Search results for: volatility clustering

Authors: Dimitris Varsamis, Christos Talagkozis, Alkiviadis Tsimpiris, Paris Mastorocostas

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The aim of this work is the parallel implementation of k-means in MATLAB, in order to reduce the execution time. Specifically, a new function in MATLAB for serial k-means algorithm is developed, which meets all the requirements for the conversion to a function in MATLAB with parallel computations. Additionally, two different variants for the definition of initial values are presented. In the sequel, the parallel approach is presented. Finally, the performance tests for the computation times respect to the numbers of features and classes are illustrated.

Keywords: K-means algorithm, clustering, parallel computations, Matlab

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Authors: Annika Stechemesser, Rachel Pounds, Emma Lucas, Chris Dawson, Julia Lipecki, Pavle Vrljicak, Jan Brosens, Sean Kehoe, Jason Yap, Lawrence Young, Sascha Ott

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Advances in technology make it now possible to retrieve the genetic information of thousands of single cancerous cells. One of the key challenges in single cell analysis of cancerous tissue is to determine the number of different cell types and their characteristic genes within the sample to better understand the tumors and their reaction to different treatments. For this analysis to be possible, it is crucial to filter out background noise as it can severely blur the downstream analysis and give misleading results. In-depth analysis of the state-of-the-art filtering methods for single cell data showed that they do, in some cases, not separate noisy and normal cells sufficiently. We introduced an algorithm that filters and clusters single cell data simultaneously without relying on certain genes or thresholds chosen by eye. It detects communities in a Shared Nearest Neighbor similarity network, which captures the similarities and dissimilarities of the cells by optimizing the modularity and then identifies and removes vertices with a weak clustering belonging. This strategy is based on the fact that noisy data instances are very likely to be similar to true cell types but do not match any of these wells. Once the clustering is complete, we apply a set of evaluation metrics on the cluster level and accept or reject clusters based on the outcome. The performance of our algorithm was tested on three datasets and led to convincing results. We were able to replicate the results on a Peripheral Blood Mononuclear Cells dataset. Furthermore, we applied the algorithm to two samples of ovarian cancer from the same patient before and after chemotherapy. Comparing the standard approach to our algorithm, we found a hidden cell type in the ovarian postchemotherapy data with interesting marker genes that are potentially relevant for medical research.

Keywords: cancer research, graph theory, machine learning, single cell analysis

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Authors: Thomas Chinwe Urama, Patrick Oseloka Ezepue, Peters Chimezie Nnanwa

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This paper investigates the universal financial dynamics in two dominant stock markets in Sub-Saharan Africa, through an in-depth analysis of the cross-correlation matrix of price returns in Nigerian Stock Market (NSM) and Johannesburg Stock Exchange (JSE), for the period 2009 to 2013. The strength of correlations between stocks is known to be higher in JSE than that of the NSM. Particularly important for modelling Nigerian derivatives in the future, the interactions of other stocks with the oil sector are weak, whereas the banking sector has strong positive interactions with the other sectors in the stock exchange. For the JSE, it is the oil sector and beverages that have greater sectorial correlations, instead of the banks which have the weaker correlation with other sectors in the stock exchange.

Keywords: random matrix theory, cross-correlations, emerging markets, option pricing, eigenvalues eigenvectors, inverse participation ratios and implied volatility

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Authors: Asma Ameur, Dhafer Malouche

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Nowadays, user comments on the Internet have an important impact on hotel bookings. This confirms that the e-reputation issue can influence the likelihood of customer loyalty to a hotel. In this way, e-reputation has become a real differentiator between hotels. For this reason, we have a unique opportunity in the opinion mining field to analyze the comments. In fact, this field provides the possibility of extracting information related to the polarity of user reviews. This sentimental study (Opinion Mining) represents a new line of research for analyzing the unstructured textual data. Knowing the score of e-reputation helps the hotelier to better manage his marketing strategy. The score we then obtain is translated into the image of hotels to differentiate between them. Therefore, this present research highlights the importance of hotel satisfaction ‘scoring. To calculate the satisfaction score, the sentimental analysis can be manipulated by several techniques of machine learning. In fact, this study treats the extracted textual data by using the Artificial Neural Networks Approach (ANNs). In this context, we adopt the aforementioned technique to extract information from the comments available in the ‘Trip Advisor’ website. This actual paper details the description and the modeling of the ANNs approach for the scoring of online hotel reviews. In summary, the validation of this used method provides a significant model for hotel sentiment analysis. So, it provides the possibility to determine precisely the polarity of the hotel users reviews. The empirical results show that the ANNs are an accurate approach for sentiment analysis. The obtained results show also that this proposed approach serves to the dimensionality reduction for textual data’ clustering. Thus, this study provides researchers with a useful exploration of this technique. Finally, we outline guidelines for future research in the hotel e-reputation field as comparing the ANNs with other technique.

Keywords: clustering, consumer behavior, data mining, e-reputation, machine learning, neural network, online hotel ‘reviews, opinion mining, scoring

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Authors: Julius M. Ndambuki, Gislar E. Kifanyi, Samuel N. Odai, Charles Gyamfi

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Conjunctive management of surface and groundwater resources is a challenging task due to the spatial and temporal variability nature of hydrology as well as hydrogeology of the water storage systems. Surface water-groundwater hydrogeology is highly uncertain; thus it is imperative that this uncertainty is explicitly accounted for, when managing water resources. Various methodologies have been developed and applied by researchers in an attempt to account for the uncertainty. For example, simulation-optimization models are often used for conjunctive water resources management. However, direct application of such an approach in which all realizations are considered at each iteration of the optimization process leads to a very expensive optimization in terms of computational time, particularly when the number of realizations is large. The aim of this paper, therefore, is to introduce and apply an efficient approach referred to as Retrospective Optimization Approximation (ROA) that can be used for optimizing conjunctive use of surface water and groundwater over a multiple hydrogeological model simulations. This work is based on stochastic simulation-optimization framework using a recently emerged technique of sample average approximation (SAA) which is a sampling based method implemented within the Retrospective Optimization Approximation (ROA) approach. The ROA approach solves and evaluates a sequence of generated optimization sub-problems in an increasing number of realizations (sample size). Response matrix technique was used for linking simulation model with optimization procedure. The k-means clustering sampling technique was used to map the realizations. The methodology is demonstrated through the application to a hypothetical example. In the example, the optimization sub-problems generated were solved and analysed using “Active-Set” core optimizer implemented under MATLAB 2014a environment. Through k-means clustering sampling technique, the ROA – Active Set procedure was able to arrive at a (nearly) converged maximum expected total optimal conjunctive water use withdrawal rate within a relatively few number of iterations (6 to 7 iterations). Results indicate that the ROA approach is a promising technique for optimizing conjunctive water use of surface water and groundwater withdrawal rates under hydrogeological uncertainty.

Keywords: conjunctive water management, retrospective optimization approximation approach, sample average approximation, uncertainty

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Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

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Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: inventory, distribution, retail, risk, safety stock, sales, uncertainty

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Authors: Walid Chkili

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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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Authors: John Knight, Fuchun Li, Yan Xu

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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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Authors: Daniel Mokatsanyane, Johnny Jansen Van Rensburg

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This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class.

Keywords: water derivatives, commodity market, nasdaq veles california water Index (NQH2O, water price, risk management

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Authors: Y. Bhatt, N. Ghosh, N. Tiwari

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Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.

Keywords: acreage response function, biofuel, food security, sustainable development

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Authors: Gladie Lui

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The global credit crisis of 2008 aroused renewed interest in the effectiveness of corporate governance mechanisms to safeguard investor interests. In this paper, we measure the effect of the crisis from 2008 to 2009 on the stock performance of 976 Hong Kong-listed companies and examine its link to corporate governance mechanisms. It is evident that the crisis and the economic downturn affected different industries. Empirical results show that firms with an independent board and a high concentration of ownership and management ownership had lower abnormal stock returns, but a lower price volatility during the global financial crisis. These results highlight that no single corporate governance mechanism is fit for all types of financial crises and time frames. To strengthen investors’ confidence in the ability of companies to deal with such swift financial catastrophes, companies should enhance the dynamism and responsiveness of their governance mechanisms in times of turbulence.

Keywords: board of directors, capital market, corporate governance, financial crisis

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that 'fat-tailedness' alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: extreme value theory, financial crisis 2008, value at risk, frontier markets

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Authors: Mounir Bekaik, Messaoud Ramdani

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We present in this work a new technique of stabilization for fault nonlinear systems. The approach we adopt focus on a fuzzy Luenverger observer. The T-S approximation of the nonlinear observer is based on fuzzy C-Means clustering algorithm to find local linear subsystems. The MOESP identification approach was applied to design an empirical model describing the subsystems state variables. The gain of the observer is given by the minimization of the estimation error through Lyapunov-krasovskii functional and LMI approach. We consider a three tank hydraulic system for an illustrative example.

Keywords: nonlinear system, fuzzy, faults, TS, Lyapunov-Krasovskii, observer

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Authors: Ana C. R. P. Ferreira, Adriano H. P. Pereira

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Given the frequent variation of mineral properties throughout the Araxá pyrochlore deposit, even if a good homogenization work has been carried out before feeding the processing plants, an operation with quality and performance’s high variety standard is expected. These results could be improved and standardized if the blend composition parameters that most influence the processing route are determined, and then the types of raw materials are grouped by them, finally presenting a great reference with operational settings for each group. Associating the physical and chemical parameters of a unit operation through benchmarking or even an optimal reference of metallurgical recovery and product quality reflects in the reduction of the production costs, optimization of the mineral resource, and guarantee of greater stability in the subsequent processes of the production chain that uses the mineral of interest. Conducting a comprehensive exploratory data analysis to identify which characteristics of the ore are most relevant to the process route, associated with the use of Machine Learning algorithms for grouping the raw material (ore) and associating these with reference variables in the process’ benchmark is a reasonable alternative for the standardization and improvement of mineral processing units. Clustering methods through Decision Tree and K-Means were employed, associated with algorithms based on the theory of benchmarking, with criteria defined by the process team in order to reference the best adjustments for processing the ore piles of each cluster. A clean user interface was created to obtain the outputs of the created algorithm. The results were measured through the average time of adjustment and stabilization of the process after a new pile of homogenized ore enters the plant, as well as the average time needed to achieve the best processing result. Direct gains from the metallurgical recovery of the process were also measured. The results were promising, with a reduction in the adjustment time and stabilization when starting the processing of a new ore pile, as well as reaching the benchmark. Also noteworthy are the gains in metallurgical recovery, which reflect a significant saving in ore consumption and a consequent reduction in production costs, hence a more rational use of the tailings dams and life optimization of the mineral deposit.

Keywords: mineral clustering, machine learning, process optimization, pyrochlore processing

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Authors: Qiankun Zhong

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In a global cultural context, film festival awards become authorities to define the aesthetic value of films. To study which genres and producing countries are valued by different film festivals and how those evaluations interact with each other, this research explored the interactions between the film festivals through their selection of movies and the factors that lead to the tendency of film festivals to nominate the same movies. To do this, the author employed a two-mode network on the movies that won the highest awards at five international film festivals with the highest attendance in the past ten years (the Venice Film Festival, the Cannes Film Festival, the Toronto International Film Festival, Sundance Film Festival, and the Berlin International Film Festival) and the film festivals that nominated those movies. The title, genre, producing country and language of 50 movies, and the range (regional, national or international) and organizing country or area of 129 film festivals were collected. These created networks connected by nominating the same films and awarding the same movies. The author then assessed the density and centrality of these networks to answer the question: What are the film festivals that tend to have more shared values with other festivals? Based on the Eigenvector centrality of the two-mode network, Palm Springs, Robert Festival, Toronto, Chicago, and San Sebastian are the festivals that tend to nominate commonly appreciated movies. In contrast, Black Movie Film Festival has the unique value of generally not sharing nominations with other film festivals. A homophily test was applied to access the clustering effects of film and film festivals. The result showed that movie genres (E-I index=0.55) and geographic location (E-I index=0.35) are possible indicators of film festival clustering. A blockmodel was also created to examine the structural roles of the film festivals and their meaning in real-world context. By analyzing the same blocks with film festival attributes, it was identified that film festivals either organized in the same area, with the same history, or with the same attitude on independent films would occupy the same structural roles in the network. Through the interpretation of the blocks, language was identified as an indicator that contributes to the role position of a film festival. Comparing the result of blockmodeling in the different periods, it is seen that international film festivals contrast with the Hollywood industry’s dominant value. The structural role dynamics provide evidence for a multi-value film festival network.

Keywords: film festivals, film studies, media industry studies, network analysis

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Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: Feddaoui Amina

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Income smoothing represents an attempt on the part of the company's management to reduce variations in earnings through the manipulation of the accounting principles. In this study, we aimed to measure income smoothing practices in a sample of 30 French joint stock companies during the period (2007-2009), we used Dummy variables method and “ECKEL” model to measure income smoothing practices and Binomial test accourding to SPSS program, to confirm or refute our hypothesis. This study concluded that there are no significant statistical indicators of income smoothing practices in the sample studied of French companies during the period (2007-2009), so the income series in the same sample studied of is characterized by stability and non-volatility without any intervention of management through accounting manipulation. However, this type of accounting manipulation should be taken into account and efforts should be made by control bodies to apply Eckel model and generalize its use at the global level.

Keywords: income, smoothing, 'Eckel', French companies

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Authors: K. D. Mroczek

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In the study presented institutional context is discussed in terms of companies’ entry mode choice. In contrary to many previous analyses, instead of using one or two aggregated variables, a set of eleven determinants is used to establish equity and non-equity internationalization friendly conditions. Based on secondary data, 140 countries are analysed and grouped into clusters revealing similar framework. The range of the economies explored is wide as it covers all regions distinguished by The World Bank. The results can prove a useful alternative for operationalization of institutional variables in further research concerning entry modes or strategic management in international markets.

Keywords: clustering, entry mode choice, institutional environment, transaction costs

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Authors: Roopam Gaur, K. Chandramani Singh, Radhapiyari Laishram

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In order to produce lead free piezoceramics with optimum piezoelectric and dielectric properties, KNN modified with Li+ (as an A site dopant) and Sb5+ (as a B site dopant) (K0.49Na0.49Li0.02) (Nb0.96Sb0.04) O3 (referred as KNLNS in this paper) have been synthesized using solid state reaction method and conventional sintering technique. The ceramics were sintered in the narrow range of 10500C-10900C for 2-3 hours to get precise information about sintering parameters. Detailed study of dependence of microstructural, dielectric and piezoelectric properties on sintering conditions was then carried out. The study suggests that the volatility of the highly hygroscopic KNN ceramics is not only sensitive to sintering temperatures but also to sintering durations. By merely reducing the sintering duration for a given sintering temperature we saw an increase in the density of the samples which was supported by the increase in dielectric constants of the ceramics. And since density directly or indirectly affects almost all the associated properties, other dielectric and piezoelectric properties were also enhanced as we approached towards the most suitable sintering temperature and duration combination.

Keywords: piezoelectric, dielectric, Li, Sb, KNN, conventional sintering

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Authors: Ichihan Tai, Bill Olson, Paul Blessner

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Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: early warning system, knowledge management, market prediction, topic modeling.

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Authors: A. Veeresh Babu, M. Vijay Kumar, P. Ravi Kumar, Katam Ganesh Babu

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Biodiesel can be considered as a potential alternative fuel for compression ignition engines. These can be obtained from various resources. However, the usage of biodiesel in high percentage in compression ignition may cause some technical problems because of their higher viscosity, high pour point, and low volatility. Ethanol can be used as a fuel extender to enable use of higher percentage of biodiesel in CI engine. Blends of ethanol-animal fat oil biodiesel-diesel have been prepared and experimental study has been carried out. We have found that B40E20 fuel blend (40% biodiesel and 20 % ethanol in diesel) reduces the specific fuel consumption and improves brake thermal efficiency of engine compared to B40 fuel blend. We observed that fuel characteristics improved considerably with addition of ethanol to biodiesel. Emissions of CO, HC and smoke were reduced while CO2 emissions were increased because of more complete combustion of the blend.

Keywords: diesel, biodiesel, ethanol, CI engine, engine performance, exhaust emission

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Authors: Hend Alrasheed

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Due to their different properties that have led to avoid several limitations of classic client/server systems, there has been a great interest in the development and the improvement of different peer to peer systems. Understanding the properties of complex peer to peer networks is essential for their future improvements. It was shown that the performances of peer to peer protocols are directly related to their underlying topologies. Therefore, multiple efforts have analyzed the topologies of different peer to peer systems. This study presents an overview of major findings of close experimental analyses to different topologies of three unstructured peer to peer systems: BitTorrent, Gnutella, and FreeNet.

Keywords: peer to peer networks, network topology, graph diameter, clustering coefficient, small-world property, random graph, degree distribution

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Authors: Si-Gwan Kim

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Small-size and low-power sensors with sensing, signal processing and wireless communication capabilities is suitable for the wireless sensor networks. Due to the limited resources and battery constraints, complex routing algorithms used for the ad-hoc networks cannot be employed in sensor networks. In this paper, we propose node-disjoint multi-path hexagon-based routing algorithms in wireless sensor networks. We suggest the details of the algorithm and compare it with other works. Simulation results show that the proposed scheme achieves better performance in terms of efficiency and message delivery ratio.

Keywords: clustering, multi-path, routing protocol, sensor network

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Authors: Sandeep Singh Waraich

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Wireless sensor network (WSN ) consists of a large number of sensor nodes. The disparity in their energy consumption usually lead to the loss of equilibrium in wireless sensor network which may further results in an energy hole problem in wireless network. In this paper, we have considered the inclusion of orphan nodes which usually remain unutilized as intermediate nodes in multi-hop routing. The Orphan Node Inclusion (ONI) Protocol lets the cluster member to bring the orphan nodes into their clusters, thereby saving important resources and increasing network lifetime in critical applications of WSN.

Keywords: wireless sensor network, orphan node, clustering, ONI protocol

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Authors: Sahar Elsaleh, Ghada Farhat, Shaikha Al-Derham, Fasih Alam

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Background: Cesarean section (CS) delivery is one of the major concerns both in developing and developed countries. The rate of CS deliveries are on the rise globally, and especially in Qatar. Many socio-economic, demographic, clinical and institutional factors play an important role for cesarean sections. This study aims to investigate factors affecting the prevalence of CS among women in Qatar using the UNICEF’s Multiple Indicator Cluster Survey (MICS) 2012 database. Methods: The study has focused on the women’s questionnaire of the MICS, which was successfully distributed to 5699 participants. Following study inclusion and exclusion criteria, a final sample of 761 women aged 19- 49 years who had at least one delivery of giving birth in their lifetime before the survey were included. A number of socio-economic, demographic, clinical and institutional factors, identified through literature review and available in the data, were considered for the analyses. Bivariate and multivariate logistic regression models, along with a multi-level modeling to investigate clustering effect, were undertaken to identify the factors that affect CS prevalence in Qatar. Results: From the bivariate analyses the study has shown that, a number of categorical factors are statistically significantly associated with the dependent variable (CS). When identifying the factors from a multivariate logistic regression, the study found that only three categorical factors -‘age of women’, ‘place at delivery’ and ‘baby weight’ appeared to be significantly affecting the CS among women in Qatar. Although the MICS dataset is based on a cluster survey, an exploratory multi-level analysis did not show any clustering effect, i.e. no significant variation in results at higher level (households), suggesting that all analyses at lower level (individual respondent) are valid without any significant bias in results. Conclusion: The study found a statistically significant association between the dependent variable (CS delivery) and age of women, frequency of TV watching, assistance at birth and place of birth. These results need to be interpreted cautiously; however, it can be used as evidence-base for further research on cesarean section delivery in Qatar.

Keywords: cesarean section, factors, multiple indicator cluster survey, MICS database, Qatar

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Authors: Sohyoung Won, Heebal Kim, Dajeong Lim

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Genomic prediction is an effective way to measure the abilities of livestock for breeding based on genomic estimated breeding values, statistically predicted values from genotype data using best linear unbiased prediction (BLUP). Using haplotypes, clusters of linked single nucleotide polymorphisms (SNPs), as markers instead of individual SNPs can improve the reliability of genomic prediction since the probability of a quantitative trait loci to be in strong linkage disequilibrium (LD) with markers is higher. To efficiently use haplotypes in genomic prediction, finding optimal ways to define haplotypes is needed. In this study, 770K SNP chip data was collected from Hanwoo (Korean cattle) population consisted of 2506 cattle. Haplotypes were first defined in three different ways using 770K SNP chip data: haplotypes were defined based on 1) length of haplotypes (bp), 2) the number of SNPs, and 3) k-medoids clustering by LD. To compare the methods in parallel, haplotypes defined by all methods were set to have comparable sizes; in each method, haplotypes defined to have an average number of 5, 10, 20 or 50 SNPs were tested respectively. A modified GBLUP method using haplotype alleles as predictor variables was implemented for testing the prediction reliability of each haplotype set. Also, conventional genomic BLUP (GBLUP) method, which uses individual SNPs were tested to evaluate the performance of the haplotype sets on genomic prediction. Carcass weight was used as the phenotype for testing. As a result, using haplotypes defined by all three methods showed increased reliability compared to conventional GBLUP. There were not many differences in the reliability between different haplotype defining methods. The reliability of genomic prediction was highest when the average number of SNPs per haplotype was 20 in all three methods, implying that haplotypes including around 20 SNPs can be optimal to use as markers for genomic prediction. When the number of alleles generated by each haplotype defining methods was compared, clustering by LD generated the least number of alleles. Using haplotype alleles for genomic prediction showed better performance, suggesting improved accuracy in genomic selection. The number of predictor variables was decreased when the LD-based method was used while all three haplotype defining methods showed similar performances. This suggests that defining haplotypes based on LD can reduce computational costs and allows efficient prediction. Finding optimal ways to define haplotypes and using the haplotype alleles as markers can provide improved performance and efficiency in genomic prediction.

Keywords: best linear unbiased predictor, genomic prediction, haplotype, linkage disequilibrium

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Authors: Sofia Barbosa, Mariana Pinto, José António Almeida, Edgar Carvalho, Catarina Diamantino

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The aim of this work was to test a methodology able to generate spatial-temporal maps that can synthesize simultaneously the trends of distinct hydrochemical indicators in an old radium-uranium tailings dam deposit. Multidimensionality reduction derived from principal component analysis and subsequent data aggregation derived from clustering analysis allow to identify distinct hydrochemical behavioural profiles and to generate synthetic evolutionary hydrochemical maps.

Keywords: Contamination plume migration, K-means of PCA scores, groundwater and mine water monitoring, spatial-temporal hydrochemical trends

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Authors: Wen-Hsi Lee, C.G. Kao

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In this study, Cu paste was prepared and printed with narrow line screen printing process on polycrystalline Si solar cell which has already finished the back Al printing and deposition of double anti-reflection coatings (DARCs). Then, two-step firing process was applied to sinter the front electrode and obtain the ohmic contact between front electrode and solar cell. The first step was in air atmosphere. In this process, PbO-based glass frit etched the DARCs and Ag recrystallized at the surface of Si, constructing the preliminary contact. The second step was in reducing atmosphere. In this process, CuO reduced to Cu and sintered. Besides, Ag nanoparticles recrystallized in the glass layer at interface due to the interactions between H2, Ag and PbO-based glass frit and the volatility of Pb, constructing the ohmic contact between electrode and solar cell. By experiment and analysis, reaction mechanism in each stage was surmised, and it was also proven that ohmic contact and good sheet resistance for front electrode could both be obtained by applying newly-invented paste and process.

Keywords: front electrode, solar cell, ohmic contact, screen printing, paste

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Authors: Sofia Matoug, Amr Abdel-Dayem

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This paper presents a comprehensive survey of recent research studies to segment and classify brain MR (magnetic resonance) images in order to detect significant changes to brain ventricles. The paper also presents a general framework for detecting regions that atrophy, which can help neurologists in detecting and staging Alzheimer. Furthermore, a prototype was implemented to segment brain MR images in order to extract the region of interest (ROI) and then, a classifier was employed to differentiate between normal and abnormal brain tissues. Experimental results show that the proposed scheme can provide a reliable second opinion that neurologists can benefit from.

Keywords: Alzheimer, brain images, classification techniques, Magnetic Resonance Images MRI

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Authors: Atje Setiawan Abdullah, Budi Nurani Ruchjana, I. Gede Nyoman Mindra Jaya, Eddy Hermawan

Abstract:

Ethnoscience is used to see the culture with a scientific perspective, which may help to understand how people develop various forms of knowledge and belief, initially focusing on the ecology and history of the contributions that have been there. One of the areas studied in ethnoscience is etno-informatics, is the application of informatics in the culture. In this study the science of informatics used is data mining, a process to automatically extract knowledge from large databases, to obtain interesting patterns in order to obtain a knowledge. While the application of culture described by naming database village on the island of Java were obtained from Geographic Indonesia Information Agency (BIG), 2014. The purpose of this study is; first, to classify the naming of the village on the island of Java based on the structure of the word naming the village, including the prefix of the word, syllable contained, and complete word. Second to classify the meaning of naming the village based on specific categories, as well as its role in the community behavioral characteristics. Third, how to visualize the naming of the village to a map location, to see the similarity of naming villages in each province. In this research we have developed two theorems, i.e theorems area as a result of research studies have collected intersection naming villages in each province on the island of Java, and the composition of the wedge theorem sets the provinces in Java is used to view the peculiarities of a location study. The methodology in this study base on the method of Knowledge Discovery in Database (KDD) on data mining, the process includes preprocessing, data mining and post processing. The results showed that the Java community prioritizes merit in running his life, always working hard to achieve a more prosperous life, and love as well as water and environmental sustainment. Naming villages in each location adjacent province has a high degree of similarity, and influence each other. Cultural similarities in the province of Central Java, East Java and West Java-Banten have a high similarity, whereas in Jakarta-Yogyakarta has a low similarity. This research resulted in the cultural character of communities within the meaning of the naming of the village on the island of Java, this character is expected to serve as a guide in the behavior of people's daily life on the island of Java.

Keywords: ethnoscience, ethno-informatics, data mining, clustering, Java island culture

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