A Fuzzy Mixed Integer Multi-Scenario Portfolio Optimization Model

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

A Study of the Role of Perceived Risk and User Characteristics in Internet Purchase Intention

This study aims at investigating the empirical relationships between risk preference, internet preference, and internet knowledge which are known as user characteristics, in addition to perceived risk of the customers on the internet purchase intention. In order to test the relationships between the variables of model 174, a questionnaire was collected from the students with previous online experience. For the purpose of data analysis, confirmatory factor analysis (CFA) and structural equation model (SEM) was used. Test results show that the perceived risk affects the internet purchase intention, and increase or decrease of perceived risk influences the purchase intention when the customer does the internet shopping. Other factors such as internet preference, knowledge of the internet, and risk preference affect the internet purchase intention.

Performance Evaluation of Prioritized Limited Processor-Sharing System

We propose a novel prioritized limited processor-sharing (PS) rule and a simulation algorithm for the performance evaluation of this rule. The performance measures of practical interest are evaluated using this algorithm. Suppose that there are two classes and that an arriving (class-1 or class-2) request encounters n1 class-1 and n2 class-2 requests (including the arriving one) in a single-server system. According to the proposed rule, class-1 requests individually and simultaneously receive m / (m * n1+ n2) of the service-facility capacity, whereas class-2 requests receive 1 / (m *n1 + n2) of it, if m * n1 + n2 ≤ C. Otherwise (m * n1 + n2 > C), the arriving request will be queued in the corresponding class waiting room or rejected. Here, m (1) denotes the priority ratio, and C ( ∞), the service-facility capacity. In this rule, when a request arrives at [or departs from] the system, the extension [shortening] of the remaining sojourn time of each request receiving service can be calculated using the number of requests of each class and the priority ratio. Employing a simulation program to execute these events and calculations enables us to analyze the performance of the proposed prioritized limited PS rule, which is realistic in a time-sharing system (TSS) with a sufficiently small time slot. Moreover, this simulation algorithm is expanded for the evaluation of the prioritized limited PS system with N  3 priority classes.

Noise Reduction in Image Sequences using an Effective Fuzzy Algorithm

In this paper, we propose a novel spatiotemporal fuzzy based algorithm for noise filtering of image sequences. Our proposed algorithm uses adaptive weights based on a triangular membership functions. In this algorithm median filter is used to suppress noise. Experimental results show when the images are corrupted by highdensity Salt and Pepper noise, our fuzzy based algorithm for noise filtering of image sequences, are much more effective in suppressing noise and preserving edges than the previously reported algorithms such as [1-7]. Indeed, assigned weights to noisy pixels are very adaptive so that they well make use of correlation of pixels. On the other hand, the motion estimation methods are erroneous and in highdensity noise they may degrade the filter performance. Therefore, our proposed fuzzy algorithm doesn-t need any estimation of motion trajectory. The proposed algorithm admissibly removes noise without having any knowledge of Salt and Pepper noise density.

Validation on 3D Surface Roughness Algorithm for Measuring Roughness of Psoriasis Lesion

Psoriasis is a widespread skin disease affecting up to 2% population with plaque psoriasis accounting to about 80%. It can be identified as a red lesion and for the higher severity the lesion is usually covered with rough scale. Psoriasis Area Severity Index (PASI) scoring is the gold standard method for measuring psoriasis severity. Scaliness is one of PASI parameter that needs to be quantified in PASI scoring. Surface roughness of lesion can be used as a scaliness feature, since existing scale on lesion surface makes the lesion rougher. The dermatologist usually assesses the severity through their tactile sense, therefore direct contact between doctor and patient is required. The problem is the doctor may not assess the lesion objectively. In this paper, a digital image analysis technique is developed to objectively determine the scaliness of the psoriasis lesion and provide the PASI scaliness score. Psoriasis lesion is modelled by a rough surface. The rough surface is created by superimposing a smooth average (curve) surface with a triangular waveform. For roughness determination, a polynomial surface fitting is used to estimate average surface followed by a subtraction between rough and average surface to give elevation surface (surface deviations). Roughness index is calculated by using average roughness equation to the height map matrix. The roughness algorithm has been tested to 444 lesion models. From roughness validation result, only 6 models can not be accepted (percentage error is greater than 10%). These errors occur due the scanned image quality. Roughness algorithm is validated for roughness measurement on abrasive papers at flat surface. The Pearson-s correlation coefficient of grade value (G) of abrasive paper and Ra is -0.9488, its shows there is a strong relation between G and Ra. The algorithm needs to be improved by surface filtering, especially to overcome a problem with noisy data.

FEA for Transient Responses of an S-Shaped Force Transducer with a Viscoelastic Absorber Using a Nonlinear Complex Spring

To compute dynamic characteristics of nonlinear viscoelastic springs with elastic structures having huge degree-of-freedom, Yamaguchi proposed a new fast numerical method using finite element method [1]-[2]. In this method, restoring forces of the springs are expressed using power series of their elongation. In the expression, nonlinear hysteresis damping is introduced. In this expression, nonlinear complex spring constants are introduced. Finite element for the nonlinear spring having complex coefficients is expressed and is connected to the elastic structures modeled by linear solid finite element. Further, to save computational time, the discrete equations in physical coordinate are transformed into the nonlinear ordinary coupled equations using normal coordinate corresponding to linear natural modes. In this report, the proposed method is applied to simulation for impact responses of a viscoelastic shock absorber with an elastic structure (an S-shaped structure) by colliding with a concentrated mass. The concentrated mass has initial velocities and collides with the shock absorber. Accelerations of the elastic structure and the concentrated mass are measured using Levitation Mass Method proposed by Fujii [3]. The calculated accelerations from the proposed FEM, corresponds to the experimental ones. Moreover, using this method, we also investigate dynamic errors of the S-shaped force transducer due to elastic mode in the S-shaped structure.

Artificial Intelligence Techniques Applications for Power Disturbances Classification

Artificial Intelligence (AI) methods are increasingly being used for problem solving. This paper concerns using AI-type learning machines for power quality problem, which is a problem of general interest to power system to provide quality power to all appliances. Electrical power of good quality is essential for proper operation of electronic equipments such as computers and PLCs. Malfunction of such equipment may lead to loss of production or disruption of critical services resulting in huge financial and other losses. It is therefore necessary that critical loads be supplied with electricity of acceptable quality. Recognition of the presence of any disturbance and classifying any existing disturbance into a particular type is the first step in combating the problem. In this work two classes of AI methods for Power quality data mining are studied: Artificial Neural Networks (ANNs) and Support Vector Machines (SVMs). We show that SVMs are superior to ANNs in two critical respects: SVMs train and run an order of magnitude faster; and SVMs give higher classification accuracy.

Determination and Assessment of Ground Motion and Spectral Parameters for Iran

Many studies have been conducted for derivation of attenuation relationships worldwide, however few relationships have been developed to use for the seismic region of Iranian plateau and only few of these studies have been conducted for derivation of attenuation relationships for parameters such as uniform duration. Uniform duration is the total time during which the acceleration is larger than a given threshold value (default is 5% of PGA). In this study, the database was same as that used previously by Ghodrati Amiri et al. (2007) with same correction methods for earthquake records in Iran. However in this study, records from earthquakes with MS< 4.0 were excluded from this database, each record has individually filtered afterward, and therefore the dataset has been expanded. These new set of attenuation relationships for Iran are derived based on tectonic conditions with soil classification into rock and soil. Earthquake parameters were chosen to be hypocentral distance and magnitude in order to make it easier to use the relationships for seismic hazard analysis. Tehran is the capital city of Iran wit ha large number of important structures. In this study, a probabilistic approach has been utilized for seismic hazard assessment of this city. The resulting uniform duration against return period diagrams are suggested to be used in any projects in the area.

Symmetrical Analysis of a Six-Phase Induction Machine Under Fault Conditions

The operational behavior of a six-phase squirrel cage induction machine with faulted stator terminals is presented in this paper. The study is carried out using the derived mathematical model of the machine in the arbitrary reference frame. Tests are conducted on a 1 kW experimental machine. Steady-state and dynamic performance are analyzed for the machine unloaded and loaded conditions. The results shows that with one of the stator phases experiencing either an open- circuit or short circuit fault the machine still produces starting torque, albeit the running performance is significantly derated.

Body Mass Index for Australian Athletes Participating in Rugby Union, Soccer and Touch Football at the World Masters Games

Whilst there is growing evidence that activity across the lifespan is beneficial for improved health, there are also many changes involved with the aging process and subsequently the potential for reduced indices of health. Data gathered on a subsample of 535 football code athletes, aged 31-72 yrs ( = 47.4, s = ±7.1), competing at the Sydney World Masters Games (2009) demonstrated a significantly (p < 0.001), reduced classification of obesity using Body Mass Index (BMI) when compared to the general Australian population. This evidence of improved classification in one index of health (BMI < 30) for master athletes (when compared to the general population) implies there are either improved levels of this index of health due to adherence to sport or possibly the reduced BMI is advantageous and contributes to this cohort adhering (or being attracted) to masters sport. Demonstration of this proportionately under-investigated World Masters Games population having improved health over the general population is of particular interest.

Consensus on Climate Change Adaptation among Government and Populace

Observations and long-term trends indicate that climate change impacts would be significant and affects Taiwan directly and severely. Taiwan engages not only in mitigation, but also in adaptation. However, there are cognitive gaps on adaptation between government and populace. Besides, a vision of zero-carbon and renewable energy 100% will be adopted in future. Therefore, the objectives of this article are to 1) hold a National Forum for knowing differences between the strategies of zero-carbon and renewable energy 100% and cognitions of general populace, and 2) plan a clear roadmap for the vision, strategy, and measures. In this forum, we set 5 group topics, 5 presumed themes, and issues mentioned review for concluding the critical issues. Finally, there are 4 strategies and 14 critical issues which correlate with the vision and strategy of government and the cognition of the general populace.

A Comparison of Inflow Generation Methods for Large-Eddy Simulation

A study of various turbulent inflow generation methods was performed to compare their relative effectiveness for LES computations of turbulent boundary layers. This study confirmed the quality of the turbulent information produced by the family of recycling and rescaling methods which take information from within the computational domain. Furthermore, more general inflow methods also proved applicable to such simulations, with a precursor-like inflow and a random inflow augmented with forcing planes showing promising results.

Heterogeneity-Aware Load Balancing for Multimedia Access over Wireless LAN Hotspots

Wireless LAN (WLAN) access in public hotspot areas becomes popular in the recent years. Since more and more multimedia information is available in the Internet, there is an increasing demand for accessing multimedia information through WLAN hotspots. Currently, the bandwidth offered by an IEEE 802.11 WLAN cannot afford many simultaneous real-time video accesses. A possible way to increase the offered bandwidth in a hotspot is the use of multiple access points (APs). However, a mobile station is usually connected to the WLAN AP with the strongest received signal strength indicator (RSSI). The total consumed bandwidth cannot be fairly allocated among those APs. In this paper, we will propose an effective load-balancing scheme via the support of the IAPP and SNMP in APs. The proposed scheme is an open solution and doesn-t need any changes in both wireless stations and APs. This makes load balancing possible in WLAN hotspots, where a variety of heterogeneous mobile devices are employed.

Screening and Identification of Microorganisms – Potential Producers of Arachidonic Acid

Microorganisms isolated from water and soil of Kazakhstan to identify potential high-effective producers of the arachidonic acid, exhibiting a wide range of physiological activity and having practical applications were screened. Based on the results of two independent tests (the test on the sensitivity of the growth processes of microorganisms to acetylsalicylic acid - an irreversible inhibitor of PGH-synthase involved in the metabolism of arachidonic acid and its derivatives, the test for inhibition of peroxidase activity of membrane-bounding fraction of PGH - synthase by acetylsalicylic acid) were selected microbial cultures which are potential highproducer of arachidonic acid. They are characterized by a stable strong growth in the laboratory conditions. Identification of microorganism cultures based on morphological, physiological, biochemical and molecular genetic characteristics was performed.

A Simple Constellation Precoding Technique over MIMO-OFDM Systems

This paper studies the design of a simple constellation precoding for a multiple-input multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) system over Rayleigh fading channels where OFDM is used to keep the diversity replicas orthogonal and reduce ISI effects. A multi-user environment with K synchronous co-channel users is considered. The proposed scheme provides a bandwidth efficient transmission for individual users by increasing the system throughput. In comparison with the existing coded MIMO-OFDM schemes, the precoding technique is designed under the consideration of its low implementation complexity while providing a comparable error performance to the existing schemes. Analytic and simulation results have been presented to show the distinguished error performance.

Calibration of Parallel Multi-View Cameras

This paper focuses on the calibration problem of a multi-view shooting system designed for the production of 3D content for auto-stereoscopic visualization. The considered multiview camera is characterized by coplanar and decentered image sensors regarding to the corresponding optical axis. Based on the Faugéras and Toscani-s calibration approach, a calibration method is herein proposed for the case of multi-view camera with parallel and decentered image sensors. At first, the geometrical model of the shooting system is recalled and some industrial prototypes with some shooting simulations are presented. Next, the development of the proposed calibration method is detailed. Finally, some simulation results are presented before ending with some conclusions about this work.

How Can We Carry Out Green Incentives Most Efficiently?

Green incentives are included in the “American Recovery and Reinvestment Act of 2009" (ARRA). It is, however, unclear how these government incentives can be carried out most effectively according to market-based principles and if they can serve as a catalyst for an accelerated green transformation and an ultimate solution to the current U.S. and global economic and financial crisis. The article will compare the existing U.S. green economic policies with those in Germany, identify problems, and suggest improvements to allow the green stimulus incentives to achieve the best results in the process of an accelerated green transformation. The author argues that the current U.S. green stimulus incentives can only be most successful if they are carried out as part of a visionary, comprehensive, long-term, and consistent strategy of the green economic transformation.

Percolation Transition with Hidden Variables in Complex Networks

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Demonstration of a Low-Cost Monocycle Pulse for UWB Radio Transceiver

This paper presents a simple and original method for the generation of short monocycle pulses based on the transient response of a passive band-pass filter. The recorded sub-nanosecond pulses show a good symmetry and a small ringing (13 % of the peak amplitude). Their spectral density covers the range 3.1 GHz to 10.6 GHz. The possibility to adapt the pulse spectral density to the indoor FCC frequency mask is demonstrated with a prototype working at a reduced frequency (FCC/1000). A detection technique is proposed.

A Usability Testing Approach to Evaluate User-Interfaces in Business Administration

This interdisciplinary study is an investigation to evaluate user-interfaces in business administration. The study is going to be implemented on two computerized business administration systems with two distinctive user-interfaces, so that differences between the two systems can be determined. Both systems, a commercial and a prototype developed for the purpose of this study, deal with ordering of supplies, tendering procedures, issuing purchase orders, controlling the movement of the stocks against their actual balances on the shelves and editing them on their tabulations. In the second suggested system, modern computer graphics and multimedia issues were taken into consideration to cover the drawbacks of the first system. To highlight differences between the two investigated systems regarding some chosen standard quality criteria, the study employs various statistical techniques and methods to evaluate the users- interaction with both systems. The study variables are divided into two divisions: independent representing the interfaces of the two systems, and dependent embracing efficiency, effectiveness, satisfaction, error rate etc.