Search results for: ruin probability

Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: synthetic collateralized debt obligation (CDO), credit default swap (CDS), cash flow optimization, probability of default, default correlation, strategies, simulation, simplex

Procedia PDF Downloads 267

Authors: Nirav J. Patel, Kalpesh K. Dudani

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Partial discharge (PD) is the dissipation of energy caused by localized breakdown of insulation. Power transformers are one of the most important components in the electrical energy network. Insulation degradation of transformer is frequently linked to PD. This is why PD detection is used in power system to monitor the health of high voltage transformer. If such problem are not detected and repaired, the strength and frequency of PD may increase and eventually lead to the catastrophic failure of the transformer. This can further cause external equipment damage, fires and loss of revenue due to an unscheduled outage. Hence, reliable online PD detection is a critical need for power companies to improve personnel safety and decrease the probability of loss of service. The PD phenomenon is manifested in a variety of physically observable signals including Ultra High Frequency (UHF) radiation and Acoustic Disturbances, Electrical pulses. Acoustic method is based on sensing the radiated acoustic emission from discharge sites in the insulation. Propagated wave from the PD fault site are captured sensor are consequently pre-amplified, filtered, recorded and analyze.

Keywords: acoustic, partial discharge, perfectly matched layer, sensor

Procedia PDF Downloads 523

Authors: Maithem Al-Saadi, Min An

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During airport planning and design stages, the major issues of capacity and safety in construction and operation of an airport need to be taken into consideration. The airside of an airport is a major and critical infrastructure that usually consists of runway(s), taxiway system, and apron(s) etc., which have to be designed according to the international standards and recommendations, and local limitations to accommodate the forecasted demands. However, in many cases, airport airsides are suffering from unexpected risks that occurred during airport operations. Therefore, safety risk assessment should be applied in the planning and design of airsides to cope with the probability of risks and their consequences, and to make decisions to reduce the risks to as low as reasonably practicable (ALARP) based on safety risk assessment. This paper presents a combination approach of Failure Modes, Effect, and Criticality Analysis (FMECA), Fuzzy Reasoning Approach (FRA), and Fuzzy Analytic Hierarchy Process (FAHP) to develop a risk analysis model for safety risk assessment. An illustrated example is used to the demonstrate risk assessment process on how the design of an airside in an airport can be analysed by using the proposed safety design risk assessment model.

Keywords: airport airside planning and design, design for safety, fuzzy reasoning approach, fuzzy AHP, risk assessment

Procedia PDF Downloads 360

Authors: Aghbalou Nihad, Charki Abderafi, Saida Rahali, Reklaoui Kamal

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Maximize the benefit from the wind energy potential is the most interest of the wind power stakeholders. As a result, the wind tower size is radically increasing. Nevertheless, choosing an appropriate wind turbine for a selected site require an accurate estimate of vertical wind profile. It is also imperative from cost and maintenance strategy point of view. Then, installing tall towers or even more expensive devices such as LIDAR or SODAR raises the costs of a wind power project. Various models were developed coming within this framework. However, they suffer from complexity, generalization and lacks accuracy. In this work, we aim to investigate the ability of neural network trained using the Bayesian Regularization technique to estimate wind speed profile up to height of 100 m based on knowledge of wind speed lower heights. Results show that the proposed approach can achieve satisfactory predictions and proof the suitability of the proposed method for generating wind speed profile and probability distributions based on knowledge of wind speed at lower heights.

Keywords: bayesian regularization, neural network, wind shear, accuracy

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Authors: Tabinda Sadiq, Tehmina Ashfaq Qazi, Hoor Shumail

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Recently, the advent of emerging technology has created an emerging generation of restaurant marketing. It explores the aspects that influence customers’ decision-making process in selecting a restaurant after reading food bloggers' reviews online. The motivation behind this research is to investigate the correlation between the credibility of the source and their attitude toward restaurant visits. The researcher collected the data by distributing a survey questionnaire through google forms by employing the Source credibility theory. Non- probability purposive sampling technique was used to collect data. The questionnaire used a predeveloped and validated scale by Ohanian to measure the relationship. Also, the researcher collected data from 250 respondents in order to investigate the influence of food bloggers on Gen Z's decision-making process. SPSS statistical version 26 was used for statistical testing and analyzing the data. The findings of the survey revealed that there is a moderate positive correlation between the variables. So, it can be analyzed that food bloggers do have an impact on Generation Z's decision making process.

Keywords: credibility, decision making, food bloggers, generation z, e-wom

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Authors: Ruijuan Bi

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Discrimination in insurance pricing is a topic of increasing concern, particularly in the context of the rapid development of big data and artificial intelligence. There is a need to explore the various forms of discrimination, such as direct and indirect discrimination, proxy discrimination, algorithmic discrimination, and unfair discrimination, and understand their implications in insurance pricing models. This paper aims to analyze and interpret the definitions of discrimination in insurance pricing and explore measures to reduce discrimination. It utilizes a textual analysis methodology, which involves gathering qualitative data from relevant literature on definitions of discrimination. The research methodology focuses on exploring the various forms of discrimination and their implications in insurance pricing models. Through textual analysis, this paper identifies the specific characteristics and implications of each form of discrimination in the general insurance industry. This research contributes to the theoretical understanding of discrimination in insurance pricing. By analyzing and interpreting relevant literature, this paper provides insights into the definitions of discrimination and the laws and regulations surrounding it. This theoretical foundation can inform future empirical research on discrimination in insurance pricing using relevant theories of probability theory.

Keywords: algorithmic discrimination, direct and indirect discrimination, proxy discrimination, unfair discrimination, insurance pricing

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Authors: Mahesh Balan U, Rohith Srinivaas Mohanakrishnan, Venkat Subramanian

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Positive and unlabeled learning (PU) has gained more attention in both academic and industry research literature recently because of its relevance to existing business problems today. Yet, there still seems to be some existing challenges in terms of validating the performance of PU learning, as the actual truth of unlabeled data points is still unknown in contrast to a binary classification where we know the truth. In this study, we propose a novel PU learning technique based on the Pseudo-F measure, where we address this research gap. In this approach, we train the PU model to discriminate the probability distribution of the positive and unlabeled in the validation and spy data. The predicted probabilities of the PU model have a two-fold validation – (a) the predicted probabilities of reliable positives and predicted positives should be from the same distribution; (b) the predicted probabilities of predicted positives and predicted unlabeled should be from a different distribution. We experimented with this approach on a credit marketing case study in one of the world’s biggest fintech platforms and found evidence for benchmarking performance and backtested using historical data. This study contributes to the existing literature on semi-supervised learning.

Keywords: PU learning, semi-supervised learning, pseudo f measure, classification

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Authors: B. Guezzen, M.A. Didi, B. Medjahed

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A factorial design of experiments and a response surface methodology were implemented to investigate the liquid-liquid extraction process of zinc (II) from acetate medium using the 1-Butyl-imidazolium di(2-ethylhexyl) phosphate [BIm⁺][D2EHP^-]. The optimization process of extraction parameters such as the initial pH effect (2.5, 4.5, and 6.6), ionic liquid concentration (1, 5.5, and 10 mM) and salt effect (0.01, 5, and 10 mM) was carried out using a three-level full factorial design (3³). The results of the factorial design demonstrate that all these factors are statistically significant, including the square effects of pH and ionic liquid concentration. The results showed that the order of significance: IL concentration > salt effect > initial pH. Analysis of variance (ANOVA) showing high coefficient of determination (R² = 0.91) and low probability values (P < 0.05) signifies the validity of the predicted second-order quadratic model for Zn (II) extraction. The optimum conditions for the extraction of zinc (II) at the constant temperature (20 °C), initial Zn (II) concentration (1mM) and A/O ratio of unity were: initial pH (4.8), extractant concentration (9.9 mM), and NaCl concentration (8.2 mM). At the optimized condition, the metal ion could be quantitatively extracted.

Keywords: ionic liquid, response surface methodology, solvent extraction, zinc acetate

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Authors: Amylyn F. Labasano

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A significant number of empirical studies are carried out to investigate factors affecting college students’ performance in the academic examination. With a wide-array of literature-and studies-supported findings, this study is limited only on the students’ probability of passing periodical exams which is associated with students’ gender, absences in the class, use of reference book, and hours of study. Binary logistic regression was the technique used in the analysis. The research is based on the students’ record and data collected through survey. The result reveals that gender, use of reference book and hours of study are significant predictors of passing an examination while students’ absenteeism is an insignificant predictor. Females have 45% likelihood of passing the exam than their male classmates. Students who use and read their reference book are 38 times more likely pass the exam than those who do not use and read their reference book. Those who spent more than 3 hours in studying are four (4) times more likely pass the exam than those who spent only 3 hours or less in studying.

Keywords: absences, binary logistic regression, gender, hours of study prediction-causation method, periodical exams, random sampling, reference book

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Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

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This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

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Authors: Abdul-Majeed Imoro

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This paper investigates the interactive effect of domestic remittances and household enterprises on household well-being in Ghana. The study employs data drawn from the seventh wave of the Ghana Living Standard Survey (GLSS 7) comprising 14,009 households located in 1,000 enumeration areas for the 2016/2017 period. This study employs the Ordinary Least Square (OLS) regression technique in estimating the interactive effect of domestic remittances and household enterprises on household well-being. The Linear Probability Model (LPM) is used to estimate the impact of domestic remittances on household enterprises. A Two-Stage Least Square (2SLS) model is employed to solve endogeneity issues between the dependent variable and the explanatory variable. This study reveals the following findings: domestic remittances improve household well-being significantly. Also, there is a significant negative impact of domestic remittances on household enterprises. This implies that households that receive domestic remittances are less likely to engage in household enterprises. Finally, the 2SLS results show a significant and positive impact of the interaction between domestic remittances and household enterprises on household well-being. This study provides empirical evidence of why policymakers need to encourage households that receive domestic remittances to diversify their income sources and invest in other income-generating activities such as household enterprises.

Keywords: domestic remittances, household enterprises, household well-being, Ghana

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Authors: Asad Naeem, Mohamed Nour Eldin, Jinkoo Kim

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In this study, the seismic performance and life cycle cost (LCC) are evaluated of the structure retrofitted with the damped cable system (DCS). The DCS is a seismic retrofit system composed of a high-strength steel cable and pressurized viscous dampers. The analysis model of the system is first derived using various link elements in SAP2000, and fragility curves of the structure retrofitted with the DCS and viscous dampers are obtained using incremental dynamic analyses. The analysis results show that the residual displacements of the structure equipped with the DCS are smaller than those of the structure with retrofitted with only conventional viscous dampers, due to the enhanced stiffness/strength and self-centering capability of the damped cable system. The fragility analysis shows that the structure retrofitted with the DCS has the least probability of reaching the specific limit states compared to the bare structure and the structure with viscous damper. It is also observed that the initial cost of the DCS method required for the seismic retrofit is smaller than that of the structure with viscous dampers and that the LCC of the structure equipped with the DCS is smaller than that of the structure with viscous dampers.

Keywords: damped cable system, fragility curve, life cycle cost, seismic retrofit, self-centering

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Authors: Tianyi Wang, Hieyong Jeong, An Guo, Yuko Ohno

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Healthcare robot for assisting sit-to-stand (STS) performance had aroused numerous research interests. To author’s best knowledge, knowledge about how evaluating healthcare robot is still unknown. Robot should be labeled as fault if users feel demanding during STS when they are assisted by robot. In this research, we aim to propose a method to evaluate sit-to-stand assist robot through center of pressure (CoP), then classify different STS performance. Experiments were executed five times with ten healthy subjects under four conditions: two self-performed STSs with chair heights of 62 cm and 43 cm, and two robot-assisted STSs with chair heights of 43 cm and robot end-effect speed of 2 s and 5 s. CoP was measured using a Wii Balance Board (WBB). Bayesian classification was utilized to classify STS performance. The results showed that faults occurred when decreased the chair height and slowed robot assist speed. Proposed method for fault classification showed high probability of classifying fault classes form others. It was concluded that faults for STS assist robot could be detected by inspecting center of pressure and be classified through proposed classification algorithm.

Keywords: center of pressure, fault classification, healthcare robot, sit-to-stand movement

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Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin

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An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.

Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error

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Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

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This paper evaluates the bit error rate (BER) performance of MIMO-OFDM communication system. MIMO system uses multiple transmitting and receiving antennas with different coding techniques to either enhance the transmission diversity or spatial multiplexing gain. Utilizing alamouti algorithm were the same information transmitted over multiple antennas at different time intervals and then collected again at the receivers to minimize the probability of error, combat fading and thus improve the received signal to noise ratio. While utilizing V-BLAST algorithm, the transmitted signals are divided into different transmitting channels and transferred over the channel to be received by different receiving antennas to increase the transmitted data rate and achieve higher throughput. The paper provides a study of different diversity gain coding schemes and spatial multiplexing coding for MIMO systems. A comparison of various channels' estimation and equalization techniques are given. The simulation is implemented using MATLAB, and the results had shown the performance of transmission models under different channel environments.

Keywords: MIMO communication, BER, space codes, channels, alamouti, V-BLAST

Procedia PDF Downloads 172

Authors: Jing Zhang

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Sustainable development in the new energy vehicles field is the requirement of the net zero aim. Green bonds are accepted as a practical financial tool to boost the transformation of relevant enterprises. The paper analyzes the interactions among governments, enterprises of new energy vehicles, and financial institutions by an evolutionary game theory model and offers advice to stakeholders in China. The decision-making subjects of green behavior are affected by experiences, interests, perception ability, and risk preference, so it is difficult for them to be completely rational. Based on the bounded rationality hypothesis, this paper applies prospect theory in the evolutionary game analysis framework and analyses the costs of government regulation of enterprises adopting green bonds. The influence of the perceived value of revenue prospect and the probability and risk transfer coefficient of the government's active regulation on the decision-making agent's strategy is verified by numerical simulation. Finally, according to the research conclusions, policy suggestions are given to promote green bonds.

Keywords: green bonds, new energy vehicles, sustainable development, evolutionary Game Theory model

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Authors: Ulas Cinar, Omer Faruk Ugurlu, Selcuk Cebi

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Occupational safety risk management is the most important element of a safe working environment. Effective risk management can only be possible with accurate analysis and evaluations. Scoring-based risk assessment methods offer considerable ease of application as they convert linguistic expressions into numerical results. It can also be easily adapted to any field. Contrary to all these advantages, important problems in scoring-based methods are frequently discussed. Effective measurability is one of the most critical problems. Existing methods allow experts to choose a score equivalent to each parameter. Therefore, experts prefer the score of the most likely outcome for risk. However, all other possible consequences are neglected. Assessments of the existing methods express the most probable level of risk, not the real risk of the enterprises. In this study, it is aimed to develop a method that will present a more comprehensive evaluation compared to the existing methods by evaluating the probability and severity scores, all sub-parameters, and potential results, and a new scoring-based method is proposed in the literature.

Keywords: occupational health and safety, risk assessment, scoring based risk assessment method, underground mining, weighted risk scores

Procedia PDF Downloads 132

Authors: Muhammad Imran Ahmad, Ruzelita Ngadiran, Mohd Nazrin Md Isa, Nor Ashidi Mat Isa, Mohd ZaizuIlyas, Raja Abdullah Raja Ahmad, Said Amirul Anwar Ab Hamid, Muzammil Jusoh

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This paper presents two technique, local feature extraction using image spectrum and low frequency spectrum modelling using GMM to capture the underlying statistical information to improve the performance of face recognition system. Local spectrum features are extracted using overlap sub block window that are mapping on the face image. For each of this block, spatial domain is transformed to frequency domain using DFT. A low frequency coefficient is preserved by discarding high frequency coefficients by applying rectangular mask on the spectrum of the facial image. Low frequency information is non Gaussian in the feature space and by using combination of several Gaussian function that has different statistical properties, the best feature representation can be model using probability density function. The recognition process is performed using maximum likelihood value computed using pre-calculate GMM components. The method is tested using FERET data sets and is able to achieved 92% recognition rates.

Keywords: local features modelling, face recognition system, Gaussian mixture models, Feret

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Authors: Chaghoub Soraya, Zhang Xiaoyan

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This research presents the first constant approximation algorithm to the p-median network design problem with multiple cable types. This problem was addressed with a single cable type and there is a bifactor approximation algorithm for the problem. To the best of our knowledge, the algorithm proposed in this paper is the first constant approximation algorithm for the p-median network design with multiple cable types. The addressed problem is a combination of two well studied problems which are p-median problem and network design problem. The introduced algorithm is a random sampling approximation algorithm of constant factor which is conceived by using some random sampling techniques form the literature. It is based on a redistribution Lemma from the literature and a steiner tree problem as a subproblem. This algorithm is simple, and it relies on the notions of random sampling and probability. The proposed approach gives an approximation solution with one constant ratio without violating any of the constraints, in contrast to the one proposed in the literature. This paper provides a (21 + 2)-approximation algorithm for the p-median network design problem with multiple cable types using random sampling techniques.

Keywords: approximation algorithms, buy-at-bulk, combinatorial optimization, network design, p-median

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Authors: Javad Sadoghi Yazdi, Robb Eric S. Moss

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This paper utilizes a probabilistic liquefaction triggering method for modeling post-liquefaction ground deformation. This cone penetration test CPT-based liquefaction triggering is employed to estimate the factor of safety against liquefaction (FSL) and compute the maximum cyclic shear strain (γmax). The study identifies a maximum PL value of 90% across various relative densities, which challenges the decrease from 90% to 70% as relative density decreases. It reveals that PL ranges from 5% to 50% for volumetric strain (εvol) less than 1%, while for εvol values between 1% and 3.2%, PL spans from 50% to 90%. The application of the CPT-based simplified liquefaction triggering procedures has been employed in previous researches to estimate liquefaction ground-failure indices, such as the Liquefaction Potential Index (LPI) and Liquefaction Severity Number (LSN). However, several studies have been conducted to highlight the variability in liquefaction probability calculations, suggesting a more accurate depiction of liquefaction likelihood. Consequently, the utilization of these simplified methods may not offer practical efficiency. This paper further investigates the efficacy of various established liquefaction vulnerability parameters, including LPI and LSN, in explaining the observed liquefaction-induced damage within residential zones of Christchurch, New Zealand using results from CPT database.

Keywords: cone penetration test (CPT), liquefaction, postliquefaction, ground failure

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Authors: Pranee Tridhoskul

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This research paper is aimed to examine a relationship between the service marketing mix and customers’ frequency of use of service at Mercedes Benz Auto Repair Centres under Thonburi Group, Thailand. Based on 2,267 customers who used the service of Thonburi Group’s Auto Repair Centres as the population, the sampling of this research was a total of 340 samples, by use of Probability Sampling Technique. Systematic Random Sampling was applied by use of questionnaire in collecting the data at Thonburi Group’s Auto Repair Centres. Mean and Pearson’s basic statistical correlations were utilized in analyzing the data. The study discovered a medium level of customers’ perception towards product and service of Thonburi Group’s Auto Repair Centres, price, place or distribution channel and promotion. People who provided service were perceived also at a medium level, whereas the physical evidence and service process were perceived at a high level. Furthermore, there appeared a correlation between the physical evidence and service process, and customers’ frequency of use of automobile service per year.

Keywords: service marketing mix, behavior, Mercedes Auto Service Centre, frequency of use

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Authors: Z. N. Salim, R. T. Lebese, M. S. Maputle

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Background: The international community has been concerned about population growth for more than a century. Teenagers in sub-Saharan Africa continue to be at high risk of HIV infection, and this is exacerbated by poverty, whereby many teenagers in Africa come from disadvantaged families/background, which leads them to engage in sexual activities at an early age for survival hence leading to increased rate of teenage pregnancy. Purpose: The study sought to explore, describe and to identify the factors that lead to teenage pregnancy in the selected villages in Mopani District. Design: The study was conducted using a qualitative, explorative, descriptive and contextual approach. A non-probability purposive sampling approach was used. Researcher collected the data with the assistance of research assistant. Participants were interviewed and information was captured on a tape recorder and analysed using open coding and thereafter collected into main themes, themes and sub-themes. The researcher conducted four focus groups, Participants aged between 10-19 years of age. Results: The finding of the study revealed that there are several factors that is contributing to teenagers falling pregnant. Personal, intuitional, and cultural were identified to be the factors leading to teenage pregnancy.

Keywords: factors, leading, pregnancy, teenage

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Authors: Zal U’yun Wan Mahmood, Norfaizal Mohamed, Nita Salina Abu Bakar, Yii Mei Wo, Abdul Kadir Ishak, Mohamad Noh Sawon, Mohd Tarmizi Ishak, Khairul Nizam Razali

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The study of thorium radiotracer bioaccumulation in the whole body tropical freshwater fish (Anabas testudeneus; climb pearch) was performed. The objective of this study was to evaluate the effect of different Th-232 activity concentration andradiological dose in Anabas testudeneus under the laboratory bioaccumulation condition. Anabas testudeneus adults were exposed to different waterborne Th-232 levels: 0 BqL-1 (control), 50 BqL-1, 100 BqL-1,150 BqL-1and 200 BqL-1for 30 days. Radionuclide concentration ratios between the whole body levels and water levels were calculated and; total dose rates and risk quotients using ERICA Assessment Tool were also estimated. The results showed the increase of waterborne Th-232 concentration corresponded to a progressive decrease of Th concentration ratio. Meanwhile, the total dose rate (internal and external) in the whole body of Anabas testudeneus less than the ERICA dose rate screening value of 10 µGyh-1 and the risk quotient less than one. Thus, the findings can be concluded that the radiological dose of Th-232 to Anabas testudeneus is a very low probability and the situation may be considered to be of negligible radiological concern.

Keywords: Anabas testudeneus, bioaccumulation, radiological dose, Th-232

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Authors: Sopheak Sorn, Kwok Yip Szeto

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Reliability is one of the important measures of how well the system meets its design objective, and mathematically is the probability that a complex system will perform satisfactorily. When the system is described by a network of N components (nodes) and their L connection (links), the reliability of the system becomes a network design problem that is an NP-hard combinatorial optimization problem. In this paper, we address the network design problem for a random point set’s pattern in two dimensions. We make use of a Voronoi construction with each cell containing exactly one point in the point pattern and compute the reliability of the Voronoi’s dual, i.e. the Delaunay graph. We further investigate the communicability of the Delaunay network. We find that there is a positive correlation and a negative correlation between the homogeneity of a Delaunay's degree distribution with its reliability and its communicability respectively. Based on the correlations, we alter the communicability and the reliability by performing random edge flips, which preserve the number of links and nodes in the network but can increase the communicability in a Delaunay network at the cost of its reliability. This transformation is later used to optimize a Delaunay network with the optimum geometric mean between communicability and reliability. We also discuss the importance of the edge flips in the evolution of real soap froth in two dimensions.

Keywords: Communicability, Delaunay triangulation, Edge Flip, Reliability, Two dimensional network, Voronio

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Authors: Deepshikha Shukla, C. H. Solanki, Mayank K. Desai

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Amongst all the natural hazards, earthquakes have the potential for causing the greatest damages. Since the earthquake forces are random in nature and unpredictable, the quantification of the hazards becomes important in order to assess the hazards. The time and place of a future earthquake are both uncertain. Since earthquakes can neither be prevented nor be predicted, engineers have to design and construct in such a way, that the damage to life and property are minimized. Seismic hazard analysis plays an important role in earthquake design structures by providing a rational value of input parameter. In this paper, both mathematical, as well as computational methods adopted by researchers globally in the past five years, will be discussed. Some mathematical approaches involving the concepts of Poisson’s ratio, Convex Set Theory, Empirical Green’s Function, Bayesian probability estimation applied for seismic hazard and FOSM (first-order second-moment) algorithm methods will be discussed. Computational approaches and numerical model SSIFiBo developed in MATLAB to study dynamic soil-structure interaction problem is discussed in this paper. The GIS-based tool will also be discussed which is predominantly used in the assessment of seismic hazards.

Keywords: computational methods, MATLAB, seismic hazard, seismic measurements

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Authors: Tatsuya Otoshi, Masayuki Murata

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With the development and diversification of applications on the Internet, applications that require high responsiveness, such as video streaming, are becoming mainstream. Application responsiveness is not only a matter of communication delay but also a matter of time required to grasp changes in network conditions. The tradeoff between accuracy and measurement time is a challenge in network control. We people make countless decisions all the time, and our decisions seem to resolve tradeoffs between time and accuracy. When making decisions, people are known to make appropriate choices based on relatively small samples. Although there have been various studies on models of human decision-making, a model that integrates various cognitive biases, called ”quantum decision-making,” has recently attracted much attention. However, the modeling of small samples has not been examined much so far. In this paper, we extend the model of quantum decision-making to model decision-making with a small sample. In the proposed model, the state is updated by value-based probability amplitude amplification. By analytically obtaining a lower bound on the number of samples required for decision-making, we show that decision-making with a small number of samples is feasible.

Keywords: quantum decision making, small sample, MPEG-DASH, Grover's algorithm

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Authors: Juan F. Muñoz-Rosas, Rosa M. García-Fernández, Encarnación Álvarez-Verdejo, Pablo J. Moya-Fernández

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Poverty measurement is a very important topic in many studies in social sciences. One of the most important indicators when measuring poverty is the low income proportion. This indicator gives the proportion of people of a population classified as poor. This indicator is generally unknown, and for this reason, it is estimated by using survey data, which are obtained by official surveys carried out by many statistical agencies such as Eurostat. The main feature of the mentioned survey data is the fact that they contain several variables. The variable used to estimate the low income proportion is called as the variable of interest. The survey data may contain several additional variables, also named as the auxiliary variables, related to the variable of interest, and if this is the situation, they could be used to improve the estimation of the low income proportion. In this paper, we use Monte Carlo simulation studies to analyze numerically the performance of estimators based on several auxiliary variables. In this simulation study, we considered real data sets obtained from the 2011 European Union Survey on Income and Living Condition. Results derived from this study indicate that the estimators based on auxiliary variables are more accurate than the naive estimator.

Keywords: inclusion probability, poverty, poverty line, survey sampling

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Authors: Yongjian Du, Jinhua Sun, Kim M. Liew, Huahua Xiao

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Optimal allocation of emergency resources before a disaster is of great importance for emergency response. In reality, the pre-protection for a single critical node where accidents may occur is common. In this study, a model is developed to determine location and inventory decisions of multiple emergency resources among a set of candidate stations to minimize the total cost based on the constraints of budgetary and capacity. The total cost includes the economic accident loss which is accorded with probability distribution of time and the warehousing cost of resources which is increasing over time. A ratio is set to measure the degree of a storage station only serving the target node that becomes larger with the decrease of the distance between them. For the application of linear program, it is assumed that the length of travel time to the accident scene of emergency resources has a linear relationship with the economic accident loss. A computational experiment is conducted to illustrate how the proposed model works, and the results indicate its effectiveness and practicability.

Keywords: emergency response, integer linear program, multiple emergency resources, pre-allocation decisions, single potential accident node

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Authors: Ghania Zerari, Abderrezak Guessoum, Rachid Beguenane

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This paper introduces high-performance architecture for fully parallel stochastic Low-Density Parity-Check (LDPC) field programmable gate array (FPGA) based LDPC decoder. The new approach is designed to decrease the decoding latency and to reduce the FPGA logic utilisation. To accomplish the target logic utilisation reduction, the routing of the proposed sub-variable node (VN) internal memory is designed to utilize one slice distributed RAM. Furthermore, a VN initialization, using the channel input probability, is achieved to enhance the decoder convergence, without extra resources and without integrating the output saturated-counters. The Xilinx FPGA implementation, of IEEE 802.3an standard LDPC code, shows that the proposed decoding approach attain high performance along with reduction of FPGA logic utilisation.

Keywords: low-density parity-check (LDPC) decoder, stochastic decoding, field programmable gate array (FPGA), IEEE 802.3an standard

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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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