2012 IEEE Symposium on Humanities, Science and Engineering Research最新文献_第8页

Surveying the best volatility measurements in stock market forecasting techniques involving small size companies in Bursa Malaysia 在涉及马来西亚证券交易所小型公司的股票市场预测技术中，对最佳波动性测量进行了调查

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6269014

S. A. Z. Abidin, M. Jaafar

{"title":"Surveying the best volatility measurements in stock market forecasting techniques involving small size companies in Bursa Malaysia","authors":"S. A. Z. Abidin, M. Jaafar","doi":"10.1109/SHUSER.2012.6269014","DOIUrl":"https://doi.org/10.1109/SHUSER.2012.6269014","url":null,"abstract":"This paper proposes a way to forecast the future closing price of small size companies in Bursa Malaysia by using geometric Brownian motion (GBM). Forecasting is restricted to short term investment because most of the investors aim to gain profit in short period of time. The reasons of choosing small size companies are because the asset prices are lower, hence the asset are affordable for all level of investors. In this paper, we suggest that GBM which involves randomness, volatility, and drift can help investor in making their investment decision wisely. This research shows the model is highly accurate model in forecasting stock prices and it is proven by the lower value of mean absolute percentage error (MAPE). Although it is highly accurate, we try to find the suitable volatility measurements that give the forecast value closer to the actual movement of stock prices. The result shows that by using highs-lows-close volatility, the forecast stock prices are closest to the actual prices. This volatility measurement and GBM model are suggested to the investor to forecast future prices for a maximum of two week investment.","PeriodicalId":426671,"journal":{"name":"2012 IEEE Symposium on Humanities, Science and Engineering Research","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123718473","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}

引用次数: 3

Opto-electrical properties of amorphous carbon thin films deposited by Aerosol-Assisted Chemical Vapor Deposition 气溶胶辅助化学气相沉积非晶碳薄膜的光电性能

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268825

A. N. Fadzilah, K. Dayana, U. Noor, M. Rusop

引用次数: 0

Physical and mechanical properties of Pandanus amaryllifolius fiber reinforced low density polyethylene composite for packaging application 香兜草纤维增强低密度聚乙烯复合材料的物理力学性能

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268868

W. Rahman, S. Sudin, S. N. Din

引用次数: 8

Embedded 5(4) pair implicit 2-step hybrid method for solving special second-order initial value problems 求解特殊二阶初值问题的嵌入式5(4)对隐式两步混合方法

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268863

N. A. Yahya, M. Awang, A. Ibrahim

引用次数: 1

Physical and electrical characteristics of low-temperature annealed spin coated zinc oxide thin films on Teflon substrates 铁氟龙基底上低温退火自旋涂覆氧化锌薄膜的物理和电学特性

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268824

N. S. M. Sauki, M. Rahim, S. H. Herman, M. Mahmood

引用次数: 1

The feasibility of PrEmo in cross-cultural Kansei measurement PrEmo在跨文化感性测量中的可行性

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268780

A. Lokman, K. K. Ishak, F. H. A. Razak, A. A. Aziz

{"title":"The feasibility of PrEmo in cross-cultural Kansei measurement","authors":"A. Lokman, K. K. Ishak, F. H. A. Razak, A. A. Aziz","doi":"10.1109/SHUSER.2012.6268780","DOIUrl":"https://doi.org/10.1109/SHUSER.2012.6268780","url":null,"abstract":"Kansei Engineering has been successfully used as product design technology inducing human emotion in its quality value. It has in its perspective that Kansei is unique for different domain and that it is unique for different target user group, and results from the evaluation of human Kansei have uniqueness in different cultural races and demographical background. Although the success is proven, the technology has shortcoming when there is a need to build universal design for universal target user. Therefore, we need to have a non-verbal cross-culture emotion measurement tool which could enhance the capability of K.E. in the measurement of universal Kansei across cultures. This study aims to investigate the feasibility of using a nonverbal, animation based emotion measurement instrument called PrEmo to measure Kansei as a solution to universal Kansei in a cross-cultural environment. The feasibility was analyzed by performing a comparative analysis of Kansei structure with the use of PrEmo with two different cultural races. 10 websites with significant visual design differences were used as stimuli in the evaluation procedure involving 30 subjects. The resulted Kansei structure from the comparative study shows that there is encouraging results to show that PrEmo could be used to measure Kansei. Future research is required to cater the measurement of Kansei that are not limited to the 12 general emotions as suggested in PrEmo.","PeriodicalId":426671,"journal":{"name":"2012 IEEE Symposium on Humanities, Science and Engineering Research","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124297692","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}

引用次数: 12

Novel particle swarm optimization for high pass FIR filter design 基于粒子群算法的高通FIR滤波器设计

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268874

S. Mondal, D. Chakraborty, R. Kar, D. Mandal, S. Ghoshal

{"title":"Novel particle swarm optimization for high pass FIR filter design","authors":"S. Mondal, D. Chakraborty, R. Kar, D. Mandal, S. Ghoshal","doi":"10.1109/SHUSER.2012.6268874","DOIUrl":"https://doi.org/10.1109/SHUSER.2012.6268874","url":null,"abstract":"This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Novel Particle Swarm Optimization (NPSO). NPSO is an improved particle swarm optimization (PSO) that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. The inertia weight has been modified in the PSO to enhance its search capability that leads to a higher probability of obtaining the global optimal solution. The key feature of the applied modified inertia weight mechanism is to monitor the weights of particles, which linearly decrease in general applications. In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), differential evolution (DE), and the novel particle swarm optimization (NPSO) have been used in this work for the design of linear phase FIR high pass (HP) filter. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, non-differentiable, highly non-linear, and constrained FIR filter design problems.","PeriodicalId":426671,"journal":{"name":"2012 IEEE Symposium on Humanities, Science and Engineering Research","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122171868","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}

引用次数: 20

A modified sol-gel method for preparing nanostructured Nb-doped TiO2 DSSC photoanode 溶胶-凝胶法制备纳米结构nb掺杂TiO2 DSSC光阳极

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268896

M. Musa, M. H. Mamat, M. H. Abdullah, M. F. Malek, A. Nor, N. A. Rasheid, U. Noor, M. Rusop

引用次数: 1

Computational analysis of PTEN-targeting microRNAs pten靶向microrna的计算分析

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268782

S. Hew, Sim-Hui Tee

引用次数: 0

Backpropagation neural network with new improved error function and activation function for classification problem 基于改进误差函数和激活函数的反向传播神经网络用于分类问题

2012 IEEE Symposium on Humanities, Science and Engineering Research Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268818

A. S. Shafie, I. A. Mohtar, S. Masrom, N. Ahmad

引用次数: 11