Abstract: Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Abstract: While the problem based learning (PBL) approach promotes unsupervised self-directed learning (SDL), many students experience difficulty juggling the role of being an information recipient and information seeker. Logbooks have been used to assess trainee doctors but not in other areas. This study aimed to determine the effectiveness of logbook for assessing SDL during PBL sessions in first year medical students. The log book included a learning checklist and knowledge and skills components. Comparisons with the baseline assessment of student performance in PBL and that at semester end after logbook intervention showed significant improvements in student performance (31.5 ± 8 vs. 17.7 ± 4.4; p
Abstract: Introducing survivability into embedded real-time system (ERTS) can improve the survivability power of the system. This paper mainly discusses about the survivability of ERTS. The first is the survivability origin of ERTS. The second is survivability analysis. According to the definition of survivability based on survivability specification and division of the entire survivability analysis process for ERTS, a survivability analysis profile is presented. The quantitative analysis model of this profile is emphasized and illuminated in detail, the quantifying analysis of system was showed helpful to evaluate system survivability more accurate. The third is platform design of survivability analysis. In terms of the profile, the analysis process is encapsulated and assembled into one platform, on which quantification, standardization and simplification of survivability analysis are all achieved. The fourth is survivability design. According to character of ERTS, strengthened design method is selected to realize system survivability design. Through the analysis of embedded mobile video-on-demand system, intrusion tolerant technology is introduced in whole survivability design.
Abstract: Fats and oils are made of esterified hydrocarbons
(RCOOR-) and this work demonstrates the substitution of R by
multi-walled CNTs (MWNTs). The resultant materials are fluidic, oily,
electrically conducting and excellent lubricants. Esterified MWNTs
can also respond to magnetic field when tubules contain long segments
of Fe
Abstract: The paper reviews the relationship between spatial
and transportation planning in the Southern African Development
Community (SADC) region of Sub-Saharan Africa. It argues that
most urbanisation in the region has largely occurred subsequent to
the 1950s and, accordingly, urban development has been
profoundly and negatively affected by the (misguided) spatial and
institutional tenets of modernism. It demonstrates how a
considerable amount of the poor performance of these settlements
can be directly attributed to this. Two factors in particular about the
planning systems are emphasized: the way in which programmatic
land-use planning lies at the heart of both spatial and transportation
planning; and the way on which transportation and spatial planning
have been separated into independent processes. In the final
section, the paper identifies ways of improving the planning
system. Firstly, it identifies the performance qualities which
Southern African settlements should be seeking to achieve.
Secondly, it focuses on two necessary arenas of change: the need to
replace programmatic land-use planning practices with structuralspatial
approaches; and it makes a case for making urban corridors
a spatial focus of integrated planning, as a way of beginning the
restructuring and intensification of settlements which are currently
characterised by sprawl, fragmentation and separation
Abstract: Risk of infectious disease outbreaks is related to the
hygiene among the population. To assess the actual risks and modify
the relevant emergency procedures if necessary, a hygiene survey
was conducted among undergraduate students on the Rhodes
University campus. Soap was available to 10.5% and only 26.8% of
the study participants followed proper hygiene in relation to food
consumption. This combination increases the risk of infectious
disease outbreaks at the campus. Around 83.6% were willing to wash
their hands if soap was provided. Procurement and availability of
soap in undergraduate residences on campus should be improved, as
the total cost is estimated at only 2000 USD per annum. Awareness
campaigns about food-related hygiene and the need for regular handwashing
with soap should be run among Rhodes University students.
If successful, rates of respiratory and hygiene-related diseases will be
decreased and emergency health management simplified.
Abstract: This paper presents modeling and simulation of Grid Connected Photovoltaic (PV) system by using improved mathematical model. The model is used to study different parameter variations and effects on the PV array including operating temperature and solar irradiation level. In this paper stepped P&O algorithm is proposed for MPPT control. This algorithm will identify the suitable duty ratio in which the DC-DC converter should be operated to maximize the power output. Photo voltaic array with proposed stepped P&O-MPPT controller can operate in the maximum power point for the whole range of solar data (irradiance and temperature).
Abstract: NFκB activation plays a crucial role in anti-apoptotic responses in response to the apoptotic signaling during tumor necrosis factor (TNFa) stimulation in Multiple Myeloma (MM). Although several drugs have been found effective for the treatment of MM by mainly inhibiting NFκB pathway, there are no any quantitative or qualitative results of comparison assessment on inhibition effect between different single drugs or drug combinations. Computational modeling is becoming increasingly indispensable for applied biological research mainly because it can provide strong quantitative predicting power. In this study, a novel computational pathway modeling approach is employed to comparably assess the inhibition effects of specific single drugs and drug combinations on the NFκB pathway in MM, especially the prediction of synergistic drug combinations.
Abstract: Information is increasing in volumes; companies are overloaded with information that they may lose track in getting the intended information. It is a time consuming task to scan through each of the lengthy document. A shorter version of the document which contains only the gist information is more favourable for most information seekers. Therefore, in this paper, we implement a text summarization system to produce a summary that contains gist information of oil and gas news articles. The summarization is intended to provide important information for oil and gas companies to monitor their competitor-s behaviour in enhancing them in formulating business strategies. The system integrated statistical approach with three underlying concepts: keyword occurrences, title of the news article and location of the sentence. The generated summaries were compared with human generated summaries from an oil and gas company. Precision and recall ratio are used to evaluate the accuracy of the generated summary. Based on the experimental results, the system is able to produce an effective summary with the average recall value of 83% at the compression rate of 25%.
Abstract: Wireless sensor networks (WSN) are currently
receiving significant attention due to their unlimited potential. These
networks are used for various applications, such as habitat
monitoring, automation, agriculture, and security. The efficient nodeenergy
utilization is one of important performance factors in wireless
sensor networks because sensor nodes operate with limited battery
power. In this paper, we proposed the MiSense hierarchical cluster
based routing algorithm (MiCRA) to extend the lifetime of sensor
networks and to maintain a balanced energy consumption of nodes.
MiCRA is an extension of the HEED algorithm with two levels of
cluster heads. The performance of the proposed protocol has been
examined and evaluated through a simulation study. The simulation
results clearly show that MiCRA has a better performance in terms of
lifetime than HEED. Indeed, MiCRA our proposed protocol can
effectively extend the network lifetime without other critical
overheads and performance degradation. It has been noted that there
is about 35% of energy saving for MiCRA during the clustering
process and 65% energy savings during the routing process compared
to the HEED algorithm.
Abstract: As a result of urbanization, the unpredictable growth of industry and transport, production of chemicals, military activities, etc. the concentration of anthropogenic toxicants spread in nature exceeds all the permissible standards. Most dangerous among these contaminants are organic compounds having great persistence, bioaccumulation, and toxicity along with our awareness of their prominent occurrence in the environment and food chain. Among natural ecological tools, plants still occupying above 40% of the world land, until recently, were considered as organisms having only a limited ecological potential, accumulating in plant biomass and partially volatilizing contaminants of different structure. However, analysis of experimental data of the last two decades revealed the essential role of plants in environment remediation due to ability to carry out intracellular degradation processes leading to partial or complete decomposition of carbon skeleton of different structure contaminants. Though, phytoremediation technologies still are in research and development, their various applications have been successfully used. The paper aims to analyze mechanisms of organic contaminants uptake and detoxification in plants, being the less studied issue in evaluation and exploration of plants potential for environment remediation.
Abstract: In some real applications of Statistical Process Control
it is necessary to design a control chart to not detect small process
shifts, but keeping a good performance to detect moderate and large
shifts in the quality. In this work we develop a new quality control
chart, the synthetic T2 control chart, that can be designed to cope with
this objective. A multi-objective optimization is carried out employing
Genetic Algorithms, finding the Pareto-optimal front of
non-dominated solutions for this optimization problem.
Abstract: Fly ash is a significant waste that is released of
thermal power plants and defined as very fine particles that are drifted upward with up taken by the flue gases due to the burning of
used coal [1]. The fly-ash is capable of removing organic
contaminants in consequence of high carbon content, a large surface area per unit volume and contained heavy metals. Therefore, fly ash
is used as an effective coagulant and adsorbent by pelletization [2, 3].
In this study, the possibility of use of fly ash taken from Turkey like low-cost adsorbent for adsorption of zinc ions found in waste
water was investigated. The fly ash taken from Turkey was pelletized with bentonite and molass to evaluate the adsorption capaticity. For
this purpose; analyses such as sieve analysis, XRD, XRF, FTIR and SEM were performed. As a result, it was seen that pellets prepared
from fly ash, bentonite and molass would be used for zinc adsorption.
Abstract: This research was conducted for the first time at the
southeastern coasts of the Caspian Sea in order to evaluate the
performance of osteichthyes cooperatives through production (catch)
function. Using one of the indirect valuation methods in this research,
contributory factors in catch were identified and were inserted into
the function as independent variables. In order to carry out this
research, the performance of 25 Osteichthyes catching cooperatives
in the utilization year of 2009 which were involved in fishing in
Miankale wildlife refuge region. The contributory factors in catch
were divided into groups of economic, ecological and biological
factors. In the mentioned function, catch rate of the cooperative were
inserted into as the dependant variable and fourteen partial variables
in terms of nine general variables as independent variables. Finally,
after function estimation, seven variables were rendered significant at
99 percent reliably level. The results of the function estimation
indicated that human resource (fisherman quantity) had the greatest
positive effect on catch rate with an influence coefficient of 1.7 while
weather conditions had the greatest negative effect on the catch rate
of cooperatives with an influence coefficient of -2.07. Moreover,
factors like member's share, experience and fisherman training and
fishing effort played the main roles in the catch rate of cooperative
with influence coefficients of 0.81, 0.5 and 0.21, respectively.
Abstract: In-core memory requirement is a bottleneck in solving
large three dimensional Navier-Stokes finite element problem
formulations using sparse direct solvers. Out-of-core solution
strategy is a viable alternative to reduce the in-core memory
requirements while solving large scale problems. This study
evaluates the performance of various out-of-core sequential solvers
based on multifrontal or supernodal techniques in the context of
finite element formulations for three dimensional problems on a
Windows platform. Here three different solvers, HSL_MA78,
MUMPS and PARDISO are compared. The performance of these
solvers is evaluated on a 64-bit machine with 16GB RAM for finite
element formulation of flow through a rectangular channel. It is
observed that using out-of-core PARDISO solver, relatively large
problems can be solved. The implementation of Newton and
modified Newton's iteration is also discussed.
Abstract: Nowadays, engineering ceramics have significant
applications in different industries such as; automotive, aerospace,
electrical, electronics and even martial industries due to their
attractive physical and mechanical properties like very high hardness
and strength at elevated temperatures, chemical stability, low friction
and high wear resistance. However, these interesting properties plus
low heat conductivity make their machining processes too hard,
costly and time consuming. Many attempts have been made in order
to make the grinding process of engineering ceramics easier and
many scientists have tried to find proper techniques to economize
ceramics' machining processes. This paper proposes a new diamond
plunge grinding technique using ultrasonic vibration for grinding
Alumina ceramic (Al2O3). For this purpose, a set of laboratory
equipments have been designed and simulated using Finite Element
Method (FEM) and constructed in order to be used in various
measurements. The results obtained have been compared with the
conventional plunge grinding process without ultrasonic vibration
and indicated that the surface roughness and fracture strength
improved and the grinding forces decreased.
Abstract: The necessity of accurate and timely field data is
shared among organizations engaged in fundamentally different
activities, public services or commercial operations. Basically, there
are three major components in the process of the qualitative research:
data collection, interpretation and organization of data, and analytic
process. Representative technological advancements in terms of
innovation have been made in mobile devices (mobile phone, PDA-s,
tablets, laptops, etc). Resources that can be potentially applied on the
data collection activity for field researches in order to improve this
process.
This paper presents and discuss the main features of a mobile
phone based solution for field data collection, composed of basically
three modules: a survey editor, a server web application and a client
mobile application. The data gathering process begins with the
survey creation module, which enables the production of tailored
questionnaires. The field workforce receives the questionnaire(s) on
their mobile phones to collect the interviews responses and sending
them back to a server for immediate analysis.
Abstract: The increased number of automobiles in recent years
has resulted in great demand for fossil fuel. This has led to the
development of automobile by using alternative fuels which include
gaseous fuels, biofuels and vegetables oils as fuel. Energy from
biomass and more specific bio-diesel is one of the opportunities that
could cover the future demand of fossil fuel shortage. Biomass in the
form of cashew nut shell represents a new energy source and
abundant source of energy in India. The bio-fuel is derived from
cashew nut shell oil and its blend with diesel are promising
alternative fuel for diesel engine. In this work the pyrolysis Cashew
Nut Shell Liquid (CNSL)-Diesel Blends (CDB) was used to run the
Direct Injection (DI) diesel engine. The experiments were conducted
with various blends of CNSL and Diesel namely B20, B40, B60, B80
and B100. The results are compared with neat diesel operation. The
brake thermal efficiency was decreased for blends of CNSL and
Diesel except the lower blends of B20. The brake thermal efficiency
of B20 is nearly closer to that of diesel fuel. Also the emission level
of the all CNSL and Diesel blends was increased compared to neat
diesel. The higher viscosity and lower volatility of CNSL leads to
poor mixture formation and hence lower brake thermal efficiency and
higher emission levels. The higher emission level can be reduced by
adding suitable additives and oxygenates with CNSL and Diesel
blends.
Abstract: Network layer multicast, i.e. IP multicast, even after
many years of research, development and standardization, is not
deployed in large scale due to both technical (e.g. upgrading of
routers) and political (e.g. policy making and negotiation) issues.
Researchers looked for alternatives and proposed application/overlay
multicast where multicast functions are handled by end hosts, not
network layer routers. Member hosts wishing to receive multicast
data form a multicast delivery tree. The intermediate hosts in the tree
act as routers also, i.e. they forward data to the lower hosts in the
tree. Unlike IP multicast, where a router cannot leave the tree until all
members below it leave, in overlay multicast any member can leave
the tree at any time thus disjoining the tree and disrupting the data
dissemination. All the disrupted hosts have to rejoin the tree. This
characteristic of the overlay multicast causes multicast tree unstable,
data loss and rejoin overhead. In this paper, we propose that each node
sets its leaving time from the tree and sends join request to a number
of nodes in the tree. The nodes in the tree will reject the request if
their leaving time is earlier than the requesting node otherwise they
will accept the request. The node can join at one of the accepting
nodes. This makes the tree more stable as the nodes will join the tree
according to their leaving time, earliest leaving time node being at the
leaf of the tree. Some intermediate nodes may not follow their leaving
time and leave earlier than their leaving time thus disrupting the tree.
For this, we propose a proactive recovery mechanism so that disrupted
nodes can rejoin the tree at predetermined nodes immediately. We
have shown by simulation that there is less overhead when joining
the multicast tree and the recovery time of the disrupted nodes is
much less than the previous works. Keywords
Abstract: This paper presents the significant factor and give
some suggestion that should know before design. The main objective of this paper is guide the first step for someone who attends to design of grounding system before study in details later. The overview of
grounding system can protect damage from fault such as can save a human life and power system equipment. The unsafe conditions have
three cases. Case 1) maximum touch voltage exceeds the safety
criteria. In this case, the conductor compression ratio of the ground gird should be first adjusted to have optimal spacing of ground grid
conductors. If it still over limit, earth resistivity should be consider afterward. Case 2) maximum step voltage exceeds the safety criteria.
In this case, increasing the number of ground grid conductors around
the boundary can solve this problem. Case 3) both of maximum touch
and step voltage exceed the safety criteria. In this case, follow the solutions explained in case 1 and case 2. Another suggestion, vary depth of ground grid until maximum step and touch voltage do not
exceed the safety criteria.