Abstract: With the implied volatility as an important factor in
financial decision-making, in particular in option pricing valuation,
and also the given fact that the pricing biases of Leland option pricing
models and the implied volatility structure for the options are related,
this study considers examining the implied adjusted volatility smile
patterns and term structures in the S&P/ASX 200 index options using
the different Leland option pricing models. The examination of the
implied adjusted volatility smiles and term structures in the
Australian index options market covers the global financial crisis in
the mid-2007. The implied adjusted volatility was found to escalate
approximately triple the rate prior the crisis.
Abstract: Selection of maize (Zea mays) hybrids with wide adaptability across diverse farming environments is important, prior to recommending them to achieve a high rate of hybrid adoption. Grain yield of 14 maize hybrids, tested in a randomized completeblock design with four replicates across 22 environments in Iran, was analyzed using site regression (SREG) stability model. The biplot technique facilitates a visual evaluation of superior genotypes, which is useful for cultivar recommendation and mega-environment identification. The objectives of this study were (i) identification of suitable hybrids with both high mean performance and high stability (ii) to determine mega-environments for maize production in Iran. Biplot analysis identifies two mega-environments in this study. The first mega-environments included KRM, KSH, MGN, DZF A, KRJ, DRB, DZF B, SHZ B, and KHM, where G10 hybrid was the best performing hybrid. The second mega-environment included ESF B, ESF A, and SHZ A, where G4 hybrid was the best hybrid. According to the ideal-hybrid biplot, G10 hybrid was better than all other hybrids, followed by the G1 and G3 hybrids. These hybrids were identified as best hybrids that have high grain yield and high yield stability. GGE biplot analysis provided a framework for identifying the target testing locations that discriminates genotypes that are high yielding and stable.
Abstract: Crucial information barely visible to the human eye is
often embedded in a series of low resolution images taken of the
same scene. Super resolution reconstruction is the process of
combining several low resolution images into a single higher
resolution image. The ideal algorithm should be fast, and should add
sharpness and details, both at edges and in regions without adding
artifacts. In this paper we propose a super resolution blind
reconstruction technique for linearly degraded images. In our
proposed technique the algorithm is divided into three parts an image
registration, wavelets based fusion and an image restoration. In this
paper three low resolution images are considered which may sub
pixels shifted, rotated, blurred or noisy, the sub pixel shifted images
are registered using affine transformation model; A wavelet based
fusion is performed and the noise is removed using soft thresolding.
Our proposed technique reduces blocking artifacts and also
smoothens the edges and it is also able to restore high frequency
details in an image. Our technique is efficient and computationally
fast having clear perspective of real time implementation.
Abstract: The operation performance of a valveless micro-pump
is strongly dependent on the shape of connected nozzle/diffuser and
Reynolds number. The aims of present work are to compare the
performance curves of micropump with the original straight
nozzle/diffuser and contoured nozzle/diffuser under different back
pressure conditions. The tested valveless micropumps are assembled
of five pieces of patterned PMMA plates with hot-embracing
technique. The structures of central chamber, the inlet/outlet
reservoirs and the connected nozzle/diffuser are fabricated with laser
cutting machine. The micropump is actuated with circular-type PZT
film embraced on the bottom of central chamber. The deformation of
PZT membrane with various input voltages is measured with a
displacement laser probe. A simple testing facility is also constructed
to evaluate the performance curves for comparison.
In order to observe the evaluation of low Reynolds number
multiple vortex flow patterns within the micropump during suction
and pumping modes, the unsteady, incompressible laminar
three-dimensional Reynolds-averaged Navier-Stokes equations are
solved. The working fluid is DI water with constant thermo-physical
properties. The oscillating behavior of PZT film is modeled with the
moving boundary wall in way of UDF program. With the dynamic
mesh method, the instants pressure and velocity fields are obtained
and discussed.Results indicated that the volume flow rate is not
monotony increased with the oscillating frequency of PZT film,
regardless of the shapes of nozzle/diffuser. The present micropump
can generate the maximum volume flow rate of 13.53 ml/min when
the operation frequency is 64Hz and the input voltage is 140 volts.
The micropump with contoured nozzle/diffuser can provide 7ml/min
flow rate even when the back pressure is up to 400 mm-H2O. CFD
results revealed that the flow central chamber was occupied with
multiple pairs of counter-rotating vortices during suction and
pumping modes. The net volume flow rate over a complete
oscillating periodic of PZT
Abstract: This study was investigated on sampling and
analyzing water quality in water reservoir & water tower installed in
two kind of residential buildings and school facilities. Data of water
quality was collected for correlation analysis with frequency of
sanitization of water reservoir through questioning managers of
building about the inspection charts recorded on equipment for water
reservoir. Statistical software packages (SPSS) were applied to the
data of two groups (cleaning frequency and water quality) for
regression analysis to determine the optimal cleaning frequency of
sanitization. The correlation coefficient (R) in this paper represented
the degree of correlation, with values of R ranging from +1 to -1.After
investigating three categories of drinking water users; this study found
that the frequency of sanitization of water reservoir significantly
influenced the water quality of drinking water. A higher frequency of
sanitization (more than four times per 1 year) implied a higher quality
of drinking water. Results indicated that sanitizing water reservoir &
water tower should at least twice annually for achieving the aim of
safety of drinking water.
Abstract: Ethanol is generally used as a therapeutic reagent against Hepatocellular carcinoma (HCC or hepatoma) worldwide, as it can induce Hepatocellular carcinoma cell apoptosis at low concentration through a multifactorial process regulated by several unknown proteins. This paper provides a simple and available proteomic strategy for exploring differentially expressed proteins in the apoptotic pathway. The appropriate concentrations of ethanol required to induce HepG2 cell apoptosis were first assessed by MTT assay, Gisma and fluorescence staining. Next, the central proteins involved in the apoptosis pathway processs were determined using 2D-PAGE, SDS-PAGE, and bio-software analysis. Finally the downregulation of two proteins, AFP and survivin, were determined by immunocytochemistry and reverse transcriptase PCR (RT-PCR) technology. The simple, useful method demonstrated here provides a new approach to proteomic analysis in key bio-regulating process including proliferation, differentiation, apoptosis, immunity and metastasis.
Abstract: This paper reports work done to improve the modeling of complex processes when only small experimental data sets are available. Neural networks are used to capture the nonlinear underlying phenomena contained in the data set and to partly eliminate the burden of having to specify completely the structure of the model. Two different types of neural networks were used for the application of pulping problem. A three layer feed forward neural networks, using the Preconditioned Conjugate Gradient (PCG) methods were used in this investigation. Preconditioning is a method to improve convergence by lowering the condition number and increasing the eigenvalues clustering. The idea is to solve the modified odified problem M-1 Ax= M-1b where M is a positive-definite preconditioner that is closely related to A. We mainly focused on Preconditioned Conjugate Gradient- based training methods which originated from optimization theory, namely Preconditioned Conjugate Gradient with Fletcher-Reeves Update (PCGF), Preconditioned Conjugate Gradient with Polak-Ribiere Update (PCGP) and Preconditioned Conjugate Gradient with Powell-Beale Restarts (PCGB). The behavior of the PCG methods in the simulations proved to be robust against phenomenon such as oscillations due to large step size.
Abstract: We have measured the pressure drop and convective
heat transfer coefficient of water – based AL(25nm),AL2O3(30nm)
and CuO(50nm) Nanofluids flowing through a uniform heated
circular tube in the fully developed laminar flow regime. The
experimental results show that the data for Nanofluids friction factor
show a good agreement with analytical prediction from the Darcy's
equation for single-phase flow. After reducing the experimental
results to the form of Reynolds, Rayleigh and Nusselt numbers. The
results show the local Nusselt number and temperature have
distribution with the non-dimensional axial distance from the tube
entry. Study decided that thenNanofluid as Newtonian fluids through
the design of the linear relationship between shear stress and the rate
of stress has been the study of three chains of the Nanofluid with
different concentrations and where the AL, AL2O3 and CuO – water
ranging from (0.25 - 2.5 vol %). In addition to measuring the four
properties of the Nanofluid in practice so as to ensure the validity of
equations of properties developed by the researchers in this area and
these properties is viscosity, specific heat, and density and found that
the difference does not exceed 3.5% for the experimental equations
between them and the practical. The study also demonstrated that the
amount of the increase in heat transfer coefficient for three types of
Nano fluid is AL, AL2O3, and CuO – Water and these ratios are
respectively (45%, 32%, 25%) with insulation and without insulation
(36%, 23%, 19%), and the statement of any of the cases the best
increase in heat transfer has been proven that using insulation is
better than not using it. I have been using three types of Nano
particles and one metallic Nanoparticle and two oxide Nanoparticle
and a statement, whichever gives the best increase in heat transfer.
Abstract: In this paper, a novel approach for the multidisciplinary design optimization (MDO) of complex mechatronic systems. This approach, which is a part of a global project aiming to include the MDO aspect inside an innovative design process. As a first step, the paper considers the MDO as a redesign approach which is limited to the parametric optimization. After defining and introducing the different keywords, the proposed method which is based on the V-Model which is commonly used in mechatronics.
Abstract: PCCI engines can reduce NOx and PM emissions
simultaneously without sacrificing thermal efficiency, but a low
combustion temperature resulting from early fuel injection, and
ignition occurring prior to TDC, can cause higher THC and CO
emissions and fuel consumption. In conclusion, it was found that the
PCCI combustion achieved by the 2-stage injection strategy with
optimized calibration factors (e.g. EGR rate, injection pressure, swirl
ratio, intake pressure, injection timing) can reduce NOx and PM
emissions simultaneously. This research works are expected to
provide valuable information conducive to a development of an
innovative combustion engine that can fulfill upcoming stringent
emission standards.
Abstract: One of the main advantages of the LO paradigm is to
allow the availability of good quality, shareable learning material
through the Web. The effectiveness of the retrieval process requires a
formal description of the resources (metadata) that closely fits the
user-s search criteria; in spite of the huge international efforts in this
field, educational metadata schemata often fail to fulfil this
requirement. This work aims to improve the situation, by the
definition of a metadata model capturing specific didactic features of
shareable learning resources. It classifies LOs into “teacher-oriented"
and “student-oriented" categories, in order to describe the role a LO
is to play when it is integrated into the educational process. This
article describes the model and a first experimental validation process
that has been carried out in a controlled environment.
Abstract: 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGR) catalyzes the conversion of HMG-CoA to mevalonate using NADPH and the enzyme is involved in rate-controlling step of mevalonate. Inhibition of HMGR is considered as effective way to lower cholesterol levels so it is drug target to treat hypercholesterolemia, major risk factor of cardiovascular disease. To discover novel HMGR inhibitor, we performed structure-based pharmacophore modeling combined with molecular dynamics (MD) simulation. Four HMGR inhibitors were used for MD simulation and representative structure of each simulation were selected by clustering analysis. Four structure-based pharmacophore models were generated using the representative structure. The generated models were validated used in virtual screening to find novel scaffolds for inhibiting HMGR. The screened compounds were filtered by applying drug-like properties and used in molecular docking. Finally, four hit compounds were obtained and these complexes were refined using energy minimization. These compounds might be potential leads to design novel HMGR inhibitor.
Abstract: In this paper, we propose novel algorithmic models
based on information fusion and feature transformation in crossmodal
subspace for different types of residue features extracted from
several intra-frame and inter-frame pixel sub-blocks in video
sequences for detecting digital video tampering or forgery. An
evaluation of proposed residue features – the noise residue features
and the quantization features, their transformation in cross-modal
subspace, and their multimodal fusion, for emulated copy-move
tamper scenario shows a significant improvement in tamper detection
accuracy as compared to single mode features without transformation
in cross-modal subspace.
Abstract: The effect of extraction solvent upon properties
of carrageenan from Eucheuma cottonii was studied. The
distilled water and KOH solution (concentration 0.1- 0.5N) were
used as the solvent. Extraction process was carried out in water
bath equipped by stirrer with constant speed of 275 rpm with a
constant ratio of seaweed weight to solvent volume ( 1:50 g/mL)
at 86oC for 45 minutes. The extract was then precipitated in 3
volume of 90% ethanol, oven dried at 60oC. Based on
experimental data, alkali significantly influenced yield and
properties of extracted carrageenan. The extracted carrageenan
was found to have essentially identical FTIR spectra to the
reference samples of kappa-carrageenan. Increasing the KOH
concentration led to carrageenan containing less sulfate content
and intrinsic viscosity. The gel strength increased along with the
increasing of KOH concentration. The decreasing of intrinsic
viscosity value indicates that a polymer degradation occurs
during alkali extraction.
Abstract: This paper explores the effectiveness of machine
learning techniques in detecting firms that issue fraudulent financial
statements (FFS) and deals with the identification of factors
associated to FFS. To this end, a number of experiments have been
conducted using representative learning algorithms, which were
trained using a data set of 164 fraud and non-fraud Greek firms in the
recent period 2001-2002. The decision of which particular method to
choose is a complicated problem. A good alternative to choosing
only one method is to create a hybrid forecasting system
incorporating a number of possible solution methods as components
(an ensemble of classifiers). For this purpose, we have implemented
a hybrid decision support system that combines the representative
algorithms using a stacking variant methodology and achieves better
performance than any examined simple and ensemble method. To
sum up, this study indicates that the investigation of financial
information can be used in the identification of FFS and underline the
importance of financial ratios.
Abstract: In single trial analysis, when using Principal
Component Analysis (PCA) to extract Visual Evoked Potential
(VEP) signals, the selection of principal components (PCs) is an
important issue. We propose a new method here that selects only
the appropriate PCs. We denote the method as selective eigen-rate
(SER). In the method, the VEP is reconstructed based on the rate
of the eigen-values of the PCs. When this technique is applied on
emulated VEP signals added with background
electroencephalogram (EEG), with a focus on extracting the
evoked P3 parameter, it is found to be feasible. The improvement
in signal to noise ratio (SNR) is superior to two other existing
methods of PC selection: Kaiser (KSR) and Residual Power (RP).
Though another PC selection method, Spectral Power Ratio (SPR)
gives a comparable SNR with high noise factors (i.e. EEGs), SER
give more impressive results in such cases. Next, we applied SER
method to real VEP signals to analyse the P3 responses for
matched and non-matched stimuli. The P3 parameters extracted
through our proposed SER method showed higher P3 response for
matched stimulus, which confirms to the existing neuroscience
knowledge. Single trial PCA using KSR and RP methods failed to
indicate any difference for the stimuli.
Abstract: Chronic conditions carry with them strong emotions
and often lead to charged relationships between patients and their
health providers and, by extension, patients and health researchers.
Persons are both autonomous and relational and a purely cognitive
model of autonomy neglects the social and relational basis of chronic
illness. Ensuring genuine informed consent in research requires a
thorough understanding of how participants perceive a study and
their reasons for participation. Surveys may not capture the
complexities of reasoning that underlies study participation.
Contradictory reasons for participation, for instance an initial claim
of altruism as rationale and a subsequent claim of personal benefit
(therapeutic misconception), affect the quality of informed consent.
Individuals apply principles through the filter of personal values and
lived experience. Authentic autonomy, and hence authentic consent
to research, occurs within the context of patients- unique life
narratives and illness experiences.
Abstract: In this paper we propose a family of algorithms based
on 3rd and 4th order cumulants for blind single-input single-output
(SISO) Non-Minimum Phase (NMP) Finite Impulse Response (FIR)
channel estimation driven by non-Gaussian signal. The input signal
represents the signal used in 10GBASE-T (or IEEE 802.3an-2006)
as a Tomlinson-Harashima Precoded (THP) version of random
Pulse-Amplitude Modulation with 16 discrete levels (PAM-16). The
proposed algorithms are tested using three non-minimum phase
channel for different Signal-to-Noise Ratios (SNR) and for different
data input length. Numerical simulation results are presented to
illustrate the performance of the proposed algorithms.
Abstract: Grid composite structures have many applications in aerospace industry in which deal with transverse loadings abundantly. In present paper a stiffened composite cylindrical shell with clamped-free boundary condition under transverse end load experimentally and numerically was studied. Some electrical strain gauges were employed to measure the strains. Also a finite element analysis was done for validation of experimental result. The FEM software used was ANSYS11. In addition, the results between stiffened composite shell and unstiffened composite shell were compared. It was observed that intersection of two stiffeners has an important effect in decrease of stress in the shell. Fairly good agreements were observed between the numerical and the measured results. According to recent studies about grid composite structures, it should be noted that any investigation like this research has not been reported.
Abstract: In any distributed systems, process scheduling plays a
vital role in determining the efficiency of the system. Process scheduling algorithms are used to ensure that the components of the
system would be able to maximize its utilization and able to complete all the processes assigned in a specified period of time.
This paper focuses on the development of comparative simulator for distributed process scheduling algorithms. The objectives of the works that have been carried out include the development of the
comparative simulator, as well as to implement a comparative study
between three distributed process scheduling algorithms; senderinitiated,
receiver-initiated and hybrid sender-receiver-initiated
algorithms. The comparative study was done based on the Average Waiting Time (AWT) and Average Turnaround Time (ATT) of the
processes involved. The simulation results show that the performance of the algorithms depends on the number of nodes in the system.