Search results for: sharp single index model

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

Procedia PDF Downloads 297

Authors: Nabil Mekaoui, Nacer Jabour, Abdelhamid Allaoui, Abderahim Oulidi

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The reliability of several insurance indexes of the seismic risk is evaluated and compared for an efficient seismic risk coverage of buildings in Morocco, thus, reducing the basic risk. A large database of earthquake ground motions is established from recent seismic events in Morocco and synthetic ground motions compatible with the design spectrum in order to conduct nonlinear time history analyses on three building models representative of the building stock in Morocco. The uninhabitability index is evaluated based on the simulated damage index, then correlated with preselected insurance indexes. Interestingly, the commonly used peak ground acceleration index showed poor correlation when compared with other indexes, such as spectral accelerations at low periods. Recommendations on the choice of suitable insurance indexes are formulated for efficient seismic risk coverage in Morocco.

Keywords: catastrophe modeling, damage, earthquake, reinsurance, seismic hazard, trigger index, vulnerability

Procedia PDF Downloads 69

Authors: Mary L. G. S. Senna, Afonso R. Aquino, Veruska C. Dutra, Carlos H. C. Tolentino

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The quality of life index, despite elucidating many discussions, the conceptual subjectivity of the term does not show precision, and consequently, many researchers seek to develop methods aiming to measure this concept, bringing it to a more concrete approach. In this study, the quality of life index method was used to analyze the population of Mateiros, Tocantins, Brazil for quality of life. After data collection, it was compared the quality of life index between the population and the group of beneficiaries of the Brazilian government assistance program Bolsa Família (Family Allowance). Some of the people interviewed receive financial aid from the federal government program Bolsa Família (22%). Comparisons were made among the final score of the quality of life index of the Mateiros population and the following factors: Gender, age, education, those working or not with tourism and those who receive or do not receive the Bolsa Família. It was observed that only the factor, Bolsa Família (p-score 0.0138), shows an association with quality of life improvement, noticing that those who have financial aid had a higher quality of life improvement than the rest of the population. It was concluded that, government assistance has shown a decisive element on the enhancement of Mateiros population quality of life, indicating that similar actions should be maintained.

Keywords: quality of life index, government aid to families, sustainable tourism, Bolsa Familia

Procedia PDF Downloads 303

Authors: Bin Mu, Site Li, Shijin Yuan

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Under the circumstance of environment deterioration, people are increasingly concerned about the quality of the environment, especially air quality. As a result, it is of great value to give accurate and timely forecast of AQI (air quality index). In order to simplify influencing factors of air quality in a city, and forecast the city’s AQI tomorrow, this study used MATLAB software and adopted the method of constructing a mathematic model of PCA-GABP to provide a solution. To be specific, this study firstly made principal component analysis (PCA) of influencing factors of AQI tomorrow including aspects of weather, industry waste gas and IAQI data today. Then, we used the back propagation neural network model (BP), which is optimized by genetic algorithm (GA), to give forecast of AQI tomorrow. In order to verify validity and accuracy of PCA-GABP model’s forecast capability. The study uses two statistical indices to evaluate AQI forecast results (normalized mean square error and fractional bias). Eventually, this study reduces mean square error by optimizing individual gene structure in genetic algorithm and adjusting the parameters of back propagation model. To conclude, the performance of the model to forecast AQI is comparatively convincing and the model is expected to take positive effect in AQI forecast in the future.

Keywords: AQI forecast, principal component analysis, genetic algorithm, back propagation neural network model

Procedia PDF Downloads 226

Authors: James Kinsella

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There is currently very little understanding of how the interaction between in- vestors, consumers, the firms (agents) affect a) the transmission of information, and b) the creation and transfer of value and wealth between these two groups. Employing scholarly ideas from multiple research areas (behavioural finance, emotional finance, econo-biology, and game theory) we develop a conceptual the- oretic model (the ‘bow-tie’ model) as a framework for considering this interaction. Our bow-tie model views information transfer, value and wealth creation, and transfer through the lens of “investor-consumer connection facilitated through the communicative medium of the ‘firm’ (agents)”. We confront our bow-tie model with theoretical and practical examples. Next, we utilise consumer and business confidence data alongside index data, to conduct quantitative analy- sis, to support our bow-tie concept, and to introduce the concept of “investor- consumer connection”. We highlight the importance of information persuasiveness, knowledge, and emotional categorization of characteristics in facilitating a communicative relationship between investors, consumers, and the firm (agents), forming academic and practical applications of the conceptual bow-tie model, alongside applications to wider instances, such as those seen within the Covid-19 pandemic.

Keywords: behavioral finance, emotional finance, economy-biology, social mood

Procedia PDF Downloads 126

Authors: JingWei Yu, Hong Yang Yu

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At present, the increasingly serious air pollution in various cities of China has made people pay more attention to the air quality index(hereinafter referred to as AQI) of their living areas. To face this situation, it is of great significance to predict air pollution in heavily polluted areas. In this paper, based on the time series model of LSTM, a spatiotemporal prediction model of PM2.5 concentration in Mianyang, Sichuan Province, is established. The model fully considers the temporal variability and spatial distribution characteristics of PM2.5 concentration. The spatial correlation of air quality at different locations is based on the Air quality status of other nearby monitoring stations, including AQI and meteorological data to predict the air quality of a monitoring station. The experimental results show that the method has good prediction accuracy that the fitting degree with the actual measured data reaches more than 0.7, which can be applied to the modeling and prediction of the spatial and temporal distribution of regional PM2.5 concentration.

Keywords: LSTM, PM2.5, neural networks, spatio-temporal prediction

Procedia PDF Downloads 134

Authors: Hamza Zidoum

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This paper investigates the impact of human genetic variation on the function of human proteins using machine-learning algorithms. Single-Nucleotide Polymorphism represents the most common form of human genome variation. We focus on the single amino-acid polymorphism located in the coding region as they can affect the protein function leading to pathologic phenotypic change. We use several supervised Machine Learning methods to identify structural properties correlated with increased risk of the missense mutation being damaging. SVM associated with Principal Component Analysis give the best performance.

Keywords: single-nucleotide polymorphism, machine learning, feature selection, SVM

Procedia PDF Downloads 377

Authors: Anand Ankush, Wani Mohammed Farooq

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A procedure based on digraph and matrix method is developed for modelling and evaluation of sustainability of Mechanical System in a concurrent engineering environment.The sustainability parameters of a Mechanical System are identified and are called sustainability attributes. Consideration of attributes and their interrelations is rudiment in modeling and evaluation of sustainability index. Sustainability attributes of a Mechanical System are modelled in termsof sustainability digraph. The graph is represented by a one-to-one matrix for sustainability expression which is based on sustainability attributes. A variable sustainability relationship permanent matrix is defined to develop sustainability expression(VPF-t) which is also useful in comparing two systems in a concurrent environment. The sustainability index of Mechanical System is obtained from permanent of matrix by substituting the numerical values of attributes and their interrelations. A higher value of index implies better sustainability of system.The ideal value of index is obtained from matrix expression which is useful in assessing relative sustainability of a Mechanical System in a concurrent engineering environment. The procedure is not only useful for evaluation of sustainability of a Mechanical System at conceptual design stage but can also be used for design and development of systems at system design stage. A step-by-step procedure for evaluation of sustainability index is also suggested and is illustrated by means of an example.

Keywords: digraph, matrix method, mechanical system, sustainability

Procedia PDF Downloads 364

Authors: Mohamed El-Bady

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The Northern Egyptian Lagoons are (from east to west) Bardawil Lagoon, Manzala Lagoon, Burullus Lagoon, Edku Lagoons and Mariute Lagoon. These lagoons have been received the bulk of drainage water from the lands of Delta and from the other coastal areas. Where, the heavy metals can occur in Lagoons environments through a variety of sources, including industries, wastewaters and domestic effluents. The potential ecological risk index (RI) calculation of the bottom sediments of the northern lagoons depends on contamination factor (CF), potential ecological risk factor and proposed toxic response factor (Tr). Each lagoon with special indices according to its conditions.

Keywords: Northern Lagoons, Nile Delta, ecological risk index, contamination factor

Procedia PDF Downloads 342

Authors: Maheen Zia

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Near the early twenty-first century, LEGO decided to diversify its product range which resulted in more specific and single-outcome sets occupying the store shelves than classic kits having fairly all-purpose bricks. Earlier, LEGOs came with more bricks and lesser instructions. Today, there are more single kits being produced and sold, which come with a strictly defined set of guidelines. If one set is used to make a car, the same bricks cannot be put together to produce any other article. Earlier, multiple bricks gave children a chance to be imaginative, think of new items and construct them (by just putting the same pieces differently). The new products are less open-ended and offer a limited possibility for players in both designing and realizing those designs. The article reviews (in the light of existing research) how classic LEGO sets could help enhance a child’s creativity in comparison with single sets, which allow a player to interact (not experiment) with the bricks.

Keywords: constructive play, creativity, LEGO, play-based learning

Procedia PDF Downloads 188

Authors: K. Petcharaporn, S. Kumchoo

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The acidity (citric acid) is one of the chemical contents that can refer to the internal quality and the maturity index of tomato. The titratable acidity (%TA) can be predicted by a non-destructive method prediction by using the transmittance short wavelength (SW-NIR). Spectroscopy in the wavelength range between 665-955 nm. The set of 167 tomato samples divided into groups of 117 tomatoes sample for training set and 50 tomatoes sample for test set were used to establish the calibration model to predict and measure %TA by partial least squares regression (PLSR) technique. The spectra were pretreated with MSC pretreatment and it gave the optimal result for calibration model as (R = 0.92, RMSEC = 0.03%) and this model obtained high accuracy result to use for %TA prediction in test set as (R = 0.81, RMSEP = 0.05%). From the result of prediction in test set shown that the transmittance SW-NIR spectroscopy technique can be used for a non-destructive method for %TA prediction of tomatoes.

Keywords: tomato, quality, prediction, transmittance, titratable acidity, citric acid

Procedia PDF Downloads 273

Authors: Wenjiang Deng, Tian Mou, Yudi Pawitan, Trung Nghia Vu

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Estimation of isoform-level gene expression from RNA-seq data depends on simplifying assumptions, such as uniform reads distribution, that are easily violated in real data. Such violations typically lead to biased estimates. Most existing methods provide a bias correction step(s), which is based on biological considerations, such as GC content–and applied in single samples separately. The main problem is that not all biases are known. For example, new technologies such as single-cell RNA-seq (scRNA-seq) may introduce new sources of bias not seen in bulk-cell data. This study introduces a method called XAEM based on a more flexible and robust statistical model. Existing methods are essentially based on a linear model Xβ, where the design matrix X is known and derived based on the simplifying assumptions. In contrast, XAEM considers Xβ as a bilinear model with both X and β unknown. Joint estimation of X and β is made possible by simultaneous analysis of multi-sample RNA-seq data. Compared to existing methods, XAEM automatically performs empirical correction of potentially unknown biases. XAEM implements an alternating expectation-maximization (AEM) algorithm, alternating between estimation of X and β. For speed XAEM utilizes quasi-mapping for read alignment, thus leading to a fast algorithm. Overall XAEM performs favorably compared to other recent advanced methods. For simulated datasets, XAEM obtains higher accuracy for multiple-isoform genes, particularly for paralogs. In a differential-expression analysis of a real scRNA-seq dataset, XAEM achieves substantially greater rediscovery rates in an independent validation set.

Keywords: alternating EM algorithm, bias correction, bilinear model, gene expression, RNA-seq

Procedia PDF Downloads 142

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

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

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

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Authors: Marziehossadat Moezzi

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In this paper, electromagnetically induced transparency (EIT) is investigated in a cylindrical quantum dot (QD) with a parabolic confinement potential. We study the effect of control lasers polarization on absorption coefficient, refractive index and also on the generation of the double transparency windows in this system. Considering an effective mass method, the time-independent Schrödinger equation is solved to obtain the energy structure of the QD. Also, we study the effect of structural characteristics of the QD on refraction and absorption of the QD in the presence of EIT.

Keywords: electromagnetically induced transparency, cylindrical quantum dot, absorption coefficient, refractive index

Procedia PDF Downloads 198

Authors: Mustafa Metin Donma

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Metabolic syndrome (MetS) components are noteworthy among children with obesity and morbid obesity because they point out the cases with MetS, which have the great tendency to severe health problems such as cardiovascular diseases both in childhood and adulthood. In clinical practice, considerable efforts are being observed to bring into the open the striking differences between morbid obese cases and those with MetS findings. The most privileged aspect is concerning cardiometabolic features. The aim of this study was to derive an index which behaves different in children with and without MetS from the cardiac point of view. For the purpose, aspartate transaminase (AST), a cardiac enzyme still being used independently to predict cardiac-related problems, was used. One hundred and twenty four children were recruited from the outpatient clinic of Department of Pediatrics in Tekirdag Namik Kemal University, Faculty of Medicine. Forty-three children with normal body mass index, forty-one and forty morbid obese (MO) children with MetS and without the characteristic features of MetS, respectively, were included in the study. Weight, height, waist circumference (WC), hip C (HC), head C (HdC), neck C (NC), systolic and diastolic blood pressure values were measured and recorded. Body mass index and anthropometric ratios were calculated. Fasting blood glucose (FBG), insulin (INS), triglycerides (TRG), high density lipoprotein cholesterol (HDL-C) analyses were performed. The values for AST, alanin transaminase (ALT) and AST/ALT were obtained. Advanced Donma cardiac index (ADCI) values were calculated. The formula for the index was [(TRG/HDL-C) * (INS/FBG)] * [(WC+HC)/Height] * [(HdC+NC)/Height]. Statistical evaluations including correlation analysis were done by a statistical package program. The statistical significance degree was accepted as p<0.05. The index, ADCI, was developed from both anthropometric and biochemical parameters. All anthropometric measurements except weight were included in the equation. Besides all biochemical parameters concerning MetS components were also added. This index was tested in each of three groups. Its performance was compared with the performance of cardiometabolic index (CMI). It was also checked whether it was compatible with AST activity. The performance of ADCI was better than that of CMI. Instead of double increase, the increase of three times was observed in children with MetS compared to MO children. The index was correlated with AST in MO group and with AST/ALT in MetS group. In conclusion, this index was superior in discovering cardiac problems in MO and in diagnosing MetS in MetS groups. It was also arbiter to point out cardiovascular and MetS aspects among the groups.

Keywords: aspartate transaminase, cardiac, children, index, obesity

Procedia PDF Downloads 66

Authors: Mustafa M. Donma, Orkide Donma

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The number of indices developed for the evaluation of obesity both in adults and pediatric population is ever increasing. These indices are also used in cases with metabolic syndrome (MetS), mostly the ultimate form of morbid obesity. Aside from anthropometric measurements, formulas constituted using these parameters also find clinical use. These formulas can be listed as two groups; being weight-dependent and –independent. Some are extremely sophisticated equations and their clinical utility is questionable in routine clinical practice. The aim of this study is to compare presently available obesity indices and find the most practical one. Their associations with MetS components were also investigated to determine their capacities in differential diagnosis of morbid obesity with and without MetS. Children with normal body mass index (N-BMI) and morbid obesity were recruited for this study. Three groups were constituted. Age- and sex- dependent BMI percentiles for morbid obese (MO) children were above 99 according to World Health Organization tables. Of them, those with MetS findings were evaluated as MetS group. Children, whose values were between 85 and 15 were included in N-BMI group. The study protocol was approved by the Ethics Committee of the Institution. Parents filled out informed consent forms to participate in the study. Anthropometric measurements and blood pressure values were recorded. Body mass index, hip index (HI), conicity index (CI), triponderal mass index (TPMI), body adiposity index (BAI), body shape index (ABSI), body roundness index (BRI), abdominal volume index (AVI), waist-to-hip ratio (WHR) and waist circumference+hip circumference/2 ((WC+HC)/2) were the formulas examined within the scope of this study. Routine biochemical tests including fasting blood glucose (FBG), insulin (INS), triglycerides (TRG), high density lipoprotein-cholesterol (HDL-C) were performed. Statistical package program SPSS was used for the evaluation of study data. p<0.05 was accepted as the statistical significance degree. Hip index did not differ among the groups. A statistically significant difference was noted between N-BMI and MetS groups in terms of ABSI. All the other indices were capable of making discrimination between N-BMI-MO, N-BMI- MetS and MO-MetS groups. No correlation was found between FBG and any obesity indices in any groups. The same was true for INS in N-BMI group. Insulin was correlated with BAI, TPMI, CI, BRI, AVI and (WC+HC)/2 in MO group without MetS findings. In MetS group, the only index, which was correlated with INS was (WC+HC)/2. These findings have pointed out that complicated formulas may not be required for the evaluation of the alterations among N-BMI and various obesity groups including MetS. The simple easily computable weight-independent index, (WC+HC)/2, was unique, because it was the only index, which exhibits a valuable association with INS in MetS group. It did not exhibit any correlation with other obesity indices showing associations with INS in MO group. It was concluded that (WC+HC)/2 was pretty valuable practicable index for the discrimination of MO children with and without MetS findings.

Keywords: children, insulin, metabolic syndrome, obesity indices

Procedia PDF Downloads 77

Authors: Kyung-Jin You, Kiwon Rhee, Marc H. Schieber, Nitish V. Thakor, Hyun-Chool Shin

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It remains unknown whether M1 neurons encode multi-finger movements independently or as a certain neural network of single finger movements although multi-finger movements are physically a combination of single finger movements. We present an evidence of correlation between single and multi-finger movements and also attempt a challenging task of semi-blind decoding of neural data with minimum training of the neural decoder. Data were collected from 115 task-related neurons in M1 of a trained rhesus monkey performing flexion and extension of each finger and the wrist (12 single and 6 two-finger-movements). By exploiting correlation of temporal firing pattern between movements, we found that correlation coefficient for physically related movements pairs is greater than others; neurons tuned to single finger movements increased their firing rate when multi-finger commands were instructed. According to this knowledge, neural semi-blind decoding is done by choosing the greatest and the second greatest likelihood for canonical candidates. We achieved a decoding accuracy about 60% for multiple finger movement without corresponding training data set. this results suggest that only with the neural activities on single finger movements can be exploited to control dexterous multi-fingered neuroprosthetics.

Keywords: finger movement, neural activity, blind decoding, M1

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Authors: Deden Misbahudin Muayyad, Lavlimatria Esya

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Up to the month of June 2015, Indonesia has 12 Islamic Commercial Banks, 22 Islamic Business Unit, 327 offices in 33 provinces. The initial purpose of the establishment of Islamic financial institutions is to achieve and the welfare of the people in this world and in the hereafter. To realize these goals, the Islamic financial institutions in every kind of aspect of product development and in terms of operations should be based on maqashid sharia, namely keeping the faith, keep the soul, keep the sense, maintain the property, keeping the offspring. To see whether Islamic banking grounded in maqasid sharia, the Islamic banking performance measurements based on the principles of maqasid sharia. Banking performance measurement is not only focusing on profit and other financial measures, but put other values of banks reflects the size of the benefit of non-profit in accordance with the bank's objectives. The measurement using the measurement of financial performance called maqasid sharia index. Maqasid syariah index is a model of Islamic banking performance measurement in accordance with the objectives and characteristics of Islamic banking. Maqasid syariah index was developed based on three main factors, namely the education of individuals, the creation of justice, the achievement of well-being, where the three factors were in accordance with the common goal of maqasid sharia is achieving prosperity and avoid evil. Maqasid syariah index shows that maqasid sharia approach can be a strategic alternative approach to describe how good the performance of the banking system and it can be implemented in the comprehensive policy strategy. This study uses a model of performance measurement framework based on maqasid syariah, in addition to financial performance measures that already exist. Methods to develop the idea of a performance measurement framework of Islamic banking by maqasid sharia is the Sekaran method. Operationally, the methods have now able to describe the elements that will be measured by this study. This is done by observing the behavior of the dimensions illustrated through a concept that has been set. These dimensions translate into derivative elements that can be observed and more scalable, so it can establish measurement indices. This research is descriptive quantitative. Techniques are being made to collect data in this paper is by using purposive sampling method, with 12 Islamic Commercial Banks that qualify as research samples. The financial data taken at 12 banks was sourced from the annual financial statements the period 2008 to 2012 with consideration of the database and ease of access to data. The ratio measured in this study only 7 ratio used in determining the performance of Islamic banking, namely: four ratio refers to the sharia objectives related to education. three ratio while again referring to sharia objectives related to the achievement of welfare. While other ratios associated with justice can not be used in this study because of the limited data used. Total overall calculation of performance indicators and performance ratios on each goal for each bank describes the maqasid syariah index.

Keywords: Islamic banking, Maslahah, maqashid syariah, maqashid syariah index

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Authors: Joy Ghosh, Debasmita Biswas

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The road network of any area is the most important indicator of regional planning. For proper utilization of urban road networks, the structural parameters such as connectivity and accessibility should be analyzed and evaluated. This paper aims to explain the application of GIS on urban road network connectivity and accessibility analysis with a case study of Chandannagar City. This paper has been made to analyze the road network connectivity through various connectivity measurements like the total number of nodes and links, Cyclomatic Number, Alpha Index, Beta Index, Gamma index, Eta index, Pi index, Theta Index, and Aggregated Transport Score, Road Density based on existing road network in Chandannagar city in India. Accessibility is measured through the shortest Path Matrix, associate Number, and Shimbel Index. Various urban services, such as schools, banks, Hospitals, petrol pumps, ATMs, police stations, theatres, parks, etc., are considered for the accessibility analysis for each ward. This paper also highlights the relationship between urban land use/ land cover (LULC) and urban road network and population density using various spatial and statistical measurements. The datasets were collected through a field survey of 33 wards of the Chandannagar Municipal Corporation area, and the secondary data were collected through an open street map and satellite image of LANDSAT8 OLI & TIRS from USGS. Chandannagar was actually once a French colony, and at that time, various sort of planning was applied, but now Chandannagar city continues to grow haphazardly because that city is facing some problems; the knowledge gained from this paper helps to create a more efficient and accessible road network. Therefore, it would be suggested that some wards need to improve their connectivity and accessibility for the future growth and development of Chandannagar.

Keywords: accessibility, connectivity, transport, road network

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Authors: R. S. Sheu, H. Usman, M. S. Lawal

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Takagi-Sugeno (T-S) fuzzy model based control of a load frequency deviation in a single machine with limit nonlinearity on power coefficient is presented in the paper. Two T-S fuzzy rules with only rotor angle variable as input in the premise part, and linear state space models in the consequent part involving characteristic matrices determined from limits set on the power coefficient constant are formulated, state feedback control gains for closed loop control was determined from the formulated Linear Matrix Inequality (LMI) with eigenvalue optimization scheme for asymptotic and exponential stability (speed of esponse). Numerical evaluation of the closed loop object was carried out in Matlab. Simulation results generated of both the open and closed loop system showed the effectiveness of the control scheme in maintaining load frequency stability.

Keywords: T-S fuzzy model, state feedback control, linear matrix inequality (LMI), frequency deviation control

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Authors: Atbin Mahabbati, Jason Beringer, Matthias Leopold

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To address the global challenges of climate and environmental changes, there is a need for quantifying and reducing uncertainties in environmental data, including observations of carbon, water, and energy. Global eddy covariance flux tower networks (FLUXNET), and their regional counterparts (i.e., OzFlux, AmeriFlux, China Flux, etc.) were established in the late 1990s and early 2000s to address the demand. Despite the capability of eddy covariance in validating process modelling analyses, field surveys and remote sensing assessments, there are some serious concerns regarding the challenges associated with the technique, e.g. data gaps and uncertainties. To address these concerns, this research has developed an ensemble model to fill the data gaps of CO₂ flux to avoid the limitations of using a single algorithm, and therefore, provide less error and decline the uncertainties associated with the gap-filling process. In this study, the data of five towers in the OzFlux Network (Alice Springs Mulga, Calperum, Gingin, Howard Springs and Tumbarumba) during 2013 were used to develop an ensemble machine learning model, using five feedforward neural networks (FFNN) with different structures combined with an eXtreme Gradient Boosting (XGB) algorithm. The former methods, FFNN, provided the primary estimations in the first layer, while the later, XGB, used the outputs of the first layer as its input to provide the final estimations of CO₂ flux. The introduced model showed slight superiority over each single FFNN and the XGB, while each of these two methods was used individually, overall RMSE: 2.64, 2.91, and 3.54 g C m⁻² yr⁻¹ respectively (3.54 provided by the best FFNN). The most significant improvement happened to the estimation of the extreme diurnal values (during midday and sunrise), as well as nocturnal estimations, which is generally considered as one of the most challenging parts of CO₂ flux gap-filling. The towers, as well as seasonality, showed different levels of sensitivity to improvements provided by the ensemble model. For instance, Tumbarumba showed more sensitivity compared to Calperum, where the differences between the Ensemble model on the one hand and the FFNNs and XGB, on the other hand, were the least of all 5 sites. Besides, the performance difference between the ensemble model and its components individually were more significant during the warm season (Jan, Feb, Mar, Oct, Nov, and Dec) compared to the cold season (Apr, May, Jun, Jul, Aug, and Sep) due to the higher amount of photosynthesis of plants, which led to a larger range of CO₂ exchange. In conclusion, the introduced ensemble model slightly improved the accuracy of CO₂ flux gap-filling and robustness of the model. Therefore, using ensemble machine learning models is potentially capable of improving data estimation and regression outcome when it seems to be no more room for improvement while using a single algorithm.

Keywords: carbon flux, Eddy covariance, extreme gradient boosting, gap-filling comparison, hybrid model, OzFlux network

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Authors: Narimen Rdhaounia Mohamed Kouni

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Our aim in this paper is to identify the origins of inflation in Tunisia on the period from 1988 to 2018. In order to estimate the model, an ARDL methodology is used. We studied also the effect of informal economy on inflation. Indeed, we estimated the size of the informal economy in Tunisia based on Gutmann method. The results showed that there are three main origins of inflation. In fact, the first origin is the fiscal policy adopted by Tunisia, particularly after revolution. The second origin is the increase of monetary variables. Finally, informal economy played an important role in inflation.

Keywords: inflation, consumer price index, informal, gutmann method, ARDL model

Procedia PDF Downloads 82

Authors: M. Irannezhad, E. H. N. Gashti, S. Mohammadighavam, M. Zarrini, B. Kløve

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Climate warming would increase rainfall by shifting precipitation falling form from snow to rain, and would accelerate snow cover disappearing by increasing snowpack. Using temperature and precipitation data in the temperature-index snowmelt model, we evaluated variability of snowfall and continuous snow cover duration(CSCD) during 1944-2010 over Pelso, central Finland. MannKendall non-parametric test determined that annual precipitation increased by 2.69 (mm/year, p<0.05) during the study period, but no clear trend in annual temperature. Both annual rainfall and snowfall increased by 1.67 and 0.78 (mm/year, p<0.05), respectively. CSCD was generally about 205 days from 14 October to 6 May. No clear trend was found in CSCD over Pelso. Spearman’s rank correlation showed most significant relationships of annual snowfall with the East Atlantic (EA) pattern, and CSCD with the East Atlantic/West Russia (EA/WR) pattern. Increased precipitation with no warming temperature caused the rainfall and snowfall to increase, while no effects on CSCD.

Keywords: variations, snowfall, snow cover duration, temperature-index snowmelt model, teleconnection patterns

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Authors: Alisher Ibragimov, Sofya Senotrusova, Aleksandra Beliaeva, Egor Ushakov, Yuri Markin

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Mammography plays a critical role in screening for breast cancer in women, and artificial intelligence has enabled the automatic detection of diseases in medical images. Many of the current techniques used for mammogram analysis focus on a single view (mediolateral or craniocaudal view), while in clinical practice, radiologists consider multiple views of mammograms from both breasts to make a correct decision. Consequently, computer-aided diagnosis (CAD) systems could benefit from incorporating information gathered from multiple views. In this study, the introduce a method based on a Siamese neural network (SNN) model that simultaneously analyzes mammographic images from tri-view: bilateral and ipsilateral. In this way, when a decision is made on a single image of one breast, attention is also paid to two other images – a view of the same breast in a different projection and an image of the other breast as well. Consequently, the algorithm closely mimics the radiologist's practice of paying attention to the entire examination of a patient rather than to a single image. Additionally, to the best of our knowledge, this research represents the first experiments conducted using the recently released Vietnamese dataset of digital mammography (VinDr-Mammo). On an independent test set of images from this dataset, the best model achieved an AUC of 0.87 per image. Therefore, this suggests that there is a valuable automated second opinion in the interpretation of mammograms and breast cancer diagnosis, which in the future may help to alleviate the burden on radiologists and serve as an additional layer of verification.

Keywords: breast cancer, computer-aided diagnosis, deep learning, multi-view mammogram, siamese neural network

Procedia PDF Downloads 137

Authors: Adisorn Bansong, Walai Isarankura Na Ayudhaya, Aumporn Makanong

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A Development of an Instructional Model for Health Education was the aim to develop and study the effectiveness of an instructional model for health education to enhance self-regulation and learning achievement of lower secondary school students. It was the Quasi-Experimental Designs, used a Single-group Interrupted Time-series Designs, conducted by 2 phases: 1. To develop an instructional model based on Social Cognitive Theory and Strategic Life Planning. 2. To trial and evaluate effectiveness of an instructional model. The results as the following: i. An Instructional Model for Health Education consists of five main components: a) Attention b) Forethought c) Tactic Planning d) Execution and e) Reflection. ii. After an Instructional Model for Health Education has used for a semester trial, found the 4.07 percent of sample’s Self-Regulation higher and learning achievement on post-test were significantly higher than pre-test at .05 levels (p = .033, .000).

Keywords: social cognitive theory, strategic life planning, self-regulation, learning achievement

Procedia PDF Downloads 465

Authors: Kashif Nadeem, W. Zhang, X. G. Qiu

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Role of Co spins in CaCo2As2 single crystal is systematically studied by using dc magnetization and magnetic torque measurements. A spin-flop transition in the antiferromagnetism (AFM) CaCo2As2 single crystal is studied by using dc magnetization and magnetic torque. Field dependent and angle dependent torque magnetometry confirmed the existence of spin-flop transition in this compound which is in agreement with the dc magnetization studies. A comparison of dc magnetization and torque magnetometry measurements for CaCo2As2 single crystal is done in detail. In conclusion, torque magnetometry can be a useful tool to study the spin flop transition in low anisotropic compounds analogous to dc magnetization studies.

Keywords: spin flop transition, torque magnetometry, magnetization, anisotropic

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Authors: A. V. Patil

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The microwave dielectric relaxation study of diethanolamine with triethanolamine binary mixture have been determined over the frequency range of 10 MHz to 20 GHz, at various temperatures using time domain reflectometry (TDR) method for 11 concentrations of the system. The present work reveals molecular interaction between same multi-functional groups [−OH and –NH2] of the alkanolamines (diethanolamine and triethanolamine) using different models such as Debye model, Excess model, and Kirkwood model. The dielectric parameters viz. static dielectric constant (ε0) and relaxation time (τ) have been obtained with Debye equation characterized by a single relaxation time without relaxation time distribution by the least squares fit method.

Keywords: diethanolamine, excess properties, kirkwood properties, time domain reflectometry, triethanolamine

Procedia PDF Downloads 304

Authors: Tengqin Han

Abstract:

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

Keywords: delinquency, mortgage, model development, model validation

Procedia PDF Downloads 228

Authors: Franklin Nantui Mabe, Robert Osei

Abstract:

Activities and operations of artisanal small scale mining (ASM) have recently appealed to the attention of policymakers, researchers, and the general public in Ghana. This stems from the negative impacts of ASM operations on the environment and livelihoods of local inhabitants, as well as the disregard for available ASM mining policies. This study, therefore, investigates whether or not artisanal small-scale miners have enough knowledge of the mining policies and their implementations. The study adopted the Knowledge, Attitudes, and Practices (KAP) framework approach to design the research, collect and analyze primary data. The most aware ASM policy provision is the one that mandates the government to reserve demarcated ASM areas for Ghanaians, whilst the least aware provision is the one that admonishes the government to promote co-operative saving among ASM. The awareness index is lower than the attitude index towards the policy provisions. In terms of practices, miners continued to use bad practices with the associated negative impacts on the environment and rural livelihoods. It is therefore important for the government through mineral commission, district, municipal and metropolitan assemblies to intensify the education on the ASM policies. These could be done with the help of ASM associations. The current systems where a cluster of districts have a single Mineral Commission Office should be restructured to make sure that each mining district has an office.

Keywords: mining policies, KAP, awareness, artisanal small-scale mining

Procedia PDF Downloads 185

Authors: Angelica Gonzalez O, Leonardo Rivera Cadavid, Diego Fernando Manotas

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Energy poverty considers a population that does not have access to modern energy service. In particular, an area of a country that is not connected to the national electricity grid is known as a Non-Interconnected Zone (NIZ). Access to electricity has a significant impact on the welfare and development opportunities of the population. Different studies have shown that most health problems have an empirical cause and effect relationship with multidimensional energy poverty. Likewise, research has been carried out to review the consequences of not having access to electricity, and its results have concluded a statistically significant relationship between energy poverty and sources of drinking water, access to clean water, risks of mosquito bites, obesity, sterilization, marital status, occupation, and residence. Therefore, extensive research has been conducted in the construction of an energy poverty measure based on an index. Some of these studies introduce a Multidimensional Energy Poverty Index (MEPI), Compose Energy Poverty Index (CEPI), Low Income High Costs indicator (LIHC), among others. For this purpose, this study analyzes the energy poverty index using a multicriteria analysis determining the set of feasible alternatives - for which Colombia's ZNI will be used as a case study - to be considered in the problem and the set of relevant criteria in the characterization of the ZNI, from which the prioritization is obtained to determine the level of adjustment of each alternative with respect to the performance in each criterion. Additionally, this study considers the installation of Micro-Grids (MG). This is considered a straightforward solution to this problem because an MG is a local electrical grid, able to operate in grid-connected and island mode. Drawing on those insights, this study compares an energy poverty index considering an MG installation and calculates the impacts of different criterias in an energy poverty index in NIZ.

Keywords: multicirteria, energy poverty, rural, microgrids, non-interconnect zones

Procedia PDF Downloads 117