Abstract: This research seeks to investigate the frequency and
profitability of index arbitrage opportunities involving the SET50
futures, SET50 component stocks, and the ThaiDEX SET50 ETF
(ticker symbol: TDEX). In particular, the frequency and profit of
arbitrage are measured in the following three arbitrage tests: (1)
SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs.
SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50
component stocks are investigated. For tests (2) and (3), the problems
involve conic optimization and quadratic programming as subproblems.
This research is first to apply conic optimization and
quadratic programming techniques in the context of index arbitrage
and is first to investigate such index arbitrage in the Thai equity and
derivatives markets. Thus, the contribution of this study is twofold.
First, its results would help understand the contribution of the
derivatives securities to the efficiency of the Thai markets. Second,
the methodology employed in this study can be applied to other
geographical markets, with minor adjustments.
Abstract: The purpose of this paper is applied Taguchi method on the optimization for PEMFC performance, and a representative Computational Fluid Dynamics (CFD) model is selectively performed for statistical analysis. The studied factors in this paper are pressure of fuel cell, operating temperature, the relative humidity of anode and cathode, porosity of gas diffusion electrode (GDE) and conductivity of GDE. The optimal combination for maximum power density is gained by using a three-level statistical method. The results confirmed that the robustness of the optimum design parameters influencing the performance of fuel cell are founded by pressure of fuel cell, 3atm; operating temperature, 353K; the relative humidity of anode, 50%; conductivity of GDE, 1000 S/m, but the relative humidity of cathode and porosity of GDE are pooled as error due to a small sum of squares. The present simulation results give designers the ideas ratify the effectiveness of the proposed robust design methodology for the performance of fuel cell.
Abstract: In this paper, the phase control antenna array synthesis
is presented. The problem is formulated as a constrained optimization
problem that imposes nulls with prescribed level while maintaining
the sidelobe at a prescribed level. For efficient use of the algorithm
memory, compared to the well known Particle Swarm Optimization
(PSO), the Accelerated Particle Swarm Optimization (APSO) is used
to estimate the phase parameters of the synthesized array. The
objective function is formed using a main objective and set of
constraints with penalty factors that measure the violation of each
feasible solution in the search space to each constraint. In this case
the obtained feasible solution is guaranteed to satisfy all the
constraints. Simulation results have shown significant performance
increases and a decreased randomness in the parameter search space
compared to a single objective conventional particle swarm
optimization.
Abstract: The implementation of the new software and hardware-s technologies for tritium processing nuclear plants, and especially those with an experimental character or of new technology developments shows a coefficient of complexity due to issues raised by the implementation of the performing instrumentation and equipment into a unitary monitoring system of the nuclear technological process of tritium removal. Keeping the system-s flexibility is a demand of the nuclear experimental plants for which the change of configuration, process and parameters is something usual. The big amount of data that needs to be processed stored and accessed for real time simulation and optimization demands the achievement of the virtual technologic platform where the data acquiring, control and analysis systems of the technological process can be integrated with a developed technological monitoring system. Thus, integrated computing and monitoring systems needed for the supervising of the technological process will be executed, to be continued with the execution of optimization system, by choosing new and performed methods corresponding to the technological processes within the tritium removal processing nuclear plants. The developing software applications is executed with the support of the program packages dedicated to industrial processes and they will include acquisition and monitoring sub-modules, named “virtually" as well as the storage sub-module of the process data later required for the software of optimization and simulation of the technological process for tritium removal. The system plays and important role in the environment protection and durable development through new technologies, that is – the reduction of and fight against industrial accidents in the case of tritium processing nuclear plants. Research for monitoring optimisation of nuclear processes is also a major driving force for economic and social development.
Abstract: Manufacturing tolerancing is intended to determine
the intermediate geometrical and dimensional states of the part
during its manufacturing process. These manufacturing dimensions
also serve to satisfy not only the functional requirements given in
the definition drawing, but also the manufacturing constraints, for
example geometrical defects of the machine, vibration and the
wear of the cutting tool. In this paper, an experimental study on the
influence of the wear of the cutting tool (systematic dispersions) is
explored. This study was carried out on three stages .The first stage
allows machining without elimination of dispersions (random,
systematic) so the tolerances of manufacture according to total
dispersions. In the second stage, the results of the first stage are
filtered in such way to obtain the tolerances according to random
dispersions. Finally, from the two previous stages, the systematic
dispersions are generated. The objective of this study is to model
by the least squares method the error of manufacture based on
systematic dispersion. Finally, an approach of optimization of the
manufacturing tolerances was developed for machining on a CNC
machine tool
Abstract: The authors present optimization parameters of rotary
positioner controller in hard disk drive servo track writing process
using coefficient diagram method; CDM. Due to estimation
parameters in PI Positioning Control System by expected ratio
method cannot meet the required specification of response
effectively, we suggest coefficient diagram method for defining
controller parameters under the requirement of the system. Finally,
the simulation results show that our proposed method can improve
the problem in tuning parameter of rotary positioner controller. It is
satisfied specification of performance of control system. Furthermore,
it is very convenient as a fast adjustment damping ratio as well as a
high speed response.
Abstract: This paper presents a particle swarm optimization
(PSO) based approach for multiple object tracking based on histogram
matching. To start with, gray-level histograms are calculated to
establish a feature model for each of the target object. The difference
between the gray-level histogram corresponding to each particle in the
search space and the target object is used as the fitness value. Multiple
swarms are created depending on the number of the target objects
under tracking. Because of the efficiency and simplicity of the PSO
algorithm for global optimization, target objects can be tracked as
iterations continue. Experimental results confirm that the proposed
PSO algorithm can rapidly converge, allowing real-time tracking of
each target object. When the objects being tracked move outside the
tracking range, global search capability of the PSO resumes to re-trace
the target objects.
Abstract: A novel method of individual level adaptive mutation rate control called the rank-scaled mutation rate for genetic algorithms is introduced. The rank-scaled mutation rate controlled genetic algorithm varies the mutation parameters based on the rank of each individual within the population. Thereby the distribution of the fitness of the papulation is taken into consideration in forming the new mutation rates. The best fit mutate at the lowest rate and the least fit mutate at the highest rate. The complexity of the algorithm is of the order of an individual adaptation scheme and is lower than that of a self-adaptation scheme. The proposed algorithm is tested on two common problems, namely, numerical optimization of a function and the traveling salesman problem. The results show that the proposed algorithm outperforms both the fixed and deterministic mutation rate schemes. It is best suited for problems with several local optimum solutions without a high demand for excessive mutation rates.
Abstract: Evolvable hardware (EHW) is a developing field that
applies evolutionary algorithm (EA) to automatically design circuits,
antennas, robot controllers etc. A lot of research has been done in this
area and several different EAs have been introduced to tackle
numerous problems, as scalability, evolvability etc. However every
time a specific EA is chosen for solving a particular task, all its
components, such as population size, initialization, selection
mechanism, mutation rate, and genetic operators, should be selected
in order to achieve the best results. In the last three decade the
selection of the right parameters for the EA-s components for solving
different “test-problems" has been investigated. In this paper the
behaviour of mutation rate for designing logic circuits, which has not
been done before, has been deeply analyzed. The mutation rate for an
EHW system modifies the number of inputs of each logic gates, the
functionality (for example from AND to NOR) and the connectivity
between logic gates. The behaviour of the mutation has been
analyzed based on the number of generations, genotype redundancy
and number of logic gates for the evolved circuits. The experimental
results found provide the behaviour of the mutation rate during
evolution for the design and optimization of simple logic circuits.
The experimental results propose the best mutation rate to be used for
designing combinational logic circuits. The research presented is
particular important for those who would like to implement a
dynamic mutation rate inside the evolutionary algorithm for evolving
digital circuits. The researches on the mutation rate during the last 40
years are also summarized.
Abstract: Monitoring of microbial flora in aquacultured sea bream, in relation to the physicochemical parameters of the rearing seawater, ended to a model describing the influence of the last to the quality of the fisheries. Fishes were sampled during eight months from four aqua farms in Western Greece and analyzed for psychrotrophic, H2S producing bacteria, Salmonella sp., heterotrophic plate count (PCA), with simultaneous physical evaluation. Temperature, dissolved oxygen, pH, conductivity, TDS, salinity, NO3 - and NH4 + ions were recorded. Temperature, dissolved oxygen and conductivity were correlated, respectively, to PCA, Pseudomonas sp. and Shewanella sp. counts. These parameters were the inputs of the model, which was driving, as outputs, to the prediction of PCA, Vibrio sp., Pseudomonas sp. and Shewanella sp. counts, and fish microbiological quality. The present study provides, for the first time, a ready-to-use predictive model of fisheries hygiene, leading to an effective management system for the optimization of aquaculture fisheries quality.
Abstract: QoS Routing aims to find paths between senders and
receivers satisfying the QoS requirements of the application which
efficiently using the network resources and underlying routing
algorithm to be able to find low-cost paths that satisfy given QoS
constraints. The problem of finding least-cost routing is known to be
NP-hard or complete and some algorithms have been proposed to
find a near optimal solution. But these heuristics or algorithms either
impose relationships among the link metrics to reduce the complexity
of the problem which may limit the general applicability of the
heuristic, or are too costly in terms of execution time to be applicable
to large networks. In this paper, we concentrate an algorithm that
finds a near-optimal solution fast and we named this algorithm as
optimized Delay Constrained Routing (ODCR), which uses an
adaptive path weight function together with an additional constraint
imposed on the path cost, to restrict search space and hence ODCR
finds near optimal solution in much quicker time.
Abstract: The latest Geographic Information System (GIS)
technology makes it possible to administer the spatial components of
daily “business object," in the corporate database, and apply suitable
geographic analysis efficiently in a desktop-focused application. We
can use wireless internet technology for transfer process in spatial
data from server to client or vice versa. However, the problem in
wireless Internet is system bottlenecks that can make the process of
transferring data not efficient. The reason is large amount of spatial
data. Optimization in the process of transferring and retrieving data,
however, is an essential issue that must be considered. Appropriate
decision to choose between R-tree and Quadtree spatial data indexing
method can optimize the process. With the rapid proliferation of
these databases in the past decade, extensive research has been
conducted on the design of efficient data structures to enable fast
spatial searching. Commercial database vendors like Oracle have also
started implementing these spatial indexing to cater to the large and
diverse GIS. This paper focuses on the decisions to choose R-tree
and quadtree spatial indexing using Oracle spatial database in mobile
GIS application. From our research condition, the result of using
Quadtree and R-tree spatial data indexing method in one single
spatial database can save the time until 42.5%.
Abstract: In this paper, we evaluate the choice of suitable
quantization characteristics for both the decoder messages and the
received samples in Low Density Parity Check (LDPC) coded
systems using M-QAM (Quadrature Amplitude Modulation)
schemes. The analysis involves the demapper block that provides
initial likelihood values for the decoder, by relating its quantization
strategy of the decoder. A mapping strategy refers to the grouping of
bits within a codeword, where each m-bit group is used to select a
2m-ary signal in accordance with the signal labels. Further we
evaluate the system with mapping strategies like Consecutive-Bit
(CB) and Bit-Reliability (BR). A new demapper version, based on
approximate expressions, is also presented to yield a low complexity
hardware implementation.
Abstract: In this paper, we propose a selective mutation method
for improving the performances of genetic algorithms. In selective
mutation, individuals are first ranked and then additionally mutated
one bit in a part of their strings which is selected corresponding to
their ranks. This selective mutation helps genetic algorithms to fast
approach the global optimum and to quickly escape local optima.
This results in increasing the performances of genetic algorithms.
We measured the effects of selective mutation with four function
optimization problems. It was found from extensive experiments that
the selective mutation can significantly enhance the performances of
genetic algorithms.
Abstract: The Ant Colony Optimization (ACO) is a metaheuristic inspired by the behavior of real ants in their search for the shortest paths to food sources. It has recently attracted a lot of attention and has been successfully applied to a number of different optimization problems. Due to the importance of the feature selection problem and the potential of ACO, this paper presents a novel method that utilizes the ACO algorithm to implement a feature subset search procedure. Initial results obtained using the classification of speech segments are very promising.
Abstract: In this paper, a field oriented control (FOC) induction motor drive is presented. In order to eliminate the speed sensor, an adaptation algorithm for tuning the rotor speed is proposed. Based on the Model Reference Adaptive System (MRAS) scheme, the rotor speed is tuned to obtain an exact FOC induction motor drive. The reference and adjustable models, developed in stationary stator reference frame, are used in the MRAS scheme to estimate induction rotor speed from measured terminal voltages and currents. The Integral Proportional (IP) gains speed controller are tuned by a modern approach that is the Particle Swarm Optimization (PSO) algorithm in order to optimize the parameters of the IP controller. The use of PSO as an optimization algorithm makes the drive robust, with faster dynamic response, higher accuracy and insensitive to load variation. The proposed algorithm has been tested by numerical simulation, showing the capability of driving load.
Abstract: This paper shows the potential system benefits of
simple tracking solar system using a stepper motor and light sensor.
This method is increasing power collection efficiency by developing
a device that tracks the sun to keep the panel at a right angle to its
rays. A solar tracking system is designed, implemented and
experimentally tested. The design details and the experimental results
are shown.
Abstract: An algorithm for learning an overcomplete dictionary
using a Cauchy mixture model for sparse decomposition of an underdetermined
mixing system is introduced. The mixture density
function is derived from a ratio sample of the observed mixture
signals where 1) there are at least two but not necessarily more
mixture signals observed, 2) the source signals are statistically
independent and 3) the sources are sparse. The basis vectors of the
dictionary are learned via the optimization of the location parameters
of the Cauchy mixture components, which is shown to be more
accurate and robust than the conventional data mining methods
usually employed for this task. Using a well known sparse
decomposition algorithm, we extract three speech signals from two
mixtures based on the estimated dictionary. Further tests with
additive Gaussian noise are used to demonstrate the proposed
algorithm-s robustness to outliers.
Abstract: Management is required to understand all information security risks within an organization, and to make decisions on which information security risks should be treated in what level by allocating how much amount of cost. However, such decision-making is not usually easy, because various measures for risk treatment must be selected with the suitable application levels. In addition, some measures may have objectives conflicting with each other. It also makes the selection difficult. Therefore, this paper provides a model which supports the selection of measures by applying multi-objective analysis to find an optimal solution. Additionally, a list of measures is also provided to make the selection easier and more effective without any leakage of measures.
Abstract: Air infiltration in mass scale industrial applications of
bio char production is inevitable. The presence of oxygen during the
carbonization process is detrimental to the production of biochar yield
and properties. The experiment was carried out on several wood
species in a fixed-bed pyrolyser under various fractions of oxygen
ranging from 0% to 11% by varying nitrogen and oxygen composition
in the pyrolysing gas mixtures at desired compositions. The bed
temperature and holding time were also varied. Process optimization
was carried out by Response Surface Methodology (RSM) by
employing Central Composite Design (CCD) using Design Expert 6.0
Software. The effect of oxygen ratio and holding time on biochar yield
within the range studied were statistically significant. From the
analysis result, optimum condition of 15.2% biochar yield of
mangrove wood was predicted at pyrolysis temperature of 403 oC,
oxygen percentage of 2.3% and holding time of two hours. This
prediction agreed well with the experiment finding of 15.1% biochar
yield.