An Asymptotic Formula for Pricing an American Exchange Option

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Design of an Intelligent Tutor using a Multiagent Approach

Research in distributed artificial intelligence and multiagent systems consider how a set of distributed entities can interact and coordinate their actions in order to solve a given problem. In this paper an overview of this concept and its evolution is presented particularly its application in the design of intelligent tutoring systems. An intelligent tutor based on the concept of agent and centered specifically on the design of a pedagogue agent is illustrated. Our work has two goals: the first one concerns the architecture aspect and the design of a tutor using multiagent approach. The second one deals particularly with the design of a part of a tutor system: the pedagogue agent.

Sustainability of Urban Cemeteries and the Transformation of Malay Burial Practices in Kuala Lumpur Metropolitan Region

Land shortage for burials is one of many issues that emerge out of accelerated urban growth in most developing Asian cities, including Kuala Lumpur. Despite actions taken by the federal government and local authorities in addressing this issue, there is no strategic solution being formulated. Apart from making provisions for land to be developed as new cemeteries, the future plan is merely to allocate reserve land to accommodate the increasing demands of burial grounds around the city. This paper examines problems that arise from the traditional practices of Malay funerary as well as an insight to current urban practices in managing Muslim burial spaces around Kuala Lumpur metropolitan region. This paper will also provide some solutions through design approach that can be applied to counter the existing issues.

A Study on the Average Information Ratio of Perfect Secret-Sharing Schemes for Access Structures Based On Bipartite Graphs

A perfect secret-sharing scheme is a method to distribute a secret among a set of participants in such a way that only qualified subsets of participants can recover the secret and the joint share of participants in any unqualified subset is statistically independent of the secret. The collection of all qualified subsets is called the access structure of the perfect secret-sharing scheme. In a graph-based access structure, each vertex of a graph G represents a participant and each edge of G represents a minimal qualified subset. The average information ratio of a perfect secret-sharing scheme  realizing the access structure based on G is defined as AR = (Pv2V (G) H(v))/(|V (G)|H(s)), where s is the secret and v is the share of v, both are random variables from  and H is the Shannon entropy. The infimum of the average information ratio of all possible perfect secret-sharing schemes realizing a given access structure is called the optimal average information ratio of that access structure. Most known results about the optimal average information ratio give upper bounds or lower bounds on it. In this present structures based on bipartite graphs and determine the exact values of the optimal average information ratio of some infinite classes of them.

Understanding Physical Activity Behavior of Type 2 Diabetics Using the Theory of Planned Behavior and Structural Equation Modeling

Understanding patient factors related to physical activity behavior is important in the management of Type 2 Diabetes. This study applied the Theory of Planned Behavior model to understand physical activity behavior among sampled Type 2 diabetics in Kenya. The study was conducted within the diabetic clinic at Kisii Level 5 Hospital and adopted sequential mixed methods design beginning with qualitative phase and ending with quantitative phase. Qualitative data was analyzed using grounded theory analysis method. Structural equation modeling using maximum likelihood was used to analyze quantitative data. The common fit indices revealed that the theory of planned behavior fitted the data acceptably well among the Type 2 diabetes and within physical activity behavior {¤ç2 = 213, df = 84, n=230, p = .061, ¤ç2/df = 2.53; TLI = .97; CFI =.96; RMSEA (90CI) = .073(.029, .08)}. This theory proved to be useful in understanding physical activity behavior among Type 2 diabetics.

Trajectory Control of a Robotic Manipulator Utilizing an Adaptive Fuzzy Sliding Mode

In this paper, a novel adaptive fuzzy sliding mode control method is proposed for the robust tracking control of robotic manipulators. The proposed controller possesses the advantages of adaptive control, fuzzy control, and sliding mode control. First, system stability and robustness are guaranteed based on the sliding mode control. Further, fuzzy rules are developed incorporating with adaptation law to alleviate the input chattering effectively. Stability of the control system is proven by using the Lyapunov method. An application to a three-degree-of-freedom robotic manipulator is carried out. Accurate trajectory tracking as well as robustness is achieved. Input chattering is greatly eliminated.

The Use of S Curves in Technology Forecasting and its Application On 3D TV Technology

S-Curves are commonly used in technology forecasting. They show the paths of product performance in relation to time or investment in R&D. It is a useful tool to describe the inflection points and the limit of improvement of a technology. Companies use this information to base their innovation strategies. However inadequate use and some limitations of this technique lead to problems in decision making. In this paper first technology forecasting and its importance for company level strategies will be discussed. Secondly the S-Curve and its place among other forecasting techniques will be introduced. Thirdly its use in technology forecasting will be discussed based on its advantages, disadvantages and limitations. Finally an application of S-curve on 3D TV technology using patent data will also be presented and the results will be discussed.

OHASD: The First On-Line Arabic Sentence Database Handwritten on Tablet PC

In this paper we present the first Arabic sentence dataset for on-line handwriting recognition written on tablet pc. The dataset is natural, simple and clear. Texts are sampled from daily newspapers. To collect naturally written handwriting, forms are dictated to writers. The current version of our dataset includes 154 paragraphs written by 48 writers. It contains more than 3800 words and more than 19,400 characters. Handwritten texts are mainly written by researchers from different research centers. In order to use this dataset in a recognition system word extraction is needed. In this paper a new word extraction technique based on the Arabic handwriting cursive nature is also presented. The technique is applied to this dataset and good results are obtained. The results can be considered as a bench mark for future research to be compared with.

Enhanced GA-Fuzzy OPF under both Normal and Contingent Operation States

The genetic algorithm (GA) based solution techniques are found suitable for optimization because of their ability of simultaneous multidimensional search. Many GA-variants have been tried in the past to solve optimal power flow (OPF), one of the nonlinear problems of electric power system. The issues like convergence speed and accuracy of the optimal solution obtained after number of generations using GA techniques and handling system constraints in OPF are subjects of discussion. The results obtained for GA-Fuzzy OPF on various power systems have shown faster convergence and lesser generation costs as compared to other approaches. This paper presents an enhanced GA-Fuzzy OPF (EGAOPF) using penalty factors to handle line flow constraints and load bus voltage limits for both normal network and contingency case with congestion. In addition to crossover and mutation rate adaptation scheme that adapts crossover and mutation probabilities for each generation based on fitness values of previous generations, a block swap operator is also incorporated in proposed EGA-OPF. The line flow limits and load bus voltage magnitude limits are handled by incorporating line overflow and load voltage penalty factors respectively in each chromosome fitness function. The effects of different penalty factors settings are also analyzed under contingent state.

Treatment or Re-Victimizing the Victims

Severe symptoms, such as dissociation, depersonalization, self-mutilation, suicidal ideations and gestures, are the main reasons for a person to be diagnosed with Borderline Personality Disorder (BPD) and admitted to an inpatient Psychiatric Hospital. However, these symptoms are also indicators of a severe traumatic history as indicated by the extensive research on the topic. Unfortunately patients with such clinical presentation often are treated repeatedly only for their symptomatic behavior, while the main cause for their suffering, the trauma itself, is usually left unaddressed therapeutically. All of the highly structured, replicable, and manualized treatments lack the recognition of the uniqueness of the person and fail to respect his/her rights to experience and react in an idiosyncratic manner. Thus the communicative and adaptive meaning of such symptomatic behavior is missed. Only its pathological side is recognized and subjected to correction and stigmatization, and the message that the person is damaged goods that needs fixing is conveyed once again. However, this time the message would be even more convincing for the victim, because it is sent by mental health providers, who have the credibility to make such a judgment. The result is a revolving door of very expensive hospitalizations for only a temporary and patchy fix. In this way the patients, once victims of abuse and hardship are left invalidated and thus their re-victimization is perpetuated in their search for understanding and help. Keywordsborderline personality disorder (BPD), complex PTSD, integrative treatment of trauma, re-victimization of trauma victims.

System Identification and Control the Azimuth Angle of the Platform of MLRS by PID Controller

This paper presents the system identification by physical-s law method and designs the controller for the Azimuth Angle Control of the Platform of the Multi-Launcher Rocket System (MLRS) by Root Locus technique. The plant mathematical model was approximated using MATLAB for simulation and analyze the system. The controller proposes the implementation of PID Controller using Programmable Logic Control (PLC) for control the plant. PID Controllers are widely applicable in industrial sectors and can be set up easily and operate optimally for enhanced productivity, improved quality and reduce maintenance requirement. The results from simulation and experiments show that the proposed a PID Controller to control the elevation angle that has superior control performance by the setting time less than 12 sec, the rise time less than 1.6 sec., and zero steady state. Furthermore, the system has a high over shoot that will be continue development.

Optimization of Double Wishbone Suspension System with Variable Camber Angle by Hydraulic Mechanism

Simulation accuracy by recent dynamic vehicle simulation multidimensional expression significantly has progressed and acceptable results not only for passive vehicles but also for active vehicles normally equipped with advanced electronic components is also provided. Recently, one of the subjects that has it been considered, is increasing the safety car in design. Therefore, many efforts have been done to increase vehicle stability especially in the turn. One of the most important efforts is adjusting the camber angle in the car suspension system. Optimum control camber angle in addition to the vehicle stability is effective in the wheel adhesion on road, reducing rubber abrasion and acceleration and braking. Since the increase or decrease in the camber angle impacts on the stability of vehicles, in this paper, a car suspension system mechanism is introduced that could be adjust camber angle and the mechanism is application and also inexpensive. In order to reach this purpose, in this paper, a passive double wishbone suspension system with variable camber angle is introduced and then variable camber mechanism designed and analyzed for study the designed system performance, this mechanism is modeled in Visual Nastran software and kinematic analysis is revealed.

Nonlinear Acoustic Echo Cancellation Using Volterra Filtering with a Variable Step-Size GS-PAP Algorithm

In this paper, a nonlinear acoustic echo cancellation (AEC) system is proposed, whereby 3rd order Volterra filtering is utilized along with a variable step-size Gauss-Seidel pseudo affine projection (VSSGS-PAP) algorithm. In particular, the proposed nonlinear AEC system is developed by considering a double-talk situation with near-end signal variation. Simulation results demonstrate that the proposed approach yields better nonlinear AEC performance than conventional approaches.

A Mixed Integer Programming for Port Anzali Development Plan

This paper introduces a mixed integer programming model to find the optimum development plan for port Anzali. The model minimizes total system costs taking into account both port infrastructure costs and shipping costs. Due to the multipurpose function of the port, the model consists of 1020 decision variables and 2490 constraints. Results of the model determine the optimum number of berths that should be constructed in each period and for each type of cargo. In addition to, the results of sensitivity analysis on port operation quantity provide useful information for managers to choose the best scenario for port planning with the lowest investment risks. Despite all limitations-due to data availability-the model offers a straightforward decision tools to port planners aspiring to achieve optimum port planning steps.

Structure of Covering-based Rough Sets

Rough set theory is a very effective tool to deal with granularity and vagueness in information systems. Covering-based rough set theory is an extension of classical rough set theory. In this paper, firstly we present the characteristics of the reducible element and the minimal description covering-based rough sets through downsets. Then we establish lattices and topological spaces in coveringbased rough sets through down-sets and up-sets. In this way, one can investigate covering-based rough sets from algebraic and topological points of view.

Improving Carbon Sequestration in Concrete: A Literature Review

Due to urbanization, trees and plants which covered a great land mass of the earth and are an excellent carbon dioxide (CO2) absorber through photosynthesis are being replaced by several concrete based structures. It is therefore important to have these cement based structures absorb the large volume of carbon dioxide which the trees would have removed from the atmosphere during their useful lifespan. Hence the need for these cement based structures to be designed to serve other useful purposes in addition to shelter. This paper reviews the properties of Sodium carbonate and sugar as admixtures in concrete with respect to improving carbon sequestration in concrete.

Application of Smart Temperature Information Material for The Evaluation of Heat Storage Capacity and Insulation Capacity of Exterior Walls

The heat storage capacity of concrete in building shells is a major reason for excessively large electricity consumption induced by indoor air conditioning. In this research, the previously developed Smart Temperature Information Material (STIM) is embedded in two groups of exterior wall specimens (the control group contains reinforced concrete exterior walls and the experimental group consists of tiled exterior walls). Long term temperature measurements within the concrete are taken by the embedded STIM. Temperature differences between the control group and the experimental group in walls facing the four cardinal directions (east, west, south, and north) are evaluated. This study aims to provide a basic reference for the design of exterior walls and the selection of heat insulation materials.

Parameter Selections of Fuzzy C-Means Based on Robust Analysis

The weighting exponent m is called the fuzzifier that can have influence on the clustering performance of fuzzy c-means (FCM) and mÎ[1.5,2.5] is suggested by Pal and Bezdek [13]. In this paper, we will discuss the robust properties of FCM and show that the parameter m will have influence on the robustness of FCM. According to our analysis, we find that a large m value will make FCM more robust to noise and outliers. However, if m is larger than the theoretical upper bound proposed by Yu et al. [14], the sample mean will become the unique optimizer. Here, we suggest to implement the FCM algorithm with mÎ[1.5,4] under the restriction when m is smaller than the theoretical upper bound.

UDCA: An Energy Efficient Clustering Algorithm for Wireless Sensor Network

In the past few years, the use of wireless sensor networks (WSNs) potentially increased in applications such as intrusion detection, forest fire detection, disaster management and battle field. Sensor nodes are generally battery operated low cost devices. The key challenge in the design and operation of WSNs is to prolong the network life time by reducing the energy consumption among sensor nodes. Node clustering is one of the most promising techniques for energy conservation. This paper presents a novel clustering algorithm which maximizes the network lifetime by reducing the number of communication among sensor nodes. This approach also includes new distributed cluster formation technique that enables self-organization of large number of nodes, algorithm for maintaining constant number of clusters by prior selection of cluster head and rotating the role of cluster head to evenly distribute the energy load among all sensor nodes.

Instruction Resource Recommendation Services for Elementary Schools in Taiwan

In the past, there were more researches of recommendation system in applied electronic commerce. However, because all circles promote information technology integrative instruction actively, the quantity of instruction resources website is more and more increasing on the Internet. But there are less website including recommendation service, especially for teachers. This study established an instruction resource recommendation website that analyzed teaching style of teachers, then provided appropriate instruction resources for teachers immediately. We used the questionnaire survey to realize teacher-s suggestions and satisfactions with the instruction resource contents and recommendation results. The study shows: (1)The website used “Transactional Ability Inventory" that realized teacher-s style and provided appropriate instruction resources for teachers in a short time, it reduced the step of data filter. (2)According to the content satisfaction of questionnaire survey, four styles teachers were almost satisfied with the contents of the instruction resources that the website recommended, thus, the conception of developing instruction resources with different teaching style is accepted. (3) According to the recommendation satisfaction of questionnaire survey, four styles teachers were almost satisfied with the recommendation service of the website, thus, the recommendation strategy that provide different results for teachers in different teaching styles is accepted.