Abstract: The goal of option pricing theory is to help the
investors to manage their money, enhance returns and control their
financial future by theoretically valuing their options. Modeling
option pricing by Black-School models with jumps guarantees to
consider the market movement. However, only numerical methods
can solve this model. Furthermore, not all the numerical methods
are efficient to solve these models because they have nonsmoothing
payoffs or discontinuous derivatives at the exercise price. In this
paper, the exponential time differencing (ETD) method is applied
for solving partial integrodifferential equations arising in pricing
European options under Merton’s and Kou’s jump-diffusion models.
Fast Fourier Transform (FFT) algorithm is used as a matrix-vector
multiplication solver, which reduces the complexity from O(M2)
into O(M logM). A partial fraction form of Pad`e schemes is used
to overcome the complexity of inverting polynomial of matrices.
These two tools guarantee to get efficient and accurate numerical
solutions. We construct a parallel and easy to implement a version
of the numerical scheme. Numerical experiments are given to show
how fast and accurate is our scheme.
Abstract: Teaching French as a foreign language usually implies teaching French literature, especially in higher education. Training university students in literary reading in a foreign language requires addressing several aspects at the same time: the (foreign) language, the poetic language, the aesthetic aspects of the studied works, and various interpretations of them. A pilot study sought to test a teaching model that would support students in learning to perform competent readings and short analyses of French literary works, in a rather independent manner. This shared practice paper describes the use of a flipped classroom method in two French literature courses, a campus course and an online course, and suggests that the teaching model may provide efficient tools for teaching literary reading and analysis in a foreign language. The teaching model builds on a high level of student activity and focuses on attentive reading, meta-perspectives such as theoretical concepts, individual analyses by students where said concepts are applied, and group discussions of the studied texts and of possible interpretations.
Abstract: This paper intends to study needs analysis of hearing-impaired students’ teachers in elementary schools all over Iran. The subjects of this study were 275 teachers who were teaching hearing-impaired students in elementary schools. The participants were selected by a quota sampling method. To collect the data, questionnaires of training needs consisting of 41 knowledge items and 31 performance items were used. The collected data were analyzed by using SPSS software in the form of descriptive analyses (frequency and mean) and inferential analyses (one sample t-test, paired t-test, independent t-test, and Pearson correlation coefficient). The findings of the study indicated that teachers generally have considerable needs in knowledge and performance domains. In 32 items out of the total 41 knowledge domain items and in the 27 items out of the total 31 performance domain items, the teachers had considerable needs. From the quantitative point of view, the needs of the performance domain were more than those of the knowledge domain, so they have to be considered as the first priority in training these teachers. There was no difference between the level of the needs of male and female teachers. There was a significant difference between the knowledge and performance domain needs and the teachers’ teaching experience, 0.354 and 0.322 respectively. The teachers who had been trained in working with hearing-impaired students expressed more training needs (both knowledge and performance).
Abstract: The purpose of the present study was to investigate the effectiveness of using motion graphics as a learning medium on training hearing aids maintenance skills to hearing-impaired children. The statistical population of this study consisted of all children with hearing loss in Ahvaz city, at age 4 to 7 years old. As the sample, 60, whom were selected by multistage random sampling, were randomly assigned to two groups; experimental (30 children) and control (30 children) groups. The research method was experimental and the design was pretest-posttest with the control group. The intervention consisted of a 2-minute motion graphics clip to train hearing aids maintenance skills. Data were collected using a 9-question researcher-made questionnaire. The data were analyzed by using one-way analysis of covariance. Results showed that the training of hearing aids maintenance skills with motion graphics was significantly effective for those children. The results of this study can be used by educators, teachers, professionals, and parents to train children with disabilities or normal students.
Abstract: Today, a consistent segment of the world’s population lives in urban areas, and this proportion will vastly increase in the next decades. Therefore, understanding the key trends in urbanization, likely to unfold over the coming years, is crucial to the implementation of sustainable urban strategies. In parallel, the daily amount of digital data produced will be expanding at an exponential rate during the following years. The analysis of various types of data sets and its derived applications have incredible potential across different crucial sectors such as healthcare, housing, transportation, energy, and education. Nevertheless, in city development, architects and urban planners appear to rely mostly on traditional and analogical techniques of data collection. This paper investigates the prospective of the data science field, appearing to be a formidable resource to assist city managers in identifying strategies to enhance the social, economic, and environmental sustainability of our urban areas. The collection of different new layers of information would definitely enhance planners' capabilities to comprehend more in-depth urban phenomena such as gentrification, land use definition, mobility, or critical infrastructural issues. Specifically, the research results correlate economic, commercial, demographic, and housing data with the purpose of defining the youth economic discomfort index. The statistical composite index provides insights regarding the economic disadvantage of citizens aged between 18 years and 29 years, and results clearly display that central urban zones and more disadvantaged than peripheral ones. The experimental set up selected the city of Rome as the testing ground of the whole investigation. The methodology aims at applying statistical and spatial analysis to construct a composite index supporting informed data-driven decisions for urban planning.
Abstract: In general, Covid-19 created many financial and non-financial damages to the economy and community. Level and severity of covid-19 as pandemic case varies over the region and due to different types of the projects. Covid-19 virus emerged as one of the most imperative risk management factors word-wide recently. Therefore, as part of portfolio management assessment, it is essential to evaluate severity of such risk on the project and program in portfolio management level to avoid any risky portfolio. Covid-19 appeared very effectively in South America, part of Europe and Middle East. Such pandemic infection affected the whole universe, due to lock down, interruption in supply chain management, health and safety requirements, transportations and commercial impacts. Therefore, this research proposes Analytical Hierarchy Process (AHP) to analyze and assess such pandemic case like Covid-19 and its impacts on the construction projects. The AHP technique uses four sub-criteria: Health and safety, commercial risk, completion risk and contractual risk to evaluate the project and program. The result will provide the decision makers with information which project has higher or lower risk in case of Covid-19 and pandemic scenario. Therefore, the decision makers can have most feasible solution based on effective weighted criteria for project selection within their portfolio to match with the organization’s strategies.
Abstract: Steel Metal Shear Wall is one of the most common and widely used energy dissipation systems in structures, which is used today as a damping system due to the increase in the construction of metal structures. In the present study, the shear wall of the steel plate with dimensions of 5×3 m and thickness of 0.024 m was modeled with 2 floors of total height from the base level with finite element method in Abaqus software. The loading is done as a concentrated load at the upper point of the shear wall on the second floor based on step type buckle. The mesh in the model is applied in two directions of length and width of the shear wall, equal to 0.02 and 0.033, respectively, and the mesh in the models is of sweep type. Finally, it was found that the steel plate shear wall with cavity (CSPSW) compared to the SPSW model, S (Mises), Smax (In-Plane Principal), Smax (In-Plane Principal-ABS), Smax (Min Principal) increased by 53%, 70%, 68% and 43%, respectively. The presence of cavities has led to an increase in the estimated stresses, but their presence has caused critical stresses and critical deformations created to be removed from the inner surface of the shear wall and transferred to the desired sections (regular cavities) which can be suggested as a solution in seismic design and improvement of the structure to transfer possible damage during the earthquake and storm to the desired and pre-designed location in the structure.
Abstract: The study and application of composite materials are a truly interdisciplinary endeavor that has been enriched by contributions from chemistry, physics, materials science, mechanics and manufacturing engineering. The understanding of the interface (or interphase) in composites is the central point of this interdisciplinary effort. From the early development of composite materials of various nature, the optimization of the interface has been of major importance. Even more important, the ideas linking the properties of composites to the interface structure are still emerging. In our study, we need a direct characterization of the interface; the micromechanical tests we are addressing seem to meet this objective and we chose to use two complementary tests simultaneously. The microindentation test that can be applied to real composites and the drop test, preferred to the pull-out because of the theoretical possibility of studying systems with high adhesion (which is a priori the case with our systems). These two tests are complementary because of the principle of the model specimen used for both the first "compression indentation" and the second whose fiber is subjected to tensile stress called the drop test. Comparing the results obtained by the two methods can therefore be rewarding.
Abstract: Noise estimation is essential in today wireless systems
for power control, adaptive modulation, interference suppression and
quality of service. Deep learning (DL) has already been applied in the
physical layer for modulation and signal classifications. Unacceptably
low accuracy of less than 50% is found to undermine traditional
application of DL classification for SNR prediction. In this paper,
we use divide-and-conquer algorithm and classifier fusion method
to simplify SNR classification and therefore enhances DL learning
and prediction. Specifically, multiple CNNs are used for classification
rather than a single CNN. Each CNN performs a binary classification
of a single SNR with two labels: less than, greater than or equal.
Together, multiple CNNs are combined to effectively classify over a
range of SNR values from −20 ≤ SNR ≤ 32 dB.We use pre-trained
CNNs to predict SNR over a wide range of joint channel parameters
including multiple Doppler shifts (0, 60, 120 Hz), power-delay
profiles, and signal-modulation types (QPSK,16QAM,64-QAM). The
approach achieves individual SNR prediction accuracy of 92%,
composite accuracy of 70% and prediction convergence one order
of magnitude faster than that of traditional estimation.
Abstract: This study aims at determining the extent to which occupant control of microenvironment influences, improves thermal sensation and comfort, and saves energy in spaces equipped with ceiling personalized ventilation (CPV) system assisted by chair fans (CF) and desk fans (DF) in 2 experiments in a climatic chamber equipped with two-station CPV systems, one that allows control of fan flow rate and the other is set to the fan speed of the selected participant in control. Each experiment included two participants each entering the cooled space from transitional environment at a conventional mixed ventilation (MV) at 24 °C. For CPV diffuser, fresh air was delivered at a rate of 20 Cubic feet per minute (CFM) and a temperature of 16 °C while the recirculated air was delivered at the same temperature but at a flow rate 150 CFM. The macroclimate air of the space was at 26 °C. The full speed flow rates for both the CFs and DFs were at 5 CFM and 20 CFM, respectively. Occupant 1 was allowed to operate the CFs or the DFs at (1/3 of the full speed, 2/3 of the full speed, and the full speed) while occupant 2 had no control on the fan speed and their fan speed was selected by occupant 1. Furthermore, a parametric study was conducted to study the effect of increasing the fresh air flow rate on the occupants’ thermal comfort and whole body sensations. The results showed that most occupants in the CPV+CFs, who did not control the CF flow rate, felt comfortable 6 minutes. The participants, who controlled the CF speeds, felt comfortable in around 24 minutes because they were preoccupied with the CFs. For the DF speed control experiments, most participants who did not control the DFs felt comfortable within the first 8 minutes. Similarly to the CPV+CFs, the participants who controlled the DF flow rates felt comfortable at around 26 minutes. When the CPV system was either supported by CFs or DFs, 93% of participants in both cases reached thermal comfort. Participants in the parametric study felt more comfortable when the fresh air flow rate was low, and felt cold when as the flow rate increased.
Abstract: Cold-start is a notoriously difficult problem which
can occur in recommendation systems, and arises when there is
insufficient information to draw inferences for users or items. To
address this challenge, a contextual bandit algorithm – the Fast
Approximate Bayesian Contextual Cold Start Learning algorithm
(FAB-COST) – is proposed, which is designed to provide improved
accuracy compared to the traditionally used Laplace approximation
in the logistic contextual bandit, while controlling both algorithmic
complexity and computational cost. To this end, FAB-COST uses
a combination of two moment projection variational methods:
Expectation Propagation (EP), which performs well at the cold
start, but becomes slow as the amount of data increases; and
Assumed Density Filtering (ADF), which has slower growth of
computational cost with data size but requires more data to obtain an
acceptable level of accuracy. By switching from EP to ADF when
the dataset becomes large, it is able to exploit their complementary
strengths. The empirical justification for FAB-COST is presented, and
systematically compared to other approaches on simulated data. In a
benchmark against the Laplace approximation on real data consisting
of over 670, 000 impressions from autotrader.co.uk, FAB-COST
demonstrates at one point increase of over 16% in user clicks. On
the basis of these results, it is argued that FAB-COST is likely to
be an attractive approach to cold-start recommendation systems in a
variety of contexts.
Abstract: The use of advanced methods has been increasing day by day in the maritime sector, which is one of the sectors least affected by the COVID-19 pandemic. It is aimed to minimize accidents, especially by using advanced methods in the investigation of marine accidents. This research aimed to conduct an exploratory statistical analysis of particular ship accidents in the Transport Safety Investigation Center of Turkey database. 46 ship accidents, which occurred between 2010-2018, have been selected from the database. In addition to the availability of a reliable and comprehensive database, taking advantage of the robust statistical models for investigation is critical to improving the safety of ships. Thus, descriptive analysis has been used in the research to identify causes and conditional factors related to different types of ship accidents. The research outcomes underline the fact that environmental factors and day and night ratio have great influence on ship safety.
Abstract: Here a methodology is considered aiming at evaluating the economic benefit of the provision of a primary frequency control unit using a Battery Energy Storage System (BESS). In this methodology, two control types (basic and hysteresis) are implemented and the corresponding minimum energy storage system power allowing to maintain the frequency drop inside a given threshold under a given contingency is identified and compared using DigSilent’s PowerFactory software. Following this step, the corresponding energy storage capacity (in MWh) is calculated. As PowerFactory is dedicated to dynamic simulation for transient analysis, a first order model related to the IEEE 9 bus grid used for the analysis under PowerFactory is characterized and implemented on MATLAB-Simulink. Primary frequency control is simulated using the two control types over one-month grid's frequency deviation data on this Simulink model. This simulation results in the energy throughput both basic and hysteresis BESSs. It emerges that the 15 minutes operation band of the battery capacity allocated to frequency control is sufficient under the considered disturbances. A sensitivity analysis on the width of the control deadband is then performed for the two control types. The deadband width variation leads to an identical sizing with the hysteresis control showing a better frequency control at the cost of a higher delivered throughput compared to the basic control. An economic analysis comparing the cost of the sized BESS to the potential revenues is then performed.
Abstract: Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.
Abstract: If a person can monitor his/her heart rate regularly then he/she can detect heart disease early and thus he/she can enjoy longer life span. Therefore, this disease should be taken seriously. Hence, many health care devices and monitoring systems are being designed to keep track of the heart disease. This work reports a design and simulation processes of an Arduino microcontroller based heart rate measurement and monitoring system in Proteus environment. Clipping sensors were utilized to sense the heart rate of an individual from the finger tips. It is a digital device and uses mainly infrared (IR) transmitter (mainly IR LED) and receiver (mainly IR photo-transistor or IR photo-detector). When the heart pumps the blood and circulates it among the blood vessels of the body, the changed blood pressure is detected by the transmitter and then reflected back to the receiver accordingly. The reflected signals are then processed inside the microcontroller through a software written assembly language and appropriate heart rate (HR) is determined by it in beats per minute (bpm) from the detected signal for a duration of 10 seconds and display the same in bpm on the LCD screen in digital format. The designed system was simulated on several persons with varying ages, for example, infants, adult persons and active athletes. Simulation results were found very satisfactory.
Abstract: The management of COVID-19 patients based on chest imaging is emerging as an essential tool for evaluating the spread of the pandemic which has gripped the global community. It has already been used to monitor the situation of COVID-19 patients who have issues in respiratory status. There has been increase to use chest imaging for medical triage of patients who are showing moderate-severe clinical COVID-19 features, this is due to the fast dispersal of the pandemic to all continents and communities. This article demonstrates the development of machine learning techniques for the test of COVID-19 patients using Chest X-Ray (CXR) images in nearly real-time, to distinguish the COVID-19 infection with a significantly high level of accuracy. The testing performance has covered a combination of different datasets of CXR images of positive COVID-19 patients, patients with viral and bacterial infections, also, people with a clear chest. The proposed AI scheme successfully distinguishes CXR scans of COVID-19 infected patients from CXR scans of viral and bacterial based pneumonia as well as normal cases with an average accuracy of 94.43%, sensitivity 95%, and specificity 93.86%. Predicted decisions would be supported by visual evidence to help clinicians speed up the initial assessment process of new suspected cases, especially in a resource-constrained environment.
Abstract: Understanding the concept of function has been important in mathematics education for many years. In this study, the models built by a group of five business administration and accounting undergraduate students when carrying out a population growth activity are analyzed. The theoretical framework is the Models and Modeling Perspective. The results show how the students included tables, graphics, and algebraic representations in their models. Using technology was useful to interpret, describe, and predict the situation. The first model, the students built to describe the situation, was linear. After that, they modified and refined their ways of thinking; finally, they created exponential growth. Modeling the activity was useful to deep on mathematical concepts such as covariation, rate of change, and exponential function also to differentiate between linear and exponential growth.
Abstract: In the last decade, with increasing tourism destinations and tourism growth, we are witnessing the widespread impacts of tourism on the economy, environment and society. Tourism and its related economy are now undergoing a transformation and as one of the key pillars of business economics, it plays a vital role in the world economy. Activities related to tourism and providing services appropriate to it in an area, like many economic sectors, require the necessary context on its origin. Given the importance of tourism industry and tourism potentials of Yazd province in Iran, it is necessary to use a proper procedure for prioritizing different areas for proper and efficient planning. One of the most important goals of planning is foresight and creating balanced development in different geographical areas. This process requires an accurate study of the areas and potential and actual talents, as well as evaluation and understanding of the relationship between the indicators affecting the development of the region. At the global and regional level, the development of tourist resorts and the proper distribution of tourism destinations are needed to counter environmental impacts and risks. The main objective of this study is the sustainable development of suitable tourism areas. Given that tourism activities in different territorial areas require operational zoning, this study deals with the evaluation of territorial tourism using concepts such as land use, fitness and sustainable development. It is essential to understand the structure of tourism development and the spatial development of tourism using land use patterns, spatial planning and sustainable development. Tourism spatial planning implements different approaches. However, the development of tourism as well as the spatial development of tourism is complex, since tourist activities can be carried out in different areas with different purposes. Multipurpose areas have great important for tourism because it determines the flow of tourism. Therefore, in this paper, by studying the development and determination of tourism suitability that is related to spatial development, it is possible to plan tourism spatial development by developing a model that describes the characteristics of tourism. The results of this research determine the suitability of multi-functional territorial tourism development in line with spatial planning of tourism.
Abstract: Current collection quality is one of the limiting factors when increasing trains movement speed in the rail sector. With the movement speed growth, the impact forces on the current collector from the rolling stock and the aerodynamic influence increase, which leads to the spread in the contact pressure values, separation of the current collector head from the contact wire, contact arcing and excessive wear of the contact elements. The upcoming trend in resolving this issue is the use of the automatic control systems providing stabilization of the contact pressure value. The present paper considers the features of the contemporary automatic control systems of the current collector’s pressure; their major disadvantages have been stated. A scheme of current collector pressure automatic control has been proposed, distinguished by a proactive influence on undesirable effects. A mathematical model of contact strips wearing has been presented, obtained in accordance with the provisions of the central composition rotatable design program. The analysis of the obtained dependencies has been carried out. The procedures for determining the optimal current collector pressure on the contact wire and the pressure control principle in the pneumatic drive have been described.
Abstract: Retirement from sport can be stressful to athletes for many reasons. Accordingly, it is necessary to match coping strategies depending on the stressors. One of the athlete career assistance programs for Japanese top athletes in Japan, the Japan Olympic Committee Career Academy (JCA), has focused on the service contents regarding occupational supports which can be said to cope with financial and occupational stress; however, other supports such as psychological support were unclear due to the lack of psychological professionals in the JCA. Tailoring the program, it is important to match the needs of the athletes at athletic retirement with the service contents. Japanese Olympic athletes have been found to retire for different reasons. Especially female athletes who competed in the Summer Olympic Games were found to retire with psychological reasons. The purpose of this research was to investigate the types of stressors Japanese female athletes experience as a result of athletic retirement. As part of the study, 44 female retired athletes from 13 competitive sports completed an open-ended questionnaire. The KJ method was used to analyze stress experienced as a result of retirement. As a result, nine conceptualized stressors were aggregated such as “Conflict with athletic identity”, “Desire to live as an athlete”, and “Career plan after retirement”. In order to match the coping strategies according to the stressors, each stressor was classified with the four types of adjustments; psychological, social, financial, and occupational changes. As a result, the stressor relating to psychological adjustment accounted for 69.0% of coping-related needs, the financial and occupational adjustment was 21.8%, and social adjustment was 9.2%. In conclusion, coping strategies according to the stressors are suggested.