Periodicals of Engineering and Natural Sciences (PEN - International University of Sarajevo)
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Comparing symmetric and asymmetric volatility estimates for S&P index prices
Get PDFIn every parametric formula of pricing a financial instrument, factors used in the calculation generally include the volatility estimate. Volatility measures the likely changes of the price for a specific period of time. The accuracy of estimated price strongly relies on the accuracy of provided expected changes in the market volatility for the period of interest. As opposed to other variables, which are assigned values to financial instrument, volatility is the only estimated one. For that reason, big focus of researchers was and still is on improving the volatility estimate. Initiated are different estimation approaches through last few decades. This paper explains few ARCH models, symmetric and asymmetric, and compares their estimates of daily volatility for the Standard and Poor’s Indexes
Transverse Flux Permanent Magnet Generator Design and Optimization Using Response Surface Methodology Applied in Direct Drive Variable Speed Wind Turbine System
Get PDFRecently, Transverse Flux Permanent Magnet Generators (TFPMGs) have been proposed as a possible generator in direct drive variable speed wind turbines due to their unique merit. Generally, the quality of output power in these systems is lower than multi stage fixed speed systems, because of removing the gears, so it’s important to design these kinds of generators with low ripple and lowest harmful harmonics and cogging torque that is one of the most important terms in increasing the quality of output power of generator. The objective of this paper is introducing a simple design method and optimization of high power TFPMG applied in vertical axis direct drive wind turbine system by lowest possible amplitude of cogging torque and highest possible power factor, efficiency and power density. For this reason an optimum method called combined response surface methodology (RSM) and design of experiment and in order to extract the output values of generator and sensitivity analysis for design and optimization, 3D-Finite element model, was applied. This method has high accuracy and gives us a better insight of generator performance and presents back EMF, cogging torque, flux density and FFT of this TFPMG. This study can help designers in design approach of such generators
Using machine learning for intelligent shard sizing on the cloud
Get PDFSharding implementations use conservative approximations for determining the number of cloud instances required and the size of the shards to be stored on each of them. Conservative approximations are often inaccurate and result in overloaded deployments, which need reactive refinement. Reactive refinement results in demand for additional resources from an already overloaded system and is counterproductive.
This paper proposes an algorithm that eliminates the need for conservative approximations and reduces the need for reactive refinement. A multiple linear regression based machine learning algorithm is used to predict the latency of requests for a given application deployed on a cloud machine. The predicted latency helps to decide accurately and with certainty if the capacity of the cloud machine will satisfy the service level agreement for effective operation of the application. Application of the proposed methods on a popular database schema on the cloud resulted in highly accurate predictions. The results of the deployment and the tests performed to establish the accuracy have been presented in detail and are shown to establish the authenticity of the claims
E-studies and mastering of educational material for people with visual perception and visual – motor integration problems - topical issues and perspectives
Get PDFToday educational and study environment is no longer viewed separately from different electronic technologies – the educational system must comply with the tendencies of today electronic era, which also comply with modern people “electronic” daily routine. Educational and study processes must be assessed from the perspectives of use and the development tendencies of various electronic technologies in order to interest contemporary youth in the learning process. The modern educational process and the introduction of information technologies in the remote learning process cannot be viewed separately from the basic processes of the human body and visual perception. Modern technologies motivate to ease not only the learning process but also to analyze learning results in order to develop individual correction plan for every person. This article discusses the causes and possible solutions for ensuring the availability of e-studies and acquiring learning materials for people with visual-motor and visual perception integration issues
Implementing E-Commerce model for Agricultural Produce: A Research Roadmap
Get PDFThe advancement in technology and the increase in usage of Internet access has revolutionized the landscape of agriculture using E-Commerce. Several E-Commerce websites are operative in India to promote uniformity in agricultural marketing across the integrated markets by removing information asymmetry between buyers and sellers. Stakeholders are reluctant to utilize this new technology for trading agricultural produces in spite of close opportunities. Pricing mechanism of the online trading portals neither generates maximum revenue during high demand and less supply nor ensures minimum loss due to the decay or down selling of the products. Static pricing mechanism prevents the sellers from joining this online system, as it does not provide many benefits to an online customer. A continuous adjustable dynamic pricing mechanism that can adapt the market condition and quality degradation is crucial for maintaining the seller revenue and customer interest. This paper explains several existing dynamic pricing mechanisms and analyzes their relevance in the field of agro-marketing. In this paper, several research challenges on dynamic pricing approach of E-Commerce have been summarized. The factors like demand, supply, and freshness of the agri-products must be considered for the development of a pricing mechanism in the dynamic environment of E-Commerce
On properties of closed/open two-dimensional network-chainmail with different rules of particle movement
Get PDFWith the increase in the number of vehicles and the dimension of road networks, the problem of developing adequate and effective mathematical models to traffic simulation arises. The paper represents the traffic studies based on deterministic two-dimensional network of contours called chainmail introduced by A.P. Buslaev et al. Each contour consists of four cells and one particle moving around it. The open and closed versions of chainmail models with one-directional and co-directional particle movement are considered. The average velocity and other characteristics of chainmail are studied. Four theorems and hypotheses formulated in 2013, 2018 describing the dependence of average velocities of one-directional/co-directional particle movement on initial states of closed/open chainmail are tested and extended with the simulation modeling
Simulation of fuel injection through a nozzle having different position of the spray holes
Get PDFIn the article, a method of hydraulic calculation of working process of a diesel fuel feed system having a nozzle with different positions of its spray holes was investigated. A research of diesel engine injector nozzle design which had two groups of holes was carried out. Entering edges of the first group with the coefficient of flow μhl were located in the sack volume and entering edges of the second group (coefficient of flow μhu) – on the locking taper surface of the nozzle body. The coefficients of flow μhl and μhu differ considerably and depend on the valve needle position. This enables to distribute rationally the injection quantity by injection holes taking into account operating conditions of the diesel engine and hence – by the combustion chamber zones
A Robust Pest Identification System using Morphological Analysis in Neural Networks
Get PDFTimely detection of pests play a major role in agriculture. There exist many pest identification systems, but almost all of them suffer from the misclassification due to lighting, background clutter, heterogeneous capturing devices as well as the pest being partially visible or in the different orientation. This misclassification may cause tremendous yield loss. To mitigate this situation, we proposed an architecture to provide high classification accuracy under the aforementioned conditions using morphology and skeletonization along with neural networks as classifiers. We have considered the crop rice as a use case as it is the staple food grain of almost the entire population of India. The amount of pesticides used is highest in rice as compared to all other food grains. This paper offers a robust technique to identify the pests in rice crops. The performance of the proposed architecture is tested with an image dataset, and the experimental results reveal that our proposed approach provides better classification accuracy than the existing pest detection approaches in the literature. Furthermore, the experimental results also provide the performance comparison among the popular classifiers
Mining Method for Cancer and Pre-Cancer Detection Caused by Mutant Codon 248 in TP53
Get PDFProcess of prediction has a substantial function in detecting and efficient protection of cancer. The tumor suppressor P53 is approximately near 50% of all human beings tumors due to the mutations which is appear in the TP53 gene to the cells within updated UMD TP53 Mutation Database Oct. 2017 [1], it is so difficult working with prime data (in excel) to predict and diagnosis cancers. In this research a functional model of mining approach and Artificial Neural Network which is proposed to predict cancer and pre-cancer caused by specific codon mutation (each codon has hundreds mutations cause cancers) of tumor protein P53, and applied this approach on mutability of hotspot codon 248 (exon 7), CGG. The Quick Propagation mechanism has been used for training and testing the Neural Network structure to determine the accuracy of the proposed architecture. This research procedure demonstrates that Neural Network based prediction of Cancer and Premalignant Disease (pre-cancer) of mutated codon 248 and manifests perfect performance in the prognosis of the mutation situation to pre-cancer or cancer in general. Using of data mining preprocessing steps and pattern extraction to construct the prediction model by selecting (8) out of (132) new TP53 gene database fields in order to classify the cases to the target class pathology (Cancer, Pre-cancer) using these fields. A high professional Neural Network software simulation (Alyuda NeuroIntellegence) is used to build the classifier and Neural Network, the testing and experimental results from the proposed architecture shows that using Quick Propagation algorithm is very accurate in term of accuracy and minimum error rates showing the results of accuracy (99.97%, 100%, 99.85%) for (Train, Validation and Test) phases respectively with error rate of (0.0003, 0, 0.0015) for (Train, Validation and Test) phases respectively
Optimization of Management Information Support as a Basis for Organizational Transformations at an Enterprise
Get PDFIncreasing of information flows cause the necessity of optimizing their quantity, structure and distribution. In order to eliminate the disadvantages inherent in information systems of electricity delivery enterprises for the processing of internal information, a methodical approach to optimizing document circulation on the basis of modeling with the help of Petri Nets is developed. This article presents a systematic methodology for modeling document circulation flows at enterprise. The constructed model allows to form the structure of the system and the processes taking place in it, to analyze the static state of the system of document circulation and the dynamics of information flows. Also, we described mathematical model of document circulation process, where the central place is occupied by identification and removing of duplicate documents and those that are not processed at each stage of their moving. At final stage we propose to distribute information flows due to specificity of division. For this we need to define and assign information functions to divisions and formalize them considering the rules for processing documents. To determine the extent to which the processing rules of the documents actually go in the subdivision of its main for each transition we introduce the measure of its specificity for subsystem