Search results for: small signal model

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

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

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

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Authors: Rui Brito

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This contribution regards a literature review of inventory management that is a relevant topic for the firms, due to its important use of capital with implications in firm’s profitability within the complexity of a more competitive and globalized world. Firms look for small inventories in order to reduce holding costs, namely opportunity cost, warehousing and handling costs, deterioration and being out of style, but larger inventories are required by some reasons, such as customer service, ordering cost, transportation cost, supplier’s payment to reduce unit costs or to take advantage of price increase in the near future, and equipment setup cost. Thus, management shall address a trade-off between small inventories and larger inventories. This literature review concerns three types of inventory (spare parts, safety stock, and vendor) whose management usually is beyond the scope of logistics. The applied methodology consisted of an online search of databases regarding scientific documents in English, namely Elsevier, Springer, Emerald, Wiley, and Taylor & Francis, but excluding books except if edited, using search engines, such as Google Scholar and B-on. The search was based on three keywords/strings (themes) which had to be included just as in the article title, suggesting themes were very relevant to the researchers. The whole search period was between 2009 and 2018 with the aim of collecting between twenty and forty studies considered relevant within each of the key words/strings specified. Documents were sorted by relevance and to prevent the exclusion of the more recent articles, based on lower quantity of citations partially due to less time to be cited in new research articles, the search period was divided into two sub-periods (2009-2015 and 2016-2018). The number of surveyed articles by theme showed a variation from 40 to 200 and the number of citations of those articles showed a wider variation from 3 to 216. Selected articles from the three themes were analyzed and the first seven of the first sub-period and the first three of the second sub-period with more citations were read in full to make a synopsis of each article. Overall, the findings show that the majority of article types were models, namely mathematical, although with different sub-types for each theme. Almost all articles suggest further studies, with some mentioning it for their own author(s), which widen the diversity of the previous research. Identified research gaps concern the use of surveys to know which are the models more used by firms, the reasons for not using the models with more performance and accuracy, and which are the satisfaction levels with the outcomes of the inventories management and its effect on the improvement of the firm’s overall performance. The review ends with the limitations and contributions of the study.

Keywords: inventory management, safety stock, spare parts inventory, vendor managed inventory

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Authors: Felippe Clemente, Evaldo Henrique da Silva

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The need to adopt some type of industrial policy and innovation in Brazil is a recurring theme in the discussion of public interventions aimed at boosting economic growth. For many years, the country has adopted various policies to change its productive structure in order to increase the participation of sectors that would have the greatest potential to generate innovation and economic growth. Only in the 2000s, tax incentives as a policy to support industrial and technological innovation are being adopted in Brazil as a phenomenon associated with rates of productivity growth and economic development. In this context, in late 2004 and 2005, Brazil reformulated its institutional apparatus for innovation in order to approach the OECD conventions and the Frascati Manual. The Innovation Law (2004) and the 'Lei do Bem' (2005) reduced some institutional barriers to innovation, provided incentives for university-business cooperation, and modified access to tax incentives for innovation. Chapter III of the 'Lei do Bem' (no. 11,196/05) is currently the most comprehensive fiscal incentive to stimulate innovation. It complies with the requirements, which stipulates that the Union should encourage innovation in the company or industry by granting tax incentives. With its introduction, the bureaucratic procedure was simplified by not requiring pre-approval of projects or participation in bidding documents. However, preliminary analysis suggests that this instrument has not yet been able to stimulate the sector diversification of these investments in Brazil, since its benefits are mostly captured by sectors that already developed this activity, thus showing problems with moral hazard. It is necessary, then, to analyze the 'Lei do Bem' to know if there is indeed the need for some change, investigating what changes should be implanted in the Brazilian innovation policy. This work, therefore, shows itself as a first effort to analyze a current national problem, evaluating the effectiveness of the 'Lei do Bem' and suggesting public policies that help and direct the State to the elaboration of legislative laws capable of encouraging agents to follow what they describes. As a preliminary result, it is known that 130 firms used fiscal incentives for innovation in 2006, 320 in 2007 and 552 in 2008. Although this number is on the rise, it is still small, if it is considered that there are around 6 thousand firms that perform Research and Development (R&D) activities in Brazil. Moreover, another obstacle to the 'Lei do Bem' is the percentages of tax incentives provided to companies. These percentages reveal a significant sectoral correlation between R&D expenditures of large companies and R&D expenses of companies that accessed the 'Lei do Bem', reaching a correlation of 95.8% in 2008. With these results, it becomes relevant to investigate the law's ability to stimulate private investments in R&D.

Keywords: brazilian innovation system, moral hazard, R&D, Lei do Bem

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Authors: Deniz Peksen

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This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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Authors: Kerryn Krige, Kerrin Myers

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Social entrepreneurship offers the opportunity to simultaneously address both social and economic inequality in South Africa. Its appeal across racial groups, its attractiveness to young people, its applicability in rural and peri-urban markets, and its acceleration in middle income, large-business economies suits the South African context. However, the potential to deliver much-needed developmental benefits has not been realised because the social entrepreneurship debate lacks evidence as to who social entrepreneurs are, their goals and operations and the socio-economic results they achieve. As a result, policy development has been stunted, and legislative barriers and red tape remain. Social entrepreneurs are isolated from the mainstream economy, and struggle to access funding because of limitations in legislative and organisational structures. The objective of the study is to strengthen the ecosystem for social entrepreneurship in South Africa by producing robust, policy-rich information from and about social enterprises currently in operation across the country. The study employs a quantitative survey methodology, using online and telephonic data collection methods. A purposive sample of 1000 social enterprises was included in the first large-scale study of social entrepreneurship in South Africa. The results offer deep insight into the characteristics of social enterprises; the activities they undertake and the markets they serve; their modes of operation and funding sources as well as key challenges and support systems. The results contribute towards developing a model of social enterprise in the African context.

Keywords: social enterprise, key characteristics, challenges and enablers, towards an African model

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Authors: Mai M. Farid, Ximeng Yang, Tomoharu Kuboyama, Chihiro Tohda

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Trigonelline is a major alkaloid component derived from Trigonella foenum-graecum L. (fenugreek) and has been reported before as a potential neuroprotective agent, especially in Alzheimer’s disease (AD). However, the previous data were unclear and used model mice were not well established. In the present study, the effect of trigonelline on memory function was investigated in Alzheimer’s disease transgenic model mouse, 5XFAD which overexpresses the mutated APP and PS1 genes. Oral administration of trigonelline for 14 days significantly enhanced object recognition and object location memories. Plasma and cerebral cortex were isolated at 30 min, 1h, 3h, and 6 h after oral administration of trigonelline. LC-MS/MS analysis indicated that trigonelline was detected in both plasma and cortex from 30 min after, suggesting good penetration of trigonelline into the brain. In addition, trigonelline significantly ameliorated axonal and dendrite atrophy in Amyloid β-treated cortical neurons. These results suggest that trigonelline could be a promising therapeutic candidate for AD.

Keywords: alzheimer’s disease, cortical neurons, LC-MS/MS analysis, trigonelline

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Authors: Fonseca Jully, Chia Maribel, Rodríguez Ilba

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This paper is a qualitative research report. A group of students form a public university in a small town in Colombia participated in this study which aimed at describing to what extend the use of social ads, published on the internet, helped to develop their critical thinking skills. Students’ productions, field notes, video recordings and direct observation were the instruments and techniques used by the researches in order to gather the data which was analyzed under the principles of grounded theory and triangulation. The implementation of social ads into the classroom evidenced a noticeable improvement in students’ ability to interpret and argue social issues, as well as, their self-improvement in oral and written production in English, as a foreign language.

Keywords: Ads, critical argumentation, critical thinking, social issues

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Authors: Ahmed Alaoui

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This paper contributes to the ongoing debate as to the relevance of translation studies to professional practitioners. It exposes the various misconceptions permeating the links between theory and practice in the translation landscape in the Arab World. It is a thesis of this paper that specialization in translation should be redefined; taking account of the fact, that specialized knowledge alone is neither crucial nor sufficient in technical translation. It should be tested against the readability of the translated text, the appropriateness of its style and the usability of its content by end-users to carry out their intended tasks. The paper also proposes a preliminary model to establish a working link between theory and practice from the perspective of professional trainers and practitioners, calling for the latter to participate in the production of knowledge in a systematic fashion. While this proposal is driven by a rather intuitive conviction, a research line is needed to specify the methodological moves to establish the mediation strategies that would relate the components in the model of knowledge transfer proposed in this paper.

Keywords: knowledge transfer, misconceptions, specialized texts, translation theory, translation practice

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Authors: Jixiang Zhang, Yanhua Wang

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A dynamic of Bertrand duopoly game is analyzed, where players use different production methods and choose their prices with bounded rationality. The equilibriums of the corresponding discrete dynamical systems are investigated. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability of Nash equilibrium, as some parameters of the model are varied, gives rise to complex dynamics such as cycles of higher order and chaos. On this basis, we discover that an increase of adjustment speed of bounded rational player can make Bertrand market sink into the chaotic state. Finally, the complex dynamics, bifurcations and chaos are displayed by numerical simulation.

Keywords: Bertrand duopoly model, discrete dynamical system, heterogeneous expectations, nash equilibrium

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Authors: Yiding Qu, Svetlana V. Komarova

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Chemokines acting through their cognate chemokine receptors guide the directional migration of the cell along the chemokine gradient. Several chemokine receptors were recently identified as non-signaling (decoy), based on their ability to bind the chemokine but produce no measurable signal in the cell. The function of these decoy receptors is not well understood. We examined the expression of a decoy receptor CCRL1 and a signaling receptor that binds to the same ligands, CCR7, in prostate cancer using publically available microarray data (www.oncomine.org). The expression of both CCRL1 and CCR7 increased in an approximately half of prostate carcinoma samples and the majority of metastatic cancer samples compared to normal prostate. Moreover, the expression of CCRL1 positively correlated with the expression of CCR7. These data suggest that CCR7 and CCRL1 can be used as clinical markers for the early detection of transformation from carcinoma to metastatic cancer. In addition, these data support our hypothesis that the non-signaling chemokine receptors actively stimulate cell migration.

Keywords: bioinformatics, cell migration, decoy receptor, meta-analysis, prostate cancer

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Authors: Marcho Setiawan Handok, Samuel S. Lemma, Abdoulaye Fofana, Naseef Mansoor

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This paper is proposing a method to predict the outcome of the National Football League match with data from 2019 to 2022 and compare it with other popular models. The model uses open-source statistical data of each team, such as passing yards, rushing yards, fumbles lost, and scoring. Each statistical data has offensive and defensive. For instance, a data set of anticipated values for a specific matchup is created by comparing the offensive passing yards obtained by one team to the defensive passing yards given by the opposition. We evaluated the model’s performance by contrasting its result with those of established prediction algorithms. This research is using a neural network to predict the score of a National Football League match and then predict the winner of the game.

Keywords: game prediction, NFL, football, artificial neural network

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Authors: Nilubon Kurubanjerdjit, Nattakarn Iam-On, Ka-Lok Ng

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MicroRNAs are small non-coding RNA found in many different species. They play crucial roles in cancer such as biological processes of apoptosis and proliferation. The identification of microRNA-target genes can be an essential first step towards to reveal the role of microRNA in various cancer types. In this paper, we predict miRNA-target genes for lung cancer by integrating prediction scores from miRanda and PITA algorithms used as a feature vector of miRNA-target interaction. Then, machine-learning algorithms were implemented for making a final prediction. The approach developed in this study should be of value for future studies into understanding the role of miRNAs in molecular mechanisms enabling lung cancer formation.

Keywords: microRNA, miRNAs, lung cancer, machine learning, Naïve Bayes, SVM

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Authors: Rabbia Idrees, Ananda Maiti, Saurabh Garg, Muhammad Bilal Amin

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IoT devices are the basic building blocks of IoT network that generate enormous volume of real-time and high-speed data to help organizations and companies to take intelligent decisions. To integrate this enormous data from multisource and transfer it to the appropriate client is the fundamental of IoT development. The handling of this huge quantity of devices along with the huge volume of data is very challenging. The IoT devices are battery-powered and resource-constrained and to provide energy efficient communication, these IoT devices go sleep or online/wakeup periodically and a-periodically depending on the traffic loads to reduce energy consumption. Sometime these devices get disconnected due to device battery depletion. If the node is not available in the network, then the IoT network provides incomplete, missing, and inaccurate data. Moreover, many IoT applications, like vehicle tracking and patient tracking require the IoT devices to be mobile. Due to this mobility, If the distance of the device from the sink node become greater than required, the connection is lost. Due to this disconnection other devices join the network for replacing the broken-down and left devices. This make IoT devices dynamic in nature which brings uncertainty and unreliability in the IoT network and hence produce bad quality of data. Due to this dynamic nature of IoT devices we do not know the actual reason of abnormal data. If data are of poor-quality decisions are likely to be unsound. It is highly important to process data and estimate data quality before bringing it to use in IoT applications. In the past many researchers tried to estimate data quality and provided several Machine Learning (ML), stochastic and statistical methods to perform analysis on stored data in the data processing layer, without focusing the challenges and issues arises from the dynamic nature of IoT devices and how it is impacting data quality. A comprehensive review on determining the impact of dynamic nature of IoT devices on data quality is done in this research and presented a data quality model that can deal with this challenge and produce good quality of data. This research presents the data quality model for the sensors monitoring water quality. DBSCAN clustering and weather sensors are used in this research to make data quality model for the sensors monitoring water quality. An extensive study has been done in this research on finding the relationship between the data of weather sensors and sensors monitoring water quality of the lakes and beaches. The detailed theoretical analysis has been presented in this research mentioning correlation between independent data streams of the two sets of sensors. With the help of the analysis and DBSCAN, a data quality model is prepared. This model encompasses five dimensions of data quality: outliers’ detection and removal, completeness, patterns of missing values and checks the accuracy of the data with the help of cluster’s position. At the end, the statistical analysis has been done on the clusters formed as the result of DBSCAN, and consistency is evaluated through Coefficient of Variation (CoV).

Keywords: clustering, data quality, DBSCAN, and Internet of things (IoT)

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Authors: Ahmet Diken, Tahsin Karabulut

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The factor which developing countries are in need is capital. Such countries make an effort to increase their income in order to meet their expenses for employment, infrastructure, superstructure investments, education, health and defense. The sole income of the countries is taxes collected from businesses. The businesses should drive profit and return in order to be able to toll. In a world where competition exists, different strategies may be followed by business in developing countries and they must specify their target markets. İn order to minimize cost and maximize profit, SMEs have to concentrate on target markets and select cost oriented strategy. In this study, a theoretical model is suggested that SME firms have to act as cluster between each other, and also must be optimal provider for large scale firms. SMEs’ policy must be supported by public. This relationship can benefit large scale firms to have brand over the world, and this organization increases value added for developing countries.

Keywords: competitiveness, countries, SMEs developing, sustainability

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Authors: Jikhil Joseph, S. R. Satish Kumar

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Steel Structures are commonly used for rapid erections and multistory constructions due to its inherent advantages. However, the high accuracy required in detailing and heavier sections, make it difficult to erect in place and transport. Cold Formed steel which are specially made by reducing carbon and other alloys are used nowadays to make thin-walled structures. Various types of connections are being reported as well as practiced for the thin-walled members such as bolting, riveting, welding and other mechanical connections. Commonly self-drilling screw connections are used for cold-formed purlin sheeting connection. In this paper an attempt is made to develop a moment resting frame which can be rapidly and remotely constructed with thin walled sections and self-drilling screws. Semi-rigid Moment connections are developed with Rectangular thin-walled tubes and the screws. The Finite Element Analysis programme ABAQUS is used for modelling the screwed connections. The various modelling procedures for simulating the connection behavior such as tie-constraint model, oriented spring model and solid interaction modelling are compared and are critically reviewed. From the experimental validations the solid-interaction modelling identified to be the most accurate one and are used for predicting the connection behaviors. From the finite element analysis, hysteresis curves and the modes of failure were identified. Parametric studies were done on the connection model to optimize the connection configurations to get desired connection characteristics.

Keywords: buckling, cold formed steel, finite element analysis, screwed connections

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Authors: Kais Amir Kadhim

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Context: The study focuses on the rhetorical structure of chapters in engineering final year projects, specifically the Introduction chapter, written by UMT (University of Marine Technology) engineering students. Existing research has explored the use of genre-based approaches to analyze the writing of final year projects in various disciplines. Research Aim: The aim of this study is to investigate the rhetorical structure of Introduction chapters in engineering final year projects by UMT students. The study aims to identify the frequency of communicative moves and their constituent steps within the Introduction chapters, as well as understand how students justify their research projects. Methodology: The research design will utilize a mixed method approach, combining both quantitative and qualitative methods. Forty Introduction chapters from two different fields in UMT engineering undergraduate programs will be selected for analysis. Findings: The study intends to identify the types of moves present in the Introduction chapters of engineering final year projects by UMT students. Additionally, it aims to determine if these moves and steps are obligatory, conventional, or optional. Theoretical Importance: The study draws upon Bunton's modified CARS (Creating a Research Space) model, which is a conceptual framework used for analyzing the introduction sections of theses. By applying this model, the study contributes to the understanding of the rhetorical structure of Introduction chapters in engineering final year projects. Data Collection: The study will collect data from forty Introduction chapters of engineering final year projects written by UMT engineering students. These chapters will be selected from two different fields within UMT's engineering undergraduate programs. Analysis Procedures: The analysis will involve identifying and categorizing the communicative moves and their constituent steps within the Introduction chapters. The study will utilize both quantitative and qualitative analysis methods to examine the frequency and nature of these moves. Question Addressed: The study aims to address the question of how UMT engineering students structure and justify their research projects within the Introduction chapters of their final year projects. Conclusion: The study aims to contribute to the knowledge of rhetorical structure in engineering final year projects by investigating the Introduction chapters written by UMT engineering students. By using a mixed method research design and applying the modified CARS model, the study intends to identify the types of moves and steps employed by students and explore their justifications for their research projects. The findings have the potential to enhance the understanding of effective academic writing in engineering disciplines.

Keywords: cohesive markers, learning, meaning, students

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Authors: Mayank Raj, V. G. Narendra

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Ever since the DARPA challenge on autonomous vehicles in 2005, there has been a lot of buzz about ‘Autonomous Vehicles’ amongst the major tech giants such as Google, Uber, and Tesla. Numerous approaches have been adopted to solve this problem, which can have a long-lasting impact on mankind. In this paper, we have used Deep Learning techniques and TensorFlow framework with the goal of building a neural network model to predict (speed, acceleration, steering angle, and brake) features needed for navigation of autonomous vehicles. The Deep Neural Network has been trained on images and sensor data obtained from the comma.ai dataset. A heatmap was used to check for correlation among the features, and finally, four important features were selected. This was a multivariate regression problem. The final model had five convolutional layers, followed by five dense layers. Finally, the calculated values were tested against the labeled data, where the mean squared error was used as a performance metric.

Keywords: autonomous vehicles, deep learning, computer vision, artificial intelligence

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Authors: Amin Salighehdar, Ziwen Ye, Mingzhe Liu, Ionut Florescu, Alan F. Blumberg

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Storm surge is an abnormal water level caused by a storm. Accurate prediction of a storm surge is a challenging problem. Researchers developed various ensemble modeling techniques to combine several individual forecasts to produce an overall presumably better forecast. There exist some simple ensemble modeling techniques in literature. For instance, Model Output Statistics (MOS), and running mean-bias removal are widely used techniques in storm surge prediction domain. However, these methods have some drawbacks. For instance, MOS is based on multiple linear regression and it needs a long period of training data. To overcome the shortcomings of these simple methods, researchers propose some advanced methods. For instance, ENSURF (Ensemble SURge Forecast) is a multi-model application for sea level forecast. This application creates a better forecast of sea level using a combination of several instances of the Bayesian Model Averaging (BMA). An ensemble dressing method is based on identifying best member forecast and using it for prediction. Our contribution in this paper can be summarized as follows. First, we investigate whether the ensemble models perform better than any single forecast. Therefore, we need to identify the single best forecast. We present a methodology based on a simple Bayesian selection method to select the best single forecast. Second, we present several new and simple ways to construct ensemble models. We use correlation and standard deviation as weights in combining different forecast models. Third, we use these ensembles and compare with several existing models in literature to forecast storm surge level. We then investigate whether developing a complex ensemble model is indeed needed. To achieve this goal, we use a simple average (one of the simplest and widely used ensemble model) as benchmark. Predicting the peak level of Surge during a storm as well as the precise time at which this peak level takes place is crucial, thus we develop a statistical platform to compare the performance of various ensemble methods. This statistical analysis is based on root mean square error of the ensemble forecast during the testing period and on the magnitude and timing of the forecasted peak surge compared to the actual time and peak. In this work, we analyze four hurricanes: hurricanes Irene and Lee in 2011, hurricane Sandy in 2012, and hurricane Joaquin in 2015. Since hurricane Irene developed at the end of August 2011 and hurricane Lee started just after Irene at the beginning of September 2011, in this study we consider them as a single contiguous hurricane event. The data set used for this study is generated by the New York Harbor Observing and Prediction System (NYHOPS). We find that even the simplest possible way of creating an ensemble produces results superior to any single forecast. We also show that the ensemble models we propose generally have better performance compared to the simple average ensemble technique.

Keywords: Bayesian learning, ensemble model, statistical analysis, storm surge prediction

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Authors: John Gibbs, Benjamin Flanders, Dylan Pozorski, Weixuan Liu

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Weight Painting–adjusting the influence a skeletal joint has on a given vertex in a character mesh–is an arduous and time con- suming part of the 3D animation pipeline. This process generally requires a trained technical animator and many hours of work to complete. Our skiNNer plug-in, which works within Autodesk’s Maya 3D animation software, uses Machine Learning and data pro- cessing techniques to create a deep neural network model that can accomplish the weight painting task in seconds rather than hours for bipedal quasi-humanoid character meshes. In order to create a properly trained network, a number of challenges were overcome, including curating an appropriately large data library, managing an arbitrary 3D mesh size, handling arbitrary skeletal architectures, accounting for extreme numeric values (most data points are near 0 or 1 for weight maps), and constructing an appropriate neural network model that can properly capture the high frequency alter- ation between high weight values (near 1.0) and low weight values (near 0.0). The arrived at neural network model is a cross between a traditional CNN, deep residual network, and fully dense network. The resultant network captures the unusually hard-edged features of a weight map matrix, and produces excellent results on many bipedal models.

Keywords: 3d animation, animation, character, rigging, skinning, weight painting, machine learning, artificial intelligence, neural network, deep neural network

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Authors: Josselyn Mata Calidonio, Arianna I. Maddox, Kimberly Hamad-Schifferli

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Rapid diagnostics are critical infectious disease tools that are designed to detect a known biomarker using antibodies specific to that biomarker. However, a way to detect unknown viruses has not yet been achieved in a paper test format. We describe here a route to make an adaptable paper immunoassay that can detect an unknown biomarker, demonstrating it on SARS-CoV-2 variants. The immunoassay repurposes cross-reactive antibodies raised against the alpha variant. Gold nanoparticles of two different colors conjugated to two different antibodies create a colorimetric signal, and machine learning of the resulting colorimetric pattern is used to train the assay to discriminate between variants of alpha and Omicron BA.5. By using principal component analysis, the colorimetric test patterns can pick up and discriminate an unknown that it has not encountered before, Omicron BA.1. The test has an accuracy of 100% and a potential calculated discriminatory power of 900. We show that it can be used adaptively and that it can be used to pick up emerging variants without the need to raise new antibodies.

Keywords: adaptive immunoassay, detecting unknown viruses, gold nanoparticles, paper immunoassay, repurposing antibodies

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Authors: M. Capocelli, A. Caputo, M. De Falco, D. Mazzei, V. Piemonte

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This paper presents the experimental results and the related modeling of a thermal energy storage (TES) facility, ideated and realized by ENEA and realizing the thermocline with an innovative geometry. Firstly, the thermal energy exchange model of an equivalent shell & tube heat exchanger is described and tested to reproduce the performance of the spiral exchanger installed in the TES. Through the regression of the experimental data, a first-order thermocline model was also validated to provide an analytical function of the thermocline, useful for the performance evaluation and the comparison with other systems and implementation in simulations of integrated systems (e.g. power plants). The experimental data obtained from the plant start-up and the short-cut modeling of the system can be useful for the process analysis, for the scale-up of the thermal storage system and to investigate the feasibility of its implementation in actual case-studies.

Keywords: CSP plants, thermal energy storage, thermocline, mathematical modelling, experimental data

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Authors: Pinel Sebastien, Bourrin François, De Madron Du Rieu Xavier, Ludwig Wolfgang, Arnau Pedro

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Heavy precipitation constitutes a major meteorological threat in the western Mediterranean. Research has investigated the relationship between the states of the Mediterranean Sea and the atmosphere with the precipitation for short temporal windows. However, at a larger temporal scale, the precursor signals of heavy rainfall in the sea and atmosphere have drawn little attention. Moreover, despite ongoing improvements in numerical weather prediction, the medium-term forecasting of rainfall events remains a difficult task. Here, we aim to investigate the influence of early-spring environmental parameters on the following autumnal heavy precipitations. Hence, we develop a machine learning model to predict extreme autumnal rainfall with a 6-month lead time over the Spanish Catalan coastal area, based on i) the sea pattern (main current-LPC and Sea Surface Temperature-SST) at the mesoscale scale, ii) 4 European weather teleconnection patterns (NAO, WeMo, SCAND, MO) at synoptic scale, and iii) the hydrological regime of the main local river (Rhône River). The accuracy of the developed model classifier is evaluated via statistical analysis based on classification accuracy, logarithmic and confusion matrix by comparing with rainfall estimates from rain gauges and satellite observations (CHIRPS-2.0). Sensitivity tests are carried out by changing the model configuration, such as sea SST, sea LPC, river regime, and synoptic atmosphere configuration. The sensitivity analysis suggests a negligible influence from the hydrological regime, unlike SST, LPC, and specific teleconnection weather patterns. At last, this study illustrates how public datasets can be integrated into a machine learning model for heavy rainfall prediction and can interest local policies for management purposes.

Keywords: extreme hazards, sensitivity analysis, heavy rainfall, machine learning, sea-atmosphere modeling, precipitation forecasting

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Authors: Ruchi Agarwal

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The Indian diaspora in Thailand is as ethnically diverse as any other country. Although a relatively small community, the Indian diaspora has long established its roots, some with their fifth generation now living in Thailand. The community has a solid social and economic standing recognized by the host country but lacks connections with its ethnic roots in the home country. The biggest dilemma faced by the younger generation of the Indian diasporic community is the identity crisis. Regardless of being born and brought up in Thailand and possessing Thai citizenship, they do not get recognition as Thais by their Thai counterparts. However, with the Act Asia Policy of the Indian government, there has been an increase in social and political activities organized by old and new Indian associations, bringing new hopes of recognizing the Thai-Indian diasporic community.

Keywords: Indian, Thailand, diaspora, Act East Policy, Thai

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Authors: Zhaopeng Zhu, Xianzhi Song, Gensheng Li

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Transports of solid particles through the drill pipe, drill string-hole annulus and hydraulically generated fractures are important dynamic processes encountered in oil and gas well drilling and completion operations. Different from particle transport in infinite space, the transports of cuttings, proppants and formation sand are hindered by a finite boundary. Therefore, an accurate description of the particle transport behavior under the bounded wall conditions encountered in drilling and hydraulic fracturing operations is needed to improve drilling safety and efficiency. In this study, the particle settling experiments were carried out to investigate the particle settling behavior in the pipe, annulus and between the parallel plates filled with power-law fluids. Experimental conditions simulated the particle Reynolds number ranges of 0.01-123.87, the dimensionless diameter ranges of 0.20-0.80 and the fluid flow behavior index ranges of 0.48-0.69. Firstly, the wall effect of the annulus is revealed by analyzing the settling process of the particles in the annular geometry with variable inner pipe diameter. Then, the geometric continuity among the pipe, annulus and parallel plates was determined by introducing the ratio of inner diameter to an outer diameter of the annulus. Further, a unified dimensionless diameter was defined to confirm the relationship between the three different geometry in terms of the wall effect. In addition, a dimensionless term independent from the settling velocity was introduced to establish a unified explicit settling velocity model applicable to pipes, annulus and fractures with a mean relative error of 8.71%. An example case study was provided to demonstrate the application of the unified model for predicting particle settling velocity. This paper is the first study of annulus wall effects based on the geometric continuity concept and the unified model presented here will provide theoretical guidance for improved hydraulic design of cuttings transport, proppant placement and sand management operations.

Keywords: wall effect, particle settling velocity, cuttings transport, proppant transport in fracture

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Authors: Ashish Payal, C. S. Rai, B. V. R. Reddy

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With the increasing use and application of Wireless Sensor Networks (WSN), need has arisen to explore them in more effective and efficient manner. An important area which can bring efficiency to WSNs is the localization process, which refers to the estimation of the position of wireless sensor nodes in an ad hoc network setting, in reference to a coordinate system that may be internal or external to the network. In this paper, we have done comparison and analysed Sigmoidal Feedforward Artificial Neural Networks (SFFANNs) and Radial Basis Function (RBF) networks for developing localization framework in WSNs. The presented work utilizes the Received Signal Strength Indicator (RSSI), measured by static node on 100 x 100 m² grid from three anchor nodes. The comprehensive evaluation of these approaches is done using MATLAB software. The simulation results effectively demonstrate that FFANNs based sensor motes will show better localization accuracy as compared to RBF.

Keywords: localization, wireless sensor networks, artificial neural network, radial basis function, multi-layer perceptron, backpropagation, RSSI, GPS

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Authors: Helia Moayedi, Mahdi Moaidi

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Nowadays, the managing and planning of hospitals is facing many problems. Failure to recognize the main criteria for strategic management to ensure long-term hospital performance can lead to many health problems. To achieve this goal, a qualitative-quantitate method titled Delphi-Fuzzy has been applied. This strategy makes it possible for experts to screen among the most important criteria in strategic management. To conduct this operation, a statistical society consisting of 20 experts in Ahwaz hospitals has been questioned. The final model confirms the key criterions after three stages of Delphi. This model provides the possibility to focus on the basic criteria and can determine the organization’s main orientation.

Keywords: Delphi-fuzzy method, hospital management, long-term planning, qualitative-quantitate method, screening of strategic criteria, strategic planning

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Authors: K. Krishna Milan Rao, Nelvin Joseph, Praveen Dwarakanath

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Augmented and Virtual Realties is quickly becoming a hotbed of activity with millions of dollars being spent on R & D and companies such as Google and Microsoft rushing to stake their claim. Augmented reality (AR) is however marching ahead due to the spread of the ideal AR device – the smartphone. Despite its potential, there remains a deep digital divide between the Developed and Developing Countries. The Technological Acceptance Model (TAM) and Hofstede cultural dimensions also predict the behaviour intention to uptake AR in India will be large. This paper takes a quantified approach by collecting 340 survey responses to AR scenarios and analyzing them through statistics. The Survey responses show that the Intention to Use, Perceived Usefulness and Perceived Enjoyment dimensions are high among the urban population in India. This along with the exponential smartphone indicates that India is on the cusp of a boom in the AR sector.

Keywords: mobile augmented reality, technology acceptance model, Hofstede, cultural dimensions, India

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Authors: Yang-Kuei Lin, Yun-Xi Zhang

Abstract:

This research focuses on the bicriteria correlated parallel machine scheduling problem. The two objective functions considered in this problem are to minimize maximum lateness and total weighted completion time. We first present a mixed integer programming (MIP) model that can find the entire efficient frontier for the studied problem. Next, we have proposed a bicriteria heuristic that can find non-dominated solutions for the studied problem. The performance of the proposed bicriteria heuristic is compared with the efficient frontier generated by solving the MIP model. Computational results indicate that the proposed bicriteria heuristic can solve the problem efficiently and find a set of diverse solutions that are uniformly distributed along the efficient frontier.

Keywords: bicriteria, correlated parallel machines, heuristic, scheduling

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Authors: Raymond Chi Fai Si Tou, Jacey Ja Young Choe, Amy Siu Ian So

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Smart hotels can be defined as the hotel which has an intelligent system, through digitalization and networking which achieve hotel management and service information. In addition, smart hotels include high-end designs that integrate information and communication technology with hotel management fulfilling the guests’ needs and improving the quality, efficiency and satisfaction of hotel management. The purpose of this study is to identify appropriate factors that may influence guests’ satisfaction and intention to revisit Smart Hotels based on service quality measurement of lodging quality index and extended UTAUT theory. Unified Theory of Acceptance and Use of Technology (UTAUT) is adopted as a framework to explain technology acceptance and use. Since smart hotels are technology-based infrastructure hotels, UTATU theory could be as the theoretical background to examine the guests’ acceptance and use after staying in smart hotels. The UTAUT identifies four key drivers of the adoption of information systems: performance expectancy, effort expectancy, social influence, and facilitating conditions. The extended UTAUT modifies the definitions of the seven constructs for consideration; the four previously cited constructs of the UTAUT model together with three new additional constructs, which including hedonic motivation, price value and habit. Thus, the seven constructs from the extended UTAUT theory could be adopted to understand their intention to revisit smart hotels. The service quality model will also be adopted and integrated into the framework to understand the guests’ intention of smart hotels. There are rare studies to examine the service quality on guests’ satisfaction and intention to revisit in smart hotels. In this study, Lodging Quality Index (LQI) will be adopted to measure the service quality in smart hotels. Using integrated UTAUT theory and service quality model because technological applications and services require using more than one model to understand the complicated situation for customers’ acceptance of new technology. Moreover, an integrated model could provide more perspective insights to explain the relationships of the constructs that could not be obtained from only one model. For this research, ten in-depth interviews are planned to recruit this study. In order to confirm the applicability of the proposed framework and gain an overview of the guest experience of smart hotels from the hospitality industry, in-depth interviews with the hotel guests and industry practitioners will be accomplished. In terms of the theoretical contribution, it predicts that the integrated models from the UTAUT theory and the service quality will provide new insights to understand factors that influence the guests’ satisfaction and intention to revisit smart hotels. After this study identifies influential factors, smart hotel practitioners could understand which factors may significantly influence smart hotel guests’ satisfaction and intention to revisit. In addition, smart hotel practitioners could also provide outstanding guests experience by improving their service quality based on the identified dimensions from the service quality measurement. Thus, it will be beneficial to the sustainability of the smart hotels business.

Keywords: intention to revisit, guest satisfaction, qualitative interviews, smart hotels

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Authors: Mohkammad Nur Cahyadi, Hepi Hapsari Handayani, Agus Budi Raharjo, Ronny Mardianto, Daud Wahyu Imani, Arizal Bawazir, Luki Adi Triawan

Abstract:

PDAM (local water company) determines customer charges by considering the customer's building or house. Charges determination significantly affects PDAM income and customer costs because the PDAM applies a subsidy policy for customers classified as small households. Periodic updates are needed so that pricing is in line with the target. A thorough customer survey in Surabaya is needed to update customer building data. However, the survey that has been carried out so far has been by deploying officers to conduct one-by-one surveys for each PDAM customer. Surveys with this method require a lot of effort and cost. For this reason, this research offers a technology called moblie mapping, a mapping method that is more efficient in terms of time and cost. The use of this tool is also quite simple, where the device will be installed in the car so that it can record the surrounding buildings while the car is running. Mobile mapping technology generally uses lidar sensors equipped with GNSS, but this technology requires high costs. In overcoming this problem, this research develops low-cost mobile mapping technology using a webcam camera sensor added to the GNSS and IMU sensors. The camera used has specifications of 3MP with a resolution of 720 and a diagonal field of view of 78⁰. The principle of this invention is to integrate four camera sensors, a GNSS webcam, and GPS to acquire photo data, which is equipped with location data (latitude, longitude) and IMU (roll, pitch, yaw). This device is also equipped with a tripod and a vacuum cleaner to attach to the car's roof so it doesn't fall off while running. The output data from this technology will be analyzed with artificial intelligence to reduce similar data (Cosine Similarity) and then classify building types. Data reduction is used to eliminate similar data and maintain the image that displays the complete house so that it can be processed for later classification of buildings. The AI method used is transfer learning by utilizing a trained model named VGG-16. From the analysis of similarity data, it was found that the data reduction reached 50%. Then georeferencing is done using the Google Maps API to get address information according to the coordinates in the data. After that, geographic join is done to link survey data with customer data already owned by PDAM Surya Sembada Surabaya.

Keywords: mobile mapping, GNSS, IMU, similarity, classification

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