Abstract: Every commercial bank optimises its asset portfolio
depending on the profitability of assets and chosen or imposed
constraints. This paper proposes and applies a stylized model for
optimising banks' asset and liability structure, reflecting profitability
of different asset categories and their risks as well as costs associated
with different liability categories and reserve requirements. The level
of detail for asset and liability categories is chosen to create a
suitably parsimonious model and to include the most important
categories in the model. It is shown that the most appropriate
optimisation criterion for the model is the maximisation of the ratio
of net interest income to assets. The maximisation of this ratio is
subject to several constraints. Some are accounting identities or
dictated by legislative requirements; others vary depending on the
market objectives for a particular bank. The model predicts variable
amount of assets allocated to loan provision.
Abstract: Image synthesis is an important area in image processing.
To synthesize images various systems are proposed in
the literature. In this paper, we propose a bio-inspired system to
synthesize image and to study the generating power of the system, we
define the class of languages generated by our system. We call image
as array in this paper. We use a primitive called iso-array to synthesize
image/array. The operation is double splicing on iso-arrays. The
double splicing operation is used in DNA computing and we use
this to synthesize image. A comparison of the family of languages
generated by the proposed self restricted double splicing systems on
iso-arrays with the existing family of local iso-picture languages is
made. Certain closure properties such as union, concatenation and
rotation are studied for the family of languages generated by the
proposed model.
Abstract: The demand of the energy management systems (EMS) set forth by modern power systems requires fast energy management systems. Contingency analysis is among the functions in EMS which is time consuming. In order to handle this limitation, this paper introduces agent based technology in the contingency analysis. The main function of agents is to speed up the performance. Negotiations process in decision making is explained and the issue set forth is the minimization of the operating costs. The IEEE 14 bus system and its line outage have been used in the research and simulation results are presented.
Abstract: In this paper, an improved technique for contingency
ranking using artificial neural network (ANN) is presented. The
proposed approach is based on multi-layer perceptrons trained by
backpropagation to contingency analysis. Severity indices in dynamic
stability assessment are presented. These indices are based on the
concept of coherency and three dot products of the system variables.
It is well known that some indices work better than others for a
particular power system. This paper along with test results using
several different systems, demonstrates that combination of indices
with ANN provides better ranking than a single index. The presented
results are obtained through the use of power system simulation
(PSS/E) and MATLAB 6.5 software.
Abstract: In Grid computing, a data transfer protocol called
GridFTP has been widely used for efficiently transferring a large volume
of data. Currently, two versions of GridFTP protocols, GridFTP
version 1 (GridFTP v1) and GridFTP version 2 (GridFTP v2), have
been proposed in the GGF. GridFTP v2 supports several advanced
features such as data streaming, dynamic resource allocation, and
checksum transfer, by defining a transfer mode called X-block mode.
However, in the literature, effectiveness of GridFTP v2 has not been
fully investigated. In this paper, we therefore quantitatively evaluate
performance of GridFTP v1 and GridFTP v2 using mathematical
analysis and simulation experiments. We reveal the performance
limitation of GridFTP v1, and quantitatively show effectiveness of
GridFTP v2. Through several numerical examples, we show that by
utilizing the data streaming feature, the average file transfer time of
GridFTP v2 is significantly smaller than that of GridFTP v1.
Abstract: Object-oriented programming is a wonderful way to
make programming of huge real life tasks much easier than by using
procedural languages. In order to teach those ideas to students, it
is important to find a good task that shows the advantages of OOprogramming
very naturally. This paper gives an example, the game
Battleship, which seems to work excellent for teaching the OO ideas
(using Java, [1], [2], [3], [4]).
A three-step task is presented for how to teach OO-programming
using just one example suitable to convey many of the OO ideas.
Observations are given at the end and conclusions about how the
whole teaching course worked out.
Abstract: The paper outlines the relevance of computational
geometry within the design and production process of architecture.
Based on two case studies, the digital chain - from the initial formfinding
to the final realization of spatial concepts - is discussed in
relation to geometric principles. The association with the fascinating
complexity that can be found in nature and its underlying geometry
was the starting point for both projects presented in the paper. The
translation of abstract geometric principles into a three-dimensional
digital design model – realized in Rhinoceros – was followed by a
process of transformation and optimization of the initial shape that
integrated aesthetic, spatial and structural qualities as well as aspects
of material properties and conditions of production.
Abstract: Heart-s electric field can be measured anywhere on
the surface of the body (ECG). When individuals touch, one person-s
ECG signal can be registered in other person-s EEG and elsewhere
on his body. Now, the aim of this study was to test the hypothesis
that physical contact (hand-holding) of two persons changes their
heart rate variability. Subjects were sixteen healthy female (age: 20-
26) which divided into eight sets. In each sets, we had two friends
that they passed intimacy test of J.sternberg. ECG of two subjects
(each set) acquired for 5 minutes before hand-holding (as control
group) and 5 minutes during they held their hands (as experimental
group). Then heart rate variability signals were extracted from
subjects' ECG and analyzed in linear feature space (time and
frequency domain) and nonlinear feature space. Considering the
results, we conclude that physical contact (hand-holding of two
friends) increases parasympathetic activity, as indicate by increase
SD1, SD1/SD2, HF and MF power (p
Abstract: The Pulsed Compression Reactor promises to be a
compact, economical and energy efficient alternative to conventional
chemical reactors.
In this article, the production of synthesis gas using the Pulsed
Compression Reactor is investigated. This is done experimentally as
well as with simulations. The experiments are done by means of a
single shot reactor, which replicates a representative, single
reciprocation of the Pulsed Compression Reactor with great control
over the reactant composition, reactor temperature and pressure and
temperature history. Simulations are done with a relatively simple
method, which uses different models for the chemistry and
thermodynamic properties of the species in the reactor. Simulation
results show very good agreement with the experimental data, and
give great insight into the reaction processes that occur within the
cycle.
Abstract: The zinc and iron environments in different growth
stages have been studied with EXAFS and XANES with Brookhaven
Synchrotron Light Source. Tissue samples included meat, organ,
vegetable, leaf, and yeast. The project studied the EXAFS and
XANES of tissue samples using Zn and Fe K-edges. Duck embryo
samples show that brain and intestine would contain shorter EXFAS
determined Zn-N/O bond; as with the cases of fresh yeast versus
reconstituted live yeast and green leaf versus yellow leaf. The
XANES Fourier transform characteristic-length would be useful as a
functionality index for selected types of tissue samples in various
physical states. The extension to the development of functional
synchrotron imaging for tissue engineering application based on
spectroscopic technique is discussed.
Abstract: As an adult man and woman love each other and come to have faith in each other as their spouse, they marry each other. Recently people-s economic life has become individualized and women are enjoying a high education level and increased participation in social activities, and these changes are creating environment favorable for single life. Thus, an increasing number of people are choosing celibacy, and many people prefer cohabitation to marriage. Nevertheless, marriage is still regarded as a must-to-do in our thought. Most of people throughout the world admit marriage as one of natural processes of life, and is an important passage rite in life that all people experience as we can see everywhere in the world despite the diversity of lifestyles. With regard to wedding ceremony, however, each country and culture has its own unique tradition and style of festival. It is not just a congratulatory ceremony but contains multiple concepts representing the age, country or culture. Moreover, the form and contents of wedding ceremony changes over time, and such features of wedding ceremony are well represented in films. This study took note of the fact that films reflect and reproduce each country-s historicity, culturality and analyzed four films, which are believed to show differences between Eastern and Western wedding ceremonies. The selected films are: A Perfect Match (2002), Marriage Is a Crazy Thing (2001), Bride Wars (2009) and 27 Dresses (2008). The author attempted to examine wedding ceremonies described in the four films, differences between the East and the West suggested by the films, and changes in their societies.
Abstract: Consumer electronics are pervasive. It is impossible to
imagine a household or office without DVD players, digital cameras,
printers, mobile phones, shavers, electrical toothbrushes, etc. All
these devices operate at different voltage levels ranging from 1.8 to
20 VDC, in the absence of universal standards. The voltages
available are however usually 120/230 VAC at 50/60 Hz. This
situation makes an individual electrical energy conversion system
necessary for each device. Such converters usually involve several
conversion stages and often operate with excessive losses and poor
reliability. The aim of the project presented in this paper is to design
and implement a multi-channel DC/DC converter system,
customizing the output voltage and current ratings according to the
requirements of the load. Distributed, multi-agent techniques will be
applied for the control of the DC/DC converters.
Abstract: For most image fusion algorithms separate
relationship by pixels in the image and treat them more or less
independently. In addition, they have to be adjusted different
parameters in different time or weather. In this paper, we propose a
region–based image fusion which combines aspects of feature and
pixel-level fusion method to replace only by pixel. The basic idea is
to segment far infrared image only and to add information of each
region from segmented image to visual image respectively. Then we
determine different fused parameters according different region. At
last, we adopt artificial neural network to deal with the problems of
different time or weather, because the relationship between fused
parameters and image features are nonlinear. It render the fused
parameters can be produce automatically according different states.
The experimental results present the method we proposed indeed
have good adaptive capacity with automatic determined fused
parameters. And the architecture can be used for lots of applications.
Abstract: The Beshar River is one aquatic ecosystem, which is
located next to the city of Yasuj in southern Iran. The Beshar river
has been contaminated by industrial factories such as effluent of
sugar factory, agricultural and other activities in this region such as,
Imam Sajjad hospital, drainage from agricultural farms, Yasuj urban
surface runoff and effluent of wastewater treatment plants ,specially
Yasuj waste water treatment plant. In order to evaluate the effects of
these pollutants on the quality of the Beshar river, five monitoring
stations were selected along its course. The first station is located
upstream of Yasuj near the Dehnow village; stations 2 to 4 are
located east, south and west of city; and the 5th station is located
downstream of Yasuj. Several water quality parameters were
sampled. These include pH, dissolved oxygen, biological oxygen
demand (BOD), temperature, conductivity, turbidity, total dissolved
solids and discharge or flow measurements. Water samples from the
five stations were collected and analyzed to determine the following
physicochemical parameters: EC, pH, T.D.S, T.H, No2, DO, BOD5,
COD during 2008 to 2010. The study shows that the BOD5 value of
station 1 is at a minimum (1.7 ppm) and increases downstream from
stations 2 to 4 to a maximum (11.6 ppm), and then decreases at
station 5. The DO values of station 1 is a maximum (8.45 ppm),
decreases downstream to stations 2 - 4 which are at a minimum (3.1
ppm), before increasing at station 5. The amount of BOD and TDS
are highest at the 4th station and the amount of DO is lowest at this
station, marking the 4th station as more highly polluted than the
other stations .This study shows average amount of the water quality
parameters in first year of sampling (2008) have had a better quality
relation to third year in 2010 because of recent drought in this region
and pollutant increasing .As the Beshar river path after 5th station
goes through the mountain area with more slope and flow velocity
,so the physicochemical parameters improve at the 5th station due to
pollutant degradation and dilution. Finally the point and nonpoint
pollutant sources of Beshar river were determined and compared to
the monitoring results.
Abstract: An array antenna system with innovative signal
processing can improve the resolution of a source direction of arrival
(DoA) estimation. High resolution techniques take the advantage of
array antenna structures to better process the incoming waves. They
also have the capability to identify the direction of multiple targets.
This paper investigates performance of the DOA estimation
algorithm namely; Capon and MUSIC on the uniform linear array
(ULA). The simulation results show that in Capon and MUSIC
algorithm the resolution of the DOA techniques improves as number
of snapshots, number of array elements, signal-to-noise ratio and
separation angle between the two sources θ increases.
Abstract: A new conserving approach in the context of Immersed Boundary Method (IBM) is presented to simulate one dimensional, incompressible flow in a moving boundary problem. The method employs control volume scheme to simulate the flow field. The concept of ghost node is used at the boundaries to conserve the mass and momentum equations. The Present method implements the conservation laws in all cells including boundary control volumes. Application of the method is studied in a test case with moving boundary. Comparison between the results of this new method and a sharp interface (Image Point Method) IBM algorithm shows a well distinguished improvement in both pressure and velocity fields of the present method. Fluctuations in pressure field are fully resolved in this proposed method. This approach expands the IBM capability to simulate flow field for variety of problems by implementing conservation laws in a fully Cartesian grid compared to other conserving methods.
Abstract: We analyze hand dexterity in Parkinson-s disease patients (PD) and control subjects using a natural manual transport task (moving an object from one place to another). Eight PD patients and ten control subjects performed the task repeatedly at maximum speed both in OFF and ON medicated status. The movement parameters and the grip and load forces were recorded by a single optoelectronic camera and force transducers built in the especially designed object. Using the force and velocity signals, ten subsequent phases of the transport movement were defined and their durations were measured. The outline of 3D optical measurement is presented to obtain more precise movement trajectory.
Abstract: Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.
Abstract: In wireless sensor networks,the mobile agent technology is used in data fusion. According to the node residual energy and the results of partial integration,we design the node clustering algorithm. Optimization of mobile agent in the routing within the cluster strategy for wireless sensor networks to further reduce the amount of data transfer. Through the experiments, using mobile agents in the integration process within the cluster can be reduced the path loss in some extent.
Abstract: This paper has presented research in progress
concerning the contribution of target costing approach to
achievement competitive price in the Iraqi firm. The title of the
paper is one of the subjects that get large concerns in the finance and
business world in the present time. That is because many competitive
firms have appeared in the regional and global markets and the rapid
changes that covered all fields of life. On the other hand, this paper
concentrated on lack knowledge of the industrial firms, regarding the
significant role of target cost for achieving the competitive prices.
The paper depends on the main supposition, using the competitive
price to get the target cost in the industrial firms. In order to achieve
competitive advantage in business world the firms should rely on
modern methods to manage cost and profit. From strategic
perspective the target cost achieves a so powerful competitive
advantage represented in cost reduction. Nevertheless the target cost
does not exclude the calculation and survey of costs during the
production process. Products- estimated costs are calculated and
compared with the target costs.