Neural network DEA for measuring the efficiency of mutual funds

Efficiency in the mutual fund (MF), is one of the issues that has attracted many investors in countries with advanced financial market for many years. Due to the need for frequent study of MF's efficiency in short-term periods, investors need a method that not only has high accuracy, but also high speed. Data envelopment analysis (DEA) is proven to be one of the most widely used methods in the measurement of the efficiency and productivity of decision making units (DMUs). DEA for a large dataset with many inputs/outputs would require huge computer resources in terms of memory and CPU time. This paper uses neural network back-ropagation DEA in measurement of mutual funds efficiency and shows the requirements, in the proposed method, for computer memory and CPU time are far less than that needed by conventional DEA methods and can therefore be a useful tool in measuring the efficiency of a large set of MFs. Copyright © 2014 Inderscience Enterprises Ltd.

Bayesian precalibration of a large stochastic microsimulation model

Calibration of stochastic traffic microsimulation models is a challenging task. This paper proposes a fast iterative probabilistic precalibration framework and demonstrates how it can be successfully applied to a real-world traffic simulation model of a section of the M40 motorway and its surrounding area in the U.K. The efficiency of the method stems from the use of emulators of the stochastic microsimulator, which provides fast surrogates of the traffic model. The use of emulators minimizes the number of microsimulator runs required, and the emulators' probabilistic construction allows for the consideration of the extra uncertainty introduced by the approximation. It is shown that automatic precalibration of this real-world microsimulator, using turn-count observational data, is possible, considering all parameters at once, and that this precalibrated microsimulator improves on the fit to observations compared with the traditional expertly tuned microsimulation. © 2000-2011 IEEE.

Neuronal network dynamics during epileptogenesis in the medial temporal lobe

Epilepsy is one of the most common neurological disorders, a large fraction of which is resistant to pharmacotherapy. In this light, understanding the mechanisms of epilepsy and its intractable forms in particular could create new targets for pharmacotherapeutic intervention. The current project explores the dynamic changes in neuronal network function in the chronic temporal lobe epilepsy (TLE) in rat and human brain in vitro. I focused on the process of establishment of epilepsy (epileptogenesis) in the temporal lobe. Rhythmic behaviour of the hippocampal neuronal networks in healthy animals was explored using spontaneous oscillations in the gamma frequency band (SγO). The use of an improved brain slice preparation technique resulted in the natural occurence (in the absence of pharmacological stimulation) of rhythmic activity, which was then pharmacologically characterised and compared to other models of gamma oscillations (KA- and CCh-induced oscillations) using local field potential recording technique. The results showed that SγO differed from pharmacologically driven models, suggesting higher physiological relevance of SγO. Network activity was also explored in the medial entorhinal cortex (mEC), where spontaneous slow wave oscillations (SWO) were detected. To investigate the course of chronic TLE establishment, a refined Li-pilocarpine-based model of epilepsy (RISE) was developed. The model significantly reduced animal mortality and demonstrated reduced intensity, yet high morbidy with almost 70% mean success rate of developing spontaneous recurrent seizures. We used SγO to characterize changes in the hippocampal neuronal networks throughout the epileptogenesis. The results showed that the network remained largely intact, demonstrating the subtle nature of the RISE model. Despite this, a reduction in network activity was detected during the so-called latent (no seizure) period, which was hypothesized to occur due to network fragmentation and an abnormal function of kainate receptors (KAr). We therefore explored the function of KAr by challenging SγO with kainic acid (KA). The results demonstrated a remarkable decrease in KAr response during the latent period, suggesting KAr dysfunction or altered expression, which will be further investigated using a variety of electrophysiological and immunocytochemical methods. The entorhinal cortex, together with the hippocampus, is known to play an important role in the TLE. Considering this, we investigated neuronal network function of the mEC during epileptogenesis using SWO. The results demonstrated a striking difference in AMPAr function, with possible receptor upregulation or abnormal composition in the early development of epilepsy. Alterations in receptor function inevitably lead to changes in the network function, which may play an important role in the development of epilepsy. Preliminary investigations were made using slices of human brain tissue taken following surgery for intratctable epilepsy. Initial results showed that oscillogenesis could be induced in human brain slices and that such network activity was pharmacologically similar to that observed in rodent brain. Overall, our findings suggest that excitatory glutamatergic transmission is heavily involved in the process of epileptogenesis. Together with other types of receptors, KAr and AMPAr contribute to epilepsy establishment and may be the key to uncovering its mechanism.

Large-scale molecular dynamics simulations of HLA-A*0201 complexed with a tumor-specific antigenic peptide:can the α3 and β2m domains be neglected?

Large-scale massively parallel molecular dynamics (MD) simulations of the human class I major histo-compatibility complex (MHC) protein HLA-A*0201 bound to a decameric tumor-specific antigenic peptide GVY-DGREHTV were performed using a scalable MD code on high-performance computing platforms. Such computational capabilities put us in reach of simulations of various scales and complexities. The supercomputing resources available Large-scale massively parallel molecular dynamics (MD) simulations of the human class I major histocompatibility complex (MHC) protein HLA-A*0201 bound to a decameric tumor-specific antigenic peptide GVYDGREHTV were performed using a scalable MD code on high-performance computing platforms. Such computational capabilities put us in reach of simulations of various scales and complexities. The supercomputing resources available for this study allow us to compare directly differences in the behavior of very large molecular models; in this case, the entire extracellular portion of the peptide–MHC complex vs. the isolated peptide binding domain. Comparison of the results from the partial and the whole system simulations indicates that the peptide is less tightly bound in the partial system than in the whole system. From a detailed study of conformations, solvent-accessible surface area, the nature of the water network structure, and the binding energies, we conclude that, when considering the conformation of the α1–α2 domain, the α3 and β2m domains cannot be neglected. © 2004 Wiley Periodicals, Inc. J Comput Chem 25: 1803–1813, 2004

High speed and high resolution demodulation system for hybrid WDM/FDM based fiber microstructure sensor network by using Fabry-Perot filter

Hybrid WDM/TDM enabled microstructure based optical fiber sensor network with large capacity is proposed. Assisted by Fabry-Perot filter, the demodulation system with high speed of 500Hz and high wavelength resolution less than 4.91pm is realized. © OSA 2015.

Protection schemes for meshed VSC-HVDC transmission systems for large-scale offshore wind farms

This chapter discusses network protection of high-voltage direct current (HVDC) transmission systems for large-scale offshore wind farms where the HVDC system utilizes voltage-source converters. The multi-terminal HVDC network topology and protection allocation and configuration are discussed with DC circuit breaker and protection relay configurations studied for different fault conditions. A detailed protection scheme is designed with a solution that does not require relay communication. Advanced understanding of protection system design and operation is necessary for reliable and safe operation of the meshed HVDC system under fault conditions. Meshed-HVDC systems are important as they will be used to interconnect large-scale offshore wind generation projects. Offshore wind generation is growing rapidly and offers a means of securing energy supply and addressing emissions targets whilst minimising community impacts. There are ambitious plans concerning such projects in Europe and in the Asia-Pacific region which will all require a reliable yet economic system to generate, collect, and transmit electrical power from renewable resources. Collective offshore wind farms are efficient and have potential as a significant low-carbon energy source. However, this requires a reliable collection and transmission system. Offshore wind power generation is a relatively new area and lacks systematic analysis of faults and associated operational experience to enhance further development. Appropriate fault protection schemes are required and this chapter highlights the process of developing and assessing such schemes. The chapter illustrates the basic meshed topology, identifies the need for distance evaluation, and appropriate cable models, then details the design and operation of the protection scheme with simulation results used to illustrate operation. © Springer Science+Business Media Singapore 2014.

A review of the effects of distributed energy resources and power-electronic controlled loading on distribution network stability

This paper looks at potential distribution network stability problems under the Smart Grid scenario. This is to consider distributed energy resources (DERs) e.g. renewable power generations and intelligent loads with power-electronic controlled converters. The background of this topic is introduced and potential problems are defined from conventional power system stability and power electronic system stability theories. Challenges are identified with possible solutions from steady-state limits, small-signal, and large-signal stability indexes and criteria. Parallel computation techniques might be included for simulation or simplification approaches are required for a largescale distribution network analysis.

Coding together at scale:GitHub as a collaborative social network

GitHub is the most popular repository for open source code (Finley 2011). It has more than 3.5 million users, as the company declared in April 2013, and more than 10 million repositories, as of December 2013. It has a publicly accessible API and, since March 2012, it also publishes a stream of all the events occurring on public projects. Interactions among GitHub users are of a complex nature and take place in different forms. Developers create and fork repositories, push code, approve code pushed by others, bookmark their favorite projects and follow other developers to keep track of their activities. In this paper we present a characterization of GitHub, as both a social network and a collaborative platform. To the best of our knowledge, this is the first quantitative study about the interactions happening on GitHub. We analyze the logs from the service over 18 months (between March 11, 2012 and September 11, 2013), describing 183.54 million events and we obtain information about 2.19 million users and 5.68 million repositories, both growing linearly in time. We show that the distributions of the number of contributors per project, watchers per project and followers per user show a power-law-like shape. We analyze social ties and repository-mediated collaboration patterns, and we observe a remarkably low level of reciprocity of the social connections. We also measure the activity of each user in terms of authored events and we observe that very active users do not necessarily have a large number of followers. Finally, we provide a geographic characterization of the centers of activity and we investigate how distance influences collaboration.

A comparison of two distributed large-volume measurement systems:the mobile spatial co-ordinate measuring system and the indoor global positioning system

Advances in the area of industrial metrology have generated new technologies that are capable of measuring components with complex geometry and large dimensions. However, no standard or best-practice guides are available for the majority of such systems. Therefore, these new systems require appropriate testing and verification in order for the users to understand their full potential prior to their deployment in a real manufacturing environment. This is a crucial stage, especially when more than one system can be used for a specific measurement task. In this paper, two relatively new large-volume measurement systems, the mobile spatial co-ordinate measuring system (MScMS) and the indoor global positioning system (iGPS), are reviewed. These two systems utilize different technologies: the MScMS is based on ultrasound and radiofrequency signal transmission and the iGPS uses laser technology. Both systems have components with small dimensions that are distributed around the measuring area to form a network of sensors allowing rapid dimensional measurements to be performed in relation to large-size objects, with typical dimensions of several decametres. The portability, reconfigurability, and ease of installation make these systems attractive for many industries that manufacture large-scale products. In this paper, the major technical aspects of the two systems are briefly described and compared. Initial results of the tests performed to establish the repeatability and reproducibility of these systems are also presented. © IMechE 2009.

DISCUS : end-to-end network design for ubiquitous high speed broadband services

Fibre-to-the-premises (FTTP) has been long sought as the ultimate solution to satisfy the demand for broadband access in the foreseeable future, and offer distance-independent data rate within access network reach. However, currently deployed FTTP networks have in most cases only replaced the transmission medium, without improving the overall architecture, resulting in deployments that are only cost efficient in densely populated areas (effectively increasing the digital divide). In addition, the large potential increase in access capacity cannot be matched by a similar increase in core capacity at competitive cost, effectively moving the bottleneck from access to core. DISCUS is a European Integrated Project that, building on optical-centric solutions such as Long-Reach Passive Optical access and flat optical core, aims to deliver a cost-effective architecture for ubiquitous broadband services. One of the key features of the project is the end-to-end approach, which promises to deliver a complete network design and a conclusive analysis of its economic viability. © 2013 IEEE.

A new unsupervised convolutional neural network model for Chinese scene text detection

As one of the most popular deep learning models, convolution neural network (CNN) has achieved huge success in image information extraction. Traditionally CNN is trained by supervised learning method with labeled data and used as a classifier by adding a classification layer in the end. Its capability of extracting image features is largely limited due to the difficulty of setting up a large training dataset. In this paper, we propose a new unsupervised learning CNN model, which uses a so-called convolutional sparse auto-encoder (CSAE) algorithm pre-Train the CNN. Instead of using labeled natural images for CNN training, the CSAE algorithm can be used to train the CNN with unlabeled artificial images, which enables easy expansion of training data and unsupervised learning. The CSAE algorithm is especially designed for extracting complex features from specific objects such as Chinese characters. After the features of articficial images are extracted by the CSAE algorithm, the learned parameters are used to initialize the first CNN convolutional layer, and then the CNN model is fine-Trained by scene image patches with a linear classifier. The new CNN model is applied to Chinese scene text detection and is evaluated with a multilingual image dataset, which labels Chinese, English and numerals texts separately. More than 10% detection precision gain is observed over two CNN models.

Defense against node compromise in sensor network security

Recent advances in electronic and computer technologies lead to wide-spread deployment of wireless sensor networks (WSNs). WSNs have wide range applications, including military sensing and tracking, environment monitoring, smart environments, etc. Many WSNs have mission-critical tasks, such as military applications. Thus, the security issues in WSNs are kept in the foreground among research areas. Compared with other wireless networks, such as ad hoc, and cellular networks, security in WSNs is more complicated due to the constrained capabilities of sensor nodes and the properties of the deployment, such as large scale, hostile environment, etc. Security issues mainly come from attacks. In general, the attacks in WSNs can be classified as external attacks and internal attacks. In an external attack, the attacking node is not an authorized participant of the sensor network. Cryptography and other security methods can prevent some of external attacks. However, node compromise, the major and unique problem that leads to internal attacks, will eliminate all the efforts to prevent attacks. Knowing the probability of node compromise will help systems to detect and defend against it. Although there are some approaches that can be used to detect and defend against node compromise, few of them have the ability to estimate the probability of node compromise. Hence, we develop basic uniform, basic gradient, intelligent uniform and intelligent gradient models for node compromise distribution in order to adapt to different application environments by using probability theory. These models allow systems to estimate the probability of node compromise. Applying these models in system security designs can improve system security and decrease the overheads nearly in every security area. Moreover, based on these models, we design a novel secure routing algorithm to defend against the routing security issue that comes from the nodes that have already been compromised but have not been detected by the node compromise detecting mechanism. The routing paths in our algorithm detour those nodes which have already been detected as compromised nodes or have larger probabilities of being compromised. Simulation results show that our algorithm is effective to protect routing paths from node compromise whether detected or not.

Internet Protocol Television (IPTV) controller realization with Very Large Scale Integration (VLSI) modules

Internet Protocol Television (IPTV) is a system where a digital television service is delivered by using Internet Protocol over a network infrastructure. There is considerable confusion and concern about the IPTV, since two different technologies have to be mended together to provide the end customers with some thing better than the conventional television. In this research, functional architecture of the IPTV system was investigated. Very Large Scale Integration based system for streaming server controller were designed and different ways of hosting a web server which can be used to send the control signals to the streaming server controller were studied. The web server accepts inputs from the keyboard and FPGA board switches and depending on the preset configuration the server will open a selected web page and also sends the control signals to the streaming server controller. It was observed that the applications run faster on PowerPC since it is embedded into the FPGA. Commercial market and Global deployment of IPTV were discussed.

An investigation of the strategies used by organizations participating in the welfare-to-work network program and correlation of the strategies with the retention data to determine best practices for job retention among former welfare recipients

This ex post facto study (N = 209) examined the relationships between employer job strategies and job retention among organizations participating in Florida welfare-to-work network programs and associated the strategies with job retention data to determine best practices. ^ An internet-based self-report survey battery was administered to a heterogeneous sampling of organizations participating in the Florida welfare-to-work network program. Hypotheses were tested through correlational and hierarchical regression analytic procedures. The partial correlation results linked each of the job retention strategies to job retention. Wages, benefits, training and supervision, communication, job growth, work/life balance, fairness and respect were all significantly related to job retention. Hierarchical regression results indicated that the training and supervision variable was the best predictor of job retention in the regression equation. ^ The size of the organization was also a significant predictor of job retention. Large organizations reported higher job retention rates than small organizations. There was no statistical difference between the types of organizations (profit-making and non-profit) and job retention. The standardized betas ranged from to .26 to .41 in the regression equation. Twenty percent of the variance in job retention was explained by the combination of demographic and job retention strategy predictors, supporting the theoretical, empirical, and practical relevance of understanding the association between employer job strategies and job retention outcomes. Implications for adult education and human resource development theory, research, and practice are highlighted as possible strategic leverage points for creating conditions that facilitate the development of job strategies as a means for improving former welfare workers’ job retention.^

Host and network optimizations for performance enhancement and energy efficiency in data center networks

Modern data centers host hundreds of thousands of servers to achieve economies of scale. Such a huge number of servers create challenges for the data center network (DCN) to provide proportionally large bandwidth. In addition, the deployment of virtual machines (VMs) in data centers raises the requirements for efficient resource allocation and find-grained resource sharing. Further, the large number of servers and switches in the data center consume significant amounts of energy. Even though servers become more energy efficient with various energy saving techniques, DCN still accounts for 20% to 50% of the energy consumed by the entire data center. The objective of this dissertation is to enhance DCN performance as well as its energy efficiency by conducting optimizations on both host and network sides. First, as the DCN demands huge bisection bandwidth to interconnect all the servers, we propose a parallel packet switch (PPS) architecture that directly processes variable length packets without segmentation-and-reassembly (SAR). The proposed PPS achieves large bandwidth by combining switching capacities of multiple fabrics, and it further improves the switch throughput by avoiding padding bits in SAR. Second, since certain resource demands of the VM are bursty and demonstrate stochastic nature, to satisfy both deterministic and stochastic demands in VM placement, we propose the Max-Min Multidimensional Stochastic Bin Packing (M3SBP) algorithm. M3SBP calculates an equivalent deterministic value for the stochastic demands, and maximizes the minimum resource utilization ratio of each server. Third, to provide necessary traffic isolation for VMs that share the same physical network adapter, we propose the Flow-level Bandwidth Provisioning (FBP) algorithm. By reducing the flow scheduling problem to multiple stages of packet queuing problems, FBP guarantees the provisioned bandwidth and delay performance for each flow. Finally, while DCNs are typically provisioned with full bisection bandwidth, DCN traffic demonstrates fluctuating patterns, we propose a joint host-network optimization scheme to enhance the energy efficiency of DCNs during off-peak traffic hours. The proposed scheme utilizes a unified representation method that converts the VM placement problem to a routing problem and employs depth-first and best-fit search to find efficient paths for flows.