15 resultados para Efficient market theory

em Indian Institute of Science - Bangalore - Índia


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In this paper, we present a spectral finite element model (SFEM) using an efficient and accurate layerwise (zigzag) theory, which is applicable for wave propagation analysis of highly inhomogeneous laminated composite and sandwich beams. The theory assumes a layerwise linear variation superimposed with a global third-order variation across the thickness for the axial displacement. The conditions of zero transverse shear stress at the top and bottom and its continuity at the layer interfaces are subsequently enforced to make the number of primary unknowns independent of the number of layers, thereby making the theory as efficient as the first-order shear deformation theory (FSDT). The spectral element developed is validated by comparing the present results with those available in the literature. A comparison of the natural frequencies of simply supported composite and sandwich beams obtained by the present spectral element with the exact two-dimensional elasticity and FSDT solutions reveals that the FSDT yields highly inaccurate results for the inhomogeneous sandwich beams and thick composite beams, whereas the present element based on the zigzag theory agrees very well with the exact elasticity solution for both thick and thin, composite and sandwich beams. A significant deviation in the dispersion relations obtained using the accurate zigzag theory and the FSDT is also observed for composite beams at high frequencies. It is shown that the pure shear rotation mode remains always evanescent, contrary to what has been reported earlier. The SFEM is subsequently used to study wavenumber dispersion, free vibration and wave propagation time history in soft-core sandwich beams with composite faces for the first time in the literature. (C) 2014 Elsevier Ltd. All rights reserved.

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Computation of the dependency basis is the fundamental step in solving the membership problem for functional dependencies (FDs) and multivalued dependencies (MVDs) in relational database theory. We examine this problem from an algebraic perspective. We introduce the notion of the inference basis of a set M of MVDs and show that it contains the maximum information about the logical consequences of M. We propose the notion of a dependency-lattice and develop an algebraic characterization of inference basis using simple notions from lattice theory. We also establish several interesting properties of dependency-lattices related to the implication problem. Founded on our characterization, we synthesize efficient algorithms for (a): computing the inference basis of a given set M of MVDs; (b): computing the dependency basis of a given attribute set w.r.t. M; and (c): solving the membership problem for MVDs. We also show that our results naturally extend to incorporate FDs also in a way that enables the solution of the membership problem for both FDs and MVDs put together. We finally show that our algorithms are more efficient than existing ones, when used to solve what we term the ‘generalized membership problem’.

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The test based on comparison of the characteristic coefficients of the adjancency matrices of the corresponding graphs for detection of isomorphism in kinematic chains has been shown to fail in the case of two pairs of ten-link, simple-jointed chains, one pair corresponding to single-freedom chains and the other pair corresponding to three-freedom chains. An assessment of the merits and demerits of available methods for detection of isomorphism in graphs and kinematic chains is presented, keeping in view the suitability of the methods for use in computerized structural synthesis of kinematic chains. A new test based on the characteristic coefficients of the “degree” matrix of the corresponding graph is proposed for detection of isomorphism in kinematic chains. The new test is found to be successful in the case of a number of examples of graphs where the test based on characteristic coefficients of adjancency matrix fails. It has also been found to be successful in distinguishing the structures of all known simple-jointed kinematic chains in the categories of (a) single-freedom chains with up to 10 links, (b) two-freedom chains with up to 9 links and (c) three-freedom chains with up to 10 links.

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A computationally efficient agglomerative clustering algorithm based on multilevel theory is presented. Here, the data set is divided randomly into a number of partitions. The samples of each such partition are clustered separately using hierarchical agglomerative clustering algorithm to form sub-clusters. These are merged at higher levels to get the final classification. This algorithm leads to the same classification as that of hierarchical agglomerative clustering algorithm when the clusters are well separated. The advantages of this algorithm are short run time and small storage requirement. It is observed that the savings, in storage space and computation time, increase nonlinearly with the sample size.

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Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an efficient technique is presented for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used for the control (medication) synthesis. First, taking a set of nominal parameters, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat nominal patients (patients having same nominal parameters as used for the control design) effectively. However, since the parameters of an actual patient can be different from that of the ideal patient, to make the treatment strategy more effective and efficient, a model-following neuro-adaptive controller is augmented to the nominal controller. In this approach, a neural network trained online (based on Lyapunov stability theory) facilitates a new adaptive controller, computed online. From the simulation studies, this adaptive control design approach (treatment strategy) is found to be very effective to treat the CML disease for actual patients. Sufficient generality is retained in the theoretical developments in this paper, so that the techniques presented can be applied to other similar problem as well. Note that the technique presented is computationally non-intensive and all computations can be carried out online.

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The domination and Hamilton circuit problems are of interest both in algorithm design and complexity theory. The domination problem has applications in facility location and the Hamilton circuit problem has applications in routing problems in communications and operations research.The problem of deciding if G has a dominating set of cardinality at most k, and the problem of determining if G has a Hamilton circuit are NP-Complete. Polynomial time algorithms are, however, available for a large number of restricted classes. A motivation for the study of these algorithms is that they not only give insight into the characterization of these classes but also require a variety of algorithmic techniques and data structures. So the search for efficient algorithms, for these problems in many classes still continues.A class of perfect graphs which is practically important and mathematically interesting is the class of permutation graphs. The domination problem is polynomial time solvable on permutation graphs. Algorithms that are already available are of time complexity O(n2) or more, and space complexity O(n2) on these graphs. The Hamilton circuit problem is open for this class.We present a simple O(n) time and O(n) space algorithm for the domination problem on permutation graphs. Unlike the existing algorithms, we use the concept of geometric representation of permutation graphs. Further, exploiting this geometric notion, we develop an O(n2) time and O(n) space algorithm for the Hamilton circuit problem.

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Our study concerns an important current problem, that of diffusion of information in social networks. This problem has received significant attention from the Internet research community in the recent times, driven by many potential applications such as viral marketing and sales promotions. In this paper, we focus on the target set selection problem, which involves discovering a small subset of influential players in a given social network, to perform a certain task of information diffusion. The target set selection problem manifests in two forms: 1) top-k nodes problem and 2) lambda-coverage problem. In the top-k nodes problem, we are required to find a set of k key nodes that would maximize the number of nodes being influenced in the network. The lambda-coverage problem is concerned with finding a set of k key nodes having minimal size that can influence a given percentage lambda of the nodes in the entire network. We propose a new way of solving these problems using the concept of Shapley value which is a well known solution concept in cooperative game theory. Our approach leads to algorithms which we call the ShaPley value-based Influential Nodes (SPINs) algorithms for solving the top-k nodes problem and the lambda-coverage problem. We compare the performance of the proposed SPIN algorithms with well known algorithms in the literature. Through extensive experimentation on four synthetically generated random graphs and six real-world data sets (Celegans, Jazz, NIPS coauthorship data set, Netscience data set, High-Energy Physics data set, and Political Books data set), we show that the proposed SPIN approach is more powerful and computationally efficient. Note to Practitioners-In recent times, social networks have received a high level of attention due to their proven ability in improving the performance of web search, recommendations in collaborative filtering systems, spreading a technology in the market using viral marketing techniques, etc. It is well known that the interpersonal relationships (or ties or links) between individuals cause change or improvement in the social system because the decisions made by individuals are influenced heavily by the behavior of their neighbors. An interesting and key problem in social networks is to discover the most influential nodes in the social network which can influence other nodes in the social network in a strong and deep way. This problem is called the target set selection problem and has two variants: 1) the top-k nodes problem, where we are required to identify a set of k influential nodes that maximize the number of nodes being influenced in the network and 2) the lambda-coverage problem which involves finding a set of influential nodes having minimum size that can influence a given percentage lambda of the nodes in the entire network. There are many existing algorithms in the literature for solving these problems. In this paper, we propose a new algorithm which is based on a novel interpretation of information diffusion in a social network as a cooperative game. Using this analogy, we develop an algorithm based on the Shapley value of the underlying cooperative game. The proposed algorithm outperforms the existing algorithms in terms of generality or computational complexity or both. Our results are validated through extensive experimentation on both synthetically generated and real-world data sets.

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Electronic Exchanges are double-sided marketplaces that allows multiple buyers to trade with multiple sellers, with aggregation of demand and supply across the bids to maximize the revenue in the market. In this paper, we propose a new design approach for an one-shot exchange that collects bids from buyers and sellers and clears the market at the end of the bidding period. The main principle of the approach is to decouple the allocation from pricing. It is well known that it is impossible for an exchange with voluntary participation to be efficient and budget-balanced. Budget-balance is a mandatory requirement for an exchange to operate in profit. Our approach is to allocate the trade to maximize the reported values of the agents. The pricing is posed as payoff determination problem that distributes the total payoff fairly to all agents with budget-balance imposed as a constraint. We devise an arbitration scheme by axiomatic approach to solve the payoff determination problem using the added-value concept of game theory.

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In data mining, an important goal is to generate an abstraction of the data. Such an abstraction helps in reducing the space and search time requirements of the overall decision making process. Further, it is important that the abstraction is generated from the data with a small number of disk scans. We propose a novel data structure, pattern count tree (PC-tree), that can be built by scanning the database only once. PC-tree is a minimal size complete representation of the data and it can be used to represent dynamic databases with the help of knowledge that is either static or changing. We show that further compactness can be achieved by constructing the PC-tree on segmented patterns. We exploit the flexibility offered by rough sets to realize a rough PC-tree and use it for efficient and effective rough classification. To be consistent with the sizes of the branches of the PC-tree, we use upper and lower approximations of feature sets in a manner different from the conventional rough set theory. We conducted experiments using the proposed classification scheme on a large-scale hand-written digit data set. We use the experimental results to establish the efficacy of the proposed approach. (C) 2002 Elsevier Science B.V. All rights reserved.

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We present external memory data structures for efficiently answering range-aggregate queries. The range-aggregate problem is defined as follows: Given a set of weighted points in R-d, compute the aggregate of the weights of the points that lie inside a d-dimensional orthogonal query rectangle. The aggregates we consider in this paper include COUNT, sum, and MAX. First, we develop a structure for answering two-dimensional range-COUNT queries that uses O(N/B) disk blocks and answers a query in O(log(B) N) I/Os, where N is the number of input points and B is the disk block size. The structure can be extended to obtain a near-linear-size structure for answering range-sum queries using O(log(B) N) I/Os, and a linear-size structure for answering range-MAX queries in O(log(B)(2) N) I/Os. Our structures can be made dynamic and extended to higher dimensions. (C) 2012 Elsevier B.V. All rights reserved.

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We address the problem of mining targeted association rules over multidimensional market-basket data. Here, each transaction has, in addition to the set of purchased items, ancillary dimension attributes associated with it. Based on these dimensions, transactions can be visualized as distributed over cells of an n-dimensional cube. In this framework, a targeted association rule is of the form {X -> Y} R, where R is a convex region in the cube and X. Y is a traditional association rule within region R. We first describe the TOARM algorithm, based on classical techniques, for identifying targeted association rules. Then, we discuss the concepts of bottom-up aggregation and cubing, leading to the CellUnion technique. This approach is further extended, using notions of cube-count interleaving and credit-based pruning, to derive the IceCube algorithm. Our experiments demonstrate that IceCube consistently provides the best execution time performance, especially for large and complex data cubes.

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Bentonite clays are proven to be attractive as buffer and backfill material in high-level nuclear waste repositories around the world. A quick estimation of swelling pressures of the compacted bentonites for different clay-water-electrolyte interactions is essential in the design of buffer and backfill materials. The theoretical studies on the swelling behavior of bentonites are based on diffuse double layer (DDL) theory. To establish theoretical relationship between void ratio and swelling pressure (e versus P), evaluation of elliptic integral and inverse analysis are unavoidable. In this paper, a novel procedure is presented to establish theoretical relationship of e versus P based on the Gouy-Chapman method. The proposed procedure establishes a unique relationship between electric potentials of interacting and non-interacting diffuse clay-water-electrolyte systems. A procedure is, thus, proposed to deduce the relation between swelling pressures and void ratio from the established relation between electric potentials. This approach is simple and alleviates the need for elliptic integral evaluation and also the inverse analysis. Further, application of the proposed approach to estimate swelling pressures of four compacted bentonites, for example, MX 80, Febex, Montigel and Kunigel V1, at different dry densities, shows that the method is very simple and predicts solutions with very good accuracy. Moreover, the proposed procedure provides continuous distributions of e versus P and thus it is computationally efficient when compared with the existing techniques.

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We propose a new approach to clustering. Our idea is to map cluster formation to coalition formation in cooperative games, and to use the Shapley value of the patterns to identify clusters and cluster representatives. We show that the underlying game is convex and this leads to an efficient biobjective clustering algorithm that we call BiGC. The algorithm yields high-quality clustering with respect to average point-to-center distance (potential) as well as average intracluster point-to-point distance (scatter). We demonstrate the superiority of BiGC over state-of-the-art clustering algorithms (including the center based and the multiobjective techniques) through a detailed experimentation using standard cluster validity criteria on several benchmark data sets. We also show that BiGC satisfies key clustering properties such as order independence, scale invariance, and richness.

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Self-assembly has been recognized as an efficient tool for generating a wide range of functional, chemically, or physically textured surfaces for applications in small scale devices. In this work, we investigate the stability of thin films of polymer solutions. For low concentrations of polymer in the solution, long length scale dewetting patterns are obtained with wavelength approximately few microns. Whereas, for concentrations above a critical value, bimodal dispersion curves are obtained with the dominant wavelength being up to two orders smaller than the usual dewetting length scale. We further show that the short wavelength corresponds to the phase separation in the film resulting in uniformly distributed high and low concentration regions. Interestingly, due to the solvent entropy, at very high concentration values of polymer, a re-entrant behaviour is observed with the dominant length scale now again corresponding to the dewetting wavelength. Thus, we show that the binary films of polymer solutions provide additional control parameters that can be utilized for generating functional textured surfaces for various applications. (C) 2016 AIP Publishing LLC.

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Investigation of a transition metal dichalcogenide (TMD)-metal interface is essential for the effective functioning of monolayer TMD based field effect transistors. In this work, we employ the Density Functional Theory calculations to analyze the modulation of the electronic structure of monolayer WS2 with chlorine doping and the relative changes in the contact properties when interfaced with gold and palladium. We initially examine the atomic and electronic structures of pure and doped monolayer WS2 supercell and explore the formation of midgap states with band splitting near the conduction band edge. Further, we analyze the contact nature of the pure supercell with Au and Pd. We find that while Au is physiosorbed and forms n-type contact, Pd is chemisorped and forms p-type contact with a higher valence electron density. Next, we study the interface formed between the Cl-doped supercell and metals and observe a reduction in the Schottky barrier height (SBH) in comparison to the pure supercell. This reduction found is higher for Pd in comparison to Au, which is further validated by examining the charge transfer occurring at the interface. Our study confirms that Cl doping is an efficient mechanism to reduce the n-SBH for both Au and Pd, which form different types of contact with WS2. (C) 2016 AIP Publishing LLC.