Genetic relation algorithm with guided mutation for the large-scale portfolio optimization

The survey of the relevant literatures shows that there have been many studies for portfolio optimization problems and that the number of studies which have investigated the optimum portfolio using evolutionary computation is quite large. But, almost none of these studies deals with genetic relation algorithm (GRA), where GRA is one of the evolutionary methods with graph structure. This study presents an approach to large-scale portfolio optimization problems using GRA with a new operator, called guided mutation. In order to pick up the most efficient portfolio, GRA considers the correlation coefficient between stock brands as strength, which indicates the relation between nodes in each individual of GRA. Guided mutation generates offspring according to the average value of correlation coefficients in each individual, which means to enhance the exploitation ability of evolution of GRA. A genetic relation algorithm with guided mutation (GRA/G) for the portfolio optimization is proposed in this paper. Genetic network programming (GNP), which was proposed in our previous research, is used to validate the performance of the portfolio generated with GRA/G. The results show that GRA/G approach is successful in portfolio optimization.     

Estimation of Kinetics for Batch Cooling Crystallization by Focused‐Beam Reflectance Measurements

Numerical simulation of the seeded batch cooling crystallization process of active pharmaceutical ingredients was performed. Crystal size distribution was observed by focused‐beam reflectance measurements and concentration by simultaneous Fourier transform infrared spectroscopy. First, kinetic parameters were estimated. Nucleation rate coefficient and order were estimated from the linear regression equation between cooling rate and metastable zone width. The remaining parameters were estimated from the evaluation function. Then, the numerical simulation was performed by utilizing the method of moments. Finally, observed data were compared with simulated data. The simulated values of mean mass size corresponded reasonably with the observed ones.     

Aerosol-assisted synthesis of nanoporous silica/titania nanoparticles composites and investigation of their photocatalytic properties

Nanoporous silica/titania nanoparticles composites with relatively large TiO2 content are successfully synthesized by aerosol-assisted co-assembly. By the hybridization of titania with nanoporous silica having high surface area, both the adsorption capability and the reaction rates for the photocatalytic decomposition of methylene blue (MB) are dramatically improved in comparison with unmodified titania nanoparticles without nanoporous silica. Through the quantitative evaluation of the amount of adsorbed and photo-decomposed organic molecule throughout the reaction process, the role of nanoporous silica layers on titania surface is clarified. Rational design of future hybrid photocatalyst with precisely controlled nanostructure will be possible by optimization of our synthetic procedure and careful study of the adsorption and photocatalytic properties.     

High-performance silicon photonics technology for telecommunications applications

By way of a brief review of Si photonics technology, we show that significant improvements in device performance are necessary for practical telecommunications applications. In order to improve device performance in Si photonics, we have developed a Si-Ge-silica monolithic integration platform, on which compact Si-Ge–based modulators/detectors and silica-based high-performance wavelength filters are monolithically integrated. The platform features low-temperature silica film deposition, which cannot damage Si-Ge–based active devices. Using this platform, we have developed various integrated photonic devices for broadband telecommunications applications.     

Simplified Analysis of the Effect of Soil Liquefaction on the Earthquake Pile Response

The time-history response of a structure-pile system during soil liquefaction is highly complicated and several analytical methods have been proposed through the accuracy verification based on the comparison with the experimental works. However, the analytical methods with higher accuracy often require large computational loads and are not necessarily preferred in the actual design practice. On the other hand, while the response spectrum method is not accurate compared to the aforementioned methods, it can provide useful design guidelines in the preliminary stage for structure-pile systems under soil liquefaction with acceptable accuracy. In this paper, the previously proposed response spectrum method for a structure-pile-soil system is used where the effect of soil liquefaction is taken into account by introducing the so-called p-multiplier method. It is shown that, while in the case of inner partial liquefaction with a non-liquefied layer at the top, the demand on the pile moment is large due to the inertial effect of that non-liquefied layer at the top, in the case of overall liquefaction near the ground surface, the demand is smaller than the case of inner partial liquefaction.     

The effect of pretreatment in a fluidized bed upon diamond synthesis on particles by chemical vapour deposition

Diamond synthesis was carried out on non-diamond particles (single- and poly-crystal silicon, quartz and SiC) by microwave plasma-enhanced chemical vapour deposition. Fine diamond particles were deposited on the non-diamond particle surface. The particle deposition density on the untreated particle substrates was strongly dependent on the surface characteristics of the particle substrates. The value ranged from 10–10⁵ mm^–2 for each particle. Particle substrates were pretreated in a gas-solid fluidized bed, and these were then used for the deposition of diamond. The pretreatment of the surface of the particle substrate in the fluidized bed greatly enhanced the nucleation of diamond. A deposition density of about 10⁷ mm^–2 was obtained on single-crystal silicon particles pretreated for 15 h. The effectiveness of the fluidized bed pretreatment on the deposition density was observed to be appreciable for the four kinds of particle examined.     

Optical measurement of electric field vector distribution in a liquid insulator using simultaneous three‐direction optical measurement system

We have already reported on reconstructions of the symmetrical and nonsymmetrical electric field vector distribution using the Kerr electrooptic effect and our unique reconstruction method, a modified computed tomography technique. This reconstruction technique gives an electric field map, that is, the strength and the direction of the electric field vector, on any plane. For the reconstruction of one field vector distribution, it was necessary to measure the light intensity twice while changing the optical axis of optical wedges. Moreover, the intensity measurement must be carried out at many points around the electrode system. Therefore, considerable time was required to measure the electric field distribution. We therefore developed a simultaneous three‐direction optical measurement system with three optical systems combined with the two‐beam method. Using the new measurement system, we measured the electric field distribution on planes in a sphere‐to‐sphere electrode system. It took about 0.1 second to measure the light intensity data for the reconstruction. © 2002 Scripta Technica, Electr Eng Jpn, 139(1): 9–15, 2002; DOI 10.1002/eej.1141     

Temperature distribution in semiconductor wafers heated in ahot-wall-type rapid diffusion furnace

Transient temperature distribution was calculated for wafers heated in a new hot-wall-type rapid diffusion furnace. Two-dimensional radiative heat transfer was combined with unsteady conduction in wafers and the furnace. The furnace is composed of parallel plate heaters, and heats wafers to a temperature of about 1000°C. The heaters are divided into four zones and their heating powers are PID-controlled. Two wafers on a holder are inserted vertically from the bottom of the furnace, and heated for three minutes. The calculated results show the wafer temperature approached the desired heating temperature about one minute after insertion, agreeing with experimental results. The average temperature distribution in the wafers during heating is found to be within ±1°C at 1000°C, when the heating power (temperature) of the four zones is properly controlled. The effects of heater temperature, insertion speed, and holder thickness on the temperature distribution in wafers were calculated. The new hot-wall-type rapid diffusion furnace can be used to manufacture future VLSI