Search results for: interest rate model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 25323

Search results for: interest rate model

24933 Extreme Value Modelling of Ghana Stock Exchange Indices

Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

Abstract:

Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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24932 Going beyond the Traditional Offering in Modern Financial Services

Authors: Cam-Duc Au, Philippe Krahnhof, Lars Klingenberger

Abstract:

German banks are experiencing harsh times due to rising costs and declining profits. On the one hand, acquisition costs for new customers are increasing because of the rise of innovative FinTechs, which entered the market with one specific goal: disrupting the whole financial services industry by occupying parts of the value chain. On the other hand, the COVID-19 pandemic, as well as an overall low level of interest rates, cause the traditional source of bank income to still drain. Consequently, traditional banks must rethink their strategies or their identity, so to speak, because they go beyond their traditional offering of products and services. Having said that, banks may create new sources of income to stabilize their economic situation and replenish profits. The given paper aims to research the opportunities of establishing an ecosystem model. In doing so, the paper contributes to the current literature debate and provide reference points for traditional banks to start. Firstly, a systematic literature review introduces a selection of research works the author regards as significant. In the following step, quantitative data from an online survey with bank clients are analysed by means of descriptive statistics to show the perspective of Germans with regards to an ecosystem offering. The final research findings indicate that the surveyed retail banking clients express interest in the new offer, whereas non-financial products and services are of lower interest than their financial pendants.

Keywords: banking, ecosystem, disruptive innovation, digital offering, open-banking-strategy, financial services industry

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24931 Application of Observational Medical Outcomes Partnership-Common Data Model (OMOP-CDM) Database in Nursing Health Problems with Prostate Cancer-a Pilot Study

Authors: Hung Lin-Zin, Lai Mei-Yen

Abstract:

Prostate cancer is the most commonly diagnosed male cancer in the U.S. The prevalence is around 1 in 8. The etiology of prostate cancer is still unknown, but some predisposing factors, such as age, black race, family history, and obesity, may increase the risk of the disease. In 2020, a total of 7,178 Taiwanese people were nearly diagnosed with prostate cancer, accounting for 5.88% of all cancer cases, and the incidence rate ranked fifth among men. In that year, the total number of deaths from prostate cancer was 1,730, accounting for 3.45% of all cancer deaths, and the death rate ranked 6th among men, accounting for 94.34% of the cases of male reproductive organs. Looking for domestic and foreign literature on the use of OMOP (Observational Medical Outcomes Partnership, hereinafter referred to as OMOP) database analysis, there are currently nearly a hundred literature published related to nursing-related health problems and nursing measures built in the OMOP general data model database of medical institutions are extremely rare. The OMOP common data model construction analysis platform is a system developed by the FDA in 2007, using a common data model (common data model, CDM) to analyze and monitor healthcare data. It is important to build up relevant nursing information from the OMOP- CDM database to assist our daily practice. Therefore, we choose prostate cancer patients who are our popular care objects and use the OMOP- CDM database to explore the common associated health problems. With the assistance of OMOP-CDM database analysis, we can expect early diagnosis and prevention of prostate cancer patients' comorbidities to improve patient care.

Keywords: OMOP, nursing diagnosis, health problem, prostate cancer

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24930 Impacts of Exchange Rate and Inflation Rate on Foreign Direct Investment in Pakistan

Authors: Saad Bin Nasir

Abstract:

The study identifies the impact of inflation and foreign exchange rate on foreign direct investment in Pakistan. Inflation and exchange rates are used as independent variables and foreign direct investment is taken as dependent variable. Discreet time series data has been used from the period of 1999 to 2009. The results of regression analysis reveal that high inflation has negative impact on foreign direct investment and higher exchange rates has positive impact on foreign direct investment in Pakistan. The inflation and foreign exchange rates both are insignificant in the analysis.

Keywords: inflation rate, foreign exchange rate, foreign direct investment, foreign assets

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24929 Built-Own-Lease-Transfer (BOLT): “An Alternative Model to Subsidy Schemes in Public Private Partnership Projects”

Authors: Nirali Shukla, Neel Shah

Abstract:

The World Bank Institute (WBI) is undertaking a review of government interventions aimed at facilitating sustainable investment in public private partnerships (PPPs) in various under developed countries. The study presents best practice for applying financial model to make PPPs financially viable. The lessons presented here, if properly implemented, can help countries use limited funds to attract more private investment, get more infrastructure built and, as a result, achieve greater economic growth. The four countries Brazil, Colombia, Mexico, and India in total develop an average of nearly US$50 billion in PPPs per year. There are a range of policies and institutional arrangements governments use to provide subsidies to PPPs. For example, some countries have created dedicated agencies, or ‘funds’, capitalized with money from the national budget to manage and allocate subsidies. Other countries have established well-defined policies for appropriating subsidies on an ad hoc basis through an annual budget process. In this context, subsidies are direct fiscal contributions or grants paid by the government to a project when revenues from user fees are insufficient to cover all capital and operating costs while still providing private investors with a reasonable rate of return. Without subsidies, some infrastructure projects that would provide economic or social gains, but are not financially viable, would go undeveloped. But the Financial model of BOLT (PPP) model described in this study suggests that it is most feasible option rather than going for subsidy schemes for making infrastructure projects financially viable. The major advantage for implementing this model is the government money is saved and can be used for other projects as well as the private investors are getting better rate of return than subsidized schemes.

Keywords: PPP, BOLT, subsidy schemes, financial model

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24928 A Statistical Model for the Dynamics of Single Cathode Spot in Vacuum Cylindrical Cathode

Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan

Abstract:

Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.

Keywords: cathode spot, vacuum arc discharge, transverse magnetic field, random walk

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24927 Modeling Aeration of Sharp Crested Weirs by Using Support Vector Machines

Authors: Arun Goel

Abstract:

The present paper attempts to investigate the prediction of air entrainment rate and aeration efficiency of a free over-fall jets issuing from a triangular sharp crested weir by using regression based modelling. The empirical equations, support vector machine (polynomial and radial basis function) models and the linear regression techniques were applied on the triangular sharp crested weirs relating the air entrainment rate and the aeration efficiency to the input parameters namely drop height, discharge, and vertex angle. It was observed that there exists a good agreement between the measured values and the values obtained using empirical equations, support vector machine (Polynomial and rbf) models, and the linear regression techniques. The test results demonstrated that the SVM based (Poly & rbf) model also provided acceptable prediction of the measured values with reasonable accuracy along with empirical equations and linear regression techniques in modelling the air entrainment rate and the aeration efficiency of a free over-fall jets issuing from triangular sharp crested weir. Further sensitivity analysis has also been performed to study the impact of input parameter on the output in terms of air entrainment rate and aeration efficiency.

Keywords: air entrainment rate, dissolved oxygen, weir, SVM, regression

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24926 Characterization of Internet Exchange Points by Using Quantitative Data

Authors: Yamba Dabone, Tounwendyam Frédéric Ouedraogo, Pengwendé Justin Kouraogo, Oumarou Sie

Abstract:

Reliable data transport over the Internet is one of the goals of researchers in the field of computer science. Data such as videos and audio files are becoming increasingly large. As a result, transporting them over the Internet is becoming difficult. Therefore, it has been important to establish a method to locally interconnect autonomous systems (AS) with each other to facilitate traffic exchange. It is in this context that Internet Exchange Points (IXPs) are set up to facilitate local and even regional traffic. They are now the lifeblood of the Internet. Therefore, it is important to think about the factors that can characterize IXPs. However, other more quantifiable characteristics can help determine the quality of an IXP. In addition, these characteristics may allow ISPs to have a clearer view of the exchange node and may also convince other networks to connect to an IXP. To that end, we define five new IXP characteristics: the attraction rate (τₐₜₜᵣ); and the peering rate (τₚₑₑᵣ); the target rate of an IXP (Objₐₜₜ); the number of IXP links (Nₗᵢₙₖ); the resistance rate τₑ𝒻𝒻 and the attraction failure rate (τ𝒻).

Keywords: characteristic, autonomous system, internet service provider, internet exchange point, rate

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24925 Boundary Feedback Stabilization of an Overhead Crane Model

Authors: Abdelhadi Elharfi

Abstract:

A problem of boundary feedback (exponential) stabilization of an overhead crane model represented by a PDE is considered. For any $r>0$, the exponential stability at the desired decay rate $r$ is solved in semi group setting by a collocated-type stabiliser of a target system combined with a term involving the solution of an appropriate PDE.

Keywords: feedback stabilization, semi group and generator, overhead crane system

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24924 Consequences of Transformation of Modern Monetary Policy during the Global Financial Crisis

Authors: Aleksandra Szunke

Abstract:

Monetary policy is an important pillar of the economy, directly affecting on the condition of banking sector. Depending on the strategy may both support functioning of banking institutions, as well as limit their excessively risky activities. The literature studies indicate a large number of publications, which include characteristics of initiatives, implemented by central banks during the global financial crisis and the potential effects of the use of non-standard monetary policy instruments. However, the empirical evidence about their effects and real consequences for the financial markets are still not final. Even before the escalation of instability, Bernanke, Reinhart, and Sack (2004) analyzed the effectiveness of various unconventional monetary tools in lowering long-term interest rates in the United States and Japan. The obtained results largely confirmed the effectiveness of the zero-interest-rate policy and Quantitative Easing (QE) in achieving the goal of reducing long-term interest rates. Japan, considered as the precursor of QE policy, also conducted research about the consequences of non-standard instruments, implemented to restore financial stability of the country. Although the literature about the effectiveness of Quantitative Easing in Japan is extensive, it does not uniquely specify whether it brought permanent effects. The main aim of the study is to identify the implications of non-standard monetary policy, implemented by selected central banks (the Federal Reserve System, Bank of England and European Central Bank), paying particular attention to the consequences into three areas: the size of money supply, financial markets, and the real economy.

Keywords: consequences of modern monetary policy, quantitative easing policy, banking sector instability, global financial crisis

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24923 Health Belief Model to Predict Sharps Injuries among Health Care Workers at First Level Care Facilities in Rural Pakistan

Authors: Mohammad Tahir Yousafzai, Amna Rehana Siddiqui, Naveed Zafar Janjua

Abstract:

We assessed the frequency and predictors of sharp injuries (SIs) among health care workers (HCWs) at first level care facilities (FLCF) in rural Pakistan. HCWs working at public clinic (PC), privately owned licensed practitioners’ clinic (LPC) and non-licensed practitioners’ clinic (NLC) were interviewed on universal precautions (UPs) and constructs of health belief model (HBM) to assess their association with SIs through negative-binomial regression. From 365 clinics, 485 HCWs were interviewed. Overall annual rate of Sis was 192/100 HCWs/year; 78/100 HCWs among licensed prescribers, 191/100 HCWs among non-licensed prescribers, 248/100 HCWs among qualified assistants, and 321/100 HCWs among non-qualified assistants. Increasing knowledge score about bloodborne pathogens (BBPs) transmission (rate-ratio (RR): 0.93; 95%CI: 0.89–0.96), fewer years of work experience, being a non-licensed prescriber (RR: 2.02; 95%CI: 1.36–2.98) licensed (RR: 2.86; 9%CI: 1.81–4.51) or non-licensed assistant (RR: 2.78; 95%CI: 1.72–4.47) compared to a licensed prescriber, perceived barriers (RR: 1.06;95%CI: 1.03–1.08), and compliance with UPs scores (RR: 0.93; 95%CI: 0.87–0.97) were significant predictors of SIs. Improved knowledge about BBPs, compliance with UPs and reduced barriers to follow UPs could reduce SIs to HCWs.

Keywords: health belief model, sharp injuries, needle stick injuries, healthcare workers

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24922 Experimental Modeling and Simulation of Zero-Surface Temperature of Controlled Water Jet Impingement Cooling System for Hot-Rolled Steel Plates

Authors: Thomas Okechukwu Onah, Onyekachi Marcel Egwuagu

Abstract:

Zero-surface temperature, which controlled the cooling profile, was modeled and used to investigate the effect of process parameters on the hot-rolled steel plates. The parameters include impingement gaps of 40mm to 70mm; pipe diameters of 20mm to 45mm feeding jet nozzle with 30 holes of 8mm diameters each; and flow rates within 2.896x10-⁶m³/s and 3.13x10-⁵m³/s. The developed simulation model of the Zero-Surface Temperature, upon validation, showed 99% prediction accuracy with dimensional homogeneity established. The evaluated Zero-Surface temperature of Controlled Water Jet Impingement Steel plates showed a high cooling rate of 36.31 Celsius degree/sec at an optimal cooling nozzle diameter of 20mm, impingement gap of 70mm and a flow rate of 1.77x10-⁵m³/s resulting in Reynold's number 2758.586, in the turbulent regime was obtained. It was also deduced that as the nozzle diameter was increasing, the impingement gap was reducing. This achieved a faster rate of cooling to an optimum temperature of 300oC irrespective of the starting surface cooling temperature. The results additionally showed that with a tested-plate initial temperature of 550oC, a controlled cooling temperature of about 160oC produced a film and nucleated boiling heat extraction that was particularly beneficial at the end of controlled cooling and influenced the microstructural properties of the test plates.

Keywords: temperature, mechanistic-model, plates, impingements, dimensionless-numbers

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24921 Damage Identification Using Experimental Modal Analysis

Authors: Niladri Sekhar Barma, Satish Dhandole

Abstract:

Damage identification in the context of safety, nowadays, has become a fundamental research interest area in the field of mechanical, civil, and aerospace engineering structures. The following research is aimed to identify damage in a mechanical beam structure and quantify the severity or extent of damage in terms of loss of stiffness, and obtain an updated analytical Finite Element (FE) model. An FE model is used for analysis, and the location of damage for single and multiple damage cases is identified numerically using the modal strain energy method and mode shape curvature method. Experimental data has been acquired with the help of an accelerometer. Fast Fourier Transform (FFT) algorithm is applied to the measured signal, and subsequently, post-processing is done in MEscopeVes software. The two sets of data, the numerical FE model and experimental results, are compared to locate the damage accurately. The extent of the damage is identified via modal frequencies using a mixed numerical-experimental technique. Mode shape comparison is performed by Modal Assurance Criteria (MAC). The analytical FE model is adjusted by the direct method of model updating. The same study has been extended to some real-life structures such as plate and GARTEUR structures.

Keywords: damage identification, damage quantification, damage detection using modal analysis, structural damage identification

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24920 Viscoelastic Modeling of Hot Mix Asphalt (HMA) under Repeated Loading by Using Finite Element Method

Authors: S. A. Tabatabaei, S. Aarabi

Abstract:

Predicting the hot mix asphalt (HMA) response and performance is a challenging task because of the subjectivity of HMA under the complex loading and environmental condition. The behavior of HMA is a function of temperature of loading and also shows the time and rate-dependent behavior directly affecting design criteria of mixture. Velocity of load passing make the time and rate. The viscoelasticity illustrates the reaction of HMA under loading and environmental conditions such as temperature and moisture effect. The behavior has direct effect on design criteria such as tensional strain and vertical deflection. In this paper, the computational framework for viscoelasticity and implementation in 3D dimensional HMA model is introduced to use in finite element method. The model was lied under various repeated loading conditions at constant temperature. The response of HMA viscoelastic behavior is investigated in loading condition under speed vehicle and sensitivity of behavior to the range of speed and compared to HMA which is supposed to have elastic behavior as in conventional design methods. The results show the importance of loading time pulse, unloading time and various speeds on design criteria. Also the importance of memory fading of material to storing the strain and stress due to repeated loading was shown. The model was simulated by ABAQUS finite element package

Keywords: viscoelasticity, finite element method, repeated loading, HMA

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24919 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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24918 Relationship between Interest, Attitude and Academic Performance among N.C.E Primary Education Studies of College of Education, Azare Bauchi State

Authors: Fatima Ibrahim

Abstract:

The Study assessed the relationship between interest, attitude and academic performance among N.C.E Primary Education Studies of College of Education, Azare Bauchi State. Stratified random sampling was used to select 234 respondents from N.C.E 100, 200 and 300 levels students with the total population of 552. Structured Questionnaire and students academic records were used for data collection. Four scale format was used for the respondents to indicate their degree of satisfaction on a four point scale. Four null hypothesis were formulated from research questions at tested at 0.05 level of significance. The data collected from the study were analyzed using descriptive statistics, pearson product moment correlation coefficient and independent test. The result of tested Null hypotheses revealed that: there was significant relationship between student’s interest and their academic performance since calculated p value of 0.000 is less than the 0.05 alpha level of significance at a correlation index level of .986 hence the Null hypothesis was rejected. There was significant relationship between student’s attitude and their academic performance in the study of P.E.S. Findings also revealed that majority of the students were interested in the study of P.E.S which helped them perform well. It was concluded that significant relationship exists between students interest, attitudinal academic performance among P.E.S students in College of Education Azare.

Keywords: Attitude, Academic Performance, College of Education Azare, Interest, Students

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24917 Willingness of Muslim Owners/Managers of Smes to Seek Capital Market Financing

Authors: Bashir Tijjani Abubakar

Abstract:

Capital markets play a very important role in financing of private and public institutions in both developing and developed economies. Unfortunately, small and medium enterprises (SMEs) in those economies are yet to fully utilize the markets to finance their long financial needs. This study assesses the factors that influence the decisions of the Muslim Owners/Managers of SMEs in Nigeria and specifically in Kano to seek capital market financing. Logit regression model was used to assess the factors such as control of ownership, perception of the owners/managers on the interest rate charged by commercial banks, educational qualification, size, and age of the SMEs. The study reveals that all the factors have significant positive influence on the willingness of the SMEs Owners/Managers to seek capital market financing. The study recommends educating the Owners/Managers on the operations and products of the markets.

Keywords: capital markets, capital market financing, small and medium enterprise and willingness, size of an enterprise, age of an enterprise and control of ownership

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24916 Joint Modeling of Longitudinal and Time-To-Event Data with Latent Variable

Authors: Xinyuan Y. Song, Kai Kang

Abstract:

Joint models for analyzing longitudinal and survival data are widely used to investigate the relationship between a failure time process and time-variant predictors. A common assumption in conventional joint models in the survival analysis literature is that all predictors are observable. However, this assumption may not always be supported because unobservable traits, namely, latent variables, which are indirectly observable and should be measured through multiple observed variables, are commonly encountered in the medical, behavioral, and financial research settings. In this study, a joint modeling approach to deal with this feature is proposed. The proposed model comprises three parts. The first part is a dynamic factor analysis model for characterizing latent variables through multiple observed indicators over time. The second part is a random coefficient trajectory model for describing the individual trajectories of latent variables. The third part is a proportional hazard model for examining the effects of time-invariant predictors and the longitudinal trajectories of time-variant latent risk factors on hazards of interest. A Bayesian approach coupled with a Markov chain Monte Carlo algorithm to perform statistical inference. An application of the proposed joint model to a study on the Alzheimer's disease neuroimaging Initiative is presented.

Keywords: Bayesian analysis, joint model, longitudinal data, time-to-event data

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24915 Artificial Neural Network-Based Short-Term Load Forecasting for Mymensingh Area of Bangladesh

Authors: S. M. Anowarul Haque, Md. Asiful Islam

Abstract:

Electrical load forecasting is considered to be one of the most indispensable parts of a modern-day electrical power system. To ensure a reliable and efficient supply of electric energy, special emphasis should have been put on the predictive feature of electricity supply. Artificial Neural Network-based approaches have emerged to be a significant area of interest for electric load forecasting research. This paper proposed an Artificial Neural Network model based on the particle swarm optimization algorithm for improved electric load forecasting for Mymensingh, Bangladesh. The forecasting model is developed and simulated on the MATLAB environment with a large number of training datasets. The model is trained based on eight input parameters including historical load and weather data. The predicted load data are then compared with an available dataset for validation. The proposed neural network model is proved to be more reliable in terms of day-wise load forecasting for Mymensingh, Bangladesh.

Keywords: load forecasting, artificial neural network, particle swarm optimization

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24914 Comparing Spontaneous Hydrolysis Rates of Activated Models of DNA and RNA

Authors: Mohamed S. Sasi, Adel M. Mlitan, Abdulfattah M. Alkherraz

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This research project aims to investigate difference in relative rates concerning phosphoryl transfer relevant to biological catalysis of DNA and RNA in the pH-independent reactions. Activated Models of DNA and RNA for alkyl-aryl phosphate diesters (with 4-nitrophenyl as a good leaving group) have successfully been prepared to gather kinetic parameters. Eyring plots for the pH–independent hydrolysis of 1 and 2 were established at different temperatures in the range 100–160 °C. These measurements have been used to provide a better estimate for the difference in relative rates between the reactivity of DNA and RNA cleavage. Eyring plot gave an extrapolated rate of kH2O = 1 × 10-10 s -1 for 1 (RNA model) and 2 (DNA model) at 25°C. Comparing the reactivity of RNA model and DNA model shows that the difference in relative rates in the pH-independent reactions is surprisingly very similar at 25°. This allows us to obtain chemical insights into how biological catalysts such as enzymes may have evolved to perform their current functions.

Keywords: DNA and RNA models, relative rates, reactivity, phosphoryl transfe

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24913 Rainfall–Runoff Simulation Using WetSpa Model in Golestan Dam Basin, Iran

Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi

Abstract:

Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km2, and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.

Keywords: watershed simulation, WetSpa, stream flow, flood prediction

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24912 Reinforcement Learning for Self Driving Racing Car Games

Authors: Adam Beaunoyer, Cory Beaunoyer, Mohammed Elmorsy, Hanan Saleh

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This research aims to create a reinforcement learning agent capable of racing in challenging simulated environments with a low collision count. We present a reinforcement learning agent that can navigate challenging tracks using both a Deep Q-Network (DQN) and a Soft Actor-Critic (SAC) method. A challenging track includes curves, jumps, and varying road widths throughout. Using open-source code on Github, the environment used in this research is based on the 1995 racing game WipeOut. The proposed reinforcement learning agent can navigate challenging tracks rapidly while maintaining low racing completion time and collision count. The results show that the SAC model outperforms the DQN model by a large margin. We also propose an alternative multiple-car model that can navigate the track without colliding with other vehicles on the track. The SAC model is the basis for the multiple-car model, where it can complete the laps quicker than the single-car model but has a higher collision rate with the track wall.

Keywords: reinforcement learning, soft actor-critic, deep q-network, self-driving cars, artificial intelligence, gaming

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24911 Study of the Chemical Composition of Rye, Millet and Sorghum from Algeria

Authors: Soualem Mami Zoubida, Brixi Nassima, Beghdad Choukri, Belarbi Meriem

Abstract:

Cereals are the most important source of dietary fiber in the Nordic diet. The fiber in cereals is located mainly in the outer layers of the kernel; particularly in the bran. Improved diet can help unlock the door to good health. Whole grains are an important source of nutrients that are in short supply in our diet, including digestible carbohydrates, dietary fiber, trace minerals, and other compounds of interest in disease prevention, including phytoestrogens and antioxidants (1). The objective of this study is to know the composition of whole grain cereals (rye, millet, white, and red sorghum) which a majority pushes in the south of Algeria. This shows that the millet has a high rate of the sugar estimated at 67.6%. The high proportion of proteins has been found in the two varieties of sorghum and rye. The millet presents the great percentage in lipids compared with the others cereals. And at the last, a red sorghum has the highest rate of fiber(2). These nutrients, as well as other components of whole grain cereals, have, in terms of health, an increased effect if they are consumed together.

Keywords: chemical composition, miller, Secale cereal, Sorghum bicolor

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24910 Evaluating the Effects of a Positive Bitcoin Shock on the U.S Economy: A TVP-FAVAR Model with Stochastic Volatility

Authors: Olfa Kaabia, Ilyes Abid, Khaled Guesmi

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This pioneer paper studies whether and how Bitcoin shocks are transmitted to the U.S economy. We employ a new methodology: TVP FAVAR model with stochastic volatility. We use a large dataset of 111 major U.S variables from 1959:m1 to 2016:m12. The results show that Bitcoin shocks significantly impact the U.S. economy. This significant impact is pronounced in a volatile and increasing U.S economy. The Bitcoin has a positive relationship on the U.S real activity, and a negative one on U.S prices and interest rates. Effects on the Monetary Policy exist via the inter-est rates and the Money, Credit and Finance transmission channels.

Keywords: bitcoin, US economy, FAVAR models, stochastic volatility

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24909 An Improved Transmission Scheme in Cooperative Communication System

Authors: Seung-Jun Yu, Young-Min Ko, Hyoung-Kyu Song

Abstract:

Recently developed cooperative diversity scheme enables a terminal to get transmit diversity through the support of other terminals. However, most of the introduced cooperative schemes have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In order to achieve high data rate, we propose a cooperative scheme that employs hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: cooperative communication, hierarchical modulation, high data rate, transmission scheme

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24908 Effect of Temperature on Germination and Seedlings Development of Moringa Oleifera Lam

Authors: Khater N., Rahmine S., Bougoffa C., Bouguenna T., Ouanes H.

Abstract:

Moringa oleifera L. species is considered one of the most useful trees in the world, possessing many interesting properties that make it of great scientific interest. It has been described as the miracle tree, the tree of a thousand virtues, the tree of life and God's gift to man. The present study aims to introduce, produce, and develop Moringa Oleifera as a species with high ecological potential (resistance to biotic and abiotic stresses and productivity), high added value, and multiple virtues. The aim of this work is to study the germination potential of this species under different temperature conditions. In this study, the germination assay was tested in two different temperature ranges: internal (laboratory ambient temperature between 22°c and 25°c) and external (seasonal temperature between 4°c and 8°c). Morphological and physiological analyses were carried out by Shoot length (SL), root length (RL), diameter at the crown (DC), fresh weight of shoots (FWS), fresh weight of roots (FWR), dry weight of shoots (DWS) and dry weight of roots (DWS). For all these variables, the results of the study reveal a significant difference between the two temperature intervals, with a high germination rate of 81. 81% and plant growth was rapid (7cm during 24h) in the laboratory temperature; in contrast to the external temperatures, a germination rate value of around 27% was recorded, and germination took place after 20 days of sowing, with slower plant growth. The results obtained show that a temperature greater than or equal to 25° is the ideal temperature for the germination and growth of moringa seeds and has a positive influence on the speed and percentage of germination.

Keywords: moringa oleifera, temperature, germination rate, growth, biomass

Procedia PDF Downloads 43
24907 Small Text Extraction from Documents and Chart Images

Authors: Rominkumar Busa, Shahira K. C., Lijiya A.

Abstract:

Text recognition is an important area in computer vision which deals with detecting and recognising text from an image. The Optical Character Recognition (OCR) is a saturated area these days and with very good text recognition accuracy. However the same OCR methods when applied on text with small font sizes like the text data of chart images, the recognition rate is less than 30%. In this work, aims to extract small text in images using the deep learning model, CRNN with CTC loss. The text recognition accuracy is found to improve by applying image enhancement by super resolution prior to CRNN model. We also observe the text recognition rate further increases by 18% by applying the proposed method, which involves super resolution and character segmentation followed by CRNN with CTC loss. The efficiency of the proposed method shows that further pre-processing on chart image text and other small text images will improve the accuracy further, thereby helping text extraction from chart images.

Keywords: small text extraction, OCR, scene text recognition, CRNN

Procedia PDF Downloads 110
24906 Photocatalytic Degradation of Bisphenol A Using ZnO Nanoparticles as Catalyst under UV/Solar Light: Effect of Different Parameters and Kinetic Studies

Authors: Farida Kaouah, Chahida Oussalah, Wassila Hachi, Salim Boumaza, Mohamed Trari

Abstract:

A catalyst of ZnO nanoparticles was used in the photocatalytic process of treatment for potential use towards bisphenol A (BPA) degradation in an aqueous solution. To achieve this study, the effect of parameters such as the catalyst dose, initial concentration of BPA and pH on the photocatalytic degradation of BPA was studied. The results reveal that the maximum degradation (more than 93%) of BPA occurred with ZnO catalyst in 120 min of stirring at natural pH (7.1) under solar light irradiation. It was found that chemical oxygen demand (COD) reduction takes place at a faster rate under solar light as compared to that of UV light. The kinetic studies were achieved and revealed that the photocatalytic degradation process obeyed a Langmuir–Hinshelwood model and followed a pseudo-first order rate expression. This work envisages the great potential that sunlight mediated photocatalysis has in the removal of bisphenol A from wastewater.

Keywords: bisphenol A, photocatalytic degradation, sunlight, zinc oxide, Langmuir–Hinshelwood model, chemical oxygen demand

Procedia PDF Downloads 137
24905 Artificial Neural Network to Predict the Optimum Performance of Air Conditioners under Environmental Conditions in Saudi Arabia

Authors: Amr Sadek, Abdelrahaman Al-Qahtany, Turkey Salem Al-Qahtany

Abstract:

In this study, a backpropagation artificial neural network (ANN) model has been used to predict the cooling and heating capacities of air conditioners (AC) under different conditions. Sufficiently large measurement results were obtained from the national energy-efficiency laboratories in Saudi Arabia and were used for the learning process of the ANN model. The parameters affecting the performance of the AC, including temperature, humidity level, specific heat enthalpy indoors and outdoors, and the air volume flow rate of indoor units, have been considered. These parameters were used as inputs for the ANN model, while the cooling and heating capacity values were set as the targets. A backpropagation ANN model with two hidden layers and one output layer could successfully correlate the input parameters with the targets. The characteristics of the ANN model including the input-processing, transfer, neurons-distance, topology, and training functions have been discussed. The performance of the ANN model was monitored over the training epochs and assessed using the mean squared error function. The model was then used to predict the performance of the AC under conditions that were not included in the measurement results. The optimum performance of the AC was also predicted under the different environmental conditions in Saudi Arabia. The uncertainty of the ANN model predictions has been evaluated taking into account the randomness of the data and lack of learning.

Keywords: artificial neural network, uncertainty of model predictions, efficiency of air conditioners, cooling and heating capacities

Procedia PDF Downloads 51
24904 A Methodology for the Synthesis of Multi-Processors

Authors: Hamid Yasinian

Abstract:

Random epistemologies and hash tables have garnered minimal interest from both security experts and experts in the last several years. In fact, few information theorists would disagree with the evaluation of expert systems. In our research, we discover how flip-flop gates can be applied to the study of superpages. Though such a hypothesis at first glance seems perverse, it is derived from known results.

Keywords: synthesis, multi-processors, interactive model, moor’s law

Procedia PDF Downloads 417