Downtrend Algorithm and Hedging Strategy in Futures Market

The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.

Tax Innovation, Administration and Revenue Generation in Nigeria: Case of Cross River State

Taxation as a potent fiscal policy instrument through which infrastructures and social services that drive the development process of any society has been ineffective in Nigeria. The adoption of appropriate measures is, however, a requirement for the generation of adequate tax revenue. This study set out to investigates efficiency and effectiveness in the administration of tax in Nigeria, using Cross River State as a case-study. The methodology to achieve this objective is a qualitative technique using structured questionnaires to survey the three senatorial districts in the state; the central limit theory is adopted as our analytical technique. Result showed a significant degree of inefficiency in the administration of taxes. It is recommended that periodic review and update of tax policy will bring innovation and effectiveness in the administration of taxes. Also proper appropriation of tax revenue will drive development in needed infrastructural and social services.

Humanoid Personalized Avatar Through Multiple Natural Language Processing

There has been a growing interest in implementing humanoid avatars in networked virtual environment. However, most existing avatar communication systems do not take avatars- social backgrounds into consideration. This paper proposes a novel humanoid avatar animation system to represent personalities and facial emotions of avatars based on culture, profession, mood, age, taste, and so forth. We extract semantic keywords from the input text through natural language processing, and then the animations of personalized avatars are retrieved and displayed according to the order of the keywords. Our primary work is focused on giving avatars runtime instruction from multiple natural languages. Experiments with Chinese, Japanese and English input based on the prototype show that interactive avatar animations can be displayed in real time and be made available online. This system provides a more natural and interesting means of human communication, and therefore is expected to be used for cross-cultural communication, multiuser online games, and other entertainment applications.

A Power Conversion System using the Renewable Energies for HEV Charger

With a development of Hybrid Electric Vehicle(HEV), A photovoltaic(PV) generation system is used for charging batteries in many cases. A dc/dc converter using PV power for a battery charger requires a high efficiency. In this paper, A ZVS boost converter using the renewable energies for HEV charger is proposed. Through the theoretical analysis and experimental result, operation modes and characteristics of the proposed topology are verified.

Lateral Behavior of Concrete

Lateral expansion is a factor defining the level of confinement in reinforced concrete columns. Therefore, predicting the lateral strain relationship with axial strain becomes an important issue. Measuring lateral strains in experiments is difficult and only few report experimental lateral strains. Among the existing analytical formulations, two recent models are compared with available test results in this paper with shortcomings highlighted. A new analytical model is proposed here for lateral strain axial strain relationship and is based on the supposition that the concrete behaves linear elastic in the early stages of loading and then nonlinear hardening up to the peak stress and then volumetric expansion. The proposal for the lateral strain axial strain relationship after the peak stress is mainly based on the hypothesis that the plastic lateral strain varies linearly with the plastic axial strain and it is shown that this is related to the lateral confinement level.

Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem

This paper presents a perturbation based search method to solve the unconstrained binary quadratic programming problem. The proposed algorithm was tested with some of the standard test problems and the results are reported for 10 instances of 50, 100, 250, & 500 variable problems. A comparison of the performance of the proposed algorithm with other heuristics and optimization software is made. Based on the results, it was found that the proposed algorithm is computationally inexpensive and the solutions obtained match the best known solutions for smaller sized problems. For larger instances, the algorithm is capable of finding a solution within 0.11% of the best known solution. Apart from being used as a stand-alone method, this algorithm could also be incorporated with other heuristics to find better solutions.

Multi Band Frequency Synthesizer Based on ISPD PLL with Adapted LC Tuned VCO

The 4G front-end transceiver needs a high performance which can be obtained mainly with an optimal architecture and a multi-band Local Oscillator. In this study, we proposed and presented a new architecture of multi-band frequency synthesizer based on an Inverse Sine Phase Detector Phase Locked Loop (ISPD PLL) without any filters and any controlled gain block and associated with adapted multi band LC tuned VCO using a several numeric controlled capacitive branches but not binary weighted. The proposed architecture, based on 0.35μm CMOS process technology, supporting Multi-band GSM/DCS/DECT/ UMTS/WiMax application and gives a good performances: a phase noise @1MHz -127dBc and a Factor Of Merit (FOM) @ 1MHz - 186dB and a wide band frequency range (from 0.83GHz to 3.5GHz), that make the proposed architecture amenable for monolithic integration and 4G multi-band application.

A Deterministic Polynomial-time Algorithm for the Clique Problem and the Equality of P and NP Complexity Classes

In this paper a deterministic polynomial-time algorithm is presented for the Clique problem. The case is considered as the problem of omitting the minimum number of vertices from the input graph so that none of the zeroes on the graph-s adjacency matrix (except the main diagonal entries) would remain on the adjacency matrix of the resulting subgraph. The existence of a deterministic polynomial-time algorithm for the Clique problem, as an NP-complete problem will prove the equality of P and NP complexity classes.

One-Class Support Vector Machines for Protein-Protein Interactions Prediction

Predicting protein-protein interactions represent a key step in understanding proteins functions. This is due to the fact that proteins usually work in context of other proteins and rarely function alone. Machine learning techniques have been applied to predict protein-protein interactions. However, most of these techniques address this problem as a binary classification problem. Although it is easy to get a dataset of interacting proteins as positive examples, there are no experimentally confirmed non-interacting proteins to be considered as negative examples. Therefore, in this paper we solve this problem as a one-class classification problem using one-class support vector machines (SVM). Using only positive examples (interacting protein pairs) in training phase, the one-class SVM achieves accuracy of about 80%. These results imply that protein-protein interaction can be predicted using one-class classifier with comparable accuracy to the binary classifiers that use artificially constructed negative examples.

Information Retrieval: Improving Question Answering Systems by Query Reformulation and Answer Validation

Question answering (QA) aims at retrieving precise information from a large collection of documents. Most of the Question Answering systems composed of three main modules: question processing, document processing and answer processing. Question processing module plays an important role in QA systems to reformulate questions. Moreover answer processing module is an emerging topic in QA systems, where these systems are often required to rank and validate candidate answers. These techniques aiming at finding short and precise answers are often based on the semantic relations and co-occurrence keywords. This paper discussed about a new model for question answering which improved two main modules, question processing and answer processing which both affect on the evaluation of the system operations. There are two important components which are the bases of the question processing. First component is question classification that specifies types of question and answer. Second one is reformulation which converts the user's question into an understandable question by QA system in a specific domain. The objective of an Answer Validation task is thus to judge the correctness of an answer returned by a QA system, according to the text snippet given to support it. For validating answers we apply candidate answer filtering, candidate answer ranking and also it has a final validation section by user voting. Also this paper described new architecture of question and answer processing modules with modeling, implementing and evaluating the system. The system differs from most question answering systems in its answer validation model. This module makes it more suitable to find exact answer. Results show that, from total 50 asked questions, evaluation of the model, show 92% improving the decision of the system.

Analysis of Chatter in Ball End Milling by Wavelet Transform

The chatter is one of the major limitations of the productivity in the ball end milling process. It affects the surface roughness, the dimensional accuracy and the tool life. The aim of this research is to propose the new system to detect the chatter during the ball end milling process by using the wavelet transform. The proposed method is implemented on the 5-axis CNC machining center and the new three parameters are introduced from three dynamic cutting forces, which are calculated by taking the ratio of the average variances of dynamic cutting forces to the absolute variances of themselves. It had been proved that the chatter can be easier to detect during the in-process cutting by using the new parameters which are proposed in this research. The experimentally obtained results showed that the wavelet transform can provide the reliable results to detect the chatter under various cutting conditions.

Paradigm and Paradox: Knowledge Management and Business Ethics

Knowledge management (KM) is generally considered to be a positive process in an organisation, facilitating opportunities to achieve competitive advantage via better quality information handling, compilation of expert know-how and rapid response to fluctuations in the business environment. The KM paradigm as portrayed in the literature informs the processes that can increase intangible assets so that corporate knowledge is preserved. However, in some instances, knowledge management exists in a universe of dynamic tension among the conflicting needs to respect privacy and intellectual property (IP), to guard against data theft, to protect national security and to stay within the laws. While the Knowledge Management literature focuses on the bright side of the paradigm, there is also a different side in which knowledge is distorted, suppressed or misappropriated due to personal or organisational motives (the paradox). This paper describes the ethical paradoxes that occur within the taxonomy and deontology of knowledge management and suggests that recognising both the promises and pitfalls of KM requires wisdom.

Investigation on the Antimicrobial Effect of Ammonyx on Some Pathogenic Microbes Observed on Sweatshirt Sport

In this research, the main aim is to investigate the antimicrobial effectiveness of ammonyx solutions finishing on Sweatshirt Sport with immersion method. 60 Male healthy subjects (football player) participated in this study. They were dressed in a Sweatshirt for 14 days and some microbes found on them were investigated. The antimicrobial effect of different ammonyx solutions(1/100, 1/500, 1/1000, 1/2000 v/v solutions of Ammonyx) on the identified microbes was studied by the zone inhabitation method in vitro. In the next step the Sweatshirt Sports were treated with the same different solutions of ammonyx and the antimicrobial effectiveness was assessed by colony count method in different times and the results were compared whit untreated ones. Some mechanical properties of treated cotton/polyester yarn that used in Sweatshirt Sport were measured after 30 days and were compared with untreated one. Finally after finishing, scanning electron microscopy (SEM) was used to compare the surfaces of the finished and unfinished specimens. The results showed the presence of five pathogenic microbes on Sweatshirt Sports such as Escherichia coli, Staphylococcus aureus, Aspergillus, Mucor and Candida. The inhalation time for treated on Sweatshirt Sports improved. The amount of colony growth on treated clothes reduced considerably and moreover the mechanical tests results showed no significant deterioration effect of studies properties in comparison to the untreated yarn. The visual examination of the SEM indicated that the antimicrobial treatments were applied usefully to fabrics.

Study of Compaction in Hot-Mix Asphalt Using Computer Simulations

During the process of compaction in Hot-Mix Asphalt (HMA) mixtures, the distance between aggregate particles decreases as they come together and eliminate air-voids. By measuring the inter-particle distances in a cut-section of a HMA sample the degree of compaction can be estimated. For this, a calibration curve is generated by computer simulation technique when the gradation and asphalt content of the HMA mixture are known. A two-dimensional cross section of HMA specimen was simulated using the mixture design information (gradation, asphalt content and air-void content). Nearest neighbor distance methods such as Delaunay triangulation were used to study the changes in inter-particle distance and area distribution during the process of compaction in HMA. Such computer simulations would enable making several hundreds of repetitions in a short period of time without the necessity to compact and analyze laboratory specimens in order to obtain good statistics on the parameters defined. The distributions for the statistical parameters based on computer simulations showed similar trends as those of laboratory specimens.

Design Management Applications to Improve Work Environment for Female Academics in Saudi Arabia

This research study examines cases of Saudi Arabian universities and female academics for work environment issues within the context of design management applications. The study proposes use of design research, ergonomics and systems design thinking to develop the university design which facilitates removal of physical and cognitive barriers for female academics. Review of literature demonstrates that macro and micro ergonomic combined with design management and system design strategies can significantly improve the workplace design for female academics. The university design model would be prepared based on the analyses of primary data obtained from archived documents, participants' observation logs, photo audits, focus groups and semi-structured interviews of currently employed female academics in the selected case universities.

Characterization and Modeling of Packet Loss of a VoIP Communication

In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Statistical Approach to Basis Function Truncation in Digital Interpolation Filters

In this paper an alternative analysis in the time domain is described and the results of the interpolation process are presented by means of functions that are based on the rule of conditional mathematical expectation and the covariance function. A comparison between the interpolation error caused by low order filters and the classic sinc(t) truncated function is also presented. When fewer samples are used, low-order filters have less error. If the number of samples increases, the sinc(t) type functions are a better alternative. Generally speaking there is an optimal filter for each input signal which depends on the filter length and covariance function of the signal. A novel scheme of work for adaptive interpolation filters is also presented.

Performance Analysis of an Adaptive Threshold Hybrid Double-Dwell System with Antenna Diversity for Acquisition in DS-CDMA Systems

In this paper, we consider the analysis of the acquisition process for a hybrid double-dwell system with antenna diversity for DS-CDMA (direct sequence-code division multiple access) using an adaptive threshold. Acquisition systems with a fixed threshold value are unable to adapt to fast varying mobile communications environments and may result in a high false alarm rate, and/or low detection probability. Therefore, we propose an adaptively varying threshold scheme through the use of a cellaveraging constant false alarm rate (CA-CFAR) algorithm, which is well known in the field of radar detection. We derive exact expressions for the probabilities of detection and false alarm in Rayleigh fading channels. The mean acquisition time of the system under consideration is also derived. The performance of the system is analyzed and compared to that of a hybrid single dwell system.

Fuzzy Cost Support Vector Regression

In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.

Researches on Simulation and Validation of Airborne Enhanced Ground Proximity Warning System

In this paper, enhanced ground proximity warning simulation and validation system is designed and implemented. First, based on square grid and sub-grid structure, the global digital terrain database is designed and constructed. Terrain data searching is implemented through querying the latitude and longitude bands and separated zones of global terrain database with the current aircraft position. A combination of dynamic scheduling and hierarchical scheduling is adopted to schedule the terrain data, and the terrain data can be read and delete dynamically in the memory. Secondly, according to the scope, distance, approach speed information etc. to the dangerous terrain in front, and using security profiles calculating method, collision threat detection is executed in real-time, and provides caution and warning alarm. According to this scheme, the implementation of the enhanced ground proximity warning simulation system is realized. Simulations are carried out to verify a good real-time in terrain display and alarm trigger, and the results show simulation system is realized correctly, reasonably and stable.