Search results for: default account

Authors: Nidhin Dani Abraham, T. K. Sri Shilpa

Abstract:

Asset liability management is an important aspect in banking business. Moreover, the today’s banking is based on BASEL III which strictly regulates on the counterparty default. This paper focuses on prediction and analysis of counter party default risk, which is a type of risk occurs when the customers fail to repay the amount back to the lender (bank or any financial institutions). This paper proposes an approach to reduce the counterparty risk occurring in the financial institutions using an appropriate data mining technique and thus predicts the occurrence of NPA. It also helps in asset building and restructuring quality. Liability management is very important to carry out banking business. To know and analyze the depth of liability of bank, a suitable technique is required. For that a data mining technique is being used to predict the dormant behaviour of various deposit bank customers. Various models are implemented and the results are analyzed of saving bank deposit customers. All these data are cleaned using data cleansing approach from the bank data warehouse.

Keywords: data mining, asset liability management, BASEL III, banking

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Authors: Gerges Samaan Henin Abdalla

Abstract:

New methods of providing banking services to the customer have been introduced, such as online banking. Banks have begun to consider electronic banking (e-banking) as a way to replace some traditional branch functions by using the Internet as a new distribution channel. Some consumers have at least one account at multiple banks and access these accounts through online banking. To check their current net worth, clients need to log into each of their accounts, get detailed information, and work toward consolidation. Not only is it time consuming, but it is also a repeatable activity with a certain frequency. To solve this problem, the concept of account aggregation was added as a solution. Account consolidation in e-banking as a form of electronic banking appears to build a stronger relationship with customers. An account linking service is generally referred to as a service that allows customers to manage their bank accounts held at different institutions via a common online banking platform that places a high priority on security and data protection. The article provides an overview of the account aggregation approach in e-banking as a new service in the area of e-banking.

Keywords: compatibility, complexity, mobile banking, observation, risk banking technology, Internet banks, modernization of banks, banks, account aggregation, security, enterprise development

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Authors: Lidia Sanchis-Marco, Antonio Rubia, Pedro Serrano

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This paper studies the informational content of pricing errors in the term structure of sovereign CDS spreads. The residuals from a non-arbitrage model are employed to construct a Price discrepancy estimate, or noise measure. The noise estimate is understood as an indicator of market distress and reflects frictions such as illiquidity. Empirically, the noise measure is computed for an extensive panel of CDS spreads. Our results reveal an important fraction of systematic risk is not priced in default swap contracts. When projecting the noise measure onto a set of financial variables, the panel-data estimates show that greater price discrepancies are systematically related to a higher level of offsetting transactions of CDS contracts. This evidence suggests that arbitrage capital flows exit the marketplace during time of distress, and this consistent with a market segmentation among investors and arbitrageurs where professional arbitrageurs are particularly ineffective at bringing prices to their fundamental values during turbulent periods. Our empirical findings are robust for the most common CDS pricing models employed in the industry.

Keywords: credit default swaps, noise measure, illiquidity, capital arbitrage

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Authors: Oguzhan Cepni, Doruk Kucuksarac, M. Hasan Yilmaz

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Changes in the global risk appetite cause co-movement in emerging market risk premiums. However, the sensitivity of the changes in risk premium to the global risk appetite may vary across emerging markets. In this study, how the global risk appetite affects Credit Default Swap (CDS) premiums in emerging markets are analyzed using Principal Component Analysis (PCA) and rolling regressions. The PCA results indicate that the first common component derived by the PCA accounts for almost 76 percent of the common variation in CDS premiums. Additionally, the explanatory power of the first factor seems to be high over the sample period. However, the sensitivity to the global risk factor tends to change over time and across countries. In this regard, fixed effects panel regressions are used to identify the macroeconomic factors driving the heterogeneity across emerging markets. The panel regression results point to the significance of government debt to GDP and international reserves to GDP in explaining sensitivity. Accordingly, countries with lower government debt and higher reserves tend to be less subject to the variations in the global risk appetite.

Keywords: credit default swaps, emerging markets, principal components analysis, sovereign risk

Procedia PDF Downloads 378

Authors: O. Behar, A. Khellaf, K. Mohammedi, S. Ait Kaci

Abstract:

Up to now, most validation studies have been based on the MBE and RMSE, and therefore, focused only on long and short terms performance to test and classify solar radiation models. This traditional analysis does not take into account the quality of modeling and linearity. In our analysis we have tested 22 solar radiation models that are capable to provide instantaneous direct and global radiation at any given location Worldwide. We introduce a new indicator, which we named Global Accuracy Indicator (GAI) to examine the linear relationship between the measured and predicted values and the quality of modeling in addition to long and short terms performance. Note that the quality of model has been represented by the T-Statistical test, the model linearity has been given by the correlation coefficient and the long and short term performance have been respectively known by the MBE and RMSE. An important founding of this research is that the use GAI allows avoiding default validation when using traditional methodology that might results in erroneous prediction of solar power conversion systems performances.

Keywords: solar radiation model, parametric model, performance analysis, Global Accuracy Indicator (GAI)

Procedia PDF Downloads 350

Authors: Gerges Samaan Henin Abdalla

Abstract:

Ultra-secured methods of banking services have been introduced to the customer, such as online banking. Banks have begun to consider electronic banking (e-banking) as a way to replace some traditional branch functions by using the Internet as a distribution channel. Some consumers have at least one account at multiple banks and access these accounts through online banking. To check their current net worth, clients need to log into each of their accounts, get detailed information, and work toward consolidation. Not only is it time consuming, but it is also a repeatable activity with a certain frequency. To solve this problem, the concept of account aggregation was added as a solution. Account consolidation in e-banking as a form of electronic banking appears to build a stronger relationship with customers. An account linking service is generally referred to as a service that allows customers to manage their bank accounts held at different institutions via a common online banking platform that places a high priority on security and data protection. Consumers have at least one account at multiple banks and access these accounts through online banking. To check their current net worth, clients need to log into each of their accounts, get detailed information, and work toward consolidation. The article provides an overview of the account aggregation approach in e-banking as a new service in the area of e-banking.

Keywords: compatibility, complexity, mobile banking, observation, risk banking technology, Internet banks, modernization of banks, banks, account aggregation, security, enterprise development

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Authors: Pappas Theodoros, Mihail Diakomihalis

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Measuring the economic impact of tourism in a benchmark economy is a global concern, with previous measurements being partial and not fully integrated. Tourism is a phenomenon that requires individual consumption of visitors and which should be observed and measured to reveal, thus, the overall contribution of tourism to an economy. The Tourism Satellite Account (TSA) is a critical tool for assessing the annual growth of tourism, providing reliable measurements. This article introduces a system of TSA information that encompasses all the works of the TSA, including input, storage, management, and analysis of data, as well as additional future functions and enhances the efficiency of tourism data management and TSA collection utility. The methodology and results presented offer insights into the development and implementation of TSA.

Keywords: tourism satellite account, information system, data-based tourist account, relation database

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Authors: Edward K. Boahen, Brunel E. Bouya-Moko, Changda Wang

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The major threat to online social network (OSN) users is account compromisation. Spammers now spread malicious messages by exploiting the trust relationship established between account owners and their friends. The challenge in detecting a compromised account by service providers is validating the trusted relationship established between the account owners, their friends, and the spammers. Another challenge is the increase in required human interaction with the feature selection. Research available on supervised learning (machine learning) has limitations with the feature selection and accounts that cannot be profiled, like application programming interface (API). Therefore, this paper discusses the various behaviours of the OSN users and the current approaches in detecting a compromised OSN account, emphasizing its limitations and challenges. We propose a deep learning approach that addresses and resolve the constraints faced by the previous schemes. We detailed our proposed optimized nonsymmetric deep auto-encoder (OPT_NDAE) for unsupervised feature learning, which reduces the required human interaction levels in the selection and extraction of features. We evaluated our proposed classifier using the NSL-KDD and KDDCUP'99 datasets in a graphical user interface enabled Weka application. The results obtained indicate that our proposed approach outperformed most of the traditional schemes in OSN compromised account detection with an accuracy rate of 99.86%.

Keywords: computer security, network security, online social network, account compromisation

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Authors: Aulia Fitri

Abstract:

This aims to seek which part of the linguistics with the common mistakes occurred between Instagram translation and human translation. Instagram is a social media account that is widely used by people in the world. Everyone with the Instagram account can consume the captions and pictures that are shared by their friends, celebrity, and public figures across countries. Instagram provides the machine translation under its caption space that will assist users to understand the language of their non-native. The researcher takes samples from an Indonesian public figure whereas the account is followed by many followers. The public figure tries to help her followers from other countries understand her posts by putting up the English version after the Indonesian version. However, the research on Instagram account has not been done yet even though the account is widely used by the worldwide society. There are 20 samples that will be analysed on the perspective of translation quality and linguistics tools. As the MT, Instagram tends to give a literal translation without regarding the topic meant. On the other hand, the human translation tends to exaggerate the translation which leads a different meaning in English. This is an interesting study to discuss when the human nature and robotic-system influence the translation result.

Keywords: human translation, machine translation (MT), translation quality, linguistic tool

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Authors: Anastasiya Paltarzhitskaya

Abstract:

Subjective time plays an important role in consciousness processes and self-awareness at the moment. The concept of intrinsic neural timescales (INT) explains the difference in perceiving various time intervals. The capacity to experience the present builds on the fundamental properties of temporal cognition. The challenge that both philosophy and neuroscience try to answer is how the brain differentiates the present from the past and future. In our work, we analyze papers which describe mechanisms involved in the perception of ‘present’ and ‘non-present’, i.e., future and past moments. Taking into account that we perceive time intervals even during rest or relaxation, we suppose that the default-mode network activity can code time features, including the present moment. We can compare some results of time perceptual studies, where brain activity was shown in states with different flows of time, including resting states and during “mental time travel”. According to the concept of mental traveling, we employ a range of scenarios which demand episodic memory. However, some papers show that the hippocampal region does not activate during time traveling. It is a controversial result that is further complicated by the phenomenological aspect that includes a holistic set of information about the individual’s past and future.

Keywords: temporal consciousness, time perception, memory, present

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Authors: Mehmet Mucuk, Ayşen Edirneligil

Abstract:

Budget and current account deficits are main problems for all countries. There are different approaches about the relationship between budget deficit and current account deficit. While Keynesian view accepts that there is a casual link between these variables, Ricardian equivalence hypothesis rejects it. The aim of this study is to analyze the validity of Keynesian view for Turkish Economy using VAR analysis with the monthly data in the period of 2006-2014. In this context, it will be used Johansen Cointegration Test, Impulse-Response Function and Variance Decomposition Tests.

Keywords: budget deficit, current account deficit, Turkish economy, twin deficits

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Authors: Vincenzo Russo, Rosella Giacometti

Abstract:

The paper aims to assess the insurance industry's resilience under Solvency II against adverse scenarios. Starting from the economic balance sheet available under Solvency II for insurance and reinsurance undertakings, we assume that assets and liabilities follow a bivariate geometric Brownian motion (GBM). Then, using the results available under Margrabe's formula, we establish an analytical solution to calibrate the volatility of the asset-liability ratio. In such a way, we can estimate the probability of default and the probability of breaching the undertaking's Solvency Capital Requirement (SCR). Furthermore, since estimating the volatility of the Solvency Ratio became crucial for insurers in light of the financial crises featured in the last decades, we introduce a novel measure that we call Resiliency Ratio. The Resiliency Ratio can be used, in addition to the Solvency Ratio, to evaluate the insurance industry's resilience in case of adverse scenarios. Finally, we introduce a simplified stress test tool to evaluate the economic balance sheet under stressed conditions. The model we propose is featured by analytical tractability and fast calibration procedure where only the disclosed data available under the Solvency II public reporting are needed for the calibration. Using the data published regularly by the European Insurance and Occupational Pensions Authority (EIOPA) in an aggregated form by country, an empirical analysis has been performed to calibrate the model and provide the related results at the country level.

Keywords: Solvency II, solvency ratio, volatility of the asset-liability ratio, probability of default, probability to breach the SCR, resilience ratio, stress test

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Authors: Denys Osipenko, Jonathan Crook

Abstract:

Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models.

Keywords: multinomial regression, conditional logistic regression, credit account state, transition probability

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Authors: Michael Saad Thabet Azrek

Abstract:

The advanced facts era is becoming a vital element within the improvement of financial offerings enterprise, in particular, the banking enterprise. It has introduced new approaches to delivering banking to the patron, including Internet Banking. Banks started to observe digital banking (e-banking) as a means to update a number of their conventional branch features using the net as a brand-new distribution channel. A few purchasers have, as a minimum, a couple of accounts across banks and get the right of entry to these accounts using e-banking offerings. To study the contemporary net really worth role, clients ought to log in to each of their debts and get the info and paintings on consolidation. This not simplest takes enough time, but it's also a repetitive hobby at a specific frequency. To cope with this point, an account aggregation idea is introduced as an answer. E-banking account aggregation, as one of the e-banking types, appeared to construct a more potent dating with clients. Account Aggregation provider usually refers to a provider that permits clients to manage their financial institution debts maintained in distinct establishments through a not unusual net banking operating a platform, with an excessive situation to protection and privateness. This paper gives an outline of an e-banking account aggregation method as a new provider in the e-banking field.

Keywords: compatibility, complexity, mobile banking, observation, risk banking technology, internet banks, modernization of banks, banks, account aggregation, security, enterprise development

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Authors: Ons Triki, Fathi Abid

Abstract:

The basic objective of this paper is twofold. It resides in designing a model for a contingent convertible lease contract that can ensure the financial stability of a company and recover the losses of the parties to the lease in the event of default. It also aims to compare the convertible lease contract on inefficiencies resulting from the debt-overhang problem and asset substitution with other financing policies. From this perspective, this paper highlights the interaction between investments and financing policies in a dynamic model with existing assets and a growth option where the investment cost is financed by a contingent convertible lease and equity. We explore the impact of the contingent convertible lease on the capital structure. We also check the reliability and effectiveness of the use of the convertible lease contract as a means of financing. Findings show that the rental convertible contract with a sufficiently high conversion ratio has less severe inefficiencies arising from risk-shifting and debt overhang than those entailed by risky debt and pure-equity financing. The problem of underinvestment pointed out by Mauer and Ott (2000) and the problem of overinvestment mentioned by Hackbarth and Mauer (2012) may be reduced under contingent convertible lease financing. Our findings predict that the firm value under contingent convertible lease financing increases globally with asset volatility instead of decreasing with business risk. The study reveals that convertible leasing contracts can stand for a reliable solution to ensure the lessee and quickly recover the counterparties of the lease upon default.

Keywords: contingent convertible lease, growth option, debt overhang, risk-shifting, capital structure

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Authors: C. A. Roberts, S. L. Mascaro, J. R. Gerrish, J. L. Horner

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Management-intensive Grazing (MiG) is a practice that rotates livestock through paddocks in a way that best matches the nutrient requirements of the animal to the yield and quality of the pasture. In the USA, MiG has been taught to livestock producers throughout the state of Missouri in 2- and 3-day workshops called “Missouri Grazing Schools.” The economic impact of these schools was quantified using IMPLAN software. The model included hectares of adoption, animal performance, carrying capacity, and input costs. To date, MiG, as taught in the Missouri Grazing Schools, has been implemented on more than 70,000 hectares in Missouri. The economic impact of these schools is presently $125 million USD per year added to the state economy. This magnitude of impact is the result not only of widespread adoption but also because of increased livestock carrying capacity; in Missouri, a capacity increase of 25 to 30% has been well documented. Additional impacts have been MiG improving forage quality and reducing the cost of feed and fertilizer. The environmental impact of MiG in the state of Missouri is currently being estimated. Environmental impact takes into account the reduction in the application of commercial fertilizers; in MiG systems, nitrogen is supplied by N fixation from legumes, and much of the P and K is recycled naturally by well-distributed manure. The environmental impact also estimates carbon sequestration and methane production; MiG can increase carbon sequestration and reduce methane production in comparison to default grazing practices and feedlot operations in the USA.

Keywords: agricultural education, forage quality, management-intensive grazing, nutrient cycling, stock density, sustainable agriculture

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Authors: I. M. L. Nadeesha Jayaweera, Adao Alex Trindade

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In choosing a candidate model in likelihood-based modeling via an information criterion, the practitioner is often faced with the difficult task of deciding just how far up the ranked list to look. Motivated by this pragmatic necessity, we construct an uncertainty band for a generalized (model selection) information criterion (GIC), defined as a criterion for which the limit in probability is identical to that of the normalized log-likelihood. This includes common special cases such as AIC & BIC. The method starts from the asymptotic normality of the GIC for the joint distribution of the candidate models in an independent and identically distributed (IID) data framework and proceeds by deriving the (asymptotically) exact distribution of the minimum. The calculation of an upper quantile for its distribution then involves the computation of multivariate Gaussian integrals, which is amenable to efficient implementation via the R package "mvtnorm". The performance of the methodology is tested on simulated data by checking the coverage probability of nominal upper quantiles and compared to the bootstrap. Both methods give coverages close to nominal for large samples, but the bootstrap is two orders of magnitude slower. The methodology is subsequently extended to two other commonly used model structures: regression and time series. In the regression case, we derive the corresponding asymptotically exact distribution of the minimum GIC invoking Lindeberg-Feller type conditions for triangular arrays and are thus able to similarly calculate upper quantiles for its distribution via multivariate Gaussian integration. The bootstrap once again provides a default competing procedure, and we find that similar comparison performance metrics hold as for the IID case. The time series case is complicated by far more intricate asymptotic regime for the joint distribution of the model GIC statistics. Under a Gaussian likelihood, the default in most packages, one needs to derive the limiting distribution of a normalized quadratic form for a realization from a stationary series. Under conditions on the process satisfied by ARMA models, a multivariate normal limit is once again achieved. The bootstrap can, however, be employed for its computation, whence we are once again in the multivariate Gaussian integration paradigm for upper quantile evaluation. Comparisons of this bootstrap-aided semi-exact method with the full-blown bootstrap once again reveal a similar performance but faster computation speeds. One of the most difficult problems in contemporary statistical methodological research is to be able to account for the extra variability introduced by model selection uncertainty, the so-called post-model selection inference (PMSI). We explore ways in which the GIC uncertainty band can be inverted to make inferences on the parameters. This is being attempted in the IID case by pivoting the CDF of the asymptotically exact distribution of the minimum GIC. For inference one parameter at a time and a small number of candidate models, this works well, whence the attained PMSI confidence intervals are wider than the MLE-based Wald, as expected.

Keywords: model selection inference, generalized information criteria, post model selection, Asymptotic Theory

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Authors: Elena Pozdnyakova

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“Government Relations” is a field of knowledge presently taught at the majority of universities around the globe. English as the default language can become the language of teaching since the issues discussed are both global and national in character. However for this field of knowledge key concepts and their word representations in English don’t often coincide with those in other languages. International master’s degree students abroad as well as students, taught the course in English at their national universities, are exposed to difficulties, connected with correct conceptualizing of terminology of GR in British and American academic traditions. The study was carried out during the GR English language course elaboration (pilot research: 2013 -2015) at Moscow State Institute of Foreign Relations (University), Russian Federation. Within this period, English language instructors designed and elaborated the three-semester course of GR. Methodologically the course design was based on elaboration model with the special focus on conceptual elaboration sequence and theoretical elaboration sequence. The course designers faced difficulties in concept selection and theoretical elaboration sequence. To improve the results and eliminate the problems with concept selection, a new, corpus-based approach was worked out. The computer-based tool WordSmith 6.0 was used with the aim to build a model of key concept selection. The corpus of GR English texts consisted of 1 million words (the study corpus). The approach was based on measuring effect size, i.e. the percent difference of the frequency of a word in the study corpus when compared to that in the reference corpus. The results obtained proved significant improvement in the process of concept selection. The corpus-based model also facilitated theoretical elaboration of teaching materials.

Keywords: corpus-based study, English as the default language, key concepts, measuring effect size, model of key concept selection

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Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar

Abstract:

Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.

Keywords: dam, failure, limit-state, monte-carlo, reliability, probability, simulation, sliding, taylor

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Authors: Xu Wang

Abstract:

This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

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Authors: Ishiyaku Abdulkadir, Satish Kumar J

Abstract:

Land Productivity is a measure of the greenness of above-ground biomass in health and potential gain and is not related to agricultural productivity. Monitoring land productivity dynamics is essential to identify, especially when and where the trend is characterized degraded for mitigation measures. This research aims to monitor the land productivity trend of Gombe State between 2001 and 2015. QGIS was used to compute NDVI from AVHRR/MODIS datasets in a cloud-based method. The result appears that land area with improving productivity account for 773sq.km with 4.31%, stable productivity traced to 4,195.6 sq.km with 23.40%, stable but stressed productivity represent 18.7sq.km account for 0.10%, early sign of decline productivity occupied 5203.1sq.km with 29%, declining productivity account for 7019.7sq.km, represent 39.2%, water bodies occupied 718.7sq.km traced to 4% of the state’s area.

Keywords: above-ground biomass, dynamics, land productivity, man-environment relationship

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Authors: Mikiyas Adugna

Abstract:

Effort estimation is among the activities carried out in software development processes. An accurate model of estimation leads to project success. The method of agile effort estimation is a complex task because of the dynamic nature of software development. Researchers are still conducting studies on agile effort estimation to enhance prediction accuracy. Due to these reasons, we investigated and proposed a model on LASSO and Elastic Net regression to enhance estimation accuracy. The proposed model has major components: preprocessing, train-test split, training with default parameters, and cross-validation. During the preprocessing phase, the entire dataset is normalized. After normalization, a train-test split is performed on the dataset, setting training at 80% and testing set to 20%. We chose two different phases for training the two algorithms (Elastic Net and LASSO) regression following the train-test-split. In the first phase, the two algorithms are trained using their default parameters and evaluated on the testing data. In the second phase, the grid search technique (the grid is used to search for tuning and select optimum parameters) and 5-fold cross-validation to get the final trained model. Finally, the final trained model is evaluated using the testing set. The experimental work is applied to the agile story point dataset of 21 software projects collected from six firms. The results show that both Elastic Net and LASSO regression outperformed the compared ones. Compared to the proposed algorithms, LASSO regression achieved better predictive performance and has acquired PRED (8%) and PRED (25%) results of 100.0, MMRE of 0.0491, MMER of 0.0551, MdMRE of 0.0593, MdMER of 0.063, and MSE of 0.0007. The result implies LASSO regression algorithm trained model is the most acceptable, and higher estimation performance exists in the literature.

Keywords: agile software development, effort estimation, elastic net regression, LASSO

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Authors: Hashim Ali, Sheheryar Khan

Abstract:

Security for applications is always been a keen issue of concern. In general, security is to allow access of grant to legal user or to deny non-authorized access to the system. Shoulder surfing is an observation technique to hack an account or to enter into a system. When a malicious observer is capturing or recording the fingers of a user while he is entering sensitive inputs (PIN, Passwords etc.) and may be able to observe user’s password credential. It is very rigorous for a novice user to prevent himself from shoulder surfing or unaided observer in a public place while accessing his account. In order to secure the user account, there are five factors of authentication; they are: “(i) something you have, (ii) something you are, (iii) something you know, (iv) somebody you know, (v) something you process”. A technique has been developed of fifth-factor authentication “something you process” to provide novel approach to the user. In this paper, we have applied position based operational code authentication in such a way to more easy and user friendly to the user.

Keywords: shoulder surfing, malicious observer, sensitive inputs, authentication

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Authors: Mina Malak Hanna Saad

Abstract:

New strategies for supplying banking services to the customer have been brought, which include online banking. Banks have begun to recall electronic banking (e-banking) as a manner to replace some conventional department features by means of the usage of the internet as a brand-new distribution channel. A few clients have at least one account at multiple banks and get admission to those debts through online banking. To test their present-day internet worth, customers need to log into each of their debts, get particular statistics, and paint closer to consolidation. Not only is it time-ingesting; however, but it is also a repeatable activity with a certain frequency. To solve this problem, the idea of account aggregation was delivered as a solution. Account consolidation in e-banking as a form of digital banking appears to build stronger dating with clients. An account linking service is usually known as a service that permits customers to manipulate their bank accounts held at exceptional institutions through a common online banking platform that places a high priority on safety and statistics protection. The object affords an outline of the account aggregation approach in e-banking as a distinct carrier in the area of e-banking. The advanced facts generation is becoming a vital thing in the improvement of financial services enterprise, specifically the banking enterprise. It has brought different ways of delivering banking to the purchaser, which includes net Banking. Banks began to study electronic banking (e-banking) as a means to update some of their traditional branch functions and the use of the net as a distribution channel. Some clients have at least multiple accounts throughout banks and get the right of entry to that money owed through the usage of e-banking offerings. To examine the contemporary internet's well-worth position, customers have to log in to each of their money owed, get the information and work on consolidation. This no longer takes sufficient time; however, it is a repetitive interest at a specified frequency. To address this point, an account aggregation idea is brought as an answer. E-banking account aggregation, as one of the e-banking kinds, appeared to construct a more potent dating with clients. Account Aggregation carrier usually refers to a service that allows clients to control their bank bills maintained in one-of-a-kind institutions via a common Internet banking working platform, with an excessive subject to protection and privateness. This paper offers an overview of an e-banking account aggregation technique as a new provider in the e-banking field.

Keywords: compatibility, complexity, mobile banking, observation, risk banking technology, Internet banks, modernization of banks, banks, account aggregation, security, enterprise developmente-banking, enterprise development

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Authors: Edward Holupka, John Rossman, Tye Morancy, Joseph Aronovitz, Irving Kaplan

Abstract:

A common modality for the treatment of early stage prostate cancer is the implantation of radioactive seeds directly into the prostate. The radioactive seeds are positioned inside the prostate to achieve optimal radiation dose coverage to the prostate. These radioactive seeds are positioned inside the prostate using Transrectal ultrasound imaging. Once all of the planned seeds have been implanted, two dimensional transaxial transrectal ultrasound images separated by 2 mm are obtained through out the prostate, beginning at the base of the prostate up to and including the apex. A common deep neural network, called DetectNet was trained to automatically determine the position of the implanted radioactive seeds within the prostate under ultrasound imaging. The results of the training using 950 training ultrasound images and 90 validation ultrasound images. The commonly used metrics for successful training were used to evaluate the efficacy and accuracy of the trained deep neural network and resulted in an loss_bbox (train) = 0.00, loss_coverage (train) = 1.89e-8, loss_bbox (validation) = 11.84, loss_coverage (validation) = 9.70, mAP (validation) = 66.87%, precision (validation) = 81.07%, and a recall (validation) = 82.29%, where train and validation refers to the training image set and validation refers to the validation training set. On the hardware platform used, the training expended 12.8 seconds per epoch. The network was trained for over 10,000 epochs. In addition, the seed locations as determined by the Deep Neural Network were compared to the seed locations as determined by a commercial software based on a one to three months after implant CT. The Deep Learning approach was within \strikeout off\uuline off\uwave off2.29\uuline default\uwave default mm of the seed locations determined by the commercial software. The Deep Learning approach to the determination of radioactive seed locations is robust, accurate, and fast and well within spatial agreement with the gold standard of CT determined seed coordinates.

Keywords: prostate, deep neural network, seed implant, ultrasound

Procedia PDF Downloads 198

Authors: Bong Jae Lee, Jeong Il Lee, Hyo Su Kim

Abstract:

Both developed and developing countries have adopted the decision to join the Paris agreement to reduce greenhouse gas (GHG) emissions at the Conference of the Parties (COP) 21 meeting in Paris. As a result, the developed and developing countries have to submit the Intended Nationally Determined Contributions (INDC) by 2020, and each country will be assessed for their performance in reducing GHG. After that, they shall propose a reduction target which is higher than the previous target every five years. Therefore, an accurate method for calculating greenhouse gas emissions is essential to be presented as a rational for implementing GHG reduction measures based on the reduction targets. Non-CO2 GHGs (CF4, NF3, N2O, SF6 and so on) are being widely used in fabrication process of semiconductor manufacturing, and etching/deposition process of display manufacturing process. The Global Warming Potential (GWP) value of Non-CO2 is much higher than CO2, which means it will have greater effect on a global warming than CO2. Therefore, GHG calculation methods of the electronics industry are provided by Intergovernmental Panel on climate change (IPCC) and U.S. Environmental Protection Agency (EPA), and it will be discussed at ISO/TC 146 meeting. As discussed earlier, being precise and accurate in calculating Non-CO2 GHG is becoming more important. Thus this study aims to discuss the implications of the calculating methods through comparing the methods of IPCC and EPA. As a conclusion, after analyzing the methods of IPCC & EPA, the method of EPA is more detailed and it also provides the calculation for N2O. In case of the default emission factor (by IPCC & EPA), IPCC provides more conservative results compared to that of EPA; The factor of IPCC was developed for calculating a national GHG emission, while the factor of EPA was specifically developed for the U.S. which means it must have been developed to address the environmental issue of the US. The semiconductor factory ‘A’ measured F gas according to the EPA Destruction and Removal Efficiency (DRE) protocol and estimated their own DRE, and it was observed that their emission factor shows higher DRE compared to default DRE factor of IPCC and EPA Therefore, each country can improve their GHG emission calculation by developing its own emission factor (if possible) at the time of reporting Nationally Determined Contributions (NDC). Acknowledgements: This work was supported by the Korea Evaluation Institute of Industrial Technology (No. 10053589).

Keywords: non-CO2 GHG, GHG emission, electronics industry, measuring method

Procedia PDF Downloads 288

Authors: R. Henry, J-B. Paulin, St. Fauchille, Ph. Delord, K. Benkirane, A. Brunel

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In this paper, the CVA computation of interest rate swap is presented based on its rating. Rating and probability default given by Moody’s Investors Service are used to calculate our CVA for a specific swap with different maturities. With this computation, the influence of rating variation can be shown on CVA. The application is made to the analysis of Greek CDS variation during the period of Greek crisis between 2008 and 2011. The main point is the determination of correlation between the fluctuation of Greek CDS cumulative value and the variation of swap CVA due to change of rating

Keywords: CDS, computation, CVA, Greek crisis, interest rate swap, maturity, rating, swap

Procedia PDF Downloads 309

Authors: Andrea Musumeci

Abstract:

General theory of translation has suffered the lack of a homogeneous academic dialect, a holistic methodology to account for the diversity of factors involved in the discipline. An underlying pattern amongst theories of translation belonging to different periods and schools has been identified. Such pattern, which is linguistics oriented, could play a role towards unified academic and professional environments, both in terms of research and as a professional category. The implementation of such an approach has also led to a critique of the concept of equivalence, as being not the best of ways to account for translating phenomena.

Keywords: optimal, translating, research translation theory, methodology, descriptive analysis

Procedia PDF Downloads 620

Authors: Maryam Alkhalosi, Ahmad Naddaf, Rana Alani

Abstract:

Qatar National Library has its main accounts on social media, which presents the general image of the library and its daily news. A paper will be presented based on a case study researching the outcome of having a separate Instagram account led by librarians, not the Communication Department of the library. The main purpose of the librarians-led account is to promote librarians’ services and events, such as research consultation, reference questions, community engagement programs, collection marketing, etc. all in the way that librarians think it reflects their role in the community. Librarians had several obstacles to help users understanding librarians' roles. As was noticed that Instagram is the most popular social media platform in Qatar, it was selected to promote how librarians can help users through a focused account to create a direct channel between librarians and users. Which helps librarians understand users’ needs and interests. This research will use a quantitative approach depending on the case study, librarians have used their case in the department of Research and learning to find out the best practices might help in promoting the librarians' services and reaching out to a bigger number of users. Through the descriptive method, this research will describe the changes observed in the numbers of community users who interact with the Instagram account and engaged in librarians’ events. Statistics of this study are based on three main sources: 1. The internal monthly statistics sheet of events and programs held by the Research and Learning Department. 2. The weekly tracking of the Instagram account statistics. 3. Instagram’s tools such as polls, quizzes, questions, etc. This study will show the direct effect of a librarian-led Instagram account on the number of community members who participate and engage in librarian-led programs and services. In addition to highlighting the librarians' role directly with the community members. The study will also show the best practices on Instagram, which helps reaching a wider community of users. This study is important because, in the region, there is a lack of studies focusing on librarianship, especially on contemporary problems and its solution. Besides, there is a lack of understanding of the role of a librarian in the Arab region. The research will also highlight how librarians can help the public and researchers as well. All of these benefits can come through one popular easy channel in social media. From another side, this paper is a chance to share the details of this experience starting from scratch, including the phase of setting the policy and guidelines of managing the social media account, until librarians reached to a point where the benefits of this experience are in reality. This experience had even added many skills to the librarians.

Keywords: librarian’s role, social media, instagram and libraries, promoting libraries’ services

Procedia PDF Downloads 96

Authors: Oloyede John Adebayo

Abstract:

This paper tested a variant of the monetary model of exchange rate determination, called Frankel’s Capital Account Monetary Model (CAAM) based on Real Interest Rate Differential, on the floating exchange rate experiences of three developing countries of Africa; viz: Ghana, Nigeria and the Gambia. The study adopted the Auto regressive Instrumental Package (AIV) and Almon Polynomial Lag Procedure of regression analysis based on the assumption that the coefficients follow a third-order Polynomial with zero-end constraint. The results found some support for the CAAM hypothesis that exchange rate responds proportionately to changes in money supply, inversely to income and positively to interest rates and expected inflation differentials. On this basis, the study points the attention of monetary authorities and researchers to the relevance and usefulness of CAAM as appropriate tool and useful benchmark for analyzing the exchange rate behaviour of most developing countries.

Keywords: exchange rate, monetary model, interest differentials, capital account

Procedia PDF Downloads 412