Samir Khan: New Applications
http://www.maplesoft.com/applications/author.aspx?mid=613
en-us2014 Maplesoft, A Division of Waterloo Maple Inc.Maplesoft Document SystemWed, 23 Jul 2014 22:11:55 GMTWed, 23 Jul 2014 22:11:55 GMTNew applications published by Samir Khanhttp://www.mapleprimes.com/images/mapleapps.gifSamir Khan: New Applications
http://www.maplesoft.com/applications/author.aspx?mid=613
Drawdown of Historical Stock Prices
http://www.maplesoft.com/applications/view.aspx?SID=153624&ref=Feed
<p>The drawdown of a stock indicates how much time it's spent "underwater" - it's essentially the percentage drop of its price from a peak to a trough, with the drawdown resetting to zero if a previous high is reached. The drawdown of a stock is a valuable risk measure and is employed by traders to gauge volatility.</p>
<p>This application:</p>
<ul>
<li>downloads historical stock prices from Yahoo Finance for a chosen ticker symbol (this requires a connection to the Internet),</li>
<li>defines a procedure that calculates the drawdown of the historical stock price</li>
<li>and plots the drawdown against the adjusted close price of the asset</li>
</ul>
<p>By changing the ticker symbol and the two dates, you can examine drawdown of any stock between any period.</p>
<p>The application uses Maple 18's improved Internet connectivity; you can now download data from a URL into a matrix using <span><a href="/support/help/Maple/view.aspx?path=ImportMatrix">ImportMatrix()</a></span>.</p><img src="/view.aspx?si=153624/2def9a8f2111f9b47d0bee568aed6035.gif" alt="Drawdown of Historical Stock Prices" align="left"/><p>The drawdown of a stock indicates how much time it's spent "underwater" - it's essentially the percentage drop of its price from a peak to a trough, with the drawdown resetting to zero if a previous high is reached. The drawdown of a stock is a valuable risk measure and is employed by traders to gauge volatility.</p>
<p>This application:</p>
<ul>
<li>downloads historical stock prices from Yahoo Finance for a chosen ticker symbol (this requires a connection to the Internet),</li>
<li>defines a procedure that calculates the drawdown of the historical stock price</li>
<li>and plots the drawdown against the adjusted close price of the asset</li>
</ul>
<p>By changing the ticker symbol and the two dates, you can examine drawdown of any stock between any period.</p>
<p>The application uses Maple 18's improved Internet connectivity; you can now download data from a URL into a matrix using <span><a href="/support/help/Maple/view.aspx?path=ImportMatrix">ImportMatrix()</a></span>.</p>153624Mon, 07 Jul 2014 04:00:00 ZSamir KhanSamir KhanOptimizing the Design of a Coil Spring
http://www.maplesoft.com/applications/view.aspx?SID=153608&ref=Feed
<p>The design optimization of helical springs is of considerable engineering interest, and demands strong solvers. While the number of constraints is small, the coil and wire diameters are raised to higher powers; this makes the optimization difficult for gradient-based solvers working in standard floating-point precision; a larger number of working digits is needed.</p>
<p>Maple lets you increase the number of digits used in calculations; hence numerically difficult problems, like this, can be solved.</p>
<p>This application minimizes the mass of a helical spring. The constraints include the minimum deflection, the minimum surge wave frequency and the maximum stress, and a loading condition.</p>
<ul>
<li>the minimum deflection, </li>
<li>the minimum surge wave frequency, </li>
<li>the maximum stress, </li>
<li>and a loading condition.</li>
</ul>
<p>The design variables are the</p>
<ul>
<li>diameter of the wire, </li>
<li>the outside diameter of the spring,</li>
<li>and the number of coils</li>
</ul>
<p> Reference: "Introduction to Optimum Design", Jasbir S. Arora, 3<sup>rd</sup> Edition 2012.</p><img src="/view.aspx?si=153608/695d991fff8fb4975d1e1dcd90bb771d.gif" alt="Optimizing the Design of a Coil Spring" align="left"/><p>The design optimization of helical springs is of considerable engineering interest, and demands strong solvers. While the number of constraints is small, the coil and wire diameters are raised to higher powers; this makes the optimization difficult for gradient-based solvers working in standard floating-point precision; a larger number of working digits is needed.</p>
<p>Maple lets you increase the number of digits used in calculations; hence numerically difficult problems, like this, can be solved.</p>
<p>This application minimizes the mass of a helical spring. The constraints include the minimum deflection, the minimum surge wave frequency and the maximum stress, and a loading condition.</p>
<ul>
<li>the minimum deflection, </li>
<li>the minimum surge wave frequency, </li>
<li>the maximum stress, </li>
<li>and a loading condition.</li>
</ul>
<p>The design variables are the</p>
<ul>
<li>diameter of the wire, </li>
<li>the outside diameter of the spring,</li>
<li>and the number of coils</li>
</ul>
<p> Reference: "Introduction to Optimum Design", Jasbir S. Arora, 3<sup>rd</sup> Edition 2012.</p>153608Tue, 17 Jun 2014 04:00:00 ZSamir KhanSamir KhanCircle Packing in an Ellipse
http://www.maplesoft.com/applications/view.aspx?SID=153598&ref=Feed
<p>This application optimizes the packing of circles in an ellipse, such that the area of the ellipse is minimized. A typical solution is visualized here.</p>
<p>This is a difficult global optimization problem and demands strong solvers. This application uses Maple's <a href="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>.</p>
<p>Circle packing (and packing optimization in general) is characterized by a large optimization space and many constraints; for this application, 35 circles generates 666 constraint equations.</p>
<p>The number of circles can be increased to create an increasingly complex problem; Maple automatically generates the symbolic constraint equations.</p>
<p>Applications like this are used to stress-test global optimizers.</p>
<p>The constraints and ellipse parameterization are taken from "Packing circles within ellipses", Birgin et al., International Transactions in Operational Research , Volume 20, Issue 3, pages 365–389, May 2013.</p><img src="/view.aspx?si=153598/5f52383daddaeb53aec548d14ebd6ce0.gif" alt="Circle Packing in an Ellipse" align="left"/><p>This application optimizes the packing of circles in an ellipse, such that the area of the ellipse is minimized. A typical solution is visualized here.</p>
<p>This is a difficult global optimization problem and demands strong solvers. This application uses Maple's <a href="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>.</p>
<p>Circle packing (and packing optimization in general) is characterized by a large optimization space and many constraints; for this application, 35 circles generates 666 constraint equations.</p>
<p>The number of circles can be increased to create an increasingly complex problem; Maple automatically generates the symbolic constraint equations.</p>
<p>Applications like this are used to stress-test global optimizers.</p>
<p>The constraints and ellipse parameterization are taken from "Packing circles within ellipses", Birgin et al., International Transactions in Operational Research , Volume 20, Issue 3, pages 365–389, May 2013.</p>153598Wed, 04 Jun 2014 04:00:00 ZSamir KhanSamir KhanPacking Circles into a Triangle
http://www.maplesoft.com/applications/view.aspx?SID=153596&ref=Feed
<p>This application finds the best packing and largest radius of equal-sized circles, such that they fit in a pre-defined triangle. One solution, as visualized by this application, is given below.</p>
<p>This is a difficult global optimization problem and demands strong solvers. This application uses Maple's <a href="http://www.maplesoft.com/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>.</p>
<p>Circle packing (and packing optimization in general) is characterized by a large optimization space and many constraints; for this application, 20 circles generates 310 constraint equations.</p>
<p>The number of circles can be increased to create an increasingly complex problem; Maple automatically generates the symbolic constraint equations. The vertices of the triangle can also be modified</p>
<p>Applications like this are used to stress-test global optimizers.</p><img src="/view.aspx?si=153596/2ac6ca1378717b3d939f3d8107616b35.gif" alt="Packing Circles into a Triangle" align="left"/><p>This application finds the best packing and largest radius of equal-sized circles, such that they fit in a pre-defined triangle. One solution, as visualized by this application, is given below.</p>
<p>This is a difficult global optimization problem and demands strong solvers. This application uses Maple's <a href="http://www.maplesoft.com/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>.</p>
<p>Circle packing (and packing optimization in general) is characterized by a large optimization space and many constraints; for this application, 20 circles generates 310 constraint equations.</p>
<p>The number of circles can be increased to create an increasingly complex problem; Maple automatically generates the symbolic constraint equations. The vertices of the triangle can also be modified</p>
<p>Applications like this are used to stress-test global optimizers.</p>153596Wed, 04 Jun 2014 04:00:00 ZSamir KhanSamir KhanCircle Packing in a Square
http://www.maplesoft.com/applications/view.aspx?SID=153599&ref=Feed
<p>This application optimizes the packing of circles (of varying radii) in a square, such that the side-length of the square is minimized. One solution for 20 circles (with integer radii of 1 to 20) is visualized here.</p>
<p>This is a difficult global optimization problem and demands strong solvers. This application uses Maple's <a href="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>.</p>
<p>Circle packing (and packing optimization in general) is characterized by a large optimization space and many constraints; for this application, 20 circles generates 230 constraint equations.</p>
<p>The number of circles can be increased to create an increasingly complex problem; Maple automatically generates the symbolic constraint equations.</p>
<p>Applications like this are used to stress-test global optimizers.</p><img src="/view.aspx?si=153599/071f7b81258c5cad651a5030370d824f.gif" alt="Circle Packing in a Square" align="left"/><p>This application optimizes the packing of circles (of varying radii) in a square, such that the side-length of the square is minimized. One solution for 20 circles (with integer radii of 1 to 20) is visualized here.</p>
<p>This is a difficult global optimization problem and demands strong solvers. This application uses Maple's <a href="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>.</p>
<p>Circle packing (and packing optimization in general) is characterized by a large optimization space and many constraints; for this application, 20 circles generates 230 constraint equations.</p>
<p>The number of circles can be increased to create an increasingly complex problem; Maple automatically generates the symbolic constraint equations.</p>
<p>Applications like this are used to stress-test global optimizers.</p>153599Wed, 04 Jun 2014 04:00:00 ZSamir KhanSamir KhanPacking Disks into a Circle
http://www.maplesoft.com/applications/view.aspx?SID=153600&ref=Feed
<p>This application finds the best packing of unequal non-overlapping disks in a circular container, such that the radius of the container is minimized. This is a tough global optimization problem that demands strong solvers; this application uses Maple's <a href="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>. You must have the Global Optimization Toolbox installed to use this application.</p>
<p>One solution for the packing of 50 disks with the integer radii 1 to 50 (as found by this application) is visualized here.</p>
<p>Other solutions for similar packing problems are documented at <a href="http://www.packomania.com">http://www.packomania.com</a>.</p>
<p>Packing optimization is industrially important, with applications in pallet loading, the arrangement of fiber optic cables in a tube, or the placing of components on a circuit board.</p><img src="/view.aspx?si=153600/32183b61c1bca332d0c71924ae09f73a.gif" alt="Packing Disks into a Circle" align="left"/><p>This application finds the best packing of unequal non-overlapping disks in a circular container, such that the radius of the container is minimized. This is a tough global optimization problem that demands strong solvers; this application uses Maple's <a href="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</a>. You must have the Global Optimization Toolbox installed to use this application.</p>
<p>One solution for the packing of 50 disks with the integer radii 1 to 50 (as found by this application) is visualized here.</p>
<p>Other solutions for similar packing problems are documented at <a href="http://www.packomania.com">http://www.packomania.com</a>.</p>
<p>Packing optimization is industrially important, with applications in pallet loading, the arrangement of fiber optic cables in a tube, or the placing of components on a circuit board.</p>153600Wed, 04 Jun 2014 04:00:00 ZSamir KhanSamir KhanWelded Beam Design Optimization
http://www.maplesoft.com/applications/view.aspx?SID=153592&ref=Feed
<p>A rigid member is welded onto a beam, with a load applied to the end of the member. The total cost of production is equal to the labor costs (a function of the weld dimensions) plus the cost of the weld and beam material.</p>
<p>The design of the beam is optimized to minimize the production costs by varying the weld and member dimensions.</p>
<p>The constraints include limits on the shear stress, bending stress, buckling load and end deflection, and several size constraints.</p>
<p>The application uses Maple’s non-linear optimizers</p><img src="/view.aspx?si=153592/0621a9aba622112f66506495e21f68d9.gif" alt="Welded Beam Design Optimization" align="left"/><p>A rigid member is welded onto a beam, with a load applied to the end of the member. The total cost of production is equal to the labor costs (a function of the weld dimensions) plus the cost of the weld and beam material.</p>
<p>The design of the beam is optimized to minimize the production costs by varying the weld and member dimensions.</p>
<p>The constraints include limits on the shear stress, bending stress, buckling load and end deflection, and several size constraints.</p>
<p>The application uses Maple’s non-linear optimizers</p>153592Fri, 30 May 2014 04:00:00 ZSamir KhanSamir KhanPrincipal Component Analysis
http://www.maplesoft.com/applications/view.aspx?SID=153591&ref=Feed
<p>Principal Component Analysis transforms a multi-dimensional data set to a new set of perpendicular axes (or components) that describe decreasing amounts of variance. </p>
<p>This worksheet reduces the complexity of a data set using principal component analysis. Those components that have the least impact on the variance are discarded, and the simplified data reconstructed from the remaining components.</p><img src="/view.aspx?si=153591/PrincipalComponentAn.jpg" alt="Principal Component Analysis" align="left"/><p>Principal Component Analysis transforms a multi-dimensional data set to a new set of perpendicular axes (or components) that describe decreasing amounts of variance. </p>
<p>This worksheet reduces the complexity of a data set using principal component analysis. Those components that have the least impact on the variance are discarded, and the simplified data reconstructed from the remaining components.</p>153591Mon, 26 May 2014 04:00:00 ZSamir KhanSamir KhanOptimizing the Design of a Fuel Pod with NX and Maple
http://www.maplesoft.com/applications/view.aspx?SID=153573&ref=Feed
<p>A manufacturer has designed a fuel pod in NX. The fuel pod has a hemispherical and conical end, and a cylindrical mid-section. To minimize material costs, the manufacturer wants to minimize the surface area of the fuel pod while maintaining the existing volume.</p>
<p>This application:</p>
<ul>
<li>pulls the current dimensions of the fuel pod (radius of the hemispherical end, length of the cylindrical midsection, and height of the conical end) from the NX CAD model, </li>
<li>calculates the current volume of the fuel pod,</li>
<li>optimizes the dimensions to minimize the surface area while maintaining the existing volume,</li>
<li>and pushes the optimized dimensions back into the NX CAD model.</li>
</ul>
<p>NOTE: To use this application, you must</p>
<ul>
<li>have a supported version of NX installed, </li>
<li>load canisterOptimization.prt in NX (this is the CAD model of the fuel pod),</li>
<li>ensure the NX-Maple link works correctly.</li>
</ul><img src="/view.aspx?si=153573/fuelpod.jpg" alt="Optimizing the Design of a Fuel Pod with NX and Maple" align="left"/><p>A manufacturer has designed a fuel pod in NX. The fuel pod has a hemispherical and conical end, and a cylindrical mid-section. To minimize material costs, the manufacturer wants to minimize the surface area of the fuel pod while maintaining the existing volume.</p>
<p>This application:</p>
<ul>
<li>pulls the current dimensions of the fuel pod (radius of the hemispherical end, length of the cylindrical midsection, and height of the conical end) from the NX CAD model, </li>
<li>calculates the current volume of the fuel pod,</li>
<li>optimizes the dimensions to minimize the surface area while maintaining the existing volume,</li>
<li>and pushes the optimized dimensions back into the NX CAD model.</li>
</ul>
<p>NOTE: To use this application, you must</p>
<ul>
<li>have a supported version of NX installed, </li>
<li>load canisterOptimization.prt in NX (this is the CAD model of the fuel pod),</li>
<li>ensure the NX-Maple link works correctly.</li>
</ul>153573Wed, 07 May 2014 04:00:00 ZSamir KhanSamir KhanTuned Mass-Spring-Damper Design
http://www.maplesoft.com/applications/view.aspx?SID=153572&ref=Feed
<p>A mass-spring-damper is disturbed by a force that resonates at the natural frequency of the system.</p>
<p>This application calculates the optimum spring and damping constant of a parasitic tuned-mass damper that the minimizes the vibration of the system.</p>
<p>The vibration of system with and without the tuned mass-spring-damper is viewed as a frequency response, time-domain simulation and power spectrum.</p><img src="/view.aspx?si=153572/cdf00085048c6b59e75db56bb6c0210b.gif" alt="Tuned Mass-Spring-Damper Design" align="left"/><p>A mass-spring-damper is disturbed by a force that resonates at the natural frequency of the system.</p>
<p>This application calculates the optimum spring and damping constant of a parasitic tuned-mass damper that the minimizes the vibration of the system.</p>
<p>The vibration of system with and without the tuned mass-spring-damper is viewed as a frequency response, time-domain simulation and power spectrum.</p>153572Wed, 07 May 2014 04:00:00 ZSamir KhanSamir KhanSpectogram Examples
http://www.maplesoft.com/applications/view.aspx?SID=153571&ref=Feed
<p>A spectrogram illustrates how the constituent frequencies of a signal vary over time. This application generates the spectrogram of several audio files, including a</p>
<ul>
<li>DTMS tone,</li>
<li>human voice saying “MapleSim”, </li>
<li>violin note played with vibrato, and an entire violin scale,</li>
<li>C8 piano note,</li>
<li>series of dolphin clicks,</li>
<li>and more.</li>
</ul>
<p>Interestingly, some electronic musicians hide images in their music; you can only view these images with a spectrogram of the appropriate part of the audio. This includes the track “My Violent Heart” by the Nine Inch Nails; you can view this spectrogram in this application.</p>
<p>The Spectrogram() function was introduced in Maple 18, and also lets you plot the waveform and power spectrum. You can also control the precise color grading, and range of colors used to represent the strength of the frequency contents.</p><img src="/view.aspx?si=153571/spectograms.png" alt="Spectogram Examples" align="left"/><p>A spectrogram illustrates how the constituent frequencies of a signal vary over time. This application generates the spectrogram of several audio files, including a</p>
<ul>
<li>DTMS tone,</li>
<li>human voice saying “MapleSim”, </li>
<li>violin note played with vibrato, and an entire violin scale,</li>
<li>C8 piano note,</li>
<li>series of dolphin clicks,</li>
<li>and more.</li>
</ul>
<p>Interestingly, some electronic musicians hide images in their music; you can only view these images with a spectrogram of the appropriate part of the audio. This includes the track “My Violent Heart” by the Nine Inch Nails; you can view this spectrogram in this application.</p>
<p>The Spectrogram() function was introduced in Maple 18, and also lets you plot the waveform and power spectrum. You can also control the precise color grading, and range of colors used to represent the strength of the frequency contents.</p>153571Wed, 07 May 2014 04:00:00 ZSamir KhanSamir KhanDownloading Stock Prices and Plotting Returns Distributions
http://www.maplesoft.com/applications/view.aspx?SID=153539&ref=Feed
<p>This application:</p>
<ul>
<li>downloads historical stock prices from Yahoo Finance,</li>
<li>calculates the returns,</li>
<li>plots the distribution of the returns in a histogram,</li>
<li>and overlays a normal distribution with the same mean and standard deviation as the historical data.</li>
<li>The application uses Maple 18's improved Internet connectivity; you can now download data from a URL straight into a matrix using <span ><a href="http://www.maplesoft.com/support/help/Maple/view.aspx?path=ImportMatrix">ImportMatrix()</a></span>.</li>
</ul><img src="/view.aspx?si=153539/stockreturns.png" alt="Downloading Stock Prices and Plotting Returns Distributions" align="left"/><p>This application:</p>
<ul>
<li>downloads historical stock prices from Yahoo Finance,</li>
<li>calculates the returns,</li>
<li>plots the distribution of the returns in a histogram,</li>
<li>and overlays a normal distribution with the same mean and standard deviation as the historical data.</li>
<li>The application uses Maple 18's improved Internet connectivity; you can now download data from a URL straight into a matrix using <span ><a href="http://www.maplesoft.com/support/help/Maple/view.aspx?path=ImportMatrix">ImportMatrix()</a></span>.</li>
</ul>153539Thu, 03 Apr 2014 04:00:00 ZSamir KhanSamir KhanInteractive Google Maps Component
http://www.maplesoft.com/applications/view.aspx?SID=153537&ref=Feed
<p>This application is a simple demonstration of Maple 18's new HTTP package for communicating with web-based APIs. It has a component-based interface that lets you interact with Google Maps. Simply enter a latitude and longitude, and set your zoom level and desired map type. Maple will then:</p>
<ul>
<li>download map images using the Google Maps API, </li>
<li>and then place those images on a label component</li>
</ul>
<p>The code for the application is located in the Startup code region (Edit > Startup Code).</p>
<p>The Google Maps API limits the number of anonymous queries you can make per day. If you exceed their limit, you'll need to include a Google Maps API key in the startup code.</p>
<p>The default latitude and longitude point to the location of the Maplesoft office in Waterloo, Ontario.</p><img src="/view.aspx?si=153537/Maps_image1.jpg" alt="Interactive Google Maps Component" align="left"/><p>This application is a simple demonstration of Maple 18's new HTTP package for communicating with web-based APIs. It has a component-based interface that lets you interact with Google Maps. Simply enter a latitude and longitude, and set your zoom level and desired map type. Maple will then:</p>
<ul>
<li>download map images using the Google Maps API, </li>
<li>and then place those images on a label component</li>
</ul>
<p>The code for the application is located in the Startup code region (Edit > Startup Code).</p>
<p>The Google Maps API limits the number of anonymous queries you can make per day. If you exceed their limit, you'll need to include a Google Maps API key in the startup code.</p>
<p>The default latitude and longitude point to the location of the Maplesoft office in Waterloo, Ontario.</p>153537Mon, 31 Mar 2014 04:00:00 ZSamir KhanSamir KhanOptimize the Flight Path of a Pan-US Delivery Drone
http://www.maplesoft.com/applications/view.aspx?SID=153536&ref=Feed
<p>You run a pan-US drone delivery service for a popular online retailer. You're given a list of zip codes across the US at which you need to drop off parcels, and want to optimize its journey so it travels the shortest distance.</p>
<p>This application extracts the latitude and longitude of those zip codes from an SQLlite database (the application includes the database, which cross-references US zip codes against their latitude, longitude, city and state). The application then performs a traveling salesman optimization and plots the shortest path on a map of the US.</p>
<p>This application uses background plot images, and SQLLite integration, two new features introduced in Maple 18.</p><img src="/view.aspx?si=153536/pan-us_drone.jpg" alt="Optimize the Flight Path of a Pan-US Delivery Drone" align="left"/><p>You run a pan-US drone delivery service for a popular online retailer. You're given a list of zip codes across the US at which you need to drop off parcels, and want to optimize its journey so it travels the shortest distance.</p>
<p>This application extracts the latitude and longitude of those zip codes from an SQLlite database (the application includes the database, which cross-references US zip codes against their latitude, longitude, city and state). The application then performs a traveling salesman optimization and plots the shortest path on a map of the US.</p>
<p>This application uses background plot images, and SQLLite integration, two new features introduced in Maple 18.</p>153536Mon, 31 Mar 2014 04:00:00 ZSamir KhanSamir KhanAnalysis of a Refrigeration Cycle with CoolProp
http://www.maplesoft.com/applications/view.aspx?SID=153490&ref=Feed
<p>This application analyzes a vapor compression refrigeration cycle for the refrigerant R134a. The application calculates heat changes over the compressor, condenser, throttle and evaporator, together with the coefficient of performance. Additionally, a P-h-T chart illustrating the refrigeration cycle is plotted.</p>
<p>Thermophysical properties are provided by the open source C++ CoolProp library (<a href="http://coolprop.org/">http://coolprop.org</a>). Once compiled and linked to Maple, CoolProp lets you access the properties of pure fluids, pseudo-pure fluids, and humid air with a function call. This application comes with a CoolProp DLL for 64-bit Windows. You may need to compile CoolProp for your own environment for a compatible library. </p><img src="/view.aspx?si=153490/CoolProp_image1.jpg" alt="Analysis of a Refrigeration Cycle with CoolProp" align="left"/><p>This application analyzes a vapor compression refrigeration cycle for the refrigerant R134a. The application calculates heat changes over the compressor, condenser, throttle and evaporator, together with the coefficient of performance. Additionally, a P-h-T chart illustrating the refrigeration cycle is plotted.</p>
<p>Thermophysical properties are provided by the open source C++ CoolProp library (<a href="http://coolprop.org/">http://coolprop.org</a>). Once compiled and linked to Maple, CoolProp lets you access the properties of pure fluids, pseudo-pure fluids, and humid air with a function call. This application comes with a CoolProp DLL for 64-bit Windows. You may need to compile CoolProp for your own environment for a compatible library. </p>153490Fri, 17 Jan 2014 05:00:00 ZSamir KhanSamir KhanSpectogram Generator
http://www.maplesoft.com/applications/view.aspx?SID=144590&ref=Feed
<p>This application lets you load wave files, apply windows and IIR/FIR filters, and view the spectrogram, power spectrum and waveform. You can also set filter cut-off frequencies by clicking on the power spectrum plot.</p><img src="/view.aspx?si=144590/spectogram_thumb.png" alt="Spectogram Generator" align="left"/><p>This application lets you load wave files, apply windows and IIR/FIR filters, and view the spectrogram, power spectrum and waveform. You can also set filter cut-off frequencies by clicking on the power spectrum plot.</p>144590Wed, 13 Mar 2013 04:00:00 ZSamir KhanSamir KhanPricing European Call Options with FFTs
http://www.maplesoft.com/applications/view.aspx?SID=144589&ref=Feed
<p>This application compares the price of a European call option with FFTs (using the approach outlined by Carr & Madan in <em>Option Pricing Using the Fast Fourier Transform</em>) and the analytical approach. The application uses the efficient FFT function offered by Maple 17’s new <a href="/products/maple/new_features/signal_processing.aspx">Signal Processing tools</a>.</p><img src="/applications/images/app_image_blank_lg.jpg" alt="Pricing European Call Options with FFTs" align="left"/><p>This application compares the price of a European call option with FFTs (using the approach outlined by Carr & Madan in <em>Option Pricing Using the Fast Fourier Transform</em>) and the analytical approach. The application uses the efficient FFT function offered by Maple 17’s new <a href="/products/maple/new_features/signal_processing.aspx">Signal Processing tools</a>.</p>144589Wed, 13 Mar 2013 04:00:00 ZSamir KhanSamir KhanPortfolio Optimization with the Omega Ratio
http://www.maplesoft.com/applications/view.aspx?SID=140702&ref=Feed
<P>This application finds the asset weights that maximize the Omega Ratio of a portfolio of ten investments, given their simulated monthly returns and a target return. This is a non-convex problem, and requires global optimizers for a rigorous solution. However, a transformation of the variables (only valid for Omega Ratios of over 1) converts the optimization into a linear program.<P>This application implements both approaches, the former using Maple's <A HREF="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</A>, and the latter using Maple's <A HREF="/support/help/AddOns/view.aspx?path=Tour/opt1">linear programming</A> features. For the data set provided in this application, both approaches give comparable results.<img src="/view.aspx?si=140702/140702_thumb.jpg" alt="Portfolio Optimization with the Omega Ratio" align="left"/><P>This application finds the asset weights that maximize the Omega Ratio of a portfolio of ten investments, given their simulated monthly returns and a target return. This is a non-convex problem, and requires global optimizers for a rigorous solution. However, a transformation of the variables (only valid for Omega Ratios of over 1) converts the optimization into a linear program.<P>This application implements both approaches, the former using Maple's <A HREF="/products/toolboxes/globaloptimization/">Global Optimization Toolbox</A>, and the latter using Maple's <A HREF="/support/help/AddOns/view.aspx?path=Tour/opt1">linear programming</A> features. For the data set provided in this application, both approaches give comparable results.140702Thu, 22 Nov 2012 05:00:00 ZSamir KhanSamir KhanThe Countdown Numbers Game
http://www.maplesoft.com/applications/view.aspx?SID=4901&ref=Feed
Countdown is a popular numbers and letters quiz program on UK television. In one of the rounds, the contestants must use a range of basic arithmetic operations (addition, subtraction, multiplication and division) to make six seed numbers equal to a random target.
This Maple worksheet automatically provides a solution for the numbers game by searching the solution space.<img src="/view.aspx?si=4901//applications/images/app_image_blank_lg.jpg" alt="The Countdown Numbers Game" align="left"/>Countdown is a popular numbers and letters quiz program on UK television. In one of the rounds, the contestants must use a range of basic arithmetic operations (addition, subtraction, multiplication and division) to make six seed numbers equal to a random target.
This Maple worksheet automatically provides a solution for the numbers game by searching the solution space.4901Mon, 30 Apr 2007 00:00:00 ZDr. Samir KhanDr. Samir KhanOptimising Asset Allocation by Maximising the Sharpe Ratio
http://www.maplesoft.com/applications/view.aspx?SID=4851&ref=Feed
The Sharpe ratio quantifies how effectively a portfolio of risky assets utilises risk to maximise return. It is defined as the effective return per unit of risk. The expected portfolio return is predicted from historic data, and the standard deviation of the asset mix is traditionally used as a proxy for risk (or volatility). A higher Sharpe Ratio essentially signifies a more risk efficient portfolio. This application calculates the optimum asset mix for a portfolio of stocks by maximising its Sharpe ratio.<img src="/view.aspx?si=4851//applications/images/app_image_blank_lg.jpg" alt="Optimising Asset Allocation by Maximising the Sharpe Ratio" align="left"/>The Sharpe ratio quantifies how effectively a portfolio of risky assets utilises risk to maximise return. It is defined as the effective return per unit of risk. The expected portfolio return is predicted from historic data, and the standard deviation of the asset mix is traditionally used as a proxy for risk (or volatility). A higher Sharpe Ratio essentially signifies a more risk efficient portfolio. This application calculates the optimum asset mix for a portfolio of stocks by maximising its Sharpe ratio.4851Fri, 15 Dec 2006 00:00:00 ZDr. Samir KhanDr. Samir Khan