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2019

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Articles 25321 - 25350 of 31916

Full-Text Articles in Social and Behavioral Sciences

A Fully Trainable Network With Rnn-Based Pooling, Shuai Li, Wanqing Li, Christopher David Cook, Ce Zhu, Yanbo Gao Jan 2019

A Fully Trainable Network With Rnn-Based Pooling, Shuai Li, Wanqing Li, Christopher David Cook, Ce Zhu, Yanbo Gao

Faculty of Engineering and Information Sciences - Papers: Part B

Pooling is an important component in convolutional neural networks (CNNs) for aggregating features and reducing computational burden. Compared with other components such as convolutional layers and fully connected layers which are completely learned from data, the pooling component is still handcrafted such as max pooling and average pooling. This paper proposes a learnable pooling function using recurrent neural networks (RNN) so that the pooling can be fully adapted to data and other components of the network, leading to an improved performance. Such a network with learnable pooling function is referred to as a fully trainable network (FTN). Experimental results demonstrate …

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Characterizing Deformation Behaviour Of An Oxidized High Speed Steel: Effects Of Nanoindentation Depth, Friction And Oxide Scale Porosity, Guanyu Deng, Anh Kiet Tieu, Lihong Su, Hongtao Zhu, Qiang Zhu, W Wan Zamri, Charlie Kong Jan 2019

Characterizing Deformation Behaviour Of An Oxidized High Speed Steel: Effects Of Nanoindentation Depth, Friction And Oxide Scale Porosity, Guanyu Deng, Anh Kiet Tieu, Lihong Su, Hongtao Zhu, Qiang Zhu, W Wan Zamri, Charlie Kong

Faculty of Engineering and Information Sciences - Papers: Part B

In the present paper, a systematic study on the deformation behaviour of an oxidized high speed steel (HSS) during nanoindentation has been conducted. Specimens cut from a HSS work roll were oxidized first to develop the oxide layer with thickness close to that built up on a HSS work roll surface during hot rolling in industry. Then, nanoindentation tests with three typical peak loads from low to high (namely 2 mN, 20 mN, and 200 mN) were conducted on the oxide scale surface. Porosity in oxide scale and its surface morphology features were examined by transmission electron microscopy (TEM) and …

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A Combined Experiment And Crystal Plasticity Fem Study Of Microstructure And Texture In Aluminium Processed By Reverse And Unidirectional Accumulative Roll-Bonding, Hui Wang, Cheng Lu, Anh Kiet Tieu Jan 2019

A Combined Experiment And Crystal Plasticity Fem Study Of Microstructure And Texture In Aluminium Processed By Reverse And Unidirectional Accumulative Roll-Bonding, Hui Wang, Cheng Lu, Anh Kiet Tieu

Faculty of Engineering and Information Sciences - Papers: Part B

In this report, reverse accumulative roll-bonding (ARB) was conducted for the first time. It was found that the microstructure after reverse ARB was relatively coarser than that after unidirectional ARB, and texture intensity was slightly weaker. In addition to the experimental study, the crystal plasticity finite element method was applied to the ARB-processed polycrystalline aluminium. The simulation followed the real deformation of reverse ARB and unidirectional ARB, and the predictions were validated by the experimental observations. Compared to the second cycle of unidirectional ARB, the crystal orientations (after the first cycle) were relatively unstable during the second cycle of reverse …

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The Effect Of Raster Orientation On The Static And Fatigue Properties Of Filament Deposited Abs Polymer, Natalie Jap, Garth Pearce, Alan K. Hellier, Nicholas Russell, William C. H Parr, William R. Walsh Jan 2019

The Effect Of Raster Orientation On The Static And Fatigue Properties Of Filament Deposited Abs Polymer, Natalie Jap, Garth Pearce, Alan K. Hellier, Nicholas Russell, William C. H Parr, William R. Walsh

Faculty of Engineering and Information Sciences - Papers: Part B

Fused Filament Fabrication (FFF) is a cheap, accessible and common Additive Manufacturing (AM) technique. FFF is highly flexible, robust and uses stable and easily transportable precursor materials. Although the static mechanical properties of FFF components are well documented, the dynamic mechanical properties are still not fully established. It was identified that raster orientation was a significant factor in determining tensile strength, and thus could also affect fatigue strength. Dogbone specimens of Acrylonitrile Butadiene Styrene (ABS) were tested under sinusoidal tension-tension fatigue loading at a frequency of 5 Hz, and at 40%, 60%, 80% and 90% of the mean ultimate tensile …

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An Agglomerative Hierarchical Clustering-Based Strategy Using Shared Nearest Neighbours And Multiple Dissimilarity Measures To Identify Typical Daily Electricity Usage Profiles Of University Library Buildings, Kehua Li, Rebecca Yang, Duane A. Robinson, Jun Ma, Zhenjun Ma Jan 2019

An Agglomerative Hierarchical Clustering-Based Strategy Using Shared Nearest Neighbours And Multiple Dissimilarity Measures To Identify Typical Daily Electricity Usage Profiles Of University Library Buildings, Kehua Li, Rebecca Yang, Duane A. Robinson, Jun Ma, Zhenjun Ma

Faculty of Engineering and Information Sciences - Papers: Part B

This study presents an agglomerative hierarchical clustering-based strategy using Shared Nearest Neighbours and multiple dissimilarity measures to identify typical daily electricity usage profiles of university library buildings. The proposed strategy takes the advantages of three dissimilarity measures (i.e. Euclidean distance, Pearson distance and Chebyshev distance) to calculate the difference between daily electricity usage profiles. Two-year hourly electricity usage data collected from two different university library buildings were employed to evaluate the performance of this strategy. It was shown that this strategy, which considered both magnitude dissimilarity and variation dissimilarity simultaneously, can identify more informative typical daily electricity usage profiles, in …

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Experimental And Self-Consistent Modeling Study Of De-Twinning In A Twinning-Induced Plasticity Steel, Ahmed A. Saleh, Wei Wen, Elena V. Pereloma, Scott Mccormack, Carlos N. Tome, Azdiar Adil Gazder Jan 2019

Experimental And Self-Consistent Modeling Study Of De-Twinning In A Twinning-Induced Plasticity Steel, Ahmed A. Saleh, Wei Wen, Elena V. Pereloma, Scott Mccormack, Carlos N. Tome, Azdiar Adil Gazder

Faculty of Engineering and Information Sciences - Papers: Part B

The effect of compression-tension loading on the microstructure evolution in a fully annealed Fe-24Mn-3Al-2Si-1Ni-0.06C twinning-induced plasticity steel has been investigated. Electron back-scattering diffraction was used to track a region of interest at true strains of 0 (initial), − 0.09 (after forward compression loading), and 0.04 (after reverse tension loading). All deformation twins detected after forward compression loading were found to de-twin upon subsequent reverse tension loading, likely due to the reverse glide of partial dislocations bounding the twins. The reverse loading behavior, including the twinning and de-twinning processes, was successfully simulated using a recently modified dislocation-based hardening model embedded in …

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Compressive Behaviour Of Frp-Confined Rubber Concrete, Chun Wa Chan, Tao Yu, S S. Zhang, Qingfeng Xu Jan 2019

Compressive Behaviour Of Frp-Confined Rubber Concrete, Chun Wa Chan, Tao Yu, S S. Zhang, Qingfeng Xu

Faculty of Engineering and Information Sciences - Papers: Part B

Extensive research has been conducted on the use of tyre-derived products (e.g. rubber crumb and granule) to replace aggregates in producing concrete (i.e. rubber concrete). However, rubber concrete has so far been mainly limited to non-structural applications due to its well-known disadvantages including the relatively low stiffness and strength as well as early cracking as a result of lack of proper bonding between rubber and the paste matrix. The weaknesses of rubber concrete may be minimised in a hybrid column through lateral confinement by a fibre-reinforced polymer (FRP) tube and longitudinal reinforcement by steel or FRP. This paper presents an …

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Selective Atomic-Level Etching On Short S-Glass Fibres To Control Interfacial Properties For Restorative Dental Composites, Kiho Cho, Guannan Wang, Raju Raju, Jian Fang, Ginu Rajan, Martina Stenzel, Paul Farrar, Gangadhara B. Prusty Jan 2019

Selective Atomic-Level Etching On Short S-Glass Fibres To Control Interfacial Properties For Restorative Dental Composites, Kiho Cho, Guannan Wang, Raju Raju, Jian Fang, Ginu Rajan, Martina Stenzel, Paul Farrar, Gangadhara B. Prusty

Faculty of Engineering and Information Sciences - Papers: Part B

Interfacial bonding between fibre and matrix is most critical to obtain enhanced mechanical properties of the resulting composites. Here we present a new surface tailoring method of selective wet etching and organosilicon monomers (3-(Trimethoxysilyl) propyl methacrylate, TMSPMA) deposition process on the short S-Glass fibre as a reinforcing material, resulting in increased mechanical retention and strong chemical bonding between glass fibres and polymer resin (a mixture of triethylene glycol dimethacrylate (TEGDMA) and urethane dimethacrylate (UDMA) monomers). The effect of surface modification on fibre matrix interfacial strength was investigated through microdroplet tests. An S-Glass fibre treated with piranha solution (a mixture of …

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A Data Dependency And Access Threshold Based Replication Strategy For Multi-Cloud Workflow Applications, Fei Xie, Jun Yan, Jun Shen Jan 2019

A Data Dependency And Access Threshold Based Replication Strategy For Multi-Cloud Workflow Applications, Fei Xie, Jun Yan, Jun Shen

Faculty of Engineering and Information Sciences - Papers: Part B

Data replication is one of the significant sub-areas of data management in cloud based workflows. Data-intensive workflow applications can gain great benefits from cloud environments and usually need data management strategies to manage large amounts of data. At the same time, multi-cloud environments become more and more popular. We propose a cost-effective and threshold-based data replication strategy with the consideration of both data dependency and data access times for data-intensive workflows in the multi-cloud environment. Finally, the simulation results show that our approach can greatly reduce total cost of data-intensive workflow applications by considering both of data dependency and data …

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Effect Of Water-Based Nanolubricant Containing Nano-Tio2 On Friction And Wear Behaviour Of Chrome Steel At Ambient And Elevated Temperatures, Hui Wu, Fanghui Jia, Jingwei Zhao, Shuiquan Huang, Lianzhou Wang, Sihai Jiao, Han Huang, Zhengyi Jiang Jan 2019

Effect Of Water-Based Nanolubricant Containing Nano-Tio2 On Friction And Wear Behaviour Of Chrome Steel At Ambient And Elevated Temperatures, Hui Wu, Fanghui Jia, Jingwei Zhao, Shuiquan Huang, Lianzhou Wang, Sihai Jiao, Han Huang, Zhengyi Jiang

Faculty of Engineering and Information Sciences - Papers: Part B

A novel experimental method was developed through a ball-on-disk tribometer to study the friction and wear behaviour of a chrome steel at temperatures of 25, 200 and 500 °C. Water-based nanolubricants containing different concentrations of nano-TiO2 from 0.4 to 8.0 wt% were used to investigate their effects on friction-reduction and anti-wear mechanisms, in comparison to the benchmarks under dry and water conditions. The results show that the water-based nanolubricants can significantly reduce coefficient of friction (COF) and improve wear resistance of the chrome steel at both ambient and elevated temperatures. In particular, the use of nanolubricant containing an optimal concentration …

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Adhesion, Friction And Wear Analysis Of A Chromium Oxide Scale On A Ferritic Stainless Steel, Xiawei Cheng, Zhengyi Jiang, Dongbin Wei, Hui Wu, Laizhu Jiang Jan 2019

Adhesion, Friction And Wear Analysis Of A Chromium Oxide Scale On A Ferritic Stainless Steel, Xiawei Cheng, Zhengyi Jiang, Dongbin Wei, Hui Wu, Laizhu Jiang

Faculty of Engineering and Information Sciences - Papers: Part B

The aim of this study is to explore the potential engineering application of a thermally grown chromium oxide scale on a ferritic stainless steel. The friction and wear behaviour of the oxide scale were investigated by scratch and pin-on-disk tests. The failure mechanisms of the oxide scale subjected to scratch tests under both progressive and constant loading were investigated. It shows that the oxide scale adheres well to the steel substrate and is in a ductile failure. The oxide scale leads to an increase in the coefficient of friction (COF) under different constant loads when compared to what occurs when …

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Insights Into The Behavior Of Polyphosphate Lubricant In Hot Rolling Of Mild Steel, Shaogang Cui, Hongtao Zhu, Anh Kiet Tieu, Guanyu Deng, Shanhong Wan, Qiang Zhu, Bingjing Lin Jan 2019

Insights Into The Behavior Of Polyphosphate Lubricant In Hot Rolling Of Mild Steel, Shaogang Cui, Hongtao Zhu, Anh Kiet Tieu, Guanyu Deng, Shanhong Wan, Qiang Zhu, Bingjing Lin

Faculty of Engineering and Information Sciences - Papers: Part B

Hot rolling with a large reduction is usually performed to produce the fine-grained strips, which leads to a severe wear of work roll and affect substantially the strip quality. As a result, lubricants are usually introduced to reduce these problems, with inorganic polyphosphate glass polymer showing the most promising prospective. This study aims to provide a new insight into the lubrication film at roll/strip interface in hot rolling. A series of lubricated hot rolling tests were performed by a 40wt% sodium metaphosphate aqueous solution under 20-60% reduction, at 950-1150 °C and 0.5 m/s. Thermal behaviors of sodium polyphosphate and the …

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Consequence Modelling Of Co2 Pipeline Failure, Xiong Liu, Ajit R. Godbole, Cheng Lu, Guillaume Michal, Valerie M. Linton Jan 2019

Consequence Modelling Of Co2 Pipeline Failure, Xiong Liu, Ajit R. Godbole, Cheng Lu, Guillaume Michal, Valerie M. Linton

Faculty of Engineering and Information Sciences - Papers: Part B

This paper describes the experimental investigation and Computational Fluid Dynamics (CFD) simulations of the dispersion of CO2 following high-pressure dense phase CO2 pipeline failure. A full-scale burst test was carried out to simulate a CO2 pipeline failure in the real world. The atmospheric dispersion of the CO2 following the explosive release was measured. The CFD models were validated against the experimental data. The models were then used to estimate the consequence distances related to CO2 dispersion following failure of pipelines with various diameters under different wind speeds. This approach provides a predictive formula for the consequence distances of CO2 transmission …

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Experimental Study On High-Pressure Air Blasting Fracture For Coal And Rock Mass, Jie Gao, Haifeng Wang, Wei Qin, Qi Ma, Guanyu Yang Jan 2019

Experimental Study On High-Pressure Air Blasting Fracture For Coal And Rock Mass, Jie Gao, Haifeng Wang, Wei Qin, Qi Ma, Guanyu Yang

Faculty of Engineering and Information Sciences - Papers: Part B

In order to research on the issue of high-pressure gas blasting fracture deeply, a high-pressure gas blasting cracking experimental system was established; the effects of gas pressure and gas volume on the morphology of crack growth were studied; the p-t curve of pressure in the blasting process with time was obtained; and the mechanism of high-pressure gas blasting cracking was analyzed in this paper. The conclusion has shown that the stage of effect of high-pressure gas blasting on the test block includes three stages: the gas jet impact stage, the crack initiation and development stage, and the perforation fracture stage. …

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Asthma Management Application For Consumers: Nudging As A Feature, Nawaf Almutairi, Elena Vlahu-Gjorgievska, Khin Than Win Jan 2019

Asthma Management Application For Consumers: Nudging As A Feature, Nawaf Almutairi, Elena Vlahu-Gjorgievska, Khin Than Win

Faculty of Engineering and Information Sciences - Papers: Part B

Asthma is a serious global health problem and can be seen in all age groups and a number of asthma management applications have been created aiming to increase self-management. The aim of this paper is to identify nudging strategy for the asthma management application based on the context awareness. Nudging feature is proposed to increase the self-management, patient engagement, and symptoms control. The final proposed application was implemented from a theoretical perspective.

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Ideals Of Steinberg Algebras Of Strongly Effective Groupoids, With Applications To Leavitt Path Algebras, Lisa Orloff Clark, Cain Edie-Mitchell, Astrid An Huef, Aidan Sims Jan 2019

Ideals Of Steinberg Algebras Of Strongly Effective Groupoids, With Applications To Leavitt Path Algebras, Lisa Orloff Clark, Cain Edie-Mitchell, Astrid An Huef, Aidan Sims

Faculty of Engineering and Information Sciences - Papers: Part B

We consider the ideal structure of Steinberg algebras over a commutative ring with identity. We focus on Hausdorff groupoids that are strongly effective in the sense that their reductions to closed subspaces of their unit spaces are all effective. For such a groupoid, we completely describe the ideal lattice of the associated Steinberg algebra over any commutative ring with identity. Our results are new even for the special case of Leavitt path algebras; so we describe explicitly what they say in this context, and give two concrete examples.

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Building Integration Of Stator-Augmented Powerwindow, A Linear Cascade Wind Turbine, Seyed A. Jafari, Sina Hassanli, Kenny Kwok, Farzad Safaei, Buyung Kosasih, Ming Zhao Jan 2019

Building Integration Of Stator-Augmented Powerwindow, A Linear Cascade Wind Turbine, Seyed A. Jafari, Sina Hassanli, Kenny Kwok, Farzad Safaei, Buyung Kosasih, Ming Zhao

Faculty of Engineering and Information Sciences - Papers: Part B

This study investigates power generation capacity of stator-augmented PowerWindow, a linear cascade wind turbine, when installed in through-building openings of a tall building. By employing a new approach, referred to as equivalent momentum sink method, the flow characteristics of the ducted flow, such as its pressure, velocity, and turbulence intensity are predicted when subjected to different wind directions in presence of a wind turbine. This study shows that a properly designed layout maintains the velocity in the through-building openings for a wide range of wind directions and enhances the power generation by 50%-80% in comparison with the free-stream wind turbine …

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Fertility Detection Of Hatching Eggs Based On A Convolutional Neural Network, Lei Geng, Yuzhou Hu, Zhitao Xiao, Jiangtao Xi Jan 2019

Fertility Detection Of Hatching Eggs Based On A Convolutional Neural Network, Lei Geng, Yuzhou Hu, Zhitao Xiao, Jiangtao Xi

Faculty of Engineering and Information Sciences - Papers: Part B

In order to achieve the goal of detecting the fertility of hatching eggs which are divided into fertile eggs and dead eggs more accurately and effectively, a novel method combining a convolution neural network (CNN) and a heartbeat signal of the hatching eggs is proposed in this paper. Firstly, we collected heartbeat signals of 9-day-later hatching eggs by the method of PhotoPlethysmoGraphy (PPG), which is a non-invasive method to detect the change of blood volume in living tissues by photoelectric means. Secondly, a sequential convolutional neural network E-CNN, which was used to analyze heartbeat sequence of hatching eggs, was designed. …

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A Numerical And Experimental Analysis Of An Integrated Teg-Pcm Power Enhancement System For Photovoltaic Cells, Jo Darkwa, J Calautit, Dengfeng Du, Georgios Kokogiannakis Jan 2019

A Numerical And Experimental Analysis Of An Integrated Teg-Pcm Power Enhancement System For Photovoltaic Cells, Jo Darkwa, J Calautit, Dengfeng Du, Georgios Kokogiannakis

Faculty of Engineering and Information Sciences - Papers: Part B

Solar photovoltaic (PV) cells especially crystal silicon cells have witnessed a soaring installed capacity during past years. Research efforts have been made to increase the PV conversion efficiency and one direction is towards the cooling of PV systems since a higher PV temperature impairs its conversion efficiency. Phase change materials (PCM) capable of storing large amounts of latent heat are found to be effective on cooling PV cells while thermoelectric generators (TEG) which are solid waste heat converters can be used for converting the heat from PV into electricity. Therefore, this research investigates the concept of an integrated thermoelectric PCM …

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Numerical Investigations On The Flexural Behavior Of Gfrp-Rc Beams Under Monotonic Loads, Zein Saleh, M Neaz Sheikh, Alex M. Remennikov, Abheek Basu Jan 2019

Numerical Investigations On The Flexural Behavior Of Gfrp-Rc Beams Under Monotonic Loads, Zein Saleh, M Neaz Sheikh, Alex M. Remennikov, Abheek Basu

Faculty of Engineering and Information Sciences - Papers: Part B

The behaviour of Glass Fibre-Reinforced Polymer (GFRP) bar reinforced concrete beams varies significantly from the behaviour of traditional steel bar reinforced concrete beams. This paper numerically investigates the response of GFRP bar reinforced concrete (GFRP-RC) beams under monotonic loads. This paper also presents the details of a three-dimensional Finite Element (FE) model for GFRP-RC beams under monotonic loads. The results of the numerical modelling have been validated against the experimental results of nine GFRP-RC beams. The results of the FE analysis have been found to be in very good agreement with the experimental results. Furthermore, a parametric study is carried …

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Residual Capacity Of Cold-Formed Steel Rack Uprights Following Stomping During Rocking, James Maguire, Lip H. Teh, G Charles Clifton, James Lim Jan 2019

Residual Capacity Of Cold-Formed Steel Rack Uprights Following Stomping During Rocking, James Maguire, Lip H. Teh, G Charles Clifton, James Lim

Faculty of Engineering and Information Sciences - Papers: Part B

When selective pallet racks are allowed to rock in the cross-aisle direction during an earthquake, the uprights are subjected to short duration high axial forces at stomping. In this paper, the amplitude of the stomping force needed to compromise the upright's residual capacity is assessed for 59 configurations using nonlinear inelastic static and dynamic analyses. Parametric studies are performed to investigate the effects of upright length, bracing pitch, section slenderness, torsional restraints and multiple impulses on the residual capacity of an upright due to rocking. Uprights that fail in the flexural-torsional buckling mode perform better than those that fail by …

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A National Wastewater Monitoring Program For A Better Understanding Of Public Health: A Case Study Using The Australian Census, Jake O'Brien, Sharon Grant, Andrew Banks, Raimondo Bruno, Stephen Carter, Phil Choi, Adrian Covaci, Nicholas Crosbie, Coral Gartner, Wayne Hall, Guangming Jiang, Sarit Kaserzon, K Kirkbride, Foon Lai, Rachel Mackie, Judi Marshall, Christoph Ort, Christopher Paxman, Jeremy Prichard, Phong K. Thai, Kevin Thomas, Ben Tscharke, Jochen F. Mueller Jan 2019

A National Wastewater Monitoring Program For A Better Understanding Of Public Health: A Case Study Using The Australian Census, Jake O'Brien, Sharon Grant, Andrew Banks, Raimondo Bruno, Stephen Carter, Phil Choi, Adrian Covaci, Nicholas Crosbie, Coral Gartner, Wayne Hall, Guangming Jiang, Sarit Kaserzon, K Kirkbride, Foon Lai, Rachel Mackie, Judi Marshall, Christoph Ort, Christopher Paxman, Jeremy Prichard, Phong K. Thai, Kevin Thomas, Ben Tscharke, Jochen F. Mueller

Faculty of Engineering and Information Sciences - Papers: Part B

Wastewater contains a large range of biological and chemical markers of human activity and exposures. Through systematic collection and analysis of these markers within wastewater samples it is possible to measure the public health of whole populations. The analysis of effluent and biosolids can also be used to understand the release of chemicals from wastewater treatment plants into the environment. Wastewater analysis and comparison with catchment specific data (e.g. demographics) however remains largely unexplored. This manuscript describes a national wastewater monitoring study that combines influent, effluent and biosolids sampling with the Australian Census. An archiving program allows estimation of per …

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Combining Evolutionary Computation With The Variable Neighbourhood Search In Creating An Artificial Music Composer, Reza Zamani Jan 2019

Combining Evolutionary Computation With The Variable Neighbourhood Search In Creating An Artificial Music Composer, Reza Zamani

Faculty of Engineering and Information Sciences - Papers: Part B

This paper presents a procedure which composes music pieces through handling four layers in music, namely pitches, rhythms, dynamics, and timber. As an innovative feature, the procedure uses the combination of a genetic algorithm with a synergetic variable neighbourhood search. Uniform and one-point crossover operators as well as two mutation operators conduct the search in the employed genetic algorithm. The key point with these four operators is that the uniform crossover operator and the first mutation operator are indiscriminate, in the sense of using no knowledge of music theory, whereas the employed one-point crossover operator and the second mutation operator …

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Global Regularity Of Optimal Mappings In Non-Convex Domains, Shibing Chen, Jiakun Liu, Xu-Jia Wang Jan 2019

Global Regularity Of Optimal Mappings In Non-Convex Domains, Shibing Chen, Jiakun Liu, Xu-Jia Wang

Faculty of Engineering and Information Sciences - Papers: Part B

In this paper, we establish a global regularity result for the optimal transport problem with the quadratic cost, where the domains may not be convex. This result is obtained by a perturbation argument, using a recent global regularity of optimal transportation in convex domains by the authors.

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An Alternative Form To Calibrate The Correlated Stein-Stein Option Pricing Model, Xinjiang He, Song-Ping Zhu Jan 2019

An Alternative Form To Calibrate The Correlated Stein-Stein Option Pricing Model, Xinjiang He, Song-Ping Zhu

Faculty of Engineering and Information Sciences - Papers: Part B

In this paper, we present an alternative form of the correlated Stein-Stein option pricing model, which preserves the analytic tractability of the original form and also demonstrates certain advantage for model implementation in practice. We shall show, through an empirical study, that this alternative form generally outperforms the original Stein-Stein form for the selected set of data, demonstrating that it can serve as a good competitor to the original Stein-Stein form in real markets.

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Flexural Design Of Gfrp Bar Reinforced Concrete Beams: An Appraisal Of Code Recommendations, Zein Saleh, Matthew Goldston, Alex M. Remennikov, M Neaz Sheikh Jan 2019

Flexural Design Of Gfrp Bar Reinforced Concrete Beams: An Appraisal Of Code Recommendations, Zein Saleh, Matthew Goldston, Alex M. Remennikov, M Neaz Sheikh

Faculty of Engineering and Information Sciences - Papers: Part B

In this paper, two design codes for the flexural design of Fibre Reinforced Polymer (FRP) bar reinforced concrete beams have been reviewed and compared with the results of the experimental investigations of eight GFRP (Glass Fibre-Reinforced Polymer) bar reinforced concrete (GFRP-RC) beams. It has been demonstrated that experimentally determined load carrying capacities, maximum deflections and energy absorbing capacities have been over-predicted by the relevant code recommendations for the under-reinforced and balanced GFRP-RC beams while being under-predicted for the over-reinforced GFRP-RC beams. This paper will provide a better understanding on the design methods in the two codes to the designers and …

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Influence Of Soil Clogging On The Performance Of Jute Fibre Drains Installed In Ballina Clay, Thanh Trung Nguyen, Buddhima Indraratna, John Philip Carter Jan 2019

Influence Of Soil Clogging On The Performance Of Jute Fibre Drains Installed In Ballina Clay, Thanh Trung Nguyen, Buddhima Indraratna, John Philip Carter

Faculty of Engineering and Information Sciences - Papers: Part B

Biodegradable prefabricated vertical drains (BPVD) made from naturally occurring materials such as jute and coconut (coir) fibre not only have favourable engineering characteristics but also not detri-mental to the natural environment thanks to their biodegradability. Although the use of these natural fibre drains has been proposed for several decades, their application is still very limited. One of major reasons for this is because they are usually composed of individual fibres with large openings which can trap fine soils while discharging pore pressure, consequently reducing the hydraulic conductivity of the drain. This study therefore aims to clarify how soil can clog …

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Proximal Mappings And Moreau Envelopes Of Single-Variable Convex Piecewise Cubic Functions And Multivariable Gauge Functions, Chayne Planiden, Xianfu Wang Jan 2019

Proximal Mappings And Moreau Envelopes Of Single-Variable Convex Piecewise Cubic Functions And Multivariable Gauge Functions, Chayne Planiden, Xianfu Wang

Faculty of Engineering and Information Sciences - Papers: Part B

This work presents a collection of useful properties of the Moreau envelope for finite-dimensional, proper, lower semicontinuous, convex functions. In particular, gauge functions and piecewise cubic functions are investigated and their Moreau envelopes categorized. Characterizations of convex Moreau envelopes are established; topics include strict convexity, strong convexity, and Lipschitz continuity.

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Vanishing Fourier Transforms And Generalized Differences In L2(ℝ), Rodney Nillsen Jan 2019

Vanishing Fourier Transforms And Generalized Differences In L2(ℝ), Rodney Nillsen

Faculty of Engineering and Information Sciences - Papers: Part B

No abstract provided.

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Dynamic Portfolio Choice With Return Predictability And Transaction Costs, Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu Jan 2019

Dynamic Portfolio Choice With Return Predictability And Transaction Costs, Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu

Faculty of Engineering and Information Sciences - Papers: Part B

We derive a closed-form solution to a continuous-time optimal portfolio selection problem with return predictability and transaction costs. Specifically, we assume that asset returns are predicted by stochastic signals, and that transaction costs are of quadratic form. The agent chooses a trading strategy to maximize the expected exponential utility of his terminal wealth. Our feedback trading strategy indicates that the agent should trade gradually toward a dynamic aim portfolio, which is a weighted sum of the expected future Merton portfolios. The agent's aim portfolio converges to the Merton portfolio as time approaches the terminal date. Our analysis offers new insights …

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