Extremal optimization vs. learning automata: Strategies for spin selection in portfolio selection problems

Nowadays, various imitations of natural processes are used to solve challenging optimization problems faster and more accurately. Spin glass based optimization, specifically, has shown strong local search capability and parallel processing. But, spin glasses have a low rate of convergence since they use Monte Carlo simulation techniques such as simulated annealing (SA). Here, we propose two algorithms that combine the long range effect in spin glasses with extremal optimization (EO-SA) and learning automata (LA-SA). Instead of arbitrarily flipping spins at each step, these two strategies aim to choose the next spin and selectively exploiting the optimization landscape. As shown in this paper, this selection strategy can lead to faster rate of convergence and improved performance. The resulting two algorithms are then used to solve portfolio selection problem that is a non-polynomial (NP) complete problem. Comparison of test results indicates that the two algorithms, while being very different in strategy, provide similar performance and reach comparable probability distributions for spin selection. Furthermore, experiments show there is no difference in speed of LA-SA or EO-SA for glasses with fewer spins, but EO-SA responds much better than LA-SA for large glasses. This is confirmed by tests results of five of the world's major stock markets. In the last, the convergence speed is compared to other heuristic methods such as Neural Network (NN), Tabu Search (TS), and Genetic Algorithm (GA) to approve the truthfulness of proposed methods.     

Multiobjective invasive weed optimization: Application to analysis of Pareto improvement models in electricity markets

This paper presents a proposal for multiobjective Invasive Weed Optimization (IWO) based on nondominated sorting of the solutions. IWO is an ecologically inspired stochastic optimization algorithm which has shown successful results for global optimization. In the present work, performance of the proposed nondominated sorting IWO (NSIWO) algorithm is evaluated through a number of well-known benchmarks for multiobjective optimization. The simulation results of the test problems show that this algorithm is comparable with other multiobjective evolutionary algorithms and is also capable of finding better spread of solutions in some cases. Next, the proposed algorithm is employed to study the Pareto improvement model in two complex electricity markets. First, the Pareto improvement solution set is obtained for a three-player oligopolistic electricity market with a nonlinear demand function. Then, the IEEE 30-bus power system with transmission constraints is considered, and the Pareto improvement solutions are found for the model with deterministic cost functions. In addition, NSIWO algorithm is used to analyze this system with stochastic cost data in a risk management problem which maximizes the expected total profit but minimizes the profit risk in the market.     

Prediction of scouring around an arch-shaped bed sill using Neuro-Fuzzy model

In this study, Adaptive Neuro-Fuzzy Inference System (ANFIS) has been used to model local scouring depth and pattern scouring around concave and convex arch shaped circular bed sills. The experimental part of this research study includes seven sets of laboratory test cases which were performed in an experimental flume under different flow conditions. A data set consists of 2754 data points of scouring depth were collected to use in the ANFIS model. The ratio of arch diameter, D, to flume width, W, is used as a non dimensional variables in all test cases. The results from ANFIS model were compared with the results of ANN model obtained by Homayoon et al. [24] and previously presented models. The results indicated that for D/W equal to 1 and 1.2, the ANFIS models produced a good performance for convex and concave bed sills. As a result, the ANFIS models can be used as an alternative to ANN for estimation of scour depth and scour pattern around a concave bed sill installed with a bridge pier.     

太阳能帆板输出功率短期预测研究

在卫星观测中,经常由于各种原因导致短时间内无法提取目标卫星数据,使控制系统无法继续对其保持高精度跟踪和控制。文章主要研究ARIMA模型在卫星遥测数据短期预测中的应用。使用Matlab软件进行ARIMA模型参数计算,再使用SPSS软件执行数据预测,并进行残差分析,通过实例验证,短时期内的预测数据精度较高。     

基于HH模型的心肌细胞电模型

提出了一种心肌细胞电生理模型的建模仿真方法。通过借助Hodgkin-Huxley模型对单个心肌细胞建立细胞膜的等效电路模型,利用四阶Rouge-Kutta算法,研究并分析了心肌细胞膜内外离子电流及电位差变化。然后用C语言完成了对细胞膜等效电路模型的编程,利用Matlab软件平台进行了计算机仿真,得到了心肌细胞电生理学模型在不同刺激下的仿真实验结果。     

Unusual W-shaped Galvanic Cell Model of ISCC of α-brass in Neutral Mattsson''''s Solution

Intergranular stress corrosion cracking(ISCC) of α-brass in neutral Mattsson's solutionwas found to be controlled by an unusual"W"-shaped galvanic cell whose cathode is thegrain boundary oxide film (G.B.0. film) andsurface film and the anode is fresh metal atthe cracked tip on both sides of the G.B.0.film. Redox reactions involved in the cellhave been proposed here. According to thismdel, initidtion of ISCC is caused by therupturing of surface film along grain boundaries,thus forming a galvanic cell. Propagation ofISCC resulted from alternate advances of G.B.0.film and dissolution on both sides of G.B.0.film caused by the effect of electrochemicalreaction. This work developed an effective approachto investigate the embrittlement process atthe tip of the crack, by increasing the lengthof the embrittlement region through constantstrain test and distinguishing the morphologyand the nature of the corrosion products byoptical microscopy and scanning electronmicroscopy (SEH).     

Finite-size effects in surface tension: Thermodynamics and the Gaussian interface model

It has been suggested by Kayser that finite-size effects associated with capillary waves might play a significant role in some surface tension measurements; for capillary rise between plates a distance D apart, an effect varying as 1/D and apparently observable in measurements, was proposed. In reconsidering this problem, one must analyze the thermodynamics of finite-size corrections to surface tension. In particular, one sees that capillary rise between plates does not measure the interfacial free energy density but, rather, a derivative of the interfacial free energy with respect to a system dimension. The quantity needed to draw definite conclusions, the finite-size residual free energy, can be calculated within the harmonic or Gaussian capillary wave model in d spatial dimensions with the aid of Poisson summation techniques and should yield the correct leading asymptotic behavior. For d=3 and experimentally relevant parameter values, the results are independent of the short-wavelength cutoff needed in the model and can be checked against the theory of conformai covariance at two-dimensional critical points. It is found that the finite-size effects in capillary-rise measurements of surface tension vary as 1/D ² (with a universal coefficient) but are too small to be seen in current experiments.Invited paper presented at the Tenth Symposium on Thermophysical Properties, June 20–23, 1988, Gaithersburg, Maryland, U.S.A.     

Nondestructive characterization of the mechanical strength of diffusion bonds. II. Application of a quasi-static spring model

It has been shown that the acoustic response of imperfect interfaces may be described by a quasi-static spring model. In the present paper, experimental data on the geometry of the contacts between two diffusion-bonded blocks have been used to determine the spring stiffness of such interfaces which have been correlated with experimentally determined ultrasonic reflection coefficients. The correlation between the theoretical reflection coefficient and the spring stiffness was found to be in excellent agreement with experimentally-observed values, if the disbonds are of infinitesimally small thickness. For disbonds of finite thickness, the agreement is less satisfactory. Reasons for the discrepancy in the latter case are unknown at the present time.     

GemstoneFire: adaptive dispersive ray tracing of polyhedrons

Synthesizing realistic images of gemstones requires techniques beyond the scope of normal ray tracing. The fire of such highly refractive objects is what makes gemstones attractive, and also imposes very high computational overhead to perform time consuming dispersive ray tracing. Gemstones are usually cut in polyhdrons as for example, a brillant cut. After a detailed analysis of the nature of dispersive ray tracing of polyhedral objects, we propose here a new method of using three simple rays adaptively to model the ray spreading caused by dispersive refraction. It is shown that the proposed method reduces the computational complexity to an order close to that of normal ray tracing.     

SPECTRAL RADIUS,KRONECKER PRODUCTS AND STATIONARITY

Abstract. We provide a stochastic proof of the inequality ρ(A?A+B?B) ≥ρ(A?A), where ρ(M) denotes the spectral radius of any square matrix M, i.e. max{|eigenvalues| of M}, and M?N denotes the Kronecker product of any two matrices M and N. The inequality is then used to show that stationarity of the bilinear model will imply stationarity of the linear part, i.e. the linear ARMA model for r= 1 and q= 1. Furthermore, it is shown that stationarity of the subdiagonal model, i.e. the bilinear model with b_ij=0 for i< j, again implies stationarity of its linear part, provided that the stationarity condition given by Bhaskara Rao and his colleagues is met. Interestingly, the conclusion that stationarity of the subdiagonal models, implies that the linear component models cannot be extended to the general non-subdiagonal bilinear models. The last observation is demonstrated via a simple example with p=m= 1, r= 0 and q= 2.