An adaptive neuro‐fuzzy system for stock portfolio analysis

We propose an adaptive neuro‐fuzzy inference system (ANFIS) for stock portfolio return prediction. Previous work has shown that portfolio optimization can be improved by using predicted stock earnings rather than historical earnings. We show that predicted portfolio returns can be improved by using ANFIS and taking as input a variety of technical and fundamental attributes about various indices of the stock market. To generate membership functions, we use a robust noise rejection‐clustering algorithm. The neuro‐fuzzy model is tested on portfolios constituted from the Tehran Stock Exchange. In our experiments, the proposed method performs better in predicting the portfolio return than the classical Markowitz portfolio optimization method, a multiple regression, a neural network, and the Sugeno–Yasukawa method. © 2010 Wiley Periodicals, Inc.     

Determination of number of kanbans in a supply chain system via Memetic algorithm

In this research multi-stage supply chain system which is controlled by kanban system, is evaluated. In kanban system, decision making is based on determination of the number of kanbans as well as batch sizes. This paper attempts to model supply chain system with regard to costs under just-in-time (JIT) production philosophy. Since adopted model is of mixed integer non-linear programming (MINLP) type and solving it by exact algorithm such as branch and bound (B&B) takes a lot of time, a heuristic method via Memetic algorithm (MA) is presented. Some problems are solved by our proposed MA to illustrate its performance.     

A theory of mode of action of azolylalkylquinolines as DNA binding agents using automated flexible ligand docking

Azolylalkylquinolines (AAQs) are a family of quinolines with varying degrees of cytotoxic activity (comparable or moderately superior to adriamycin in some cases) developed in the past decade in our group where their exact mode of action is still unclear. In this study the most probable DNA binding mode of AAQs was investigated employing a novel flexible ligand docking approach by using AutoDock 3.0. Forty-nine AAQs with known experimental inhibitory activity were docked onto d(CGCAAATTTGCG)(2), d(CGATCG)(2) and d(CGCG)(2) oligonucleotides retrieved from the Protein Data Bank (PDB IDs: 102D, 1D12 and 1D32, respectively) as the representatives of the three plausible models of interactions between chemotherapeutic agents and DNA (groove binding, groove binding plus intercalation and bisintercalation, respectively). Good correlation (r(2)=0.64) between calculated binding energies and experimental inhibitory activities was obtained using groove binding plus intercalation model for phenyl-azolylalkylquinoline (PAAQ) series. Our findings show that the most probable mode of action of PAAQs as DNA binding agents is via intercalation of quinolinic moiety between CG base pairs with linker chain and azole moiety binding to the minor groove.     

Adaptive Control for State Synchronization of Nonlinear Haptic Telerobotic Systems with Asymmetric Varying Time Delays

In this paper, we introduce a new adaptive controller design scheme for nonlinear telerobotic systems with varying time delays where the delays and their variation rates are unknown. The designed controller has the ability to synchronize the state behaviors of the local and the remote robots. In this paper, asymptotic stability in the presence of varying time delays is of interest. Using the proposed controller, asymptotic stability of the bilateral telerobotic system subject to any bounded yet unknown varying delay with a bounded yet unknown rate of change can be guaranteed. Besides the varying time delay, the proposed adaptive controller has the ability to adapt to the parameter variations in the local and the remote robots’ dynamics. It is shown that position and velocity errors between the local and the remote manipulators converge to the zero asymptotically, thus ensuring teleoperation transparency. Experimental and simulation results with a pair of PHANToM haptic devices and a pair of planar manipulators under varying time delays in the communication channel demonstrate the effectiveness of the proposed scheme.     

Non-parametric estimate of the system function of a time-varying system

The task of identifying an unknown dynamic system is made easier with prior knowledge on its behaviour. Using a frequency domain approach, the non-parametric maximum likelihood estimator of the system function, associated with the time-dependent impulse response of a time-varying system, is constructed. This is accomplished by the use of a simple linear least squares fitting algorithm, applied to the spectral response of the system to a multisine excitation. The noise variance on the system function is estimated simultaneously, and modelling errors can be detected, as illustrated on a simulation example.     

Integrating IPsec within OpenFlow Architecture for Secure Group Communication

Network securityprotocolssuch as IPsechave been used for many years to ensure robust end-to-end communication and are impor-tant in the context of SDN.Despite the widespread installation of IPsec to date,per-packet protection offered by the protocol isnot very compatible with OpenFlow and flow-like behavior.OpenFlow architecture cannot aggregate IPsec-ESP flows in transportmode or tunnel mode because layer-3 information is encrypted and therefore unreadable.In this paper,we propose using the Secu-rity Parameter Index(SPI)of IPsec within the OpenFlow architecture to identify and direct IPsec flows.Thisenables IPsec to con-form to the packet-based behavior of OpenFlow architecture.In addition,by distinguishing between IPsec flows,the architectureis particularly suited to secure group communication.     

Binding of externally supplied chlorides in micro silica concrete under field exposure conditions

Chloride binding has remarkable influence on the chloride penetration and hence, on the time to corrosion initiation in reinforced concrete structures. Previous studies have mainly looked at the chloride binding from internal sources in laboratory, which is not representative of practical situations. The current work focuses on the chloride binding characteristics of concrete samples exposed to an external source of chlorides from the sea water at Persian Gulf region. Some of the important parameters including w/c ratio, silica fume replacement and effect of chloride concentration on chloride binding were investigated in order to provide insight into the distribution of free and bound chloride ions after a long-term exposure.The results of the current study suggest that the chloride binding capacity increases with increasing the w/c ratio and chloride concentration but decreases by using silica fume. A general equation was also developed correlating the total and bound chloride in order to obtain more accurate service life prediction.     

Electro-osmosis treatment techniques and their effect on dewatering of soils,sediments, and sludge: A review

Electro-osmosis is an established method of dewatering fine soils, sediments, and sludge (SSS). The efficiency of electro-osmotic treatment is controlled by the electrical resistance of the system. Due to an increase in SSS resistance during treatment, its cost efficiency is reduced, limiting the widespread use of this technique. The aim of this paper is to discuss the main reasons for the increase in SSS resistance during treatment and then to analyze the most recent and widely spread modifications to classical electro-osmotic treatment that attempt to combat these issues and improve the efficiency of the technique. These modifications to electro-osmotic treatment are polarity reversal, an intermittent current, the injection of chemical solutions at the electrodes, and the use of geo-synthetics. The paper discusses the relevant research on the above adaptations, and the advantages and disadvantages of each are evaluated and compared using the available laboratory and field tests in the literature on electro-osmotic dewatering research. All four methods of modification are shown to provide significant improvements and can be successfully translated to the field for greater use. However, the improvements they bring about may not be sufficient to warrant their general use in geotechnical applications.     

Application of cubic equation of state models in prediction of vapor–liquid equilibria for binary polyvinyl acetate/solvent solutions

The cubic equation of state (CEoS) is a powerful method for calculation of (vapor + liquid) equilibrium (VLE) in polymer solutions. Using CEoS for both the vapor and liquid phases allows one to calculate the non‐ideality of polymer solutions based on a single EoS approach. In this research, vapor–liquid equilibria calculations of polyvinyl acetate (PVAc)/solvent solutions were performed. In this approach, eight models containing PRSV and SRK CEoS separately combined with four mixing rules namely vdW1, vdW2, Wong–Sandler (WS), and Zhong–Masuoka (ZM) were applied to calculations of bubble point pressure. For the better prediction, the adjustable binary interaction parameters existing in any mixing rule were optimized. The results were very acceptable and satisfactory. Absolute average deviations (%AAD) between predicted results and experimental bubble point pressure data were calculated and presented. The capability of two cubic equations of state had a good agreement with experimental data and predict the correct type of phase behavior in all cases, but the performance of the PRSV + vdW2 was more reliable than the other models with 2.65% in AAD for total of solution systems. © 2014 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2014 , 131, 40651.