Abstract: With the implied volatility as an important factor in
financial decision-making, in particular in option pricing valuation,
and also the given fact that the pricing biases of Leland option pricing
models and the implied volatility structure for the options are related,
this study considers examining the implied adjusted volatility smile
patterns and term structures in the S&P/ASX 200 index options using
the different Leland option pricing models. The examination of the
implied adjusted volatility smiles and term structures in the
Australian index options market covers the global financial crisis in
the mid-2007. The implied adjusted volatility was found to escalate
approximately triple the rate prior the crisis.
Abstract: The operation performance of a valveless micro-pump
is strongly dependent on the shape of connected nozzle/diffuser and
Reynolds number. The aims of present work are to compare the
performance curves of micropump with the original straight
nozzle/diffuser and contoured nozzle/diffuser under different back
pressure conditions. The tested valveless micropumps are assembled
of five pieces of patterned PMMA plates with hot-embracing
technique. The structures of central chamber, the inlet/outlet
reservoirs and the connected nozzle/diffuser are fabricated with laser
cutting machine. The micropump is actuated with circular-type PZT
film embraced on the bottom of central chamber. The deformation of
PZT membrane with various input voltages is measured with a
displacement laser probe. A simple testing facility is also constructed
to evaluate the performance curves for comparison.
In order to observe the evaluation of low Reynolds number
multiple vortex flow patterns within the micropump during suction
and pumping modes, the unsteady, incompressible laminar
three-dimensional Reynolds-averaged Navier-Stokes equations are
solved. The working fluid is DI water with constant thermo-physical
properties. The oscillating behavior of PZT film is modeled with the
moving boundary wall in way of UDF program. With the dynamic
mesh method, the instants pressure and velocity fields are obtained
and discussed.Results indicated that the volume flow rate is not
monotony increased with the oscillating frequency of PZT film,
regardless of the shapes of nozzle/diffuser. The present micropump
can generate the maximum volume flow rate of 13.53 ml/min when
the operation frequency is 64Hz and the input voltage is 140 volts.
The micropump with contoured nozzle/diffuser can provide 7ml/min
flow rate even when the back pressure is up to 400 mm-H2O. CFD
results revealed that the flow central chamber was occupied with
multiple pairs of counter-rotating vortices during suction and
pumping modes. The net volume flow rate over a complete
oscillating periodic of PZT
Abstract: We have measured the pressure drop and convective
heat transfer coefficient of water – based AL(25nm),AL2O3(30nm)
and CuO(50nm) Nanofluids flowing through a uniform heated
circular tube in the fully developed laminar flow regime. The
experimental results show that the data for Nanofluids friction factor
show a good agreement with analytical prediction from the Darcy's
equation for single-phase flow. After reducing the experimental
results to the form of Reynolds, Rayleigh and Nusselt numbers. The
results show the local Nusselt number and temperature have
distribution with the non-dimensional axial distance from the tube
entry. Study decided that thenNanofluid as Newtonian fluids through
the design of the linear relationship between shear stress and the rate
of stress has been the study of three chains of the Nanofluid with
different concentrations and where the AL, AL2O3 and CuO – water
ranging from (0.25 - 2.5 vol %). In addition to measuring the four
properties of the Nanofluid in practice so as to ensure the validity of
equations of properties developed by the researchers in this area and
these properties is viscosity, specific heat, and density and found that
the difference does not exceed 3.5% for the experimental equations
between them and the practical. The study also demonstrated that the
amount of the increase in heat transfer coefficient for three types of
Nano fluid is AL, AL2O3, and CuO – Water and these ratios are
respectively (45%, 32%, 25%) with insulation and without insulation
(36%, 23%, 19%), and the statement of any of the cases the best
increase in heat transfer has been proven that using insulation is
better than not using it. I have been using three types of Nano
particles and one metallic Nanoparticle and two oxide Nanoparticle
and a statement, whichever gives the best increase in heat transfer.
Abstract: 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGR) catalyzes the conversion of HMG-CoA to mevalonate using NADPH and the enzyme is involved in rate-controlling step of mevalonate. Inhibition of HMGR is considered as effective way to lower cholesterol levels so it is drug target to treat hypercholesterolemia, major risk factor of cardiovascular disease. To discover novel HMGR inhibitor, we performed structure-based pharmacophore modeling combined with molecular dynamics (MD) simulation. Four HMGR inhibitors were used for MD simulation and representative structure of each simulation were selected by clustering analysis. Four structure-based pharmacophore models were generated using the representative structure. The generated models were validated used in virtual screening to find novel scaffolds for inhibiting HMGR. The screened compounds were filtered by applying drug-like properties and used in molecular docking. Finally, four hit compounds were obtained and these complexes were refined using energy minimization. These compounds might be potential leads to design novel HMGR inhibitor.
Abstract: This paper explores the effectiveness of machine
learning techniques in detecting firms that issue fraudulent financial
statements (FFS) and deals with the identification of factors
associated to FFS. To this end, a number of experiments have been
conducted using representative learning algorithms, which were
trained using a data set of 164 fraud and non-fraud Greek firms in the
recent period 2001-2002. The decision of which particular method to
choose is a complicated problem. A good alternative to choosing
only one method is to create a hybrid forecasting system
incorporating a number of possible solution methods as components
(an ensemble of classifiers). For this purpose, we have implemented
a hybrid decision support system that combines the representative
algorithms using a stacking variant methodology and achieves better
performance than any examined simple and ensemble method. To
sum up, this study indicates that the investigation of financial
information can be used in the identification of FFS and underline the
importance of financial ratios.
Abstract: The P-Bigram method is a string comparison methods
base on an internal two characters-based similarity measure. The edit
distance between two strings is the minimal number of elementary
editing operations required to transform one string into the other. The
elementary editing operations include deletion, insertion, substitution
two characters. In this paper, we address the P-Bigram method to
sole the similarity problem in DNA sequence. This method provided
an efficient algorithm that locates all minimum operation in a string.
We have been implemented algorithm and found that our program
calculated that smaller distance than one string. We develop PBigram
edit distance and show that edit distance or the similarity and
implementation using dynamic programming. The performance of
the proposed approach is evaluated using number edit and percentage
similarity measures.
Abstract: In this paper we propose a family of algorithms based
on 3rd and 4th order cumulants for blind single-input single-output
(SISO) Non-Minimum Phase (NMP) Finite Impulse Response (FIR)
channel estimation driven by non-Gaussian signal. The input signal
represents the signal used in 10GBASE-T (or IEEE 802.3an-2006)
as a Tomlinson-Harashima Precoded (THP) version of random
Pulse-Amplitude Modulation with 16 discrete levels (PAM-16). The
proposed algorithms are tested using three non-minimum phase
channel for different Signal-to-Noise Ratios (SNR) and for different
data input length. Numerical simulation results are presented to
illustrate the performance of the proposed algorithms.
Abstract: In any distributed systems, process scheduling plays a
vital role in determining the efficiency of the system. Process scheduling algorithms are used to ensure that the components of the
system would be able to maximize its utilization and able to complete all the processes assigned in a specified period of time.
This paper focuses on the development of comparative simulator for distributed process scheduling algorithms. The objectives of the works that have been carried out include the development of the
comparative simulator, as well as to implement a comparative study
between three distributed process scheduling algorithms; senderinitiated,
receiver-initiated and hybrid sender-receiver-initiated
algorithms. The comparative study was done based on the Average Waiting Time (AWT) and Average Turnaround Time (ATT) of the
processes involved. The simulation results show that the performance of the algorithms depends on the number of nodes in the system.
Abstract: The separation of dissolved gas including dissolved oxygen can be used in breathing for a human under water. When one is suddenly wrecked or meets a tsunami, one is instantly drowned and cannot breathe under water. To avoid this crisis, when we meet waves, the dissolved gas separated from water by wave is used, while air can be used to breathe when we are about to escape from water. In this thesis, we investigated the separation characteristics of dissolved gas using the pipe type of hollow fiber membrane with polypropylene and the nude type of one with polysulfone. The hollow fiber membranes with good characteristics under water are used to separate the dissolved gas. The hollow fiber membranes with good characteristics in an air are used to transfer air. The combination of membranes with good separation characteristics under water and good transferring one in an air is used to breathe instantly under water to be alive at crisis. These results showed that polypropylene represented better performance than polysulfone under both of air and water conditions.
Abstract: The previous study of new metal gasket that contact
width and contact stress an important design parameter for optimizing
metal gasket performance. The optimum design based on an elastic
and plastic contact stress was founded. However, the influence of
flange surface roughness had not been investigated thoroughly. The
flange has many kinds of surface roughness. In this study, we
conducted a gasket model include a flange surface roughness effect. A
finite element method was employed to develop simulation solution. A
uniform quadratic mesh used for meshing the gasket material and a
gradually quadrilateral mesh used for meshing the flange. The gasket
model was simulated by using two simulation stages which is forming
and tightening simulation. A simulation result shows that a smoother
of surface roughness has higher slope for force per unit length. This
mean a squeezed against between flange and gasket will be strong. The
slope of force per unit length for gasket 400-MPa mode was higher
than the gasket 0-MPa mode.
Abstract: This work considered the thermodynamic feasibility
of scrubbing volatile organic compounds into biodiesel in view of
designing a gas treatment process with this absorbent. A detailed
vapour – liquid equilibrium investigation was performed using the
original UNIFAC group contribution method. The four biodiesels
studied in this work are methyl oleate, methyl palmitate, methyl
linolenate and ethyl stearate. The original UNIFAC procedure was
used to estimate the infinite dilution activity coefficients of 13
selected volatile organic compounds in the biodiesels. The
calculations were done at the VOC mole fraction of 9.213x10-8. Ethyl
stearate gave the most favourable phase equilibrium. A close
agreement was found between the infinite dilution activity coefficient
of toluene found in this work and those reported in literature.
Thermodynamic models can efficiently be used to calculate vast
amount of phase equilibrium behaviour using limited number of
experimental data.
Abstract: Based on a non-linear single track model which
describes the dynamics of vehicle, an optimal path planning strategy
is developed. Real time optimization is used to generate reference
control values to allow leading the vehicle alongside a calculated lane
which is optimal for different objectives such as energy consumption,
run time, safety or comfort characteristics. Strict mathematic
formulation of the autonomous driving allows taking decision on
undefined situation such as lane change or obstacle avoidance. Based
on position of the vehicle, lane situation and obstacle position, the
optimization problem is reformulated in real-time to avoid the
obstacle and any car crash.
Abstract: This paper presents an algorithm which
combining ant colony optimization in the dynamic
programming for solving a dynamic facility layout problem.
The problem is separated into 2 phases, static and dynamic
phase. In static phase, ant colony optimization is used to find
the best ranked of layouts for each period. Then the dynamic
programming (DP) procedure is performed in the dynamic
phase to evaluate the layout set during multi-period planning
horizon. The proposed algorithm is tested over many
problems with size ranging from 9 to 49 departments, 2 and 4
periods. The experimental results show that the proposed
method is an alternative way for the plant layout designer to
determine the layouts during multi-period planning horizon.
Abstract: The spatial variation in plant species associated with intercropping is intended to reduce resource competition between species and increase yield potential. A field experiment was carried out on corn (Zea mays L.) and soybean (Glycine max L.) intercropping in a replacement series experiment with weed contamination consist of: weed free, infestation of redroot pigweed, infestation of jimsonweed and simultaneous infestation of redroot pigweed and jimsonweed in Karaj, Iran during 2007 growing season. The experimental design was a randomized complete block in factorial experiment with replicated thrice. Significant (P≤0.05) differences were observed in yield in intercropping. Corn yield was higher in intercropping, but soybean yield was significantly reduced by corn when intercropped. However, total productivity and land use efficiency were high under the intercropping system even in contamination of either species of weeds. Aggressivity of corn relative to soybean revealed the greater competitive ability of corn than soybean. Land equivalent ratio (LER) more than 1 in all treatments attributed to intercropping advantages and was highest in 50: 50 (corn/soybean) in weed free. These findings suggest that intercropping corn and soybean increase total productivity per unit area and improve land use efficiency. Considering the experimental findings, corn-soybean intercropping (50:50) may be recommended for yield advantage, more efficient utilization of resources, and weed suppression as a biological control.
Abstract: Autism Spectrum Disorder (ASD) is a pervasive developmental disorder which affects individuals with varying degrees of impairment. Currently, there has been ample research done in serious game for autism children. Although serious games are traditionally associated with software developments, developing them in the autism field involves studying the associated technology and paying attention to aspects related to interaction with the game. Serious Games for autism cover matters related to education, therapy for communication, psychomotor treatment and social behavior enhancement. In this paper, a systematic review sets out the lines of development and research currently being conducted into serious games which pursue some form of benefit in the field of autism. This paper includes a literature review of relevant serious game developments since in year 2007 and examines new trends.
Abstract: Most Decision Support Systems (DSS) for waste
management (WM) constructed are not widely marketed and lack
practical applications. This is due to the number of variables and
complexity of the mathematical models which include the
assumptions and constraints required in decision making. The
approach made by many researchers in DSS modelling is to isolate a
few key factors that have a significant influence to the DSS. This
segmented approach does not provide a thorough understanding of
the complex relationships of the many elements involved. The
various elements in constructing the DSS must be integrated and
optimized in order to produce a viable model that is marketable and
has practical application. The DSS model used in assisting decision
makers should be integrated with GIS, able to give robust prediction
despite the inherent uncertainties of waste generation and the plethora
of waste characteristics, and gives optimal allocation of waste stream
for recycling, incineration, landfill and composting.
Abstract: Mathematical programming has been applied to various
problems. For many actual problems, the assumption that the parameters
involved are deterministic known data is often unjustified. In
such cases, these data contain uncertainty and are thus represented
as random variables, since they represent information about the
future. Decision-making under uncertainty involves potential risk.
Stochastic programming is a commonly used method for optimization
under uncertainty. A stochastic programming problem with recourse
is referred to as a two-stage stochastic problem. In this study, we
consider a stochastic programming problem with simple integer
recourse in which the value of the recourse variable is restricted to a
multiple of a nonnegative integer. The algorithm of a dynamic slope
scaling procedure for solving this problem is developed by using a
property of the expected recourse function. Numerical experiments
demonstrate that the proposed algorithm is quite efficient. The
stochastic programming model defined in this paper is quite useful
for a variety of design and operational problems.
Abstract: Grid computing provides an effective infrastructure for massive computation among flexible and dynamic collection of individual system for resource discovery. The major challenge for grid computing is to prevent breaches and secure the data from trespassers. To overcome such conflicts a semantic approach can be designed which will filter the access requests of peers by checking the resource description specifying the data and the metadata as factual statements. Between every node in the grid a semantic firewall as a middleware will be present The intruder will be required to present an application specifying there needs to the firewall and hence accordingly the system will grant or deny the application request.
Abstract: In a nuclear reactor Loss of Coolant accident (LOCA)
considers wide range of postulated damage or rupture of pipe in the
heat transport piping system. In the case of LOCA with/without
failure of emergency core cooling system in a Pressurised Heavy
water Reactor, the Pressure Tube (PT) temperature could rise
significantly due to fuel heat up and gross mismatch of the heat
generation and heat removal in the affected channel. The extent and
nature of deformation is important from reactor safety point of view.
Experimental set-ups have been designed and fabricated to simulate
ballooning (radial deformation) of PT for 220 MWe IPHWRs.
Experiments have been conducted by covering the CT by ceramic
fibers and then by submerging CT in water of voided PTs. In both
the experiments, it is observed that ballooning initiates at a
temperature around 665´┐¢C and complete contact between PT and
Caldaria Tube (CT) occurs at around 700´┐¢C approximately. The
strain rate is found to be 0.116% per second. The structural integrity
of PT is retained (no breach) for all the experiments. The PT heatup
is found to be arrested after the contact between PT and CT, thus
establishing moderator acting as an efficient heat sink for IPHWRs.
Abstract: While many studies have conducted the achievement
gap between groups of students in school districts, few studies have
utilized resilience research to investigate achievement gaps within
classrooms. This paper aims to summarize and discuss some recent
studies Waxman, Padr├│n, and their colleagues conducted, in which
they examined learning environment differences between resilient
and nonresilient students in reading and mathematics classrooms.
The classes consist of predominantly Hispanic elementary school
students from low-income families. These studies all incorporated
learning environment questionnaires and systematic observation
methods. Significant differences were found between resilient and
nonresilient students on their classroom learning environments and
classroom behaviors. The observation results indicate that the amount
and quality of teacher and student academic interaction are two of the
most influential variables that promote student outcomes. This paper
concludes by suggesting the following teacher practices to promote
resiliency in schools: (a) using feedback from classroom observation
and learning environment measures, (b) employing explicit teaching
practices; and (c) understanding students on a social and personal
level.