blind source separation technique separates mixed signals blindly without any information on the mixing system. in this paper, we have used two evolutionary algorithms, namely, genetic algorithm and particle swarm optimization for blind source separation. in these techniques a novel fitness function that is based on the mutual information and high order statistics is proposed. in order to evalu...

issuance value, redemption value and net value of issuance and redemption of investment units is called cash flow to mutual funds. this cash flow to mutual funds is used as an investor sentiment index, when there is significant relationship between cash flow to mutual funds and market return. in this paper, relationship between these two items is to be evaluated. monthly and weekly cash flow to...

This paper presents developing an analytical model for flux switching motors. The motor is a class of variable reluctance motors that has two windings on stator; a field winding and an armature winding. Due to saliency of both stator and rotor poles, accurate modeling is difficult which arises from the nonlinear behavior of the machine. This paper presents a simple model which is able to predic...

this study is an attempt to apply the market timing andsecurity selection models to evaluate the performance of iranianmutual funds. the research shed light on the questions of ‘howsuccessful are mutual funds in earning excess returns over those of themarket?’ ‘do the excess returns during research period have anymeaningful trend for these financial intermediaries or is it the result ofthe abil...

The real-time traffic control of railway networks authorizes movements of the trains and imposes safety constraints. The paper deals with the real time traffic control focusing on deadlock prevention problem. Colored Petri nets are used to model the dynamics of the railway network system: places represent tracks and stations, tokens are trains. The prevention policy is expressed by a set of lin...

one of the main functionalities of capital market is to improve liquidityin the market which provides security for the investors. mutual funds aremodern financial institutions which are designed with the aim of collectingfunds from investors and devote them to buy a variety of securities inorder to mitigate investment risks, exploit the economies of scale andfinally create a reasonable return f...