Search results for: stock prediction

Authors: Jan-Peter Mund, Christian Kind

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In view of the ongoing climate change and global warming, fires along railways in Germany are occurring more frequently, with sometimes massive consequences for railway operations and affected railroad infrastructure. In the absence of systematic studies within the infrastructure network of German Rail, little is known about the causes of such embankment fires. Since a further increase in these hazards is to be expected in the near future, there is a need for a sound knowledge of triggers and drivers for embankment fires as well as methodical knowledge of prediction tools. Two predictable future trends speak for the increasing relevance of the topic: through the intensification of the use of rail for passenger and freight transport (e.g..: doubling of annual passenger numbers by 2030, compared to 2019), there will be more rail traffic and also more maintenance and construction work on the railways. This research project approach uses satellite data to identify historical embankment fires along rail network infrastructure. The team links data from these fires with infrastructure and weather data and trains a machine-learning model with the aim of predicting fire hazards on sections of the track. Companies reflect on the results and use them on a pilot basis in precautionary measures.

Keywords: embankment fires, railway maintenance, machine learning, remote sensing, VIIRS data

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Authors: Subhadip Biswas, Shivendra Maurya, Satish Chandra, Indrajit Ghosh

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Use of speed prediction models sometimes appears as a feasible alternative to laborious field measurement particularly, in case when field data cannot fulfill designer’s requirements. However, developing speed models is a challenging task specifically in the context of developing countries like India where vehicles with diverse static and dynamic characteristics use the same right of way without any segregation. Here the traffic composition plays a significant role in determining the vehicular speed. The present research was carried out to examine the effects of traffic volume and its composition on vehicular speed under mixed traffic conditions. Classified traffic volume and speed data were collected from different geometrically identical six lane divided arterials in New Delhi. Based on these field data, speed prediction models were developed for individual vehicle category adopting Kriging approximation technique, an alternative for commonly used regression. These models are validated with the data set kept aside earlier for validation purpose. The predicted speeds showed a great deal of agreement with the observed values and also the model outperforms all other existing speed models. Finally, the proposed models were utilized to evaluate the effect of traffic volume and its composition on speed.

Keywords: speed, Kriging, arterial, traffic volume

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Authors: Lojain Suliman, Xinrong Liu, Xiaohan Zhou

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Since most tunnels are built in crowded metropolitan settings, the excavation process must take place in highly condensed locations, including high-density cities. In this way, the tunnels are typically located close together, which leads to more interaction between the parallel existing tunnels, and this, in turn, leads to more settlement. This research presents an examination of the impact of a large-scale tunnel excavation on two forms of settlement: surface settlement and settlement surrounding the tunnel. Additionally, research has been done on the properties of interactions between two and three parallel tunnels. The settlement has been evaluated using three primary techniques: theoretical modeling, numerical simulation, and data monitoring. Additionally, a parametric investigation on how distance affects the settlement characteristic for parallel tunnels with short distances has been completed. Additionally, it has been observed that the sequence of excavation has an impact on the behavior of settlements. Nevertheless, a comparison of the model test and numerical simulation yields significant agreement in terms of settlement trend and value. Additionally, when compared to the FEM study, the suggested analytical solution exhibits reduced sensitivity in the settlement prediction. For example, the settlement of the small tunnel diameter does not appear clearly on the settlement curve, while it is notable in the FEM analysis. It is advised, however, that additional studies be conducted in the future employing analytical solutions for settlement prediction for parallel tunnels.

Keywords: settlement, FEM, analytical solution, parallel tunnels

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Authors: F. O. Adeosun, I. O. Orubuloye, O. O. Babalola

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Although caesarean section has greatly improved obstetric care throughout the world, in developing countries there is a great aversion to caesarean section. This study was carried out to examine the rate at which pregnant women with pre-eclampsia choose caesarean section over natural birth. A cross-sectional study was conducted among 500 pre-eclampsia antenatal clients seen at the States University Teaching Hospitals in the last one year. The sample selection was purposive. Information on their educational background, beliefs and attitudes were collected. Data analysis was presented using simple percentages. Out of 500 women studied, 38% favored caesarean section while 62% were against it. About 89% of them understood what caesarean section is, 57.3% of those who understood what caesarean section is will still not choose it as an option. Over 85% of the women believed caesarean section is done for medical reasons. If caesarean section is given as an option for childbirth, 38% would go for it, 29% would try religious intervention, 5.5% would not choose it because of fear, while 27.5% would reject it because they believe it is culturally wrong. Majority of respondents (85%) who favored caesarean delivery are aware of the risk attached to choosing virginal birth but go an extra mile in sourcing funds for a caesarean session while over 64% cannot afford the cost of caesarean delivery. It is therefore pertinent to encourage research in prediction methods and prevention of occurrence, since this would assist patients to plan on how to finance treatment.

Keywords: caesarean section, choice, cost, pre eclampsia, prediction methods

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Authors: Cameron Hamilton, Walter Potter, Gerrit Hoogenboom, Ronald McClendon, Will Hobbs

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A model was constructed to predict the amount of solar radiation that will make contact with the surface of the earth in a given location an hour into the future. This project was supported by the Southern Company to determine at what specific times during a given day of the year solar panels could be relied upon to produce energy in sufficient quantities. Due to their ability as universal function approximators, an artificial neural network was used to estimate the nonlinear pattern of solar radiation, which utilized measurements of weather conditions collected at the Griffin, Georgia weather station as inputs. A number of network configurations and training strategies were utilized, though a multilayer perceptron with a variety of hidden nodes trained with the resilient propagation algorithm consistently yielded the most accurate predictions. In addition, a modeled DNI field and adjacent weather station data were used to bolster prediction accuracy. In later trials, the solar radiation field was preprocessed with a discrete wavelet transform with the aim of removing noise from the measurements. The current model provides predictions of solar radiation with a mean square error of 0.0042, though ongoing efforts are being made to further improve the model’s accuracy.

Keywords: artificial neural networks, resilient propagation, solar radiation, time series forecasting

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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: Grienggrai Rajchakit

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As we all know that coronavirus is announced as a pandemic in the world by WHO. It is speeded all over the world with few days of time. To control this spreading, every citizen maintains social distance and self-preventive measures are the best strategies. As of now, many researchers and scientists are continuing their research in finding out the exact vaccine. The machine learning model finds that the coronavirus disease behaves in an exponential manner. To abolish the consequence of this pandemic, an efficient step should be taken to analyze this disease. In this paper, a recurrent neural network model is chosen to predict the number of active cases in a particular state. To make this prediction of active cases, we need a database. The database of COVID-19 is downloaded from the KAGGLE website and is analyzed by applying a recurrent LSTM neural network with univariant features to predict the number of active cases of patients suffering from the corona virus. The downloaded database is divided into training and testing the chosen neural network model. The model is trained with the training data set and tested with a testing dataset to predict the number of active cases in a particular state; here, we have concentrated on Andhra Pradesh state.

Keywords: COVID-19, coronavirus, KAGGLE, LSTM neural network, machine learning

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Authors: Achut Manandhar, Kenneth D. Morton, Peter A. Torrione, Leslie M. Collins

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The current trends in affect recognition research are to consider continuous observations from spontaneous natural interactions in people using multiple feature modalities, and to represent affect in terms of continuous dimensions, incorporate spatio-temporal correlation among affect dimensions, and provide fast affect predictions. These research efforts have been propelled by a growing effort to develop affect recognition system that can be implemented to enable seamless real-time human-computer interaction in a wide variety of applications. Motivated by these desired attributes of an affect recognition system, in this work a multi-dimensional affect prediction approach is proposed by integrating multivariate Relevance Vector Machine (MVRVM) with a recently developed Output-associative Relevance Vector Machine (OARVM) approach. The resulting approach can provide fast continuous affect predictions by jointly modeling the multiple affect dimensions and their correlations. Experiments on the RECOLA database show that the proposed approach performs competitively with the OARVM while providing faster predictions during testing.

Keywords: dimensional affect prediction, output-associative RVM, multivariate regression, fast testing

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Authors: Maffo Maffo Nicole Liliane, Mounmemi Kpoumie Hubert, Libalah Moses, Ouandji Angele, Zapfack Louis

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Forest degradation causes biodiversity and carbon loss and thus indirectly contributes to climate change. In order to assess the contribution of forests to climate change mitigation, the present study was conducted in the Ngambe-Ndom-Nyanon Communal Forest with the main objective of assessing the floristic diversity and estimating the carbon stock in the different reservoirs of the said forest. Nine plots of 2000 m² each were installed in 3 TOSs of the forest (young secondary forests, gallery forests and fallow lands) with a total area of 18,000 m² or 1,8 ha. All trees with a Diameter at Breast Height (DBH) ≥ 5 cm were inventoried at 1.30 m from the ground in each plot. Species richness, floristic diversity indices, and structural parameters were studied. 1542 trees divided into 162 species, 122 genera and 44 families were identified. The most important families were listed: Myristicaceae (30.22%), Apocynaceae (25.20%), Fabaceae (24.41%), Euphorbiaceae (22.91%) and Phyllanthaceae (20.23%). The richest genera are: Cola, Macaranga, Oncoba (4 species each); the genera Diospyros, Trichilia, Vitex and Zanthoxylum (3 species each). The ecologically important species within the forest studied are: Funtumia africana (26.14%), Coelocaryon preussii (18.46%), Pycnanthus angolensis (15.57%), Tabernaemontana crassa (14.85%) and Olax subscorpioidea (13.04%). Assessment of carbon stocks in the six forest reservoirs studied (living trees and roots, understorey, dead wood, litter and rootlets) shows that they vary according to the land-use types. It is 119.41 t.C.ha-¹ in gallery forest, 115.2 t.C.ha-¹ in young secondary forest and 90.56 t.C.ha-¹ in fallow. The Wilcoxon statistical test shows that the carbon in the young secondary forest is identical to that in the fallow, which is identical to the carbon in the gallery forest. At the individual species level, the largest diameter class [25-35[ sequesters the most carbon (232.94 tC/ha). This work shows that the quantity of carbon sequestered by a biotope is a function of the age of the stand.

Keywords: floristic diversity, carbon stocks, evergreen forests, communal forest, Ngambé-Ndom-Nyanon

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Authors: Cristian Păuna

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In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: algorithmic trading, automated trading systems, high-frequency trading, DAX Deutscher Aktienindex

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Authors: Abdelmalk Brahma

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Drying is a phenomenon that accompanies the hardening of hydraulic materials. It can, if it is not prevented, lead to significant spontaneous dimensional variations, which the cracking is one of events. In this context, cracking promotes the transport of aggressive agents in the material, which can affect the durability of concrete structures. Drying shrinkage develops over a long period almost 30 years although most occurred during the first three years. Drying shrinkage stabilizes when the material is water balance with the external environment. The drying shrinkage of cementitious materials is due to the formation of capillary tensions in the pores of the material, which has the consequences of bringing the solid walls of each other. Knowledge of the shrinkage characteristics of concrete is a necessary starting point in the design of structures for crack control. Such knowledge will enable the designer to estimate the probable shrinkage movement in reinforced or prestressed concrete and the appropriate steps can be taken in design to accommodate this movement. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes in consideration the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: drying, hydraulic concretes, shrinkage, modeling, prediction

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Authors: Ishapathik Das

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The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

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Authors: Tang Wei, Yang Xiaofeng, Gui Yewei, Du Yanxia

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Complex lifting entry was selected for precise landing performance during the Mars Science Laboratory entry. This study aims to develop the three-dimensional numerical method for precise computation and the surface panel method for rapid engineering prediction. Detailed flow field analysis for Mars exploration mission was performed by carrying on a series of fully three-dimensional Navier-Stokes computations. The static aerodynamic performance was then discussed, including the surface pressure, lift and drag coefficient, lift-to-drag ratio with the numerical and engineering method. Computation results shown that the shock layer is thin because of lower effective specific heat ratio, and that calculated results from both methods agree well with each other, and is consistent with the reference data. Aerodynamic performance analysis shows that CG location determines trim characteristics and pitch stability, and certain radially and axially shift of the CG location can alter the capsule lifting entry performance, which is of vital significance for the aerodynamic configuration des0ign and inner instrument layout of the Mars entry capsule.

Keywords: Mars entry capsule, static aerodynamics, computational fluid dynamics, hypersonic

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Authors: Aditya Sharma

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Profits earned from relative strength strategy of zero-cost portfolio i.e. taking long position in winner stocks and short position in loser stocks from recent past are termed as momentum profits. In recent times, there has been lot of controversy and concern about sources of momentum profits, since the existence of these profits acts as an evidence of earning non-normal returns from publicly available information directly contradicting Efficient Market Hypothesis. Literature review reveals conflicting theories and differing evidences on sources of momentum profits. This paper aims at re-examining the sources of momentum profits in Indian capital markets. The study focuses on assessing the effect of fundamental as well as behavioral sources in order to understand the role of investor behavior in stock returns and suggest (if any) improvements to existing behavioral asset pricing models. This Paper adopts calendar time methodology to calculate momentum profits for 6 different strategies with and without skipping a month between ranking and holding period. For each J/K strategy, under this methodology, at the beginning of each month t stocks are ranked on past j month’s average returns and sorted in descending order. Stocks in upper decile are termed winners and bottom decile as losers. After ranking long and short positions are taken in winner and loser stocks respectively and both portfolios are held for next k months, in such manner that at any given point of time we have K overlapping long and short portfolios each, ranked from t-1 month to t-K month. At the end of period, returns of both long and short portfolios are calculated by taking equally weighted average across all months. Long minus short returns (LMS) are momentum profits for each strategy. Post testing for momentum profits, to study the role market risk plays in momentum profits, CAPM and Fama French three factor model adjusted LMS returns are calculated. In the final phase of studying sources, decomposing methodology has been used for breaking up the profits into unconditional means, serial correlations, and cross-serial correlations. This methodology is unbiased, can be used with the decile-based methodology and helps to test the effect of behavioral and fundamental sources altogether. From all the analysis, it was found that momentum profits do exist in Indian capital markets with market risk playing little role in defining them. Also, it was observed that though momentum profits have multiple sources (risk, serial correlations, and cross-serial correlations), cross-serial correlations plays a major role in defining these profits. The study revealed that momentum profits do have multiple sources however, cross-serial correlations i.e. the effect of returns of other stocks play a major role. This means that in addition to studying the investors` reactions to the information of the same firm it is also important to study how they react to the information of other firms. The analysis confirms that investor behavior does play an important role in stock returns and incorporating both the aspects of investors’ reactions in behavioral asset pricing models help make then better.

Keywords: investor behavior, momentum effect, sources of momentum, stock returns

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Authors: Numair A. Siddiqui, Usman Muhammad, Manoj J. Mathew, Ramkumar M., Benjamin Sautter, Muhammad A. K. El-Ghali, David Menier, Shiqi Zhang

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The sedimentological parameterization of shallow-marine siliciclastic reservoirs in terms of reservoir quality and heterogeneity from outcrop study can help improve the subsurface reservoir prediction. An architectural analysis has documented variations in sandstone geometry and rock properties within shallow-marine sandstone exposed in the Miocene Sandakan Formation of Sabah, Borneo. This study demonstrates reservoir sandstone quality assessment for subsurface rock evaluation, from well-exposed successions of the Sandakan Formation, Borneo, with which applicable analogues can be identified. The analyses were based on traditional conventional field investigation of outcrops, grain-size and petrographic studies of hand specimens of different sandstone facies and gamma-ray and permeability measurements. On the bases of these evaluations, the studied sandstone was grouped into three qualitative reservoir rock classes; high (Ø=18.10 – 43.60%; k=1265.20 – 5986.25 mD), moderate (Ø=17.60 – 37%; k=21.36 – 568 mD) and low quality (Ø=3.4 – 15.7%; k=3.21 – 201.30 mD) for visualization and prediction of subsurface reservoir quality. These results provided analogy for shallow marine sandstone reservoir complexity that can be utilized in the evaluation of reservoir quality of regional and subsurface analogues.

Keywords: architecture and sedimentology, subsurface rock evaluation, reservoir quality, borneo

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Authors: Fatemeh Rouhi, Hadi Nassiri

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Earning forecast is a key element in economic decisions but there are some situations, such as conflicts of interest in financial reporting, complexity and lack of direct access to information has led to the phenomenon of information asymmetry among individuals within the organization and external investors and creditors that appear. The adverse selection and moral hazard in the investor's decision and allows direct assessment of the difficulties associated with data by users makes. In this regard, the role of trustees in corporate governance disclosure is crystallized that includes controls and procedures to ensure the lack of movement in the interests of the company's management and move in the direction of maximizing shareholder and company value. Therefore, the earning forecast of companies in the capital market and the need to identify factors influencing this study was an attempt to make relationship between moral hazard and corporate governance with earning forecast quality companies operating in the capital market and its impact on Earnings Forecasts quality by the company to be established. Getting inspiring from the theoretical basis of research, two main hypotheses and sub-hypotheses are presented in this study, which have been examined on the basis of available models, and with the use of Panel-Data method, and at the end, the conclusion has been made at the assurance level of 95% according to the meaningfulness of the model and each independent variable. In examining the models, firstly, Chow Test was used to specify either Panel Data method should be used or Pooled method. Following that Housman Test was applied to make use of Random Effects or Fixed Effects. Findings of the study show because most of the variables are positively associated with moral hazard with earnings forecasts quality, with increasing moral hazard, earning forecast quality companies listed on the Tehran Stock Exchange is increasing. Among the variables related to corporate governance, board independence variables have a significant relationship with earnings forecast accuracy and earnings forecast bias but the relationship between board size and earnings forecast quality is not statistically significant.

Keywords: corporate governance, earning forecast quality, moral hazard, financial sciences

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Authors: Arsalan Ghaderi

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Introduction: Inactivity is one of the most important risk factors for cardiovascular disease. According to the study prevalence of inactivity in Iran, about 67.5% and in the staff, and especially nurses, are similar. The inflammatory index (HS-CRP) is highly predictive of the progression of these diseases. Physical activity education is very important in preventing these diseases. One of the modern educational methods is web-based theory-based education. Methods: This is a semi-experimental interventional study which was conducted in Isfahan and Kurdistan universities of medical sciences in two stages. A cross-sectional study was done to determine the status of physical activity and its predictive factors. Then, intervention was performed, and six months later the data were retrieved. The data was collected using a demographic questionnaire, an integrative model of behavior prediction constructs, a standard physical activity questionnaire and (HS-CRP) test. Data were analyzed by SPSS software. Results: Physical activity was low in 66.6% of nurses, 25.4% were moderate and 8% severe. According to Pearson correlation matrix, the highest correlation was found between behavioral intention and skill structures (0.553**), subjective norms (0.222**) and self-efficacy (0.198**). The relationship between age and physical activity in the first study was reverse and significant. After intervention, there was a significant change in attitudes, self-efficacy, skill and behavioral intention in the intervention group. This change was significant in attitudes, self-efficacy and environmental conditions of the control group. HS-CRP index decreased significantly after intervention in both groups, but there was not a significant relationship between inflammatory index and physical activity score. The change in physical activity level was significant only in the control group. Conclusion: Despite the effect of educational intervention on attitude, self-efficacy, skill, and behavioral intention, the results showed that if factors such as environmental factors are not corrected, training and changing structures cannot lead to physical activity behavior. On the other hand, no correlation between physical activity and HS-CRP showed that this index can be influenced by other factors, and this should be considered in any intervention to reduce the HS-CRP index.

Keywords: HS-CRP, integrative model of behavior prediction, physical activity, nurses, web-based education

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Authors: Medani Prasad Rijal

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Forest itself is a factory as well as product. It supplies tangible and intangible goods and services. It supplies timber, fuel wood, fodder, grass leaf litter as well as non timber edible goods and medicinal and aromatic products additionally provides environmental services. These environmental services are of local, national or even global importance. In Nepal, more than 19 thousands community forests are providing environmental service in less economic benefit than actual efficiency. There is a risk of cost of management of those forest exceeds benefits and forests get converted to open access resources in future. Most of the environmental goods and services do not have markets which mean no prices at which they are available to the consumers, therefore the valuation of these services goods and services establishment of paying mechanism for such services and insure the benefit to community is more relevant in local as well as global scale. There are few examples of carbon trading in domestic level to meet the country wide emission goal. In this contest, the study aims to explore the public attitude towards carbon offsetting and their responsibility over service providers. This study helps in promotion of environment service awareness among general people, service provider and community forest. The research helps to unveil the carbon pool scenario in community forest and willingness to pay for carbon offsetting of people who are consuming more energy than general people and emitting relatively more carbon in atmosphere. The study has assessed the carbon pool status in two community forest and valuated carbon service from community forest through willingness to pay in Dharan municipality situated in eastern. In the study, in two community forests carbon pools were assessed following the guideline “Forest Carbon Inventory Guideline 2010” prescribed by Ministry of Forest and soil Conservation, Nepal. Final outcomes of analysis in intensively managed area of Hokse CF recorded as 103.58 tons C /ha with 6173.30 tons carbon stock. Similarly in Hariyali CF carbon density was recorded 251.72 mg C /ha. The total carbon stock of intensively managed blocks in Hariyali CF is 35839.62 tons carbon.

Keywords: carbon, offsetting, sequestration, valuation, willingness to pay

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Authors: Jun Wang, Ge Zhang

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Machine learning has been used in many areas today. It thrives at reviewing large volumes of data and identifying patterns and trends that might not be apparent to a human. Given the huge potential benefit and the amount of data available in the financial market, it is not surprising to see machine learning applied to various financial products. While future prices of financial securities are extremely difficult to forecast, we study them from a different angle. Instead of trying to forecast future prices, we apply machine learning algorithms to predict the direction of future price movement, in particular, whether a sector Exchange Traded Fund (ETF) would outperform or underperform the market in the next week or in the next month. We apply several machine learning algorithms for this prediction. The algorithms are Linear Discriminant Analysis (LDA), k-Nearest Neighbors (KNN), Decision Tree (DT), Gaussian Naive Bayes (GNB), and Neural Networks (NN). We show that these machine learning algorithms, most notably GNB and NN, have some predictive power in forecasting out-performance and under-performance out of sample. We also try to explore whether it is possible to utilize the predictions from these algorithms to outperform the buy-and-hold strategy of the S&P 500 index. The trading strategy to explore out-performance predictions does not perform very well, but the trading strategy to explore under-performance predictions can earn higher returns than simply holding the S&P 500 index out of sample.

Keywords: machine learning, ETF prediction, dynamic trading, asset allocation

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Authors: Adil Balla Elkrail

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Visual MODFLOW computer codes were selected to simulate head distribution, calculate the groundwater budgets of the area, and evaluate the effect of external stresses on the groundwater head and to demonstrate how the groundwater model can be used as a comparative technique in order to optimize utilization of the groundwater resource. A conceptual model of the study area, aquifer parameters, boundary, and initial conditions were used to simulate the flow model. The trial-and-error technique was used to calibrate the model. The most important criteria used to check the calibrated model were Root Mean Square error (RMS), Mean Absolute error (AM), Normalized Root Mean Square error (NRMS) and mass balance. The maps of the simulated heads elaborated acceptable model calibration compared to observed heads map. A time length of eight years and the observed heads of the year 2004 were used for model prediction. The predictive simulation showed that the continuation of pumping will cause relatively high changes in head distribution and components of groundwater budget whereas, the low deficit computed (7122 m3/d) between inflows and outflows cannot create a significant drawdown of the potentiometric level. Hence, the area under consideration may represent a high permeability and productive zone and strongly recommended for further groundwater development.

Keywords: aquifers, model simulation, groundwater, calibrations, trail-and- error, prediction

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Authors: Francisco Reyes, Hector Ramirez

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In the coastal zones are home to mangrove swamps, coral reefs, and seagrass ecosystems, which are the most biodiverse and fragile on the planet. These areas support a great diversity of marine life; they are also extraordinarily important for humans in the provision of food, water, wood, and other associated goods and services; they also contribute to climate regulation. The lack of an automated model that generates information on the dynamics of changes in coastlines and coastal erosion is identified as a central problem. Coastlines were determined from 1984 to 2020 on the Google Earth platform Engine from Landsat and Sentinel images, using the Normalized Differential Water Index (MNDWI) and Digital Shoreline Analysis System (DSAS) v5.0. Starting from the 2020 coastline, the 10-year prediction (Year 2031) was determined with the erosion of 238.32 hectares and an accretion of 181.96 hectares, while the 20-year prediction (Year 2041) will be presented an erosion of 544.04 hectares and an accretion of 133.94 hectares. The erosion and accretion of Playa Muelle in the municipality of Puerto Colombia were established, which will register the highest value of erosion. The coverage that presented the greatest change was that of artificialized Territories.

Keywords: coastline, coastal erosion, MNDWI, Google Earth Engine, Colombia

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Authors: Selim M. Khan

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Indoor air quality is strongly influenced by the presence of radioactive radon (222Rn) gas. Indeed, exposure to high 222Rn concentrations is unequivocally linked to DNA damage and lung cancer and is a worsening issue in North American and European built environments, having increased over time within newer housing stocks as a function of as yet unclear variables. Indoor air radon concentration can be influenced by a wide range of environmental, structural, and behavioral factors. As some of these factors are quantitative while others are qualitative, no single statistical model can determine indoor radon level precisely while simultaneously considering all these variables across a complex and highly diverse dataset. The ability of AI- machine (deep) learning to simultaneously analyze multiple quantitative and qualitative features makes it suitable to predict radon with a high degree of precision. Using Canadian and Swedish long-term indoor air radon exposure data, we are using artificial deep neural network models with random weights and polynomial statistical models in MATLAB to assess and predict radon health risk to human as a function of geospatial, human behavioral, and built environmental metrics. Our initial artificial neural network with random weights model run by sigmoid activation tested different combinations of variables and showed the highest prediction accuracy (>96%) within the reasonable iterations. Here, we present details of these emerging methods and discuss strengths and weaknesses compared to the traditional artificial neural network and statistical methods commonly used to predict indoor air quality in different countries. We propose an artificial deep neural network with random weights as a highly effective method for assessing and predicting indoor radon.

Keywords: radon, radiation protection, lung cancer, aI-machine deep learnng, risk assessment, risk prediction, Europe, North America

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Authors: Mohd Sabri Minhat, Nurul Adilla Mohd Subha

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The PUSPATI TRIGA Reactor (RTP), Malaysia reached its first criticality on June 28, 1982, with power capacity 1MW thermal. The Feedback Control Algorithm (FCA) which is conventional Proportional-Integral (PI) controller, was used for present power control method to control fission process in RTP. It is important to ensure the core power always stable and follows load tracking within acceptable steady-state error and minimum settling time to reach steady-state power. At this time, the system could be considered not well-posed with power tracking performance. However, there is still potential to improve current performance by developing next generation of a novel design nuclear core power control. In this paper, the dual-mode predictions which are proposed in modelling Optimal Model Predictive Control (OMPC), is presented in a state-space model to control the core power. The model for core power control was based on mathematical models of the reactor core, OMPC, and control rods selection algorithm. The mathematical models of the reactor core were based on neutronic models, thermal hydraulic models, and reactivity models. The dual-mode prediction in OMPC for transient and terminal modes was based on the implementation of a Linear Quadratic Regulator (LQR) in designing the core power control. The combination of dual-mode prediction and Lyapunov which deal with summations in cost function over an infinite horizon is intended to eliminate some of the fundamental weaknesses related to MPC. This paper shows the behaviour of OMPC to deal with tracking, regulation problem, disturbance rejection and caters for parameter uncertainty. The comparison of both tracking and regulating performance is analysed between the conventional controller and OMPC by numerical simulations. In conclusion, the proposed OMPC has shown significant performance in load tracking and regulating core power for nuclear reactor with guarantee stabilising in the closed-loop.

Keywords: core power control, dual-mode prediction, load tracking, optimal model predictive control

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Authors: Ari Prasetyo, Taufik Faturohman

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The COVID-19 pandemic in Indonesia is part of the ongoing worldwide pandemic of coronavirus disease 2019 (COVID-19) caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). It was confirmed to have spread to Indonesia on 2 March 2020. Moreover, the government of Indonesia has been conducting a local lockdown to limit people's movement from one city to another city. Therefore, this situation has impact on business operation, especially on highway companies listed on the Indonesia stock exchange. This study evaluates and measures three companies’ financial performance and health conditions before and during the COVID-19 pandemic from 2016 – 2020. The measurement is conducted by using financial ratio analysis and the Altman Z-score method. The ratio used to measure the financial ratio analysis is taken from the decree of the Ministry of SOE’s KEP-100/MBU/2002 about the company’s health level condition. From the decree, there are eight financial ratios used such as return on equity (ROE), return on investment (ROI), current ratio, cash ratio, collection period, inventory turnover, total asset turnover, and total equity to total asset. Altman Z-score is used to calculate the financial distress condition. The result shows that the highway companies for the period 2016 – 2020 are as follows: PT Jasa Marga (Persero) Tbk (AA, BB, BB, BB, C), PT Citra Marga Nusaphala Persada Tbk (BB, AA, BB, BBB, C), and PT Nusantara Infrastructure Tbk (BB, BB, AA, BBB, C). In addition, the Altman Z-score assessment performed in 2016-2020 shows that PT Jasa Marga (Persero) Tbk was in the grey zone area for 2015-2018 and in the distress zone for 2019-2020. PT Citra Marga Nusaphala Persada Tbk was in the grey zone area for 2015-2019 and in the distress zone for 2020. PT Nusantara Infrastructure Tbk was in the grey zone area for 2015-2018 and in the distress zone for 2019-2020.

Keywords: financial performance, financial ratio, Altman Z-score, financial distress, highway company

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Authors: Christoph Ostermair

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We deal with the effect of correlation between prospects on human decision making under uncertainty as proposed by the comparatively new and promising model of “salience theory of choice under risk”. In this regard, we show that the theory entails the prediction that the inconsistency of choices, known as the Allais paradox, should not be an issue in the context of “real-life decision making”, which typically corresponds to situations of subjective uncertainty. The Allais paradox, probably the best-known anomaly regarding expected utility theory, would then essentially have no practical relevance. If, however, empiricism contradicts this prediction, salience theory might suffer a serious setback. Explanations of the model for variable human choice behavior are mostly the result of a particular mechanism that does not come to play under perfect correlation. Hence, if it turns out that correlation between prospects – as typically found in real-world applications – does not influence human decision making in the expected way, this might to a large extent cost the theory its explanatory power. The empirical literature regarding the Allais paradox under subjective uncertainty is so far rather moderate. Beyond that, the results are hard to maintain as an argument, as the presentation formats commonly employed, supposably have generated so-called event-splitting effects, thereby distorting subjects’ choice behavior. In our own incentivized experimental study, we control for such effects by means of two different choice settings. We find significant event-splitting effects in both settings, thereby supporting the suspicion that the so far existing empirical results related to Allais paradoxes under subjective uncertainty may not be able to answer the question at hand. Nevertheless, we find that the basic tendency behind the Allais paradox, which is a particular switch of the preference relation due to a modified common consequence, shared by two prospects, is still existent both under an event-splitting and a coalesced presentation format. Yet, the modal choice pattern is in line with the prediction of salience theory. As a consequence, the effect of correlation, as proposed by the model, might - if anything - only weaken the systematic choice pattern behind the Allais paradox.

Keywords: Allais paradox, common consequence effect, models of decision making under risk and uncertainty, salience theory

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Authors: Ahmed G. Mahgoub, Dahlia H. Hafez, Mostafa A. Abu Kiefa

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The Cone Penetration Test (CPT) is a common in-situ test which generally investigates a much greater volume of soil more quickly than possible from sampling and laboratory tests. Therefore, it has the potential to realize both cost savings and assessment of soil properties rapidly and continuously. The principle objective of this paper is to demonstrate the feasibility and efficiency of using artificial neural networks (ANNs) to predict the soil angle of internal friction (Φ) and the soil modulus of elasticity (E) from CPT results considering the uncertainties and non-linearities of the soil. In addition, ANNs are used to study the influence of different parameters and recommend which parameters should be included as input parameters to improve the prediction. Neural networks discover relationships in the input data sets through the iterative presentation of the data and intrinsic mapping characteristics of neural topologies. General Regression Neural Network (GRNN) is one of the powerful neural network architectures which is utilized in this study. A large amount of field and experimental data including CPT results, plate load tests, direct shear box, grain size distribution and calculated data of overburden pressure was obtained from a large project in the United Arab Emirates. This data was used for the training and the validation of the neural network. A comparison was made between the obtained results from the ANN's approach, and some common traditional correlations that predict Φ and E from CPT results with respect to the actual results of the collected data. The results show that the ANN is a very powerful tool. Very good agreement was obtained between estimated results from ANN and actual measured results with comparison to other correlations available in the literature. The study recommends some easily available parameters that should be included in the estimation of the soil properties to improve the prediction models. It is shown that the use of friction ration in the estimation of Φ and the use of fines content in the estimation of E considerable improve the prediction models.

Keywords: angle of internal friction, cone penetrating test, general regression neural network, soil modulus of elasticity

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Authors: Nato Kutaladze, George Mikuchadze, Giorgi Sokhadze

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Precipitation forecasts are one of the most demanding applications in numerical weather prediction (NWP). Georgia, as the whole Caucasian region, is characterized by very complex topography. The country territory is prone to flash floods and mudflows, quantitative precipitation estimation (QPE) and quantitative precipitation forecast (QPF) at any leading time are very important for Georgia. In this study, advanced research weather forecasting model’s skill in QPF is investigated over Georgia’s territory. We have analyzed several convection parameterization and microphysical scheme combinations for different rainy episodes and heavy rainy phenomena. We estimate errors and biases in accumulated 6 h precipitation using different spatial resolution during model performance verification for 12-hour and 24-hour lead time against corresponding rain gouge observations and satellite data. Various statistical parameters have been calculated for the 8-month comparison period, and some skills of model simulation have been evaluated. Our focus is on the formation and organization of convective precipitation systems in a low-mountain region. Several problems in connection with QPF have been identified for mountain regions, which include the overestimation and underestimation of precipitation on the windward and lee side of the mountains, respectively, and a phase error in the diurnal cycle of precipitation leading to the onset of convective precipitation in model forecasts several hours too early.

Keywords: extremal dependence index, false alarm, numerical weather prediction, quantitative precipitation forecasting

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Authors: Mu-Yen Chen, Min-Hsuan Fan, Chia-Chen Chen, Siang-Yu Jhong

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In recent years, real estate prediction or valuation has been a topic of discussion in many developed countries. Improper hype created by investors leads to fluctuating prices of real estate, affecting many consumers to purchase their own homes. Therefore, scholars from various countries have conducted research in real estate valuation and prediction. With the back-propagation neural network that has been popular in recent years and the orthogonal array in the Taguchi method, this study aimed to find the optimal parameter combination at different levels of orthogonal array after the system presented different parameter combinations, so that the artificial neural network obtained the most accurate results. The experimental results also demonstrated that the method presented in the study had a better result than traditional machine learning. Finally, it also showed that the model proposed in this study had the optimal predictive effect, and could significantly reduce the cost of time in simulation operation. The best predictive results could be found with a fewer number of experiments more efficiently. Thus users could predict a real estate transaction price that is not far from the current actual prices.

Keywords: artificial neural network, Taguchi method, real estate valuation model, investors

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Authors: Javier E. García-Gallo, Nelson J. Fonseca-Ruiz, John F. Duitama-Munoz

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Sepsis is a syndrome that occurs with physiological and biochemical abnormalities induced by severe infection and carries a high mortality and morbidity, therefore the severity of its condition must be interpreted quickly. After patient admission in an intensive care unit (ICU), it is necessary to synthesize the large volume of information that is collected from patients in a value that represents the severity of their condition. Traditional severity of illness scores seeks to be applicable to all patient populations, and usually assess in-hospital mortality. However, the use of machine learning techniques and the data of a population that shares a common characteristic could lead to the development of customized mortality prediction scores with better performance. This study presents the development of a score for the one-year mortality prediction of the patients that are admitted to an ICU with a sepsis diagnosis. 5650 ICU admissions extracted from the MIMICIII database were evaluated, divided into two groups: 70% to develop the score and 30% to validate it. Comorbidities, demographics and clinical information of the first 24 hours after the ICU admission were used to develop a mortality prediction score. LASSO (least absolute shrinkage and selection operator) and SGB (Stochastic Gradient Boosting) variable importance methodologies were used to select the set of variables that make up the developed score; each of this variables was dichotomized and a cut-off point that divides the population into two groups with different mean mortalities was found; if the patient is in the group that presents a higher mortality a one is assigned to the particular variable, otherwise a zero is assigned. These binary variables are used in a logistic regression (LR) model, and its coefficients were rounded to the nearest integer. The resulting integers are the point values that make up the score when multiplied with each binary variables and summed. The one-year mortality probability was estimated using the score as the only variable in a LR model. Predictive power of the score, was evaluated using the 1695 admissions of the validation subset obtaining an area under the receiver operating characteristic curve of 0.7528, which outperforms the results obtained with Sequential Organ Failure Assessment (SOFA), Oxford Acute Severity of Illness Score (OASIS) and Simplified Acute Physiology Score II (SAPSII) scores on the same validation subset. Observed and predicted mortality rates within estimated probabilities deciles were compared graphically and found to be similar, indicating that the risk estimate obtained with the score is close to the observed mortality, it is also observed that the number of events (deaths) is indeed increasing as the outcome go from the decile with the lowest probabilities to the decile with the highest probabilities. Sepsis is a syndrome that carries a high mortality, 43.3% for the patients included in this study; therefore, tools that help clinicians to quickly and accurately predict a worse prognosis are needed. This work demonstrates the importance of customization of mortality prediction scores since the developed score provides better performance than traditional scoring systems.

Keywords: intensive care, logistic regression model, mortality prediction, sepsis, severity of illness, stochastic gradient boosting

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Authors: Shpetim Rezniqi

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Financial Policies in the process of global crisis the current crisis has swept the world with special emphasis, most developed countries, those countries which have most gross -product world and you have a high level of living.Even those who are not experts can describe the consequences of the crisis to see the reality that is seen, but how far will it go this crisis is impossible to predict. Even the biggest experts have conjecture and large divergence, but agree on one thing: - The devastating effects of this crisis will be more severe than ever before and can not be predicted.Long time, the world was dominated economic theory of free market laws. With the belief that the market is the regulator of all economic problems. The market, as river water will flow to find the best and will find the necessary solution best. Therefore much less state market barriers, less state intervention and market itself is an economic self-regulation. Free market economy became the model of global economic development and progress, it transcends national barriers and became the law of the development of the entire world economy. Globalization and global market freedom were principles of development and international cooperation. All international organizations like the World Bank, states powerful economic, development and cooperation principles laid free market economy and the elimination of state intervention. The less state intervention much more freedom of action was this market- leading international principle. We live in an era of financial tragic. Financial markets and banking in particular economies are in a state of thy good, US stock markets fell about 40%, in other words, this time, was one of the darkest moments 5 since 1920. Prior to her rank can only "collapse" of the stock of Wall Street in 1929, technological collapse of 2000, the crisis of 1973 after the Yom Kippur war, while the price of oil quadrupled and famous collapse of 1937 / '38, when Europe was beginning World war II In 2000, even though it seems like the end of the world was the corner, the world economy survived almost intact. Of course, that was small recessions in the United States, Europe, or Japan. Much more difficult the situation was at crisis 30s, or 70s, however, succeeded the world. Regarding the recent financial crisis, it has all the signs to be much sharper and with more consequences. The decline in stock prices is more a byproduct of what is really happening. Financial markets began dance of death with the credit crisis, which came as a result of the large increase in real estate prices and household debt. It is these last two phenomena can be matched very well with the gains of the '20s, a period during which people spent fists as if there was no tomorrow. All is not away from the mouth of the word recession, that fact no longer a sudden and abrupt. But as much as the financial markets melt, the greater is the risk of a problematic economy for years to come. Thus, for example, the banking crisis in Japan proved to be much more severe than initially expected, partly because the assets which were based more loans had, especially the land that falling in value. The price of land in Japan is about 15 years that continues to fall. (ADRI Nurellari-Published in the newspaper "Classifieds"). At this moment, it is still difficult to çmosh to what extent the crisis has affected the economy and what would be the consequences of the crisis. What we know is that many banks will need more time to reduce the award of credit, but banks have this primary function, this means huge loss.

Keywords: globalisation, finance, crisis, recomandation, bank, credits

Procedia PDF Downloads 388