at Noanmueng
Community, Muang Sub-District, Baan Doong District, Udornthani
Province. The criteria used to select the research sample group were:
having a role involved in the promotion and dissemination of
traditional local wisdom to create occupations among the elderly;
being an experienced person who the residents of Noanmueng
Community find trustworthy; and having lived in Noanmueng
Community for a long time so as to be able to see the development
and change that occurs. A total of 16 persons were thus selected. Data
was gathered through a qualitative study, using semi-structured indepth
interviews. The collected data was then summarized and
discussed according to the research objectives. Finally, the data was
presented in narrative format. Results found that the identifying
traditional local wisdom of the community (which grew from the
residents’ experience and beneficial usage in daily life, passed down
from generation to generation) was the weaving of cloth and
basketry. As for the manner of promotion and dissemination of
traditional local wisdom, these skills were passed down through
teaching by example to family members, relatives and others in the
community. This was largely the initiative of the elders or elderly
members of the community. In order for the promotion and
dissemination of traditional local wisdom to create occupations
among the elderly, the traditional local wisdom should be supported
in every way through participation of the community members. For
example, establish a museum of traditional local wisdom for the
collection of traditional local wisdom in various fields, both from the
past and present innovations. This would be a source of pride for the
community, simultaneously helping traditional local wisdom to
become widely known and to create income for the community’s
elderly. Additional ways include organizing exhibitions of products
made by traditional local wisdom, finding both domestic and
international markets, as well as building both domestic and
international networks aiming to find opportunities to market
products made by traditional local wisdom.
Abstract: Based on the feature of model disturbances and uncertainty being compensated dynamically in auto – disturbances-rejection-controller (ADRC), a new method using ADRC is proposed for the decoupling control of dispenser longitudinal movement in big flight envelope. Developed from nonlinear model directly, ADRC is especially suitable for dynamic model that has big disturbances. Furthermore, without changing the structure and parameters of the controller in big flight envelope, this scheme can simplify the design of flight control system. The simulation results in big flight envelope show that the system achieves high dynamic performance, steady state performance and the controller has strong robustness.
Abstract: This paper deals with a numerical analysis of the
transient response of composite beams with strain rate dependent
mechanical properties by use of a finite difference method. The
equations of motion based on Timoshenko beam theory are derived.
The geometric nonlinearity effects are taken into account with von
Kármán large deflection theory. The finite difference method in
conjunction with Newmark average acceleration method is applied to
solve the differential equations. A modified progressive damage
model which accounts for strain rate effects is developed based on
the material property degradation rules and modified Hashin-type
failure criteria and added to the finite difference model. The
components of the model are implemented into a computer code in
Mathematica 6. Glass/epoxy laminated composite beams with
constant and strain rate dependent mechanical properties under
dynamic load are analyzed. Effects of strain rate on dynamic
response of the beam for various stacking sequences, load and
boundary conditions are investigated.
Abstract: Today we tend to go back to the past to our root
relation to nature. Therefore in search of friendly spaces there are
elements of natural environment introduced as elements of spatial
composition. Though reinvented through the use of the new
substance such as greenery, water etc. made possible by state of the
art technologies, still, in principal, they remain the same. As a result,
sustainable design, based upon the recognized means of composition
in addition to the relation of architecture and urbanism vs. nature
introduces a new aesthetical values into architectural and urban
space.
Abstract: This paper presents a novel two-phase hybrid optimization algorithm with hybrid genetic operators to solve the optimal control problem of a single stage hybrid manufacturing system. The proposed hybrid real coded genetic algorithm (HRCGA) is developed in such a way that a simple real coded GA acts as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method is next employed to do fine tuning. The hybrid genetic operators involved in the proposed algorithm improve both the quality of the solution and convergence speed. The phase–1 uses conventional real coded genetic algorithm (RCGA), while optimisation by direct search and systematic reduction of the size of search region is employed in the phase – 2. A typical numerical example of an optimal control problem with the number of jobs varying from 10 to 50 is included to illustrate the efficacy of the proposed algorithm. Several statistical analyses are done to compare the validity of the proposed algorithm with the conventional RCGA and PSO techniques. Hypothesis t – test and analysis of variance (ANOVA) test are also carried out to validate the effectiveness of the proposed algorithm. The results clearly demonstrate that the proposed algorithm not only improves the quality but also is more efficient in converging to the optimal value faster. They can outperform the conventional real coded GA (RCGA) and the efficient particle swarm optimisation (PSO) algorithm in quality of the optimal solution and also in terms of convergence to the actual optimum value.
Abstract: This paper proposed a stiffness analysis method for a
3-PRS mechanism for welding thick aluminum plate using FSW
technology. In the molding process, elastic deformation of lead-screws
and links are taken into account. This method is based on the virtual
work principle. Through a survey of the commonly used stiffness
performance indices, the minimum and maximum eigenvalues of the
stiffness matrix are used to evaluate the stiffness of the 3-PRS
mechanism. Furthermore, A FEA model has been constructed to verify
the method. Finally, we redefined the workspace using the stiffness
analysis method.
Abstract: In this research, an aerobic composting method is
studied to reuse organic waste from rubber factory waste as soil fertilizer and to study the effect of cellulolytic microbial activator
(CMA) as the activator in the rubber factory waste composting. The
performance of the composting process was monitored as a function
of carbon and organic matter decomposition rate, temperature and
moisture content. The results indicate that the rubber factory waste is best composted with water hyacinth and sludge than composted
alone. In addition, the CMA is more affective when mixed with the rubber factory waste, water hyacinth and sludge since a good fertilizer is achieved. When adding CMA into the rubber factory
waste composted alone, the finished product does not achieve a
standard of fertilizer, especially the C/N ratio.
Finally, the finished products of composting rubber factory waste and water hyacinth and sludge (both CMA and without CMA), can be an environmental friendly alternative to solve the disposal problems of rubber factory waste. Since the C/N ratio, pH, moisture
content, temperature, and nutrients of the finished products are acceptable for agriculture use.
Abstract: The two-stage compensator designs of linear system are
investigated in the framework of the factorization approach. First, we
give “full feedback" two-stage compensator design. Based on this
result, various types of the two-stage compensator designs with partial
feedbacks are derived.