Search results for: probability of return

Authors: Emmanuel Iyamuremye, Edouard Singirankabo, Alexis Habineza, Yunvirusaba Nelson

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Temperature is one of the most important climatic factors for crop production. However, severe temperatures cause drought, feverish and cold spells that have various consequences for human life, agriculture, and the environment in general. It is necessary to provide reliable information related to the incidents and the probability of such extreme events occurring. In the 21st century, the world faces a huge number of threats, especially from climate change, due to global warming and environmental degradation. The rise in temperature has a direct effect on the decrease in rainfall. This has an impact on crop growth and development, which in turn decreases crop yield and quality. Countries that are heavily dependent on agriculture use to suffer a lot and need to take preventive steps to overcome these challenges. The main objective of this study is to model the statistical behaviour of extreme maximum temperature values in Rwanda. To achieve such an objective, the daily temperature data spanned the period from January 2000 to December 2017 recorded at nine weather stations collected from the Rwanda Meteorological Agency were used. The two methods, namely the block maxima (BM) method and the Peaks Over Threshold (POT), were applied to model and analyse extreme temperature. Model parameters were estimated, while the extreme temperature return periods and confidence intervals were predicted. The model fit suggests Gumbel and Beta distributions to be the most appropriate models for the annual maximum of daily temperature. The results show that the temperature will continue to increase, as shown by estimated return levels.

Keywords: climate change, global warming, extreme value theory, rwanda, temperature, generalised extreme value distribution, generalised pareto distribution

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Authors: Margareth E. Bolla, Ludfi Djakfar, Achmad Wicaksono

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The increase in the number of motorcycle users in Indonesia is in line with the increase in accidents involving motorcycles. Several previous studies have shown that humans are the biggest factor causing accidents, and the driver's personality factor will affect his behavior on the road. This study was conducted to see how a person's personality traits will affect the probability of having an accident while driving. The Big Five Inventory (BFI) questionnaire and the Honda Riding Trainer (HRT) simulator were used as measuring tools, while the analysis carried out was logistic regression analysis. The results of the descriptive analysis of the respondent's personality based on the BFI show that the majority of drivers have the dominant character of neuroticism (34%), while the smallest group is the driver with the dominant type of openness character (6%). The percentage of motorists who were not involved in an accident was 54%. The results of the logistic regression analysis form a mathematical model as follows Y = -3.852 - 0.288 X1 + 0.596 X2 + 0.429 X3 - 0.386 X4 - 0.094 X5 + 0.436 X6 + 0.162 X7, where the results of hypothesis testing indicate that the variables openness, conscientiousness, extraversion, agreeableness, neuroticism, history of traffic accidents and age at starting driving did not have a significant effect on the probability of a motorcyclist being involved in an accident.

Keywords: accidents, BFI, probability, simulator

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Authors: Mustapha Kamel Mihoubi, Essadik Kerkar, Abdelhamid Hebbouche

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According to the randomness of most of the factors affecting the stability of a gravity dam, probability theory is generally used to TESTING the risk of failure and there is a confusing logical transition from the state of stability failed state, so the stability failure process is considered as a probable event. The control of risk of product failures is of capital importance for the control from a cross analysis of the gravity of the consequences and effects of the probability of occurrence of identified major accidents and can incur a significant risk to the concrete dam structures. Probabilistic risk analysis models are used to provide a better understanding the reliability and structural failure of the works, including when calculating stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of the reliability analysis methods including the methods used in engineering. It is in our case of the use of level II methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type FORM (First Order Reliability Method), SORM (Second Order Reliability Method). By way of comparison, a second level III method was used which generates a full analysis of the problem and involving an integration of the probability density function of, random variables are extended to the field of security by using of the method of Mont-Carlo simulations. Taking into account the change in stress following load combinations: normal, exceptional and extreme the acting on the dam, calculation results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities thus causing a significant decrease in strength, especially in the presence of combinations of unique and extreme loads. Shear forces then induce a shift threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case THE increase of uplift in a hypothetical default of the drainage system.

Keywords: dam, failure, limit state, monte-carlo, reliability, probability, sliding, Taylor

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Authors: Wing Kam Fung, Kexin Yu

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Child trafficking has been a serious problem in modern China. The Chinese government has established a national anti-trafficking DNA database to help reunite missing children with their families. The database collects DNA information from missing children's parents, trafficked and homeless children, then conducts paternity tests to find matched pairs. This paper considers the matching accuracy in such cases by looking into the exclusion probability in paternity testing. First, the situation of child trafficking in China is introduced. Next, derivations of the exclusion probability for both one-parent and two-parents cases are given, followed by extension to allow for 1 or 2 mutations. The accuracy of paternity testing of child trafficking cases is then assessed using the exclusion probabilities and available data. Finally, the number of loci that should be used to ensure a correct match is investigated.

Keywords: child trafficking, DNA database, exclusion probability, paternity testing

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Authors: Thuvanan Borvornvitchotikarn, Werasak Kurutach

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Mutual information (MI) is widely used in medical image registration. In the different medical images analysis, it is difficult to choose an optimal bins size number for calculating the probability distributions in MI. As the result, this paper presents a new adaptive bins number selection approach that named a hybrid EMPCA-Scott approach. This work combines an expectation maximization principal component analysis (EMPCA) and the modified Scott’s rule. The proposed approach solves the binning problem from the various intensity values in medical images. Experimental results of this work show the lower registration errors compared to other adaptive binning approaches.

Keywords: mutual information, EMPCA, Scott, probability distributions

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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

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Authors: M. Ranjeeth, S. Anuradha

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Spectrum sensing is the main feature of cognitive radio technology. Spectrum sensing gives an idea of detecting the presence of the primary users in a licensed spectrum. In this paper we compare the theoretical results of detection probability of different fading environments like Rayleigh, Rician, Nakagami-m fading channels with the simulation results using energy detection based spectrum sensing. The numerical results are plotted as P_f Vs P_d for different SNR values, fading parameters. It is observed that Nakagami fading channel performance is better than other fading channels by using energy detection in spectrum sensing. A MATLAB simulation test bench has been implemented to know the performance of energy detection in different fading channel environment.

Keywords: spectrum sensing, energy detection, fading channels, probability of detection, probability of false alarm

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Authors: Abdelmounaim Zanaz, Sylvie Yotte, Fazia Fouchal, Alaa Chateauneuf

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This paper presents a methodology for probabilistic assessment of bearing capacity and prediction of failure mechanism of masonry vaults at the ultimate state with consideration of the natural variability of Young’s modulus of stones. First, the computation model is explained. The failure mode is the most reported mode, i.e. the four-hinge mechanism. Based on this assumption, the study of a vault composed of 16 segments is presented. The Young’s modulus of the segments is considered as random variable defined by a mean value and a coefficient of variation CV. A relationship linking the vault bearing capacity to the modulus variation of voussoirs is proposed. The failure mechanisms, in addition to that observed in the deterministic case, are identified for each CV value as well as their probability of occurrence. The results show that the mechanism observed in the deterministic case has decreasing probability of occurrence in terms of CV, while the number of other mechanisms and their probability of occurrence increase with the coefficient of variation of Young’s modulus. This means that if a significant change in the Young modulus of the segments is proven, taken it into account in computations becomes mandatory, both for determining the vault bearing capacity and for predicting its failure mechanism.

Keywords: masonry, mechanism, probability, variability, vault

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Authors: Obioma Uche

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Due to the recent volatility in oil & gas prices as well as increased development of non-conventional resources, it has become even more essential to critically evaluate the profitability of petroleum prospects prior to making any investment decisions. Traditionally, simple Monte Carlo (MC) algorithms have been used to randomly sample probability distributions of economic and geological factors (e.g. price, OPEX, CAPEX, reserves, productive life, etc.) in order to obtain probability distributions for profitability metrics such as Net Present Value (NPV). In recent years, second-order MC algorithms have been shown to offer an advantage over simple MC techniques due to the added consideration of uncertainties associated with the probability distributions of the relevant variables. Here, a strategy for the application of the second-order MC technique to a case study is demonstrated to analyze its effectiveness as a tool for portfolio management.

Keywords: Monte Carlo algorithms, portfolio management, profitability, risk analysis

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Authors: Huailei Wen

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The Kramers vs. Kramers (1979) is a film that comprehensively examines the role and status of women under the traditional secular vision, where women have become subordinate to the patriarchal society and family. Through the construction of the protagonist Joanna's dissatisfaction with the social and ethical status quo, her struggle to subvert the existing status of women, and her return to her own self, the story comprehensively reflects the difficult journey of women, represented by Joanna, to subvert the stereotypes and return to their own selves in the specific historical context of the time, revealing the self-value of Joanna's phenomenon to modern women.

Keywords: star image, feminism, Kramers vs. Kramers, Hollywood

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Authors: L.Jowkar. M.Samiee

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Models or systems based on rainfall and runoff are numerous and have been formulated and applied depending on the precipitation regime, temperature, and climate. In this study, the ArcCN-Runoff rain-runoff modeling tool was used to estimate the spatial variability of the rainfall-runoff relationship in Sartang Ramon in Jiroft watershed. In this study, the runoff was estimated from 6-hour rainfall. The results showed that based on hydrological soil group map, soils with hydrological groups A, B, C, and D covered 1, 2, 55, and 41% of the basin, respectively. Given that the majority of the area has a slope above 60 percent and results of soil hydrologic groups, one can conclude that Sartang Ramon Basin has a relatively high potential for producing runoff. The average runoff height for a 6-hour rainfall with a 2-year return period is 26.6 mm. The volume of runoff from the 2-year return period was calculated as the runoff height of each polygon multiplied by the area of the polygon, which is 137913486 m³ for the whole basin.

Keywords: Arc CN-Run off, rain-runoff, return period, watershed

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Authors: B. S.Akhmetov, S. T. Akhmetova, D. N. Nadeyev, V. Yu. Yegorov, V. V. Smogoonov

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Estimated probabilities of errors of the first and second kind for nonideal biometrics-neural transducers 256 outputs, the construction of nomograms based error probability of 'own' and 'alien' from the mathematical expectation and standard deviation of the normalized measures Hamming.

Keywords: modeling, errors, probability, biometrics, neural network, authentication

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Authors: Alhusein Almahjoub, Dongyu Qiu

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This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation

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Authors: Elzbieta Babula, Juhyun Park

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Tversky and Kahneman’s cumulative prospect theory assumes symmetric probability cumulation with regard to the reference point within decision weights. Theoretically, this model should be invariant under the change of the direction of probability cumulation. In the present study, this phenomenon is being investigated by creating a reference model that allows verifying the parameter interactions in the cumulative prospect theory specifications. The simultaneous parametric fitting of utility and weighting functions is applied to binary choice data from the experiment. The results show that the flexibility of the probability weighting function is a crucial characteristic allowing to prevent parameter interactions while estimating cumulative prospect theory.

Keywords: binary choice experiment, cumulative prospect theory, decision weights, parameter interactions

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Authors: Emmanuel Iyamuremye

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Extreme rainfall events have caused significant damage to agriculture, ecology, and infrastructure, disruption of human activities, injury, and loss of life. They also have significant social, economic, and environmental consequences because they considerably damage urban as well as rural areas. Early detection of extreme maximum rainfall helps to implement strategies and measures, before they occur, hence mitigating the consequences. Extreme value theory has been used widely in modeling extreme rainfall and in various disciplines, such as financial markets, the insurance industry, failure cases. Climatic extremes have been analyzed by using either generalized extreme value (GEV) or generalized Pareto (GP) distributions, which provides evidence of the importance of modeling extreme rainfall from different regions of the world. In this paper, we focused on Peak Over Thresholds approach, where the Poisson-generalized Pareto distribution is considered as the proper distribution for the study of the exceedances. This research also considers the use of the generalized Pareto (GP) distribution with a Poisson model for arrivals to describe peaks over a threshold. The research used statistical techniques to fit models that used to predict extreme rainfall in Kigali. The results indicate that the proposed Poisson-GP distribution provides a better fit to maximum monthly rainfall data. Further, the Poisson-GP models are able to estimate various return levels. The research also found a slow increase in return levels for maximum monthly rainfall for higher return periods, and further, the intervals are increasingly wider as the return period is increasing.

Keywords: exceedances, extreme value theory, generalized Pareto distribution, Poisson generalized Pareto distribution

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Authors: D. De-León-Escobedo, D. J. Delgado-Hernández, S. Pérez

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A probabilistic formulation to assess the slopes safety under the hazard of strong storms is presented and illustrated through a slope in Mexico. The formulation is based on the classical safety factor (SF) used in practice to appraise the slope stability, but it is introduced the treatment of uncertainties, and the slope failure probability is calculated as the probability that SF<1. As the main hazard is the rainfall on the area, statistics of rainfall intensity and duration are considered and modeled with an exponential distribution. The expected life-cycle cost is assessed by considering a monetary value on the slope failure consequences. Alternative mitigation measures are simulated, and the formulation is used to get the measures driving to the optimal one (minimum life-cycle costs). For the example, the optimal mitigation measure is the reduction on the slope inclination angle.

Keywords: expected life-cycle cost, failure probability, slopes failure, storms

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Authors: Raymond Yudhi Purba, Levy Olivia Nur, Radial Anwar

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This research presents the design and measurement of a skew planar wheel antenna that is used to visualize the first person view perspective of unmanned aerial vehicles. The antenna has been designed using CST Studio Suite 2019 to have voltage standing wave ratio (VSWR) ≤ 2, return loss ≤ -10 dB, bandwidth ≥ 100 MHz to covering outdoor access point band from 5.725 to 5.825 GHz, omnidirectional radiation pattern, and elliptical polarization. Dimensions of skew planar wheel antenna have been modified using parameter sweep technique to provide good performances. The simulation results provide VSWR 1.231, return loss -19.693 dB, bandwidth 828.8 MHz, gain 3.292 dB, and axial ratio 9.229 dB. Meanwhile, the measurement results provide VSWR 1.237, return loss -19.476 dB, bandwidth 790.5 MHz, gain 3.2034 dB, and axial ratio 4.12 dB.

Keywords: skew planar wheel, cloverleaf, first-person view, unmanned aerial vehicle, parameter sweep

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Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan

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Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.

Keywords: cathode spot, vacuum arc discharge, transverse magnetic field, random walk

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Authors: Javad Izadi, Sahar Majioud

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This study presents an approach of assessing the choice of performance measures of companies in the United Kingdom after the application of IFRS in 2005. The aim of this study is to investigate the effects of IFRS on the choice of performance evaluation methods for UK companies. We analyse through an econometric model the relationship of the dependent variable, the firm’s performance, which is a nominal variable with the independent ones. Independent variables are split into two main groups: the first one is the group of accounting-based measures: Earning per share, return on assets and return on equities. The second one is the group of market-based measures: market value of property plant and equipment, research and development, sales growth, market to book value, leverage, segment and size of companies. Concerning the regression used, it is a multinomial logistic regression performed on a sample of 130 UK listed companies. Our finding shows after IFRS adoption, and companies give more importance to some variables such as return on equities and sales growth to assess their performance, whereas the return on assets and market to book value ratio does not have as much importance as before IFRS in evaluating the performance of companies. Also, there are some variables that have no impact on the performance measures anymore, such as earning per share. This article finding is empirically important for business in subjects related to IFRS and companies’ performance measurement.

Keywords: performance’s Measure, nominal variable, econometric model, evaluation methods

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Authors: Ariful Islam, Showkat Ahmad Lone

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The Mukherjee-Islam Model is commonly used as a simple life time distribution to assess system reliability. The model exhibits a better fit for failure information and provides more appropriate information about hazard rate and other reliability measures as shown by various authors. It is possible to introduce a location parameter at a time (i.e., a time before which failure cannot occur) which makes it a more useful failure distribution than the existing ones. Even after shifting the location of the distribution, it represents a decreasing, constant and increasing failure rate. It has been shown to represent the appropriate lower tail of the distribution of random variables having fixed lower bound. This study presents the reliability computations and probability weighted moment estimation of three parameter model. A comparative analysis is carried out between three parameters finite range model and some existing bathtub shaped curve fitting models. Since probability weighted moment method is used, the results obtained can also be applied on small sample cases. Maximum likelihood estimation method is also applied in this study.

Keywords: comparative analysis, maximum likelihood estimation, Mukherjee-Islam failure model, probability weighted moment estimation, reliability

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Authors: Augustine Okolie, Johannes Müller, Mirjam Kretzchmar

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We adopt a maximum-likelihood framework to estimate parameters of a stochastic susceptible-infected-recovered (SIR) model with contact tracing on a rooted random tree. Given the number of detectees per index case, our estimator allows to determine the degree distribution of the random tree as well as the tracing probability. Since we do not discover all infectees via contact tracing, this estimation is non-trivial. To keep things simple and stable, we develop an approximation suited for realistic situations (contract tracing probability small, or the probability for the detection of index cases small). In this approximation, the only epidemiological parameter entering the estimator is the basic reproduction number R0. The estimator is tested in a simulation study and applied to covid-19 contact tracing data from India. The simulation study underlines the efficiency of the method. For the empirical covid-19 data, we are able to compare different degree distributions and perform a sensitivity analysis. We find that particularly a power-law and a negative binomial degree distribution meet the data well and that the tracing probability is rather large. The sensitivity analysis shows no strong dependency on the reproduction number.

Keywords: stochastic SIR model on graph, contact tracing, branching process, parameter inference

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Authors: Zoltan Horvath, Dora Nagy

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In this research, it was examined whether individual COVID variants cause differences in the lactate curve of cyclists. After all, the virus variants attacked different organs in our body during the infections. During our tests, we used a traditional lactate step test, the results of which were compared with the values before the infection. In the tests, it has been proven that different virus variants show unique lactate curves. In this way, based on the lactate curve, it is possible to identify which variant caused the disease. Thanks to this, it has been shorten the return time, because we can apply the best return protocol after infection to the competitors.

Keywords: COVID-Sars19, lactate, virus mutation, lactate profile

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Authors: Lokesh Varshney, R. K. Saket

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This paper presents reliability indices evaluation of the rotor core magnetization of the induction motor operated as a self-excited induction generator by using probability distribution approach and Monte Carlo simulation. Parallel capacitors with calculated minimum capacitive value across the terminals of the induction motor operating as a SEIG with unregulated shaft speed have been connected during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp, 12.3A, 230V induction motor coupled with DC Shunt Motor was tested in the electrical machine laboratory with variable reactive loads. Based on this experimental study, it is possible to choose a reliable induction machine operating as a SEIG for unregulated renewable energy application in remote area or where grid is not available. Failure density function, cumulative failure distribution function, survivor function, hazard model, probability of success and probability of failure for reliability evaluation of the three phase induction motor operating as a SEIG have been presented graphically in this paper.

Keywords: residual magnetism, magnetization curve, induction motor, self excited induction generator, probability distribution, Monte Carlo simulation

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Authors: Ali Razmi, Saeed Golian

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Climate change is known to have the potential to impact adversely hydrologic patterns for variables such as rainfall, maximum and minimum temperature and sea level rise. Long-term average of these climate variables could possibly change over time due to climate change impacts. In this study, trend analysis was performed on rainfall, maximum and minimum temperature and water level data of a coastal area in Manhattan, New York City, Central Park and Battery Park stations to investigate if there is a significant change in the data mean. Partial Man-Kendall test was used for trend analysis. Frequency analysis was then performed on data using common probability distribution functions such as Generalized Extreme Value (GEV), normal, log-normal and log-Pearson. Goodness of fit tests such as Kolmogorov-Smirnov are used to determine the most appropriate distributions. In flood frequency analysis, rainfall and water level data are often separately investigated. However, in determining flood zones, simultaneous consideration of rainfall and water level in frequency analysis could have considerable effect on floodplain delineation (flood extent and depth). The present study aims to perform flood frequency analysis considering joint probability distribution for rainfall and storm surge. First, correlation between the considered variables was investigated. Joint probability distribution of extreme water level and temperature was also investigated to examine how global warming could affect sea level flooding impacts. Copula functions were fitted to data and joint probability of water level with rainfall and temperature for different recurrence intervals of 2, 5, 25, 50, 100, 200, 500, 600 and 1000 was determined and compared with the severity of individual events. Results for trend analysis showed increase in long-term average of data that could be attributed to climate change impacts. GEV distribution was found as the most appropriate function to be fitted to the extreme climate variables. The results for joint probability distribution analysis confirmed the necessity for incorporation of both rainfall and water level data in flood frequency analysis.

Keywords: climate change, climate variables, copula, joint probability

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Authors: Ali S. Gargoum

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Graphical modeling plays an important role in providing efficient probability calculations in high dimensional problems (computational efficiency). In this paper, we address one of such problems where we discuss fragmenting puff models and some distributional assumptions concerning models for the instantaneous, emission readings and for the fragmenting process. A graphical representation in terms of a junction tree of the conditional probability breakdown of puffs and puff fragments is proposed.

Keywords: graphical models, influence diagrams, junction trees, Bayesian nets

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Authors: Bohli Afef

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The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Libena Cernohorska

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The goal of this paper is to specify factors influencing the profitability of selected banks. Next, a model will be created to help establish variables that have a demonstrable influence on the development of the selected banks' profitability ratios. Czech banks and their international parent companies were selected for analyzing profitability. Banks categorized as large banks (according to the Czech National Bank's system, which ranks banks according to balance sheet total) were selected to represent the Czech banks. Two ratios, the return on assets ratio (ROA) and the return on equity ratio (ROE) are used to assess bank profitability. Six endogenous and four external indicators were selected from among other factors that influence bank profitability. The data analyzed were for the years 2001 – 2013. First, correlation analysis, which was supposed to eliminate correlated values, was conducted. A large number of correlated values were established on the basis of this analysis. The strongly correlated values were omitted. Despite this, the subsequent regression analysis of profitability for the individual banks that were selected did not confirm that the selected variables influenced their profitability. The studied factors' influence on bank profitability was demonstrated only for Československá Obchodní Banka and Société Générale using regression analysis. For Československá Obchodní Banka, it was demonstrated that inflation level and the amount of the central bank's interest rate influenced the return on assets ratio and that capital adequacy and market concentration influenced the return on equity ratio for Société Générale.

Keywords: banks, profitability, regression analysis, ROA, ROE

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Authors: Matěj Kuc

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This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: cooperative banking, panel data, profitability measures, random effects

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Authors: Viriyavudh Sim, Woo Young Jung

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The failure of roof cladding mostly occurs due to the failing of the connection between claddings and purlins, which is the pull-out of the screw connecting the two parts when the pull-out load, i.e. typhoon, is higher than the resistance of the connection screw. As typhoon disasters in Korea are constantly on the rise, probability risk assessment (PRA) has become a vital tool to evaluate the performance of civil structures. In this study, we attempted to determine the fragility of roof cladding with the screw connection. Experimental study was performed to evaluate the pull-out resistance of screw joints between honeycomb panels and back frames. Subsequently, by means of Monte Carlo Simulation method, probability of failure for these types of roof cladding was determined. The results that the failure of roof cladding was depends on their location on the roof, for example, the edge most panel has the highest probability of failure.

Keywords: Monte Carlo Simulation, roof cladding, screw pull-out strength, wind fragility

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