Abstract: Unlike this study focused extensively on trading
behavior of option market, those researches were just taken their
attention to model-driven option pricing. For example, Black-Scholes
(B-S) model is one of the most famous option pricing models.
However, the arguments of B-S model are previously mentioned by
some pricing models reviewing. This paper following suggests the
importance of the dynamic character for option pricing, which is also
the reason why using the genetic algorithm (GA). Because of its
natural selection and species evolution, this study proposed a hybrid
model, the Genetic-BS model which combining GA and B-S to
estimate the price more accurate. As for the final experiments, the
result shows that the output estimated price with lower MAE value
than the calculated price by either B-S model or its enhanced one,
Gram-Charlier garch (G-C garch) model. Finally, this work would
conclude that the Genetic-BS pricing model is exactly practical.
Abstract: Developing a supply chain management (SCM) system is costly, but important. However, because of its complicated nature, not many of such projects are considered successful. Few research publications directly relate to key success factors (KSFs) for implementing a SCM system. Motivated by the above, this research proposes a hierarchy of KSFs for SCM system implementation in the semiconductor industry by using a two-step approach. First, the literature review indicates the initial hierarchy. The second step includes a focus group approach to finalize the proposed KSF hierarchy by extracting valuable experiences from executives and managers that actively participated in a project, which successfully establish a seamless SCM integration between the world's largest semiconductor foundry manufacturing company and the world's largest assembly and testing company. Future project executives may refer the resulting KSF hierarchy as a checklist for SCM system implementation in semiconductor or related industries.
Abstract: In contemporary global and dynamically developing environment there is a need of the strategic planning fundamental. It is complicated, but at the same time important process from the point of view of continual keeping of competitive advantage. The aim of the paper is formulation of strategic goals for the needs of the small enterprises. There will be used Balanced Scorecard as a balanced system of the indicators for the clearing and transferring vision into particular goals. In particular perspectives the theme will be focused on strategic goals. Consequently will be mention the concept of the competitiveness IDINMOSU. This connect to Balanced Scorecard.
Abstract: One of the most important causes of accidents is
driver fatigue. To reduce the accidental rate, the driver needs a
quick nap when feeling sleepy. Hence, searching for the minimum
time period of nap is a very challenging problem. The purpose of
this paper is twofold, i.e. to investigate the possible fastest time
period for nap and its relationship with stage 2 sleep, and to
develop an automatic stage 2 sleep detection and alarm device. The
experiment for this investigation is designed with 21 subjects. It
yields the result that waking up the subjects after getting into stage
2 sleep for 3-5 minutes can efficiently reduce the sleepiness.
Furthermore, the automatic stage 2 sleep detection and alarm
device yields the real-time detection accuracy of approximately
85% which is comparable with the commercial sleep lab system.
Abstract: This paper investigates experimentally and
analytically the torsion behavior of steel fibered high strength self
compacting concrete beams reinforced by GFRP bars. Steel fibered
high strength self compacting concrete (SFHSSCC) and GFRP bars
became in the recent decades a very important materials in the
structural engineering field. The use of GFRP bars to replace steel
bars has emerged as one of the many techniques put forward to
enhance the corrosion resistance of reinforced concrete structures.
High strength concrete and GFRP bars attract designers and
architects as it allows improving the durability as well as the esthetics
of a construction. One of the trends in SFHSSCC structures is to
provide their ductile behavior and additional goal is to limit
development and propagation of macro-cracks in the body of
SFHSSCC elements. SFHSSCC and GFRP bars are tough, improve
the workability, enhance the corrosion resistance of reinforced
concrete structures, and demonstrate high residual strengths after
appearance of the first crack. Experimental studies were carried out
to select effective fiber contents. Three types of volume fraction from
hooked shape steel fibers are used in this study, the hooked steel
fibers were evaluated in volume fractions ranging between 0.0%,
0.75% and 1.5%. The beams shape is chosen to create the required
forces (i.e. torsion and bending moments simultaneously) on the test
zone. A total of seven beams were tested, classified into three groups.
All beams, have 200cm length, cross section of 10×20cm,
longitudinal bottom reinforcement of 3
Abstract: Methane is the second most important greenhouse gas
(GHG) after carbon dioxide. Amount of methane emission from
energy sector is increasing day by day with various activities. In
present work, various sources of methane emission from upstream,
middle stream and downstream of oil & gas sectors are identified and
categorised as per IPCC-2006 guidelines. Data were collected from
various oil & gas sector like (i) exploration & production of oil & gas
(ii) supply through pipelines (iii) refinery throughput & production
(iv) storage & transportation (v) usage. Methane emission factors for
various categories were determined applying Tier-II and Tier-I
approach using the collected data. Total methane emission from
Indian Oil & Gas sectors was thus estimated for the year 1990 to
2007.
Abstract: In this paper we develop and analyze the model for
the spread of Leptospirosis by age group in Thailand, between 1997
and 2010 by using mathematical modeling and computer simulation.
Leptospirosis is caused by pathogenic spirochetes of the genus
Leptospira. It is a zoonotic disease of global importance and an
emerging health problem in Thailand. In Thailand, leptospirosis is a
reportable disease, the top three age groups are 23.31% in 35-44
years olds group, 22.76% in 25-34 year olds group, 17.60% in 45-54
year olds group from reported leptospirosis between 1997 and 2010,
with a peak in 35-44 year olds group. Our paper, the Leptosipirosis
transmission by age group in Thailand is studied on the mathematical
model. Some analytical and simulation results are presented.
Abstract: Cooperative learning has been defined as learners working together as a team to solve a problem to complete a task or to accomplish a common goal, which emphasizes the importance of interactions among members to promote the whole learning performance. With the popularity of society networks, cooperative learning is no longer limited to traditional classroom teaching activities. Since society networks facilitate to organize online learners, to establish common shared visions, and to advance learning interaction, the online community and online learning community have triggered the establishment of web-based societies. Numerous research literatures have indicated that the collaborative learning community is a critical issue to enhance learning performance. Hence, this paper proposes a learning community recommendation approach to facilitate that a learner joins the appropriate learning communities, which is based on k-nearest neighbor (kNN) classification. To demonstrate the viability of the proposed approach, the proposed approach is implemented for 117 students to recommend learning communities. The experimental results indicate that the proposed approach can effectively recommend appropriate learning communities for learners.
Abstract: Resistance of denial of service attacks is a key security requirement in voting protocols. Acquisti protocol plays an important role in development of internet voting protocols and claims its security without strong physical assumptions. In this study firstly Acquisti protocol is modeled in extended applied pi calculus, and then resistance of denial of service attacks is proved with ProVerif. The result is that it is not resistance of denial of service attacks because two denial of service attacks are found. Finally we give the method against the denial of service attacks.
Abstract: Iris localization is a very important approach in
biometric identification systems. Identification process usually is
implemented in three levels: iris localization, feature extraction, and
pattern matching finally. Accuracy of iris localization as the first step
affects all other levels and this shows the importance of iris
localization in an iris based biometric system. In this paper, we
consider Daugman iris localization method as a standard method,
propose a new method in this field and then analyze and compare the
results of them on a standard set of iris images. The proposed method
is based on the detection of circular edge of iris, and improved by
fuzzy circles and surface energy difference contexts. Implementation
of this method is so easy and compared to the other methods, have a
rather high accuracy and speed. Test results show that the accuracy of
our proposed method is about Daugman method and computation
speed of it is 10 times faster.
Abstract: The Zung self-depression scale and Beck Anxiety Inventory were used to study the depression and anxiety levels of Armenian Crohn's disease patients, as well as to reveal the relation between emotional status and placebo effect of these patients. Despite of registered high levels of depression and anxiety, the high placebo rate during investigations was described. The importance of use of psychotherapies for optimal outcomes during treatments of Crohn's disease is obvious.
Abstract: The reservoir of Kowsar dam supply water for
different usages such as aquaculture farms , drinking, agricultural and
industrial usages for some provinces in south of Iran. The Kowsar
dam is located next to the city of Dehdashat in Kohgiluye and
Boyerahmad province in southern Iran. There are some towns and
villages on the Kowsar dam watersheds, which Dehdasht and Choram
are the most important and populated twons in this area, which can to
be sources of pollution for water reservoir of the Kowsar dam . This
study was done to determine of water pollution of the Kowsar dam
reservoir which is one of the most important water resources of
Kohkiloye and Boyerahmad and Bushehr provinces in south-west
Iran. In this study , water samples during 12 months were collected to
examine Biochemical Oxygen Demand (BOD) and Dissolved
Oxygen(DO) as a criterion for evaluation of water pollution of the
reservoir. In summary ,the study has shown Maximum, average and
minimum levels of BOD have observed 25.9 ,9.15 and 2.3 mg/L
respectively and statistical parameters of data such as standard
deviation , variance and skewness have calculated 7.88, 62 and 1.54
respectively. Finally the results were compared with Iranian national
standards. Among the analyzed samples, as the maximum value of
BOD (25.9 mg/L) was observed at the May 2010 , was within the
maximum admissible limits by the Iranian standards.
Abstract: Natural ventilation has played an important role for
many low energy-building designs. It has been also noticed as a
essential subject to persistently bring the fresh cool air from the
outside into a building. This study carried out the computational fluid
dynamics (CFD)-based simulations to examine the natural ventilation
development of a work area in a public building. The simulated results
can be useful to better understand the indoor microclimate and the
interaction of wind with buildings. Besides, this CFD simulation
procedure can serve as an effective analysis tool to characterize the
airing performance, and thereby optimize the building ventilation for
strengthening the architects, planners and other decision makers on
improving the natural ventilation design of public buildings.
Abstract: The scale dependence of the strength of virtually homogeneous rock is usually considered to be insignificant but the spectrum of discontinuities plays a very important role for the strength of differently sized rock elements and also controls the rock creep strain. Large-scale load tests comprised recording of the creep strain rate that was found to be strongly retarded and negligible for stresses lower than about 1/3 of the failure load. For higher stresses creep took place according to a log time law representing secondary creep that ultimately changed to tertiary creep and failure.
Abstract: Drought is one of the most important natural disasters which is probable to occur in all regions with completely different climates and in addition to causing death. It results in many economic losses and social consequences. For this reason. Studying the effects and losses caused by drought which include limitation or shortage of agricultural and drinking water resources. Decreased rainfall and increased evapotranspiration. Limited plant growth and decreased agricultural products. Especially those of dry-farming. Lower levels of surface and ground waters and increased immigrations. Etc. in the country is statistical period (1988-2007) for six stations in Roudbar town were used for statistical analysis and calculating humid and dry years. The dependable rainfall index (DRI) was the main method used in this research. Results showed that during the said statistical period and also during the years 1996-1998 and 2007. more than half of the stations had faced drought. With consideration of the conducted studies. Drawing diagrams and comparing the available data with those of dry and humid years it was found that drought affected agricultural products (e.g.olive) in a way that during the year 1996 1996 drought. Olive groves of Roudbar suffered the greatest damages. Whereupon about 70% of the crops were lost.
Abstract: Many studies have been conducted for derivation of
attenuation relationships worldwide, however few relationships have
been developed to use for the seismic region of Iranian plateau and
only few of these studies have been conducted for derivation of
attenuation relationships for parameters such as uniform duration.
Uniform duration is the total time during which the acceleration is
larger than a given threshold value (default is 5% of PGA). In this
study, the database was same as that used previously by Ghodrati
Amiri et al. (2007) with same correction methods for earthquake
records in Iran. However in this study, records from earthquakes with
MS< 4.0 were excluded from this database, each record has
individually filtered afterward, and therefore the dataset has been
expanded. These new set of attenuation relationships for Iran are
derived based on tectonic conditions with soil classification into rock
and soil. Earthquake parameters were chosen to be
hypocentral distance and magnitude in order to make it easier to use
the relationships for seismic hazard analysis. Tehran is the capital
city of Iran wit ha large number of important structures. In this study,
a probabilistic approach has been utilized for seismic hazard
assessment of this city. The resulting uniform duration against return
period diagrams are suggested to be used in any projects in the area.
Abstract: The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.
Abstract: Modernizing legacy applications is the key issue facing IT managers today because there's enormous pressure on organizations to change the way they run their business to meet the new requirements. The importance of software maintenance and reengineering is forever increasing. Understanding the architecture of existing legacy applications is the most critical issue for maintenance and reengineering. The artifacts recovery can be facilitated with different recovery approaches, methods and tools. The existing methods provide static and dynamic set of techniques for extracting architectural information, but are not suitable for all users in different domains. This paper presents a simple and lightweight pattern extraction technique to extract different artifacts from legacy systems using regular expression pattern specifications with multiple language support. We used our custom-built tool DRT to recover artifacts from existing system at different levels of abstractions. In order to evaluate our approach a case study is conducted.
Abstract: Snow cover is an important phenomenon in
hydrology, hence modeling the snow accumulation and melting is an
important issue in places where snowmelt significantly contributes to
runoff and has significant effect on water balance. The physics-based
models are invariably distributed, with the basin disaggregated into
zones or grid cells. Satellites images provide valuable data to verify
the accuracy of spatially distributed model outputs. In this study a
spatially distributed physically based model (WetSpa) was applied to
predict snow cover and melting in the Latyan dam watershed in Iran.
Snowmelt is simulated based on an energy balance approach. The
model is applied and calibrated with one year of observed daily
precipitation, air temperature, windspeed, and daily potential
evaporation. The predicted snow-covered area is compared with
remotely sensed images (MODIS). The results show that simulated
snow cover area SCA has a good agreement with satellite image
snow cover area SCA from MODIS images. The model performance
is also tested by statistical and graphical comparison of simulated and
measured discharges entering the Latyan dam reservoir.
Abstract: all of religions free towards society in Kazakhstan. Considering that Islam is more widespread religion in the region, Islamic industry is developing sector of Economy. There are some new sectors of Halal (Islamic) industry, which have importance for state developing on the whole. One of the youngest sectors of Halal industry is Islamic tourism, which became an object of disputes and led to dilemma, such as Islamic tourism is a result of a Religious revival and Islamic tourism is a new trend of Tourism. The paper was written under the research project “Islam in modern Kazakhstan: the nature and outcome of the religious revival".