Search results for: Engle and Granger casualty test
9200 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan
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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk
Procedia PDF Downloads 999199 Highway Casualty Rate in Nigeria: Implication for Human Capital Development
Authors: Ali Maji
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Highway development is an important factor for economic growth and development in both developed and developing countries. In Nigeria about two-third of transportation of goods and persons are done through highway network. It was this that made highway investment to enjoy position of relative high priority on the list of government expenditure programmes in Nigeria today. The paper noted that despite expansion of public investment in highway construction and maintenance of them, road traffic accident is increasing rate. This has acted as a drain of human capital which is a key to economic growth and development in Nigeria. In order to avoid this, the paper recommend introduction of Highway Safety Education (HSE) in Nigerian’s education system and investment in train transportation among other as a sure measure for curtailing highway accident.Keywords: accident rate, high way development, human capital, national development
Procedia PDF Downloads 2889198 Investigating the Effects of Data Transformations on a Bi-Dimensional Chi-Square Test
Authors: Alexandru George Vaduva, Adriana Vlad, Bogdan Badea
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In this research, we conduct a Monte Carlo analysis on a two-dimensional χ2 test, which is used to determine the minimum distance required for independent sampling in the context of chaotic signals. We investigate the impact of transforming initial data sets from any probability distribution to new signals with a uniform distribution using the Spearman rank correlation on the χ2 test. This transformation removes the randomness of the data pairs, and as a result, the observed distribution of χ2 test values differs from the expected distribution. We propose a solution to this problem and evaluate it using another chaotic signal.Keywords: chaotic signals, logistic map, Pearson’s test, Chi Square test, bivariate distribution, statistical independence
Procedia PDF Downloads 999197 Impact of Macroeconomic Variables on Indian Mutual Funds: A Time Series Analysis
Authors: Sonali Agarwal
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The investor perception about investment avenues is affected to a great degree by the current happenings, within the country, and on the global stage. The influencing events can range from government policies, bilateral trade agreements, election agendas, to changing exchange rates, appreciation and depreciation of currency, recessions, meltdowns, bankruptcies etc. The current research attempts to discover and unravel the effect of various macroeconomic variables (crude oil price, gold price, silver price and USD exchange rate) on the Indian mutual fund industry in general and the chosen funds (Axis Gold Fund, BSL Gold Fund, Kotak Gold Fund & SBI gold fund) in particular. Cointegration tests and Vector error correction equations prove that the chosen variables have strong effect on the NAVs (net asset values) of the mutual funds. However, the greatest influence is felt from the fund’s own past and current information and it is found that when an innovation of fund’s own lagged NAVs is given, variance caused is high that changes the current NAVs markedly. The study helps to highlight the interplay of macroeconomic variables and their repercussion on mutual fund industry.Keywords: cointegration, Granger causality, impulse response, macroeconomic variables, mutual funds, stationarity, unit root test, variance decomposition, VECM
Procedia PDF Downloads 2459196 An Analysis of Non-Elliptic Curve Based Primality Tests
Authors: William Wong, Zakaria Alomari, Hon Ching Lai, Zhida Li
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Modern-day information security depends on implementing Diffie-Hellman, which requires the generation of prime numbers. Because the number of primes is infinite, it is impractical to store prime numbers for use, and therefore, primality tests are indispensable in modern-day information security. A primality test is a test to determine whether a number is prime or composite. There are two types of primality tests, which are deterministic tests and probabilistic tests. Deterministic tests are adopting algorithms that provide a definite answer whether a given number is prime or composite. While in probabilistic tests, a probabilistic result would be provided, there is a degree of uncertainty. In this paper, we review three probabilistic tests: the Fermat Primality Test, the Miller-Rabin Test, and the Baillie-PSW Test, as well as one deterministic test, the Agrawal-Kayal-Saxena (AKS) Test. Furthermore, we do an analysis of these tests. All of the reviews discussed are not based on the Elliptic Curve. The analysis demonstrates that, in the majority of real-world scenarios, the Baillie- PSW test’s favorability stems from its typical operational complexity of O(log 3n) and its capacity to deliver accurate results for numbers below 2^64.Keywords: primality tests, Fermat’s primality test, Miller-Rabin primality test, Baillie-PSW primality test, AKS primality test
Procedia PDF Downloads 919195 The Analysis of Differential Item and Test Functioning between Sexes by Studying on the Scholastic Aptitude Test 2013
Authors: Panwasn Mahalawalert
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The purposes of this research were analyzed differential item functioning and differential test functioning of SWUSAT aptitude test classification by sex variable. The data used in this research is the secondary data from Srinakharinwirot University Scholastic Aptitude Test 2013 (SWUSAT). SWUSAT test consists of four subjects. There are verbal ability test, number ability test, reasoning ability test and spatial ability test. The data analysis was analyzed in 2 steps. The first step was analyzing descriptive statistics. In the second step were analyzed differential item functioning (DIF) and differential test functioning (DTF) by using the DIFAS program. The research results were as follows: The results of DIF and DTF analysis for all 10 tests in year 2013. Gender was the characteristic that found DIF all 10 tests. The percentage of item number that found DIF is between 6.67% - 60%. There are 5 tests that most of items favors female group and 2 tests that most of items favors male group. There are 3 tests that the number of items favors female group equal favors male group. For Differential test functioning (DTF), there are 8 tests that have small level.Keywords: aptitude test, differential item functioning, differential test functioning, educational measurement
Procedia PDF Downloads 4159194 Green Bonds as a Financing Mechanism for Energy Transition in Emerging Markets: The Case of Morocco
Authors: Abdelhamid Nechad, Ahmed Maghni, Khaoula Zahir
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Energy transition is one of Morocco's key sustainable development issues and is at the heart of the 2030 National Sustainable Development Strategy. On the one hand, it reflects the Moroccan government's determination to reduce the negative impact of energy consumption on the environment, and on the other, its determination to rely essentially on renewable energies to meet its energy needs. With this in mind, several tools are being implemented, including green bonds designed to finance projects with a high environmental or climate impact. Thus, since 2015, several green bonds have been issued for a cumulative total of $0.4 Billion . This article aims to examine the impact of green bonds on Morocco's energy transition. Through the Granger causality and cointegration test, this article examines the existence of a short- and long-term causal relationship between green bond issuance and investment in renewable energy projects on the one hand, and between green bond issuance and CO₂ emission reductions on the other. The results suggest that there is no short-term causal relationship between green bond issuance and renewable energy investments on one hand and CO₂ emissions reduction on the other hand. However, in the long run, there is a relationship between green bond issuance and CO₂ emissions reduction in Morocco.Keywords: climate impact, CO₂ emissions, energy transition, green bonds, Morocco
Procedia PDF Downloads 259193 An Investigation of Differential Item and Test Functioning of Scholastic Aptitude Test 2011 (SWUSAT 2011)
Authors: Ruangdech Sirikit
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The purposes of this study were analyzed differential item functioning and differential test functioning of SWUSAT aptitude test classification by sex variable. The data used in this research is the secondary data from Srinakharinwirot University Scholastic Aptitude Test 2011 (SWUSAT 2011) SWUSAT test consists of four subjects. There are verbal ability test, number ability test, reasoning ability test and spatial ability test. The data analysis was carried out in 2 steps. The first step was analyzing descriptive statistics. In the second step were analyzed differential item functioning (DIF) and differential test functioning (DTF) by using the DIFAS program. The research results were as follows: The results of data analysis for all 10 tests in year 2011. Sex was the characteristic that found DIF all 10 tests. The percentage of item number that found DIF was between 10% - 46.67%. There are 4 tests that most of items favors female group. There are 3 tests that most of items favors male group and there are 3 tests that the number of items favors female group equal favors male group. For Differential test functioning (DTF), there are 8 tests that have small DIF effect variance.Keywords: differential item functioning, differential test functioning, SWUSAT, aptitude test
Procedia PDF Downloads 6129192 Wally Feelings Test: Validity and Reliability Study
Authors: Gökhan Kayili, Ramazan Ari
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In this research, it is aimed to be adapted Wally Feelings Test to Turkish children and performed the reliability and validity analysis of the test. The sampling of the research was composed of three to five year-old 699 Turkish preschoolers who are attending official and private nursery school. The schools selected with simple random sampling method by considering different socio economic conditions and different central district in Konya. In order to determine reliability of Wally Feelings Test, internal consistency coefficients (KR-20), split-half reliability and test- retest reliability analysis have been performed. During validation process construct validity, content/scope validity and concurrent/criterion validity were used. When validity and reliability of the test examined, it is seen that Wally Feelings Test is a valid and reliable instrument to evaluate three to five year old Turkish children’s understanding feeling skills.Keywords: reliability, validity, wally feelings test, social sciences
Procedia PDF Downloads 5409191 Examining the Relationship between Chi-Square Test Statistics and Skewness of Weibull Distribution: Simulation Study
Authors: Rafida M. Elobaid
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Most of the literature on goodness-of-fit test try to provide a theoretical basis for studying empirical distribution functions. Such goodness-of-fit tests are Kolmogorove-Simirnov and Crumer-Von Mises Type tests. However, it is likely that most of literature has not focused in details on the relationship of the values of the test statistics and skewness or kurtosis. The aim of this study is to investigate the behavior of the values of the χ2 test statistic with the variation of the skewness of right skewed distribution. A simulation study is conducted to generate random numbers from Weibull distribution. For a fixed sample sizes, different levels of skewness are considered, and the corresponding values of the χ2 test statistic are calculated. Using different sample sizes, the results show an inverse relationship between the value of χ2 test and the level of skewness for Wiebull distribution, i.e the value of χ2 test statistic decreases as the value of skewness increases. The research results also show that with large values of skewness we are more confident that the data follows the assumed distribution. Nonparametric Kendall τ test is used to confirm these results.Keywords: goodness-of-fit test, chi-square test, simulation, continuous right skewed distributions
Procedia PDF Downloads 4219190 End To End Process to Automate Batch Application
Authors: Nagmani Lnu
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Often, Quality Engineering refers to testing the applications that either have a User Interface (UI) or an Application Programming Interface (API). We often find mature test practices, standards, and automation regarding UI or API testing. However, another kind is present in almost all types of industries that deal with data in bulk and often get handled through something called a Batch Application. This is primarily an offline application companies develop to process large data sets that often deal with multiple business rules. The challenge gets more prominent when we try to automate batch testing. This paper describes the approaches taken to test a Batch application from a Financial Industry to test the payment settlement process (a critical use case in all kinds of FinTech companies), resulting in 100% test automation in Test Creation and Test execution. One can follow this approach for any other batch use cases to achieve a higher efficiency in their testing process.Keywords: batch testing, batch test automation, batch test strategy, payments testing, payments settlement testing
Procedia PDF Downloads 629189 Extension of Motor Skill Assessments in High Schoolage Students
Authors: Abdul Aleem
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The study aimed to establish age-related normative values for motor skill assessments in Pakistani children aged 15 to 20 years, utilize two motor coordination tests: the Test of Gross Motor Development (TGMD) and the Korper Coordinations test for kinder. In the present study, BMI, age and gender were correlated with the motor performance of the children. The study developed the preliminary normative data for the Test for Gross Motor Development TGMD-2 and KTK test for primary school children. There was a positive correlation between age and TGMD-2 and KTK test scores. All participants performed 100% on the locomotor subset of TGMD-2 test and boys showed better motor proficiency than girls on scores of TGMD-2 test. Moreover, there was a negative correlation between the KTK test score and the BMI of participants.Keywords: motor competence, Korper coordinations, normative values, developmental coordination disorder
Procedia PDF Downloads 409188 A Study on the Accelerated Life Cycle Test Method of the Motor for Home Appliances by Using Acceleration Factor
Authors: Youn-Sung Kim, Mi-Sung Kim, Jae-Kun Lee
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This paper deals with the accelerated life cycle test method of the motor for home appliances that demand high reliability. Life Cycle of parts in home appliances also should be 10 years because life cycle of the home appliances such as washing machine, refrigerator, TV is at least 10 years. In case of washing machine, the life cycle test method of motor is advanced for 3000 cycle test (1cycle = 2hours). However, 3000 cycle test incurs loss for the time and cost. Objectives of this study are to reduce the life cycle test time and the number of test samples, which could be realized by using acceleration factor for the test time and reduction factor for the number of sample.Keywords: accelerated life cycle test, motor reliability test, motor for washing machine, BLDC motor
Procedia PDF Downloads 6369187 Finding the English Competency for Developing Public Health Village Volunteers at Ban Prasukchai in Chumpuang District, Nakhon Ratchasima Province in Thailand
Authors: Kittivate Boonyopakorn
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The purposes of this study were to find the English competence of the public health volunteers and to develop the use of their English. The samples for the study were 41 public health village volunteers at Ban Prasukchai, in Thailand. The findings showed that the sum of all scores for the pre-test was 452, while the score for the post-test was 1,080. Therefore, the results of the experiment confirm that the post-test scores (1,080) significantly are higher than the pre-test (452). The mean score (N=41) for the pre-test was 11.02 while the mean score (N=41) for the post-test was 18.10. The standard deviation for the pre-test was 2.734; however, for the post-test it was 1.934. In addition to the experts-evaluated research tools, the results of the evaluation for the structured interviews (IOC) were 1 in value. The evaluation of congruence for the content with learning objectives (IOC) were 0.66 to 1.00 in value. The evaluation of congruence for the pre and post-test with learning objectives (IOC) are 1 in value.Keywords: finding the English competency, developing public health, village volunteers
Procedia PDF Downloads 4529186 Phytochemical and Antioxidant Activity Test of Water Fraction Extract of Sisik Naga (Drymoglossum piloselloides) Leaves
Authors: Afifah Nur Aini, Elsa Mega Suryani, Betty Lukiaty
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Drymoglossum piloselloides or more commonly known as sisik naga fern is a member of Polipodiaceae Family that is abundant and widely distributed in nature. That being said, there hasn’t been many studies reporting about the benefits of this fern. The aim of this study was to find out the active compounds and antioxidant activity of water fraction extract of sisik naga leaves. The study will be able to optimize the use of this fern in the future. In this study, phytochemical test was done qualitatively by using Mayer, Dragendorff and Wagner reagent for alkaloid test; FeCl3 for phenolic test; Shinoda test for flavonoid; Liebermann-Burchard test for triterprnoid and Forth test for saponin. Antioxidant activity test was done by using 20D spectronic spectrophotometer to determine the percentage of DPPH free radical inhibition. The results showed that water fraction extract of sisik naga leaves contain phenolic and IC50 = 5.44 μg/ml. This means that sisik naga leaves can be used as an antioxidant.Keywords: antioxidant activity test, dpph, phytochemical test, drymoglossum piloselloides
Procedia PDF Downloads 9119185 Automated Test Data Generation For some types of Algorithm
Authors: Hitesh Tahbildar
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The cost of test data generation for a program is computationally very high. In general case, no algorithm to generate test data for all types of algorithms has been found. The cost of generating test data for different types of algorithm is different. Till date, people are emphasizing the need to generate test data for different types of programming constructs rather than different types of algorithms. The test data generation methods have been implemented to find heuristics for different types of algorithms. Some algorithms that includes divide and conquer, backtracking, greedy approach, dynamic programming to find the minimum cost of test data generation have been tested. Our experimental results say that some of these types of algorithm can be used as a necessary condition for selecting heuristics and programming constructs are sufficient condition for selecting our heuristics. Finally we recommend the different heuristics for test data generation to be selected for different types of algorithms.Keywords: ongest path, saturation point, lmax, kL, kS
Procedia PDF Downloads 4089184 Relationship between the Yo-Yo Intermittent Recovery Test Level 1 and Anaerobic Performance Tests in Youth Soccer Players
Authors: Turgay Ozgur, Bahar Ozgur, Gurcan Yazici
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The aims of the study were to investigate the relationship between the Yo-Yo intermittent recovery test level 1 (YYIR1) and relatively easy to conduct anaerobic power tests such as Sergeant (SJ) and Standing Broad Jump (SBJ), the flexibility Sit&Reach test (S&R) and Hexagon Agility (HA) test in twenty youth soccer players, aged 14 years. Players completed YYIR1 and other performance tests [(SJ), (SBJ] in two consecutive days. The mean YYIR1 distances for the players was 1454 ± 420 m. Peak Anaerobic Power (PAPw) was calculated using SJ (cm) scores. The mean PAPw was 2966,83w. Spearman’s correlation test results revealed that there is a statistically significant negative correlation between HA and YYIR1 tests (r = -0.72, p=0.000) and no significant correlation was found between anaerobic power tests and YYIR1. In conclusion, as a test to measure player’s intermittent aerobic capacity YYIR1 test and anaerobic power test results have not shown significant correlation. Although the YYIR1 test has been used in talent identification, anaerobic qualifications of player’s should be assessed using designated performance tests.Keywords: yo-yo test, anaerobic power, soccer, sergeant jump test
Procedia PDF Downloads 3909183 Web Application for Evaluating Tests in Distance Learning Systems
Authors: Bogdan Walek, Vladimir Bradac, Radim Farana
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Distance learning systems offer useful methods of learning and usually contain final course test or another form of test. The paper proposes web application for evaluating tests using expert system in distance learning systems. Proposed web application is appropriate for didactic tests or tests with results for subsequent studying follow-up courses. Web application works with test questions and uses expert system and LFLC tool for test evaluation. After test evaluation the results are visualized and shown to student.Keywords: distance learning, test, uncertainty, fuzzy, expert system, student
Procedia PDF Downloads 4899182 Directed-Wald Test for Distinguishing Long Memory and Nonlinearity Time Series: Power and Size Simulation
Authors: Heri Kuswanto, Philipp Sibbertsen, Irhamah
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A Wald type test to distinguish between long memory and ESTAR nonlinearity has been developed. The test uses a directed-Wald statistic to overcome the problem of restricted parameters under the alternative. The test is derived from a model specification i.e. allows the transition parameter to appear as a nuisance parameter in the transition function. A simulation study has been conducted and it indicates that the approach leads a test with good size and power properties to distinguish between stationary long memory and ESTAR.Keywords: directed-Wald test, ESTAR, long memory, distinguish
Procedia PDF Downloads 4839181 Analysis of Risk Factors Affecting the Motor Insurance Pricing with Generalized Linear Models
Authors: Puttharapong Sakulwaropas, Uraiwan Jaroengeratikun
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Casualty insurance business, the optimal premium pricing and adequate cost for an insurance company are important in risk management. Normally, the insurance pure premium can be determined by multiplying the claim frequency with the claim cost. The aim of this research was to study in the application of generalized linear models to select the risk factor for model of claim frequency and claim cost for estimating a pure premium. In this study, the data set was the claim of comprehensive motor insurance, which was provided by one of the insurance company in Thailand. The results of this study found that the risk factors significantly related to pure premium at the 0.05 level consisted of no claim bonus (NCB) and used of the car (Car code).Keywords: generalized linear models, risk factor, pure premium, regression model
Procedia PDF Downloads 4669180 Protected Status: Violation of the Provisions of Protected Status under International Humanitarian Law during the Liberation War of Bangladesh
Authors: Sabera Sultana
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In today's war-torn world, it is crucial to identify, understand, and apply the laws aimed at minimizing civilian casualty during wartime. The purpose of this paper is to analyze the provisions of protected status under international humanitarian law and evaluate the historical facts and shreds of evidences of violation of protected status during the Liberation War of Bangladesh. This legal research paper evaluates the international humanitarian laws and case laws regarding protected status of people during wartime and evaluates them against the historical facts and well-documented evidences of violation of protected status during the Liberation War of Bangladesh. This paper will help to create a brief guideline on Protected Status under international humanitarian law, which will help to protect our civilians during wartime if ever required.Keywords: civilian protection, international humanitarian laws, liberation war of Bangladesh, protected status
Procedia PDF Downloads 2209179 Model-Based Software Regression Test Suite Reduction
Authors: Shiwei Deng, Yang Bao
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In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.Keywords: dependence analysis, EFSM model, greedy algorithm, regression test
Procedia PDF Downloads 4299178 Teachers and Learners Perceptions on the Impact of Different Test Procedures on Reading: A Case Study
Authors: Bahloul Amel
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The main aim of this research was to investigate the perspectives of English language teachers and learners on the effect of test techniques on reading comprehension, test performance and assessment. The research has also aimed at finding the differences between teacher and learner perspectives, specifying the test techniques which have the highest effect, investigating the other factors affecting reading comprehension, and comparing the results with the similar studies. In order to achieve these objectives, perspectives and findings of different researchers were reviewed, two different questionnaires were prepared to collect data for the perspectives of teachers and learners, the questionnaires were applied to 26 learners and 8 teachers from the University of Batna (Algeria), and quantitative and qualitative data analysis of the results were done. The results and analysis of the results show that different test techniques affect reading comprehension, test performance and assessment at different percentages rates.Keywords: reading comprehension, reading assessment, test performance, test techniques
Procedia PDF Downloads 4609177 A Study of Environmental Test Sequences for Electrical Units
Authors: Jung Ho Yang, Yong Soo Kim
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Electrical units are operated by electrical and electronic components. An environmental test sequence is useful for testing electrical units to reduce reliability issues. This study introduces test sequence guidelines based on relevant principles and considerations for electronic testing according to international standard IEC-60068-1 and the United States military standard MIL-STD-810G. Then, test sequences were proposed based on the descriptions for each test. Finally, General Motors (GM) specification GMW3172 was interpreted and compared to IEC-60068-1 and MIL-STD-810G.Keywords: reliability, environmental test sequence, electrical units, IEC 60068-1, MIL-STD-810G
Procedia PDF Downloads 5059176 A Proposal for Systematic Mapping Study of Software Security Testing, Verification and Validation
Authors: Adriano Bessa Albuquerque, Francisco Jose Barreto Nunes
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Software vulnerabilities are increasing and not only impact services and processes availability as well as information confidentiality, integrity and privacy, but also cause changes that interfere in the development process. Security test could be a solution to reduce vulnerabilities. However, the variety of test techniques with the lack of real case studies of applying tests focusing on software development life cycle compromise its effective use. This paper offers an overview of how a Systematic Mapping Study (MS) about security verification, validation and test (VVT) was performed, besides presenting general results about this study.Keywords: software test, software security verification validation and test, security test institutionalization, systematic mapping study
Procedia PDF Downloads 4119175 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios
Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed
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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.Keywords: value-at-risk, risk management, islamic finance, GARCH models
Procedia PDF Downloads 5929174 Effects of Smartphone Social Applications on Elderly People’s Quality of Life
Authors: Seyed Ebrahim Hosseini, Shahbaz Pervez
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As people go through aging, maintenance and improvement of the quality of life become more important for them. To know the role of smartphone technology and communications applications on quality of life, a sample group of old people living in Dar-Iran was selected for a quasi-experimental study. The participants were registered senior inhabitants from public health centers in Dar, Iran in 2022. The number of participants was 39. Participants were randomly categorized into intervention and control groups. A validated Persian version of the Control, Autonomy, Self-realisation, Pleasure scale (CASP-19) scale questionnaire was provided for them which answers were used for the quality of life assessment. The paired t-test between pre-and post-test (t= -8.45, p<.00), post-and follow-up-test (t= -2.12, p=.01), and pre-test and the follow-up test (t= -8.27, p<.00) in the intervention group revealed a considerable mean difference. Based on the results of paired t-test for the control group, this was not significant between pre-test and post-test (t= 1.26, p=.15), post-test and follow-up test (t= .33, p=.67) and pre-test and follow-up test (t= 1.85, p=.08) for quality of life. Considering the educational training associated with it, this study aimed at helping families and aging field practitioners to understand the essentiality of modern communication technology teaching in promoting a greater life quality of the elderly’s community.Keywords: Iranian elderly, quality of life, smartphone, social applications, CASP-19
Procedia PDF Downloads 1509173 Mechanical Properties of a Soil Stabilized With a Portland Cement
Authors: Ahmed Emad Ahmed, Mostafa El Abd, Ahmed Wakeb, Moahmmed Eissa
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Soil modification and reinforcing aims to increase soil shear strength and stiffness. In this report, different amounts of cement were added to the soil to explore its effect on shear strength and penetration using 3 tests. The first test is proctor compaction test which was conducted to determine the optimal moisture content and maximum dry density. The second test was direct shear test which was conducted to measure shear strength of soil. The third experiment was California bearing ratio test which was done to measure the penetration in soil. Each test was done different amount of times using different amounts of cement. The results from every test show that cement improve soil shear strength properties and stiffness.Keywords: soil stabilized, soil, mechanical properties of soil, soil stabilized with a portland cement
Procedia PDF Downloads 1359172 Effects of Analogy Method on Children's Learning: Practice of Rainbow Experiments
Authors: Hediye Saglam
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This research has been carried out to bring in the 6 acquisitions in the 2014 Preschool Teaching Programme of the Turkish Ministry of Education through the method of analogy. This research is practiced based on the experimental pattern with pre-test and final test controlling groups. The working group of the study covers the group between 5-6 ages. The study takes 5 weeks including the 2 weeks spent for pre-test and the final test. It is conducted with the preschool teacher who gives the lesson along with the researcher in the in-class and out-of-class rainbow experiments of the students for 5 weeks. 'One Sample T Test' is used for the evaluation of the pre-test and final test. SPSS 17 programme is applied for the analysis of the data. Results: As an outcome of the study it is observed that analogy method affects children’s learning of the rainbow. For this very reason teachers should receive inservice training for different methods and techniques like analogy. This method should be included in preschool education programme and should be applied by teachers more often.Keywords: acquisitions of preschool education programme, analogy method, pre-test/final test, rainbow experiments
Procedia PDF Downloads 5099171 Design an Development of an Agorithm for Prioritizing the Test Cases Using Neural Network as Classifier
Authors: Amit Verma, Simranjeet Kaur, Sandeep Kaur
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Test Case Prioritization (TCP) has gained wide spread acceptance as it often results in good quality software free from defects. Due to the increase in rate of faults in software traditional techniques for prioritization results in increased cost and time. Main challenge in TCP is difficulty in manually validate the priorities of different test cases due to large size of test suites and no more emphasis are made to make the TCP process automate. The objective of this paper is to detect the priorities of different test cases using an artificial neural network which helps to predict the correct priorities with the help of back propagation algorithm. In our proposed work one such method is implemented in which priorities are assigned to different test cases based on their frequency. After assigning the priorities ANN predicts whether correct priority is assigned to every test case or not otherwise it generates the interrupt when wrong priority is assigned. In order to classify the different priority test cases classifiers are used. Proposed algorithm is very effective as it reduces the complexity with robust efficiency and makes the process automated to prioritize the test cases.Keywords: test case prioritization, classification, artificial neural networks, TF-IDF
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