Search results for: probability of default

Authors: Nathainail Bashir, Neil Anderson

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The objective of this study site was to investigate the current state of the practice with regards to karst detection methods and recommend the best method and pattern of arrays to acquire the desire results. Proper site investigation in karst prone regions is extremely valuable in determining the location of possible voids. Two geophysical techniques were employed: multichannel analysis of surface waves (MASW) and electric resistivity tomography (ERT).The MASW data was acquired at each test location using different array lengths and different array orientations (to increase the probability of getting interpretable data in karst terrain). The ERT data were acquired using a dipole-dipole array consisting of 168 electrodes. The MASW data was interpreted (re: estimated depth to physical top of rock) and used to constrain and verify the interpretation of the ERT data. The ERT data indicates poorer quality MASW data were acquired in areas where there was significant local variation in the depth to top of rock.

Keywords: dipole-dipole, ERT, Karst terrains, MASW

Procedia PDF Downloads 296

Authors: Ivan Balachin, Geanette Polanco, Jiang Xingliang, Hu Qin

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The problem of global warming raised up interest towards renewable energy sources. To reduce cost of wind energy is a challenge. Before building of wind park conditions such as: average wind speed, direction, time for each wind, probability of icing, must be considered in the design phase. Operation values used on the setting of control systems also will depend on mentioned variables. Here it is proposed a procedure to be include in the evaluation of the performance of a wind turbine, based on the amplitude of wind changes, the number of changes and their duration. A generic study case based on actual data is presented. Data analysing techniques were applied to model the power required for yaw system based on amplitude and data amount of wind changes. A theoretical model between time, amplitude of wind changes and angular speed of nacelle rotation was identified.

Keywords: field data processing, regression determination, wind turbine performance, wind turbine placing, yaw system losses

Procedia PDF Downloads 364

Authors: Artion Kashuri, Rozana Liko

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In this paper, the authors establish an integral identity using delta differentiable functions. By applying this identity, some new results via a general class of convex functions with respect to two nonnegative functions on a time scale are given. Also, for suitable choices of nonnegative functions, some special cases are deduced. Finally, in order to illustrate the efficiency of our main results, some applications to special means are obtained as well. We hope that current work using our idea and technique will attract the attention of researchers working in mathematical analysis, mathematical inequalities, numerical analysis, special functions, fractional calculus, quantum mechanics, quantum calculus, physics, probability and statistics, differential and difference equations, optimization theory, and other related fields in pure and applied sciences.

Keywords: convex functions, Hermite-Hadamard inequality, special means, time scale

Procedia PDF Downloads 133

Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: Wanchak Noichan, Phakchira Noichan, Nuntiya Noichun

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The objectives of this research were 1) to study the level of community engagement, 2) to compare community engagement level of motorcycle taxi drivers in Bangkok, Thailand, classified by personal factors. The sample population of this study was 400 motorcycle taxi drivers in Bangkok, Thailand, using the unknown size method of W. G. Cochran's population. The sample was chosen by probability-based randomization. A study using quantitative methods (quantitative research) use the research tools as a questionnaire. The statistics used in the research were the mean, standard deviation, t-test, and F-Test (One-Way ANOVA). The study found that (1) the sample groups have a high level of community engagement (x̄=3.65, S.D.=0.735). (2) The sample groups with different ages, education, status, and income have different levels of community commitment with statistical significance at the level of 0.05.

Keywords: community engagement, motorcycle taxi drivers, Bangkok, Thailand

Procedia PDF Downloads 105

Authors: Shahzad Bhattiab, M. Aslamkhana, Sana Abbasbc, Marcella Attimonellid, Kumarasamy Thangaraje, Erica Martinha Silva de Souzaf, Uzay U. Sezen

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The present study was designed to investigate three regions of mitochondrial DNA, HVI, HVII and HVIII, to hold a powwow genetic diversity and affiliations in 115 probands of 6 major ethnic groups, viz., Bijarani, Chandio, Ghallu, Khoso, Nasrani and Solangi, in the province of Sindh of Pakistan. For this purpose 88 haplotypes were scrutinized, defined by particular set of nucleotides (ignoring the C insertions around position 309 and 315). In spite of that 82% sequences were observed once, 12 % twice and 5.2 % thrice. The most common South Asian haplotypes were observed M (42%), N (6.9%) and R (6.9%) whereas west Eurasian haplotypes were J (1.7%), U (23.4%), H (9.5%), W (6.9%) and T (0.86%), in six ethnic groups. A random match probability between two unrelated individuals was found 0.06 %, while genetic diversity was ranged to be 0.991 to 0.999, and nucleotide diversity ranged from 0.0089 to 0.0142 for the whole control region of the population studied.

Keywords: mtDNA haplogroups, control region, Pakistan, Sindh, ethnicity

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Authors: Hechmi Saidi, Noureddine Hamdi

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The performance of decode and forward (DF) multihop free space optical (FSO) scheme deploying multiple input multiple output (MIMO) configuration under gamma-gamma (GG) statistical distribution, that adopts M-ary pulse position modulation (MPPM) coding, is investigated. We have extracted exact and estimated values of symbol-error rates (SERs) respectively. The probability density function (PDF)’s closed-form formula is expressed for our designed system. Thanks to the use of DF multihop MIMO FSO configuration and MPPM signaling, atmospheric turbulence is combatted; hence the transmitted signal quality is improved.

Keywords: free space optical, gamma gamma channel, radio frequency, decode and forward, multiple-input multiple-output, M-ary pulse position modulation, symbol error rate

Procedia PDF Downloads 231

Authors: S. Maddi Muhammed, Paul Davis, John Geraghty, Mabruk Derbesh

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This study discusses the probability of using electronic management in higher education institutions in Libya. This could be as sampled by creating an electronic gate at the faculties of Engineering and Computing "Information Technology" at Zaytuna University or any other university in Libya. As we all know, the competitive advantage amongst universities is based on their ability to use information technology efficiently and broadly. Universities today value information technology as part of the quality control and assurance and a ranking criterion for a range of services including e-learning and e-Registration. This could be done by developing email systems, electronic or virtual libraries, electronic cards, and other services provided to all students, faculty or staff. This paper discusses a range of important topics that explain how to apply the gate "E" with the faculties at Zaytuna University, Bani Walid colleges in Libya.

Keywords: e-management, educational institutions (EI), Libya, Zaytuna, information technology

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Authors: Betul Zehra Karagul

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A game consists of strategies that each actor has in his/her own choice strategies, and a game regulates the certain rules in the strategies that the actors choose, express how they evaluate their knowledge and the utility of output results. Game theory examines the human behaviors (preferences) of strategic situations in which each actor of a game regards the action that others will make in spite of his own moves. There is a balance between each player playing a game with the final number of players and the player with a certain probability of choosing the players, and this is called Nash equilibrium. The insurance is a two-person game where the insurer and insured are the actors. Both sides have the right to act in favor of utility functions. The insured has to pay a premium to buy the insurance cover. The insured will want to pay a low premium while the insurer is willing to get a high premium. In this study, the state of equilibrium for insurance pricing was examined in terms of the insurer and insured with game theory.

Keywords: game theory, insurance pricing, Nash equilibrium, utility function

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Authors: Iwona Cieślik, Władysław Migdał, Kinga Topolska, Ewa Cieślik

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The consumption of fish is recommended as a means of preventing serious diseases, especially cardiovascular problems. Fish is known to be a valuable source of protein (rich in essential amino acids), unsaturated fatty acids, fat-soluble vitamins, macro- and microelements. However, it can also contain several contaminants (e.g. pesticides, heavy metals) that may pose considerable risks for humans. Among others, pesticide are of special concern. Their widespread use has resulted in the contamination of environmental compartments, including water. The occurrence of pesticides in the environment is a serious problem, due to their potential toxicity. Therefore, a systematic monitoring is needed. The aim of the study was to determine the organochlorine and organophosphate pesticide residues in fish muscle tissues of the pike (Esox lucius, L.) and the rainbow trout (Oncorhynchus mykkis, Walbaum) by a modified QuEChERS (Quick, Easy, Cheap, Effective, Rugged and Safe) method, using Gas Chromatography Quadrupole Mass Spectrometry (GC/Q-MS), working in selected-ion monitoring (SIM) mode. The analysis of α-HCH, β-HCH, lindane, diazinon, disulfoton, δ-HCH, methyl parathion, heptachlor, malathion, aldrin, parathion, heptachlor epoxide, γ-chlordane, endosulfan, α-chlordane, o,p'-DDE, dieldrin, endrin, 4,4'-DDD, ethion, endrin aldehyde, endosulfan sulfate, 4,4'-DDT, and metoxychlor was performed in the samples collected in the Carp Valley (Malopolska region, Poland). The age of the pike (n=6) was 3 years and its weight was 2-3 kg, while the age of the rainbow trout (n=6) was 0.5 year and its weight was 0.5-1.0 kg. Detectable pesticide (HCH isomers, endosulfan isomers, DDT and its metabolites as well as metoxychlor) residues were present in fish samples. However, all these compounds were below the limit of quantification (LOQ). The other examined pesticide residues were below the limit of detection (LOD). Therefore, the levels of contamination were - in all cases - below the default Maximum Residue Levels (MRLs), established by Regulation (EC) No 396/2005 of the European Parliament and of the Council. The monitoring of pesticide residues content in fish is required to minimize potential adverse effects on the environment and human exposure to these contaminants.

Keywords: contaminants, fish, pesticides residues, QuEChERS method

Procedia PDF Downloads 195

Authors: Essam Al Daoud

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Genome rearrangement is an important area in computational biology and bioinformatics. The basic problem in genome rearrangements is to compute the edit distance, i.e., the minimum number of operations needed to transform one genome into another. Unfortunately, unsigned genome rearrangement problem is NP-hard. In this study an improved ant colony optimization algorithm to approximate the edit distance is proposed. The main idea is to convert the unsigned permutation to signed permutation and evaluate the ants by using Kaplan algorithm. Two new operations are added to the standard ant colony algorithm: Replacing the worst ants by re-sampling the ants from a new probability distribution and applying the crossover operations on the best ants. The proposed algorithm is tested and compared with the improved breakpoint reversal sort algorithm by using three datasets. The results indicate that the proposed algorithm achieves better accuracy ratio than the previous methods.

Keywords: ant colony algorithm, edit distance, genome breakpoint, genome rearrangement, reversal sort

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Authors: Liu Yi, Bao Liyong

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Aiming at the problem of low efficiency of pipelined scheduling in periodic query-qualified service, this paper proposes a system service resource scheduling strategy with parallel optimized qualified service polling control. The paper constructs the polling queuing system and its mathematical model; firstly, the first-order and second-order characteristic parameter equations are obtained by partial derivation of the probability mother function of the system state variables, and the complete mathematical, analytical expressions of each system parameter are deduced after the joint solution. The simulation experimental results are consistent with the theoretical calculated values. The system performance analysis shows that the average captain and average period of the system have been greatly improved, which can better adapt to the service demand of delay-sensitive data in the dense data environment.

Keywords: polling, parallel scheduling, mean queue length, average cycle time

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Authors: N. Ahmadi, H. Yousefnia, A. Bahrami-Samani

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Chitosan is a natural and biodegradable polysaccharide with special characteristic for application in intracavital therapy. 166Ho-chitosan has been reported for the treatment of hepatocellular carcinoma and RSV with promising results. The aim of this study was to prepare 186/188Re-chitosan for radiosynovectomy purposes and investigate the probability of its leakage from the knee joint. 186/188Re was produced by neutron irradiation of the natural rhenium in a research reactor. Chemical processing was performed to obtain (186/188Re)-NaReO4- according to the IAEA manual. A stock solution of chitosan was prepared by dissolving in 1 % acetic acid aqueous solution (10 mg/mL). 1.5 mL of this stock solution was added to the vial containing the activity and the mixture was stirred for 5 min in the room temperature. The radiochemical purity of the complex was checked by the ITLC method, showing the purity of higher than 98%. Distribution of the radiolabeled complex was determined after intra-articular injection into the knees of rats. Excellent retention was observed in the joint with approximately no activity in the other organs.

Keywords: chitosan, leakage, radiosynovectomy, rhenium

Procedia PDF Downloads 320

Authors: Aleksandra Gajda

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Among students between 12 and 13, the probability of activating the stereotype threat increases noticeably. Girls consider themselves weaker in science, while boys consider themselves weaker in the field of language skills. This phenomenon is disturbing because it may result in wrong choices of the further path of education, not consistent with the actual competences of the students. Meanwhile, negative effects of the stereotype threat, observable in the loss of focus on the task and transferring it to dealing with fear of failure, can be reduced by various factors. The study examined the impact of creativity on eliminating the stereotype threat. The experiment in the form of a 2 (gender: male vs. female) x 3 (traditional gender roles: neutral version vs. nontraditional gender roles) x 2 (creativity: low vs. high) factorial design was conducted. The results showed that a high level of creative abilities may reduce the negative effects of stereotype threat in educational setting.

Keywords: creativity, education, language skills, mathematical skills, stereotype threat

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Authors: A. Azari, S. S. K. Seyyedi

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One of the unaddressed and open challenges in the nano-networking is the characteristics of noise. The previous analysis, however, has concentrated on end-to-end communication model with no separate modelings for propagation channel and noise. By considering a separate signal propagation and noise model, the design and implementation of an optimum receiver will be much easier. In this paper, we justify consideration of a separate additive Gaussian noise model of a nano-communication system based on the molecular communication channel for which are applicable for MSK and MOSK modulation schemes. The presented noise analysis is based on the Brownian motion process, and advection molecular statistics, where the received random signal has a probability density function whose mean is equal to the mean number of the received molecules. Finally, the justification of received signal magnitude being uncorrelated with additive non-stationary white noise is provided.

Keywords: molecular, noise, diffusion, channel

Procedia PDF Downloads 259

Authors: Anuradha Banerjee

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Energy aware operation is one of the visionary goals in the area of robotics because operability of robots is greatly dependent upon their residual energy. Practically, the tasks allocated to robots carry different priority and often an upper limit of time stamp is imposed within which the task needs to be completed. If a robot is unable to complete one particular task given to it the task is reallocated to some other robot. The collection of robots is controlled by a Central Monitoring Unit (CMU). Selection of the new robot is performed by a fuzzy controller called Task Reallocator (TRAC). It accepts the parameters like residual energy of robots, possibility that the task will be successfully completed by the new robot within stipulated time, distance of the new robot (where the task is reallocated) from distance of the old one (where the task was going on) etc. The proposed methodology increases the probability of completing globally assigned tasks and saves huge amount of energy as far as the collection of robots is concerned.

Keywords: energy-efficiency, fuzzy-controller, priority, reallocation, task

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Authors: Yeongyu Choi, Ju H. Park, Ho-Youl Jung

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In this paper, we propose labeling based RANSAC algorithm for lane detection. Advanced driver assistance systems (ADAS) have been widely researched to avoid unexpected accidents. Lane detection is a necessary system to assist keeping lane and lane departure prevention. The proposed vision based lane detection method applies Canny edge detection, inverse perspective mapping (IPM), K-means algorithm, mathematical morphology operations and 8 connected-component labeling. Next, random samples are selected from each labeling region for RANSAC. The sampling method selects the points of lane with a high probability. Finally, lane parameters of straight line or curve equations are estimated. Through the simulations tested on video recorded at daytime and nighttime, we show that the proposed method has better performance than the existing RANSAC algorithm in various environments.

Keywords: Canny edge detection, k-means algorithm, RANSAC, inverse perspective mapping

Procedia PDF Downloads 218

Authors: Ayola D. N. Jayamaha, Gihan V. Dias, Surangika Ranathunga

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Currently there are lot of educational tools designed for mathematics. Open source software such as GeoGebra and Octave are bulky in their architectural structure. In addition, there is MathLab software, which facilitates much more than what we ask for. Many of the computer aided online grading and assessment tools require integrating editors to their software. However, there are not exist suitable editors that cater for all their needs in editing equations and geometrical diagrams and graphs. Some of the existing software for editing equations is Alfred’s Equation Editor, Codecogs, DragMath, Maple, MathDox, MathJax, MathMagic, MathFlow, Math-o-mir, Microsoft Equation Editor, MiraiMath, OpenOffice, WIRIS Editor and MyScript. Some of them are commercial, open source, supports handwriting recognition, mobile apps, renders MathML/LaTeX, Flash / Web based and javascript display engines. Some of the diagram editors are GeoKone.NET, Tabulae, Cinderella 1.4, MyScript, Dia, Draw2D touch, Gliffy, GeoGebra, Flowchart, Jgraph, JointJS, J painter Online diagram editor and 2D sketcher. All these software are open source except for MyScript and can be used for editing mathematical diagrams. However, they do not fully cater the needs of a typical computer aided assessment tool or Educational Platform for Mathematics. This solution provides a Web based, lightweight, easy to implement and integrate solution of an html5 canvas that renders on all of the modern web browsers. The scope of the project is an editor that covers equations and mathematical diagrams and drawings on the O/L Mathematical Exam Papers in Sri Lanka. Using the tool the students can enter any equation to the system which can be on an online remote learning platform. The users can also create and edit geometrical drawings, graphs and do geometrical constructions that require only Compass and Ruler from the Editing Interface provided by the Software. The special feature of this software is the geometrical constructions. It allows the users to create geometrical constructions such as angle bisectors, perpendicular lines, angles of 600 and perpendicular bisectors. The tool correctly imitates the functioning of rulers and compasses to create the required geometrical construction. Therefore, the users are able to do geometrical drawings on the computer successfully and we have a digital format of the geometrical drawing for further processing. Secondly, we can create and edit Venn Diagrams, color them and label them. In addition, the students can draw probability tree diagrams and compound probability outcome grids. They can label and mark regions within the grids. Thirdly, students can draw graphs (1st order and 2nd order). They can mark points on a graph paper and the system connects the dots to draw the graph. Further students are able to draw standard shapes such as circles and rectangles by selecting points on a grid or entering the parametric values.

Keywords: geometrical drawings, html5 canvas, mathematical equations, toolbox

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Authors: Farhan A. Alenizi

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Digital watermarking has evolved in the past years as an important means for data authentication and ownership protection. The images and video watermarking was well known in the field of multimedia processing; however, 3D objects' watermarking techniques have emerged as an important means for the same purposes, as 3D mesh models are in increasing use in different areas of scientific, industrial, and medical applications. Like the image watermarking techniques, 3D watermarking can take place in either space or transform domains. Unlike images and video watermarking, where the frames have regular structures in both space and temporal domains, 3D objects are represented in different ways as meshes that are basically irregular samplings of surfaces; moreover, meshes can undergo a large variety of alterations which may be hard to tackle. This makes the watermarking process more challenging. While the transform domain watermarking is preferable in images and videos, they are still difficult to implement in 3d meshes due to the huge number of vertices involved and the complicated topology and geometry, and hence the difficulty to perform the spectral decomposition, even though significant work was done in the field. Spatial domain watermarking has attracted significant attention in the past years; they can either act on the topology or on the geometry of the model. Exploiting the statistical characteristics in the 3D mesh models from both geometrical and topological aspects was useful in hiding data. However, doing that with minimal surface distortions to the mesh attracted significant research in the field. A 3D mesh blind watermarking technique is proposed in this research. The watermarking method depends on modifying the vertices' positions with respect to the center of the object. An optimal method will be developed to reduce the errors, minimizing the distortions that the 3d object may experience due to the watermarking process, and reducing the computational complexity due to the iterations and other factors. The technique relies on the displacement process of the vertices' locations depending on the modification of the variances of the vertices’ norms. Statistical analyses were performed to establish the proper distributions that best fit each mesh, and hence establishing the bins sizes. Several optimizing approaches were introduced in the realms of mesh local roughness, the statistical distributions of the norms, and the displacements in the mesh centers. To evaluate the algorithm's robustness against other common geometry and connectivity attacks, the watermarked objects were subjected to uniform noise, Laplacian smoothing, vertices quantization, simplification, and cropping. Experimental results showed that the approach is robust in terms of both perceptual and quantitative qualities. It was also robust against both geometry and connectivity attacks. Moreover, the probability of true positive detection versus the probability of false-positive detection was evaluated. To validate the accuracy of the test cases, the receiver operating characteristics (ROC) curves were drawn, and they’ve shown robustness from this aspect. 3D watermarking is still a new field but still a promising one.

Keywords: watermarking, mesh objects, local roughness, Laplacian Smoothing

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Authors: Danilo López, Edwin Rivas, Leyla López

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This paper presents the development of an algorithm that predicts the arrival of a secondary user (SU) to a base station (BS) in a cognitive network based on infrastructure, requesting a Best Effort (BE) or Real Time (RT) type of service with a determined bandwidth (BW) implementing neural networks. The algorithm dynamically uses a neural network construction technique using the geometric pyramid topology and trains a Multilayer Perceptron Neural Networks (MLPNN) based on the historical arrival of an SU to estimate future applications. This will allow efficiently managing the information in the BS, since it precedes the arrival of the SUs in the stage of selection of the best channel in CRN. As a result, the software application determines the probability of arrival at a future time point and calculates the performance metrics to measure the effectiveness of the predictions made.

Keywords: cognitive radio, base station, best effort, MLPNN, prediction, real time

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Authors: A. Abdullah, S. Abushalmat, A. Bakshwain, A. Basuhail, A. Aslam

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GIS (Geographic Information System) applications require geo-referenced data, this data could be available as databases or in the form of digital or hard-copy agro-meteorological maps. These parameter maps are color-coded with different regions corresponding to different parameter values, converting these maps into a database is not very difficult. However, text and different planimetric elements overlaid on these maps makes an accurate image to database conversion a challenging problem. The reason being, it is almost impossible to exactly replace what was underneath the text or icons; thus, pointing to the need for inpainting. In this paper, we propose a probabilistic inpainting approach that uses the probability of spatial locality of colors in the map for replacing overlaid elements with underlying color. We tested the limits of our proposed technique using non-textual simulated data and compared text removing results with a popular image editing tool using public domain data with promising results.

Keywords: noise, image, GIS, digital map, inpainting

Procedia PDF Downloads 329

Authors: Rezaei Hachesu Peyman, Oliyaee Azadeh, Salahzadeh Zahra, Alizadeh Somayyeh, Safaei Naser

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Coronary Artery Disease (CAD) is one major cause of disability in adults and one main cause of death in developed. In this study, data mining techniques including Decision Trees, Artificial neural networks (ANNs), and Support Vector Machine (SVM) analyze CAD data. Data of 4948 patients who had suffered from heart diseases were included in the analysis. CAD is the target variable, and 24 inputs or predictor variables are used for the classification. The performance of these techniques is compared in terms of sensitivity, specificity, and accuracy. The most significant factor influencing CAD is chest pain. Elderly males (age > 53) have a high probability to be diagnosed with CAD. SVM algorithm is the most useful way for evaluation and prediction of CAD patients as compared to non-CAD ones. Application of data mining techniques in analyzing coronary artery diseases is a good method for investigating the existing relationships between variables.

Keywords: classification, coronary artery disease, data-mining, knowledge discovery, extract

Procedia PDF Downloads 635

Authors: Ceshi Sun, Yueyu Zhao, Yaobing Zhao, Zhiqiang Wang, Jian Peng, Pengxin Guo

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With the rapid development of transportation, there are more than 100 cable-stayed bridges with main span larger than 300 m in China. In order to ascertain the statistical relationships among the design parameters of stay cables and their distribution characteristics, 1500 cables were selected from 25 practical long-span cable-stayed bridges. A new relationship between the first order frequency and the length of cable was found by conducting the curve fitting. Then, based on this relationship other interesting relationships were deduced. Several probability density functions (PDFs) were used to investigate the distributions of the parameters of first order frequency, stress level and the Irvine parameter. It was found that these parameters obey the Lognormal distribution, the Weibull distribution and the generalized Pareto distribution, respectively. Scatter diagrams of the three parameters were plotted and their 95% confidence intervals were also investigated.

Keywords: cable, cable-stayed bridge, long-span, statistical analysis

Procedia PDF Downloads 608

Authors: Yih-Wenn Laih

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In recent times, the dependence and co-movement among international financial markets have become stronger than in the past, as evidenced by commentaries in the news media and the financial sections of newspapers. Studying the co-movement between returns in financial markets is an important issue for portfolio management and risk management. The realization of co-movement helps investors to identify the opportunities for international portfolio management in terms of asset allocation and pricing. Since the election of the new Prime Minister, Shinzo Abe, in November 2012, the yen has weakened against the US dollar from the 80 to the 120 level. The policies, known as “Abenomics,” are to encourage private investment through a more aggressive mix of monetary and fiscal policy. Given the close economic relations and competitions among Asia markets, it is interesting to discover the co-movement relations, affected by the depreciation of yen, between stock market of Japan and 5 major Asia stock markets, including China, Hong Kong, Korea, Singapore, and Taiwan. Specifically, we devote ourselves to measure the co-movement of stock markets between Japan and each one of the 5 Asia stock markets in terms of rank correlation coefficients. To compute the coefficients, return series of each stock market is first fitted by a skewed-t GARCH (generalized autoregressive conditional heteroscedasticity) model. Secondly, to measure the dependence structure between matched stock markets, we employ the symmetrized Joe-Clayton (SJC) copula to calculate the probability density function of paired skewed-t distributions. The joint probability density function is then utilized as the scoring scheme to optimize the sequence alignment by dynamic programming method. Finally, we compute the rank correlation coefficients (Kendall's  and Spearman's ) between matched stock markets based on their aligned sequences. We collect empirical data of 6 stock indexes from Taiwan Economic Journal. The data is sampled at a daily frequency covering the period from January 1, 2013 to July 31, 2015. The empirical distributions of returns indicate fatter tails than the normal distribution. Therefore, the skewed-t distribution and SJC copula are appropriate for characterizing the data. According to the computed Kendall’s τ, Korea has the strongest co-movement relation with Japan, followed by Taiwan, China, and Singapore; the weakest is Hong Kong. On the other hand, the Spearman’s ρ reveals that the strength of co-movement between markets with Japan in decreasing order are Korea, China, Taiwan, Singapore, and Hong Kong. We explore the effects of “Abenomics” on Asia stock markets by measuring the co-movement relation between Japan and five major Asia stock markets in terms of rank correlation coefficients. The matched markets are aligned by a hybrid method consisting of GARCH, copula and sequence alignment. Empirical experiments indicate that Korea has the strongest co-movement relation with Japan. The strength of China and Taiwan are better than Singapore. The Hong Kong market has the weakest co-movement relation with Japan.

Keywords: co-movement, depreciation of Yen, rank correlation, stock market

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Authors: Mehul Srivastava, Sharma Tushar Ravikant, Mridul Krishn Mishra

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In structural design, the evaluation of safety and probability failure of structure is of significant importance, mainly when the variables are random. On real structures, structural reliability can be evaluated obtaining an implicit limit state function. The structural reliability limit state function is obtained depending upon the statistically independent variables. In the analysis of reliability, we considered the statistically independent random variables to be the load intensity applied and the depth or height of the beam member considered. There are many approaches for structural reliability problems. In this paper Extreme Learning Machine technique and First Order Second Moment Method is used to determine the reliability indices for the same set of variables. The reliability index obtained using ELM is compared with the reliability index obtained using FOSM. Higher the reliability index, more feasible is the method to determine the reliability.

Keywords: reliability, reliability index, statistically independent, extreme learning machine

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Authors: M. A. El-Sayed, S. A. Aziz

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Centrifugal casting is a standard casting technique for the manufacture of hollow, intricate and sound castings without the use of cores. The molten metal or alloy poured into the rotating mold forms a hollow casting as the centrifugal forces lift the liquid along the mold inner surface. The rotational speed of the die was suggested to greatly affect the manner in which the molten metal flows within the mould and consequently the probability of the formation of a uniform cylinder. In this work the flow of the liquid metal at various speeds and its effect during casting were studied. The results suggested that there was a critical range for the speed, within which the produced castings exhibited best uniformity and maximum mechanical properties. When a mould was rotated at speeds below or beyond the critical range defects were found in the final castings, which affected the uniformity and significantly lowered the mechanical properties.

Keywords: centrifugal casting, rotational speed, critical speed range, mechanical properties

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Authors: Noushin Naraghi Araghi, M. Nawawi, Syed Mustafizur Rahman

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This paper presents the effect of Sumatra fault earthquakes on west Malaysia by calculating the peak horizontal ground acceleration (PGA). PGA is calculated by a probabilistic seismic hazard assessment (PSHA). A uniform catalog of earthquakes for the interest region has been provided. We used empirical relations to convert all magnitudes to Moment Magnitude. After eliminating foreshocks and aftershocks in order to achieve more reliable results, the completeness of the catalog and uncertainty of magnitudes have been estimated and seismicity parameters were calculated. Our seismic source model considers the Sumatran strike slip fault that is known historically to generate large earthquakes. The calculations were done using the logic tree method and four attenuation relationships and slip rates for different part of this fault. Seismic hazard assessment carried out for 48 grid points. Eventually, two seismic hazard maps based PGA for 5% and 10% probability of exceedance in 50 year are presented.

Keywords: Sumatra fault, west Malaysia, PGA, seismic parameters

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Authors: B. Zerouali, M. Kara, B. Hamaidi, H. Mahdjoub, S. Rouabhia

Abstract:

In this paper, a safety analysis for crude oil tanks to prevent undesirable events that may cause catastrophic accidents. The estimation of the probability of damage to industrial systems is carried out through a series of steps, and in accordance with a specific methodology. In this context, this work involves developing an assessment tool and risk analysis at the level of crude oil tanks system, based primarily on identification of various potential causes of crude oil tanks fire and explosion by the use of Fault Tree Analysis (FTA), then improved risk modelling by Bayesian Networks (BNs). Bayesian approach in the evaluation of failure and quantification of risks is a dynamic analysis approach. For this reason, have been selected as an analytical tool in this study. Research concludes that the Bayesian networks have a distinct and effective method in the safety analysis because of the flexibility of its structure; it is suitable for a wide variety of accident scenarios.

Keywords: bayesian networks, crude oil tank, fault tree, prediction, safety

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Authors: Muneshia Maheshwar, Kanwal Gul, Shakira Fareed, Ume-Amama Areeb Gul

Abstract:

Organic food is commonly known for its healthier content without the use of pesticides, herbicides, inorganic fertilizers, antibiotics and growth hormones. The aim of this research is to examine the effect of health consciousness, environmental concern and organic food knowledge on both the intention to buy organic foods and the attitude towards organic foods and the effect of attitude towards organic foods on the intention to buy organic foods in Pakistan. Primary data was used which was collected through adopted questionnaire from previous research. Non- probability convenience sampling was used to select sample size of 200 consumers based on Karachi. The data was analyzed through Descriptive statistics and Multi regression method. The findings of the study showed that the attitude and the intention to buy organic food were affected by health consciousness, environmental concern, and organic food knowledge. The results also revealed that attitude also affects the intention to buy organic food.

Keywords: health consciousness, attitude, intention to purchase, environmental concern, organic food knowledge

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Authors: Mohamed Adnan Landolsi, Ali F. Almutairi

Abstract:

The paper addresses the problem of line-of-sight (LOS) vs. non-line-of-sight (NLOS) propagation link identification in ultra-wideband (UWB) wireless networks, which is necessary for improving the accuracy of radiolocation and positioning applications. A LOS/NLOS likelihood hypothesis testing approach is applied based on exploiting distinctive statistical features of the channel impulse response (CIR) using parameters related to the “skewness” of the CIR and its root mean square (RMS) delay spread. A log-normal fit is presented for the probability densities of the CIR parameters. Simulation results show that different environments (residential, office, outdoor, etc.) have measurable differences in their CIR parameters’ statistics, which is then exploited in determining the nature of the propagation channels. Correct LOS/NLOS channel identification rates exceeding 90% are shown to be achievable for most types of environments. Additional improvement is also obtained by combining both CIR skewness and RMS delay statistics.

Keywords: UWB, propagation, LOS, NLOS, identification

Procedia PDF Downloads 221