Search results for: financial bubble detection

Authors: Riccardo Bonazzi, Michaël Poli, Abeba Nigussie Turi

Abstract:

This paper presents an applied research of a new module for the financial administration and management industry, Personalizable and Automated Checklists Integrator, Overseeing Legal Investigations (PACIOLI). It aims at designing the business model of the trust company of the future. By identifying the key stakeholders, we draw a general business process design of the industry. The business model focuses on disintermediating the traditional form of business through the new technological solutions of a software company based in Switzerland and hence creating a new interactive platform. The key stakeholders of this interactive platform are identified as IT experts, legal experts, and the New Edge Trust Company (NATC). The mechanism we design and propose has a great importance in improving the efficiency of the financial business administration and management industry, and it also helps to foster the provision of high value added services in the sector.

Keywords: new edge trust company, business model design, automated checklists, financial technology

Procedia PDF Downloads 373

Authors: Po-Hui Yang, Jing-Min Chen, Po-Yu Kuo, Chia-Chun Wu

Abstract:

This paper proposed a high resolution Vernier Delay Line (VDL) measurement circuit with coarse and fine detection mechanism, which improved the trade-off problem between high resolution and less delay cells in traditional VDL circuits. And the measuring time of proposed measurement circuit is also under the high resolution requests. At first, the testing range of input signal which proposed high resolution delay line is detected by coarse detection VDL. Moreover, the delayed input signal is transmitted to fine detection VDL for measuring value with better accuracy. This paper is implemented at 0.18μm process, operating frequency is 100 MHz, and the resolution achieved 2.0 ps with only 16-stage delay cells. The test range is 170ps wide, and 17% stages saved compare with traditional single delay line circuit.

Keywords: vernier delay line, D-type flip-flop, DFF, metastable phenomenon

Procedia PDF Downloads 597

Authors: Victoria Scarratt

Abstract:

Couples involved in age-gap relationships generally evoke negative stereotypes, opinions, and social disapproval. This research seeks to examine whether financial disparities in age-discrepant relationships cause negative attitudes in study participants. It was hypothesized that an age-gap couple (29 year difference) would receive a greater degree of societal disapproval when the couple also had a large salary gap compared to a similarly aged couple (1 year difference) with a salary gap. Additionally, there would be no significant difference between age-gap couples without a salary-gap compared to a similarly aged couple without a salary gap. To test the hypothesis, participants were given one of four scenarios regarding a couple in a romantic relationship.Then they were asked to respond to nine Likert scale questions. Results indicated that participants perceived age-gap relationships with a salary disparity to be less equitable in regard to a power imbalance between the couple and the financial and general gain that one partner will receive. A significant interaction was also detected for evoking feelings of disgust in participants and how morally correct it is for the couple to continue their relationship.

Keywords: age gap relationships, love, financial disparities, societal stigmas, relationship dynamics

Procedia PDF Downloads 115

Authors: Cristina Vatamanu, Doina Cosovan, Dragos Gavrilut, Henri Luchian

Abstract:

In the past few years, the amount of malicious software increased exponentially and, therefore, machine learning algorithms became instrumental in identifying clean and malware files through semi-automated classification. When working with very large datasets, the major challenge is to reach both a very high malware detection rate and a very low false positive rate. Another challenge is to minimize the time needed for the machine learning algorithm to do so. This paper presents a comparative study between different machine learning techniques such as linear classifiers, ensembles, decision trees or various hybrids thereof. The training dataset consists of approximately 2 million clean files and 200.000 infected files, which is a realistic quantitative mixture. The paper investigates the above mentioned methods with respect to both their performance (detection rate and false positive rate) and their practicability.

Keywords: ensembles, false positives, feature selection, one side class algorithm

Procedia PDF Downloads 292

Authors: Kung-Jen Tu

Abstract:

Many public housing properties developed by local governments in Taiwan in the 1980s have deteriorated severely as these rental apartment buildings aged. The lack of building maintainability considerations during project design phase as well as insufficient maintenance funds have made it difficult and costly for local governments to maintain and keep public housing properties in good shape. In order to assist the local governments in achieving and delivering sustainable public housing, this paper intends to present a developed design evaluation method to be used to evaluate the presented design schemes from property management and financial feasibility perspectives during project design phase of public housing projects. The design evaluation results, i.e. the property management and financial implications of presented design schemes that could occur later during the building operation and maintenance phase, will be reported to the client (the government) and design schemes revised consequently. It is proposed that the design evaluation be performed from two main perspectives: (1) Operation and property management perspective: Three criteria such as spatial appropriateness, people and vehicle circulation and control, property management working spaces are used to evaluate the ‘operation and PM effectiveness’ of a design scheme. (2) Financial feasibility perspective: Four types of financial analyses are performed to assess the long term financial feasibility of a presented design scheme, such as operational and rental income analysis, management fund analysis, regular operational and property management service expense analysis, capital expense analysis. The ongoing Chung-Li Public Housing Project developed by the Taoyuan City Government will be used as a case to demonstrate how the presented design evaluation method is implemented. The results of property management assessment as well as the annual operational and capital expenses of a proposed design scheme are presented.

Keywords: design evaluation method, management fund, operational and capital expenses, rental apartment buildings

Procedia PDF Downloads 308

Authors: Stamataki Erofili Nellie, Benardos Andreas

Abstract:

Winemaking and aging in Greece has been performed so far in special facilities, designed either as above ground or shallow underground buildings. The latter are well-known in Santorini as “canaves,” dating back to the 1700s. Canaves were mainly used for wine storage and aging, although occasionally, they included a winepress to complete there the whole wine production. On the other hand, wine caves are subterranean caves of the same use as canaves in the wine manufacturing industry, but they are excavated at a much greater depth of more than 53 meters or 175 feet. Whereas canaves or a typical wine cellar is around 10 feet deep, with is equivalent to almost 3 meters. This paper discusses the advantages and the disadvantages of creating a wine cave for the vinification of a winery in Greece and the financial investment or risk that has to be taken. The data presented and analysed are given from wineries in Greece and especially from those located in Santorini island. The estimation of the cost for the excavation of the model selected as a wine cave will be compared with the financial budget of the existing premises and facilities above ground in Greek wineries. In order to show whether it is viable for a greek winery to invest in a wine cave.

Keywords: underground space use, subterranean winery, wine cave, underground winery, greece

Procedia PDF Downloads 180

Authors: Nidhal Mgadmi, Abdelhafidh Othmani

Abstract:

This article examines the causal relationship between stock indices and cryptocurrencies during the current war between Russia and Ukraine. The econometric investigation runs from February 24, 2022, to April 12, 2023, focusing on seven stock market indices (S&P500, DAX, CAC40, Nikkei, TSX, MOEX, and PFTS) and seven cryptocurrencies (Bitcoin, Ethereum, Litcoin, Dash, Ripple, DigiByte and XEM). In this article, we try to understand how investors react to fluctuations in financial assets to seek safe havens in cryptocurrencies. We used dynamic causality to detect a possible causal relationship in the short term and seven models to estimate the long-term relationship between cryptocurrencies and financial assets. The causal relationship between financial market indexes and cryptocurrency coins in the short run indicates that three famous cryptocurrencies (BITCOIN, ETHEREUM, RIPPLE) and the two digital assets with minor popularity (XEM, Digibyte) are impacted by the German, Russian, and Ukrainian stock markets. In the long run, we found a positive and significate effect of the American, Canadian, French, and Ukrainian stock market indexes on Bitcoin. Thus, the stability of the traditional financial markets during the current war period can be explained on the one hand by investors’ fears of an unstable business climate, and on the other hand, by speculators’ sentiment towards new electronic products, which are perceived as hedging instruments and a safe haven in the face of the conflict between Ukraine and Russia.

Keywords: causality, stock indices, cryptocurrency, war, Russia, Ukraine

Procedia PDF Downloads 67

Authors: Mohammad Tarek Al Muallim, Ozhan Duzenli, Ceyhun Ilguy

Abstract:

Harbor protection systems are so important. The need for automatic protection systems has increased over the last years. Diver detection active sonar has great significance. It used to detect underwater threats such as divers and autonomous underwater vehicle. To automatically detect such threats the sonar image is processed by algorithms. These algorithms used to detect, track and classify of underwater objects. In this work, divers tracking and classification algorithm is improved be proposing a robust wake detection method. To detect objects the sonar images is normalized then segmented based on fixed threshold. Next, the centroids of the segments are found and clustered based on distance metric. Then to track the objects linear Kalman filter is applied. To reduce effect of noise and creation of false tracks, the Kalman tracker is fine tuned. The tuning is done based on our active sonar specifications. After the tracks are initialed and updated they are subjected to a filtering stage to eliminate the noisy and unstable tracks. Also to eliminate object with a speed out of the diver speed range such as buoys and fast boats. Afterwards the result tracks are subjected to a classification stage to deiced the type of the object been tracked. Here the classification stage is to deice wither if the tracked object is an open circuit diver or a close circuit diver. At the classification stage, a small area around the object is extracted and a novel wake detection method is applied. The morphological features of the object with his wake is extracted. We used support vector machine to find the best classifier. The sonar training images and the test images are collected by ARMELSAN Defense Technologies Company using the portable diver detection sonar ARAS-2023. After applying the algorithm to the test sonar data, we get fine and stable tracks of the divers. The total classification accuracy achieved with the diver type is 97%.

Keywords: harbor protection, diver detection, active sonar, wake detection, diver classification

Procedia PDF Downloads 238

Authors: Mulugeta K. Tefera, Xiaolong Yang, Jian Liu

Abstract:

Detection and tracking of moving objects are very important in many application contexts such as detection and recognition of people, visual surveillance and automatic generation of video effect and so on. However, the task of detecting a real shape of an object in motion becomes tricky due to various challenges like dynamic scene changes, presence of shadow, and illumination variations due to light switch. For such systems, once the moving object is detected, tracking is also a crucial step for those applications that used in military defense, video surveillance, human computer interaction, and medical diagnostics as well as in commercial fields such as video games. In this paper, an object presents in dynamic background is detected using adaptive mixture of Gaussian based analysis of the video sequences. Then the detected moving object is tracked using the region based moving object tracking and inter-frame differential mechanisms to address the partial overlapping and occlusion problems. Firstly, the detection algorithm effectively detects and extracts the moving object target by enhancing and post processing morphological operations. Secondly, the extracted object uses region based moving object tracking and inter-frame difference to improve the tracking speed of real-time moving objects in different video frames. Finally, the plotting method was applied to detect the moving objects effectively and describes the object’s motion being tracked. The experiment has been performed on image sequences acquired both indoor and outdoor environments and one stationary and web camera has been used.

Keywords: background modeling, Gaussian mixture model, inter-frame difference, object detection and tracking, video surveillance

Procedia PDF Downloads 477

Authors: YingWei Tan, XueFeng Ding

Abstract:

Attention-based voice activity detection models have gained significant attention in recent years due to their fast training speed and ability to capture a wide contextual range. The inclusion of multi-head style and position embedding in the attention architecture are crucial. Having multiple attention heads allows for differential focus on different parts of the sequence, while position embedding provides guidance for modeling dependencies between elements at various positions in the input sequence. In this work, we propose an approach by considering each head as a node, enabling the application of graph neural networks (GNN) to identify correlations among the different nodes. In addition, we adopt an implementation named rotary position embedding (RoPE), which encodes absolute positional information into the input sequence by a rotation matrix, and naturally incorporates explicit relative position information into a self-attention module. We evaluate the effectiveness of our method on a synthetic dataset, and the results demonstrate its superiority over the baseline CRNN in scenarios with low signal-to-noise ratio and noise, while also exhibiting robustness across different noise types. In summary, our proposed framework effectively combines the strengths of CNN and RNN (LSTM), and further enhances detection performance through the integration of graph neural networks and rotary position embedding.

Keywords: voice activity detection, CRNN, graph neural networks, rotary position embedding

Procedia PDF Downloads 72

Authors: Wale Agbaje

Abstract:

The aim of this research study is to assess the impact of financial statement fraud on profitability of some selected Nigerian manufacturing firms covering (2002-2016). The specific objectives focused on to ascertain the effect of incorrect asset valuation on return on assets (ROA) and to ascertain the relationship between improper expense recognition and return on assets (ROA). To achieve these objectives, descriptive research design was used for the study while secondary data were collected from the financial reports of the selected firms and website of security and exchange commission. The analysis of covariance (ANCOVA) was used and STATA II econometric method was used in the analysis of the data. Altman model and operating expenses ratio was adopted in the analysis of the financial reports to create a dummy variable for the selected firms from 2002-2016 and validation of the parameters were ascertained using various statistical techniques such as t-test, co-efficient of determination (R2), F-statistics and Wald chi-square. Two hypotheses were formulated and tested using the t-statistics at 5% level of significance. The findings of the analysis revealed that there is a significant relationship between financial statement fraud and profitability in Nigerian manufacturing industry. It was revealed that incorrect assets valuation has a significant positive relationship and so also is the improper expense recognition on return on assets (ROA) which serves as a proxy for profitability. The implication of this is that distortion of asset valuation and expense recognition leads to decreasing profit in the long run in the manufacturing industry. The study therefore recommended that pragmatic policy options need to be taken in the manufacturing industry to effectively manage incorrect asset valuation and improper expense recognition in order to enhance manufacturing industry performance in the country and also stemming of financial statement fraud should be adequately inculcated into the internal control system of manufacturing firms for the effective running of the manufacturing industry in Nigeria.

Keywords: Althman's Model, improper expense recognition, incorrect asset valuation, return on assets

Procedia PDF Downloads 161

Authors: Raphael Tuor, Denis Lalanne

Abstract:

The ATM research community is missing suitable tools to design, test, and validate new UI prototypes. Important stakes underline the implementation of both DSS and XAI methods into current systems. ML-based DSS are gaining in relevance as ATFM becomes increasingly complex. However, these systems only prove useful if a human can understand them, and thus new XAI methods are needed. The human-machine dyad should work as a team and should understand each other. We present xSky, a configurable benchmark tool that allows us to compare different versions of an ATC interface in conflict detection tasks. Our main contributions to the ATC research community are (1) a conflict detection task simulator (xSky) that allows to test the applicability of visual prototypes on scenarios of varying difficulty and outputting relevant operational metrics (2) a theoretical approach to the explanations of AI-driven trajectory predictions. xSky addresses several issues that were identified within available research tools. Researchers can configure the dimensions affecting scenario difficulty with a simple CSV file. Both the content and appearance of the XAI elements can be customized in a few steps. As a proof-of-concept, we implemented an XAI prototype inspired by the maritime field.

Keywords: air traffic control, air traffic simulation, conflict detection, explainable artificial intelligence, explainability, human-automation collaboration, human factors, information visualization, interpretability, trajectory prediction

Procedia PDF Downloads 160

Authors: Michael Leontiev, Danil Zhilikov, Dmitry Lobanov, Lenar Klimov, Vyacheslav Chertan, Daniel Bobrov, Vladislav Maslov, Vasilii Vologdin, Ksenia Balabaeva

Abstract:

Pharmaceutical manufacturing is a complex process, where each stage requires a high level of safety and sterility. Personal Protective Equipment (PPE) is used for this purpose. Despite all the measures of control, the human factor (improper PPE wearing) causes numerous losses to human health and material property. This research proposes a solid computer vision system for ensuring safety in pharmaceutical laboratories. For this, we have tested a wide range of state-of-the-art object detection methods. Composing previously obtained results in this sphere with our own approach to this problem, we have reached a high accuracy ([email protected]) ranging from 0.77 up to 0.98 in detecting all the elements of a common set of PPE used in pharmaceutical laboratories. Our system is a step towards safe medicine production.

Keywords: sterility and safety in pharmaceutical development, personal protective equipment, computer vision, object detection, monitoring in pharmaceutical development, PPE

Procedia PDF Downloads 87

Authors: Ramin Shadani

Abstract:

This study introduces adaptive performance as a key organizational performance dimension and explores the relationship between the dimensions of a learning organization and adaptive performance. A survey was therefore conducted using the dimensions of the Learning Organization Questionnaire (DLOQ), followed by factor analysis and structural equation modeling in order to investigate the dynamics between learning organization practices and adaptive performance. Results confirm that adaptive performance is indeed one important dimension of organizational performance. The study also shows that perceived knowledge and adaptive performance mediate the positive relationship between the practices of a learning organization with perceived financial performance. We extend existing DLOQ research by demonstrating that adaptive performance, as a nonfinancial organizational learning outcome, has a significant impact on financial performance. Our study also provides additional validation of the measures of DLOQ's performance. Indeed, organizations need to take a glance at how the activities of learning and development can provide better overall improvement in performance, especially in enhancing adaptive capability. The study has provided requisite empirical support that activities of learning and development within organizations allow much-improved intangible performance outcomes, especially through adaptive performance.

Keywords: adaptive performance, continuous learning, financial performance, leadership style, organizational learning, organizational performance

Procedia PDF Downloads 30

Authors: Hussein Alahmer, Amr Ahmed

Abstract:

Liver cancer is one of the common diseases that cause the death. Early detection is important to diagnose and reduce the incidence of death. Improvements in medical imaging and image processing techniques have significantly enhanced interpretation of medical images. Computer-Aided Diagnosis (CAD) systems based on these techniques play a vital role in the early detection of liver disease and hence reduce liver cancer death rate.  This paper presents an automated CAD system consists of three stages; firstly, automatic liver segmentation and lesion’s detection. Secondly, extracting features. Finally, classifying liver lesions into benign and malignant by using the novel contrasting feature-difference approach. Several types of intensity, texture features are extracted from both; the lesion area and its surrounding normal liver tissue. The difference between the features of both areas is then used as the new lesion descriptors. Machine learning classifiers are then trained on the new descriptors to automatically classify liver lesions into benign or malignant. The experimental results show promising improvements. Moreover, the proposed approach can overcome the problems of varying ranges of intensity and textures between patients, demographics, and imaging devices and settings.

Keywords: CAD system, difference of feature, fuzzy c means, lesion detection, liver segmentation

Procedia PDF Downloads 326

Authors: Ankit Kamboj, Shikha Talwar, Nilesh Powar

Abstract:

To successfully deliver our products in the market, the employees need to be in a safe environment, especially in an industrial and manufacturing environment. The consequences of delinquency in wearing safety glasses while working in industrial plants could be high risk to employees, hence the need to develop a real-time automatic detection system which detects the persons (violators) not wearing safety glasses. In this study a convolutional neural network (CNN) algorithm called faster region based CNN (Faster RCNN) with rotated bounding box has been used for detecting safety glasses on persons; the algorithm has an advantage of detecting safety glasses with different orientation angles on the persons. The proposed method of rotational bounding boxes with a convolutional neural network first detects a person from the images, and then the method detects whether the person is wearing safety glasses or not. The video data is captured at the entrance of restricted zones of the industrial environment (manufacturing plant), which is further converted into images at 2 frames per second. In the first step, the CNN with pre-trained weights on COCO dataset is used for person detection where the detections are cropped as images. Then the safety goggles are labelled on the cropped images using the image labelling tool called roLabelImg, which is used to annotate the ground truth values of rotated objects more accurately, and the annotations obtained are further modified to depict four coordinates of the rectangular bounding box. Next, the faster RCNN with rotated bounding box is used to detect safety goggles, which is then compared with traditional bounding box faster RCNN in terms of detection accuracy (average precision), which shows the effectiveness of the proposed method for detection of rotatory objects. The deep learning benchmarking is done on a Dell workstation with a 16GB Nvidia GPU.

Keywords: CNN, deep learning, faster RCNN, roLabelImg rotated bounding box, safety goggle detection

Procedia PDF Downloads 130

Authors: Fouzi Harrou, Ying Sun, Sofiane Khadraoui

Abstract:

Anomaly detection based on Principal Component Analysis (PCA) was studied intensively and largely applied to multivariate processes with highly cross-correlated process variables. Monitoring metrics such as the Hotelling's T2 and the Q statistics are usually used in PCA-based monitoring to elucidate the pattern variations in the principal and residual subspaces, respectively. However, these metrics are ill suited to detect small faults. In this paper, the Exponentially Weighted Moving Average (EWMA) based on the Q and T statistics, T2-EWMA and Q-EWMA, were developed for detecting faults in the process mean. The performance of the proposed methods was compared with that of the conventional PCA-based fault detection method using synthetic data. The results clearly show the benefit and the effectiveness of the proposed methods over the conventional PCA method, especially for detecting small faults in highly correlated multivariate data.

Keywords: data-driven method, process control, anomaly detection, dimensionality reduction

Procedia PDF Downloads 299

Authors: Zidane Abderrezzaq

Abstract:

In contrast to recent successful developments in macro monetary policies, the modelling, measurement and management of systemic financial stability has remained problematical. Indeed, the focus of most effort has been on improving individual, rather than systemic, bank risk management; the Basel II objective has been to bring regulatory bank capital into line with the (sophisticated) banks’ assessment of their own economic capital. Even at the individual bank level there are concerns over appropriate diversification allowances, differing objectives of banks and regulators, the need for a buffer over regulatory minima, and the distinction between expected and unexpected losses (EL and UL). At the systemic level the quite complex and prescriptive content of Basel II raises dangers of ‘endogenous risk’ and procyclicality. Simulations suggest that this latter could be a serious problem. In an extension to the main analysis we study how liquidity effects interact with banking structure to produce a greater chance of systemic breakdown. We finally consider how the risk of contagion might depend on the degree of asymmetry (tiering) inherent in the structure of the banking system. A number of our results have important implications for public policy, which this paper also draws out.

Keywords: systemic stability, financial regulation, credit risk, systemic risk

Procedia PDF Downloads 381

Authors: Luís Miguel Cabeça Marques, Alberto Manuel Martinho Vale, José Pedro Miragaia Trancoso Vaz, Ana Sofia Baptista Fernandes, Rui Alexandre de Barros Coito, Tiago Miguel Prates da Costa

Abstract:

The detection and localization of hidden radioactive sources are of significant importance in countering the illicit traffic of Special Nuclear Materials and other radioactive sources and materials. Radiation portal monitors are commonly used at airports, seaports, and international land borders for inspecting cargo and vehicles. However, these equipment can be expensive and are not available at all checkpoints. Consequently, the localization of SNM and other radioactive sources often relies on handheld equipment, which can be time-consuming. The current study presents the advantages of real-time analysis of gamma-ray count rate data from a mobile radiation detection system based on simulated data and field tests. The incorporation of profit functions and decision criteria to optimize the detection system's path significantly enhances the radiation field information and reduces survey time during cargo inspection. For source position estimation, a maximum likelihood estimation algorithm is employed, and confidence intervals are derived using the Fisher information. The study also explores the impact of uncertainties, baselines, and thresholds on the performance of the profit function. The proposed detection system, utilizing a plastic scintillator with silicon photomultiplier sensors, boasts several benefits, including cost-effectiveness, high geometric efficiency, compactness, and lightweight design. This versatility allows for seamless integration into any mobile platform, be it air, land, maritime, or hybrid, and it can also serve as a handheld device. Furthermore, integration of the detection system into drones, particularly multirotors, and its affordability enable the automation of source search and substantial reduction in survey time, particularly when deploying a fleet of drones. While the primary focus is on inspecting maritime container cargo, the methodologies explored in this research can be applied to the inspection of other infrastructures, such as nuclear facilities or vehicles.

Keywords: plastic scintillators, profit functions, path planning, gamma-ray detection, source localization, mobile radiation detection system, security scenario

Procedia PDF Downloads 116

Authors: Jeewan Rai, Kinzang, Yeshi Jigme Choden

Abstract:

Accumulation of dust on solar panels impacts the overall efficiency and the amount of energy they produce. While various techniques exist for detecting dust to schedule cleaning, many of these methods use MATLAB image processing tools and other licensed software, which can be financially burdensome. This study will investigate the efficiency of a free open-source computer vision library using the YOLO algorithm. The proposed approach has been tested on images of solar panels with varying dust levels through an experiment setup. The experimental findings illustrated the effectiveness of using the YOLO-based image classification method and the overall dust detection approach with an accuracy of 90% in distinguishing between clean and dusty panels. This open-source solution provides a cost effective and accessible alternative to commercial image processing tools, offering solutions for optimizing solar panel maintenance and enhancing energy production.

Keywords: YOLO, openCV, dust detection, solar panels, computer vision, image processing

Procedia PDF Downloads 33

Authors: Alimshan Faizulayev, Eralp Bektas, Abdul Ghafar Ismail, Bezhan Rustamov

Abstract:

This paper performs empirical analysis on determinants of profitability in Islamic and Conventional Banks. The main focus of this study is to evaluate and measure of financial performance of Islamic banking firms operating in Egypt, Iran, Malaysia, Pakistan, Turkey, UAE in contrast to Conventional ones in those countries. To evaluate empirically performance of the banks, various financial ratios are employed. We measure performance in terms of liquidity, profitability, solvency, and efficiency. In this work, t-test, F-test, and OLS analysis are used to make hypothesis tests. Our findings reveal that there are similarities and differences in profitability determinants of Islamic and Conventional banking firms. The cost to revenue ratio has inverse relationship with profitability indicators in both banking systems. However, there are differences in financial performances between Conventional Banks and Islamic banks which are found in overall picture of all banks in terms of net income margin.

Keywords: Islamic banking, conventional banking, GDP growth, emerging market economies

Procedia PDF Downloads 398

Authors: Arnab Hazra

Abstract:

Breath analysis is a quick, noninvasive and inexpensive technique for disease diagnosis can be used on people of all ages without any risk. Only a limited number of volatile organic compounds (VOCs) can be associated with the occurrence of specific diseases. These VOCs can be considered as disease markers or breath markers. Selective detection with specific concentration of breath marker in exhaled human breath is required to detect a particular disease. For example, acetone (C₃H₆O), ethanol (C₂H₅OH), ethane (C₂H₆) etc. are the breath markers and abnormal concentrations of these VOCs in exhaled human breath indicates the diseases like diabetes mellitus, renal failure, breast cancer respectively. Nanomaterial-based vapor sensors are inexpensive, small and potential candidate for the detection of breath markers. In practical measurement, selectivity is the most crucial issue where trace detection of breath marker is needed to identify accurately in the presence of several interfering vapors and gases. Current article concerns a novel technique for selective and lower ppb level detection of breath markers at very low temperature based on TiO₂ nanotube array based vapor sensor devices. Highly ordered and oriented TiO₂ nanotube array was synthesized by electrochemical anodization of high purity tatinium (Ti) foil. 0.5 wt% NH₄F, ethylene glycol and 10 vol% H₂O was used as the electrolyte and anodization was carried out for 90 min with 40 V DC potential. Au/TiO₂ Nanotube/Ti, sandwich type sensor device was fabricated for the selective detection of VOCs in low concentration range. Initially, sensor was characterized where resistive and capacitive change of the sensor was recorded within the valid concentration range for individual breath markers (or organic vapors). Sensor resistance was decreased and sensor capacitance was increased with the increase of vapor concentration. Now, the ratio of resistive slope (mR) and capacitive slope (mC) provided a concentration independent constant term (M) for a particular vapor. For the detection of unknown vapor, ratio of resistive change and capacitive change at any concentration was same to the previously calculated constant term (M). After successful identification of the target vapor, concentration was calculated from the straight line behavior of resistance as a function of concentration. Current technique is suitable for the detection of particular vapor from a mixture of other interfering vapors.

Keywords: breath marker, vapor sensors, selective detection, TiO₂ nanotube array

Procedia PDF Downloads 155

Authors: Abdoulaye Diop, Nahid Emad, Thierry Winter, Mohamed Hilia

Abstract:

Data assets protection is a crucial issue in the cybersecurity field. Companies use logical access control tools to vault their information assets and protect them against external threats, but they lack solutions to counter insider threats. Nowadays, insider threats are the most significant concern of security analysts. They are mainly individuals with legitimate access to companies information systems, which use their rights with malicious intents. In several fields, behavior anomaly detection is the method used by cyber specialists to counter the threats of user malicious activities effectively. In this paper, we present the step toward the construction of a user and entity behavior analysis framework by proposing a behavior anomaly detection model. This model combines machine learning classification techniques and graph-based methods, relying on linear algebra and parallel computing techniques. We show the utility of an ensemble learning approach in this context. We present some detection methods tests results on an representative access control dataset. The use of some explored classifiers gives results up to 99% of accuracy.

Keywords: cybersecurity, data protection, access control, insider threat, user behavior analysis, ensemble learning, high performance computing

Procedia PDF Downloads 128

Authors: H. Florianová, J. Nešleha

Abstract:

Financial derivatives are considered to be risky investment instruments which could possibly bring another financial crisis. As prevention, European Union and its member states have released new legal acts adjusting this area of law in recent years. There have been several cases in history of capital markets worldwide where it was shown that legislature may affect behavior of subjects on capital markets. In our paper we analyze main events on selected European stock exchanges in order to apply them on three chosen markets - Czech capital market represented by Prague Stock Exchange, German capital market represented by Deutsche Börse and Polish capital market represented by Warsaw Stock Exchange. We follow time series of development of the sum of listed derivatives on these three stock exchanges in order to evaluate popularity of those exchanges. Afterwards we compare newly listed derivatives in relation to the speed of development of these exchanges. We also make a comparison between trends in derivatives and shares development. We explain how a legal regulation may affect situation on capital markets. If the regulation is too strict, potential investors or traders are not willing to undertake it and move to other markets. On the other hand, if the regulation is too vague, trading scandals occur and the market is not reliable from the prospect of potential investors or issuers. We see that making the regulation stricter usually discourages subjects to stay on the market immediately although making the regulation vaguer to interest more subjects is usually much slower process.

Keywords: capital markets, financial derivatives, investors' behavior, regulation

Procedia PDF Downloads 270

Authors: Shahrokh Barati, Reza Ramezani

Abstract:

Due to the countries growing attention to the renewable energy producing, the demand for energy from renewable energy has gone up among the renewable energy sources; wind energy is the fastest growth in recent years. In this regard, in order to increase the availability of wind turbines, using of Fault Detection and Isolation (FDI) system is necessary. Wind turbines include of various faults such as sensors fault, actuator faults, network connection fault, mechanical faults and faults in the generator subsystem. Although, sensors and actuators have a large number of faults in wind turbine but have discussed fewer in the literature. Therefore, in this work, we focus our attention to design a sensor and actuator fault detection and isolation algorithm and Fault-tolerant control systems (FTCS) for Wind Turbine. The aim of this research is to propose a comprehensive fault detection and isolation system for sensors and actuators of wind turbine based on data-driven approaches. To achieve this goal, the features of measurable signals in real wind turbine extract in any condition. The next step is the feature selection among the extract in any condition. The next step is the feature selection among the extracted features. Features are selected that led to maximum separation networks that implemented in parallel and results of classifiers fused together. In order to maximize the reliability of decision on fault, the property of fault repeatability is used.

Keywords: FDI, wind turbines, sensors and actuators faults, renewable energy

Procedia PDF Downloads 400

Authors: Rikson Gultom

Abstract:

Hate Speech and Abusive language on social media is difficult to detect, usually, it is detected after it becomes viral in cyberspace, of course, it is too late for prevention. An early detection system that has a fairly good accuracy is needed so that it can reduce conflicts that occur in society caused by postings on social media that attack individuals, groups, and governments in Indonesia. The purpose of this study is to find an early detection model on Twitter social media using machine learning that has high accuracy from several machine learning methods studied. In this study, the support vector machine (SVM), Naïve Bayes (NB), and Random Forest Decision Tree (RFDT) methods were compared with the Support Vector machine with genetic algorithm (SVM-GA), Nave Bayes with genetic algorithm (NB-GA), and Random Forest Decision Tree with Genetic Algorithm (RFDT-GA). The study produced a comparison table for the accuracy of the hate speech and abusive language detection model, and presented it in the form of a graph of the accuracy of the six algorithms developed based on the Indonesian-language Twitter dataset, and concluded the best model with the highest accuracy.

Keywords: abusive language, hate speech, machine learning, optimization, social media

Procedia PDF Downloads 128

Authors: Abhishek Ranga

Abstract:

The study examined the effect of accounting choice and level of disclosure on the firm’s implied cost of equity in Indian environment. For the study accounting choice was classified as aggressive or conservative depending upon the firm’s choice of accounting methods, accounting policies and accounting estimates. Level of disclosure is the quantum of financial and non-financial information disclosed in firm’s annual report, essentially in note to accounts section, schedules forming part of financial statements and Management Discussion and Analysis report. Regression models were developed with cost of equity as a dependent variable and accounting choice, level of disclosure as an independent variable along with selected control variables. Cost of equity was measured using Edward-Bell-Ohlson (EBO) valuation model, to measure accounting choice Modified-Jones-Model (MJM) was used and level of disclosure was measured using a disclosure index essentially drawn from Botosan study. Results indicated a negative association between the implied cost of equity and conservative accounting choice and also between level of disclosure and cost of equity.

Keywords: aggressive accounting choice, conservative accounting choice, disclosure, implied cost of equity

Procedia PDF Downloads 462

Authors: M. Mansouri, P. Jaklitsch, E. Teiniker

Abstract:

SQL injection on web applications is a very popular kind of attack. There are mechanisms such as intrusion detection systems in order to detect this attack. These strategies often rely on techniques implemented at high layers of the application but do not consider the low level of system calls. The problem of only considering the high level perspective is that an attacker can circumvent the detection tools using certain techniques such as URL encoding. One technique currently used for detecting low-level attacks on privileged processes is the tracing of system calls. System calls act as a single gate to the Operating System (OS) kernel; they allow catching the critical data at an appropriate level of detail. Our basic assumption is that any type of application, be it a system service, utility program or Web application, “speaks” the language of system calls when having a conversation with the OS kernel. At this level we can see the actual attack while it is happening. We conduct an experiment in order to demonstrate the suitability of system call analysis for detecting SQL injection. We are able to detect the attack. Therefore we conclude that system calls are not only powerful in detecting low-level attacks but that they also enable us to detect high-level attacks such as SQL injection.

Keywords: Linux system calls, web attack detection, interception, SQL

Procedia PDF Downloads 359

Authors: Bikash Ranjan Mishra, Lopamudra D. Satpathy

Abstract:

In the wake of the phenomenal surge in international business in the last decades or more, both the developed and developing economies around the world are in massive competition to attract more and more FDI flows. While the developed countries have marched ahead in the race, the developing countries, especially those of Asian economies, have followed them at a rapid pace. While most of the previous studies have analysed the role of institutional quality in the promotion of FDI flows in developing countries, very few studies have taken an integrated approach of examining the comprehensive impact of institutional quality, globalization pattern and domestic financial development on FDI flows. In this context, the paper contributes to the literature in two important ways. Firstly, two composite indices of institutional quality and domestic financial development for the Asian countries are constructed in comparison to earlier studies that resort to a single variable for indicating the institutional quality and domestic financial development. Secondly, the impact of these variables on FDI flows through their interaction with geographical region is investigated. The study uses panel data covering the time period of 1996 to 2012 by selecting twenty Asian developing countries by emphasizing the quality of institutions from the geographical regions of eastern, south-eastern, southern and western Asia. Control of corruption, better rule of law, regulatory quality, effectiveness of the government, political stability and voice and accountability are used as indicators of institutional quality. Besides these, the study takes into account the domestic credits in the hands of public, private sectors and in stock markets as domestic financial indicators. First in the specification of model, a factor analysis is performed to reduce the vast determinants, which are highly correlated with each other, to a manageable size. Afterwards, a reduced version of the model is estimated with the extracted factors in the form of index as independent variables along with a set of control variables. It is found that the institutional quality index and index of globalization exert a significant effect on FDI inflows of the host countries; in contrast, the domestic financial index does not seem to play much worthy role. Finally, some robustness tests are performed to make sure that the results are not sensitive to temporal and spatial unobserved heterogeneity. On the basis of the above study, one general inference can be drawn from the policy prescription point of view that the government of these developing countries should strengthen their domestic institution, both financial and non-financial. In addition to these, welfare policies should also target for rapid globalization. If the financial and non-financial institutions of these developing countries become sound and grow more globalized in the economic, social and political domain, then they can appeal to more amounts of FDI inflows that will subsequently result in advancement of these economies.

Keywords: Asian developing economies, FDI, institutional quality, panel data

Procedia PDF Downloads 314

Authors: Gong Zhilin, Jing Yang, Jian Yin

Abstract:

The purpose of this paper is to develop a novel system for credit card fraud detection based on sequential modeling of data using hybrid deep learning models. The projected model encapsulates five major phases are pre-processing, imbalance-data handling, feature extraction, optimal feature selection, and fraud detection with an ensemble classifier. The collected raw data (input) is pre-processed to enhance the quality of the data through alleviation of the missing data, noisy data as well as null values. The pre-processed data are class imbalanced in nature, and therefore they are handled effectively with the K-means clustering-based SMOTE model. From the balanced class data, the most relevant features like improved Principal Component Analysis (PCA), statistical features (mean, median, standard deviation) and higher-order statistical features (skewness and kurtosis). Among the extracted features, the most optimal features are selected with the Self-improved Arithmetic Optimization Algorithm (SI-AOA). This SI-AOA model is the conceptual improvement of the standard Arithmetic Optimization Algorithm. The deep learning models like Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and optimized Quantum Deep Neural Network (QDNN). The LSTM and CNN are trained with the extracted optimal features. The outcomes from LSTM and CNN will enter as input to optimized QDNN that provides the final detection outcome. Since the QDNN is the ultimate detector, its weight function is fine-tuned with the Self-improved Arithmetic Optimization Algorithm (SI-AOA).

Keywords: credit card, data mining, fraud detection, money transactions

Procedia PDF Downloads 131