Search results for: dynamic panel models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10847

Search results for: dynamic panel models

10487 Experimental Study of the Fan Electric Drive Based on a Two-Speed Motor in Dynamic Modes

Authors: Makhsud Bobojanov, Dauletbek Rismukhamedov, Furkat Tuychiev, Khusniddin Shamsutdionov

Abstract:

The article presents the results of experimental study of a two-speed asynchronous motor 4A80B6/4U3 with pole-changing winding on a fan drive VSUN 160x74-0.55-4 in static and dynamic modes. A prototype of a pole-changing Motor was made based on the results of the calculation and the performance and mechanical characteristics of the Motor were removed at the experimental stand, as well as useful capacities and other parameters from both poles were determined. In dynamic mode, the curves of changes of torque and current of the stator were removed by direct start, constant speed operation, by switching of speeds and stopping.

Keywords: two speed motor, pole-changing motor, electric drive of fan, dynamic modes

Procedia PDF Downloads 135
10486 Dynamic Comovements between Exchange Rates, Stock Prices and Oil Prices: Evidence from Developed and Emerging Latin American Markets

Authors: Nini Johana Marin Rodriguez

Abstract:

This paper applies DCC, EWMA and OGARCH models to compare the dynamic correlations between exchange rates, oil prices, exchange rates and stock markets to examine the time-varying conditional correlations to the daily oil prices and index returns in relation to the US dollar/local currency for developed (Canada and Mexico) and emerging Latin American markets (Brazil, Chile, Colombia and Peru). Changes in correlation interactions are indicative of structural changes in market linkages with implications to contagion and interdependence. For each pair of stock price-exchange rate and oil price-US dollar/local currency, empirical evidence confirms of a strengthening negative correlation in the last decade. Methodologies suggest only two events have significatively impact in the countries analyzed: global financial crisis and Europe crisis, both events are associated with shifts of correlations to stronger negative level for most of the pairs analyzed. While, the first event has a shifting effect on mainly emerging members, the latter affects developed members. The identification of these relationships provides benefits in risk diversification and inflation targeting.

Keywords: crude oil, dynamic conditional correlation, exchange rates, interdependence, stock prices

Procedia PDF Downloads 307
10485 Understanding the Role of Gas Hydrate Morphology on the Producibility of a Hydrate-Bearing Reservoir

Authors: David Lall, Vikram Vishal, P. G. Ranjith

Abstract:

Numerical modeling of gas production from hydrate-bearing reservoirs requires the solution of various thermal, hydrological, chemical, and mechanical phenomena in a coupled manner. Among the various reservoir properties that influence gas production estimates, the distribution of permeability across the domain is one of the most crucial parameters since it determines both heat transfer and mass transfer. The aspect of permeability in hydrate-bearing reservoirs is particularly complex compared to conventional reservoirs since it depends on the saturation of gas hydrates and hence, is dynamic during production. The dependence of permeability on hydrate saturation is mathematically represented using permeability-reduction models, which are specific to the expected morphology of hydrate accumulations (such as grain-coating or pore-filling hydrates). In this study, we demonstrate the impact of various permeability-reduction models, and consequently, different morphologies of hydrate deposits on the estimates of gas production using depressurization at the reservoir scale. We observe significant differences in produced water volumes and cumulative mass of produced gas between the models, thereby highlighting the uncertainty in production behavior arising from the ambiguity in the prevalent gas hydrate morphology.

Keywords: gas hydrate morphology, multi-scale modeling, THMC, fluid flow in porous media

Procedia PDF Downloads 220
10484 Employer Brand Image and Employee Engagement: An Exploratory Study in Britain

Authors: Melisa Mete, Gary Davies, Susan Whelan

Abstract:

Maintaining a good employer brand image is crucial for companies since it has numerous advantages such as better recruitment, retention and employee engagement, and commitment. This study aims to understand the relationship between employer brand image and employee satisfaction and engagement in the British context. A panel survey data (N=228) is tested via the regression models from the Hayes (2012) PROCESS macro, in IBM SPSS 23.0. The results are statistically significant and proves that the more positive employer brand image, the greater employee’ engagement and satisfaction, and the greater is employee satisfaction, the greater their engagement.

Keywords: employer brand, employer brand image, employee engagement, employee satisfaction

Procedia PDF Downloads 337
10483 Applying Genetic Algorithm in Exchange Rate Models Determination

Authors: Mehdi Rostamzadeh

Abstract:

Genetic Algorithms (GAs) are an adaptive heuristic search algorithm premised on the evolutionary ideas of natural selection and genetic. In this study, we apply GAs for fundamental and technical models of exchange rate determination in exchange rate market. In this framework, we estimated absolute and relative purchasing power parity, Mundell-Fleming, sticky and flexible prices (monetary models), equilibrium exchange rate and portfolio balance model as fundamental models and Auto Regressive (AR), Moving Average (MA), Auto-Regressive with Moving Average (ARMA) and Mean Reversion (MR) as technical models for Iranian Rial against European Union’s Euro using monthly data from January 1992 to December 2014. Then, we put these models into the genetic algorithm system for measuring their optimal weight for each model. These optimal weights have been measured according to four criteria i.e. R-Squared (R2), mean square error (MSE), mean absolute percentage error (MAPE) and root mean square error (RMSE).Based on obtained Results, it seems that for explaining of Iranian Rial against EU Euro exchange rate behavior, fundamental models are better than technical models.

Keywords: exchange rate, genetic algorithm, fundamental models, technical models

Procedia PDF Downloads 273
10482 Design and Implementation of DC-DC Converter with Inc-Cond Algorithm

Authors: Mustafa Engin Başoğlu, Bekir Çakır

Abstract:

The most important component affecting the efficiency of photovoltaic power systems are solar panels. Efficiency of these systems are significantly affected because of being low efficiency of solar panel. Therefore, solar panels should be operated under maximum power point conditions through a power converter. In this study, design boost converter with maximum power point tracking (MPPT) operation has been designed and performed with Incremental Conductance (Inc-Cond) algorithm by using direct duty control. Furthermore, it is shown that performance of boost converter with MPPT operation fails under low load resistance connection.

Keywords: boost converter, incremental conductance (Inc-Cond), MPPT, solar panel

Procedia PDF Downloads 1046
10481 Use of Predictive Food Microbiology to Determine the Shelf-Life of Foods

Authors: Fatih Tarlak

Abstract:

Predictive microbiology can be considered as an important field in food microbiology in which it uses predictive models to describe the microbial growth in different food products. Predictive models estimate the growth of microorganisms quickly, efficiently, and in a cost-effective way as compared to traditional methods of enumeration, which are long-lasting, expensive, and time-consuming. The mathematical models used in predictive microbiology are mainly categorised as primary and secondary models. The primary models are the mathematical equations that define the growth data as a function of time under a constant environmental condition. The secondary models describe the effects of environmental factors, such as temperature, pH, and water activity (aw) on the parameters of the primary models, including the maximum specific growth rate and lag phase duration, which are the most critical growth kinetic parameters. The combination of primary and secondary models provides valuable information to set limits for the quantitative detection of the microbial spoilage and assess product shelf-life.

Keywords: shelf-life, growth model, predictive microbiology, simulation

Procedia PDF Downloads 211
10480 Financial Regulations and Insolvency Risk: Empirical Evidence from Commercial Banks of Pakistan

Authors: Shumaila Zeb

Abstract:

The proposed study aims to investigate insolvency risk of commercial banks of Pakistan. Furthermore, it empirically estimates the effect of already implemented financial regulations on the insolvency risk of banks. To carry out the empirical analysis, a balanced bank-level panel data covering the period 2008-2016 is used. The Z-score is used for calculating the insolvency risk of each bank. The panel regression is used to investigate the relationship between financial regulations and insolvency risk of banks. The empirics reveal that the financial regulations enforced by State Bank of Pakistan have significant impacts on the insolvency risk of banks. The results further indicate that loan ratio and reserve ratio are positively and significantly related to the insolvency risk of banks.

Keywords: insolvency risk, Z-score, financial regulations, banks

Procedia PDF Downloads 198
10479 A Thermodynamic Solution for the Static and Dynamic Characteristics of a Two-Lobe Journal Bearing

Authors: B. Chetti, W. A. Crosby

Abstract:

The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: two-lobe bearing, thermal effect, static, dynamic characteristics

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10478 Grid Tied Photovoltaic Power on School Roof

Authors: Yeong-cheng Wang, Jin-Yinn Wang, Ming-Shan Lin, Jian-Li Dong

Abstract:

To universalize the adoption of sustainable energy, the R.O.C. government encourages public buildings to introduce the PV power station on the building roof, whereas most old buildings did not include the considerations of photovoltaic (PV) power facilities in the design phase. Several factors affect the PV electricity output, the temperature is the key one, different PV technologies have different temperature coefficients. Other factors like PV panel azimuth, panel inclination from the horizontal plane, and row to row distance of PV arrays, mix up at the beginning of system design. The goal of this work is to maximize the annual energy output of a roof mount PV system. Tables to simplify the design work are developed; the results can be used for engineering project quote directly.

Keywords: optimal inclination, array azimuth, annual output

Procedia PDF Downloads 677
10477 Dynamic Wind Effects in Tall Buildings: A Comparative Study of Synthetic Wind and Brazilian Wind Standard

Authors: Byl Farney Cunha Junior

Abstract:

In this work the dynamic three-dimensional analysis of a 47-story building located in Goiania city when subjected to wind loads generated using both the Wind Brazilian code, NBR6123 (ABNT, 1988) and the Synthetic-Wind method is realized. To model the frames three different methodologies are used: the shear building model and both bi and three-dimensional finite element models. To start the analysis, a plane frame is initially studied to validate the shear building model and, in order to compare the results of natural frequencies and displacements at the top of the structure the same plane frame was modeled using the finite element method through the SAP2000 V10 software. The same steps were applied to an idealized 20-story spacial frame that helps in the presentation of the stiffness correction process applied to columns. Based on these models the two methods used to generate the Wind loads are presented: a discrete model proposed in the Wind Brazilian code, NBR6123 (ABNT, 1988) and the Synthetic-Wind method. The method uses the Davenport spectrum which is divided into a variety of frequencies to generate the temporal series of loads. Finally, the 47- story building was analyzed using both the three-dimensional finite element method through the SAP2000 V10 software and the shear building model. The models were loaded with Wind load generated by the Wind code NBR6123 (ABNT, 1988) and by the Synthetic-Wind method considering different wind directions. The displacements and internal forces in columns and beams were compared and a comparative study considering a situation of a full elevated reservoir is realized. As can be observed the displacements obtained by the SAP2000 V10 model are greater when loaded with NBR6123 (ABNT, 1988) wind load related to the permanent phase of the structure’s response.

Keywords: finite element method, synthetic wind, tall buildings, shear building

Procedia PDF Downloads 273
10476 Dynamic Behaviors of a Floating Bridge with Mooring Lines under Wind and Wave Excitations

Authors: Chungkuk Jin, Moohyun Kim, Woo Chul Chung

Abstract:

This paper presents global performance and dynamic behaviors of a discrete-pontoon-type floating bridge with mooring lines in time domain under wind and wave excitations. The structure is designed for long-distance and deep-water crossing and consists of the girder, columns, pontoons, and mooring lines. Their functionality and behaviors are investigated by using elastic-floater/mooring fully-coupled dynamic simulation computer program. Dynamic wind, first- and second-order wave forces, and current loads are considered as environmental loads. Girder’s dynamic responses and mooring tensions are analyzed under different analysis methods and environmental conditions. Girder’s lateral responses are highly influenced by the second-order wave and wind loads while the first-order wave load mainly influences its vertical responses.

Keywords: floating bridge, mooring line, pontoon, wave excitation

Procedia PDF Downloads 129
10475 Medical Images Enhancement Using New Dynamic Band Pass Filter

Authors: Abdellatif Baba

Abstract:

In order to facilitate medical images analysis by improving their quality and readability, we present in this paper a new dynamic band pass filter as a general and suitable operator for different types of medical images. Our objective is to enrich the details of any treated medical image to make it sufficiently clear enough to give an understood and simplified meaning even for unspecialized people in the medical domain.

Keywords: medical image enhancement, dynamic band pass filter, analysis improvement

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10474 Numerical Solution to Coupled Heat and Moisture Diffusion in Bio-Sourced Composite Materials

Authors: Mnasri Faiza, El Ganaoui Mohammed, Khelifa Mourad, Gabsi Slimane

Abstract:

The main objective of this paper is to describe the hydrothermal behavior through porous material of construction due to temperature gradient. The construction proposed a bi-layer structure which composed of two different materials. The first is a bio-sourced panel named IBS-AKU (inertia system building), the second is the Neopor material. This system (IBS-AKU Neopor) is developed by a Belgium company (Isohabitat). The study suggests a multi-layer structure of the IBS-AKU panel in one dimension. A numerical method was proposed afterwards, by using the finite element method and a refined mesh area to strong gradients. The evolution of temperature fields and the moisture content has been processed.

Keywords: heat transfer, moisture diffusion, porous media, composite IBS-AKU, simulation

Procedia PDF Downloads 506
10473 Evaluation of Coupled CFD-FEA Simulation for Fire Determination

Authors: Daniel Martin Fellows, Sean P. Walton, Jennifer Thompson, Oubay Hassan, Ella Quigley, Kevin Tinkham

Abstract:

Fire performance is a crucial aspect to consider when designing cladding products, and testing this performance is extremely expensive. Appropriate use of numerical simulation of fire performance has the potential to reduce the total number of fire tests required when designing a product by eliminating poor-performing design ideas early in the design phase. Due to the complexity of fire and the large spectrum of failures it can cause, multi-disciplinary models are needed to capture the complex fire behavior and its structural effects on its surroundings. Working alongside Tata Steel U.K., the authors have focused on completing a coupled CFD-FEA simulation model suited to test Polyisocyanurate (PIR) based sandwich panel products to gain confidence before costly experimental standards testing. The sandwich panels are part of a thermally insulating façade system primarily for large non-domestic buildings. The work presented in this paper compares two coupling methodologies of a replicated physical experimental standards test LPS 1181-1, carried out by Tata Steel U.K. The two coupling methodologies that are considered within this research are; one-way and two-way. A one-way coupled analysis consists of importing thermal data from the CFD solver into the FEA solver. A two-way coupling analysis consists of continuously importing the updated changes in thermal data, due to the fire's behavior, to the FEA solver throughout the simulation. Likewise, the mechanical changes will also be updated back to the CFD solver to include geometric changes within the solution. For CFD calculations, a solver called Fire Dynamic Simulator (FDS) has been chosen due to its adapted numerical scheme to focus solely on fire problems. Validation of FDS applicability has been achieved in past benchmark cases. In addition, an FEA solver called ABAQUS has been chosen to model the structural response to the fire due to its crushable foam plasticity model, which can accurately model the compressibility of PIR foam. An open-source code called FDS-2-ABAQUS is used to couple the two solvers together, using several python modules to complete the process, including failure checks. The coupling methodologies and experimental data acquired from Tata Steel U.K are compared using several variables. The comparison data includes; gas temperatures, surface temperatures, and mechanical deformation of the panels. Conclusions are drawn, noting improvements to be made on the current coupling open-source code FDS-2-ABAQUS to make it more applicable to Tata Steel U.K sandwich panel products. Future directions for reducing the computational cost of the simulation are also considered.

Keywords: fire engineering, numerical coupling, sandwich panels, thermo fluids

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10472 Recent Trends in Supply Chain Delivery Models

Authors: Alfred L. Guiffrida

Abstract:

A review of the literature on supply chain delivery models which use delivery windows to measure delivery performance is presented. The review herein serves to meet the following objectives: (i) provide a synthesis of previously published literature on supply chain delivery performance models, (ii) provide in one paper a consolidation of research that can serve as a single source to keep researchers up to date with the research developments in supply chain delivery models, and (iii) identify gaps in the modeling of supply chain delivery performance which could stimulate new research agendas.

Keywords: delivery performance, delivery window, supply chain delivery models, supply chain performance

Procedia PDF Downloads 421
10471 The Impact of Board Characteristics on Firm Performance: Evidence from Banking Industry in India

Authors: Manmeet Kaur, Madhu Vij

Abstract:

The Board of Directors in a firm performs the primary role of an internal control mechanism. This Study seeks to understand the relationship between internal governance and performance of banks in India. The research paper investigates the effect of board structure (proportion of nonexecutive directors, gender diversity, board size and meetings per year) on the firm performance. This paper evaluates the impact of corporate governance mechanisms on bank’s financial performance using panel data for 28 listed banks in National Stock Exchange of India for the period of 2008-2014. Returns on Asset, Return on Equity, Tobin’s Q and Net Interest Margin were used as the financial performance indicators. To estimate the relationship among governance and bank performance initially the Study uses Pooled Ordinary Least Square (OLS) Estimation and Generalized Least Square (GLS) Estimation. Then a well-developed panel Generalized Method of Moments (GMM) Estimator is developed to investigate the dynamic nature of performance and governance relationship. The Study empirically confirms that two-step system GMM approach controls the problem of unobserved heterogeneity and endogeneity as compared to the OLS and GLS approach. The result suggests that banks with small board, boards with female members, and boards that meet more frequently tend to be more efficient and subsequently have a positive impact on performance of banks. The study offers insights to policy makers interested in enhancing the quality of governance of banks in India. Also, the findings suggest that board structure plays a vital role in the improvement of corporate governance mechanism for financial institutions. There is a need to have efficient boards in banks to improve the overall health of the financial institutions and the economic development of the country.

Keywords: board of directors, corporate governance, GMM estimation, Indian banking

Procedia PDF Downloads 260
10470 Benchmarking Bert-Based Low-Resource Language: Case Uzbek NLP Models

Authors: Jamshid Qodirov, Sirojiddin Komolov, Ravilov Mirahmad, Olimjon Mirzayev

Abstract:

Nowadays, natural language processing tools play a crucial role in our daily lives, including various techniques with text processing. There are very advanced models in modern languages, such as English, Russian etc. But, in some languages, such as Uzbek, the NLP models have been developed recently. Thus, there are only a few NLP models in Uzbek language. Moreover, there is no such work that could show which Uzbek NLP model behaves in different situations and when to use them. This work tries to close this gap and compares the Uzbek NLP models existing as of the time this article was written. The authors try to compare the NLP models in two different scenarios: sentiment analysis and sentence similarity, which are the implementations of the two most common problems in the industry: classification and similarity. Another outcome from this work is two datasets for classification and sentence similarity in Uzbek language that we generated ourselves and can be useful in both industry and academia as well.

Keywords: NLP, benchmak, bert, vectorization

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10469 Experimental Investigation of Cup Anemometer under Static and Dynamic Wind Direction Changes: Evaluation of Directional Sensitivity

Authors: Vaibhav Rana, Nicholas Balaresque

Abstract:

The 3-cup anemometer is the most commonly used instrument for wind speed measurement and, consequently, for the wind resource assessment. Though the cup anemometer shows accurate measurement under quasi-static conditions, there is uncertainty in the measurement when subjected to field measurement. Sensitivity to the angle of attacks with respect to horizontal plane, dynamic response, and non-linear behavior in calibration due to friction. The presented work aimed to identify the sensitivity of anemometer to non-horizontal flow. The cup anemometer was investigated under low wind speed wind tunnel, first under the static flow direction changes and second under the dynamic direction changes, at a different angle of attacks, under the similar conditions of reference wind tunnel speeds. The cup anemometer response under both conditions was evaluated and compared. The results showed the anemometer under dynamic wind direction changes is highly sensitive compared to static conditions.

Keywords: wind energy, cup anemometer, directional sensitivity, dynamic behavior, wind tunnel

Procedia PDF Downloads 148
10468 The Impact of Diversification Strategy on Leverage and Accrual-Based Earnings Management

Authors: Safa Lazzem, Faouzi Jilani

Abstract:

The aim of this research is to investigate the impact of diversification strategy on the nature of the relationship between leverage and accrual-based earnings management through panel-estimation techniques based on a sample of 162 nonfinancial French firms indexed in CAC All-Tradable during the period from 2006 to 2012. The empirical results show that leverage increases encourage managers to manipulate earnings management. Our findings prove that the diversification strategy provides the needed context for this accounting practice to be possible in highly diversified firms. In addition, the results indicate that diversification moderates the relationship between leverage and accrual-based earnings management by changing the nature and the sign of this relationship.

Keywords: diversification, earnings management, leverage, panel-estimation techniques

Procedia PDF Downloads 150
10467 Deep Learning for Recommender System: Principles, Methods and Evaluation

Authors: Basiliyos Tilahun Betru, Charles Awono Onana, Bernabe Batchakui

Abstract:

Recommender systems have become increasingly popular in recent years, and are utilized in numerous areas. Nowadays many web services provide several information for users and recommender systems have been developed as critical element of these web applications to predict choice of preference and provide significant recommendations. With the help of the advantage of deep learning in modeling different types of data and due to the dynamic change of user preference, building a deep model can better understand users demand and further improve quality of recommendation. In this paper, deep neural network models for recommender system are evaluated. Most of deep neural network models in recommender system focus on the classical collaborative filtering user-item setting. Deep learning models demonstrated high level features of complex data can be learned instead of using metadata which can significantly improve accuracy of recommendation. Even though deep learning poses a great impact in various areas, applying the model to a recommender system have not been fully exploited and still a lot of improvements can be done both in collaborative and content-based approach while considering different contextual factors.

Keywords: big data, decision making, deep learning, recommender system

Procedia PDF Downloads 478
10466 Extent of Derivative Usage, Firm Value and Risk: An Empirical Study on Pakistan Non-Financial Firms

Authors: Atia Alam

Abstract:

Growing liberalisation and intense market competition increase firm’s risk exposure and induce corporations to use derivatives extensively as a risk management instrument, which results in decrease in firm’s risk, and increase in value. Present study contributes towards existing literature by providing an in-depth analysis regarding the effect of extent of derivative usage on firm’s risk and value by using panel data models and seemingly unrelated regression technique. New evidence is established in current literature by dividing the sample data based on firm’s Exchange Rate (ER) and Interest Rate (IR) exposure. Analysis is performed for the effect of extent of derivative usage on firm’s risk and value and its variation with respect to the ER and IR exposure. Sample data consists of 166 Pakistani firms listed on Pakistan stock exchange for the period of 2004-2010. Results show that extensive usage of derivative instruments significantly increases firm value and reduces firm’s risk. Furthermore, comprehensive analysis depicts that Pakistani corporations having higher exchange rate exposure, with respect to foreign sales, and higher interest rate exposure, on the basis of industry adjusted leverage, have higher firm value and lower risk. Findings from seemingly unrelated regression also provide robustness to results obtained through panel data analysis. Study also highlights the role of derivative usage as a risk management instrument in high and low ER and IR risk and helps practitioners in understanding how value increasing effect of extent of derivative usage varies with the intensity of firm’s risk exposure.

Keywords: extent of derivative usage, firm value, risk, Pakistan, non-financial firms

Procedia PDF Downloads 356
10465 On the Use of Analytical Performance Models to Design a High-Performance Active Queue Management Scheme

Authors: Shahram Jamali, Samira Hamed

Abstract:

One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

Procedia PDF Downloads 539
10464 Iterative Panel RC Extraction for Capacitive Touchscreen

Authors: Chae Hoon Park, Jong Kang Park, Jong Tae Kim

Abstract:

Electrical characteristics of capacitive touchscreen need to be accurately analyzed to result in better performance for multi-channel capacitance sensing. In this paper, we extracted the panel resistances and capacitances of the touchscreen by comparing measurement data and model data. By employing a lumped RC model for driver-to-receiver paths in touchscreen, we estimated resistance and capacitance values according to the physical lengths of channel paths which are proportional to the RC model. As a result, we obtained the model having 95.54% accuracy of the measurement data.

Keywords: electrical characteristics of capacitive touchscreen, iterative extraction, lumped RC model, physical lengths of channel paths

Procedia PDF Downloads 334
10463 Online Learning for Modern Business Models: Theoretical Considerations and Algorithms

Authors: Marian Sorin Ionescu, Olivia Negoita, Cosmin Dobrin

Abstract:

This scientific communication reports and discusses learning models adaptable to modern business problems and models specific to digital concepts and paradigms. In the PAC (probably approximately correct) learning model approach, in which the learning process begins by receiving a batch of learning examples, the set of learning processes is used to acquire a hypothesis, and when the learning process is fully used, this hypothesis is used in the prediction of new operational examples. For complex business models, a lot of models should be introduced and evaluated to estimate the induced results so that the totality of the results are used to develop a predictive rule, which anticipates the choice of new models. In opposition, for online learning-type processes, there is no separation between the learning (training) and predictive phase. Every time a business model is approached, a test example is considered from the beginning until the prediction of the appearance of a model considered correct from the point of view of the business decision. After choosing choice a part of the business model, the label with the logical value "true" is known. Some of the business models are used as examples of learning (training), which helps to improve the prediction mechanisms for future business models.

Keywords: machine learning, business models, convex analysis, online learning

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10462 Volatility Spillover and Hedging Effectiveness between Gold and Stock Markets: Evidence for BRICS Countries

Authors: Walid Chkili

Abstract:

This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

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10461 Investigation of Light Transmission Characteristics and CO2 Capture Potential of Microalgae Panel Bioreactors for Building Façade Applications

Authors: E. S. Umdu, Ilker Kahraman, Nurdan Yildirim, Levent Bilir

Abstract:

Algae-culture offers new applications in sustainable architecture with its continuous productive cycle, and a potential for high carbon dioxide capture. Microalgae itself has multiple functions such as carbon dioxide fixation, biomass production, oxygen generation and waste water treatment. Incorporating microalgae cultivation processes and systems to building design to utilize this potential is promising. Microalgae cultivation systems, especially closed photo bioreactors can be implemented as components in buildings. And these systems be accommodated in the façade of a building, or in other urban infrastructure in the future. Application microalgae bio-reactors of on building’s façade has the added benefit of acting as an effective insulation system, keeping out the heat of the summer and the chill of the winter. Furthermore, microalgae can give a dynamic appearance with a liquid façade that also works as an adaptive sunshade. Recently, potential of microalgae to use as a building component to reduce net energy demand in buildings becomes a popular topic and innovative design proposals and a handful of pilot applications appeared. Yet there is only a handful of examples in application and even less information on how these systems affect building energy behavior. Further studies on microalgae mostly focused on single application approach targeting either carbon dioxide utilization through biomass production or biofuel production. The main objective of this study is to investigate effects of design parameters of microalgae panel bio-reactors on light transmission characteristics and CO2 capture potential during growth of Nannochloropsis occulata sp. A maximum reduction of 18 ppm in CO2 levels of input air during the experiments with a % light transmission of 14.10, was achieved in 6 day growth cycles. Heat transfer behavior during these cycles was also inspected for possible façade applications.

Keywords: building façade, CO2 capture, light transmittance, microalgae

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10460 Human-Induced Vibration and Degree of Human Comfortability Analysis of Intersection Pedestrian Bridge

Authors: Yaowen Sheng, Jiuxian Liu

Abstract:

In order to analyze the pedestrian bridge dynamic characteristics and degree of comfortability, the finite element method and live load time history method is used to calculate the dynamic response of the bridge. The example bridge’s dynamic characteristics and degree of human comfortability need to be analyzed. The project background is a three-way intersection. The intersection has three side blocks. An intersection bridge is designed to help people cross the streets. The finite element model of the bridge is established by the Midas/Civil software, and the analysis of the model is done. The strength, stiffness, and stability checks are also completed. Apart from the static analysis of the bridge, the dynamic analysis of the bridge is also completed to avoid the problems resulted from vibrations. The results show that the pedestrian bridge has different dynamic characteristics compared to other normal bridges. The degree of human comfortability satisfies the requirements of Chinese and British specifications. The live load time history method can be used to calculate the dynamic response of the bridge.

Keywords: pedestrian bridge, steel box girder, human-induced vibration, finite element analysis, degree of human comfortability

Procedia PDF Downloads 157
10459 Integrating Dynamic Brain Connectivity and Transcriptomic Imaging in Major Depressive Disorder

Authors: Qingjin Liu, Jinpeng Niu, Kangjia Chen, Jiao Li, Huafu Chen, Wei Liao

Abstract:

Functional connectomics is essential in cognitive science and neuropsychiatry, offering insights into the brain's complex network structures and dynamic interactions. Although neuroimaging has uncovered functional connectivity issues in Major Depressive Disorder (MDD) patients, the dynamic shifts in connectome topology and their link to gene expression are yet to be fully understood. To explore the differences in dynamic connectome topology between MDD patients and healthy individuals, we conducted an extensive analysis of resting-state functional magnetic resonance imaging (fMRI) data from 434 participants (226 MDD patients and 208 controls). We used multilayer network models to evaluate brain module dynamics and examined the association between whole-brain gene expression and dynamic module variability in MDD using publicly available transcriptomic data. Our findings revealed that compared to healthy individuals, MDD patients showed lower global mean values and higher standard deviations, indicating unstable patterns and increased regional differentiation. Notably, MDD patients exhibited more frequent module switching, primarily within the executive control network (ECN), particularly in the left dorsolateral prefrontal cortex and right fronto-insular regions, whereas the default mode network (DMN), including the superior frontal gyrus, temporal lobe, and right medial prefrontal cortex, displayed lower variability. These brain dynamics predicted the severity of depressive symptoms. Analyzing human brain gene expression data, we found that the spatial distribution of MDD-related gene expression correlated with dynamic module differences. Cell type-specific gene analyses identified oligodendrocytes (OPCs) as major contributors to the transcriptional relationships underlying module variability in MDD. To the best of our knowledge, this is the first comprehensive description of altered brain module dynamics in MDD patients linked to depressive symptom severity and changes in whole-brain gene expression profiles.

Keywords: major depressive disorder, module dynamics, magnetic resonance imaging, transcriptomic

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10458 Markov Switching of Conditional Variance

Authors: Josip Arneric, Blanka Skrabic Peric

Abstract:

Forecasting of volatility, i.e. returns fluctuations, has been a topic of interest to portfolio managers, option traders and market makers in order to get higher profits or less risky positions. Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most common used models are GARCH type models. As standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance, it is difficult the predict volatility using standard GARCH models. Due to practical limitations of these models different approaches have been proposed in the literature, based on Markov switching models. In such situations models in which the parameters are allowed to change over time are more appropriate because they allow some part of the model to depend on the state of the economy. The empirical analysis demonstrates that Markov switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility for selected emerging markets.

Keywords: emerging markets, Markov switching, GARCH model, transition probabilities

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