{"title":"Application of stochastic control theory to the optimal portfolio selection problem","authors":"M. Japundzic, D. Jocic, I. Pavkov","doi":"10.1109/SISY.2012.6339491","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339491","url":null,"abstract":"Application of stochastic control theory to the optimal portfolio selection problem, in the case when portfolio consists of two assets with different level of risk is illustrated. Choosing power functions and natural logarithmic for the utility function, and using a converse of Hamilton-Jacobi-Bellman (HJB) theorem, the formula for optimal portfolio is derived.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114495893","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The influence of thresholding method on 1D signal denoising using wavelet theory","authors":"P. Císar, S. M. Cisar","doi":"10.1109/SISY.2012.6339492","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339492","url":null,"abstract":"This paper examines the influence of thresholding method on 1D signal denoising using wavelet theory. The analysis is realized in Matlab environment. The cases of different input signals are considered, for which the adequate residuals are calculated and discussed.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"338 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121690528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Predicting the movement of robotic platforms based on memory scanning test","authors":"Zeljko Stankovic, Gordana Radic, D. Cvetkovic","doi":"10.1109/SISY.2012.6339521","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339521","url":null,"abstract":"This paper presents an overview of a possible new concept that can define the movement of robotic platforms on unstructured terrain in an undefined environment based on the stored sample taken from the scanning IR sensors. The proposed solutions are based on many years of work and research that are conducted at the Faculty of Information Technology, the University Singidunum. The final work presented here was supported by the Serbian Ministry of Education and Science (project III44006).","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123371612","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Microeconomic aspects of the theory of general equilibrium of production and exchange","authors":"A. Sagi, E. Pataki","doi":"10.1109/SISY.2012.6339482","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339482","url":null,"abstract":"The work deals with the comparative and critical analysis of macroeconomic aspects of general equilibrium theory. It is about the problem of general equilibrium in production, general equilibrium in exchange and the problems of simultaneous equilibrium in production and exchange. The research of cited problems contributes to a better understanding the complete economic mechanisms. Besides, general equilibrium model represents the basis for considering welfare economics and the optimization theory of contemporary market economies.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114976205","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the effects of strong asymmetries on the adaptive controllers based on Robust Fixed Point Transformations","authors":"K. Kósi, J. Bitó, J. Tar","doi":"10.1109/SISY.2012.6339525","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339525","url":null,"abstract":"For replacing Lyapunov's sophisticated “2nd Method” in the design of adaptive controllers a novel approach based on Robust Fixed Point Transformations (RFPT) was proposed that directly concentrates on the designer's intent instead of forcing global stability. It guarantees convergence only in a bounded basin while iteratively generating the sequence of the appropriate control signals. In the initial phase of this iterative learning considerable fluctuation may occur in the control signal that otherwise may be limited due to phenomenological reasons. While in mechanical systems positive or negative force or torque components can be allowed, in controlling chemical reactions negative ingress rates of pure reactants into a stirring tank reactor phenomenologically cannot be realized. While velocity components may have well interpreted positive or negative values, negative concentrations physically cannot make sense. On this reason the mathematical models of chemical reactions normally containing the products of various powers of the concentrations must be completed with truncation-type nonlinearities that introduce strong asymmetric nonlinearities. In this paper the effects of these phenomena are investigated via computer simulations in the adaptive control of a Classical Mechanical and a chemical system. It was found that in spite of these limitations the adaptive controller can still work at least in certain segments of the whole control section.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130788294","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The global model of sustainable development for protecting the living environment — Possibilities or utopia","authors":"E. Pataki, A. Sagi","doi":"10.1109/SISY.2012.6339481","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339481","url":null,"abstract":"The author considers the problems of planning and realizing sustainable development aiming at protecting the living environment. In this research, the author recognizes that the stable and sustainable development together with the protection of the living environment is not possible without recognizing self-regulating mechanisms of the nature and their adequate application to the advancement and modernization of social and concentric circles of realization and feedback mechanisms. In researching, the author presents and analyzes the fundamental functioning and possibilities to construct the so-called global models and system-synthesis models. The author comes to the pessimistic conclusion that all the attempts to construct the global model of sustainable development, including the living environment protection have failed. To design and apply such a model in the world proportion, however, it is necessary to solve a row of different and difficult problems, and this elaboration the author plans to do in her next work.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131971798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Unified UML software environment for embedded systems in education","authors":"B. Kuljic, A. Sabo, T. Szakáll, Andor Sagi","doi":"10.1109/SISY.2012.6339571","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339571","url":null,"abstract":"This paper presents a software system which was designed as a tool for enhancing education process in the embedded system classes. Over the years it was established that students waste the majority of their time in classes on adopting software interface which leaves them with very little time to master the key principles in the curriculum. This is especially true in the case of the embedded systems because there students must learn to work with several software packets. The developed software system allows students to concentrate on just one graphical interface which is intended to handle every aspect of embedded system design - from algorithm simulation to the hardware implementation. Apart from this the system is capable of communicating with the third party software without burdening the user with the new interface.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"226 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132563561","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Novel Gabor filter-based patch descriptor","authors":"Szidónia Lefkovits","doi":"10.1109/SISY.2012.6339547","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339547","url":null,"abstract":"One of the most important tasks of component-based object detection is locating the characteristic object parts and describing them in order to be easily localizable. This paper presents a local image descriptor based on Gabor wavelets. Due to the high dimensionality of the parameter space, these functions can be defined only laboriously, and it is very difficult to integrate them into the desirable application. At first, in order to reduce the number of parameters, some theoretical relations are taken into account. Secondly, in the experiment phase, the most adequate filters for a given image patch are determined with the GentleBoost learning algorithm. Using this descriptor, a responses-map is created, which can be easily combined with the well-known deformable object model in order to detect the desired parts of the target object. The advantage of our descriptor compared to those found in the state of the art is that the selected filter set is not always the same, but after fine-tuning parameters, it selects the most appropriate filters for the target patch so that the descriptor becomes general, and at the same time, discriminative as well.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"81 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113981709","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Brain connectivity measure — the direct transfer function — advantages and weak points","authors":"Zoran Djordjevic, A. Jovanovic, A. Perović","doi":"10.1109/SISY.2012.6339493","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339493","url":null,"abstract":"In this article we briefly investigate the Directed Transfer Function, the DTF, a causality measure used in determination of brain connectivity patterns, characterizing specific brain states/activities. Introduced by Kaminski and Blinowska two decades ago, it was claimed that this measure is the proper measure for complexity involved in brain activity, correcting incapacity and essential weakness of original Granger causality measures. This measure of brain connectivity reached broad application in very exciting brain activity modeling applied numerously by many research teams. Some of DTF advantages and weak points are analyzed in this article.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114933539","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
B. Dakic, M. Damnjanović, L. Zivanov, A. Menicanin, N. Blaz, M. Kisić
{"title":"Design of RFID antenna in ink-jet printing technology","authors":"B. Dakic, M. Damnjanović, L. Zivanov, A. Menicanin, N. Blaz, M. Kisić","doi":"10.1109/SISY.2012.6339558","DOIUrl":"https://doi.org/10.1109/SISY.2012.6339558","url":null,"abstract":"In this paper design of 125 kHz RFID antenna is presented. The optimization and improvement of electrical characteristics, including inductance and Q-factor, is also discussed. Designed RFID antenna is part of the ID card, which has standard ISO ID1. It consists of two spiral coils in two layers. Comparison of antenna in flexible and PCB technology is presented. The aim of this work is to introduce novel cost-effective antenna in flexible technology instead of conventional RFID antenna in PCB technology.","PeriodicalId":207630,"journal":{"name":"2012 IEEE 10th Jubilee International Symposium on Intelligent Systems and Informatics","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132272798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}