Search results for: equivalent linear model

Authors: Masao Fujisawa, Hirohito Ikeda, Tomonori Ohata, Miho Yukawa, Hatsumi Aki, Takayoshi Kimura

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We attempted to predict adsorption coefficients by utilizing dispersion energies. We performed liquid-phase free energy calculations based on gas-phase geometries of organic compounds using the DFT and studied the relationship between the adsorption of organic compounds by activated carbon and dispersion energies of the organic compounds. A linear correlation between absorption coefficients and dispersion energies was observed.

Keywords: activated carbon, adsorption, prediction, dispersion energy

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Authors: Saleh Gareh, B. C. Kok, H. H. Goh

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Piezoelectric energy harvesting has advantages over other alternative sources due to its large power density, ease of applications, and capability to be fabricated at different scales: macro, micro, and nano. This paper presents an electromechanical-traffic model for roadway compression-based piezoelectric energy harvesting system. A two-degree-of-freedom (2-DOF) electromechanical model has been developed for the piezoelectric energy harvesting unit to define its performance in power generation under a number of external excitations on road surface. Lead Zirconate Titanate (PZT-5H) is selected as the piezoelectric material to be used in this paper due to its high Piezoelectric Charge Constant (d) and Piezoelectric Voltage Constant (g) values. The main source of vibration energy that has been considered in this paper is the moving vehicle on the road. The effect of various frequencies on possible generated power caused by different vibration characteristics of moving vehicle has been studied. A single unit of circle-shape Piezoelectric Cymbal Transducer (PCT) with diameter of 32 mm and thickness of 0.3 mm be able to generate about 0.8 mW and 3 mW of electric power under 4 Hz and 20 Hz of excitation, respectively. The estimated power to be generated for multiple arrays of PCT is approximately 150 kW/ km. Thus, the developed electromechanical-traffic model has enormous potential to be used in estimating the macro scale of roadway power generation system.

Keywords: piezoelectric energy harvesting, cymbal transducer, PZT (lead zirconate titanate), 2-DOF

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Authors: Dchieche Amina, Aboulaich Rajae

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In this work, we will modelize Waad Bil Mourabaha contract. This islamic contract provides the right to buy goods at a future date with a Mourabaha. Waad is a promise of sale or purchase of goods, declared in a unilateral way. In spite of the divergence between some schools of Islamic law about the Waad, this contract will allow us to study sophisticated and interesting contract: Waad Bil Mourabaha that can be used for hedging. In order to price Waad Bil Mourabaha contract, we will use an adapted Black and Scholes model using the Shariah compliant assumptions.

Keywords: Islamic finance, Black-Scholes model, call option, risks, hedging

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Authors: Calvince Okome Odeny

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There is a current action to increase radiotherapy services in Kenya. The National government of Kenya, in collaboration with the county governments, has embarked on building radiotherapy centers in all 47 regions of the country. As these new centers are established in Kenya, it has to be ensured that minimum radiation safety standards are in place prior to operation. For full implementation of this, it is imperative that more Research and training for regulators are done on radiation protection, and safety and national regulatory infrastructure is geared towards ensuring radiation protection and safety in all aspects of the use of external radiotherapy practices. The present work aims at reviewing the level of protection and safety for patients and staff during external beam radiotherapy using Linac in Kenya and provides relevant guidance to improve protection and safety. A retrospective evaluation was done to verify whether those occupationally exposed workers and patients are adequately protected from the harmful effect of radiation exposure during the treatment procedures using Linac. The project was experimental Research, also including an analysis of resource documents obtained from the literature and international organizations. The critical findings of the work revealed that the key elements of protection of occupationally exposed workers and patients include a comprehensive quality Management system governing all planned activities from siting, safety, and design of the Facility, construction, acceptance testing, commissioning, operation, and decommissioning of the Facility; Government empowering the Regulatory Authority to license Medical Linear facilities and to enforce the applicable regulations to ensure adequate protection; A comprehensive Radiation Protection and Safety program must be established to ensure adequate safety and protection of workers and patients during treatment planning and treatment delivery of patients and categories of staff associated with the Facility must be well educated and trained to perform professionally with a commitment to sound safety culture. Relevant recommendations from the findings are shared with the Medical Linear Accelerator facilities and the regulatory authority to provide guidance and continuous improvement of protection and safety to improve regulatory oversight.

Keywords: oncology, radiotherapy, protection, staff

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Authors: Ammar Edress Mohamed, Mustafa Aziz, David Wright

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This paper analyses and calculates the head fields of asymmetrical 2D magnetic recording heads when the soft-underlayer is present using the appropriate Green's function to derive the surface potential/field by utilising the surface potential for asymmetrical head without underlayer. The results follow closely the corners, while the gap region shows a linear behaviour for d/g < 0.5 compared with the calculated fields from finite-element.

Keywords: magnetic recording, finite elements, asymmetrical magnetic heads, superposition, Laplace's equation

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Authors: Flora Paganelli

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The radiometric performance of remotely sensed images is important for volcanic monitoring. The Thermal Infrared Sensor (TIRS) on-board Landsat 8 was designed with specific requirements in regard to the noise-equivalent change in temperature (NEΔT) at ≤ 0.4 K at 300 K for the two thermal infrared bands B10 and B11. This study investigated the on-orbit NEΔT of the TIRS two bands from a scene-based method using clear-sky images over the volcanic activity of Kīlauea Volcano and the active East Rift Zone (Hawaii), in order to optimize the use of TIRS data. Results showed that the NEΔTs of the two bands exceeded the design specification by an order of magnitude at 300 K. Both separate bands and split window algorithm were examined to estimate the effect of NEΔT on the land surface temperature (LST) retrieval, and NEΔT contribution to the final LST error. These results were also useful in the current efforts to assess the requirements for volcanology research campaign using the Hyperspectral Infrared Imager (HyspIRI) whose airborne prototype MODIS/ASTER instruments is plan to be flown by NASA as a single campaign to the Hawaiian Islands in support of volcanology and coastal area monitoring in 2016.

Keywords: landsat 8, radiometric performance, thermal infrared sensor (TIRS), volcanology

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Authors: Aid Asma, Dahdouh Nadjib, Amokrane Samira, Ladjali Samir, Nibou Djamel

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The present work has for main objective the elimination of the textile dye Maxilon Red (MR) by two processes, adsorption on activated clay followed by photocatalysis in presence of ZnO as a photocatalyst. The influence of the physical parameters like the initial pH, adsorbent dose of the activated clay, the MR concentration and temperature has been studied. The best adsorption yield occurs at neutral pH ~ 7 within 60 min with an uptake percentage of 97% for a concentration of 25 mg L⁻¹ and a dose of 0.5 g L⁻¹. The adsorption data were suitably fitted by the Langmuir model with a maximum capacity of 176 mg g⁻¹. The MR adsorption is well described by the pseudo second order kinetic. The second part of this work was dedicated to the photocatalytic degradation onto ZnO under solar irradiation of the residual MR concentration, remained after adsorption. The effect of ZnO dose and MR concentration has also been investigated. The parametric study showed that the elimination is very effective by this process, based essentially on the in situ generation of free radicals *OH which are non-selective and very reactive. The photodegradation process follows a first order kinetic model according to the Langmuir-Hinshelwood model.

Keywords: maxilon red, adsorption, photodegradation, ZnO, coupling

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Authors: Fatma Mohamed Magdy Badr El Dine, Amr Mohamed Abd Allah

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Introduction: Age estimation of individuals is one of the crucial steps in forensic practice. Different traditional methods rely on the length of the diaphysis of long bones of limbs, epiphyseal-diaphyseal union, fusion of the primary ossification centers as well as dental eruption. However, there is a growing need for the development of precise and reliable methods to estimate age, especially in cases where dismembered corpses, burnt bodies, purified or fragmented parts are recovered. Teeth are the hardest and indestructible structure in the human body. In recent years, assessment of pulp/tooth area ratio, as an indirect quantification of secondary dentine deposition has received a considerable attention. However, scanty work has been done in Egypt in terms of applicability of pulp/tooth ratio for age estimation. Aim of the Work: The present work was designed to assess the Cameriere’s method for age estimation from pulp/tooth ratio of maxillary canines, central and lateral incisors among a sample from Egyptian population. In addition, to formulate regression equations to be used as population-based standards for age determination. Material and Methods: The present study was conducted on 270 peri-apical X-rays of maxillary canines, central and lateral incisors (collected from 131 males and 139 females aged between 19 and 52 years). The pulp and tooth areas were measured using the Adobe Photoshop software program and the pulp/tooth area ratio was computed. Linear regression equations were determined separately for canines, central and lateral incisors. Results: A significant correlation was recorded between the pulp/tooth area ratio and the chronological age. The linear regression analysis revealed a coefficient of determination (R² = 0.824 for canine, 0.588 for central incisor and 0.737 for lateral incisor teeth). Three regression equations were derived. Conclusion: As a conclusion, the pulp/tooth ratio is a useful technique for estimating age among Egyptians. Additionally, the regression equation derived from canines gave better result than the incisors.

Keywords: age determination, canines, central incisors, Egypt, lateral incisors, pulp/tooth ratio

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Authors: Haffaf Hafid

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Hypergraphs, after being used to model the structural organization of System of Sytems (SoS) at macroscopic level, has recent trends towards generalizing this powerful representation at different stages of complex system modelling. In this paper, we first describe different applications of hypergraph theory, and step by step, introduce multilevel modeling of SoS by means of integrating Constraint Programming Langages (CSP) dealing with engineering system reconfiguration strategy. As an application, we give an A.C.T Terminal controlled by a set of Intelligent Automated Vehicle.

Keywords: hypergraph model, structural analysis, bipartite graph, monitoring, system of systems, reconfiguration analysis, hypernetwork

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Authors: A. K. M. Kamrul Islam, Abdelhamid Bouchachia, Suang Cang, Hongnian Yu

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Forecasting model has a great impact in terms of prediction and continues to do so into the future. Although many forecasting models have been studied in recent years, most researchers focus on different forecasting methods based on fuzzy time series to solve forecasting problems. The forecasted models accuracy fully depends on the two terms that are the length of the interval in the universe of discourse and the content of the forecast rules. Moreover, a hybrid forecasting method can be an effective and efficient way to improve forecasts rather than an individual forecasting model. There are different hybrids forecasting models which combined fuzzy time series with evolutionary algorithms, but the performances are not quite satisfactory. In this paper, we proposed a hybrid forecasting model which deals with the first order as well as high order fuzzy time series and particle swarm optimization to improve the forecasted accuracy. The proposed method used the historical enrollments of the University of Alabama as dataset in the forecasting process. Firstly, we considered an automatic clustering algorithm to calculate the appropriate interval for the historical enrollments. Then particle swarm optimization and fuzzy time series are combined that shows better forecasting accuracy than other existing forecasting models.

Keywords: fuzzy time series (fts), particle swarm optimization, clustering algorithm, hybrid forecasting model

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Authors: K. B. Rajasekarababu, J. Karthik, G. Vinayagamurthy

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This paper is intended to explain the influence of major axis on aerodynamic characteristics of elliptical section. Many engineering applications such as off shore structures, bridge piers, civil structures and pipelines can be modelled as a circular cylinder but flow over complex bodies like, submarines, Elliptical wing, fuselage, missiles, and rotor blades, in which the parameters such as axis ratio can influence the flow characteristics of the wake and nature of separation. Influence of Major axis in Flow characteristics of elliptical sections are examined both experimentally and computationally in this study. For this research, four elliptical models with varying major axis [*AR=1, 4, 6, 10] are analysed. Experimental works have been conducted in a subsonic wind tunnel. Furthermore, flow characteristics on elliptical model are predicted from k-ε turbulence model using the commercial CFD packages by pressure based transient solver with Standard wall conditions.The analysis can be extended to estimation and comparison of Drag coefficient and Fatigue analysis of elliptical sections.

Keywords: elliptical section, major axis, aerodynamic characteristics, k-ε turbulence model

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Authors: Saeed Kamarian

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In this paper, free vibrations of Functionally Graded Sandwich (FGS) beams reinforced by randomly oriented Single-Walled Carbon Nanotubes (SWCNTs) are investigated. The Eshelby–Mori–Tanaka approach based on an equivalent fiber is used to investigate the material properties of the structure. The natural frequencies of the FGS nanocomposite beam are analyzed based on various Higher-order Shear Deformation Beam Theories (HSDBTs) and using an analytical method. The verification study represents the simplicity and accuracy of the method for free vibration analysis of nanocomposite beams. The effects of carbon nanotube volume fraction profiles in the face layers, length to span ratio and thicknesses of face layers on the natural frequency of structure are studied for the different HSDBTs. Results show that by utilizing the FGS type of structures, free vibration characteristics of structures can be improved. A comparison is also provided to show the difference between natural frequency responses of the FGS nanocomposite beam reinforced by aligned and randomly oriented SWCNT.

Keywords: sandwich beam, nanocomposite beam, functionally graded materials, higher-order beam theories, Mori-Tanaka approach

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Authors: Akella Amarendra Babu, Rama Devi Yellasiri, Natukula Sainath

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Where human beings can easily learn and adopt pronunciation variations, machines need training before put into use. Also humans keep minimum vocabulary and their pronunciation variations are stored in front-end of their memory for ready reference, while machines keep the entire pronunciation dictionary for ready reference. Supervised methods are used for preparation of pronunciation dictionaries which take large amounts of manual effort, cost, time and are not suitable for real time use. This paper presents an unsupervised adaptation model for building agile and dynamic pronunciation dictionaries online. These methods mimic human approach in learning the new pronunciations in real time. A new algorithm for measuring sound distances called Dynamic Phone Warping is presented and tested. Performance of the system is measured using an adaptation model and the precision metrics is found to be better than 86 percent.

Keywords: pronunciation variations, dynamic programming, machine learning, natural language processing

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Authors: Indrajit Ghosh, Jaydip Roy

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Literacy rate is an important indicator for measurement of human development. But this is not a good one to capture the qualitative dimension of educational attainment of an individual or a society. The overall educational level of an area is an important issue beyond the literacy rate. The overall educational level can be thought of as an outcome of the educational levels of individuals. But there is no well-defined algorithm and mathematical model available to measure the overall educational level of an area. A heuristic approach based on accumulated experience of experts is effective one. It is evident that fuzzy logic offers a natural and convenient framework in modeling various concepts in social science domain. This work suggests the implementation of fuzzy logic to develop a mathematical model for measurement of educational attainment of an area in terms of Education Index. The contribution of the study is two folds: conceptualization of “Education Profile” and proposing a new mathematical model to measure educational attainment in terms of “Education Index”.

Keywords: education index, education profile, fuzzy logic, literacy

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Authors: R. Velvarska, A. Vrablik, M. Fiedlerova, R. Cerny

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Near-infrared spectrometry (NIR) was tested as a rapid and alternative tool for determination of biodiesel oxidation stability. A PetroOxy method is standardly used for the determination, but this method is hazardous due to the possibility of explosion and ignition of flammable fuels. The second disadvantage is time consuming. The near-infrared spectrometry served for the development of the calibration model which was composed of 133 real samples (calibration standards). The reference values of these standards were obtained by PetroOxy method. Many chemometric diagnostics were used for the development of the final NIR model with the aim to have accurate prediction of the oxidation stability. The final NIR model was validated by 30 validation standards. The repeatability was determined as well with the acceptable residual standard deviation (8.59 %). The NIR spectrometry has proved to be an accurate alternative method for the determination of biodiesel oxidation stability with advantages as the time and cost saving, non-destructive character of analyzing and the possibility of online monitoring in safe mode.

Keywords: biodiesel, fatty acid methyl ester, NIR, oxidation stability

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Authors: Mohammed Alanazi, Dimitrios Tsagdis

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Established Business Excellence Models (BEMs), like the Malcolm Baldrige National Quality Award (MBNQA) model and the European Foundation for Quality Management (EFQM) model, have been adopted by firms all over the world. They exist alongside more recent country-specific BEMs; e.g. the Australian, Canadian, China, New Zealand, Singapore, and Taiwan quality awards that although not as widespread as MBNQA and EFQM have nonetheless strong national followings. Regardless of any differences in their following or prestige, the emergence and development of all BEMs have been shaped both by their local context (e.g. underlying socio-economic dynamics) as well as by global best practices. Besides such similarities, that render them into objects (i.e. models) of the same class (i.e. BEMs), BEMs exhibit non-trivial differences in their criteria, relations, and emphasis. Given the evolution of BEMs (e.g. the MBNQA underwent seven evolutions since its inception in 1987 while the EFQM five since 1993), it is unsurprising that comparative studies of their validity are few and far in between. This poses challenges for practitioners and policy makers alike; as it is not always clear which BEM is to be preferred or better fitting to a particular context. Especially, in contexts that differ substantially from the original context of BEM development. This paper aims to fill this gap by presenting a research design and measurement model for comparing BEMs using quantitative methods (e.g. structural equations). Three BEMs will be focused upon in particular for illustration purposes; the MBNQA, the EFQM, and the King Abdul Aziz Quality Award (KAQA) model. They have been selected so to reflect the two established and widely spread traditions as well as a more recent context-specific arrival promising a better fit.

Keywords: Baldrige, business excellence, European Foundation for Quality Management, Structural Equation Model, total quality management

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Authors: Zdzislaw Piotr Kaminski, Miroslaw Wendeker, Zbigniew Czyz

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The paper describes the geometric model, calculation algorithm and results of the CFD simulation of the airflow around a rotor in the vertical axis wind turbine (VAWT) with the ANSYS Fluent computational solver. The CFD method enables creating aerodynamic characteristics of forces acting on rotor working surfaces and determining parameters such as torque or power generated by the rotor assembly. The object of the research was a rotor whose construction is based on patent no.PL219985. The conducted tests enabled a mathematical model with a description of the generation of aerodynamic forces acting on each rotor blade. Additionally, this model was compared to the results of the wind tunnel tests. The analysis also focused on the influence of the blade angle on turbine power and the TSR. The research has shown that the turbine blade angle has a significant impact on the optimal value of the TSR.

Keywords: computational fluid dynamics, numerical analysis, renewable energy, wind turbine

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Authors: Leoni Van Der Merwe

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Historically, in South Africa, disability has been viewed as a dilemma of the individual. The discourse surrounding the definition of disability and applicable theories are as fluid as the differing needs of persons with disabilities within society. In 1997, the Office of the Deputy President published the White Paper on the Integrated National Disability Strategy (WPINDS) which sought to integrate disability issues in all governmental development strategies, planning and programs as well as to solidify the South African government’s stance that disability was to be considered according to the social model and not the, previously utilized, medical model of disability. The models of disability are conceptual frameworks for understanding disability and can provide some insight into why certain attitudes exist and how they are reinforced in society. Although the WPINDS was regarded as a critical milestone in the history of the disability rights struggle in South Africa; it has taken approximately twenty years for the publication of a similar document taking into account South Africa’s changing social, economic, political and technological dispensation. December 2015 marked the approval of the White Paper on the Rights of Persons with Disabilities (WPRPD) which seeks to update the WPINDS, integrate principles contained in international law instruments and endorse a mainstreaming trajectory for realizing the rights of persons with disabilities. While the WPINDS and the WPRPD were published two decades apart, both documents contain an emphasis on a transition from the medical model to the social model. Whereas, the medical model presupposes that disability is mainly a health and welfare matter and is focused on an individualistic and dependency-based approach; the social model requires a paradigm shift in the manner in which disability is constructed so as to highlight the shortcomings of society in respect of disability and to bring to the fore the capabilities of persons with disabilities. The social model has led to unmatched success in changing the perceptions surrounding disability. This article seeks to investigate the progress made in the implementation of the social model in South Africa by taking into account the effect of the diverse political and cultural landscape in promoting the historically entrenched medical model and the rise of disability activism prior to the new democratic dispensation as well as legislation, case law, policy documents and barriers in respect of persons with disabilities that are pervasive in South African society. The research paper will conclude that although numerous interventions have been identified and implemented to promote the consideration of disability within a social construct in South Africa, such interventions require increased national and international collaboration, resources and pace to ensure that the efforts made lead to sustainable results. For persons with disabilities, what remains to be seen is whether the proliferation of activism by interest groups, social awareness as well as the development of policy documents, legislation and case law will serve as the impetus to dissipate the view that disability is burden to be carried solely on the shoulders of the person with the disability.

Keywords: disability, medical model, social model, societal barriers, South Africa

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Authors: Ebtissem Sassi, Abdellatif Benabdelhafid, Sami Hammami

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Congestion, pollution and space misuse are the major risks in the hinterland. Management of these risks is a major issue for all the actors intervening in territory management. A good mastery of these risks is based on the consideration of environmental and physical constraints since the implementation of a policy integrates simultaneously an efficient use, territorial resources, and financial resources which become increasingly rare. Yet, this balance can be difficult to establish simultaneously by all the actors. Indeed, every actor has often the tendency to favor these objectives in detriment to others. In this framework, we have fixed the objective of designing and achieving a model which will centralize multidisciplinary data and serve the analysis tool as well as a decision support tool. In this article, we will elaborate some methodological axes allowing the good management of the territory system through (i) determination of the structural factors of the decision support system, (ii) integration of methods tools favoring the territorial decisional process. Logistics territory geographic information system is a model dealing with this issue. The objective of this model is to facilitate the exchanges between the actors around a common question which was the research subject of human sciences researchers (geography, economy), nature sciences (ecology) as well as finding an optimal solution for simultaneous responses to all these objectives.

Keywords: complexity, territory, logistics, territory planning, conceptual model, GIS, MCA

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Authors: Abdulqader Almasabe, Stephanie Ludi, Mohammed Alenazi

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Governments around the world have been increasingly introducing e-government services in order to make processes more efficient and accessible for their citizens. The government of Saudi Arabia has adopted E-Government for the effective delivery of services. However, the adoption rate of these services remains low in many countries. This paper aims to explore the determinants of citizens' intention to adopt and use e-government services, focusing on a model of factors influencing the adoption and utilization of e-government services (MFIAUEGS) that has been specially developed for this purpose. By analyzing the factors that influence citizens' decisions to use e-government services we hope to provide insights that help to increase adoption rates and improve the overall effectiveness of these services. In this paper, 562 valid responses were collected and analyzed to shed light on the issue. The results of the research showed that each of the proposed factors in the MFIAUEGS model played a significant role in influencing citizens' intentions to adopt and use e-government services.

Keywords: e-government, model acceptance, influencing factors, TAM

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Authors: Yongjiang Zhang, Kallol Barai, Umesh R. Hodeghatta, Trang Tran, Vikas Dhiman

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Detecting water stress on crops early and accurately is crucial to minimize its impact. This study aims to measure water stress in wild blueberry crops non-destructively by analyzing proximal hyperspectral data. The data collection took place in the summer growing season of 2022. A drought experiment was conducted on wild blueberries in the randomized block design in the greenhouse, incorporating various genotypes and irrigation treatments. Hyperspectral data ( spectral range: 400-1000 nm) using a handheld spectroradiometer and leaf water potential data using a pressure chamber were collected from wild blueberry plants. Machine learning techniques, including multiple regression analysis and random forest models, were employed to predict leaf water potential (MPa). We explored the optimal wavelength bands for simple differences (RY1-R Y2), simple ratios (RY1/RY2), and normalized differences (|RY1-R Y2|/ (RY1-R Y2)). NDWI ((R857 - R1241)/(R857 + R1241)), SD (R2188 – R2245), and SR (R1752 / R1756) emerged as top predictors for predicting leaf water potential, significantly contributing to the highest model performance. The base learner models achieved an R-squared value of approximately 0.81, indicating their capacity to explain 81% of the variance. Research is underway to develop a neural vegetation index (NVI) that automates the process of index development by searching for specific wavelengths in the space ratio of linear functions of reflectance. The NVI framework could work across species and predict different physiological parameters.

Keywords: hyperspectral reflectance, water potential, spectral indices, machine learning, wild blueberries, optimal bands

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Authors: Saeed Khandan Siar, Stefan Tenbohlen, Christian Breuer, Raphael Lebreton

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The goal of this article is to investigate the detailed temperature distribution and the fluid flow of an oil cooled winding of a power transformer by means of computational fluid dynamics (CFD). The experimental setup consists of three passes of a zig-zag cooled disc type winding, in which losses are modeled by heating cartridges in each winding segment. A precise temperature sensor measures the temperature of each turn. The laboratory setup allows the exact control of the boundary conditions, e.g. the oil flow rate and the inlet temperature. Furthermore, a simulation model is solved using the open source computational fluid dynamics solver OpenFOAM and validated with the experimental results. The model utilizes the laminar and turbulent flow for the different mass flow rate of the oil. The good agreement of the simulation results with experimental measurements validates the model.

Keywords: CFD, conjugated heat transfer, power transformers, temperature distribution

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Authors: Ratna Kuswardani

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This paper aims to study the impact of recent Global Financial Crisis (GFC) on 6 selected emerging Asian economies (Indonesia, Malaysia, Thailand, Philippines, Singapore, and South Korea). We first figure out the contagion of GFC from the US and Europe to the selected emerging Asian countries by studying the tail dependence of market stock returns between those countries. We apply the concept of Extreme Value Theory (EVT) to model the dependence between multiple returns series of variables under examination. We explore the factors causing the contagion between the regions. We find dependencies between markets that are influenced by their size, especially for large markets in emerging Asian countries that tend to have a higher dependency to the market in the more advanced country such as the U.S. and some countries in Europe. The results also suggest that the dependencies between market returns and bank stock returns in the same region tend to be higher than dependencies between these returns across two different regions. We extend our analysis by studying the impact of GFC on the systemic in the banking system. We also find that larger institution has more dependencies with the market stock, suggesting that larger size bank can cause disruption in the market. Further, the higher probability of extreme loss can be seen during the crisis period, which is shown by the non-linear dependency between the pre-crisis and the post-crisis period. Finally, our analysis suggests that systemic risk appears in the domestic banking systems in emerging Asia, as shown by the extreme dependencies within banks in the system. Overall, our results provide caution to policy makers and investors alike on the possible contagion of the impact of global financial crisis across different markets.

Keywords: contagion, extreme value theory, global financial crisis, systemic risk

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Authors: Bae Doobyong, Yoo Jaejun, Park Ilgyu, Choi Seowon, Oh Chang Kook

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Variation of slip coefficient in slip-critical connections of curved plates. This paper presents the results of analytical investigations of slip coefficients in slip-critical bolted connections of curved plates. It may depend on the contact stress distribution at interface and the flexibility of spliced plate. Non-linear FEM analyses have been made to simulate the behavior of bolted connections of curved plates with various radiuses of curvature and thicknesses.

Keywords: slip coefficient, curved plates, slip-critical bolted connection, radius of curvature

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Authors: Caixia Gao, Chuanrong Li, Lingli Tang, Lingling Ma, Yonggang Qian, Ning Wang

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Knowledge of land surface temperature (LST) is of crucial important in energy balance studies and environment modeling. Satellite thermal infrared (TIR) imagery is the primary source for retrieving LST at the regional and global scales. Due to the combination of atmosphere and land surface of received radiance by TIR sensors, atmospheric effect correction has to be performed to remove the atmospheric transmittance and upwelling radiance. Spinning Enhanced Visible and Infrared Imager (SEVIRI) onboard Meteosat Second Generation (MSG) provides measurements every 15 minutes in 12 spectral channels covering from visible to infrared spectrum at fixed view angles with 3km pixel size at nadir, offering new and unique capabilities for LST, LSE measurements. However, due to its high temporal resolution, the atmosphere correction could not be performed with radiosonde profiles or reanalysis data since these profiles are not available at all SEVIRI TIR image acquisition times. To solve this problem, a two-part six-parameter semi-empirical diurnal temperature cycle (DTC) model has been applied to the temporal interpolation of ECMWF reanalysis data. Due to the fact that the DTC model is underdetermined with ECMWF data at four synoptic times (UTC times: 00:00, 06:00, 12:00, 18:00) in one day for each location, some approaches are adopted in this study. It is well known that the atmospheric transmittance and upwelling radiance has a relationship with water vapour content (WVC). With the aid of simulated data, the relationship could be determined under each viewing zenith angle for each SEVIRI TIR channel. Thus, the atmospheric transmittance and upwelling radiance are preliminary removed with the aid of instantaneous WVC, which is retrieved from the brightness temperature in the SEVIRI channels 5, 9 and 10, and a group of the brightness temperatures for surface leaving radiance (Tg) are acquired. Subsequently, a group of the six parameters of the DTC model is fitted with these Tg by a Levenberg-Marquardt least squares algorithm (denoted as DTC model 1). Although the retrieval error of WVC and the approximate relationships between WVC and atmospheric parameters would induce some uncertainties, this would not significantly affect the determination of the three parameters, td, ts and β (β is the angular frequency, td is the time where the Tg reaches its maximum, ts is the starting time of attenuation) in DTC model. Furthermore, due to the large fluctuation in temperature and the inaccuracy of the DTC model around sunrise, SEVIRI measurements from two hours before sunrise to two hours after sunrise are excluded. With the knowledge of td , ts, and β, a new DTC model (denoted as DTC model 2) is accurately fitted again with these Tg at UTC times: 05:57, 11:57, 17:57 and 23:57, which is atmospherically corrected with ECMWF data. And then a new group of the six parameters of the DTC model is generated and subsequently, the Tg at any given times are acquired. Finally, this method is applied to SEVIRI data in channel 9 successfully. The result shows that the proposed method could be performed reasonably without assumption and the Tg derived with the improved method is much more consistent with that from radiosonde measurements.

Keywords: atmosphere correction, diurnal temperature cycle model, land surface temperature, SEVIRI

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Authors: Altayeb Abdalla Ahmed

Abstract:

Skeletal phenotype is a product of a balanced interaction between genetics and environmental factors throughout different life stages. Therefore, interlimb proportions are variable between populations. Although interlimb proportion indices have been used in anthropology in assessing the influence of various environmental factors on limbs, an extensive literature review revealed that there is a paucity of published research assessing interlimb part correlations and possibility of reconstruction. Hence, this study aims to assess the relationships between upper and lower limb parts and develop regression formulae to reconstruct the parts from one another. The left upper arm length, ulnar length, wrist breadth, hand length, hand breadth, tibial length, bimalleolar breadth, foot length, and foot breadth of 376 right-handed subjects, comprising 187 males and 189 females (aged 25-35 years), were measured. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then sex-specific simple and multiple linear regression models were used to estimate upper limb parts from lower limb parts and vice-versa. The results of this study indicated significant sexual dimorphism for all variables. The results indicated a significant correlation between the upper and lower limbs parts (p < 0.01). Linear and multiple (stepwise) regression equations were developed to reconstruct the limb parts in the presence of a single or multiple dimension(s) from the other limb. Multiple stepwise regression equations generated better reconstructions than simple equations. These results are significant in forensics as it can aid in identification of multiple isolated limb parts particularly during mass disasters and criminal dismemberment. Although a DNA analysis is the most reliable tool for identification, its usage has multiple limitations in undeveloped countries, e.g., cost, facility availability, and trained personnel. Furthermore, it has important implication in plastic and orthopedic reconstructive surgeries. This study is the only reported study assessing the correlation and prediction capabilities between many of the upper and lower dimensions. The present study demonstrates a significant correlation between the interlimb parts in both sexes, which indicates a possibility to reconstruction using regression equations.

Keywords: anthropometry, correlation, limb, Sudanese

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Authors: Abootaleb Shirvani, Svetlozar Rachev

Abstract:

ESG stands for Environmental, Social, and Governance and is a non-financial factor that investors use to specify material risks and growth opportunities in their analysis process. ESG ratings provide a quantitative measure of socially responsible investment, and it is essential to incorporate ESG ratings when modeling the dynamics of asset returns. In this article, we propose a triple subordinated Lévy process for incorporating numeric ESG ratings into dynamic asset pricing theory to model the time series properties of the stock returns. The motivation for introducing three layers of subordinator is twofold. The first two layers of subordinator capture the skew and fat-tailed properties of the stock return distribution that cannot be explained well by the existing Lévy subordinated model. The third layer of the subordinator introduces ESG valuation and incorporates numeric ESG ratings into dynamic asset pricing theory and option pricing. We employ the triple subordinator Lévy model for developing the ESG-valued stock return model, derive the implied ESG score surfaces for Microsoft, Apple, and Amazon stock returns, and compare the shape of the ESG implied surface scores for these stocks.

Keywords: ESG scores, dynamic asset pricing theory, multiple subordinated modeling, Lévy processes, option pricing

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Authors: Abdelgawad, Salah El-Tahawy

Abstract:

This paper aimed to establish econometrical equation models for the Nile delta region in Egypt, which will represent a basement for future predictions of Lumpy skin disease outbreaks and its pathway in relation to climate change. Data of lumpy skin disease (LSD) outbreaks were collected from the cattle farms located in the provinces representing the Nile delta region during 1 January, 2015 to December, 2015. The obtained results indicated that there was a significant association between the degree of the LSD outbreaks and the investigated climate factors (temperature, wind speed, and humidity) and the outbreaks peaked during the months of June, July, and August and gradually decreased to the lowest rate in January, February, and December. The model obtained depicted that the increment of these climate factors were associated with evidently increment on LSD outbreaks on the Nile Delta of Egypt. The model validation process was done by the root mean square error (RMSE) and means bias (MB) which compared the number of LSD outbreaks expected with the number of observed outbreaks and estimated the confidence level of the model. The value of RMSE was 1.38% and MB was 99.50% confirming that this established model described the current association between the LSD outbreaks and the change on climate factors and also can be used as a base for predicting the of LSD outbreaks depending on the climatic change on the future.

Keywords: LSD, climate factors, Nile delta, modeling

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Authors: Feddaoui Amina

Abstract:

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: Jin Liang, Guanghua Shi

Abstract:

In this paper, we are concerned with the further refinements of the Heinz operator inequalities in Hilbert spaces. Our purpose is to derive several new Heinz-type operator inequalities. First, with the help of the Taylor series of some hyperbolic functions, we obtain some refinements of the ordering relations among Heinz means defined by Bhatia with different parameters, which would be more suitable in obtaining the corresponding operator inequalities. Second, we present some generalizations of Heinz operator inequalities. Finally, we give a matrix version of the Heinz inequality for the Hilbert-Schmidt norm.

Keywords: Hilbert space, means inequality, norm inequality, positive linear operator

Procedia PDF Downloads 252