Forecasting Stock Price Manipulation in Capital Market

The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

To Be Smooth of The Interest and Output of Accepted Companies Stock at Negotiable Paper Exchange of Tehran

In this research relationship between to be smooth the interest and output of accepted companies stock at negotiable paper exchange of Tehran is studied. Static community capacity included 363 companies member of negotiable paper exchange of Tehran that 54 companies were, by considering research limitation, selected from 2004 to 2009. Needed data for model test in librarian method was chosen from RAH AVARDE NOVIN informative banks, TADBIR and collecting needed data was selected from Tehran negotiable paper exchange archive. Given results show that in spite of belief among people based on companies have more smooth interest have more output, but resulted outcomes of test-done reveals that there is no relation between smooth interest and stock output.

On the Design of Shape Memory Alloy Locking Mechanism: A Novel Solution for Laparoscopic Ligation Process

The blood ducts must be occluded to avoid loss of blood from vessels in laparoscopic surgeries. This paper presents a locking mechanism to be used in a ligation laparoscopic procedure (LigLAP I), as an alternative solution for a stapling procedure. Currently, stapling devices are being used to occlude vessels. Using these devices may result in some problems, including injury of bile duct, taking up a great deal of space behind the vessel, and bile leak. In this new procedure, a two-layer suture occludes a vessel. A locking mechanism is also required to hold the suture. Since there is a limited space at the device tip, a Shape Memory Alloy (SMA) actuator is used in this mechanism. Suitability for cleanroom applications, small size, and silent performance are among the advantages of SMA actuators in biomedical applications. An experimental study is conducted to examine the function of the locking mechanism. To set up the experiment, a prototype of a locking mechanism is built using nitinol, which is a nickel-titanium shape memory alloy. The locking mechanism successfully locks a polymer suture for all runs of the experiment. In addition, the effects of various surface materials on the applied pulling forces are studied. Various materials are mounted at the mechanism tip to compare the maximum pulling forces applied to the suture for each material. The results show that the various surface materials on the device tip provide large differences in the applied pulling forces.

Over-Height Vehicle Detection in Low Headroom Roads Using Digital Video Processing

In this paper we present a new method for over-height vehicle detection in low headroom streets and highways using digital video possessing. The accuracy and the lower price comparing to present detectors like laser radars and the capability of providing extra information like speed and height measurement make this method more reliable and efficient. In this algorithm the features are selected and tracked using KLT algorithm. A blob extraction algorithm is also applied using background estimation and subtraction. Then the world coordinates of features that are inside the blobs are estimated using a noble calibration method. As, the heights of the features are calculated, we apply a threshold to select overheight features and eliminate others. The over-height features are segmented using some association criteria and grouped using an undirected graph. Then they are tracked through sequential frames. The obtained groups refer to over-height vehicles in a scene.

A Novel FFT-Based Frequency Offset Estimator for OFDM Systems

This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.

The Potential Use of Nanofilters to Supply Potable Water in Persian Gulf and Oman Sea Watershed Basin

In a world worried about water resources with the shadow of drought and famine looming all around, the quality of water is as important as its quantity. The source of all concerns is the constant reduction of per capita quality water for different uses. Iran With an average annual precipitation of 250 mm compared to the 800 mm world average, Iran is considered a water scarce country and the disparity in the rainfall distribution, the limitations of renewable resources and the population concentration in the margins of desert and water scarce areas have intensified the problem. The shortage of per capita renewable freshwater and its poor quality in large areas of the country, which have saline, brackish or hard water resources, and the profusion of natural and artificial pollutant have caused the deterioration of water quality. Among methods of treatment and use of these waters one can refer to the application of membrane technologies, which have come into focus in recent years due to their great advantages. This process is quite efficient in eliminating multi-capacity ions; and due to the possibilities of production at different capacities, application as treatment process in points of use, and the need for less energy in comparison to Reverse Osmosis processes, it can revolutionize the water and wastewater sector in years to come. The article studied the different capacities of water resources in the Persian Gulf and Oman Sea watershed basins, and processes the possibility of using nanofiltration process to treat brackish and non-conventional waters in these basins.

A Trainable Neural Network Ensemble for ECG Beat Classification

This paper illustrates the use of a combined neural network model for classification of electrocardiogram (ECG) beats. We present a trainable neural network ensemble approach to develop customized electrocardiogram beat classifier in an effort to further improve the performance of ECG processing and to offer individualized health care. We process a three stage technique for detection of premature ventricular contraction (PVC) from normal beats and other heart diseases. This method includes a denoising, a feature extraction and a classification. At first we investigate the application of stationary wavelet transform (SWT) for noise reduction of the electrocardiogram (ECG) signals. Then feature extraction module extracts 10 ECG morphological features and one timing interval feature. Then a number of multilayer perceptrons (MLPs) neural networks with different topologies are designed. The performance of the different combination methods as well as the efficiency of the whole system is presented. Among them, Stacked Generalization as a proposed trainable combined neural network model possesses the highest recognition rate of around 95%. Therefore, this network proves to be a suitable candidate in ECG signal diagnosis systems. ECG samples attributing to the different ECG beat types were extracted from the MIT-BIH arrhythmia database for the study.

A Family of Affine Projection Adaptive Filtering Algorithms With Selective Regressors

In this paper we present a general formalism for the establishment of the family of selective regressor affine projection algorithms (SR-APA). The SR-APA, the SR regularized APA (SR-RAPA), the SR partial rank algorithm (SR-PRA), the SR binormalized data reusing least mean squares (SR-BNDR-LMS), and the SR normalized LMS with orthogonal correction factors (SR-NLMS-OCF) algorithms are established by this general formalism. We demonstrate the performance of the presented algorithms through simulations in acoustic echo cancellation scenario.

One-Dimensional Numerical Investigation of a Cylindrical Micro-Combustor Applying Electrohydrodynamics Effect

In this paper, a one-dimensional numerical approach is used to study the effect of applying electrohydrodynamics on the temperature and species mass fraction profiles along the microcombustor. Premixed mixture is H2-Air with a multi-step chemistry (9 species and 19 reactions). In the micro-scale combustion because of the increasing ratio of area-to-volume, thermal and radical quenching mechanisms are important. Also, there is a significant heat loss from the combustor walls. By inserting a number of electrodes into micro-combustor and applying high voltage to them corona discharge occurs. This leads in moving of induced ions toward natural molecules and colliding with them. So this phenomenon causes the movement of the molecules and reattaches the flow to the walls. It increases the velocity near the walls that reduces the wall boundary layer. Consequently, applying electrohydrodynamics mechanism can enhance the temperature profile in the microcombustor. Ultimately, it prevents the flame quenching in microcombustor.

Numerical Study of Cyclic Behavior of Shallow Foundations on Sand Reinforced with Geogrid and Grid-Anchor

When the foundations of structures under cyclic loading with amplitudes less than their permissible load, the concern exists often for the amount of uniform and non-uniform settlement of such structures. Storage tank foundations with numerous filling and discharging and railways ballast course under repeating transportation loads are examples of such conditions. This paper deals with the effects of using the new generation of reinforcements, Grid-Anchor, for the purpose of reducing the permanent settlement of these foundations under the influence of different proportions of the ultimate load. Other items such as the type and the number of reinforcements as well as the number of loading cycles are studied numerically. Numerical models were made using the Plaxis3D Tunnel finite element code. The results show that by using gridanchor and increasing the number of their layers in the same proportion as that of the cyclic load being applied, the amount of permanent settlement decreases up to 42% relative to unreinforced condition depends on the number of reinforcement layers and percent of applied load and the number of loading cycles to reach a constant value of dimensionless settlement decreases up to 20% relative to unreinforced condition.

A Study on the Effects of Thermodynamic Nonideality and Mass Transfer on Multi-phase Hydrodynamics Using CFD Methods

Considering non-ideal behavior of fluids and its effects on hydrodynamic and mass transfer in multiphase flow is very essential. Simulations were performed that takes into account the effects of mass transfer and mixture non-ideality on hydrodynamics reported by Irani et al. In this paper, by assuming the density of phases to be constant and Raullt-s law instead of using EOS and fugacity coefficient definition, respectively for both the liquid and gas phases, the importance of non-ideality effects on mass transfer and hydrodynamic behavior was studied. The results for a system of octane/propane (T=323 K, P =445 kpa) also indicated that the assumption of constant density in simulation had major role to diverse from experimental data. Furthermore, comparison between obtained results and the previous report indicated significant differences between experimental data and simulation results with more ideal assumptions.

A Numerical Simulation of Solar Distillation for Installation in Chabahar-Iran

The world demand for potable water is increasing every day with growing population. Desalination using solar energy is suitable for potable water production from brackish and seawater. In this paper, we present a theoretical study of solar distillation in a single basin under the open environmental conditions of Chabahar-Iran. The still has a base area of 2000mm×500mm with a glass cover inclined at 25° in order to obtain extra solar energy. We model the still and conduct its energy balance equations under minor assumptions. We computed the temperatures of glass cover, seawater interface, moist air and bottom using numerical method. The investigation addressed the following: The still productivity, distilled water salinity and still performance in terms of the still efficiency. Calculated still productivity in July was higher than December. So in this paper, we show that still productivity is directly functioning of solar radiation.

Matrix-Interleaved Serially Concatenated Block Codes for Speech Transmission in Fixed Wireless Communication Systems

In this paper, we study a class of serially concatenated block codes (SCBC) based on matrix interleavers, to be employed in fixed wireless communication systems. The performances of SCBC¬coded systems are investigated under various interleaver dimensions. Numerical results reveal that the matrix interleaver could be a competitive candidate over conventional block interleaver for frame lengths of 200 bits; hence, the SCBC coding based on matrix interleaver is a promising technique to be employed for speech transmission applications in many international standards such as pan-European Global System for Mobile communications (GSM), Digital Cellular Systems (DCS) 1800, and Joint Detection Code Division Multiple Access (JD-CDMA) mobile radio systems, where the speech frame contains around 200 bits.