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1 – 10 of 588
Open Access
Article
Publication date: 3 August 2020

Rajashree Dash, Rasmita Rautray and Rasmita Dash

Since the last few decades, Artificial Neural Networks have been the center of attraction of a large number of researchers for solving diversified problem domains. Due to its…

1071

Abstract

Since the last few decades, Artificial Neural Networks have been the center of attraction of a large number of researchers for solving diversified problem domains. Due to its distinguishing features such as generalization ability, robustness and strong ability to tackle nonlinear problems, it appears to be more popular in financial time series modeling and prediction. In this paper, a Pi-Sigma Neural Network is designed for foretelling the future currency exchange rates in different prediction horizon. The unrevealed parameters of the network are interpreted by a hybrid learning algorithm termed as Shuffled Differential Evolution (SDE). The main motivation of this study is to integrate the partitioning and random shuffling scheme of Shuffled Frog Leaping algorithm with evolutionary steps of a Differential Evolution technique to obtain an optimal solution with an accelerated convergence rate. The efficiency of the proposed predictor model is actualized by predicting the exchange rate price of a US dollar against Swiss France (CHF) and Japanese Yen (JPY) accumulated within the same period of time.

Details

Applied Computing and Informatics, vol. 19 no. 1/2
Type: Research Article
ISSN: 2634-1964

Keywords

Open Access
Article
Publication date: 23 June 2021

Antonio Focacci

The purpose of this paper is to investigate whether management strategies implemented by non-commercial traders may be identified as a key factor in affecting oil price paths in…

Abstract

Purpose

The purpose of this paper is to investigate whether management strategies implemented by non-commercial traders may be identified as a key factor in affecting oil price paths in the conventional pre- and post-financialization periods.

Design/methodology/approach

By using a vector autoregressive approach the dynamic analysis of the daily stock indexes for some of the most important world economies and the oil prices is conducted starting from 1992 to the end of 2020.

Findings

The findings do not support the idea that the financial markets act as a privileged conduit in transmitting the shocks to the oil spot quotations.

Originality/value

Such a direct assessment has not been previously proposed in literature wherein – under a financial perspective – the returns are generally taken into consideration.

Details

Studies in Economics and Finance, vol. 38 no. 5
Type: Research Article
ISSN: 1086-7376

Keywords

Open Access
Article
Publication date: 9 June 2021

Shishu Ding, Jun Xu, Lei Dai and Hao Hu

This paper aims to solve the facility location problem of mobility industry call centers comprehensively, considering both investment efficiency and long-term development…

Abstract

Purpose

This paper aims to solve the facility location problem of mobility industry call centers comprehensively, considering both investment efficiency and long-term development efficiency.

Design/methodology/approach

In this paper, a two-phase decision-making approach within a multi-criteria decision-making (MCDM) framework has been proposed to help select optimal locations among various alternate locations. Both quantitative and qualitative information is collected and processed based on fuzzy set theory and fuzzy analytic hierarchy process. Then the fuzzy technique for order preference by similarity to an ideal solution method is incorporated in the framework to assess the overall feasibility of all alternates.

Findings

A real case of a mobility giant in China is applied to verify the effectiveness of the proposed framework. Sensitivity analysis also proves the robustness of the framework.

Originality/value

This two-phase MCDM framework allows the mobility industry call center location to be selected considering economic, human resource and sustainability elements comprehensively. The framework proposed in this paper might be applicable to other companies in the mobility industry when deciding optimal locations of call centers.

Details

Smart and Resilient Transportation, vol. 3 no. 2
Type: Research Article
ISSN: 2632-0487

Keywords

Open Access
Article
Publication date: 6 September 2021

Robert Larsson and Martin Rudberg

This paper aims to study the effects of different weather conditions on typical concrete work tasks’ productivity. Weather is one important factor that has a negative impact on…

4053

Abstract

Purpose

This paper aims to study the effects of different weather conditions on typical concrete work tasks’ productivity. Weather is one important factor that has a negative impact on construction productivity. Knowledge about how weather affects construction works is therefore important for the construction industry, e.g. during planning and execution of construction projects.

Design/methodology/approach

A questionnaire survey method is used involving means to perform pairwise comparisons of different weather factors according to the analytical hierarchical process (AHP). The survey also contains means to enable assessment of the loss in productivity for typical work tasks exposed to different weather types. The survey targets practitioners involved in Swedish concrete construction projects, and the results are compared with previous research findings.

Findings

The survey covers responses from 232 practitioners with long experience of concrete construction. The pairwise comparisons reveal that practitioners rank precipitation as the most important followed by wind and temperature. The loss in productivity varies significantly (from 0 to 100%) depending on the type of work and the type of weather factor considered. The results partly confirm findings reported in previous research but also reveal a more complex relationship between weather and productivity indicating several underlying influencing factors such as type of work, type of weather (e.g. rain or snow) and the intensity of each weather factor.

Originality/value

This paper presents new data about how 232 practitioners assess the effects of weather on construction productivity involving novel means to perform objective rankings such as the AHP methodology.

Details

Construction Innovation , vol. 23 no. 2
Type: Research Article
ISSN: 1471-4175

Keywords

Open Access
Article
Publication date: 11 January 2023

Antonio Focacci

The purpose of this stud is to analyze the financialization effect on oil prices.

Abstract

Purpose

The purpose of this stud is to analyze the financialization effect on oil prices.

Design/methodology/approach

This study applied the technique of multibreak point analysis with Bai and Perron test plus VAR methodology.

Findings

Findings revealed that there was no effect on oil prices.

Originality/value

To the best of the author’s knowledge, this is the first paper combining the multibreakpoint analysis with VAR for the period analyzed in the present work.

Open Access
Article
Publication date: 17 March 2021

Ibrahim Yitmen, Amjad Al-Musaed and Fikri Yücelgazi

Decisions taken during the early design of adaptive façades involving kinetic, active and responsive envelope for complex commercial buildings have a substantial effect on…

2281

Abstract

Purpose

Decisions taken during the early design of adaptive façades involving kinetic, active and responsive envelope for complex commercial buildings have a substantial effect on inclusive building functioning and the comfort level of inhabitants. This study aims to present the application of an analytic network process (ANP) model indicating the order of priority for high performance criteria that must be taken into account in the assessment of the performance of adaptive façade systems for complex commercial buildings.

Design/methodology/approach

The nominal group technique (NGT) stimulating and refining group judgments are used to find and categorize relevant high performance attributes of the adaptive façade systems and their relative pair-wise significance scores. An ANP model is applied to prioritize these high performance objectives and criteria for the adaptive façade systems.

Findings

Embodied energy and CO2 emission, sustainability, energy saving, daylight and operation maintenance were as the most likely and crucial high performance criteria. The criteria and the weights presented in this study could be used as guidelines for evaluating the performance of adaptive façade systems for commercial buildings in planning and design phases.

Practical implications

This research primarily provides the required actions and evaluations for design managers in accomplishing a high performance adaptive façade system, with the support of an ANP method. Before beginning the adaptive façade system of a building design process, the design manager must determine the significance of each of these attributes as high performance primacies will affect the results all through the entire design process.

Originality/value

In this research, a relatively innovative, systematic and practical approach is proposed to sustain the decision-making procedure for evaluation of the high performance criteria of adaptive façade systems in complex commercial buildings.

Details

Engineering, Construction and Architectural Management, vol. 29 no. 1
Type: Research Article
ISSN: 0969-9988

Keywords

Open Access
Article
Publication date: 16 July 2021

Nikolay Andreevich Moldovyan and Dmitriy Nikolaevich Moldovyan

The practical purpose of this research is to propose a candidate for post-quantum signature standard that is free of significant drawback of the finalists of the NIST world…

Abstract

Purpose

The practical purpose of this research is to propose a candidate for post-quantum signature standard that is free of significant drawback of the finalists of the NIST world competition, which consists in the large size of the signature and the public key. The practical purpose is to propose a fundamentally new method for development of algebraic digital signature algorithms.

Design/methodology/approach

The proposed method is distinguished by the use of two different finite commutative associative algebras as a single algebraic support of the digital signature scheme and setting two different verification equation for a single signature. A single public key is computed as the first and the second public keys, elements of which are computed exponentiating two different generators of cyclic groups in each of the algebras.

Findings

Additionally, a scalar multiplication by a private integer is performed as final step of calculation of every element of the public key. The same powers and the same scalar values are used to compute the first and the second public keys by the same mathematic formulas. Due to such design, the said generators are kept in secret, providing resistance to quantum attacks. Two new finite commutative associative algebras, multiplicative group of which possesses four-dimensional cyclicity, have been proposed as a suitable algebraic support.

Originality/value

The introduced method is novel and includes new techniques for designing algebraic signature schemes that resist quantum attacks. On its base, a new practical post-quantum signature scheme with relatively small size of signature and public key is developed.

Details

Applied Computing and Informatics, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2634-1964

Keywords

Open Access
Article
Publication date: 11 April 2023

Wenhao Yi, Mingnian Wang, Jianjun Tong, Siguang Zhao, Jiawang Li, Dengbin Gui and Xiao Zhang

The purpose of the study is to quickly identify significant heterogeneity of surrounding rock of tunnel face that generally occurs during the construction of large-section rock…

Abstract

Purpose

The purpose of the study is to quickly identify significant heterogeneity of surrounding rock of tunnel face that generally occurs during the construction of large-section rock tunnels of high-speed railways.

Design/methodology/approach

Relying on the support vector machine (SVM)-based classification model, the nominal classification of blastholes and nominal zoning and classification terms were used to demonstrate the heterogeneity identification method for the surrounding rock of tunnel face, and the identification calculation was carried out for the five test tunnels. Then, the suggestions for local optimization of the support structures of large-section rock tunnels were put forward.

Findings

The results show that compared with the two classification models based on neural networks, the SVM-based classification model has a higher classification accuracy when the sample size is small, and the average accuracy can reach 87.9%. After the samples are replaced, the SVM-based classification model can still reach the same accuracy, whose generalization ability is stronger.

Originality/value

By applying the identification method described in this paper, the significant heterogeneity characteristics of the surrounding rock in the process of two times of blasting were identified, and the identification results are basically consistent with the actual situation of the tunnel face at the end of blasting, and can provide a basis for local optimization of support parameters.

Details

Railway Sciences, vol. 2 no. 1
Type: Research Article
ISSN: 2755-0907

Keywords

Open Access
Article
Publication date: 21 July 2023

M. Neumayer, T. Suppan, T. Bretterklieber, H. Wegleiter and Colin Fox

Nonlinear solution approaches for inverse problems require fast simulation techniques for the underlying sensing problem. In this work, the authors investigate finite element (FE…

Abstract

Purpose

Nonlinear solution approaches for inverse problems require fast simulation techniques for the underlying sensing problem. In this work, the authors investigate finite element (FE) based sensor simulations for the inverse problem of electrical capacitance tomography. Two known computational bottlenecks are the assembly of the FE equation system as well as the computation of the Jacobian. Here, existing computation techniques like adjoint field approaches require additional simulations. This paper aims to present fast numerical techniques for the sensor simulation and computations with the Jacobian matrix.

Design/methodology/approach

For the FE equation system, a solution strategy based on Green’s functions is derived. Its relation to the solution of a standard FE formulation is discussed. A fast stiffness matrix assembly based on an eigenvector decomposition is shown. Based on the properties of the Green’s functions, Jacobian operations are derived, which allow the computation of matrix vector products with the Jacobian for free, i.e. no additional solves are required. This is demonstrated by a Broyden–Fletcher–Goldfarb–Shanno-based image reconstruction algorithm.

Findings

MATLAB-based time measurements of the new methods show a significant acceleration for all calculation steps compared to reference implementations with standard methods. E.g. for the Jacobian operations, improvement factors of well over 100 could be found.

Originality/value

The paper shows new methods for solving known computational tasks for solving inverse problems. A particular advantage is the coherent derivation and elaboration of the results. The approaches can also be applicable to other inverse problems.

Details

COMPEL - The international journal for computation and mathematics in electrical and electronic engineering , vol. 42 no. 5
Type: Research Article
ISSN: 0332-1649

Keywords

Open Access
Article
Publication date: 10 May 2022

Jindong Song, Jingbao Zhu and Shanyou Li

Using the strong motion data of K-net in Japan, the continuous magnitude prediction method based on support vector machine (SVM) was studied.

Abstract

Purpose

Using the strong motion data of K-net in Japan, the continuous magnitude prediction method based on support vector machine (SVM) was studied.

Design/methodology/approach

In the range of 0.5–10.0 s after the P-wave arrival, the prediction time window was established at an interval of 0.5 s. 12 P-wave characteristic parameters were selected as the model input parameters to construct the earthquake early warning (EEW) magnitude prediction model (SVM-HRM) for high-speed railway based on SVM.

Findings

The magnitude prediction results of the SVM-HRM model were compared with the traditional magnitude prediction model and the high-speed railway EEW current norm. Results show that at the 3.0 s time window, the magnitude prediction error of the SVM-HRM model is obviously smaller than that of the traditional τc method and Pd method. The overestimation of small earthquakes is obviously improved, and the construction of the model is not affected by epicenter distance, so it has generalization performance. For earthquake events with the magnitude range of 3–5, the single station realization rate of the SVM-HRM model reaches 95% at 0.5 s after the arrival of P-wave, which is better than the first alarm realization rate norm required by “The Test Method of EEW and Monitoring System for High-Speed Railway.” For earthquake events with magnitudes ranging from 3 to 5, 5 to 7 and 7 to 8, the single station realization rate of the SVM-HRM model is at 0.5 s, 1.5 s and 0.5 s after the P-wave arrival, respectively, which is better than the realization rate norm of multiple stations.

Originality/value

At the latest, 1.5 s after the P-wave arrival, the SVM-HRM model can issue the first earthquake alarm that meets the norm of magnitude prediction realization rate, which meets the accuracy and continuity requirements of high-speed railway EEW magnitude prediction.

Details

Railway Sciences, vol. 1 no. 2
Type: Research Article
ISSN: 2755-0907

Keywords

1 – 10 of 588