Search results for: integration model

Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Mohammad Saber Rohi, Saghar Heidari

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In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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Authors: K. G. R. M. Jayathilake, S. Rudra

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Wood degradation in hot compressed water is modeled with a Computational Fluid Dynamics (CFD) code using cellulose, xylan, and lignin as model compounds. Model compounds are reacted under catalyst-free conditions in a temperature range from 250 to 370 °C. Using a simplified reaction scheme where water soluble products, methanol soluble products, char like compounds and gas are generated through intermediates with each model compound. A modified multistage shrinking core model is developed to simulate particle degradation. In the modified shrinking core model, each model compound is hydrolyzed in separate stages. Cellulose is decomposed to glucose/oligomers before producing degradation products. Xylan is decomposed through xylose and then to degradation products where lignin is decomposed into soluble products before producing the total guaiacol, organic carbon (TOC) and then char and gas. Hydrolysis of each model compound is used as the main reaction of the process. Diffusion of water monomers to the particle surface to initiate hydrolysis and dissolution of the products in water is given importance during the modeling process. In the developed model the temperature variation depends on the Arrhenius relationship. Kinetic parameters from the literature are used for the mathematical model. Meanwhile, limited initial fast reaction kinetic data limit the development of more accurate CFD models. Liquefaction results of the CFD model are analyzed and validated using the experimental data available in the literature where it shows reasonable agreement.

Keywords: computational fluid dynamics, liquefaction, shrinking-core, wood

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Authors: Norashikin Ismail, Nadia Anridho

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Sustainable investing is a responsible investment that focuses on Environmental, Social, and Governance (ESG) elements. ESG integration is essential in the investment process as it provides a positive contribution to the corporate performance for stakeholders, specifically investors. Sustainable investing is in line with the objectives of Shariah (Maqasid of Shariah), such as social inclusion as well as environmental preservation. This study attempts to evaluate the impact of ESG elements to the corporate financial performance among Shariah compliant stocks listed in two countries, namely Malaysia and Indonesia. The motivation of this study is to provide a further understanding in corporate sustainability for two different Islamic capital markets. The existence of the FTSE4Good Asean Index has played a vital role for ESG practices and eventually encouraged specific index for ESG and Shariah Compliant stocks. Our sample consists of 60 companies over the period 2010-2020 from two Southeast countries. We employ System Generalized Method of Moments (GMM) to reduce bias and more specific parameter estimation. Shariah Compliant companies tend to have higher ESG scores and are positively correlated to corporate financial performance. ESG integration with Shariah based investing would provide higher returns and lower risks for Muslim investors. Essentially, integrating ESG and Shariah, compliant companies lead to better financial performance.

Keywords: shariah compliant, southeast asia, corporate performance, sustainable investing

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Authors: A. Amar

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A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

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Authors: Jamil Ahmed

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Access control models aim to decide whether a user should be denied or granted access to the user‟s requested activity. Various access control models have been established and proposed. The most prominent of these models include role-based, attribute-based, policy based access control models as well as role-centric attribute based access control model. In this paper, a novel access control model is presented called “Role centric Attribute based Policy Driven Access Control (RAPDAC) model”. RAPDAC incorporates the concept of “policy” in the “role centric attribute based access control model”. It leverages the concept of "policy‟ by precisely combining the evaluation of conditions, attributes, permissions and roles in order to allow authorization access. This approach allows capturing the "access control policy‟ of a real time application in a well defined manner. RAPDAC model allows making access decision at much finer granularity as illustrated by the case study of a real time library information system.

Keywords: authorization, access control model, role based access control, attribute based access control

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Authors: Panagiota Koliousi, Natasha Miaouli

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We compare product and labour market liberalization under the two trade union bargaining models: the Right-to-Manage (RTM) model and the Efficient Bargaining (EB) model. The vehicle is a dynamic general equilibrium (DGE) model that incorporates two types of agents (capitalists and workers), imperfectly competitive product and labour markets. The model is solved numerically employing common parameter values and data from the euro area. A key message is that product market deregulation is favourable under any labour market structure while opting for labour market deregulation one should provide special attention to the structure of the labour market such as the bargaining system of unions. If the prevailing way of bargaining is the RTM model then restructuring both markets is beneficial for all agents.

Keywords: market structure, structural reforms, trade unions, unemployment

Procedia PDF Downloads 195

Authors: Lori Lioce, Gary Maddux, Norven Goddard, Ishella Fogle, Bernard Schroer

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This paper presents the integration of technologies into nursing education. The collaborative effort includes the College of Nursing (CoN) at the University of Alabama in Huntsville (UAH) and the UAH Systems Management and Production Center (SMAP). The faculty at the CoN conducts needs assessments to identify education and training requirements. A team of CoN faculty and SMAP engineers then prioritize these requirements and establish improvement/development teams. The development teams consist of nurses to evaluate the models and to provide feedback and of undergraduate engineering students and their senior staff mentors from SMAP. The SMAP engineering staff develops and creates the physical models using 3D printing, silicone molds and specialized molding mixtures and techniques. The collaboration has focused on developing teaching and training, or clinical, simulators. In addition, the onset of the Covid-19 pandemic has intensified this relationship, as 3D modeling shifted to supplied personal protection equipment (PPE) to local health care providers. A secondary collaboration has been introducing students to clinical benchmarking through the UAH Center for Management and Economic Research. As a result of these successful collaborations the Model Exchange & Development of Nursing & Engineering Technology (MEDNET) has been established. MEDNET seeks to extend and expand the linkage between engineering and nursing to K-12 schools, technical schools and medical facilities in the region to the resources available from the CoN and SMAP. As an example, stereolithography (STL) files of the 3D printed models, along with the specifications to fabricate models, are available on the MEDNET website. Ten 3D printed models have been developed and are currently in use by the CoN. The following additional training simulators are currently under development:1) suture pads, 2) gelatin wound models and 3) printed wound tattoos. Specification sheets have been written for these simulations that describe the use, fabrication procedures and parts list. These specifications are available for viewing and download on MEDNET. Included in this paper are 1) descriptions of CoN, SMAP and MEDNET, 2) collaborative process used in product improvement/development, 3) 3D printed models of training and teaching simulators, 4) training simulators under development with specification sheets, 5) family care practice benchmarking, 6) integrating the simulators into the nursing curriculum, 7) utilizing MEDNET as a pandemic response, and 8) conclusions and lessons learned.

Keywords: 3D printing, nursing education, simulation, trainers

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Authors: Benjamin Aina Peter, Amos Wale Ogunsola

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In this paper, a mathematical model of malaria transmission was presented with the effect of seasonal shift, due to global fluctuation in temperature, on the increase of conveyor of the infectious disease, which probably alters the region transmission potential of malaria. A deterministic compartmental model was proposed and analyzed qualitatively. Both qualitative and quantitative approaches of the model were considered. The next-generation matrix is employed to determine the basic reproduction number of the model. Equilibrium points of the model were determined and analyzed. The numerical simulation is carried out using Excel Micro Software to validate and support the qualitative results. From the analysis of the result, the optimal temperature for the transmission of malaria is between and . The result also shows that an increase in temperature due to seasonal shift gives rise to the development of parasites which consequently leads to an increase in the widespread of malaria transmission in Kampala. It is also seen from the results that an increase in temperature leads to an increase in the number of infectious human hosts and mosquitoes.

Keywords: seasonal variation, indoor residual spray, efficacy of spray, temperature-dependent model

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Authors: Amin Jamili

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Nowadays, the majority of international trade in goods is carried by sea, and especially by ships deployed in the industrial and tramp segments. This paper addresses routing the tramp ships and determining the schedules including the arrival times to the ports, berthing times at the ports, and the departure times in an operational planning level. In the operational planning level, the weather can be almost exactly forecasted, however in some routes some uncertainties may remain. In this paper, the voyaging times between some of the ports are considered to be uncertain. To that end, a two-stage stochastic mathematical model is proposed. Moreover, a case study is tested with the presented model. The computational results show that this mathematical model is promising and can represent acceptable solutions.

Keywords: routing, scheduling, tram ships, two stage stochastic model, uncertainty

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Authors: A. Zanj, F. He

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In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: multi-physical domain, conduction model, port based modeling, dynamic interaction, physical modeling

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Authors: Aicha Aggoune, Abdelkrim Bouramoul, Mohamed Khiereddine Kholladi

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Recent research shows that user profile as important element can improve heterogeneous information retrieval with its content. In this context, we present our indexing model for heterogeneous multimedia documents. This model is based on the combination of user profile to the indexing process. The general idea of our proposal is to operate the common concepts between the representation of a document and the definition of a user through his profile. These two elements will be added as additional indexing entities to enrich the heterogeneous corpus documents indexes. We have developed IRONTO domain ontology allowing annotation of documents. We will present also the developed tool validating the proposed model.

Keywords: indexing model, user profile, multimedia document, heterogeneous of sources, ontology

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Authors: Ying Shen, Weihua Zhu

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Medical images are important to help identifying different diseases, for example, Magnetic resonance imaging (MRI) can be used to investigate the brain, spinal cord, bones, joints, breasts, blood vessels, and heart. Image segmentation, in medical image analysis, is usually the first step to find out some characteristics with similar color, intensity or texture so that the diagnosis could be further carried out based on these features. This paper introduces an improved C-means model to segment the MRI images. The model is based on information entropy to evaluate the segmentation results by achieving global optimization. Several contributions are significant. Firstly, Genetic Algorithm (GA) is used for achieving global optimization in this model where fuzzy C-means clustering algorithm (FCMA) is not capable of doing that. Secondly, the information entropy after segmentation is used for measuring the effectiveness of MRI image processing. Experimental results show the outperformance of the proposed model by comparing with traditional approaches.

Keywords: magnetic resonance image (MRI), c-means model, image segmentation, information entropy

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Authors: Parul Sahu

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In recent years, seawater desalination has been emerged as a potential resource to circumvent water scarcity, especially in coastal regions. Among the various methods, thermal evaporation or distillation and membrane operations like Reverse Osmosis (RO) has been exploited at commercial scale. However, the energy cost and maintenance expenses associated with these processes remain high. In this context Freeze Desalination (FD), subjected to the availability of low cost refrigeration, offers an exciting alternative. Liquefied Natural Gas (LNG) regasification terminals provide an opportunity to utilize the refrigeration available with regasification of LNG. This work presents the conceptualization and development of a process scheme integrating the ice and hydrate based FD to the LNG regasification process. This integration overcomes the high energy demand associated with FD processes by utilizing the refrigeration associated with LNG regasification. An optimal process scheme was obtained by performing process simulation using ASPEN PLUS simulator. The results indicated the new proposed process requires only 1 kWh/m³ of energy with the utilization of maximum refrigeration. In addition, a sensitivity analysis was also performed to study the effect of various process parameters on water recovery and energy consumption for the proposed process. The results show that the energy consumption decreases by 30% with an increase in water recovery from 30% to 60%. However, due to operational limitations associated with ice and hydrate handling in seawater, the water recovery cannot be maximized but optimized. The proposed process can be potentially used to desalinate seawater in integration with LNG regasification terminal.

Keywords: freeze desalination, liquefied natural gas regasification, process simulation, refrigeration

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Authors: Wajahat Ali, Shakeel Javaid

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In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

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Authors: Mingyan Hong, Shuozhao Hou

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Collaborative Strategic Learning (CSL) teaches students to use learning strategies while working cooperatively. Student strategies include the following steps: defining the learning task and purpose; conducting ongoing negotiation of the learning materials by deciding "click" (I get it and I can teach it – green card, I get it –yellow card) or "clunk" (I don't get it – red card) at the end of each learning unit; "getting the gist" of the most important parts of the learning materials; and "wrapping up" key ideas. Find out how to help students of mixed achievement levels apply learning strategies while learning content area in materials in small groups. The design of CSL is based on social-constructivism and Vygotsky’s best-known concept of the Zone of Proximal Development (ZPD). The definition of ZPD is the distance between the actual acquisition level as decided by individual problem solution case and the level of potential acquisition level, similar to Krashen (1980)’s i+1, as decided through the problem-solution case under the facilitator’s guidance, or in group work with other more capable members (Vygotsky, 1978). Vygotsky claimed that learners’ ideal learning environment is in the ZPD. An ideal teacher or more-knowledgable-other (MKO) should be able to recognize a learner’s ZPD and facilitates them to develop beyond it. Then the MKO is able to leave the support step by step until the learner can perform the task without aid. Steven Krashen (1980) proposed Input hypothesis including i+1 hypothesis. The input hypothesis models are the application of ZPD in second language acquisition and have been widely recognized until today. Krashen (2019)’s optimal language learning environment (2019) further developed the application of ZPD and added the component of strategic group learning. The strategic group learning is composed of desirable learning materials learners are motivated to learn and desirable group members who are more capable and are therefore able to offer meaningful input to the learners. Purpose-driven Collaborative Strategic Learning Model is a strategic integration of ZPD, i+1 hypothesis model, and Optimal Language Learning Environment Model. It is purpose driven to ensure group members are motivated. It is collaborative so that an optimal learning environment where meaningful input from meaningful conversation can be generated. It is strategic because facilitators in the model strategically assign each member a meaningful and collaborative role, e.g., team leader, technician, problem solver, appraiser, offer group learning instrument so that the learning process is structured, and integrate group learning and team building making sure holistic development of each participant. Using data collected from college year one and year two students’ English courses, this presentation will demonstrate how purpose-driven collaborative strategic learning model is implemented in the second/foreign language classroom, using the qualitative data from questionnaire and interview. Particular, this presentation will show how second/foreign language learners grow from functioning with facilitator or more capable peer’s aid to performing without aid. The implication of this research is that purpose-driven collaborative strategic learning model can be used not only in language learning, but also in any subject area.

Keywords: collaborative, strategic, optimal input, second language acquisition

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Authors: A. Lashkari, H. Khalafi, H. Khazeminejad, S. Khakshourniya

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In this paper, a numerical model is presented. The model is used to analyze a steady state thermo-hydraulic and reactivity insertion transient in TRR reference cores respectively. The model predictions are compared with the experiments and PARET code results. The model uses the piecewise constant and lumped parameter methods for the coupled point kinetics and thermal-hydraulics modules respectively. The advantages of the piecewise constant method are simplicity, efficiency and accuracy. A main criterion on the applicability range of this model is that the exit coolant temperature remains below the saturation temperature, i.e. no bulk boiling occurs in the core. The calculation values of power and coolant temperature, in steady state and positive reactivity insertion scenario, are in good agreement with the experiment values. However, the model is a useful tool for the transient analysis of most research reactor encountered in practice. The main objective of this work is using simple calculation methods and benchmarking them with experimental data. This model can be used for training proposes.

Keywords: thermal-hydraulic, research reactor, reactivity insertion, numerical modeling

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Authors: Muhammet Erbay

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The phenomenon of communication that has been studied by different disciplines has social, political and economical aspects. The scope of communication has extended from a traditional content to the modern world which is under the control of mass media. Nowadays, thanks to globalization and technological facilities, many companies, public or international institutions take advantage of new communication technologies and overhaul their policies. European Union (EU) is one of the effective institutions in this sphere. It aims to harmonize the communication infrastructure and policies of member countries which have gone through the process of political unification. It is a significant problem for the unification of EU to have legal restrictions or critical differences in communication facilities among countries while technology stands at the center of economic and social life. Therefore, EU institutions place a particular importance to their communication policies. Besides, communication processes have a vital importance in creating a European public opinion in the process of political integration. Based on the evaluation above, the aim of this paper is to analyze the cohesion process of Turkey that tries to take an active role in EU communication policies and has on-going negotiations. This article does not only confine itself to the technical details of communication policies but also aims to evaluate socio-political dimension of the process. Therefore, a corporate review has been featured in the study and Turkey's compliance process in communication policies on European Union has been evaluated by the means of deduction method. Some problematic areas have been identified in compliance process on communication policies such as human rights and minority rights, whereas compliance process on communication infrastructure and technology proceeds effectively.

Keywords: communication policies, European Union, integration, Turkey

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Authors: Guilherme Gorgulho, Carlos Roberto Camello Lima

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Due to the competitive market in which companies are currently engaged, the constant changes require companies to react quickly regarding the variability of demand and process. The changes are caused by customers, or by demand fluctuations or variations of products, or the need to serve customers within agreed delivery taking into account the continuous search for quality and competitive prices in products. These changes end up influencing directly or indirectly the activities of the Planning and Production Control (PPC), which does business in strategic, tactical and operational levels of production systems. One area of concern for organizations is in the short term (operational level), because this planning stage any error or divergence will cause waste and impact on the delivery of products on time to customers. Thus, this study aims to optimize the efficiency of production scheduling, using different sequencing strategies in an automotive company. Seeking to aim the proposed objective, we used the computer simulation in conjunction with lean manufacturing to build and validate the current model, and subsequently the creation of future scenarios.

Keywords: computational simulation, lean manufacturing, production scheduling, sequencing strategies

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Authors: Ajai Singh

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Simulation of hydrological processes at the watershed outlet through modelling approach is essential for proper planning and implementation of appropriate soil conservation measures in Damodar Barakar catchment, Hazaribagh, India where soil erosion is a dominant problem. This study quantifies the parametric uncertainty involved in simulation of stream flow using Soil and Water Assessment Tool (SWAT), a watershed scale model and Radial Basis Neural Network (RBNN), an artificial neural network model. Both the models were calibrated and validated based on measured stream flow and quantification of the uncertainty in SWAT model output was assessed using ‘‘Sequential Uncertainty Fitting Algorithm’’ (SUFI-2). Though both the model predicted satisfactorily, but RBNN model performed better than SWAT with R2 and NSE values of 0.92 and 0.92 during training, and 0.71 and 0.70 during validation period, respectively. Comparison of the results of the two models also indicates a wider prediction interval for the results of the SWAT model. The values of P-factor related to each model shows that the percentage of observed stream flow values bracketed by the 95PPU in the RBNN model as 91% is higher than the P-factor in SWAT as 87%. In other words the RBNN model estimates the stream flow values more accurately and with less uncertainty. It could be stated that RBNN model based on simple input could be used for estimation of monthly stream flow, missing data, and testing the accuracy and performance of other models.

Keywords: SWAT, RBNN, SUFI 2, bootstrap technique, stream flow, simulation

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Authors: Naila Nasreen, Dianchen Lu

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This paper explores the dynamical behavior of the (2+1)-dimensional Boussinesq equation, which is a nonlinear water wave equation and is used to model wave packets in dispersive media with weak nonlinearity. This equation depicts how long wave made in shallow water propagates due to the influence of gravity. The (2+1)- dimensional Boussinesq equation combines the two-way propagation of the classical Boussinesq equation with the dependence on a second spatial variable, as that occurs in the two-dimensional Kadomstev- Petviashvili equation. This equation provides a description of head- on collision of oblique waves and it possesses some interesting properties. The governing model is discussed by the assistance of Ricatti equation mapping method, a relatively integration tool. The solutions have been extracted in different forms the solitary wave solutions as well as hyperbolic and periodic solutions. Moreover, the sensitivity analysis is demonstrated for the designed dynamical structural system’s wave profiles, where the soliton wave velocity and wave number parameters regulate the water wave singularity. In addition to being helpful for elucidating nonlinear partial differential equations, the method in use gives previously extracted solutions and extracts fresh exact solutions. Assuming the right values for the parameters, various graph in different shapes are sketched to provide information about the visual format of the earned results. This paper’s findings support the efficacy of the approach taken in enhancing nonlinear dynamical behavior. We believe this research will be of interest to a wide variety of engineers that work with engineering models. Findings show the effectiveness simplicity, and generalizability of the chosen computational approach, even when applied to complicated systems in a variety of fields, especially in ocean engineering.

Keywords: (2+1)-dimensional Boussinesq equation, solitary wave solutions, Ricatti equation mapping approach, nonlinear phenomena

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Authors: Mujde Turkkan, Nurkan Yagiz

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The vibrations, caused by the irregularities of the road surface, are to be suppressed via suspension systems. In this paper, sliding mode control for a half bus model with air suspension system is presented. The bus is modelled as five degrees of freedom (DoF) system. The mathematical model of the half bus is developed using Lagrange Equations. For time domain analysis, the bus model is assumed to travel at certain speed over the bump road. The numerical results of the analysis indicate that the sliding mode controllers can be effectively used to suppress the vibrations and to improve the ride comfort of the busses.

Keywords: active suspension system, air suspension, bus model, sliding mode control

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Authors: Pooja Rani, G. S. Mahapatra, S. K. Pandey

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In this paper, we propose a novel approach of Neural Network and Particle Swarm Optimization methods for software reliability prediction. We first explain how to apply compound function in neural network so that we can derive a Flexible Logistic (S-shaped) Growth Curve (FLGC) model. This model mathematically represents software failure as a random process and can be used to evaluate software development status during testing. To avoid trapping in local minima, we have applied Particle Swarm Optimization method to train proposed model using failure test data sets. We drive our proposed model using computational based intelligence modeling. Thus, proposed model becomes Neuro-Particle Swarm Optimization (NPSO) model. We do test result with different inertia weight to update particle and update velocity. We obtain result based on best inertia weight compare along with Personal based oriented PSO (pPSO) help to choose local best in network neighborhood. The applicability of proposed model is demonstrated through real time test data failure set. The results obtained from experiments show that the proposed model has a fairly accurate prediction capability in software reliability.

Keywords: software reliability, flexible logistic growth curve model, software cumulative failure prediction, neural network, particle swarm optimization

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Authors: Dejene Gizaw Kidane

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This study examines the impact of foreign direct investment on economic growth of Ethiopia using yearly time-series data for 1974 through 2013. Economic growth is proxies by real per capita gross domestic product and foreign direct investment proxies by the inflow of foreign direct investment. Other control variables such as gross domestic saving, trade, government consumption and inflation has been incorporated. In order to fully account for feedbacks, a vector autoregressive model is utilized. The results show that there is a stable, long-run relationship between foreign direct investment and economic growth. The variance decomposition results show that the main sources of Ethiopia economic growth variations are due largely own shocks. The pairwise Granger causality results show that there is a unidirectional causality that runs from FDI to economic growth of Ethiopia. Hence, the researcher therefore recommends that, FDI facilitate economic growth, so the government has to exert much effort in order to attract more FDI into the country.

Keywords: real per capita GDP, FDI, co-integration, VECM, Granger causality

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Authors: Yurdum Cokadar

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The United States is the country where the majority of highly skilled immigrants are hosted. Two-thirds of foreign-born migrants from Turkey - an underrepresented and understudied immigrant group in the United States - are highly skilled. Generated by the aim of filling this gap in the literature, the motivation of this research is to understand highly skilled Turkish immigrant women’s integration into the U.S. labor market, including barriers that they face and strategies they develop to rebuild their career after relocation. The in-depth interviews of 20 highly skilled Turkish women residing in the U.S. revealed that the majority of women participants are either not integrated into the labor market, occupy positions below their skill, or cannot reach the same upper segments of the labor market in the host country, arising from a range of structural and personal barriers interplaying in their career trajectories. Furthermore, many of them cannot transfer their social and cultural capital gained in their home country into the United States. The labor market participation process of these women is analyzed in the light of Bourdieu’s theory of capital and the intersectional approach of gender, class and ethnicity in order to understand the positions of highly skilled immigrant women in the host country labor market.

Keywords: deskilling, gender, class and ethnicity, highly skilled women immigrants, integration into the U.S. the labor market, labor market participation, skilled migration, theory of capital

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Authors: Halil Ibrahim Demir, Abdullah Hulusi Kokcam, Fuat Simsir, Özer Uygun

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Traditionally, three important manufacturing functions which are process planning, scheduling and due-date assignment are performed sequentially and separately. Although there are numerous works on the integration of process planning and scheduling and plenty of works focusing on scheduling with due date assignment, there are only a few works on integrated process planning, scheduling and due-date assignment. Although due-dates are determined without taking into account of weights of the customers in the literature, here weighted due-date assignment is employed to get better performance. Jobs are scheduled according to weighted earliest due date dispatching rule and due dates are determined according to some popular due date assignment methods by taking into account of the weights of each job. Simulated Annealing, Evolutionary Strategies, Random Search, hybrid of Random Search and Simulated Annealing, and hybrid of Random Search and Evolutionary Strategies, are applied as solution techniques. Three important manufacturing functions are integrated step-by-step and higher integration levels are found better. Search meta-heuristics are found to be very useful while improving performance measure.

Keywords: process planning, weighted scheduling, weighted due-date assignment, simulated annealing, evolutionary strategies, hybrid searches

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Authors: Hakan Erol, Altan Elibol, Ömer Eryılmaz, Mehmet Şimşek

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Organizations aim to manage information in a most possible effective way for sustainment and development. In doing so, they apply various procedures and methods. The very same situation is valid for each service of Armed Forces. During long-lasting endeavors such as shaping and maintaining security environment, supporting and securing peace, knowledge management is a crucial asset. Optimum Balance Model aims to promote the system from a decisive point to a higher decisive point. In this context, this paper analyses the application of optimum balance model to knowledge management in Armed Forces and tries to find answer to the question how Optimum Balance Model is integrated in knowledge management.

Keywords: optimum balance model, knowledge management, security environment, supporting peace

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Authors: Lynamata Chhun

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Human Rights enforcement in the newly independent countries like Asian and African has always been penetrating issues. In spite, the existing of the Universal Declaration of Human Rights (UDHR), regions like Africa and Asia where values and cultural norms far differ from the concept had formed their own Human Rights instruments to tackle Human Rights issues in their regions instead of embracing the concept of UDHR completely. ASEAN Human Rights Declaration is one of the examples. This paper aims to examine the enforcement of Human Rights in South East Asia in the context of ASEAN regional integration. Precisely, the author attempts to analyse the effectiveness in undertaking Human Rights issues in the region by applying both the existing international and regional frameworks using the Myanmar Rohingya Crisis as the case study. The methodology of the paper is qualitative analysis where cross-impact analysis is employed to examine the case study. It is anticipated that the main findings of this paper will illuminate how applicable the international instruments are in comparison to the regional instruments in apprehending the human rights issues and will shed light on how ASEAN and dialogue partners should cooperate in the future regarding with the challenging issues of Human Rights in the region.

Keywords: ASEAN Human Rights Declaration, ASEAN integration, ASEAN way, international and regional instruments, Universal Declaration of Human Rights

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Pikria Vardosanidze

Abstract:

This presentation entitled ”Higher Education Quality Culture – Case Study: Georgia”is concerned with an urgent and crucial issue. Located at the crossroads of Europe and Asia, Georgia is a transnational, post-soviet country. And it is conditioned the peculiarity of our education system. Higher education in Georgia has an extensive history and a challenging period of development consisting of several phases, especially noteworthy of which are 1918 and 1991, marking there storation of Georgia’s independence. Georgia joined the Bologna Process in 2005. Given its geopolitical location, Georgian culture has developed, and still pursues the path of development against the background of the Western and Eastern cultures. Furthermore, socio-politically and culturally, it represents part of Europe. It is of particular interest how post-Soviet states develop in terms of education. What is the path to the European integration for Georgia as a post-Soviet country? How developed is the higher education quality culture in Georgia? And, what should be done in the future? It is important to answer these questions. The research carried out in the field of education is characterized by a certain specificity as does the post-colonial research. The field of education contributes to the development of democratic society as well as to the European integration, the Eastern Partnership and so on. What is crucial for the educational system, apart from transparency and democratization, is the improvement of the quality of education which is one of the most powerful tools dictating the need for a doctoral research as such. As for the research method, the comparative method of research, and the qualitative research are applied.

Keywords: internationalization, higher education, policies, Georgia

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