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Open Access
Forecasting and multi-criteria decision making for trading and investment in stock market using soft computing techniques
(G. B. Pant University of Agriculture and Technology, Pantnagar, 2022-07) Bisht, Kiran; Arun Kumar
During the last decades the globalization of economies, intensifying competition among firms, financial institutions and organizations as well as the rapid economic, social and technological changes, have led to an increasing uncertainty and instability in the financial market. Within this context, the importance of making efficient financial decisions while handling complexities has increased. Soft computing covers a wide range of techniques offering tolerance to the presence of uncertainty and imprecision, making them ideal for modeling financial decisions. In light of the foregoing facts, the present research is centered to propose financial decision making models based on soft computing techniques which include fuzzy sets, neural networks, and evolutionary algorithms. In this study, seven models are introduced. Model [1] presents multi-objective financial trading systems based on deep reinforcement learning. The systems have been designed to give signals (buy, hold or sell) in the live market in order to get maximum return with minimum risk. Reward-based deep reinforcement learning architectures have been used to simulate the models for gaining better results. Model [2] proposes a financial time series forecasting method for stock selection. Fuzzy time series forecasting procedure using fuzzy c-means clustering and two deep learning architectures (SVM and MLP) has been developed for forecasting daily stock prices. Portfolio construction based on stock prices and ACO algorithm for portfolio optimization is derived. Model [3] considers the concept of diversification addressed by modern portfolio theory and suggests a hybrid MCDM technique for diverse stock selection. Neutrosophic base-criteria method has been devised for criteria weight assessment. The concept of correlation coefficient between assets with PROMETHEE partial ranking are merged for finding realistic relationship between the stocks to construct a diversified and profitable portfolio. PSO algorithm for optimizing Portfolio’s Sharpe ratio with rank constraint has been derived. Model [4] provides an effective portfolio construction method based on sector analysis. Dempster-Shafer theory and Granger causality test have been employed for indentifying strong and diverse sector of economy. Construction of portfolio by picking leading stocks of strong and diverse sectors and its optimization using deep recurrent neural network is presented. Model [5] offers a stock selection method integrating the concerns of a novice investor and a stock market specialist. An integrated framework unifying fuzzy delphi method, fuzzy base-criterion method and Dempster-Shafer theory has been developed for assessing important criteria, their weights and reliable ranking of stocks. Portfolio optimization is done using LSTM embedded deep recurrent neural network. Model [6] introduces fuzzy TOPSIS and evidence theory based intraday stock selection procedure. To counter the ambiguity and conflict in intraday data belief divergence measure has been employed for credible ranking of intraday stocks one day before trading. Model [7] presents an MCDM method hybridizing MEREC and CoCoSo method through some specific modifications to their main structures in context to its application in ranking stocks. The method has been developed in neutrosophic environment to cope up ambiguity and inference of decision making data. Parabolic measure has been used as performance measure in MEREC method to reduce its complexity. All the present models have been implemented on real data of Indian stock market (NSE and BSE) and detailed analysis have been done to verify their practicality.
Open Access
Performance evaluation of wireless/mobile communication systems for real-time applications
(G.B. Pant University of Agriculture & Technology, Pantnagar, Distt: Udham Singh Nagar, Uttarakhand. PIN : 263145, 2022-07) Mittal, Abhinav; Pal, A.K.
With the rise of smart wireless devices equipped with multi-radio interfaces, there has been increased demand for real-time video traffic. Real-time transport of live video or stored video is the predominant part of real-time multimedia. Video streaming is the main approach for delivery of stored video over wireless networks where the streaming video is partitioned into packets and played out simultaneously during video delivery. Multiple simultaneous associations with heterogenous networks can be allowed by multihoming support. In this study, we propose models based on adaptive probabilistic flow splitting multipath transmission scheme to dynamically assign the video traffic flow to different networks in response to the channel capacities available on the different networks. The essential characteristics of video traffic are taken into account, such as deterministic burst intervals, highly dynamic burst length, and batch arrivals of transmission packets. The PGF of packet delay and arbitrary moments are evaluated by probability generating function and z-transform method. QoS of video transmission delivery is analyzed on the basis of delay metrics such as average packet delay, delay jitter and delay outage probability. The numerical and simulations results demonstrate the effectiveness of our analysis framework and the performance gain of multipath transmission. Also, we have developed a queueing models for wireless communication using Aloha and OFDMA-Aloha. In this model, we have derived an adaptive algorithm for Aloha and OFDMAAloha. The performance of developed model has been evaluated in terms of mean access delay and mean packet delay of the two MAC Protocols. The present study may be helpful in applied scientific fields like performance enhancement of video streaming, multipath transmission, flow splitting and OFDMA-Aloha.
Open Access
A study of some boundary layer hybrid nanofluid flow and heat transfer
(G.B. Pant University of Agriculture and Technology, Pantnagar, District Udham Singh Nagar, Uttarakhand. PIN - 263145, 2022-07) Moh Yaseen; Manoj Kumar
The present study deals with the heat transfer of hybrid nanofluid and nanofluid flow. MoS2-SiO2/water hybrid nanofluid and MoS2/water nanofluid flow have been studied in the current models. This study investigates the boundary layer flow of hybrid nanofluids past the solid bodies of various geometries (parallel disks, stretching or shrinking sheet, slendering surface, and a flat plate). The steady laminar boundary layer flow of hybrid nanofluids is studied under various physical conditions and boundary conditions. The hybrid nanofluid flows are modeled with the help of the equation of mass, equation of momentum, equation of energy, and equation of species transport. Hybrid nanofluid offers a wide range of applications. The hybrid nanofluids predict better thermal efficiency and heat transfer due to the improved thermal performance. This thesis comprises of five chapters. The initial chapters consist of essential notions, definitions and literature related to boundary layer theory. The group of similarity transformation has been utilized to convert the principal equations into the non-dimensional set and the Runge-Kutta-Fehlberg method along with shooting and the built-in function "bvp4c" in MATLAB is employed to solve them. In along with the finding of the study, the literature used in the course of the study has been referred to under the section of literature cited. This study can be beneficial in learning about metal medicine, wires, glass fiber production, different fields of chemistry, engineering, and industry because all of them witness the production of heat and deal with heat transfer phenomena.
Open Access
Markov models for reliability and cost analysis of repairable systems incorporating maintenance and inspections
(G.B. Pant University of Agriculture and Technology, Pantnagar - 263145 (Uttarakhand), 2022-01) Pant, Himani; Singh, S.B.
The present research is based on the development of reliability models incorporating maintenance and inspection policies and studying them utilizing a Markov process approach. In this study, eight different models have been developed. Model 1 examines a maintained system with numerous failure modes that is subjected to periodic inspection using a calendar-based inspection strategy. The system is renewed at each of the inspection. The limiting average and point availability theorems for the model are deduced. Model 2 provides a model for a maintained k-out-of-n:G system with several failure modes that must be inspected on a periodic basis. During the inspection, the system is renewed if discovered to be operating or failed. Theorems on limiting and point availability and long-run average cost rate (LRACR) for the system are developed. Model 3 presents a three-state (normal, degraded, and entirely failed) and newly introduced k/r-out-of-n system with a repair strategy that is periodically examined. For the suggested model, theorems on LRACR and limiting and point availability are derived. Model 4 investigates a system with hidden defects that is subjected to sequential examination. When a system breakdown is detected, perfect repairs are carried out at random times. Propositions on point and limiting availability and system's LRACR are obtained. Model 5 examines a single-unit system that is susceptible to degradation and shocks. The system has three states: normal, degraded, or failed. Inspections are undertaken progressively at sequential times. When a total or partial failure is identified, perfect repairs are done. The reliability, availability (point and limiting) and the LRACR of the system are computed. Model 6 looks at broad expressions for limiting availability and LRACR of a single-unit randomly failing system with alternating phases of operation and rest. System undergoes imperfect periodic inspections. Furthermore, it is assumed that inspection and maintenance time is non-negligible, and that corrective repairs are perfect. Model 7 analyses the availability (point and limiting) and cost of a system examined on a periodic basis and incorporating numerous failure modes and a downtime limit concept. Model 8 looks into an optimal design problem for a repairable series parallel system. The system's components are prone to breakdown, with various repair teams assigned to each subsystem. Four types of interdependence are explored. The goal of the task was to identify the ideal number of system components and repair teams that minimises the system cost. The PSO technique with dynamic parameters is used to find the ideal structure. All the presented models are demonstrated by appropriate illustrative examples.
Open Access
Stochastic alternating renewal processes models for reliability analysis of multi-component systems incorporating queuing delay
(G.B. Pant University of Agriculture and Technology, Pantnagar - 263145 (Uttarakhand), 2021-10) Agarwal, Shweta; Singh, S.B.
In the real-world scenario, most of the systems are comprised of more than one component and hence it becomes inevitable to estimate the reliability and availability of multi-component systems. Also, in most of the complex repair models the system fluctuates between up-state and down-state and the failure is revealed at the time of inspection. Keeping the aforementioned facts in view, the present research is centered to propose the reliability and availability models on the basis of derived proposition, Markov process, renewal theory. In this study, six models are introduced. Model [1] aims to propose a notion of alternating renewal process to mathematically model a multi-failure complex system to develop its availability and maintenance measures. In the study, M/E2/1 queueing model with infinite waiting space during service times of components has been worked out under FCFS discipline. The primary objective of the paper is about obtaining the system’s reliability, availability, and the optimal interval period with minimum maintenance cost. Model [2] analyzes the reliability characteristics of batch service queuing system with a single server model which envisages Poisson input process and exponential service times under First Come First Served (FCFS) queue discipline. With the help of renewal theory and stochastic processes the model has been designed to discuss the reliability and its characteristics. Model [3] considers the reliability characteristics of a multi-component system envisaged with Poisson arrivals and analyzed service in bulk. In the general bulk service rule the repair process is initialized when a threshold of “a” number of failed components is reached with the maximum capacity “b”. Considering the above facts reliability and availability expressions of the considered model has been derived. Model [4] treats a risk system in which at the occurrence of failure due to any of the mode of failures the failed component joins a M/G/1 queue. After the completion of the repair, whenever the serviceman becomes idle it starts an exponential classical vacation in which the serviceman does not serve the failed unit. Incorporating the above cited facts, expressions for estimating the reliability and its other measures are derived. Model [5] investigates the reliability and other measures related to it for a periodically inspected system. Whenever any of the components gets failed it joins the M/G/1 queue with a waiting threshold. While if the service of the failed components is commenced in the threshold amount of time, then it remains to its completion. Various reliability measures like availability, maintenance, long run maintenance cost rate have been estimated for the considered system. Model [6] analyses a periodically inspected system subject to imperfect maintenance policy. The considered system is inspected and maintained periodically and passes through a fixed number of imperfect repairs before being replaced. Incorporating the given facts, the reliability of the periodically inspected system is evaluated
Open Access
A study of three dimensional flow in carbon nanotubes based nanofluid
(G.B. Pant University of Agriculture and Technology, Pantnagar - 263145 (Uttarakhand), 2020-12) Upreti, Himanshu; Manoj Kumar
The present study is dedicated to analyze the flow, heat and mass transfer characteristics of nanofluid flow through different geometries under different conditions. The nanofluid flow through different solid objects, such as porous plate, parallel plate channel, bidirectional stretching surface, unidirectional stretching surface, etc., are commonly used in many fields of engineering and manufacturing process. The involvement of various physical factors, such as magnetic field, thermal radiation (linear and non-linear), suction/injection, porous medium, thermophoresis, Brownian motion, heat source/sink (uniform and nonuniform), dissipation, Joule heating, Biot number, volume fraction of nanoparticles and different base fluids in nanofluid flow have been discussed. The influences of these parameters are plotted and discussed to examine the variations in velocity profiles, temperature and concentration distributions. Moreover, the factors of engineering interests such as skin friction coefficient and Nusselt number are studied and discussed in detail. Response of above-stated factors on entropy generation number and Bejan number are presented graphically and discussed in detail. The introduction section consists of essential notions and definitions related to fluid mechanics. Applying similarity transformations, the principle equations are converted into non-dimensional set further using Runge-Kutta-Fehlberg method along with shooting technique to solve them with the various computing tools. For validation of present numerical codes, results are compared with previously published works. The work presented in this thesis can be useful to explore various expects and dimensions of nanofluid flow problems over other materials. The obtained results are promising and have significant impact in different field of applied sciences in mathematics and engineering.
Open Access
Multi criteria decision analysis for classification and ranking problems in uncertain and non-deterministic environment
(G.B. Pant University of Agriculture and Technology, Pantnagar - 263145 (Uttarakhand), 2020-10) Singh, Akanksha; Sanjay Kumar
Multi-criteria decision analysis (MCDA) which consists of classification and multi criteria decision making (MCDM). MCDA has various applications in many real life problems of pattern recognition, medical diagnosis, image recognition, speech recognition, banking, water resource location, human resource development, resource allocation and portfolio selection. The present research work mainly focus on development and implementation of MCDA models in environment of uncertainty and hesitation. In this study, 7 different models of MCDA are developed in intuitionistic fuzzy, picture fuzzy, dual hesitant fuzzy and hesitant probabilistic fuzzy linguistic environment. Model 1 is a novel construction method of IFS from fuzzy set which address limitations of existing conversion method of Jurio et al. (2010). Further, a novel dice similarity measure for IFSs also proposed and applied in pattern and face recognition. Model 2 is dual hesitant fuzzy set and intuitionistic fuzzy ideal based computational method for MCGDM problem. In this model new semi ring is used to idealize IF preference relations. Model 3 is picture fuzzy parameterized soft set based decision making method. In this model a conversion method of PFS from IFS is also developed. Model 4 is picture fuzzy Choquet integral-based VIKOR for MCDM problems. Model 5 is a novel MCDM method combining QFD with Choquet integral for social networking site selection from user’s perspective in intuitionistic fuzzy environment. Model 6 is QFD approach for MCDM in picture fuzzy environment. In this model an innovative way of dealing with negative correlation is developed. Model 7 is AHP for HPFLS with applications to MCDM method. All developed models (Models [1-7]) are implemented in real life problems of pattern recognition, medical diagnosis, face recognition, supplier selection problem, candidate selection problem, real estate investment problem ranking of organizations and ranking of social networking sites. To examine the validity of results validity test of all models (Model [2-7]) under certain criteria are also done along with comparative analysis.
Open Access
Study of some boundary layer nanofluid flow problems with Cattaneo-Christov theory
(G.B. Pant University of Agriculture and Technology, Pantnagar - 263145 (Uttarakhand), 2020-10) Rawat, Sawan Kumar; Manoj Kumar
The present study deals with various nanofluid flow models with CattaneoChristov theory. The Cattaneo-Christov theory focus on presence of time lag factor (thermal and solutal time lag factors) during conduction of heat and diffusion of solute. Thisstudy investigates the boundary layer flow of nanofluids past the solid bodies of various geometries (Riga plate, cone, wedge, stretching or shrinking sheet and flat plate). The steady laminar boundary layer flow of nanofluids is studied under various physical conditions and boundary conditions.The nanofluid flows are modeled with the help of equation of mass, equation of momentum, equation of energy and equation of species transport. The numerical solution of modeled flow problems is derived and effect of controlling parameters on various flow properties and physical quantities are discussed. This thesiscomprises of five chapters. The first chapter is aimed to fulfill the basic need of introducing the various concepts and foundation needed for fluid mechanics. Chapter two throws light on majority of previous research work related with the present work.Chapter three covers the mathematical formulation of the problem and its detailed description. A proper description of used methodology, together with the details of the numerical solution is also presented.Chapter four describes the result and discussion of the problemconsidered taken in chapter three. The work has been summarized in chapter five. In along with the finding of the study, the literature used in the course of the study has been referred under the section of literature cited. This study can be beneficial in leaning of metal wires, glass fiber production, different fields of chemistry, engineering and industry because all of them witness production of heat and deal with heat transfer phenomenon.
Open Access
Reliability and availability analyses of multi-failure renewal system under waiting
(G.B. Pant University of Agriculture and Technology, Pantnagar - 263145 (Uttarakhand), 2020-09) Chantola, Neelam; Singh, S.B.
Due to the complexity of the real life systems it becomes mandatory to evaluate their reliability and availability. In most emerging repairing complex models, failures are not self announcing, they are found to be hidden/unrevealed. Keeping this fact in the view, the focus of the present research is on the development of reliability and availability models with the help of derived preposition, Markov process, Gumbel-Hougaard copula and ANN. In this study, six models are introduced. Model 1 deals with the methodical prepositions on availability and maintenance cost of competing risk system under periodic inspection and corrective repair, which follows (M/M/1) : (􀁦/ FCFS) queue model. Analytical results on these prepositions such as point availability, long-run availability and maintenance cost along with sensitivity with respect to different inspection periods have been examined. Model 2 discusses some prepositions on availabilities of multi failure modes system under three factors: age-based inspection policy, maintenance strategies including preventive and corrective repair and (M/Mc /1) : (􀁦/ FCFS) , where Mc represents Gumbel-Hougaard copula which couples two different distributions: general and exponential distribution. Model 3 focuses on the prepositions of system availability under semi vacation policy named as working vacations and (M/M/1) : (􀁦/ FCFS) queue model. This model studies periodic examinations and perfect corrective maintenance modeling of a multi failure modes system following (M/M/1):(􀁦/FCFS) queue model and the working vacations during repair. As the jth (j=1,2,…, β) failure occurs with failure rate λj, respective corrective repair with repair rate μj having random time Wj, (j=1,2,…, β) is carried out. Model 4 studies age-based periodic examination and perfect maintenance modeling (including PR and CR) of a multi failure modes system following (M/MGH /1) : (􀁦/ FCFS) queue model in repair. As the jth (j=1,2,…, β) failure occurs with failure rate λj, respective corrective repair with repair rate μj follows a new queuing model defined as (M/MGH /1) : (􀁦/ FCFS) , where Mc represents Gumbel-Hougaard copula which couples two different distributions: general and exponential distribution. Furthermore, the generalization of the classical vacation queue is introduced during repairing which takes random time Wj, (j=1,2,…, β). Some methodical prepositions are derived on point availability and long-run availability for the considered complex system. Model 5 investigates the reliability assessment and reliability improvement of cloud computing system using stochastic process, supplementary variable technique and Artificial Neural Network. In this model, the proposed system failure occurs due to different parameters and repair action takes place with two different distributions: general and exponential which are coupled by Gumbel-Hougaard copula. This study is estimated by embedding Markov process using Laplace transforms to estimate the system state probabilities, reliability, sensitivity and mean time to failure. Model 6 discussed in two sections. Section [1] examines Model 6A which studies many reliability characteristics such as transition state probabilities, reliability, MTTF and sensitivity of power transformer with dissimilar parameters as insulating oil and insulation paper using the Laplace transforms supplementary variable technique (SVT) and Gumbel- Hougaard copula. Reliability measures of the transformer consisting of both the parameters: insulating oil and paper following two kinds of repair combining Gumbel-Hougaard family of copula have been determined. Section [2] corresponding to Model 6B deals with the analysis of reliability of transformer with the help of stochastic process via SVT and Neural Network Approach. The failure of the mentioned system occurs due to parameters of insulating paper and oil. The rates of repair for both insulation oil and insulation paper follow general distribution and insulation oil repair rates follow exponentially distribution. Also, whenever two types of repair are feasible, it has been coupled through Gumbel-Hougaard copula. Various sorts of failures and repair rates are treated as weights while investigating with the help of neural network approach which are followed by exponential distribution. System state probabilities, reliability, up and down states probabilities have been assessed for the model by using Markov process using Laplace transforms. To demonstrate the study with illustrations, numerical examples are also included in each proposed model.

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