Search results for: risk prediction model

Authors: Sirus Sharifi, Arunima Haldar, S. V. D. Nageswara Rao

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The study attempts to analyze the impact of credit risk management practices of Indian scheduled commercial banks on their non-performing assets (NPAs). The data on credit risk practices was collected by administering a questionnaire to risk managers/executives at different banks. The data on NPAs (from 2012 to 2016) is sourced from Prowess, a database compiled by the Centre for Monitoring Indian Economy (CMIE). The model was estimated using cross-sectional regression method. As expected, the findings suggest that there is a negative relationship between credit risk management and NPA growth in Indian banks. The study has implications for Indian banks given the high level of losses, and the implementation of Basel III norms by the central bank, i.e. Reserve Bank of India (RBI). Evidence on credit risk management in Indian banks, and their relationship with non-performing assets held by them.

Keywords: credit risk, identification, Indian Banks, NPAs, ownership

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Authors: Arsalan Ghaderi

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Introduction: Inactivity is one of the most important risk factors for cardiovascular disease. According to the study prevalence of inactivity in Iran, about 67.5% and in the staff, and especially nurses, are similar. The inflammatory index (HS-CRP) is highly predictive of the progression of these diseases. Physical activity education is very important in preventing these diseases. One of the modern educational methods is web-based theory-based education. Methods: This is a semi-experimental interventional study which was conducted in Isfahan and Kurdistan universities of medical sciences in two stages. A cross-sectional study was done to determine the status of physical activity and its predictive factors. Then, intervention was performed, and six months later the data were retrieved. The data was collected using a demographic questionnaire, an integrative model of behavior prediction constructs, a standard physical activity questionnaire and (HS-CRP) test. Data were analyzed by SPSS software. Results: Physical activity was low in 66.6% of nurses, 25.4% were moderate and 8% severe. According to Pearson correlation matrix, the highest correlation was found between behavioral intention and skill structures (0.553**), subjective norms (0.222**) and self-efficacy (0.198**). The relationship between age and physical activity in the first study was reverse and significant. After intervention, there was a significant change in attitudes, self-efficacy, skill and behavioral intention in the intervention group. This change was significant in attitudes, self-efficacy and environmental conditions of the control group. HS-CRP index decreased significantly after intervention in both groups, but there was not a significant relationship between inflammatory index and physical activity score. The change in physical activity level was significant only in the control group. Conclusion: Despite the effect of educational intervention on attitude, self-efficacy, skill, and behavioral intention, the results showed that if factors such as environmental factors are not corrected, training and changing structures cannot lead to physical activity behavior. On the other hand, no correlation between physical activity and HS-CRP showed that this index can be influenced by other factors, and this should be considered in any intervention to reduce the HS-CRP index.

Keywords: HS-CRP, integrative model of behavior prediction, physical activity, nurses, web-based education

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Authors: Alexandre Barbosa de Almeida, Telma Woerle de Lima Soares

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Protein structure prediction is a challenging task in the bioinformatics field. The biological function of all proteins majorly relies on the shape of their three-dimensional conformational structure, but less than 1% of all known proteins in the world have their structure solved. This work proposes a deep learning model to address this problem, attempting to predict some aspects of the protein conformations. Throughout a process of multiobjective dominance, a recurrent neural network was trained to abstract the particular bias of each individual multiobjective algorithm, generating a heuristic that could be useful to predict some of the relevant aspects of the three-dimensional conformation process formation, known as protein folding.

Keywords: Ab initio heuristic modeling, multiobjective optimization, protein structure prediction, recurrent neural network

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Authors: Danladi Ali, Abdullahi Mukaila

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In this work, GSM signal strength (power) was monitored in an indoor environment. Samples of the GSM signal strength was measured on mobile equipment (ME). One-dimensional multilevel wavelet is used to predict the fading phenomenon of the GSM signal measured and neural network clustering to determine the average power received in the study area. The wavelet prediction revealed that the GSM signal is attenuated due to the fast fading phenomenon which fades about 7 times faster than the radio wavelength while the neural network clustering determined that -75dBm appeared more frequently followed by -85dBm. The work revealed that significant part of the signal measured is dominated by weak signal and the signal followed more of Rayleigh than Gaussian distribution. This confirmed the wavelet prediction.

Keywords: decomposition, clustering, propagation, model, wavelet, signal strength and spectral efficiency

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Authors: Terri Cole, Fay Sweeting

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Abuse of position for sexual gain by police is defined as behavior involving individuals taking advantage of their role to pursue a sexual or improper relationship. Previous research has considered whether it involves ‘bad apples’ - individuals with poor moral ethos or ‘bad barrels’ – broader organizational flaws which may unconsciously allow, minimize, or do not effectively deal with such behavior. Low level sexual misconduct (e.g., consensual sex on duty) is more common than more serious offences (e.g., rape), yet the impact of such behavior can have severe implications not only for those involved but can also negatively undermine public confidence in the police. This ongoing, collaborative research project has identified variables from 514 historic case files from 35 UK police forces in order to identify potential risk indicators which may lead to such behavior. Quantitative analysis using logistic regression and the Cox proportion hazard model has resulted in the identification of specific risk factors of significance in prediction. Factors relating to both perpetrator background such as a history of intimate partner violence, debt, and substance misuse coupled with in work behavior such as misusing police systems increase the risk. Findings are able to provide pragmatic recommendations for those tasked with identifying potential or investigating suspected perpetrators of misconduct.

Keywords: abuse of position, forensic psychology, misconduct, sexual abuse

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Authors: Mohammed T. Hayajneh

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Machining of Metal Matrix Composites (MMCs) is very significant process and has been a main problem that draws many researchers to investigate the characteristics of MMCs during different machining process. The poor machining properties of hard particles reinforced MMCs make drilling process a rather interesting task. Unlike drilling of conventional materials, many problems can be seriously encountered during drilling of MMCs, such as tool wear and cutting forces. Cutting tool wear is a very significant concern in industries. Cutting tool wear not only influences the quality of the drilled hole, but also affects the cutting tool life. Prediction the cutting tool life during drilling is essential for optimizing the cutting conditions. However, the relationship between tool life and cutting conditions, tool geometrical factors and workpiece material properties has not yet been established by any machining theory. In this research work, fuzzy subtractive clustering system has been used to model the cutting tool life in drilling of Al₂O₃ particle reinforced aluminum alloy composite to investigate of the effect of cutting conditions on cutting tool life. This investigation can help in controlling and optimizing of cutting conditions when the process parameters are adjusted. The built model for prediction the tool life is identified by using drill diameter, cutting speed, and cutting feed rate as input data. The validity of the model was confirmed by the examinations under various cutting conditions. Experimental results have shown the efficiency of the model to predict cutting tool life.

Keywords: composite, fuzzy, tool life, wear

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Authors: Faizul Azly Abd Dzubir, Muhammad F. Othman

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Conventional structural health monitoring approach for mechanical equipment uses inspection data from Non-Destructive Testing (NDT) during plant shut down window and fitness for service evaluation to estimate the integrity of the equipment that is prone to crack damage. Yet, this forecast is fraught with uncertainty because it is often based on assumptions of future operational parameters, and the prediction is not continuous or online. Advanced Diagnostic and Prognostic Technology (ADaPT) uses Acoustic Emission (AE) technology and a stochastic prognostic model to provide real-time monitoring and prediction of mechanical defects or cracks. The forecast can help the plant authority handle their cracked equipment before it ruptures, causing an unscheduled shutdown of the facility. The ADaPT employs process historical data trending, finite element analysis, fitness for service, and probabilistic statistical analysis to develop a prediction model for crack initiation and growth due to mechanical damage. The prediction model is combined with live equipment operating data for real-time prediction of the remaining life span owing to fracture. ADaPT was devised at a hot combined feed exchanger (HCFE) that had suffered creep crack damage. The ADaPT tool predicts the initiation of a crack at the top weldment area by April 2019. During the shutdown window in April 2019, a crack was discovered and repaired. Furthermore, ADaPT successfully advised the plant owner to run at full capacity and improve output by up to 7% by April 2019. ADaPT was also used on a coke drum that had extensive fatigue cracking. The initial cracks are declared safe with ADaPT, with remaining crack lifetimes extended another five (5) months, just in time for another planned facility downtime to execute repair. The prediction model, when combined with plant information data, allows plant operators to continuously monitor crack propagation caused by mechanical damage for improved maintenance planning and to avoid costly shutdowns to repair immediately.

Keywords: mechanical damage, cracks, continuous monitoring tool, remaining life, acoustic emission, prognostic model

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Authors: Mohammad Zavid Parvez, Manoranjan Paul

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A seizure prediction method is proposed by extracting global features using phase correlation between adjacent epochs for detecting relative changes and local features using fluctuation/deviation within an epoch for determining fine changes of different EEG signals. A classifier and a regularization technique are applied for the reduction of false alarms and improvement of the overall prediction accuracy. The experiments show that the proposed method outperforms the state-of-the-art methods and provides high prediction accuracy (i.e., 97.70%) with low false alarm using EEG signals in different brain locations from a benchmark data set.

Keywords: Epilepsy, seizure, phase correlation, fluctuation, deviation.

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Authors: Yuhang Wang, Jorg Schluter, Sergiy Shelyag

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The high cost associated with high-resolution computational fluid dynamics (CFD) is one of the main challenges that inhibit the design, development, and optimisation of new combustion systems adapted for renewable fuels. In this study, we propose a physics-guided CNN-based model to predict turbulence evolution and mixing without requiring a traditional CFD solver. The model architecture is built upon U-Net and the inception module, while a physics-guided loss function is designed by introducing two additional physical constraints to allow for the conservation of both mass and pressure over the entire predicted flow fields. Then, the model is trained on the Large Eddy Simulation (LES) results of a natural turbulent mixing layer with two different Reynolds number cases (Re = 3000 and 30000). As a result, the model prediction shows an excellent agreement with the corresponding CFD solutions in terms of both spatial distributions and temporal evolution of turbulent mixing. Such promising model prediction performance opens up the possibilities of doing accurate high-resolution manifold-based combustion simulations at a low computational cost for accelerating the iterative design process of new combustion systems.

Keywords: computational fluid dynamics, turbulence, machine learning, combustion modelling

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Authors: Kun Huang

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This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

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Authors: Yingkun Huang, Li Guo, Zekang Lan, Kai Tian

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Hard disk drives (HDD) failure of the exascale supercomputing system may lead to service interruption and invalidate previous calculations, and it will cause permanent data loss. Therefore, initiating corrective actions before hard drive failures materialize is critical to the continued operation of jobs. In this paper, a highly accurate analysis model based on CNN-LSTM and oversampling technique was proposed, which can correctly predict the necessity of a disk replacement even ten days in advance. Generally, the learning-based method performs poorly on a training dataset with long-tail distribution, especially fault prediction is a very classic situation as the scarcity of failure data. To overcome the puzzle, a new oversampling was employed to augment the data, and then, an improved CNN-LSTM with the shortcut was built to learn more effective features. The shortcut transmits the results of the previous layer of CNN and is used as the input of the LSTM model after weighted fusion with the output of the next layer. Finally, a detailed, empirical comparison of 6 prediction methods is presented and discussed on a public dataset for evaluation. The experiments indicate that the proposed method predicts disk failure with 0.91 Precision, 0.91 Recall, 0.91 F-measure, and 0.90 MCC for 10 days prediction horizon. Thus, the proposed algorithm is an efficient algorithm for predicting HDD failure in supercomputing.

Keywords: HDD replacement, failure, CNN-LSTM, oversampling, prediction

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Authors: Sungzoon Cho, Hye Jin Lee, Sungwhan Jeon, Dongyoung Min, Sungwon Lyu

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Major public corporations worldwide use conference calls to report their quarterly earnings. These 'earnings' conference calls allow for questions from stock analysts. We investigated if it is possible to identify sentiment from the call script and use it to predict stock price movement. We analyzed call scripts from six companies, two each from Korea, China and Indonesia during six years 2011Q1 – 2017Q2. Random forest with Frequency-based sentiment scores using Loughran MacDonald Dictionary did better than control model with only financial indicators. When the stock prices went up 20 days from earnings release, our model predicted correctly 77% of time. When the model predicted 'up,' actual stock prices went up 65% of time. This preliminary result encourages us to investigate advanced sentiment scoring methodologies such as topic modeling, auto-encoder, and word2vec variants.

Keywords: earnings call script, random forest, sentiment analysis, stock price prediction

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Authors: David Percy

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Landslides are a geologic phenomenon that affects a large number of inhabited places and are constantly being monitored and studied for the prediction of future occurrences. Reconstructability analysis (RA) is a methodology for extracting informative models from large volumes of data that work exclusively with discrete data. While RA has been used in medical applications and social science extensively, we are introducing it to the spatial sciences through applications like landslide prediction. Since RA works exclusively with discrete data, such as soil classification or bedrock type, working with continuous data, such as porosity, requires that these data are binned for inclusion in the model. RA constructs models of the data which pick out the most informative elements, independent variables (IVs), from each layer that predict the dependent variable (DV), landslide occurrence. Each layer included in the model retains its classification data as a primary encoding of the data. Unlike other machine learning algorithms that force the data into one-hot encoding type of schemes, RA works directly with the data as it is encoded, with the exception of continuous data, which must be binned. The usual physical and derived layers are included in the model, and testing our results against other published methodologies, such as neural networks, yields accuracy that is similar but with the advantage of a completely transparent model. The results of an RA session with a data set are a report on every combination of variables and their probability of landslide events occurring. In this way, every combination of informative state combinations can be examined.

Keywords: reconstructability analysis, machine learning, landslides, raster analysis

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Authors: Anders Troedsson

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For us humans, risk and insecurity are intimately linked to vulnerabilities - where there is vulnerability, there is potentially risk and insecurity. Reducing vulnerability through compensatory measures means decreasing the likelihood of a certain external event be qualified as a risk/threat/assault, and thus also means increasing the individual’s sense of security. The paper suggests that a meaningful way to approach the study of risk/ insecurity is to organize thinking about the vulnerabilities that external phenomena evoke in humans as perceived by them. Such phenomena are, through a set of given vulnerabilities, potentially translated into perceptions of "insecurity." An ontological discussion about salient timespace characteristics of external phenomena as perceived by humans, including such which potentially can be qualified as risk/threat/assault, leads to the positing of two dimensions which are central for describing what in the paper is called the essence of risk/threat/assault. As is argued, such modeling helps analysis steer free of the subjective factor which is intimately connected to human perception and which mediates between phenomena “out there” potentially identified as risk/threat/assault, and their translation into an experience of security or insecurity. A proposed set of universally given vulnerabilities are scrutinized with the help of the two dimensions, resulting in a modeling effort featuring four realms of vulnerabilities which together represent a dynamic whole. This model in turn informs modeling on human security.

Keywords: human vulnerabilities, human security, immediate-inert, material-immaterial, timespace

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Authors: Dariush Jafari, S. Mostafa Nowee

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In this study a ternary system containing sodium chloride as solute, water as primary solvent and ethanol as the antisolvent was considered to investigate the application of artificial neural network (ANN) in prediction of sodium solubility in the mixture of water as the solvent and ethanol as the antisolvent. The system was previously studied using by Extended UNIQUAC model by the authors of this study. The comparison between the results of the two models shows an excellent agreement between them (R2=0.99), and also approves the capability of ANN to predict the thermodynamic behavior of ternary electrolyte systems which are difficult to model.

Keywords: thermodynamic modeling, ANN, solubility, ternary electrolyte system

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Authors: Shayla He

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Background and Purpose: According to Chamie (2017), it’s estimated that no less than 150 million people, or about 2 percent of the world’s population, are homeless. The homeless population in the United States has grown rapidly in the past four decades. In New York City, the sheltered homeless population has increased from 12,830 in 1983 to 62,679 in 2020. Knowing the trend on the homeless population is crucial at helping the states and the cities make affordable housing plans, and other community service plans ahead of time to better prepare for the situation. This study utilized the data from New York City, examined the key factors associated with the homelessness, and developed systematic modeling to predict homeless populations of the future. Using the best model developed, named HP-RNN, an analysis on the homeless population change during the months of 2020 and 2021, which were impacted by the COVID-19 pandemic, was conducted. Moreover, HP-RNN was tested on the data from Seattle. Methods: The methodology involves four phases in developing robust prediction methods. Phase 1 gathered and analyzed raw data of homeless population and demographic conditions from five urban centers. Phase 2 identified the key factors that contribute to the rate of homelessness. In Phase 3, three models were built using Linear Regression, Random Forest, and Recurrent Neural Network (RNN), respectively, to predict the future trend of society's homeless population. Each model was trained and tuned based on the dataset from New York City for its accuracy measured by Mean Squared Error (MSE). In Phase 4, the final phase, the best model from Phase 3 was evaluated using the data from Seattle that was not part of the model training and tuning process in Phase 3. Results: Compared to the Linear Regression based model used by HUD et al (2019), HP-RNN significantly improved the prediction metrics of Coefficient of Determination (R2) from -11.73 to 0.88 and MSE by 99%. HP-RNN was then validated on the data from Seattle, WA, which showed a peak %error of 14.5% between the actual and the predicted count. Finally, the modeling results were collected to predict the trend during the COVID-19 pandemic. It shows a good correlation between the actual and the predicted homeless population, with the peak %error less than 8.6%. Conclusions and Implications: This work is the first work to apply RNN to model the time series of the homeless related data. The Model shows a close correlation between the actual and the predicted homeless population. There are two major implications of this result. First, the model can be used to predict the homeless population for the next several years, and the prediction can help the states and the cities plan ahead on affordable housing allocation and other community service to better prepare for the future. Moreover, this prediction can serve as a reference to policy makers and legislators as they seek to make changes that may impact the factors closely associated with the future homeless population trend.

Keywords: homeless, prediction, model, RNN

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Authors: Faiz N. K. Yusufi, Aquil Ahmed, Jamal Ahmad

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Diabetes in India is growing at an alarming rate and the complications caused by it need to be controlled. Coronary heart disease (CHD) is one of the complications that will be discussed for prediction in this study. India has the second most number of diabetes patients in the world. To the best of our knowledge, there is no CHD risk score for Indian type 2 diabetes patients. Any form of CHD has been taken as the event of interest. A sample of 750 was determined and randomly collected from the Rajiv Gandhi Centre for Diabetes and Endocrinology, J.N.M.C., A.M.U., Aligarh, India. Collected variables include patients data such as sex, age, height, weight, body mass index (BMI), blood sugar fasting (BSF), post prandial sugar (PP), glycosylated haemoglobin (HbA1c), diastolic blood pressure (DBP), systolic blood pressure (SBP), smoking, alcohol habits, total cholesterol (TC), triglycerides (TG), high density lipoprotein (HDL), low density lipoprotein (LDL), very low density lipoprotein (VLDL), physical activity, duration of diabetes, diet control, history of antihypertensive drug treatment, family history of diabetes, waist circumference, hip circumference, medications, central obesity and history of CHD. Predictive risk scores of CHD events are designed by cox proportional hazard regression. Model calibration and discrimination is assessed from Hosmer Lemeshow and area under receiver operating characteristic (ROC) curve. Overfitting and underfitting of the model is checked by applying regularization techniques and best method is selected between ridge, lasso and elastic net regression. Youden’s index is used to choose the optimal cut off point from the scores. Five year probability of CHD is predicted by both survival function and Markov chain two state model and the better technique is concluded. The risk scores for CHD developed can be calculated by doctors and patients for self-control of diabetes. Furthermore, the five-year probabilities can be implemented as well to forecast and maintain the condition of patients.

Keywords: coronary heart disease, cox proportional hazard regression, ROC curve, type 2 diabetes Mellitus

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Authors: Piotr A. Kowalski, Kasper Sapala, Wiktor Warchalowski

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PM10 is a suspended dust that primarily has a negative effect on the respiratory system. PM10 is responsible for attacks of coughing and wheezing, asthma or acute, violent bronchitis. Indirectly, PM10 also negatively affects the rest of the body, including increasing the risk of heart attack and stroke. Unfortunately, Poland is a country that cannot boast of good air quality, in particular, due to large PM concentration levels. Therefore, based on the dense network of Airly sensors, it was decided to deal with the problem of prediction of suspended particulate matter concentration. Due to the very complicated nature of this issue, the Machine Learning approach was used. For this purpose, Convolution Neural Network (CNN) neural networks have been adopted, these currently being the leading information processing methods in the field of computational intelligence. The aim of this research is to show the influence of particular CNN network parameters on the quality of the obtained forecast. The forecast itself is made on the basis of parameters measured by Airly sensors and is carried out for the subsequent day, hour after hour. The evaluation of learning process for the investigated models was mostly based upon the mean square error criterion; however, during the model validation, a number of other methods of quantitative evaluation were taken into account. The presented model of pollution prediction has been verified by way of real weather and air pollution data taken from the Airly sensor network. The dense and distributed network of Airly measurement devices enables access to current and archival data on air pollution, temperature, suspended particulate matter PM1.0, PM2.5, and PM10, CAQI levels, as well as atmospheric pressure and air humidity. In this investigation, PM2.5, and PM10, temperature and wind information, as well as external forecasts of temperature and wind for next 24h served as inputted data. Due to the specificity of the CNN type network, this data is transformed into tensors and then processed. This network consists of an input layer, an output layer, and many hidden layers. In the hidden layers, convolutional and pooling operations are performed. The output of this system is a vector containing 24 elements that contain prediction of PM10 concentration for the upcoming 24 hour period. Over 1000 models based on CNN methodology were tested during the study. During the research, several were selected out that give the best results, and then a comparison was made with the other models based on linear regression. The numerical tests carried out fully confirmed the positive properties of the presented method. These were carried out using real ‘big’ data. Models based on the CNN technique allow prediction of PM10 dust concentration with a much smaller mean square error than currently used methods based on linear regression. What's more, the use of neural networks increased Pearson's correlation coefficient (R²) by about 5 percent compared to the linear model. During the simulation, the R² coefficient was 0.92, 0.76, 0.75, 0.73, and 0.73 for 1st, 6th, 12th, 18th, and 24th hour of prediction respectively.

Keywords: air pollution prediction (forecasting), machine learning, regression task, convolution neural networks

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Authors: Senol Dogan, Gunay Karli

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Identification of relevant publications based on a Medline query is time-consuming and error-prone. An all based process has the potential to solve this problem without any manual work. To the best of our knowledge, our study is the first to investigate the ability of machine learning to identify relevant articles accurately. 5 different machine learning algorithms were tested using 23 predictors based on several metadata fields attached to publications. We find that the Boosted model is the best-performing algorithm and its overall accuracy is 96%. In addition, specificity and sensitivity of the algorithm is 97 and 93%, respectively. As a result of the work, we understood that we can apply the same procedure to understand cancer gene expression big data.

Keywords: prediction of publications, machine learning, algorithms, bariatric surgery, comparison of algorithms, boosted, tree, logistic regression, ANN model

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Authors: Wencong Lu, Abdul Latif, Raza Ullah, Subhan Ullah

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Agricultural production is subject to risk and the attitudes of producers toward risk, in turn, may be affected by certain socioeconomic characteristics of producers. Although, it is important to assess the risk attitude of farmers and their perception towards different calamitous risk sources for better understanding of their risk management adoption decisions, to the best of our knowledge no studies have been carried out to analyze the risk attitude and risk perceptions in the context of tobacco production in Pakistan. Therefore the study in hand is conducted with an attempt to overcome the gap in existing literature by analyzing different catastrophic risk sources faced by tobacco growers, their attitude towards risk and the effect of socioeconomic and demographic characteristics, farmers’ participation in contract farming and off-farm diversification on their risk attitude and risk perception. Around 78% of Pakistan’s entire tobacco crop and nearly all of the country’s Flue-Cured Virginia (FCV) tobacco is produced in Khyber Pakhtunkhwa (KPK) province alone. The yield/hectare of tobacco produced in KPK province is 14% higher than the global average and 22 % higher than national average. Khyber Pakhtunkhwa province was selected as main study area as nearly all of the country’s Flue-Cured Virginia (FCV) tobacco is produced in Khyber Pakhtunkhwa (KPK) province alone. Six districts were purposely selected based on their contribution in overall production for the last five years which accounts for more than 94.84% of the tobacco production in KPK province. Specific objectives taken into considerations for this study are the risk attitude of the farmers for growing FCV tobacco crop, farmers’ risk perception for different risk sources related to tobacco production (as far as the incidence and severity of each risk source is concerned) and the effect of socioeconomic characteristics, contract farming participation and off-farm diversification (income) on the risk attitude and risk perception of FCV tobacco growers.

Keywords: risk attitude, risk perception, contract farming, off-farm diversification, probit model

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Authors: Seyed Esmail Seyedi Bariran, Khairul Salleh Mohamed Sahari

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In multi-echelon supply chain networks, optimal supplier selection significantly depends on the accuracy of suppliers’ performance prediction. Different methods of multi criteria decision making such as ANN, GA, Fuzzy, AHP, etc have been previously used to predict the supplier performance but the “black-box” characteristic of these methods is yet a major concern to be resolved. Therefore, the primary objective in this paper is to implement an artificial intelligence-based gene expression programming (GEP) model to compare the prediction accuracy with that of ANN. A full factorial design with %95 confidence interval is initially applied to determine the appropriate set of criteria for supplier performance evaluation. A test-train approach is then utilized for the ANN and GEP exclusively. The training results are used to find the optimal network architecture and the testing data will determine the prediction accuracy of each method based on measures of root mean square error (RMSE) and correlation coefficient (R2). The results of a case study conducted in Supplying Automotive Parts Co. (SAPCO) with more than 100 local and foreign supply chain members revealed that, in comparison with ANN, gene expression programming has a significant preference in predicting supplier performance by referring to the respective RMSE and R-squared values. Moreover, using GEP, a mathematical function was also derived to solve the issue of ANN black-box structure in modeling the performance prediction.

Keywords: Supplier Performance Prediction, ANN, GEP, Automotive, SAPCO

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Authors: Adelakun O. Johnson

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The quest to mitigate the probable adverse effects of geopolitical risk on FDI inflows tends to result in more frequent changes in economic policies and, as a result, heightened policy uncertainty. In this regard, we extend the literature on the dynamics of FDI inflows to include the hypothesis of the possibility of geopolitical risk escalating the adverse effects of economic policy uncertainty on FDI inflows. To test the robustness of this hypothesis, we use the cases of different economic groups characterized by different levels of economic development and varying degrees of FDI confidence. Employing an ARDL-based dynamic panel data model that accounts for both non-stationarity and heterogeneity effects, we show result that suggests GPR and EPU retard the inflows of FDI in both economies but mainly in the short-run situation. In the long run, however, higher EPU not attributed to GPR is likely to boost the inflows of FDI rather than retarding, at least in the case of the G7 economy.

Keywords: FDI inflows, geopolitical risk, economic policy uncertainty, panel ARDL model

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Authors: Yusuf S. Dambatta, Ahmed A. D. Sarhan

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Fused deposition modelling (FDM) is one of the most prominent rapid prototyping (RP) technologies which is being used to efficiently fabricate CAD 3D geometric models. However, the process is coupled with many drawbacks, of which the surface quality of the manufactured RP parts is among. Hence, studies relating to improving the surface roughness have been a key issue in the field of RP research. In this work, a technique of modelling the surface roughness in FDM is presented. Using experimentally measured surface roughness response of the FDM parts, an ANFIS prediction model was developed to obtain the surface roughness in the FDM parts using the main critical process parameters that affects the surface quality. The ANFIS model was validated and compared with experimental test results.

Keywords: surface roughness, fused deposition modelling (FDM), adaptive neuro fuzzy inference system (ANFIS), orientation

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Authors: Ines Gasmi, Salima Smiti, Makram Soui, Khaled Ghedira

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Credit risk is considered as one of the important issues for financial institutions. It provokes great losses for banks. To this objective, numerous methods for credit risk evaluation have been proposed. Many evaluation methods are black box models that cannot adequately reveal information hidden in the data. However, several works have focused on building transparent rules-based models. For credit risk assessment, generated rules must be not only highly accurate, but also highly interpretable. In this paper, we aim to build both, an accurate and transparent credit risk evaluation model which proposes a set of classification rules. In fact, we consider the credit risk evaluation as an optimization problem which uses a genetic programming (GP) algorithm, where the goal is to maximize the accuracy of generated rules. We evaluate our proposed approach on the base of German and Australian credit datasets. We compared our finding with some existing works; the result shows that the proposed GP outperforms the other models.

Keywords: credit risk assessment, rule generation, genetic programming, feature selection

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Authors: Yas Barzegaar, Atrin Barzegar

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The aim of this research is to develop an intelligent system to analyze the risk level of wheat flour product manufacturing system. The model consists of five Fuzzy Inference Systems in two different layers to analyse the risk of a wheat flour product manufacturing system. The first layer of the model consists of four Fuzzy Inference Systems with three criteria. The output of each one of the Physical, Chemical, Biological and Environmental Failures will be the input of the final manufacturing systems. The proposed model based on Mamdani Fuzzy Inference Systems gives a performance ranking of wheat flour products manufacturing systems. The first step is obtaining data to identify the failure modes from expert’s opinions. The second step is the fuzzification process to convert crisp input to a fuzzy set., then the IF-then fuzzy rule applied through inference engine, and in the final step, the defuzzification process is applied to convert the fuzzy output into real numbers.

Keywords: failure modes, fuzzy rules, fuzzy inference system, risk assessment

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Authors: Ya-Fen Lee, Yun-Yao Chi

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The study aims to explore the relationship between risk perceptions of rockfall and revisit intention using a Structural Equation Modelling (SEM) analysis. A total of 573 valid questionnaires are collected from travelers to Taroko National Park, Taiwan. The findings show the majority of travellers have the medium perception of rockfall risk, and are willing to revisit the Taroko National Park. The revisit intention to Taroko National Park is influenced by hazardous preferences, willingness-to-pay, obstruction and attraction. The risk perception has an indirect effect on revisit intention through influencing willingness-to-pay. The study results can be a reference for mitigation the rockfall disaster.

Keywords: risk perception, rockfall, revisit intention, structural equation modelling

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Authors: Ejaz Ahmed, Huang Yong

Abstract:

The operation of aero engines has a critical importance in the vicinity of lean blowout (LBO) limits. Lefebvre’s model of LBO based on empirical correlation has been extended to flame volume concept by the authors. The flame volume takes into account the effects of geometric configuration, the complex spatial interaction of mixing, turbulence, heat transfer and combustion processes inside the gas turbine combustion chamber. For these reasons, flame volume based LBO predictions are more accurate. Although LBO prediction accuracy has improved, it poses a challenge associated with Vf estimation in real gas turbine combustors. This work extends the approach of flame volume prediction previously based on fuel iterative approximation with cold flow simulations to reactive flow simulations. Flame volume for 11 combustor configurations has been simulated and validated against experimental data. To make prediction methodology robust as required in the preliminary design stage, reactive flow simulations were carried out with the combination of probability density function (PDF) and discrete phase model (DPM) in FLUENT 15.0. The criterion for flame identification was defined. Two important parameters i.e. critical injection diameter (Dp,crit) and critical temperature (Tcrit) were identified, and their influence on reactive flow simulation was studied for Vf estimation. Obtained results exhibit ±15% error in Vf estimation with experimental data.

Keywords: CFD, combustion, gas turbine combustor, lean blowout

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Authors: Tengqin Han

Abstract:

Delinquency has been a crucial factor in economics throughout the years. Commonly seen in credit card and mortgage, it played one of the crucial roles in causing the most recent financial crisis in 2008. In each case, a delinquency is a sign of the loaner being unable to pay off the debt, and thus may cause a lost of property in the end. Individually, one case of delinquency seems unimportant compared to the entire credit system. China, as an emerging economic entity, the national strength and economic strength has grown rapidly, and the gross domestic product (GDP) growth rate has remained as high as 8% in the past decades. However, potential risks exist behind the appearance of prosperity. Among the risks, the credit system is the most significant one. Due to long term and a large amount of balance of the mortgage, it is critical to monitor the risk during the performance period. In this project, about 300,000 mortgage account data are analyzed in order to develop a predictive model to predict the probability of delinquency. Through univariate analysis, the data is cleaned up, and through bivariate analysis, the variables with strong predictive power are detected. The project is divided into two parts. In the first part, the analysis data of 2005 are split into 2 parts, 60% for model development, and 40% for in-time model validation. The KS of model development is 31, and the KS for in-time validation is 31, indicating the model is stable. In addition, the model is further validation by out-of-time validation, which uses 40% of 2006 data, and KS is 33. This indicates the model is still stable and robust. In the second part, the model is improved by the addition of macroeconomic economic indexes, including GDP, consumer price index, unemployment rate, inflation rate, etc. The data of 2005 to 2010 is used for model development and validation. Compared with the base model (without microeconomic variables), KS is increased from 41 to 44, indicating that the macroeconomic variables can be used to improve the separation power of the model, and make the prediction more accurate.

Keywords: delinquency, mortgage, model development, model validation

Procedia PDF Downloads 219

Authors: Sumit Sen, Sohan Khedekar, Umang Shinde, Shivam Bhargava

Abstract:

This study has been undertaken to investigate whether the deep learning models are able to predict the future stock prices by training the model with the historical stock price data. Since this work required time series analysis, various models are present today to perform time series analysis such as Recurrent Neural Network LSTM, ARIMA and Facebook Prophet. Applying these models the movement of stock price of stocks are predicted and also tried to provide the future prediction of the stock price of a stock. Final product will be a stock price prediction web application that is developed for providing the user the ease of analysis of the stocks and will also provide the predicted stock price for the next seven days.

Keywords: Autoregressive Integrated Moving Average, Deep Learning, Long Short Term Memory, Time-series

Procedia PDF Downloads 135

Authors: Aasheesh Raturi, Vimal Kothiyal, P. D. Semalty

Abstract:

We studied mechanical properties of Eucalyptus tereticornis using FT-NIR spectroscopy. Firstly, spectra were pre-processed to eliminate useless information. Then, prediction model was constructed by partial least squares regression. To study the influence of pre-processing on prediction of mechanical properties for NIR analysis of wood samples, we applied various pretreatment methods like straight line subtraction, constant offset elimination, vector-normalization, min-max normalization, multiple scattering. Correction, first derivative, second derivatives and their combination with other treatment such as First derivative + straight line subtraction, First derivative+ vector normalization and First derivative+ multiplicative scattering correction. The data processing methods in combination of preprocessing with different NIR regions, RMSECV, RMSEP and optimum factors/rank were obtained by optimization process of model development. More than 350 combinations were obtained during optimization process. More than one pre-processing method gave good calibration/cross-validation and prediction/test models, but only the best calibration/cross-validation and prediction/test models are reported here. The results show that one can safely use NIR region between 4000 to 7500 cm-1 with straight line subtraction, constant offset elimination, first derivative and second derivative preprocessing method which were found to be most appropriate for models development.

Keywords: FT-NIR, mechanical properties, pre-processing, PLS

Procedia PDF Downloads 347