Forecasting Stock Price Manipulation in Capital Market

The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Influencing of Rice Residue Management Method on GHG Emission from Rice Cultivation

Thailand is one of the world-s leaders of rice producers and exporters. Farmers have to increase the rice cultivation frequency for serving the national increasing of export-s demand. It leads to an elimination of rice residues by open burning which is the quickest and costless management method. The open burning of rice residue is one of the major causes of air pollutants and greenhouse gas (GHG) emission. Under ASEAN agreement on trans-boundary haze, Thailand set the master plan to mitigate air pollutant emission from open burning of agricultural residues. In this master plan, residues incorporation is promoted as alternative management method to open burning. However, the assessment of both options in term of GHG emission in order to investigate their contribution to long-term global warming is still scarce or inexistent. In this study, a method on rice residues assessment was first developed in order to estimate and compare GHG emissions from rice cultivation under rice residues open burning and the case with incorporation of the same amount of rice residues, using 2006 IPCC guidelines for emission estimation and Life Cycle Analysis technique. The emission from rice cultivation in different preparing area practice was also discussed.

Continuity Microplating using Image Processing

A real time image-guided electroplating system is proposed in this paper. Unlike previous electroplating systems, instead of using the intermittent mode to electroplate 500um long copper specimen, a CCD camera and a motion controller are used to adjust anode-cathode distance to obtain better results. Since the image of the gap distance is highly deteriorated due to complex chemical-electrical operation inside the electrolyte, to determine the gap distance, an image processing algorithm is developed and mainly based on the entropy and energy values. In addition, the color and incidence direction of light source are also discussed to help the image process in this paper. From the experiment results, the specimens created by the proposed system show better structure, better uniformity and better finishing surface compared to those by previous intermittent electroplating setup.

Processing the Medical Sensors Signals Using Fuzzy Inference System

Sensors possess several properties of physical measures. Whether devices that convert a sensed signal into an electrical signal, chemical sensors and biosensors, thus all these sensors can be considered as an interface between the physical and electrical equipment. The problem is the analysis of the multitudes of saved settings as input variables. However, they do not all have the same level of influence on the outputs. In order to identify the most sensitive parameters, those that can guide users in gathering information on the ground and in the process of model calibration and sensitivity analysis for the effect of each change made. Mathematical models used for processing become very complex. In this paper a fuzzy rule-based system is proposed as a solution for this problem. The system collects the available signals information from sensors. Moreover, the system allows the study of the influence of the various factors that take part in the decision system. Since its inception fuzzy set theory has been regarded as a formalism suitable to deal with the imprecision intrinsic to many problems. At the same time, fuzzy sets allow to use symbolic models. In this study an example was applied for resolving variety of physiological parameters that define human health state. The application system was done for medical diagnosis help. The inputs are the signals expressed the cardiovascular system parameters, blood pressure, Respiratory system paramsystem was done, it will be able to predict the state of patient according any input values.

On the Need to have an Additional Methodology for the Psychological Product Measurement and Evaluation

Cognitive Science appeared about 40 years ago, subsequent to the challenge of the Artificial Intelligence, as common territory for several scientific disciplines such as: IT, mathematics, psychology, neurology, philosophy, sociology, and linguistics. The new born science was justified by the complexity of the problems related to the human knowledge on one hand, and on the other by the fact that none of the above mentioned sciences could explain alone the mental phenomena. Based on the data supplied by the experimental sciences such as psychology or neurology, models of the human mind operation are built in the cognition science. These models are implemented in computer programs and/or electronic circuits (specific to the artificial intelligence) – cognitive systems – whose competences and performances are compared to the human ones, leading to the psychology and neurology data reinterpretation, respectively to the construction of new models. During these processes if psychology provides the experimental basis, philosophy and mathematics provides the abstraction level utterly necessary for the intermission of the mentioned sciences. The ongoing general problematic of the cognitive approach provides two important types of approach: the computational one, starting from the idea that the mental phenomenon can be reduced to 1 and 0 type calculus operations, and the connection one that considers the thinking products as being a result of the interaction between all the composing (included) systems. In the field of psychology measurements in the computational register use classical inquiries and psychometrical tests, generally based on calculus methods. Deeming things from both sides that are representing the cognitive science, we can notice a gap in psychological product measurement possibilities, regarded from the connectionist perspective, that requires the unitary understanding of the quality – quantity whole. In such approach measurement by calculus proves to be inefficient. Our researches, deployed for longer than 20 years, lead to the conclusion that measuring by forms properly fits to the connectionism laws and principles.

Dose due the Incorporation of Radionuclides Using Teeth as Bioindicators nearby Caetité Uranium Mines

Uranium mining and processing in Brazil occur in a northeastern area near to Caetité-BA. Several Non-Governmental Organizations claim that uranium mining in this region is a pollutant causing health risks to the local population,but those in charge of the complex extraction and production of“yellow cake" for generating fuel to the nuclear power plants reject these allegations. This study aimed at identifying potential problems caused by mining to the population of Caetité. In this, work,the concentrations of 238U, 232Th and 40K radioisotopes in the teeth of the Caetité population were determined by ICP-MS. Teeth are used as bioindicators of incorporated radionuclides. Cumulative radiation doses in the skeleton were also determined. The concentration values were below 0.008 ppm, and annual effective dose due to radioisotopes are below to the reference values. Therefore, it is not possible to state that the mining process in Caetité increases pollution or radiation exposure in a meaningful way.

A Model of Market Segmentation for the Customers of Mellat Bank in Iran

If organizations like Mellat Bank want to identify its customer market completely to reach its specified goals, it can segment the market to offer the product package to the right segment. Our objective is to offer a segmentation model for Iran banking market in Mellat bank view. The methodology of this project is combined by “segmentation on the basis of four part-quality variables" and “segmentation on the basis of different in means". Required data are gathered from E-Systems and researcher personal observation. Finally, the research offers the organization that at first step form a four dimensional matrix with 756 segments using four variables named value-based, behavioral, activity style, and activity level, and at the second step calculate the means of profit for every cell of matrix in two distinguished work level (levels α1:normal condition and α2: high pressure condition) and compare the segments by checking two conditions that are 1- homogeneity every segment with its sub segment and 2- heterogeneity with other segments, and so it can do the necessary segmentation process. After all, the last offer (more explained by an operational example and feedback algorithm) is to test and update the model because of dynamic environment, technology, and banking system.

Bioinformatics Profiling of Missense Mutations

The ability to distinguish missense nucleotide substitutions that contribute to harmful effect from those that do not is a difficult problem usually accomplished through functional in vivo analyses. In this study, instead current biochemical methods, the effects of missense mutations upon protein structure and function were assayed by means of computational methods and information from the databases. For this order, the effects of new missense mutations in exon 5 of PTEN gene upon protein structure and function were examined. The gene coding for PTEN was identified and localized on chromosome region 10q23.3 as the tumor suppressor gene. The utilization of these methods were shown that c.319G>A and c.341T>G missense mutations that were recognized in patients with breast cancer and Cowden disease, could be pathogenic. This method could be use for analysis of missense mutation in others genes.

Orchestra/Percussion Classification Algorithm for United Speech Audio Coding System

Unified Speech Audio Coding (USAC), the latest MPEG standardization for unified speech and audio coding, uses a speech/audio classification algorithm to distinguish speech and audio segments of the input signal. The quality of the recovered audio can be increased by well-designed orchestra/percussion classification and subsequent processing. However, owing to the shortcoming of the system, introducing an orchestra/percussion classification and modifying subsequent processing can enormously increase the quality of the recovered audio. This paper proposes an orchestra/percussion classification algorithm for the USAC system which only extracts 3 scales of Mel-Frequency Cepstral Coefficients (MFCCs) rather than traditional 13 scales of MFCCs and use Iterative Dichotomiser 3 (ID3) Decision Tree rather than other complex learning method, thus the proposed algorithm has lower computing complexity than most existing algorithms. Considering that frequent changing of attributes may lead to quality loss of the recovered audio signal, this paper also design a modified subsequent process to help the whole classification system reach an accurate rate as high as 97% which is comparable to classical 99%.

Denoising by Spatial Domain Averaging for Wireless Local Area Network Terminal Localization

Terminal localization for indoor Wireless Local Area Networks (WLANs) is critical for the deployment of location-aware computing inside of buildings. A major challenge is obtaining high localization accuracy in presence of fluctuations of the received signal strength (RSS) measurements caused by multipath fading. This paper focuses on reducing the effect of the distance-varying noise by spatial filtering of the measured RSS. Two different survey point geometries are tested with the noise reduction technique: survey points arranged in sets of clusters and survey points uniformly distributed over the network area. The results show that the location accuracy improves by 16% when the filter is used and by 18% when the filter is applied to a clustered survey set as opposed to a straight-line survey set. The estimated locations are within 2 m of the true location, which indicates that clustering the survey points provides better localization accuracy due to superior noise removal.

Software Model for a Computer Based Training for an HVDC Control Desk Simulator

With major technological advances and to reduce the cost of training apprentices for real-time critical systems, it was necessary the development of Intelligent Tutoring Systems for training apprentices in these systems. These systems, in general, have interactive features so that the learning is actually more efficient, making the learner more familiar with the mechanism in question. In the home stage of learning, tests are performed to obtain the student's income, a measure on their use. The aim of this paper is to present a framework to model an Intelligent Tutoring Systems using the UML language. The various steps of the analysis are considered the diagrams required to build a general model, whose purpose is to present the different perspectives of its development.

Task Modeling for User Interface Design: A Layered Approach

The model-based approach to user interface design relies on developing separate models that are capturing various aspects about users, tasks, application domain, presentation and dialog representations. This paper presents a task modeling approach for user interface design and aims at exploring the mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on application-specific functions and mappings between domain objects and operational task structures. In this respect, we will distinguish between three layers in the task decomposition: a functional layer, a planning layer, and an operational layer.

A Ring-Shaped Tri-Axial Force Sensor for Minimally Invasive Surgery

This paper presents the design of a ring-shaped tri-axial fore sensor that can be incorporated into the tip of a guidewire for use in minimally invasive surgery (MIS). The designed sensor comprises a ring-shaped structure located at the center of four cantilever beams. The ringdesign allows surgical tools to be easily passed through which largely simplified the integration process. Silicon nanowires (SiNWs) are used aspiezoresistive sensing elementsembeddedon the four cantilevers of the sensor to detect the resistance change caused by the applied load.An integration scheme with new designed guidewire tip structure having two coils at the distal end is presented. Finite element modeling has been employed in the sensor design to find the maximum stress location in order to put the SiNWs at the high stress regions to obtain maximum output. A maximum applicable force of 5 mN is found from modeling. The interaction mechanism between the designed sensor and a steel wire has been modeled by FEM. A linear relationship between the applied load on the steel wire and the induced stress on the SiNWs were observed.

Emotion Classification by Incremental Association Language Features

The Major Depressive Disorder has been a burden of medical expense in Taiwan as well as the situation around the world. Major Depressive Disorder can be defined into different categories by previous human activities. According to machine learning, we can classify emotion in correct textual language in advance. It can help medical diagnosis to recognize the variance in Major Depressive Disorder automatically. Association language incremental is the characteristic and relationship that can discovery words in sentence. There is an overlapping-category problem for classification. In this paper, we would like to improve the performance in classification in principle of no overlapping-category problems. We present an approach that to discovery words in sentence and it can find in high frequency in the same time and can-t overlap in each category, called Association Language Features by its Category (ALFC). Experimental results show that ALFC distinguish well in Major Depressive Disorder and have better performance. We also compare the approach with baseline and mutual information that use single words alone or correlation measure.

Scenarios of Societal Security and Business Continuity Cycles

Societal security, continuity scenarios and methodological cycling approach explained in this article. Namely societal security organizational challenges ask implementation of international standards BS 25999-2 & global ISO 22300 which is a family of standards for business continuity management system. Efficient global organization system is distinguished of high entity´s complexity, connectivity & interoperability, having not only cooperative relations in a fact. Competing business have numerous participating ´enemies´, which are in apparent or hidden opponent and antagonistic roles with prosperous organization system, resulting to a crisis scene or even to a battle theatre. Organization business continuity scenarios are necessary for such ´a play´ preparedness, planning, management & overmastering in real environments.

The Comparative Investigation and Calculation of Thermo-Neutronic Parameters on Two Gens II and III Nuclear Reactors with Same Powers

Whereas in the third generation nuclear reactors, dimensions of core and also the kind of coolant and enrichment percent of fuel have significantly changed than the second generation, therefore in this article the aim is based on a comparative investigation between two same power reactors of second and third generations, that the neutronic parameters of both reactors such as: K∞, Keff and its details and thermal hydraulic parameters such as: power density, specific power, volumetric heat rate, released power per fuel volume unit, volume and mass of clad and fuel (consisting fissile and fertile fuels), be calculated and compared together. By this comparing the efficiency and modification of third generation nuclear reactors than second generation which have same power can be distinguished. In order to calculate the cited parameters, some information such as: core dimensions, the pitch of lattice, the fuel matter, the percent of enrichment and the kind of coolant are used. For calculating the neutronic parameters, a neutronic program entitled: SIXFAC and also related formulas have been used. Meantime for calculating the thermal hydraulic and other parameters, analytical method and related formulas have been applied.

Geospatial Network Analysis Using Particle Swarm Optimization

The shortest path (SP) problem concerns with finding the shortest path from a specific origin to a specified destination in a given network while minimizing the total cost associated with the path. This problem has widespread applications. Important applications of the SP problem include vehicle routing in transportation systems particularly in the field of in-vehicle Route Guidance System (RGS) and traffic assignment problem (in transportation planning). Well known applications of evolutionary methods like Genetic Algorithms (GA), Ant Colony Optimization, Particle Swarm Optimization (PSO) have come up to solve complex optimization problems to overcome the shortcomings of existing shortest path analysis methods. It has been reported by various researchers that PSO performs better than other evolutionary optimization algorithms in terms of success rate and solution quality. Further Geographic Information Systems (GIS) have emerged as key information systems for geospatial data analysis and visualization. This research paper is focused towards the application of PSO for solving the shortest path problem between multiple points of interest (POI) based on spatial data of Allahabad City and traffic speed data collected using GPS. Geovisualization of results of analysis is carried out in GIS.

Cost Optimization of Concentric Braced Steel Building Structures

Seismic design may require non-conventional concept, due to the fact that the stiffness and layout of the structure have a great effect on the overall structural behaviour, on the seismic load intensity as well as on the internal force distribution. To find an economical and optimal structural configuration the key issue is the optimal design of the lateral load resisting system. This paper focuses on the optimal design of regular, concentric braced frame (CBF) multi-storey steel building structures. The optimal configurations are determined by a numerical method using genetic algorithm approach, developed by the authors. Aim is to find structural configurations with minimum structural cost. The design constraints of objective function are assigned in accordance with Eurocode 3 and Eurocode 8 guidelines. In this paper the results are presented for various building geometries, different seismic intensities, and levels of energy dissipation.

Design Optimization of Aerocapture with Aerodynamic-Environment-Adaptive Variable Geometry Flexible Aeroshell

This paper proposes the concept of aerocapture with aerodynamic-environment-adaptive variable geometry flexible aeroshell that vehicle deploys. The flexible membrane is composed of thin-layer film or textile as its aeroshell in order to solve some problems obstructing realization of aerocapture technique. Multi-objective optimization study is conducted to investigate solutions and derive design guidelines. As a result, solutions which can avoid aerodynamic heating and enlarge the corridor width up to 10% are obtained successfully, so that the effectiveness of this concept can be demonstrated. The deformation-use optimum solution changes its drag coefficient from 1.6 to 1.1, along with the change in dynamic pressure. Moreover, optimization results show that deformation-use solution requires the membrane for which upper temperature limit and strain limit are more than 700 K and 120%, respectively, and elasticity (Young-s modulus) is of order of 106 Pa.

Ontology-based Concept Weighting for Text Documents

Documents clustering become an essential technology with the popularity of the Internet. That also means that fast and high-quality document clustering technique play core topics. Text clustering or shortly clustering is about discovering semantically related groups in an unstructured collection of documents. Clustering has been very popular for a long time because it provides unique ways of digesting and generalizing large amounts of information. One of the issues of clustering is to extract proper feature (concept) of a problem domain. The existing clustering technology mainly focuses on term weight calculation. To achieve more accurate document clustering, more informative features including concept weight are important. Feature Selection is important for clustering process because some of the irrelevant or redundant feature may misguide the clustering results. To counteract this issue, the proposed system presents the concept weight for text clustering system developed based on a k-means algorithm in accordance with the principles of ontology so that the important of words of a cluster can be identified by the weight values. To a certain extent, it has resolved the semantic problem in specific areas.