Downtrend Algorithm and Hedging Strategy in Futures Market

The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.

Lateral Behavior of Concrete

Lateral expansion is a factor defining the level of confinement in reinforced concrete columns. Therefore, predicting the lateral strain relationship with axial strain becomes an important issue. Measuring lateral strains in experiments is difficult and only few report experimental lateral strains. Among the existing analytical formulations, two recent models are compared with available test results in this paper with shortcomings highlighted. A new analytical model is proposed here for lateral strain axial strain relationship and is based on the supposition that the concrete behaves linear elastic in the early stages of loading and then nonlinear hardening up to the peak stress and then volumetric expansion. The proposal for the lateral strain axial strain relationship after the peak stress is mainly based on the hypothesis that the plastic lateral strain varies linearly with the plastic axial strain and it is shown that this is related to the lateral confinement level.

Fourth Order Accurate Free Convective Heat Transfer Solutions from a Circular Cylinder

Laminar natural-convective heat transfer from a horizontal cylinder is studied by solving the Navier-Stokes and energy equations using higher order compact scheme in cylindrical polar coordinates. Results are obtained for Rayleigh numbers of 1, 10, 100 and 1000 for a Prandtl number of 0.7. The local Nusselt number and mean Nusselt number are calculated and compared with available experimental and theoretical results. Streamlines, vorticity - lines and isotherms are plotted.

Multi Band Frequency Synthesizer Based on ISPD PLL with Adapted LC Tuned VCO

The 4G front-end transceiver needs a high performance which can be obtained mainly with an optimal architecture and a multi-band Local Oscillator. In this study, we proposed and presented a new architecture of multi-band frequency synthesizer based on an Inverse Sine Phase Detector Phase Locked Loop (ISPD PLL) without any filters and any controlled gain block and associated with adapted multi band LC tuned VCO using a several numeric controlled capacitive branches but not binary weighted. The proposed architecture, based on 0.35μm CMOS process technology, supporting Multi-band GSM/DCS/DECT/ UMTS/WiMax application and gives a good performances: a phase noise @1MHz -127dBc and a Factor Of Merit (FOM) @ 1MHz - 186dB and a wide band frequency range (from 0.83GHz to 3.5GHz), that make the proposed architecture amenable for monolithic integration and 4G multi-band application.

Carbon Nanotubes with Magnetic Particles

Magnetic carbon nanotubes composites were obtained by filling carbon nanotubes with paramagnetic iron oxide particles. Detailed investigation of magnetic behaviour of resulting composites was done at different temperatures. Measurements indicate that these functionalized nanotubes are superparamagnetic at room temperature; however, no superparamagnetism was observed at 125 K and 80 K. The blocking temperature TB was estimated at 145 K. These magnetic carbon nanotubes have the potential of being used in a wide range of applications, in particular, the production of nanofluids, which can be controlled and steered by appropriate magnetic fields.

One-Class Support Vector Machines for Protein-Protein Interactions Prediction

Predicting protein-protein interactions represent a key step in understanding proteins functions. This is due to the fact that proteins usually work in context of other proteins and rarely function alone. Machine learning techniques have been applied to predict protein-protein interactions. However, most of these techniques address this problem as a binary classification problem. Although it is easy to get a dataset of interacting proteins as positive examples, there are no experimentally confirmed non-interacting proteins to be considered as negative examples. Therefore, in this paper we solve this problem as a one-class classification problem using one-class support vector machines (SVM). Using only positive examples (interacting protein pairs) in training phase, the one-class SVM achieves accuracy of about 80%. These results imply that protein-protein interaction can be predicted using one-class classifier with comparable accuracy to the binary classifiers that use artificially constructed negative examples.

Information Retrieval: Improving Question Answering Systems by Query Reformulation and Answer Validation

Question answering (QA) aims at retrieving precise information from a large collection of documents. Most of the Question Answering systems composed of three main modules: question processing, document processing and answer processing. Question processing module plays an important role in QA systems to reformulate questions. Moreover answer processing module is an emerging topic in QA systems, where these systems are often required to rank and validate candidate answers. These techniques aiming at finding short and precise answers are often based on the semantic relations and co-occurrence keywords. This paper discussed about a new model for question answering which improved two main modules, question processing and answer processing which both affect on the evaluation of the system operations. There are two important components which are the bases of the question processing. First component is question classification that specifies types of question and answer. Second one is reformulation which converts the user's question into an understandable question by QA system in a specific domain. The objective of an Answer Validation task is thus to judge the correctness of an answer returned by a QA system, according to the text snippet given to support it. For validating answers we apply candidate answer filtering, candidate answer ranking and also it has a final validation section by user voting. Also this paper described new architecture of question and answer processing modules with modeling, implementing and evaluating the system. The system differs from most question answering systems in its answer validation model. This module makes it more suitable to find exact answer. Results show that, from total 50 asked questions, evaluation of the model, show 92% improving the decision of the system.

Performance Analysis of an Adaptive Threshold Hybrid Double-Dwell System with Antenna Diversity for Acquisition in DS-CDMA Systems

In this paper, we consider the analysis of the acquisition process for a hybrid double-dwell system with antenna diversity for DS-CDMA (direct sequence-code division multiple access) using an adaptive threshold. Acquisition systems with a fixed threshold value are unable to adapt to fast varying mobile communications environments and may result in a high false alarm rate, and/or low detection probability. Therefore, we propose an adaptively varying threshold scheme through the use of a cellaveraging constant false alarm rate (CA-CFAR) algorithm, which is well known in the field of radar detection. We derive exact expressions for the probabilities of detection and false alarm in Rayleigh fading channels. The mean acquisition time of the system under consideration is also derived. The performance of the system is analyzed and compared to that of a hybrid single dwell system.

Researches on Simulation and Validation of Airborne Enhanced Ground Proximity Warning System

In this paper, enhanced ground proximity warning simulation and validation system is designed and implemented. First, based on square grid and sub-grid structure, the global digital terrain database is designed and constructed. Terrain data searching is implemented through querying the latitude and longitude bands and separated zones of global terrain database with the current aircraft position. A combination of dynamic scheduling and hierarchical scheduling is adopted to schedule the terrain data, and the terrain data can be read and delete dynamically in the memory. Secondly, according to the scope, distance, approach speed information etc. to the dangerous terrain in front, and using security profiles calculating method, collision threat detection is executed in real-time, and provides caution and warning alarm. According to this scheme, the implementation of the enhanced ground proximity warning simulation system is realized. Simulations are carried out to verify a good real-time in terrain display and alarm trigger, and the results show simulation system is realized correctly, reasonably and stable.

Design a Biodegradable Hydrogel for Drug Delivery System

In this article, we synthesize a novel chitosan -based superabsorbent hydrogel via graft copolymerization of mixtures acrylic acid (AA) and N-vinyl pyrollidon onto chitosan backbones. The polymerization reaction was carried out in an aqueous medium and in the presence of ammonium persulfate (APS) as an initiator and N,N'-methylene bisacrylamide (MBA) as a crosslinker.The hydrogel structures were confirmed by FTIR spectroscopy. The swelling behavior of these absorbent polymers was also investigated in various salt solutions. Results indicated that the swelling capacity decreased with an increase in the ionic strength of the swelling medium. Furthermore, the swelling of superabsorbing hydrogels was examined in solutions with pH values ranging between 1.0 and 13.0. It showed a reversible pH-responsive behavior at pHs 2.0 and 8.0. This on-off switching behavior makes the synthesized hydrogels as an excellent candidate for controlled delivery of bioactive agents.

Application of HVOF Thermal Spraying inHigh Speed Gas Compressor Shafts

In this paper, the application of thermal spray coatings in high speed shafts by a revolution up to 23000 RPM has been studied. Gas compressor shafts are worn in contact zone with journal therefore will be undersized. Wear mechanisms of compressor shaft were identified. The predominant wear mechanism is abrasion wear. The worn surface was coated by hard WC-Co cermets using high velocity oxy fuel (HVOF) after preparation. The shafts were in satisfactory service in 8000h period. The metallurgical and Tribological studies has been made on the worn and coated shaft using optical microscopy, scanning electron microscopy (SEM) and X-ray diffraction.

A Discriminatory Rewarding Mechanism for Sybil Detection with Applications to Tor

This paper presents an economic game for sybil detection in a distributed computing environment. Cost parameters reflecting impacts of different sybil attacks are introduced in the sybil detection game. The optimal strategies for this game in which both sybil and non-sybil identities are expected to participate are devised. A cost sharing economic mechanism called Discriminatory Rewarding Mechanism for Sybil Detection is proposed based on this game. A detective accepts a security deposit from each active agent, negotiates with the agents and offers rewards to the sybils if the latter disclose their identity. The basic objective of the detective is to determine the optimum reward amount for each sybil which will encourage the maximum possible number of sybils to reveal themselves. Maintaining privacy is an important issue for the mechanism since the participants involved in the negotiation are generally reluctant to share their private information. The mechanism has been applied to Tor by introducing a reputation scoring function.

“FGM is with us Everyday“ Women and Girls Speak out about Female Genital Mutilation in the UK

There is inadequate information on the practice of female genital mutilation (FGM) in the UK, and there are often myths and perceptions within communities that influence the effectiveness of prevention programmes. This means it is difficult to address the trends and changes in the practice in the UK. To this end, FORWARD undertook novel and innovative research using the Participatory Ethnographic and Evaluative Research (PEER) method to explore the views of women from Eritrea, Sudan, Somalia and Ethiopia that live in London and Bristol (two UK cities). Women-s views, taken from PEER interviews, reflected reasons for continued practice of FGM: marriageability, the harnessing and control of female sexuality, and upholding traditions from their countries of origin. It was also clear that the main supporters of the practice were believed to be older women within families and communities. Women described the impact FGM was having on their lives as isolating. And although it was clearly considered a private and personal matter, they developed a real sense of connection with their peers within the research process. The women were overwhelmingly positive about combating the practice, although they believed it would probably take a while before it ends completely. They also made concrete recommendations on how to improve support services for women affected by FGM: Training for professionals (particularly in healthcare), increased engagement with, and outreach to, communities, culturally appropriate materials and information made available and accessible to communities, and more consequent implementation of legislation. Finally, the women asked for more empathy and understanding, particularly from health professionals. Rather than presenting FGM as a completely alien and inconceivable practice, it may help for those looking into these women-s lives and working with them to understand the social and economic context in which the practice takes place.

Computational Identification of Bacterial Communities

Stable bacterial polymorphism on a single limiting resource may appear if between the evolved strains metabolic interactions take place that allow the exchange of essential nutrients [8]. Towards an attempt to predict the possible outcome of longrunning evolution experiments, a network based on the metabolic capabilities of homogeneous populations of every single gene knockout strain (nodes) of the bacterium E. coli is reconstructed. Potential metabolic interactions (edges) are allowed only between strains of different metabolic capabilities. Bacterial communities are determined by finding cliques in this network. Growth of the emerged hypothetical bacterial communities is simulated by extending the metabolic flux balance analysis model of Varma et al [2] to embody heterogeneous cell population growth in a mutual environment. Results from aerobic growth on 10 different carbon sources are presented. The upper bounds of the diversity that can emerge from single-cloned populations of E. coli such as the number of strains that appears to metabolically differ from most strains (highly connected nodes), the maximum clique size as well as the number of all the possible communities are determined. Certain single gene deletions are identified to consistently participate in our hypothetical bacterial communities under most environmental conditions implying a pattern of growth-condition- invariant strains with similar metabolic effects. Moreover, evaluation of all the hypothetical bacterial communities under growth on pyruvate reveals heterogeneous populations that can exhibit superior growth performance when compared to the performance of the homogeneous wild-type population.

Maximum Water Hammer Sensitivity Analysis

Pressure waves and Water Hammer occur in a pumping system when valves are closed or opened suddenly or in the case of sudden failure of pumps. Determination of maximum water hammer is considered one of the most important technical and economical items of which engineers and designers of pumping stations and conveyance pipelines should take care. Hammer Software is a recent application used to simulate water hammer. The present study focuses on determining significance of each input parameter of the application relative to the maximum amount of water hammer estimated by the software. The study determines estimated maximum water hammer variations due to variations of input parameters including water temperature, pipe type, thickness and diameter, electromotor rpm and power, and moment of inertia of electromotor and pump. In our study, Kuhrang Pumping Station was modeled using WaterGEMS Software. The pumping station is characterized by total discharge of 200 liters per second, dynamic height of 194 meters and 1.5 kilometers of steel conveyance pipeline and transports water to Cheshme Morvarid for farmland irrigation. The model was run in steady hydraulic condition and transferred to Hammer Software. Then, the model was run in several unsteady hydraulic conditions and sensitivity of maximum water hammer to each input parameter was calculated. It is shown that parameters to which maximum water hammer is most sensitive are moment of inertia of pump and electromotor, diameter, type and thickness of pipe and water temperature, respectively.

A Simple Qos Scheduler for Mobile Wimax

WiMAX is defined as Worldwide Interoperability for Microwave Access by the WiMAX Forum, formed in June 2001 to promote conformance and interoperability of the IEEE 802.16 standard, officially known as WirelessMAN. The attractive features of WiMAX technology are very high throughput and Broadband Wireless Access over a long distance. A detailed simulation environment is demonstrated with the UGS, nrtPS and ertPS service classes for throughput, delay and packet delivery ratio for a mixed environment of fixed and mobile WiMAX. A simple mobility aspect is considered for the mobile WiMAX and the PMP mode of transmission is considered in TDD mode. The Network Simulator 2 (NS-2) is the tool which is used to simulate the WiMAX network scenario. A simple Priority Scheduler and Weighted Round Robin Schedulers are the WiMAX schedulers used in the research work

A Novel Digital Implementation of AC Voltage Controller for Speed Control of Induction Motor

In this paper a novel, simple and reliable digital firing scheme has been implemented for speed control of three-phase induction motor using ac voltage controller. The system consists of three-phase supply connected to the three-phase induction motor via three triacs and its control circuit. The ac voltage controller has three modes of operation depending on the shape of supply current. The performance of the induction motor differs in each mode where the speed is directly proportional with firing angle in two modes and inversely in the third one. So, the control system has to detect the current mode of operation to choose the correct firing angle of triacs. Three sensors are used to feed the line currents to control system to detect the mode of operation. The control strategy is implemented using a low cost Xilinx Spartan-3E field programmable gate array (FPGA) device. Three PI-controllers are designed on FPGA to control the system in the three-modes. Simulation of the system is carried out using PSIM computer program. The simulation results show stable operation for different loading conditions especially in mode 2/3. The simulation results have been compared with the experimental results from laboratory prototype.

Extending E-learning systems based on Clause-Rule model

E-Learning systems are used by many learners and teachers. The developer is developing the e-Learning system. However, the developer cannot do system construction to satisfy all of users- demands. We discuss a method of constructing e-Learning systems where learners and teachers can design, try to use, and share extending system functions that they want to use; which may be nally added to the system by system managers.

Pyrite from Zones of Mz-Kz Reactivation of Large Faults on the Eastern Slope of the Ural Mountains, Russia

Pyritisation halos are identified in weathering crusts and unconsolidated formations at five locations within large fault structure of the Urals’ eastern slope. Electron microscopy reveals the presence of inclusions and growths on pyrite faces – normally on cubic pyrite with striations, or combinations of cubes and other forms. Following neogenesis types are established: native elements and intermetallic compounds (including gold and silver), halogenides, sulphides, sulfosalts, tellurides, sulphotellurides, selenides, tungstates, sulphates, phosphates, carbon-based substances. Direct relationship is noted between amount and diversity of such mineral phases, and proximity to and scale of ore-grade mineralization. Gold and silver, both in native form and within tellurides, presence of lead (galena, native lead), native tungsten, and, possibly, molybdenite and sulfosalts can indicate gold-bearing formations. First find of native tungsten in the Urals is for the first time – in crystallised and druse-like form. Link is suggested between unusual mineralization and “reducing” hydrothermal fluids from deep-seated faults at later stages of Urals’ reactivation. 

Integration of Resistive Switching Memory Cell with Vertical Nanowire Transistor

We integrate TiN/Ni/HfO2/Si RRAM cell with a vertical gate-all-around (GAA) nanowire transistor to achieve compact 4F2 footprint in a 1T1R configuration. The tip of the Si nanowire (source of the transistor) serves as bottom electrode of the memory cell. Fabricated devices with nanowire diameter ~ 50nm demonstrate ultra-low current/power switching; unipolar switching with 10μA/30μW SET and 20μA/30μW RESET and bipolar switching with 20nA/85nW SET and 0.2nA/0.7nW RESET. Further, the switching current is found to scale with nanowire diameter making the architecture promising for future scaling.