A New Fuzzy DSS/ES for Stock Portfolio Selection using Technical and Fundamental Approaches in Parallel

A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Hypoglycemic Activity of Water Soluble Polysaccharides of Yam (Dioscorea hispida Dents) Prepared by Aqueous, Papain, and Tempeh Inoculum Assisted Extractions

This research studied the hypoglycemic effect of water soluble polysaccharide (WSP) extracted from yam (Dioscorea hispida) tuber by three different methods: aqueous extraction, papain assisted extraction, and tempeh inoculums assisted extraction. The two later extraction methods were aimed to remove WSP binding protein to have more pure WSP. The hypoglycemic activities were evaluated by means in vivo test on alloxan induced hyperglycemic rats, glucose response test (GRT), in situ glucose absorption test using everted sac, and short chain fatty acids (SCFAs) analysis. All yam WSP extracts exhibited ability to decrease blood glucose level in hyperglycemia condition as well as inhibited glucose absorption and SCFA formation. The order of hypoglycemic activity was tempeh inoculums assisted- >papain assisted- >aqueous WSP extracts. GRT and in situ glucose absorption test showed that order of inhibition was papain assisted- >tempeh inoculums assisted- >aqueous WSP extracts. Digesta of caecum of yam WSP extracts oral fed rats had more SCFA than control. Tempeh inoculums assisted WSP extract exhibited the most significant hypoglycemic activity.

Catalytic Aquathermolysis of Egyptian Heavy Crude Oil

Two Amphiphilic catalysts, iron (III) dodecylbenzene sulfonate and nickel (II) dodecylbenzene sulfonate, were synthesized and used in the catalytic aquathermolysis of heavy crude oil to reduce its viscosity. The prepared catalysts exhibited good performance in the aquathermolysis and the viscosity is reduced by ~ 78.9 % for Egyptian heavy crude oil. The chemical and physical properties of heavy oil both before and after reaction were investigated by FT-IR, dynamic viscosity, molecular weight and SARA analysis. The results indicated that the content of resin, asphaltene, average molecular weight and sulfur content of heavy oil is reduced after the catalytic aquathermolysis.

Comparison of Detrending Methods in Spectral Analysis of Heart Rate Variability

Non-stationary trend in R-R interval series is considered as a main factor that could highly influence the evaluation of spectral analysis. It is suggested to remove trends in order to obtain reliable results. In this study, three detrending methods, the smoothness prior approach, the wavelet and the empirical mode decomposition, were compared on artificial R-R interval series with four types of simulated trends. The Lomb-Scargle periodogram was used for spectral analysis of R-R interval series. Results indicated that the wavelet method showed a better overall performance than the other two methods, and more time-saving, too. Therefore it was selected for spectral analysis of real R-R interval series of thirty-seven healthy subjects. Significant decreases (19.94±5.87% in the low frequency band and 18.97±5.78% in the ratio (p

Analysis of the Loaded Gait Subjected to the Trunk Flexion Change

In the paper, the energetic features of the loaded gait are newly analyzed depending on the trunk flexion change. To investigate the loaded gait, walking experiments are performed for five subjects and, the ground reaction forces and kinematic data are measured. Based on these information, we compute the impulse, momentum and mechanical works done on the center of body mass, through the trunk flexion change. As a result, it is shown that the trunk flexion change does not affect the impulses and momentums during the step-to-step transition as well. However, the direction of the pre-collision momentum does change depending on the trunk flexion change, which is degenerated just after (or during) the collision period.

Appreciating, Interpreting and Understanding Posters via Levels of Visual Literacy

This study was conducted in Malaysia to discover how meaning and appreciation were construed among 35 Form Five students. Panofsky-s theory was employed to discover the levels of reasoning among students when various types of posters were displayed. The independent variables used were posters that carried explicit and implicit meanings; the moderating variable was students- visual literacy levels while the dependent variable was the implicit interpretation level. One-way ANOVA was applied for the data analysis. The data showed that before students were exposed to Panofsky-s theory, there were differences in thinking between boys, who did not think abstractly or implicit in comparison to girls. The study showed that students- visual literacy in posters depended on the use of visual texts and illustration. This paper discuss further on posters with text only have a tendency to be too abstract as opposed to posters with visuals plus text.

The Effect of Postural Anomalies on SAQ, Muscular Strength and Flexibility Performance of the Semipro Soccer Athletes

The objective of the study is to investigate the effect of a footballer-s postural on selected physical fitness components. Twenty-one (21) subjects of the university male footballers under the Sport Excellence Center programme were photographed using qualitative analysis. The postural variables were stratified manually into normal and anomalies group and their flexibility, strength and SAQ performance were compared using the Mann-Whitney Test. The AROM assessment and SAQ test reported no significance difference (Z=-.398, p=0.711, p>0.05), similar to the lower body strength was shown with no significance different (Z=-.493, p=0.640, p>0.05). In contrast, only 1 RM strength test for the upper body strength test shown with a significance different (Z=- 2.537, p=0.009, p

Interaction of Building Stones with Inorganic Water-Soluble Salts

Interaction of inorganic water-soluble salts and building stones is studied in the paper. Two types of sandstone and one type of spongillite as representatives of materials used in historical masonry are subjected to experimental testing. Within the performed experiments, measurement of moisture and chloride concentration profiles is done in order to get input data for computational inverse analysis. Using the inverse analysis, moisture diffusivity and chloride diffusion coefficient of investigated materials are accessed. Additionally, the effect of salt presence on water vapor storage is investigated using dynamic vapor sorption device. The obtained data represents valuable information for restoration of historical masonry and give evidence on the performance of studied stones in contact with water soluble salts.

Using Non-Linear Programming Techniques in Determination of the Most Probable Slip Surface in 3D Slopes

Among many different methods that are used for optimizing different engineering problems mathematical (numerical) optimization techniques are very important because they can easily be used and are consistent with most of engineering problems. Many studies and researches are done on stability analysis of three dimensional (3D) slopes and the relating probable slip surfaces and determination of factors of safety, but in most of them force equilibrium equations, as in simplified 2D methods, are considered only in two directions. In other words for decreasing mathematical calculations and also for simplifying purposes the force equilibrium equation in 3rd direction is omitted. This point is considered in just a few numbers of previous studies and most of them have only given a factor of safety and they haven-t made enough effort to find the most probable slip surface. In this study shapes of the slip surfaces are modeled, and safety factors are calculated considering the force equilibrium equations in all three directions, and also the moment equilibrium equation is satisfied in the slip direction, and using nonlinear programming techniques the shape of the most probable slip surface is determined. The model which is used in this study is a 3D model that is composed of three upper surfaces which can cover all defined and probable slip surfaces. In this research the meshing process is done in a way that all elements are prismatic with quadrilateral cross sections, and the safety factor is defined on this quadrilateral surface in the base of the element which is a part of the whole slip surface. The method that is used in this study to find the most probable slip surface is the non-linear programming method in which the objective function that must get optimized is the factor of safety that is a function of the soil properties and the coordinates of the nodes on the probable slip surface. The main reason for using non-linear programming method in this research is its quick convergence to the desired responses. The final results show a good compatibility with the previously used classical and 2D methods and also show a reasonable convergence speed.

Applications of Cascade Correlation Neural Networks for Cipher System Identification

Crypto System Identification is one of the challenging tasks in Crypt analysis. The paper discusses the possibility of employing Neural Networks for identification of Cipher Systems from cipher texts. Cascade Correlation Neural Network and Back Propagation Network have been employed for identification of Cipher Systems. Very large collection of cipher texts were generated using a Block Cipher (Enhanced RC6) and a Stream Cipher (SEAL). Promising results were obtained in terms of accuracy using both the Neural Network models but it was observed that the Cascade Correlation Neural Network Model performed better compared to Back Propagation Network.

A New Robust Stability Criterion for Dynamical Neural Networks with Mixed Time Delays

In this paper, we investigate the problem of the existence, uniqueness and global asymptotic stability of the equilibrium point for a class of neural networks, the neutral system has mixed time delays and parameter uncertainties. Under the assumption that the activation functions are globally Lipschitz continuous, we drive a new criterion for the robust stability of a class of neural networks with time delays by utilizing the Lyapunov stability theorems and the Homomorphic mapping theorem. Numerical examples are given to illustrate the effectiveness and the advantage of the proposed main results.

The Effects of TiO2 Nanoparticles on Tumor Cell Colonies: Fractal Dimension and Morphological Properties

Semiconductor nanomaterials like TiO2 nanoparticles (TiO2-NPs) approximately less than 100 nm in diameter have become a new generation of advanced materials due to their novel and interesting optical, dielectric, and photo-catalytic properties. With the increasing use of NPs in commerce, to date few studies have investigated the toxicological and environmental effects of NPs. Motivated by the importance of TiO2-NPs that may contribute to the cancer research field especially from the treatment prospective together with the fractal analysis technique, we have investigated the effect of TiO2-NPs on colony morphology in the dark condition using fractal dimension as a key morphological characterization parameter. The aim of this work is mainly to investigate the cytotoxic effects of TiO2-NPs in the dark on the growth of human cervical carcinoma (HeLa) cell colonies from morphological aspect. The in vitro studies were carried out together with the image processing technique and fractal analysis. It was found that, these colonies were abnormal in shape and size. Moreover, the size of the control colonies appeared to be larger than those of the treated group. The mean Df +/- SEM of the colonies in untreated cultures was 1.085±0.019, N= 25, while that of the cultures treated with TiO2-NPs was 1.287±0.045. It was found that the circularity of the control group (0.401±0.071) is higher than that of the treated group (0.103±0.042). The same tendency was found in the diameter parameters which are 1161.30±219.56 μm and 852.28±206.50 μm for the control and treated group respectively. Possible explanation of the results was discussed, though more works need to be done in terms of the for mechanism aspects. Finally, our results indicate that fractal dimension can serve as a useful feature, by itself or in conjunction with other shape features, in the classification of cancer colonies.

An Energy Integration Approach on UHDE Ammonia Process

In this paper, the energy performance of a selected UHDE Ammonia plant is optimized by conducting heat integration through waste heat recovery and the synthesis of a heat exchange network (HEN). Minimum hot and cold utility requirements were estimated through IChemE spreadsheet. Supporting simulation was carried out using HYSYS software. The results showed that there is no need for heating utility while the required cold utility was found to be around 268,714 kW. Hence a threshold pinch case was faced. Then, the hot and cold streams were matched appropriately. Also, waste heat recovered resulted with savings in HP and LP steams of approximately 51.0% and 99.6%, respectively. An economic analysis on proposed HEN showed very attractive overall payback period not exceeding 3 years. In general, a net saving approaching 35% was achieved in implementing heat optimization of current studied UHDE Ammonia process.

Skew Detection Technique for Binary Document Images based on Hough Transform

Document image processing has become an increasingly important technology in the automation of office documentation tasks. During document scanning, skew is inevitably introduced into the incoming document image. Since the algorithm for layout analysis and character recognition are generally very sensitive to the page skew. Hence, skew detection and correction in document images are the critical steps before layout analysis. In this paper, a novel skew detection method is presented for binary document images. The method considered the some selected characters of the text which may be subjected to thinning and Hough transform to estimate skew angle accurately. Several experiments have been conducted on various types of documents such as documents containing English Documents, Journals, Text-Book, Different Languages and Document with different fonts, Documents with different resolutions, to reveal the robustness of the proposed method. The experimental results revealed that the proposed method is accurate compared to the results of well-known existing methods.

Determination of the Characteristics for Ferroresonance Phenomenon in Electric Power Systems

Ferroresonance is an electrical phenomenon in nonlinear character, which frequently occurs in power system due to transmission line faults and single or more-phase switching on the lines as well as usage of the saturable transformers. In this study, the ferroresonance phenomena are investigated under the modeling of the West Anatolian Electric Power Network of 380 kV in Turkey. The ferroresonance event is observed as a result of removing the loads at the end of the lines. In this sense, two different cases are considered. At first, the switching is applied at 2nd second and the ferroresonance affects are observed between 2nd and 4th seconds in the voltage variations of the phase-R. Hence the ferroresonance and nonferroresonance parts of the overall data are compared with each others using the Fourier transform techniques to show the ferroresonance affects.

A Hybrid Radial-Based Neuro-GA Multiobjective Design of Laminated Composite Plates under Moisture and Thermal Actions

In this paper, the optimum weight and cost of a laminated composite plate is seeked, while it undergoes the heaviest load prior to a complete failure. Various failure criteria are defined for such structures in the literature. In this work, the Tsai-Hill theory is used as the failure criterion. The theory of analysis was based on the Classical Lamination Theory (CLT). A newly type of Genetic Algorithm (GA) as an optimization technique with a direct use of real variables was employed. Yet, since the optimization via GAs is a long process, and the major time is consumed through the analysis, Radial Basis Function Neural Networks (RBFNN) was employed in predicting the output from the analysis. Thus, the process of optimization will be carried out through a hybrid neuro-GA environment, and the procedure will be carried out until a predicted optimum solution is achieved.

Analysis of Air Quality in the Outdoor Environment of the City of Messina by an Application of the Pollution Index Method

In this paper is reported an analysis about the outdoor air pollution of the urban centre of the city of Messina. The variations of the most critical pollutants concentrations (PM10, O3, CO, C6H6) and their trends respect of climatic parameters and vehicular traffic have been studied. Linear regressions have been effectuated for representing the relations among the pollutants; the differences between pollutants concentrations on weekend/weekday were also analyzed. In order to evaluate air pollution and its effects on human health, a method for calculating a pollution index was implemented and applied in the urban centre of the city. This index is based on the weighted mean of the most detrimental air pollutants concentrations respect of their limit values for protection of human health. The analyzed data of the polluting substances were collected by the Assessorship of the Environment of the Regional Province of Messina in the year 2004. A statistical analysis of the air quality index trends is also reported.

Numerical Investigation on Damage Evolution of Piles inside Liquefied Soil Foundation - Dynamic-Loading Experiments -

The large and small-scale shaking table tests, which was conducted for investigating damage evolution of piles inside liquefied soil, are numerically simulated and experimental verified by the3D nonlinear finite element analysis. Damage evolution of elasto-plastic circular steel piles and reinforced concrete (RC) one with cracking and yield of reinforcement are focused on, and the failure patterns and residual damages are captured by the proposed constitutive models. The superstructure excitation behind quay wall is reproduced as well.

Motivation among the Managers in Construction Companies

Managers as the key employees have a very important role in maintaining the workforce performance which is critical to the construction companies- success in the future. If motivated employees start with motivated managers probably it would seem plausible if the de-motivated ones start with de-motivated managers. This study aims to analyze the importance of motivated managers to their successes and construction companies- successes. In this study, a quantitative method was used and the study area was in Medan, North Sumatera. Questionnaire survey was distributed directly to construction companies in Medan which are listed in the Construction Services Development Board. A total of 60 managers responded and the completed questionnaires were analyzed using the descriptive analysis. The results indicated that the respondents acknowledge the importance of motivation among themselves to the projects and construction companies- success, implying that it is vital to maintain the motivation and good performance of the workforce.

Fault Detection and Identification of COSMED K4b2 Based On PCA and Neural Network

COSMED K4b2 is a portable electrical device designed to test pulmonary functions. It is ideal for many applications that need the measurement of the cardio-respiratory response either in the field or in the lab is capable with the capability to delivery real time data to a sink node or a PC base station with storing data in the memory at the same time. But the actual sensor outputs and data received may contain some errors, such as impulsive noise which can be related to sensors, low batteries, environment or disturbance in data acquisition process. These abnormal outputs might cause misinterpretations of exercise or living activities to persons being monitored. In our paper we propose an effective and feasible method to detect and identify errors in applications by principal component analysis (PCA) and a back propagation (BP) neural network.