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An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain
Type: Book
ISBN: 978-1-78973-894-0

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Rahmi Agustina, M. Ali S, Ferdinan Yulianda and Suhendrayatna

Purpose – The purpose of this research is to investigate the relationship of lead (Pb) and zinc (Zn) contents in sediment of Faunus ater (F. ater) population density and…

Abstract

Purpose – The purpose of this research is to investigate the relationship of lead (Pb) and zinc (Zn) contents in sediment of Faunus ater (F. ater) population density and to analyze the relationship between Pb and Zn accumulation in F. ater with F. ater density in Reuleng River, Leupung, Aceh Besar.

Design/Methodology/Approach – Sampling was conducted in November 2016 until January 2017. Density of F. ater was analyzed by density formula while its relationship to Pb and Zn in sediments and F. ater was conducted by correlation analysis method.

Findings – The results showed that correlation between Pb and Zn in sediments and in F. ater varies at each locations on every month of sampling. Pb and Zn content in sediments found a fluctuating relationship in each month of sampling with density of F. ater. Correlation of Pb content in sediments with F. ater density showed a medium correlation in January 2017 with r-value = 0.665. Zn in sediment has a very strong correlation to F. ater density in November 2016 with r-value = 0.891. Pb in F. ater has a medium correlation to F. ater density in January 2017 with r-value = 0.436. Furthermore, accumulation of Zn in F. ater to its density does show some apparent correlation in each month of sampling.

Research Limitation/Implications – This research gives information about the relationship of Pb and Zn contents in sediment to density of F. ater and to analyze correlation of Pb and Zn in F. ater to density of F. ater in Reuleng River, Leupung, Aceh Besar district.

Originality/Value – This is the first time research is conducted about on the correlation between lead and zinc to obtain the density of F. ater.

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Proceedings of MICoMS 2017
Type: Book
ISBN:

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Donald Lien

This chapter adopts value at risk (VaR) to analyze the hedge timing issue. Suppose that a producer, at a give time, recognizes the possible need of a futures contract for…

Abstract

This chapter adopts value at risk (VaR) to analyze the hedge timing issue. Suppose that a producer, at a give time, recognizes the possible need of a futures contract for risk reduction purpose. Should the producer trade in the futures market immediately or should he wait? Conditions are characterized under which delaying the hedge decision is preferred as it produces a smaller VaR. For an efficient futures market, it appears that the producer is better off delaying the hedge decision as long as possible. However, strong backwardation promotes early hedging.

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Research in Finance
Type: Book
ISBN: 978-1-84855-447-4

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Article

Yuexin Zhang, Lihui Wang and Yaodong Liu

To reduce the effect of parameter uncertainties and input saturation on path tracking control for autonomous combine harvester, a path tracking controller is proposed…

Abstract

Purpose

To reduce the effect of parameter uncertainties and input saturation on path tracking control for autonomous combine harvester, a path tracking controller is proposed, which integrates an adaptive neural network estimator and a saturation-aided system.

Design/methodology/approach

First, to analyze and compensate the influence of external factors, the vehicle model is established combining a dynamic model and a kinematic model. Meanwhile, to make the model simple, a comprehensive error is used, weighting heading error and position error simultaneously. Second, an adaptive neural network estimator is presented to calculate uncertain parameters which eventually improve the dynamic model. Then, the path tracking controller based on the improved dynamic model is designed by using the backstepping method, and its stability is proved by the Lyapunov theorem. Third, to mitigate round-trip operation of the actuator due to input saturation, a saturation-aided variable is presented during the control design process.

Findings

To verify the tracking accuracy and environmental adaptability of the proposed controller, numerical simulations are carried out under three different cases, and field experiments are performed in harvesting wheat and paddy. The experimental results demonstrate the tracking errors of the proposed controller that are reduced by more than 28% with contrast to the conventional controllers.

Originality/value

An adaptive neural network-based path tracking control is proposed, which considers both parameter uncertainties and input saturation. As far as we know, this is the first time a path tracking controller is specifically designed for the combine harvester with full consideration of working characteristics.

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Industrial Robot: the international journal of robotics research and application, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 0143-991X

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Article

Zeki Ayağ

In this paper, the four popular multiple-criteria decision-making (MCDM) methods in fuzzy environment are utilized to reflect the vagueness and uncertainty on the…

Abstract

Purpose

In this paper, the four popular multiple-criteria decision-making (MCDM) methods in fuzzy environment are utilized to reflect the vagueness and uncertainty on the judgments of decision-makers (DMs), because the crisp pairwise comparison in these conventional MCDM methods seems to be insufficient and imprecise to capture the right judgments of DMs. Of these methods, as Fuzzy analytic hierarchy process (F-AHP) is used to calculate criteria weights, the other methods; Fuzzy Technique for Order of Preference by Similarity to Ideal Solution (F-TOPSIS), Fuzzy Grey relational analysis (F-GRA) and Fuzzy Preference Ranking Organization METhod for Enrichment of Evaluations (F- PROMETHEE II) are used to rank alternatives in the three different ways for a comparative study.

Design/methodology/approach

The demand for green products has dramatically increased because the importance and public awareness of the preservation of natural environment was taken into consideration much more in the last two decades. As a result of this, especially manufacturing companies have been forced to design more green products, resulting in a problem of how they incorporate environmental issues into their design and evaluate concept options. The need for the practical decision-making tools to address this problem is rapidly evolving since the problem turns into an MCDM problem in the presence of a set of green concept alternatives and criteria.

Findings

The incorporation of fuzzy set theory into these methods is discussed on a real-life case study, and a comparative analysis is done by using its numerical results in which the three fuzzy-based methods reveal the same outcomes (or rankings), while F-GRA requires less computational steps. Moreover, more detailed analyses on the numerical results of the case study are completed on the normalization methods, distance metrics, aggregation functions, defuzzification methods and other issues.

Research limitations/implications

The designing and manufacturing environmental-friendly products in a product design process has been a vital issue for many companies which take care of reflecting environmental issues into their product design and meeting standards of recent green guidelines. These companies have utilized these guidelines by following special procedures at the design phase. Along the design process consisting of various steps, the environmental issues have been considered an important factor in the end-of-life of products since it can reduce the impact on the nature. In the stage of developing a new product with the aim of environmental-friendly design, the green thinking should be incorporated as early as possible in the process.

Practical implications

The case study was inspired from the previous work of the author, which was realized in a hot runner systems manufacturer, used in injection molding systems in a Canada. In a new product development process, the back- and front-ends of development efforts mainly determine the following criteria: cost, risk, quality and green used in this paper. The case study showed that the three fuzzy MCDM methods come to the same ranking outcomes. F-GRA has a better time complexity compared to the other two methods and uses a smaller number of computational steps. Moreover, a comparative analysis of the three F-MCDM methods; F-PROMETHEE II, F-TOPSIS and F-GRA used in ranking for green concept alternatives using the numerical results of the case study. For the case study; as seen in table 20, the three F-MCDM methods produced the numerical results on the rankings of the green concept alternatives as follows; {Concept A-Concept C–Concept B–Concept D}.

Social implications

Inclusion of environmental-related criteria into concept selection problem has been gaining increasing importance in the last decade. Therefore, to facilitate necessary calculations in applying each method especially with its fuzzy extension, it can be developed a knowledge-based (KB) or an expert system (ES) to help the DMs make the required calculations of each method, and interpret its results with detailed analysis.

Originality/value

The objective of the research was to propose a F-AHP based F-MCDM approach to green concept selection problem through F-PROMETHEE II, F-TOPSIS and F-GRA methods. As the F-AHP is used to weight evaluation criteria, the other methods are respectively used for ranking the concept alternatives and determine the best concept alternative.

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International Journal of Intelligent Computing and Cybernetics, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1756-378X

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Article

Mohammad M. Rahman, Ziad Saghir and Ioan Pop

This paper aims to investigate numerically the free convective heat transfer efficiency inside a rectotrapezoidal enclosure filled with Al2O3–Cu/water hybrid fluid. The…

Abstract

Purpose

This paper aims to investigate numerically the free convective heat transfer efficiency inside a rectotrapezoidal enclosure filled with Al2O3–Cu/water hybrid fluid. The bottom wall of the cavity is uniformly heated, the upper horizontal wall is insulated, and the remaining walls are considered cold. A new thermophysical relation determining the thermal conductivity of the hybrid nanofluid has been established, which produced results those match with experimental ones.

Design/methodology/approach

The governing partial differential equations are solved using the finite element method of Galerkin type. The simulated results in terms of streamlines, heat lines and isotherms are displayed for various values of the model parameters, which govern the flow.

Findings

The Nusselt number, friction factor and the thermal efficiency index are also determined for the pertinent parameters varying different ratios of the hybrid nanoparticles. The simulated results showed that thermal buoyancy significantly controls the heat transfer, friction factor and thermal efficiency index. The highest thermal efficiency is obtained for the lowest Rayleigh number.

Practical implications

This theoretical study is significantly relevant to the applications of the hybrid nanofluids electronic devices cooled by fans, manufacturing process, renewable energies, nuclear reactors, electronic cooling, lubrication, refrigeration, combustion, medicine, thermal storage, etc.

Originality/value

The results showed that nanoparticle loading intensified the rate of heat transfer and thermal efficiency index at the expense of the higher friction factor or higher pumping power. The results further show that the heat transmission in Al2O3–Cu/water hybrid nanofluid at a fixed value of intensified $\phi_{hnf}$ compared to the Al2O3/water nanofluid when an amount of higher conductivity nanoparticles (Cu) added to it. Besides, the rate of heat transfer in Cu/water nanofluid declines when the lower thermal conductivity Al2O3 nanoparticles are added to the mixture.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 0961-5539

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Article

H. Aruna Kumara and V. Venkatesha

Besse first conjectured that the solution of the critical point equation (CPE) must be Einstein. The CPE conjecture on some other types of Riemannian manifolds, for…

Abstract

Purpose

Besse first conjectured that the solution of the critical point equation (CPE) must be Einstein. The CPE conjecture on some other types of Riemannian manifolds, for instance, odd-dimensional Riemannian manifolds has considered by many geometers. Hence, it deserves special attention to consider the CPE on a certain class of almost contact metric manifolds. In this direction, the authors considered CPE on almost f-cosymplectic manifolds.

Design/methodology/approach

The paper opted the tensor calculus on manifolds to find the solution of the CPE.

Findings

In this paper, in particular, the authors obtained that a connected f-cosymplectic manifold satisfying CPE with \lambda=\tilde{f} is Einstein. Next, the authors find that a three dimensional almost f-cosymplectic manifold satisfying the CPE is either Einstein or its scalar curvature vanishes identically if its Ricci tensor is pseudo anti‐commuting.

Originality/value

The paper proved that the CPE conjecture is true for almost f-cosymplectic manifolds.

Details

Arab Journal of Mathematical Sciences, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1319-5166

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Article

Lakehal Belarbi and Hichem Elhendi

Let (M, g) be a n-dimensional smooth Riemannian manifold. In the present paper, the authors introduce a new class of natural metrics denoted by gf and called gradient…

Abstract

Purpose

Let (M, g) be a n-dimensional smooth Riemannian manifold. In the present paper, the authors introduce a new class of natural metrics denoted by gf and called gradient Sasaki metric on the tangent bundle TM. The authors calculate its Levi-Civita connection and Riemannian curvature tensor. The authors study the geometry of (TM, gf) and several important results are obtained on curvature, scalar and sectional curvatures.

Design/methodology/approach

In this paper the authors introduce a new class of natural metrics called gradient Sasaki metric on tangent bundle.

Findings

The authors calculate its Levi-Civita connection and Riemannian curvature tensor. The authors study the geometry of (TM,gf) and several important results are obtained on curvature scalar and sectional curvatures.

Originality/value

The authors calculate its Levi-Civita connection and Riemannian curvature tensor. The authors study the geometry of (TM,gf) and several important results are obtained on curvature scalar and sectional curvatures.

Details

Arab Journal of Mathematical Sciences, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1319-5166

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Article

Anatolii Kretov

The purpose of this work is to further develop the methodology for calculating the aircraft take-off mass and its main functional components for the conceptual analysis…

Abstract

Purpose

The purpose of this work is to further develop the methodology for calculating the aircraft take-off mass and its main functional components for the conceptual analysis and synthesis of new projects.

Design/methodology/approach

The method is based on the assessment of changes in the take-off gross mass (TOGM) of the already developed project or already existing a basic version of the aircraft when making local mass changes for its modification or for the numerical researches to create a more advanced project. The method is based on the “sensitivity factors of mass” (SFM) of aircraft, which represents the ratio of TOGM to initial (local) mass changes of its main functional components. The method of analytical refined calculation of SFM for the initial mass change and the main aerodynamic characteristics is given.

Findings

In comparison with the long-known method based on weight (mass) growth factors, which were considered constant, this method takes into account the dependence from the value of the initial local mass change and its functional purpose.

Practical implications

This method allows the designer to calculate more strictly the final changes in the TOGM on the initial stages of conceptual design when finding new project solutions. Numerical calculations are given on the example of passenger aircraft. The dependence of SFM and TOGM and its functional masses on the value of the initial change of the structure mass are shown. This method is used in the educational process at the college of Aerospace Engineering in the Aircraft Design department.

Originality/value

The considered method based on SFM is simple and convenient and more accurate for conducting project research on many project parameters when analyzing and synthesizing a new project.

Details

Aircraft Engineering and Aerospace Technology, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1748-8842

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Article

Z.B. Xing, Xingchao Han, Hanbing Ke, Q.G. Zhang, Zhiping Zhang, Huijin Xu and Fuqiang Wang

A combination of highly conductive porous media and nanofluids is an efficient way for improving thermal performance of relevant applications. For precisely predicting the…

Abstract

Purpose

A combination of highly conductive porous media and nanofluids is an efficient way for improving thermal performance of relevant applications. For precisely predicting the flow and thermal transport of nanofluids in porous media, the purpose of this paper is to explore the inter-phase coupling numerical methods.

Design/methodology/approach

Based on the lattice Boltzmann (LB) method, this study combines the convective flow, non-equilibrium thermal transport and phase interactions of nanofluids in porous matrix and proposes a new multi-phase LB model. The micro-scale momentum and heat interactions are especially analyzed for nanoparticles, base fluid and solid matrix. A set of three-phase LB equations for the flow/thermal coupling of base fluid, nanoparticles and solid matrix is established.

Findings

Distributions of nanoparticles, velocities for nanoparticles and the base fluid, temperatures for three phases and interaction forces are analyzed in detail. Influences of parameters on the nanofluid convection in the porous matrix are examined. Thermal resistance of nanofluid convective transport in porous structures are comprehensively discussed with the models of multi-phases. Results show that the Rayleigh number and the Darcy number have significant influences on the convective characteristics. The result with the three-phase model is mildly larger than that with the local thermal non-equilibrium model.

Originality/value

This paper first creates the multi-phase theoretical model for the complex coupling process of nanofluids in porous structures, which is useful for researchers and technicians in fields of thermal science and computational fluid dynamics.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 0961-5539

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