Abstract: This research seeks to investigate the frequency and
profitability of index arbitrage opportunities involving the SET50
futures, SET50 component stocks, and the ThaiDEX SET50 ETF
(ticker symbol: TDEX). In particular, the frequency and profit of
arbitrage are measured in the following three arbitrage tests: (1)
SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs.
SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50
component stocks are investigated. For tests (2) and (3), the problems
involve conic optimization and quadratic programming as subproblems.
This research is first to apply conic optimization and
quadratic programming techniques in the context of index arbitrage
and is first to investigate such index arbitrage in the Thai equity and
derivatives markets. Thus, the contribution of this study is twofold.
First, its results would help understand the contribution of the
derivatives securities to the efficiency of the Thai markets. Second,
the methodology employed in this study can be applied to other
geographical markets, with minor adjustments.
Abstract: An alternative approach to the use of Discrete Fourier
Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction
is the use of parametric modeling technique. This method
is suitable for problems in which the image can be modeled by
explicit known source functions with a few adjustable parameters.
Despite the success reported in the use of modeling technique as an
alternative MRI reconstruction technique, two important problems
constitutes challenges to the applicability of this method, these are
estimation of Model order and model coefficient determination. In
this paper, five of the suggested method of evaluating the model
order have been evaluated, these are: The Final Prediction Error
(FPE), Akaike Information Criterion (AIC), Residual Variance (RV),
Minimum Description Length (MDL) and Hannan and Quinn (HNQ)
criterion. These criteria were evaluated on MRI data sets based on the
method of Transient Error Reconstruction Algorithm (TERA). The
result for each criterion is compared to result obtained by the use of a
fixed order technique and three measures of similarity were evaluated.
Result obtained shows that the use of MDL gives the highest measure
of similarity to that use by a fixed order technique.
Abstract: Electromagnetic flowmeters with DC excitation are used for a wide range of fluid measurement tasks, but are rarely found in dosing applications with short measurement cycles due to the achievable accuracy. This paper will identify a number of factors that influence the accuracy of this sensor type when used for short-term measurements. Based on these results a new signal-processing algorithm will be described that overcomes the identified problems to some extend. This new method allows principally a higher accuracy of electromagnetic flowmeters with DC excitation than traditional methods.
Abstract: Electricity market activities and a growing demand for electricity have led to heavily stressed power systems. This requires operation of the networks closer to their stability limits. Power system operation is affected by stability related problems, leading to unpredictable system behavior. Voltage stability refers to the ability of a power system to sustain appropriate voltage levels through large and small disturbances. Steady-state voltage stability is concerned with limits on the existence of steady-state operating points for the network. FACTS devices can be utilized to increase the transmission capacity, the stability margin and dynamic behavior or serve to ensure improved power quality. Their main capabilities are reactive power compensation, voltage control and power flow control. Among the FACTS controllers, Static Var Compensator (SVC) provides fast acting dynamic reactive compensation for voltage support during contingency events. In this paper, voltage stability assessment with appropriate representations of tap-changer transformers and SVC is investigated. Integrating both of these devices is the main topic of this paper. Effect of the presence of tap-changing transformers on static VAR compensator controller parameters and ratings necessary to stabilize load voltages at certain values are highlighted. The interrelation between transformer off nominal tap ratios and the SVC controller gains and droop slopes and the SVC rating are found. P-V curves are constructed to calculate loadability margins.
Abstract: The rapid expansion of the web is causing the
constant growth of information, leading to several problems such as
increased difficulty of extracting potentially useful knowledge. Web
content mining confronts this problem gathering explicit information
from different web sites for its access and knowledge discovery.
Query interfaces of web databases share common building blocks.
After extracting information with parsing approach, we use a new
data mining algorithm to match a large number of schemas in
databases at a time. Using this algorithm increases the speed of
information matching. In addition, instead of simple 1:1 matching,
they do complex (m:n) matching between query interfaces. In this
paper we present a novel correlation mining algorithm that matches
correlated attributes with smaller cost. This algorithm uses Jaccard
measure to distinguish positive and negative correlated attributes.
After that, system matches the user query with different query
interfaces in special domain and finally chooses the nearest query
interface with user query to answer to it.
Abstract: Due to the Rapid Urbanization in China, the influence of metropolises to surrounding areas grows by a tremendous speed in developed region. One of the most obvious influences is the expansion of the urban built-up areas which covers the land belongs to small towns. Around metropolitan fringe, the boundary between city and village becomes more and more obscure. So being the most sensitive area, the small towns on the fringe of metropolises have the special meaning on the research into the small towns- development. This paper chooses Sandun Town in Hangzhou of Zhejiang Province as an example, emphatically focus on aspects such as the central area proliferation, the industrial shift, the position effect, the subway effect and the commercial development, reviews a few problems of small towns in the future and the important problems in their planning by the analysis of the characteristics of the present conditions and the developing motive mechanism, so that guides small towns to develop properly by liking with these small towns and center metropolises.
Abstract: Although the level crossing concept has been the subject of intensive investigation over the last few years, certain problems of great interest remain unsolved. One of these concern is distribution of threshold levels. This paper presents a new threshold level allocation schemes for level crossing based on nonuniform sampling. Intuitively, it is more reasonable if the information rich regions of the signal are sampled finer and those with sparse information are sampled coarser. To achieve this objective, we propose non-linear quantization functions which dynamically assign the number of quantization levels depending on the importance of the given amplitude range. Two new approaches to determine the importance of the given amplitude segment are presented. The proposed methods are based on exponential and logarithmic functions. Various aspects of proposed techniques are discussed and experimentally validated. Its efficacy is investigated by comparison with uniform sampling.
Abstract: As a result of the high cost of housing, the increasing population is forced to live in substandard housing and unhealthy conditions giving rise to poor residential neighborhoods. The paper examines the causes and characteristics of poor residential neighborhood. The paper finds the problems that have influence poor neighborhoods to; poverty, growth of informal sector and housing shortage. The paper asserts that poor residential neighborhoods have adverse effects on the people.
The secondary data was obtained from books, journals and seminar papers while primary data relating to building and environmental quality from structured questionnaire administered on sample of 500 household heads, from sampling frame of 5000 housing units.
The study reveals that majority of the respondents are poor and employed in informal sector. The paper suggests urban renewal and slum upgrading programs as methods in dealing with the situation and an improvement in the socio-economic circumstances of the inhabitants.
Abstract: A logic model for analyzing complex systems- stability
is very useful to many areas of sciences. In the real world, we are
enlightened from some natural phenomena such as “biosphere", “food
chain", “ecological balance" etc. By research and practice, and taking
advantage of the orthogonality and symmetry defined by the theory of
multilateral matrices, we put forward a logic analysis model of
stability of complex systems with three relations, and prove it by
means of mathematics. This logic model is usually successful in
analyzing stability of a complex system. The structure of the logic
model is not only clear and simple, but also can be easily used to
research and solve many stability problems of complex systems. As an
application, some examples are given.
Abstract: A potentially serious problem with current payment systems is that their underlying hard problems from number theory may be solved by either a quantum computer or unanticipated future advances in algorithms and hardware. A new quantum payment system is proposed in this paper. The suggested system makes use of fundamental principles of quantum mechanics to ensure the unconditional security without prior arrangements between customers and vendors. More specifically, the new system uses Greenberger-Home-Zeilinger (GHZ) states and Quantum Key Distribution to authenticate the vendors and guarantee the transaction integrity.
Abstract: Most standard software development methodologies
are often not applied to software projects in many developing
countries of the world. The approach generally practice is close to
what eXtreme Programming (XP) is likely promoting, just keep
coding and testing as the requirement evolves. XP is an agile
software process development methodology that has inherent
capability for improving efficiency of Business Software
Development (BSD). XP can facilitate Business-to-Development
(B2D) relationship due to its customer-oriented advocate. From
practitioner point of view, we applied XP to BSD and result shows
that customer involvement has positive impact on productivity, but
can as well frustrate the success of the project. In an effort to
promote software engineering practice in developing countries of
Africa, we present the experiment performed, lessons learned,
problems encountered and solution adopted in applying XP
methodology to BSD.
Abstract: This paper presents a conceptual model of agreement
options on negotiation support for civil engineering decision. The
negotiation support facilitates the solving of group choice decision
making problems in civil engineering decision to reduce the impact
of mud volcano disaster in Sidoarjo, Indonesia. The approach based
on application of analytical hierarchy process (AHP) method for
multi criteria decision on three level of decision hierarchy.
Decisions for reducing impact is very complicated since many
parties involved in a critical time. Where a number of stakeholders
are involved in choosing a single alternative from a set of solution
alternatives, there are different concern caused by differing
stakeholder preferences, experiences, and background. Therefore, a
group choice decision support is required to enable each stakeholder
to evaluate and rank the solution alternatives before engaging into
negotiation with the other stakeholders. Such civil engineering
solutions as alternatives are referred to as agreement options that are
determined by identifying the possible stakeholder choice, followed
by determining the optimal solution for each group of stakeholder.
Determination of the optimal solution is based on a game theory
model of n-person general sum game with complete information that
involves forming coalitions among stakeholders.
Abstract: This paper discusses ways to foster cooperative learning through the integration of online communication technology. While the education experts believe constructivism produces a more positive learning experience, the educators are still facing problems in getting students to participate due to numerous reasons such as shy personality, language and cultural barriers. This paper will look into the factors that lead to lack of participations among students and how technology can be implemented to overcome these issues.
Abstract: The one of best robust search technique on large scale
search area is heuristic and meta heuristic approaches. Especially in
issue that the exploitation of combinatorial status in the large scale
search area prevents the solution of the problem via classical
calculating methods, so such problems is NP-complete. in this
research, the problem of winner determination in combinatorial
auctions have been formulated and by assessing older heuristic
functions, we solve the problem by using of genetic algorithm and
would show that this new method would result in better performance
in comparison to other heuristic function such as simulated annealing
greedy approach.
Abstract: The number of people using SNS with their mobile devices is soaring. This research focuses on the Twitter service that has the most third-party applications and delved into the fact that there were not sufficient studies on the UX design aspects of Twitter applications. Among social network services which have emerged as a major social topic lately, this research try to analyze the UX design of the Twitter application which is also called micro-blogging service. Therefore this research sets its goal to draw components of the UX design aspect of the Tweeter application on which there are not enough analysis yet. Moreover, this research suggests improvement of mobile application which will assure better users- experience. In order to analyze the UX design aspect of the mobile twitter application, with relevant document and user research, evaluating factors of the UX Design which would affect users- experience were organized. The subjects for cases were selected among six paid and free social networking applications that had been consistently ranked from 1st to 100th in the Korean application store during May, 2012 after closely monitoring the rank. From May 15th to May 11th in 2012, in accordance with the evaluating standard, surveys were conducted in a form of interviews with 20 subjects who have used the Twitter application to find out problems and solutions for the UX design of the mobile Twitter application.
Abstract: A novel method of individual level adaptive mutation rate control called the rank-scaled mutation rate for genetic algorithms is introduced. The rank-scaled mutation rate controlled genetic algorithm varies the mutation parameters based on the rank of each individual within the population. Thereby the distribution of the fitness of the papulation is taken into consideration in forming the new mutation rates. The best fit mutate at the lowest rate and the least fit mutate at the highest rate. The complexity of the algorithm is of the order of an individual adaptation scheme and is lower than that of a self-adaptation scheme. The proposed algorithm is tested on two common problems, namely, numerical optimization of a function and the traveling salesman problem. The results show that the proposed algorithm outperforms both the fixed and deterministic mutation rate schemes. It is best suited for problems with several local optimum solutions without a high demand for excessive mutation rates.
Abstract: Evolvable hardware (EHW) is a developing field that
applies evolutionary algorithm (EA) to automatically design circuits,
antennas, robot controllers etc. A lot of research has been done in this
area and several different EAs have been introduced to tackle
numerous problems, as scalability, evolvability etc. However every
time a specific EA is chosen for solving a particular task, all its
components, such as population size, initialization, selection
mechanism, mutation rate, and genetic operators, should be selected
in order to achieve the best results. In the last three decade the
selection of the right parameters for the EA-s components for solving
different “test-problems" has been investigated. In this paper the
behaviour of mutation rate for designing logic circuits, which has not
been done before, has been deeply analyzed. The mutation rate for an
EHW system modifies the number of inputs of each logic gates, the
functionality (for example from AND to NOR) and the connectivity
between logic gates. The behaviour of the mutation has been
analyzed based on the number of generations, genotype redundancy
and number of logic gates for the evolved circuits. The experimental
results found provide the behaviour of the mutation rate during
evolution for the design and optimization of simple logic circuits.
The experimental results propose the best mutation rate to be used for
designing combinational logic circuits. The research presented is
particular important for those who would like to implement a
dynamic mutation rate inside the evolutionary algorithm for evolving
digital circuits. The researches on the mutation rate during the last 40
years are also summarized.
Abstract: Disposal of health-care waste (HCW) is considered as
an important environmental problem especially in large cities.
Multiple criteria decision making (MCDM) techniques are apt to deal
with quantitative and qualitative considerations of the health-care
waste management (HCWM) problems. This research proposes a
fuzzy multi-criteria group decision making approach with a multilevel
hierarchical structure including qualitative as well as
quantitative performance attributes for evaluating HCW disposal
alternatives for Istanbul. Using the entropy weighting method,
objective weights as well as subjective weights are taken into account
to determine the importance weighting of quantitative performance
attributes. The results obtained using the proposed methodology are
thoroughly analyzed.
Abstract: In this communication a quantitative modeling
approach is applied to construct model for the exchange of gases
from open sewer channel to the atmosphere. The data for the
exchange of gases of the open sewer channel for the year January
1979 to December 2006 is utilized for the construction of the model.
The study reveals that stream flow of the open sewer channel
exchanges the toxic gases continuously with time varying scale. We
find that the quantitative modeling approach is more parsimonious
model for these exchanges. The usual diagnostic tests are applied for
the model adequacy. This model is beneficial for planner and
managerial bodies for the improvement of implemented policies to
overcome future environmental problems.
Abstract: Global climate change has become the preeminent
threat to human security in the 21st century. From mitigation perspective, this study aims to evaluate the performance of biogas
renewable project under clean development mechanism activities
(namely Korat-Waste-to-Energy) in Thailand and to assess local perceptions towards the significance of climate change mitigation and
sustainability of such project in their community. Questionnaire was
developed based on the national sustainable development criteria and
was distributed among systematically selected households within
project boundaries (n=260). Majority of the respondents strongly agreed with the reduction of odor problems (81%) and air pollution
(76%). However, they were unsure about greenhouse gas reduction from such project and ignorant about the key issues of climate change. A lesson learned suggested that there is a need to further
investigate the possible socio-psychological barriers may significantly shape public perception and understandings of climate
change in the local context.