Search results for: partial adjustment model

Authors: Yanshuang Zhang, Byungho Jeong

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In many cases, there is a time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrated models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long-term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, super-efficiency, time lag, multi-periods input

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Authors: Adi Goldiner

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Historically, the social model of disability has played a pivotal role in bringing rights discourse into the disability debate. Against this backdrop, the paper explores the conceptual alignment between the social model’s account of disability and the nature of rights. Specifically, the paper examines the possibility that the social model conceptualizes disability in a way that aligns with the nature of rights and thus motivates the invocation of disability rights. Methodologically, the paper juxtaposes the literature on the social model of disability, primarily the work of the Union of the Physically Impaired Against Segregation in the UK and related scholarship, with theories of moral rights. By focusing on the interplay between the social model of disability and rights, the paper provides a conceptual explanation for the rise of disability rights. In addition, the paper sheds light on the nature of rights, their function and limitations, in the context of disability rights. The paper concludes that the social model’s conceptualization of disability is hospitable to rights, because it opens up the possibility that there are duties that correlate with disability rights. Under the social model, disability is a condition that can be eliminated by the removal of social, structural, and attitudinal barriers. Accordingly, the social model dispels the idea that the actions of others towards disabled people will have a marginal impact on their interests in not being disabled. Equally important, the social model refutes the idea that in order to significantly serve people's interest in not being disabled, it is necessary to cure bodily impairments, which is not always possible. As rights correlate with duties that are possible to comply with, as well as those that significantly serve the interests of the right holders, the social model’s conceptualization of disability invites the reframing of problems related to disability in terms of infringements of disability rights. A possible objection to the paper’s argument is raised, according to which the social model is at odds with the invocation of disability rights because disability rights are ineffective in realizing the social model's goal of improving the lives of disabled by eliminating disability. The paper responds to this objection by drawing a distinction between ‘moral rights,’ which, conceptually, are not subject to criticism of ineffectiveness, and ‘legal rights’ which are.

Keywords: disability rights, duties, moral rights, social model

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Kamyar Moradi

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Background: There is mixed evidence regarding the association between recreational cannabinoid use and memory performance. One of the major reasons for the present controversy is different cannabinoid use-related covariates that influence the cognitive status of an individual. Adjustment of these confounding variables provides accurate insight into the real effects of cannabinoid use on memory status. In this study, we sought to investigate the association between recent recreational cannabinoid use and memory performance while correcting the model for other possible covariates such as demographic characteristics and duration, and amount of cannabinoid use. Methods: Cannabinoid users were assigned to two groups based on the results of THC urine drug screen test (THC+ group: n = 110, THC- group: n = 410). THC urine drug screen test has a high sensitivity and specificity in detecting cannabinoid use in the last 3-4 weeks. The memory domain of NIH Toolbox battery and brain MRI volumetric measures were compared between the groups while adjusting for confounding variables. Results: After Benjamini-Hochberg p-value correction, the performance in all of the measured memory outcomes, including vocabulary comprehension, episodic memory, executive function/cognitive flexibility, processing speed, reading skill, working memory, and fluid cognition, were significantly weaker in THC+ group (p values less than 0.05). Also, volume of gray matter, left supramarginal, right precuneus, right inferior/middle temporal, right hippocampus, left entorhinal, and right pars orbitalis regions were significantly smaller in THC+ group. Conclusions: this study provides evidence regarding the acute effect of recreational cannabis use on memory performance. Further studies are warranted to confirm the results.

Keywords: brain MRI, cannabis, memory, recreational use, THC urine test

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Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

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This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

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Authors: Zhiyuan Tang, Ju Zhang, Wenyuan Wu

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In this research, a car-following model with consideration of the status of the brake light is proposed. The numerical results show that the stability of the traffic flow is improved. The ability of the brake light to reduce car accident is also showed.

Keywords: brake light, car-following model, traffic flow, regional planning, transportation

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Authors: Doğan Yıldız, Aydan Müşerref Erkmen

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The controller of the octocopter is mostly based on the PID controller. For complex maneuvers, PID controllers have limited performance capability like in collision avoidance. When an octocopter needs avoidance from an obstacle, it must instantly show an agile maneuver. Also, this kind of maneuver is affected severely by the nonlinear characteristic of octocopter. When these kinds of limitations are considered, the situation is highly challenging for the PID controller. In the proposed study, these challenges are tried to minimize by using the model predictive controller (MPC) for collision avoidance with a nonlinear octocopter model. The aim is to show that MPC-based collision avoidance has the capability to deal with fast varying conditions in case of obstacle detection and diminish the nonlinear effects of octocopter with varying disturbances.

Keywords: model predictive control, nonlinear octocopter model, collision avoidance, obstacle detection

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Authors: Samuel Oluwafemi Oyamakin, Angela Unna Chukwu

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Richrads growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richards growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richards growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richards nonlinear growth models better than the classical Richards growth model.

Keywords: height, diameter at breast height, DBH, hyperbolic sine function, Pinus caribaea, Richards' growth model

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Authors: Mohamed Zaher Bouaziz

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Our study examines the Ohlson Model, which links a company's market value to its equity and net earnings, in the context of the evolution of the Canadian accounting model, characterized by more extensive use of fair value and a broader measure of performance after IFRS adoption. Our hypothesis is that if equity is reported at its fair value, this valuation is closely linked to market capitalization, so the weight of earnings weakens or even disappears in the Ohlson Model. Drawing on Canada's adoption of the International Financial Reporting Standards (IFRS), our results support our hypothesis that equity appears to include most of the relevant information for investors, while earnings have become less important. However, the predictive power of earnings does not disappear.

Keywords: fair value accounting, Ohlson model, IFRS adoption, value-relevance of equity and earnings

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

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In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: constitutive model, fiber-matrix, hyperelasticity, interaction, ligament, tendon

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Authors: Achouri Fatima, Chouicha Kaddour

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The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability, to develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G / S, the quantity of cement C and the quantity of mixing water E. We also call on other model as the model for the thickness of the water layer and model of the thickness of the paste layer to judge their relevance, hence the following results : the relevance of the model of the thickness of the water layer is considered relevant when there is a variation in the water quantity, the model of the thickness of the layer of the paste is only applicable if we consider that the paste is made with the grain value Dmax = 2.85: value from which we see a stable model.

Keywords: concrete, fractal method, paste thickness, water thickness, workability

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Authors: Abdullah E. Al-Mazrooei

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In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: bilinear systems, state space model, Kalman filter, application, models

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Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

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Authors: Hossein Boroujerdi, Mohammad R. Sadeghi, Maryam Moazen Zadeh

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During the recent decades, the result of religious prophets has lost its attraction, and theology has become disfigured, so it has been made ugly. Undoubtedly, some of existing non-peaceful and harsh rules and measures within the religious books and contexts have been considered as the reasons and excuses for defamation of religions. Based on library sources and also extensive research in Quran and Islamic narratives, this study has aimed to find some alternative solutions and options to abolish and disregard those religious rules which are in contrary of human right charters and standards. The results have demonstrated that some of inhuman religious punishments such as execution, stoning, whipping as well as religious discriminations and warlike behaviors are in contrary of some other religious contexts and concepts. This finding have proved inadaptability between some religious contexts and religious records.

Keywords: adjustment and abolishment, discrimination, religious commands and laws, tolerance, violence

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Authors: Sana Ridene, Soumaya Sayeb, Houda Helali, Mohammed Ben Hassen

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Nonwoven structures have a range of applications which include Medical, filtration, geotextile and recently this unconventional fabric is finding a niche in fashion apparel. In this paper, a modified form of Vangheluwe rheological model is used to describe the mechanical behavior of nonwovens fabrics in uniaxial tension. This model is an association in parallel of three Maxwell elements characterized by damping coefficients η1, η2 and η3 and E1, E2, E3 elastic modulus and a nonlinear spring C. The model is verified experimentally with two types of nonwovens (50% viscose /50% Polyester) and (40% viscose/60% Polyester) and a range of three square weights values. Comparative analysis of the theoretical model and the experimental results of tensile test proofs a high correlation between them. The proposed model can fairly well replicate the behavior of nonwoven fabrics during relaxation and sample traction. This allowed us to predict the mechanical behavior in tension and relaxation of fabrics starting only from their technical parameters (composition and weight).

Keywords: mechanical behavior, tensile strength, relaxation, rheological model

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Authors: Nicolas Delcey, Philippe Baucour, Didier Chamagne, Geneviève Wimmer, Auditeau Gérard, Bausseron Thomas, Bouger Odile, Blanvillain Gérard

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This paper proposes a thermal study of the catenary/pantograph interface for a train in motion. A 2.5D complex model of the pantograph strip has been defined and created by a coupling between a 1D and a 2D model. Experimental and simulation results are presented and with a comparison allow validating the 2.5D model. Some physical phenomena are described and presented with the help of the model such as the stagger motion thermal effect, particular heats and the effect of the material characteristics. Finally it is possible to predict the critical thermal configuration during a train trip.

Keywords: electro-thermal studies, mathematical optimizations, multi-physical approach, numerical model, pantograph strip wear

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Authors: S. Sulochana Singha

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Dhiyan or Dehan is the name of the community and language spoken by the Koch-Rajbangshi people of Barak Valley of Assam. Ethnically, they are Mongoloids, and their language belongs to the Indo-Aryan language family. However, Dhiyan is absent in any classification of Indo-Aryan languages. So the classification of Dhiyan language under the Indo-Aryan language family is completely based on the shared typological features of the other Indo-Aryan languages. Typologically, Dhiyan is an agglutinating language, and it shares many features of Indo-Aryan languages like presence of aspirated voiced stops, non-tonal, verb-person agreement, adjectives as different word class, prominent tense and subject object verb word order. Reduplication is a productive word-formation process in Dhiyan. Besides it also expresses plurality, intensification, and distributive. Generally, reduplication in Dhiyan can be at the morphological or lexical level. Morphological reduplication in Dhiyan involves expressives which includes onomatopoeias, sound symbolism, idiophones, and imitatives. Lexical reduplication in the language can be formed by echo formations and word reduplication. Echo formation in Dhiyan is formed by partial repetition from the base word which can be either consonant alternation or vowel alternation. The consonant alternation is basically found in onset position while the alternation of vowel is basically found in open syllable particularly in final syllable. Word reduplication involves reduplication of nouns, interrogatives, adjectives, and numerals which further can be class changing or class maintaining reduplication. The process of reduplication can be partial or complete whether it is lexical or morphological. The present paper is an attempt to describe some aspects of the formation, function, and usage of reduplications in Dhiyan which is mainly spoken in ten villages in the Eastern part of Barak River in the Cachar District of Assam.

Keywords: Barak-Valley, Dhiyan, Indo-Aryan, reduplication

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Authors: Yasser F. Hassan

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In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.

Keywords: fractional integral, cellular automata, memory, learning

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Authors: Kwa-Sur Tam, Byung O. Kang

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By using different ranges of daily sky clearness index defined in this paper, any day can be classified as a clear sky day, a partly cloudy day or a cloudy day. This paper demonstrates how short-term forecasting of solar irradiation can be improved by taking into consideration the type of day so defined. The source of day type dependency has been identified. Forecasting methods that take into consideration of day type have been developed and their efficacy have been established. While all methods that implement some form of adjustment to the cloud cover forecast provided by the U.S. National Weather Service provide accuracy improvement, methods that incorporate day type dependency provides even further improvement in forecast accuracy.

Keywords: day types, forecast methods, National Weather Service, sky cover, solar energy

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Authors: Dilina Janadith Nawarathne

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This article presents the initial development of a communication model (Model_isi) as the means of gathering, preserving and transferring indigenous knowledge in the field of knowledge management. The article first discusses the need for an appropriate complimentary model for indigenous knowledge management which differs from the existing methods and models. Then the paper suggests the newly developed model for indigenous knowledge management which generate as result of blending key aspects of different disciplines, which can be implemented as a complementary approach for the existing scientific method. The paper further presents the effectiveness of the developed method in reflecting upon a pilot demonstration carried out on selected indigenous communities of Sri Lanka.

Keywords: indigenous knowledge management, knowledge transferring, tacit knowledge, research model, asian centric philosophy

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Authors: Pingshan Chen, Zhiliang Dong

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In order to estimate the post-construction settlement more objectively, the power-polynomial model is proposed, which can reflect the trend of settlement development based on the observed settlement data. It was demonstrated by an actual case history of an embankment, and during the prediction. Compared with the other three prediction models, the power-polynomial model can estimate the post-construction settlement more accurately with more simple calculation.

Keywords: prediction, model, post-construction settlement, soft ground

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Authors: Shaine Mehta, Neelam Parmar, Patrick White, Mark Ashworth

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Patients with a history of substance have a high prevalence of comorbidities, including asthma and chronic obstructive pulmonary disease (COPD). Mortality rates are higher than that of the general population and the link to respiratory disease is reported. Randomised controlled trials (RCTs) support opioid substitution therapy as an effective means for harm reduction. However, whilst a high proportion of patients receiving opioid substitution therapy are smokers, to the author’s best knowledge there have been no studies of respiratory disease and smoking intensity in these patients. A cross sectional prevalence study was conducted using an anonymised patient-level database in primary care, Lambeth DataNet (LDN). We included patients aged 18 years and over who had records of ever having been prescribed methadone in primary care. Patients under 18 years old or prescribed buprenorphine (because of uncertainty about the prescribing indication) were excluded. Demographic, smoking, alcohol and asthma and COPD coding data were extracted. Differences between methadone and non-methadone users were explored with multivariable analysis. LDN contained data on 321, 395 patients ≥ 18 years; 676 (0.16%) had a record of methadone prescription. Patients prescribed methadone were more likely to be male (70.7% vs. 50.4%), older (48.9yrs vs. 41.5yrs) and less likely to be from an ethnic minority group (South Asian 2.1% vs. 7.8%; Black African 8.9% vs. 21.4%). Almost all those prescribed methadone were smokers or ex-smokers (97.3% vs. 40.9%); more were non-alcohol drinkers (41.3% vs. 24.3%). We found a high prevalence of COPD (12.4% vs 1.4%) and asthma (14.2% vs 4.4%). Smoking intensity data shows a high prevalence of ≥ 20 cigarettes per day (21.5% vs. 13.1%). Risk of COPD, adjusted for age, gender, ethnicity and deprivation, was raised in smokers: odds ratio 14.81 (95%CI 11.26, 19.47), and in the methadone group: OR 7.51 (95%CI: 5.78, 9.77). Furthermore, after adjustment for smoking intensity (number of cigarettes/day), the risk was raised in methadone group: OR 4.77 (95%CI: 3.13, 7.28). High burden of respiratory disease compounded by the high rates of smoking is a public health concern. This supports an integrated approach to health in patients treated for opiate dependence, with access to smoking cessation support. Further work may evaluate the current structure and commissioning of substance misuse services, including smoking cessation. Regression modelling highlights that methadone as a ‘risk factor’ was independently associated with COPD prevalence, even after adjustment for smoking intensity. This merits further exploration, as the association may be related to unexplored aspects of smoking (such as the number of years smoked) or may be related to other related exposures, such as smoking heroin or crack cocaine.

Keywords: methadone, respiratory disease, smoking cessation, substance misuse

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Authors: Venencia Albert, Arulselvi Subramanian, Hara Prasad Pati, Asok K. Mukhophadhyay

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Acute traumatic coagulopathy in an endogenous dysregulation of the intrinsic coagulation system in response to the injury, associated with three-fold risk of poor outcome, and is more amenable to corrective interventions, subsequent to early identification and management. Multiple definitions for stratification of the patients' risk for early acute coagulopathy have been proposed, with considerable variations in the defining criteria, including several trauma-scoring systems based on prehospital data. We aimed to develop a clinically relevant definition for acute coagulopathy of trauma based on conventional coagulation assays and to assess its efficacy in comparison to recently established prehospital prediction models. Methodology: Retrospective data of all trauma patients (n = 490) presented to our level I trauma center, in 2014, was extracted. Receiver operating characteristic curve analysis was done to establish cut-offs for conventional coagulation assays for identification of patients with acute traumatic coagulopathy was done. Prospectively data of (n = 100) adult trauma patients was collected and cohort was stratified by the established definition and classified as "coagulopathic" or "non-coagulopathic" and correlated with the Prediction of acute coagulopathy of trauma score and Trauma-Induced Coagulopathy Clinical Score for identifying trauma coagulopathy and subsequent risk for mortality. Results: Data of 490 trauma patients (average age 31.85±9.04; 86.7% males) was extracted. 53.3% had head injury, 26.6% had fractures, 7.5% had chest and abdominal injury. Acute traumatic coagulopathy was defined as international normalized ratio ≥ 1.19; prothrombin time ≥ 15.5 s; activated partial thromboplastin time ≥ 29 s. Of the 100 adult trauma patients (average age 36.5±14.2; 94% males), 63% had early coagulopathy based on our conventional coagulation assay definition. Overall prediction of acute coagulopathy of trauma score was 118.7±58.5 and trauma-induced coagulopathy clinical score was 3(0-8). Both the scores were higher in coagulopathic than non-coagulopathic patients (prediction of acute coagulopathy of trauma score 123.2±8.3 vs. 110.9±6.8, p-value = 0.31; trauma-induced coagulopathy clinical score 4(3-8) vs. 3(0-8), p-value = 0.89), but not statistically significant. Overall mortality was 41%. Mortality rate was significantly higher in coagulopathic than non-coagulopathic patients (75.5% vs. 54.2%, p-value = 0.04). High prediction of acute coagulopathy of trauma score also significantly associated with mortality (134.2±9.95 vs. 107.8±6.82, p-value = 0.02), whereas trauma-induced coagulopathy clinical score did not vary be survivors and non-survivors. Conclusion: Early coagulopathy was seen in 63% of trauma patients, which was significantly associated with mortality. Acute traumatic coagulopathy defined by conventional coagulation assays (international normalized ratio ≥ 1.19; prothrombin time ≥ 15.5 s; activated partial thromboplastin time ≥ 29 s) demonstrated good ability to identify coagulopathy and subsequent mortality, in comparison to the prehospital parameter-based scoring systems. Prediction of acute coagulopathy of trauma score may be more suited for predicting mortality rather than early coagulopathy. In emergency trauma situations, where immediate corrective measures need to be taken, complex multivariable scoring algorithms may cause delay, whereas coagulation parameters and conventional coagulation tests will give highly specific results.

Keywords: trauma, coagulopathy, prediction, model

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Authors: R. Shamsi, F. Sharifi

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In this paper, we obtain the projection of inefficient units in data envelopment analysis (DEA) in the case of stochastic inputs and outputs using the multi-objective programming (MOP) structure. In some problems, the inputs might be stochastic while the outputs are deterministic, and vice versa. In such cases, we propose a multi-objective DEA-R model because in some cases (e.g., when unnecessary and irrational weights by the BCC model reduce the efficiency score), an efficient decision-making unit (DMU) is introduced as inefficient by the BCC model, whereas the DMU is considered efficient by the DEA-R model. In some other cases, only the ratio of stochastic data may be available (e.g., the ratio of stochastic inputs to stochastic outputs). Thus, we provide a multi-objective DEA model without explicit outputs and prove that the input-oriented MOP DEA-R model in the invariable return to scale case can be replaced by the MOP-DEA model without explicit outputs in the variable return to scale and vice versa. Using the interactive methods for solving the proposed model yields a projection corresponding to the viewpoint of the DM and the analyst, which is nearer to reality and more practical. Finally, an application is provided.

Keywords: DEA-R, multi-objective programming, stochastic data, data envelopment analysis

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata

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Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the numbers and the locations of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.

Keywords: rotordynamic, finite element model, timoshenko beam, 3D solid elements, Guyan reduction method

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Authors: N. Naga Subrahmanyeswara Rao, Parag Arvind Deshpande

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Understanding nucleotide synthesis reaction of any organism is beneficial to know the growth of it as in Mycobacterium tuberculosis to design anti TB drug. One of the reactions of de novo pathway which takes place in all organisms was considered. The reaction takes places between phosphoribosyl pyrophosphate and orotate catalyzed by orotate phosphoribosyl transferase and divalent metal ion gives orotdine monophosphate, a nucleotide. All the reaction steps of three experimentally proposed mechanisms for this reaction were considered to develop kinetic rate expression. The model was validated using the data for four organisms. This model could successfully describe the kinetics for the reported data. The developed model can serve as a reliable model to describe the kinetics in new organisms without the need of mechanistic determination. So an organism-independent model was developed.

Keywords: mechanism, nucleotide, organism, tuberculosis

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Authors: C. Cohen, O. Levi

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This work introduces a generalization of the classical Tullock’s model of one-stage contests under complete information with multiple unlimited numbers of contestants. In classical Tullock’s model, the contest winner is not necessarily the highest bidder. Instead, the winner is determined according to a draw in which the winning probabilities are the relative contestants’ efforts. The Tullock modeling fits well political contests, in which the winner is not necessarily the highest effort contestant. This work presents a modified model which uses a simple non-discriminating rule, namely, a parameter to influence the total costs planned for an election, for example, the contest designer can control the contestants' efforts. The winner pays a fee, and the losers are reimbursed the same amount. Our proposed model includes a mechanism that controls the efforts exerted and balances competition, creating a tighter, less predictable and more interesting contest. Additionally, the proposed model follows the fairness criterion in the sense that it does not alter the contestants' probabilities of winning compared to the classic Tullock’s model. We provide an analytic solution for the contestant's optimal effort and expected reward.

Keywords: contests, Tullock's model, political elections, control expenses

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Authors: Deeksha Arora

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The study aims to explore the applicability of the widely used asset pricing models, namely, Capital Asset Pricing Model (CAPM) and the Fama-French Four Factor Model in the Indian equity market. The study will be based on the companies that form part of the Nifty Fifty Index for a period of five years: 2011 to 2016. The asset pricing model is examined by forming portfolios on the basis of three variables – market capitalization (size effect), book-to-market equity ratio (value effect) and profitability. The study provides a basis to test the presence of the Fama-French Four factor model in Indian stock market. This study may provide a basis for future research in the generalized asset pricing model comprising of multiple risk factors.

Keywords: book to market equity, Fama French four factor model, market capitalization, profitability, size effect, value effect

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Authors: Abdellahi Cheikh

Abstract:

With the emergence of quantum computers with very powerful capabilities, the security of the exchange of shared keys between two interlocutors poses a big problem in terms of the rapid development of technologies such as computing power and computing speed. Therefore, the Diffie-Hellmann (DH) algorithm is more vulnerable than ever. No mechanism guarantees the security of the key exchange, so if an intermediary manages to intercept it, it is easy to intercept. In this regard, several studies have been conducted to improve the security of key exchange between two interlocutors, which has led to interesting results. The modification made on our model Diffie-Hellman-RSA-AES (DRA), which encrypts the information exchanged between two users using the three-encryption algorithms DH, RSA and AES, by using stenographic photos to hide the contents of the p, g and ClesAES values that are sent in an unencrypted state at the level of DRA model to calculate each user's public key. This work includes a comparative study between the DRA model and all existing solutions, as well as the modification made to this model, with an emphasis on the aspect of reliability in terms of security. This study presents a simulation to demonstrate the effectiveness of the modification made to the DRA model. The obtained results show that our model has a security advantage over the existing solution, so we made these changes to reinforce the security of the DRA model.

Keywords: Diffie-Hellmann, DRA, RSA, advanced encryption standard

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