Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets

This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

A High-Speed and Low-Energy Ternary Content Addressable Memory Design Using Feedback in Match-Line Sense Amplifier

In this paper we present an energy efficient match-line (ML) sensing scheme for high-speed ternary content-addressable memory (TCAM). The proposed scheme isolates the sensing unit of the sense amplifier from the large and variable ML capacitance. It employs feedback in the sense amplifier to successfully detect a match while keeping the ML voltage swing low. This reduced voltage swing results in large energy saving. Simulation performed using 130nm 1.2V CMOS logic shows at least 30% total energy saving in our scheme compared to popular current race (CR) scheme for similar search speed. In terms of speed, dynamic energy, peak power consumption and transistor count our scheme also shows better performance than mismatch-dependant (MD) power allocation technique which also employs feedback in the sense amplifier. Additionally, the implementation of our scheme is simpler than CR or MD scheme because of absence of analog control voltage and programmable delay circuit as have been used in those schemes.

Determination of EDTA in Dairy Wastewater and Adjacent Surface Water

An HPLC-UV analytical method was developed to determine ethylenediaminetetraacetic acid (EDTA) in dairy wastewater and surface water. The optimizing separation was achieved by reversed–phase ion-pair liquid chromatography on a C18 column using methanol as mobile phase solvent, tetrabutylammonium bromide as the ion-pair reagent in pH 3.3 formate buffer solution at a flow rate of 0.9 mL min-1 with a UV detector at 265 nm. No interference of Ca, Mg or NO3 - was detected. Method performance was evaluated in terms of linearity, repeatability and reproducibility. The method detection limit was 5 μg L-1. The contents of EDTA in dairy effluents were 72 ~ 261 μg L-1 at a large dairy site. A change of EDTA concentration was observed downstream of the dairy effluent discharge, but this was well under the predicted no effect concentration for aquatic ecosystem.

The Malacca Empire: Sayings of Prophet Muhammad in Sulalat Al-Salatin

In the fifteenth century, the Malacca Empire emerged as the centre of Islamic civilization in the Malay Archipelago. The history had been recorded in Sulalat Al-Salatin, an important literary source about the genealogy of all Kings in Malacca. The objective of this study was to analyze the understanding of sayings from Prophet Muhammad among Malays in Malacca during the fifteenth century through all of the hadith quoted in Sulalat Al-Salatin. This study used content analysis methodology to validate the sayings where all of them were critically analyzed and compared with the classical hadith sources from prominent Muslim scholars. As a result, only two out of the four quotations were considered as authentic sayings of Prophet Muhammad. This study also showed the importance of the palace as the centre of the Islamic education system and the role played by Muslim preachers from outside of Malacca to propagate Islam in Malacca.

Comparative Analysis of Transient-Fault Tolerant Schemes for Network on Chips

Network on a chip (NoC) has been proposed as a viable solution to counter the inefficiency of buses in the current VLSI on-chip interconnects. However, as the silicon chip accommodates more transistors, the probability of transient faults is increasing, making fault tolerance a key concern in scaling chips. In packet based communication on a chip, transient failures can corrupt the data packet and hence, undermine the accuracy of data communication. In this paper, we present a comparative analysis of transient fault tolerant techniques including end-to-end, node-by-node, and stochastic communication based on flooding principle.

Deep Web Content Mining

The rapid expansion of the web is causing the constant growth of information, leading to several problems such as increased difficulty of extracting potentially useful knowledge. Web content mining confronts this problem gathering explicit information from different web sites for its access and knowledge discovery. Query interfaces of web databases share common building blocks. After extracting information with parsing approach, we use a new data mining algorithm to match a large number of schemas in databases at a time. Using this algorithm increases the speed of information matching. In addition, instead of simple 1:1 matching, they do complex (m:n) matching between query interfaces. In this paper we present a novel correlation mining algorithm that matches correlated attributes with smaller cost. This algorithm uses Jaccard measure to distinguish positive and negative correlated attributes. After that, system matches the user query with different query interfaces in special domain and finally chooses the nearest query interface with user query to answer to it.

Modernization, Malay Matrimonial Foodways and the Community Social Bonding

Solidarity and kinship has long been an intangible emblem to Malay community especially in the rural area. It is visibly seen through the dependability among each unit of the community either in religious and social events including the matrimonial or wedding. Nevertheless, the inevitable phenomenon, modernization legitimately alters every facets of human life not only the routines, traditions, rituals, norms but also to the daily activities and the specific occasion. Using triangulation approach of interview and self completed questionnaire this study empirically examine the level of alteration of Malays wedding foodways which relate to the preparation and consumption of it and its impact on the community social bonding. Some meaningful insights were obtained whereby modernization through technology (modern equipments) and social factors (education, migration, and high disposal income) significantly contribute to the alteration of wedding foodways from preparation up to consumption stages. The domino effect of this alteration consequently leads to the fragility of social kinship or somehow reduced cohesiveness and interaction among the individual of Malay society in the rural area.

Representation of Coloured Petri Net in Abductive Logic Programming (CPN-LP) and Its Application in Modeling an Intelligent Agent

Coloured Petri net (CPN) has been widely adopted in various areas in Computer Science, including protocol specification, performance evaluation, distributed systems and coordination in multi-agent systems. It provides a graphical representation of a system and has a strong mathematical foundation for proving various properties. This paper proposes a novel representation of a coloured Petri net using an extension of logic programming called abductive logic programming (ALP), which is purely based on classical logic. Under such a representation, an implementation of a CPN could be directly obtained, in which every inference step could be treated as a kind of equivalence preserved transformation. We would describe how to implement a CPN under such a representation using common meta-programming techniques in Prolog. We call our framework CPN-LP and illustrate its applications in modeling an intelligent agent.

Proffering a Brand New Methodology to Resource Discovery in Grid based on Economic Criteria Using Learning Automata

Resource discovery is one of the chief services of a grid. A new approach to discover the provenances in grid through learning automata has been propounded in this article. The objective of the aforementioned resource-discovery service is to select the resource based upon the user-s applications and the mercantile yardsticks that is to say opting for an originator which can accomplish the user-s tasks in the most economic manner. This novel service is submitted in two phases. We proffered an applicationbased categorization by means of an intelligent nerve-prone plexus. The user in question sets his or her application as the input vector of the nerve-prone nexus. The output vector of the aforesaid network limns the appropriateness of any one of the resource for the presented executive procedure. The most scrimping option out of those put forward in the previous stage which can be coped with to fulfill the task in question is picked out. Te resource choice is carried out by means of the presented algorithm based upon the learning automata.

Phase Control Array Synthesis Using Constrained Accelerated Particle Swarm Optimization

In this paper, the phase control antenna array synthesis is presented. The problem is formulated as a constrained optimization problem that imposes nulls with prescribed level while maintaining the sidelobe at a prescribed level. For efficient use of the algorithm memory, compared to the well known Particle Swarm Optimization (PSO), the Accelerated Particle Swarm Optimization (APSO) is used to estimate the phase parameters of the synthesized array. The objective function is formed using a main objective and set of constraints with penalty factors that measure the violation of each feasible solution in the search space to each constraint. In this case the obtained feasible solution is guaranteed to satisfy all the constraints. Simulation results have shown significant performance increases and a decreased randomness in the parameter search space compared to a single objective conventional particle swarm optimization.

Characterization of the Energy Band Diagram of Fabricated SnO2/CdS/CdTe Thin Film Solar Cells

A SnO2/CdS/CdTe heterojunction was fabricated by thermal evaporation technique. The fabricated cells were annealed at 573K for periods of 60, 120 and 180 minutes. The structural properties of the solar cells have been studied by using X-ray diffraction. Capacitance- voltage measurements were studied for the as-prepared and annealed cells at a frequency of 102 Hz. The capacitance- voltage measurements indicated that these cells are abrupt. The capacitance decreases with increasing annealing time. The zero bias depletion region width and the carrier concentration increased with increasing annealing time. The carrier transport mechanism for the CdS/CdTe heterojunction in dark is tunneling recombination. The ideality factor is 1.56 and the reverse bias saturation current is 9.6×10-10A. The energy band lineup for the n- CdS/p-CdTe heterojunction was investigated using current - voltage and capacitance - voltage characteristics.

M-Learning Curriculum Design for Secondary School: A Needs Analysis

The learning society has currently transformed from 'wired society' to become 'mobile society' which is facilitated by wireless network. To suit to this new paradigm, m-learning was given birth and rapidly building its prospect to be included in the future curriculum. Research and studies on m-learning spruced up in numerous aspects but there is still scarcity in studies on curriculum design of m-learning. This study is a part of an ongoing bigger study probing into the m-learning curriculum for secondary schools. The paper reports on the first phase of the study which aims to probe into the needs of curriculum design for m-learning at the secondary school level and the researcher adopted the needs analysis method. Data accrued from responses on survey questionnaires based on Lickert-point scale were analyzed statistically. The findings from this preliminary study serve as a basis for m-learning curriculum development for secondary schools.

Classification of Discharges Initiated by Liquid Droplet on Insulation Material under AC Voltages Adopting UHF Technique

In the present work, an attempt has been made to understand the feasibility of using UHF technique for identification of any corona discharges/ arcing in insulating material due to water droplets. The sensors of broadband type are useful for identification of such discharges. It is realised that arcing initiated by liquid droplet radiates UHF signals in the entire bandwidth up to 2 GHz. The frequency content of the UHF signal generated due to corona/arcing is not much varied in epoxy nanocomposites with different weight percentage of clay content. The exfoliated/intercalated properties were analysed through TEM studies. It is realized that corona initiated discharges are of intermittent process. The hydrophobicity of the material characterized through contact angle measurement. It is realized that low Wt % of nanoclay content in epoxy resin reduces the surface carbonization due to arcing/corona discharges. The results of the study with gamma irradiated specimen indicates that contact angle, discharge inception time and evaporation time of the liquid are much lower than the virgin epoxy nanocomposite material.

A Study on Barreling Behavior during Upsetting Process using Artificial Neural Networks with Levenberg Algorithm

In this paper back-propagation artificial neural network (BPANN )with Levenberg–Marquardt algorithm is employed to predict the deformation of the upsetting process. To prepare a training set for BPANN, some finite element simulations were carried out. The input data for the artificial neural network are a set of parameters generated randomly (aspect ratio d/h, material properties, temperature and coefficient of friction). The output data are the coefficient of polynomial that fitted on barreling curves. Neural network was trained using barreling curves generated by finite element simulations of the upsetting and the corresponding material parameters. This technique was tested for three different specimens and can be successfully employed to predict the deformation of the upsetting process

Lessons from Applying XP Methodology to Business Requirements Engineering in Developing Countries Context

Most standard software development methodologies are often not applied to software projects in many developing countries of the world. The approach generally practice is close to what eXtreme Programming (XP) is likely promoting, just keep coding and testing as the requirement evolves. XP is an agile software process development methodology that has inherent capability for improving efficiency of Business Software Development (BSD). XP can facilitate Business-to-Development (B2D) relationship due to its customer-oriented advocate. From practitioner point of view, we applied XP to BSD and result shows that customer involvement has positive impact on productivity, but can as well frustrate the success of the project. In an effort to promote software engineering practice in developing countries of Africa, we present the experiment performed, lessons learned, problems encountered and solution adopted in applying XP methodology to BSD.

Using Field Indices of Rill and Gully in order to Erosion Estimating and Sediment Analysis (Case Study: Menderjan Watershed in Isfahan Province, Iran)

Today, incorrect use of lands and land use changes, excessive grazing, no suitable using of agricultural farms, plowing on steep slopes, road construct, building construct, mine excavation etc have been caused increasing of soil erosion and sediment yield. For erosion and sediment estimation one can use statistical and empirical methods. This needs to identify land unit map and the map of effective factors. However, these empirical methods are usually time consuming and do not give accurate estimation of erosion. In this study, we applied GIS techniques to estimate erosion and sediment of Menderjan watershed at upstream Zayandehrud river in center of Iran. Erosion faces at each land unit were defined on the basis of land use, geology and land unit map using GIS. The UTM coordinates of each erosion type that showed more erosion amounts such as rills and gullies were inserted in GIS using GPS data. The frequency of erosion indicators at each land unit, land use and their sediment yield of these indices were calculated. Also using tendency analysis of sediment yield changes in watershed outlet (Menderjan hydrometric gauge station), was calculated related parameters and estimation errors. The results of this study according to implemented watershed management projects can be used for more rapid and more accurate estimation of erosion than traditional methods. These results can also be used for regional erosion assessment and can be used for remote sensing image processing.

Performance Evaluation of Iris Region Detection and Localization for Biometric Identification System

The iris recognition technology is the most accurate, fast and less invasive one compared to other biometric techniques using for example fingerprints, face, retina, hand geometry, voice or signature patterns. The system developed in this study has the potential to play a key role in areas of high-risk security and can enable organizations with means allowing only to the authorized personnel a fast and secure way to gain access to such areas. The paper aim is to perform the iris region detection and iris inner and outer boundaries localization. The system was implemented on windows platform using Visual C# programming language. It is easy and efficient tool for image processing to get great performance accuracy. In particular, the system includes two main parts. The first is to preprocess the iris images by using Canny edge detection methods, segments the iris region from the rest of the image and determine the location of the iris boundaries by applying Hough transform. The proposed system tested on 756 iris images from 60 eyes of CASIA iris database images.

Robot Task-Level Programming Language and Simulation

This paper presents the development of a software application for Off-line robot task programming and simulation. Such application is designed to assist in robot task planning and to direct manipulator motion on sensor based programmed motion. The concept of the designed programming application is to use the power of the knowledge base for task accumulation. In support of the programming means, an interactive graphical simulation for manipulator kinematics was also developed and integrated into the application as the complimentary factor to the robot programming media. The simulation provides the designer with useful, inexpensive, off-line tools for retain and testing robotics work cells and automated assembly lines for various industrial applications.

Behavior Model Mapping and Transformation using Model-Driven Architecture

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Cost-Effective Design of Space Structures Joints: A Review

In construction of any structure, the aesthetic and utility values should be considered in such a way as to make the structure cost-effective. Most structures are composed of elements and joints which are very critical in any skeletal space structure because they majorly determine the performance of the structure. In early times, most space structures were constructed using rigid joints which had the advantage of better performing structures as compared to pin-jointed structures but with the disadvantage of requiring all the construction work to be done on site. The discovery of semi-rigid joints now enables connections to be prefabricated and quickly assembled on site while maintaining good performance. In this paper, cost-effective is discussed basing on strength of connectors at the joints, buckling of joints and overall structure, and the effect of initial geometrical imperfections. Several existing joints are reviewed by classifying them into categories and discussing where they are most suited and how they perform structurally. Also, finite element modeling using ABAQUS is done to determine the buckling behavior. It is observed that some joints are more economical than others. The rise to span ratio and imperfections are also found to affect the buckling of the structures. Based on these, general principles that guide the design of cost-effective joints and structures are discussed.