Financial returns exhibit stylized facts such as leptokurtosis, skewness and heavy-tailness. Regarding this behavior, in this paper, we apply multivariate generalized hyperbolic (mGH) distribution for portfolio modeling and performance evaluation, using conditional value at risk (CVaR) as a risk measure and allocating best weights for portfolio selection. Moreover, a robust portfolio optimizati...

The paper presents applications and models which are beneficial to watershed management in various areas. The intention is to inform about the current capabilities of soft computing, hydrologic analysis modules, and distributed hydrologic models, and to provide an initial guide on implementing soft computing. Watershed is not simply the hydrological unit but also socio-political-ecological enti...

Multiple-input multiple-output (MIMO) scheme is an important tool to achieve a high data rate communication and higher signal to noise ratio (SNR). In order to facilitate the communication system design, understanding and modeling the channel is crucial. Different approaches are available for modeling the MIMO channel based on the required utilization that range between physical and analytical ...

The paper presents a mathematical base modeling combined to Modified-Winding -Function-Approach (MWFA) for eccentricity fault detection of a round-rotor synchronous machine. For this aim, a 6-pole machine is considered, and the machine inductances are computed by MWFA in healthy and also under eccentricity fault. A numerical discrete-time method has been proposed to machine modeling in voltage-...

This paper presents a novel approach for generation of test cases from UML design diagrams. In this new generation scheme, we have considered use case diagram, activity diagram and sequence diagram. Our approach consists of converting the use case diagram into use case diagram graph (UDG), activity diagram into activity diagram graph (ADG) and sequence diagram into sequence diagram graph (SDG)....

Organizations continuously accumulate data, often according to some business processes. If one poses a query over such data for decision support, it is important to know whether the query is stable, that is, whether the answers will stay the same or may change in the future because business processes may add further data. We investigate query stability for conjunctive queries. To this end, we d...

The worst-case execution time (WCET) analysis for multicore processors is a challenge. An explicit consideration of all possible interference effects caused by the shared resources is in many cases combinatorially infeasible. Therefore, approximations are used to reduce this complexity. Current approaches to WCET analysis for multi-core processors are specific to particular ways of approximatin...

The aim of this study is to investigate the problems caused by discharge of polluted air from tunnels into the environment with a specific focus on residential areas. In city tunnels, portal or stacks, pollutant management is a big challenge. Nowadays, air quality management, particularly in urban tunnels, is considered as a part of the ventilation system design. The goal is to see the environm...