Search results for: corporate credit rating prediction

Authors: Kasim Görenekli, Ali Gülbağ

Abstract:

This study presents a comprehensive analysis of water consumption patterns in Kocaeli province, Turkey, utilizing various machine learning approaches. We analyzed data from 5,000 water subscribers across residential, commercial, and official categories over an 80-month period from January 2016 to August 2022, resulting in a total of 400,000 records. The dataset encompasses water consumption records, weather information, weekends and holidays, previous months' consumption, and the influence of the COVID-19 pandemic.We implemented and compared several machine learning models, including Linear Regression, Random Forest, Support Vector Regression (SVR), XGBoost, Artificial Neural Networks (ANN), Long Short-Term Memory (LSTM), and Gated Recurrent Units (GRU). Particle Swarm Optimization (PSO) was applied to optimize hyperparameters for all models.Our results demonstrate varying performance across subscriber types and models. For official subscribers, Random Forest achieved the highest R² of 0.699 with PSO optimization. For commercial subscribers, Linear Regression performed best with an R² of 0.730 with PSO. Residential water usage proved more challenging to predict, with XGBoost achieving the highest R² of 0.572 with PSO.The study identified key factors influencing water consumption, with previous months' consumption, meter diameter, and weather conditions being among the most significant predictors. The impact of the COVID-19 pandemic on consumption patterns was also observed, particularly in residential usage.This research provides valuable insights for effective water resource management in Kocaeli and similar regions, considering Turkey's high water loss rate and below-average per capita water supply. The comparative analysis of different machine learning approaches offers a comprehensive framework for selecting appropriate models for water consumption prediction in urban settings.

Keywords: mMachine learning, water consumption prediction, particle swarm optimization, COVID-19, water resource management

Procedia PDF Downloads 15

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

Procedia PDF Downloads 80

Authors: Amit Kumar Bardhan, Barnali Nag, Chandra Sekhar Mishra

Abstract:

Microfinance is considered as one of the key drivers of financial inclusion and pro-poor financial growth. Microfinance in India became popular through Self Help Group (SHG) movement initiated by NABARD. In terms of outreach and loan portfolio, SHG Bank Linkage programme (SHG-BLP) has emerged as the largest microfinance initiative in the world. The success of financial inclusion lies in the successful implementation of SHG-BLP. SHGs are generally promoted by social welfare organisations like NGOs, welfare societies, government agencies, Co-operatives etc. and even banks are also involved in SHG formation. Thus, the pro-poor implementation of the scheme largely depends on the credibility of the SHG Promoting Institutions (SHPIs). The rural poor lack education, skills and financial literacy and hence need continuous support and proper training right from planning to implementation. In this study, we have made an attempt to inspect the reasons behind low penetration of SHG financing to the poorest of the poor both from demand and supply side perspective. Banks, SHPIs, and SHGs are three key essential stakeholders in SHG-BLP programmes. All of them have a vital role in programme implementation. The objective of this paper is to find out the drivers and hurdles in the path of financial inclusion through SHG-BLP and the role of SHPIs in reaching out to the ultra poor. We try to address questions like 'what are the challenges faced by SHPIs in targeting the poor?' and, 'what are factors behind the low credit linkage of SHGs?' Our work is based on a qualitative study of SHG programmes in semi-urban towns in the states of West Bengal and Odisha in India. Data are collected through unstructured questionnaire and in-depth interview from the members of SHGs, SHPIs and designated banks. The study provides some valuable insights about the programme and a comprehensive view of problems and challenges faced by SGH, SHPIs, and banks. On the basis of our understanding from the survey, some findings and policy recommendations that seem relevant are: increasing level of non-performing assets (NPA) of commercial banks and wilful default in expectation of loan waiver and subsidy are the prime reasons behind low rate of credit linkage of SHGs. Regular changes in SHG schemes and no incentive for after linkage follow up results in dysfunctional SHGs. Government schemes are mostly focused on creation of SHG and less on livelihood promotion. As a result, in spite of increasing (YoY) trend of number of SHGs promoted, there is no real impact on welfare growth. Government and other SHPIs should focus on resource based SHG promotion rather only increasing the number of SHGs.

Keywords: financial inclusion, inclusive growth, microfinance, Self-Help Group (SHG), Self-Help Group Promoting Institution (SHPI)

Procedia PDF Downloads 215

Authors: Zhenzhen Xu, Chunfu Shao, Shengyou Wang, Chunjiao Dong

Abstract:

To improve the satisfaction of residents' travel, this paper analyzes the characteristics and influencing factors of urban residents' travel behavior. First, a Multinominal Logit Model (MNL) model is built to analyze the characteristics of residents' travel behavior, reveal the influence of individual attributes, family attributes and travel characteristics on the choice of travel mode, and identify the significant factors. Then put forward suggestions for policy improvement. Finally, Support Vector Machine (SVM) and Multi-Layer Perceptron (MLP) models are introduced to evaluate the policy effect. This paper selects Futian Street in Futian District, Shenzhen City for investigation and research. The results show that gender, age, education, income, number of cars owned, travel purpose, departure time, journey time, travel distance and times all have a significant influence on residents' choice of travel mode. Based on the above results, two policy improvement suggestions are put forward from reducing public transportation and non-motor vehicle travel time, and the policy effect is evaluated. Before the evaluation, the prediction effect of MNL, SVM and MLP models was evaluated. After parameter optimization, it was found that the prediction accuracy of the three models was 72.80%, 71.42%, and 76.42%, respectively. The MLP model with the highest prediction accuracy was selected to evaluate the effect of policy improvement. The results showed that after the implementation of the policy, the proportion of public transportation in plan 1 and plan 2 increased by 14.04% and 9.86%, respectively, while the proportion of private cars decreased by 3.47% and 2.54%, respectively. The proportion of car trips decreased obviously, while the proportion of public transport trips increased. It can be considered that the measures have a positive effect on promoting green trips and improving the satisfaction of urban residents, and can provide a reference for relevant departments to formulate transportation policies.

Keywords: neural network, travel characteristics analysis, transportation choice, travel sharing rate, traffic resource allocation

Procedia PDF Downloads 138

Authors: Priyadarsini Samal, Rajesh Singla

Abstract:

Many mobile games come with the benefits of entertainment by introducing stress to the human brain. In recognizing this mental stress, the brain-computer interface (BCI) plays an important role. It has various neuroimaging approaches which help in analyzing the brain signals. Electroencephalogram (EEG) is the most commonly used method among them as it is non-invasive, portable, and economical. Here, this paper investigates the pattern in brain signals when introduced with mental stress. Two healthy volunteers played a game whose aim was to search hidden words from the grid, and the levels were chosen randomly. The EEG signals during gameplay were recorded to investigate the impacts of stress with the changing levels from easy to medium to hard. A total of 16 features of EEG were analyzed for this experiment which includes power band features with relative powers, event-related desynchronization, along statistical features. Support vector machine was used as the classifier, which resulted in an accuracy of 93.9% for three-level stress analysis; for two levels, the accuracy of 92% and 98% are achieved. In addition to that, another game that was similar in nature was played by the volunteers. A suitable regression model was designed for prediction where the feature sets of the first and second game were used for testing and training purposes, respectively, and an accuracy of 73% was found.

Keywords: brain computer interface, electroencephalogram, regression model, stress, word search

Procedia PDF Downloads 187

Authors: Samaila Muazu Bawa

Abstract:

Hydration process, crack potential and setting time of concrete grade C30, C40 and C50 were separately monitored using non-contact electrical resistivity apparatus, a plastic ring mould and penetration resistance method respectively. The results show highest resistivity of C30 at the beginning until reaching the acceleration point when C50 accelerated and overtaken the others, and this period corresponds to its final setting time range, from resistivity derivative curve, hydration process can be divided into dissolution, induction, acceleration and deceleration periods, restrained shrinkage crack and setting time tests demonstrated the earliest cracking and setting time of C50, therefore, this method conveniently and rapidly determines the concrete’s crack potential. The highest inflection time (ti), the final setting time (tf) were obtained and used with crack time in coming up with mathematical models for the prediction of concrete’s cracking age for the range being considered. Finally, ANSYS numerical simulations supports the experimental findings in terms of the earliest crack age of C50 and the crack location that, highest stress concentration is always beneath the artificially introduced expansion joint of C50.

Keywords: concrete hydration, electrical resistivity, restrained shrinkage crack, ANSYS simulation

Procedia PDF Downloads 240

Authors: Jan-Peter Mund, Christian Kind

Abstract:

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

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

Procedia PDF Downloads 89

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

Abstract:

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

Keywords: speed, Kriging, arterial, traffic volume

Procedia PDF Downloads 353

Authors: Auwal Nata'ala

Abstract:

The Information and Communication Technology (ICT) has had impacts in almost every area human endeavor. From business, industries, banks to none profit organizations. ICT has simplified business process such as sorting, summarizing, coding, updating and generating a report in a real-time processing mode. However, the use of these ICT facilities such as computer and internet has also brought unintended consequences of criminal activities such as spamming, credit card frauds, ATM frauds, phishing, identity theft, denial of services and other related cyber crimes. This study sought to examined cyber-crime and its impact on the banking institution in Nigeria. It also examined the existing policy framework and assessed the success of the institutional countermeasures in combating cyber crime in the banking industry. This paper X-ray’s cyber crimes, policies issues and provides insight from a Nigeria perspective.

Keywords: cyber crimes, e-banking, policies, ICT

Procedia PDF Downloads 407

Authors: Sanjeev Kumar, Swati Choudhary

Abstract:

Background: A variety of studies warn that sedentary lifestyles can contribute to many preventable causes of death. This study was taken to determine the effects of two types of aerobic training programs on erythrocytes, leukocytes, hemoglobin concentration (Hb), platelets and hematocrit of sedentary people (N=60) with age group 20 to 30 years. Methods: All the subjects were randomly divided into three groups i.e. two experiments groups (aerobic dance & cardio fitness) and control group. Each group having 10 male and 10 females. Experimental groups undergone 60 minutes of training 5 times a week for 12 weeks whereas the control group did not participate in any training program except their daily routine. The aerobic dance group was chosen to perform exercise like step –touch, side-to-side, V-step and hand and body movements, etc. The cardio fitness group was chosen to perform exercises with modern fitness equipment like treadmill, elliptical trainer, stationary bike and rowing machine. Rating of perceived exertion (RPE) scale developed by Gunner Borg was used to monitor the intensity of the workout. Aerobic programs were encompassed of low-impact (0- 4 week & perceived exertion from 6 to 12), moderate-impact (4-8 week and perceived exertion from 12 to 16) and high-impact (8- 12 week & perceived exertion from 16 to 20). Results: To test the effectiveness of training programs paired t-test was used and significant difference (p<0.05) was observed in erythrocytes, hemoglobin concentration, platelets, hematocrit but no significant effects of training was found in leukocytes (p>0.05). Paired t-test also showed that no effect of time was seen in the control group in all the cases (p>0.05). Further analysis of covariance was used to know which program was more effective and it was seen that F value was found significant in the case of erythrocytes, hemoglobin concentration, platelets, and hematocrit as their associated p-value (p<0.05) is lesser than 0.05. As F value was found significant for hematological parameters, fishers least significant difference test was used and results of post hoc mean comparison indicated that experimental groups (aerobic dance group and cardio fitness group) had significant difference with control group in erythrocytes, hemoglobin concentration, platelets and hematocrit and insignificant difference was found between aerobic dance group & cardio fitness group in all the cases. Thus, it may be concluded that in general, both the aerobic training programs had adequate effects on all the hematological parameters except leukocytes.

Keywords: aerobic dance, cardio fitness, hematological variables, rating perceived exertion scale

Procedia PDF Downloads 272

Authors: Shau-Ping Shiu, Shu-Ling Lin

Abstract:

Pregnancy lead a process of changing in the endocrine system. Either pregnancy itself or the surrounding affect such as the attitude of family to the pregnant lady can bring lots of stress. Sever stress may lead pregnant women display serious mental problem such as mood swings, impulsivity, and abnormal behavior. A method of self management of stress(SMS) has been proved that help patient of cancer in release their stress. This study were going to use SMS to help pregnant women. Methods: In this study, 42 ladies in the first to third months of pregnancy process applied to join SMS of program have divided into 21 participants in both control and experimental group by draw. 24 sessions of Yoga program were conducted once a week for 6 months for experimental group. Verbatim used to gather more feedbacks from the interview followed by each Yoga sessions. Brief symptom Rating scale also conducted pre and post experiment for 42 participations. Results: Overall score of Brief Symptom Rating Scale reduced 17.82 points and suicide drop 9 points in experimental group, compared to the control group increasing 10.24 point of overall score and suicide add 7 points. Feedback from interviews showed participations improved in emotion, physical health and stress management. They indicated having more positive emotion daily, having better gastrointestinal peristalsis movement, releasing back tention, well weight control, reducing stress and changing the quality of interpersonal relationships. Conclusion: SMS of Yoga program in this study included four key training directions which were stimulation, relaxation, awareness and pranayama lead a great improvment of stress management for pregnant lady. Throughout this Yoga program, women learned to ignite eustress, remove distress, create calmness and breath slows down. As the result, Yoga program has helped women in experiment group lower their tension, and bring the extra benifits in emotion and relationships. It support women to overcome their pregnancy. Suggestion: An unexpected result of this study showed all participants had no morning sickness since they engaged in SMS program, and no one absent from course due to the benefits of it. We strongly suggest that SMS of Yoga program can be a add of medication for women in pregnancy, however, the position of Forward in the SMS sequence has been point out pressing participant’s stomach, which can be replace to Bridge position to comfort participants.

Keywords: self-management of stress(SMS), yoga program, pregnant women, early pregnancy

Procedia PDF Downloads 330

Authors: Akindele Ojo, Olanike Ojo, Agatha Oseghale

Abstract:

The empirical study examined the allocative efficiency of small holder tuber crop farmers in North central, Nigeria. Data used for the study were obtained from primary source using a multi-stage sampling technique with structured questionnaires administered to 300 randomly selected tuber crop farmers from the study area. Descriptive statistics, data envelopment analysis and Tobit regression model were used to analyze the data. The DEA result on the classification of the farmers into efficient and inefficient farmers showed that 17.67% of the sampled tuber crop farmers in the study area were operating at frontier and optimum level of production with mean allocative efficiency of 1.00. This shows that 82.33% of the farmers in the study area can still improve on their level of efficiency through better utilization of available resources, given the current state of technology. The results of the Tobit model for factors influencing allocative inefficiency in the study area showed that as the year of farming experience, level of education, cooperative society membership, extension contacts, credit access and farm size increased in the study area, the allocative inefficiency of the farmers decreased. The results on effects of the significant determinants of allocative inefficiency at various distribution levels revealed that allocative efficiency increased from 22% to 34% as the farmer acquired more farming experience. The allocative efficiency index of farmers that belonged to cooperative society was 0.23 while their counterparts without cooperative society had index value of 0.21. The result also showed that allocative efficiency increased from 0.43 as farmer acquired high formal education and decreased to 0.16 with farmers with non-formal education. The efficiency level in the allocation of resources increased with more contact with extension services as the allocative efficeincy index increased from 0.16 to 0.31 with frequency of extension contact increasing from zero contact to maximum of twenty contacts per annum. These results confirm that increase in year of farming experience, level of education, cooperative society membership, extension contacts, credit access and farm size leads to increases efficiency. The results further show that the age of the farmers had 32% input to the efficiency but reduces to an average of 15%, as the farmer grows old. It is therefore recommended that enhanced research, extension delivery and farm advisory services should be put in place for farmers who did not attain optimum frontier level to learn how to attain the remaining 74.39% level of allocative efficiency through a better production practices from the robustly efficient farms. This will go a long way to increase the efficiency level of the farmers in the study area.

Keywords: allocative efficiency, DEA, Tobit regression, tuber crop

Procedia PDF Downloads 289

Authors: Lojain Suliman, Xinrong Liu, Xiaohan Zhou

Abstract:

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

Keywords: settlement, FEM, analytical solution, parallel tunnels

Procedia PDF Downloads 36

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

Abstract:

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

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

Procedia PDF Downloads 320

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

Abstract:

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

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

Procedia PDF Downloads 384

Authors: Pinel Sebastien, Bourrin François, De Madron Du Rieu Xavier, Ludwig Wolfgang, Arnau Pedro

Abstract:

Heavy precipitation constitutes a major meteorological threat in the western Mediterranean. Research has investigated the relationship between the states of the Mediterranean Sea and the atmosphere with the precipitation for short temporal windows. However, at a larger temporal scale, the precursor signals of heavy rainfall in the sea and atmosphere have drawn little attention. Moreover, despite ongoing improvements in numerical weather prediction, the medium-term forecasting of rainfall events remains a difficult task. Here, we aim to investigate the influence of early-spring environmental parameters on the following autumnal heavy precipitations. Hence, we develop a machine learning model to predict extreme autumnal rainfall with a 6-month lead time over the Spanish Catalan coastal area, based on i) the sea pattern (main current-LPC and Sea Surface Temperature-SST) at the mesoscale scale, ii) 4 European weather teleconnection patterns (NAO, WeMo, SCAND, MO) at synoptic scale, and iii) the hydrological regime of the main local river (Rhône River). The accuracy of the developed model classifier is evaluated via statistical analysis based on classification accuracy, logarithmic and confusion matrix by comparing with rainfall estimates from rain gauges and satellite observations (CHIRPS-2.0). Sensitivity tests are carried out by changing the model configuration, such as sea SST, sea LPC, river regime, and synoptic atmosphere configuration. The sensitivity analysis suggests a negligible influence from the hydrological regime, unlike SST, LPC, and specific teleconnection weather patterns. At last, this study illustrates how public datasets can be integrated into a machine learning model for heavy rainfall prediction and can interest local policies for management purposes.

Keywords: extreme hazards, sensitivity analysis, heavy rainfall, machine learning, sea-atmosphere modeling, precipitation forecasting

Procedia PDF Downloads 136

Authors: Grienggrai Rajchakit

Abstract:

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

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

Procedia PDF Downloads 160

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

Abstract:

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

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

Procedia PDF Downloads 286

Authors: Cristian Păuna

Abstract:

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

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

Procedia PDF Downloads 130

Authors: Imran Dayan, Ashiqul Khan

Abstract:

Internal corporate fraud, which is fraud carried out by internal stakeholders of a company, affects the well-being of the organisation just like its external counterpart. Even if such an act is carried out for the short-term benefit of a corporation, the act is ultimately harmful to the entity in the long run. Internal fraud is often carried out by relying upon aberrations from usual business processes. Business processes are the lifeblood of a company in modern managerial context. Such processes are developed and fine-tuned over time as a corporation grows through its life stages. Modern corporations have embraced technological innovations into their business processes, and Enterprise Resource Planning (ERP) systems being at the heart of such business processes is a testimony to that. Since ERP systems record a huge amount of data in their event logs, the logs are a treasure trove for anyone trying to detect any sort of fraudulent activities hidden within the day-to-day business operations and processes. This research utilises the ERP systems in place within corporations to assess the likelihood of prospective internal fraud through developing a framework for measuring the risks of fraud through Process Mining techniques and hence finds risky designs and loose ends within these business processes. This framework helps not only in identifying existing cases of fraud in the records of the event log, but also signals the overall riskiness of certain business processes, and hence draws attention for carrying out a redesign of such processes to reduce the chance of future internal fraud while improving internal control within the organisation. The research adds value by applying the concepts of Process Mining into the analysis of data from modern day applications of business process records, which is the ERP event logs, and develops a framework that should be useful to internal stakeholders for strengthening internal control as well as provide external auditors with a tool of use in case of suspicion. The research proves its usefulness through a few case studies conducted with respect to big corporations with complex business processes and an ERP in place.

Keywords: enterprise resource planning, fraud risk framework, internal corporate fraud, process mining

Procedia PDF Downloads 334

Authors: M. C. Arcuri, L. Gai, F. Ielasi

Abstract:

Italian Central Guarantee Fund (CGF) has the purpose to facilitate Small and Medium-sized Enterprises (SMEs)’ access to credit. The aim of the paper is to study the evaluation method adopted by the CGF with regard to SMEs requiring its intervention. This is even more important in the light of the recent CGF reform. We analyse an initial sample of more than 500.000 guarantees from 2012 to 2018. We distinguish between a counter-guarantee delivered to a mutual guarantee institution and a guarantee directly delivered to a bank. We investigate the impact of variables related to the operations and the SMEs on Altman Z’’-score and the score consistent with CGF methodology. We verify that the type of intervention affects the scores and the initial condition changes with the new assessment criterions. 

Keywords: banks, default risk, Italian guarantee fund, mutual guarantee institutions

Procedia PDF Downloads 174

Authors: Abdelmalk Brahma

Abstract:

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

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

Procedia PDF Downloads 264

Authors: Ishapathik Das

Abstract:

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

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

Procedia PDF Downloads 393

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

Abstract:

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

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

Procedia PDF Downloads 299

Authors: George Mariano Soriano

Abstract:

In this study, a Rapid Earthquake Risk Ranking Criteria was formulated by integrating various existing maps and databases by the Department of Public Works and Highways (DPWH) and Philippine Institute of Volcanology and Seismology (PHIVOLCS). Utilizing Geographic Information System (GIS) software, the above-mentioned maps and databases were used in extracting seismic hazard parameters and bridge vulnerability characteristics in order to rank the seismic damage risk rating of bridges in the National Capital Region.

Keywords: bridge, earthquake, GIS, hazard, risk, vulnerability

Procedia PDF Downloads 409

Authors: Olena Kovalchuk

Abstract:

How to define the understanding of social responsibility issues by Ukrainian companies is a contravention question. Thus, one of the practical uses of social responsibility is a diagnostic tool development for educational, business or scientific purposes. So the purpose of this research is to develop a tool for measurement of social responsibility in organization. Methodology: A 21-item questionnaire “Organization Social Responsibility Scale” was developed. This tool was adapted for the Ukrainian sample and based on the questionnaire “Perceived Role of Ethics and Social Responsibility” which connects ethical and socially responsible behavior to different aspects of the organizational effectiveness. After surveying the respondents, the factor analysis was made by the method of main compounds with orthogonal rotation VARIMAX. On the basis of the obtained results the 21-item questionnaire was developed (Cronbach’s alpha – 0,768; Inter-Item Correlations – 0,34). Participants: 121 managers at all levels of Ukrainian organizations (57 males; 65 females) took part in the research. Results: Factor analysis showed five ethical dilemmas concerning the social responsibility and profit compatibility in Ukrainian organizations. Below we made an attempt to interpret them: — Social responsibility vs profit. Corporate social responsibility can be a way to reduce operational costs. A firm’s first priority is employees’ morale. Being ethical and socially responsible is the priority of the organization. The most loaded question is "Corporate social responsibility can reduce operational costs". Significant effect of this factor is 0.768. — Profit vs social responsibility. Efficiency is much more important to a firm than ethics or social responsibility. Making the profit is the most important concern for a firm. The dominant question is "Efficiency is much more important to a firm than whether or not the firm is seen as ethical or socially responsible". Significant effect of this factor is 0.793. — A balanced combination of social responsibility and profit. Organization with social responsibility policy is more attractive for its stakeholders. The most loaded question is "Social responsibility and profitability can be compatible". Significant effect of this factor is 0.802. — Role of Social Responsibility in the successful organizational performance. Understanding the value of social responsibility and business ethics. Well-being and welfare of the society. The dominant question is "Good ethics is often good business". Significant effect of this factor is 0.727. — Global vision of social responsibility. Issues related to global social responsibility and sustainability. Innovative approaches to poverty reduction. Awareness of climate change problems. Global vision for successful business. The dominant question is "The overall effectiveness of a business can be determined to a great extent by the degree to which it is ethical and socially responsible". Significant effect of this factor is 0.842. The theoretical contribution. The perspective of the study is to develop a tool for measurement social responsibility in organizations and to test questionnaire’s adequacy for social and cultural context. Practical implications. The research results can be applied for designing a training programme for business school students to form their global vision for successful business as well as the ability to solve ethical dilemmas in managerial practice. Researchers interested in social responsibility issues are welcome to join the project.

Keywords: corporate social responsibility, Cronbach’s alpha, ethical behaviour, psychodiagnostic tool

Procedia PDF Downloads 363

Authors: Pitsanu Poonpetpun, Witthaya Mekhum, Warangkana Kongsil

Abstract:

This research was an attempt to study work motivation of employees in Siam Thai Co., Ltd. The study took place in Rayong with 59 employees as participants. The research tool was questionnaires which consisted of sets of questions about company’s policy, management, executives and good relationship within the firm. The questionnaires style was rating scale with 5 score bands. The questionnaires were analyzed by percentage, frequency, mean and standard deviation. From the study, the result showed that policy and management were in moderate scale, executive and managers were in moderate scale and relationship within the firm were in high scale.

Keywords: motivation, job, performance, employees

Procedia PDF Downloads 261

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

Abstract:

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

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

Procedia PDF Downloads 142

Authors: Arsalan Ghaderi

Abstract:

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

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

Procedia PDF Downloads 114

Authors: Ni Putu Evi Wijayanti, Made Darmiati, Ni Ketut Wiwiek Agustina, Putu Gde Arie Yudhistira, Marcel Hardono

Abstract:

This research study discusses the tourists’ perception to white water rafting service quality in Bali (Case Study: Ayung River). The aim is to determine the tourists’ perception to: firstly, the services quality of white water rafting trip in Bali, secondly, is to determine which dimensions of the service quality that need to take main handling priority in accordance with the level of important service of white water rafting company’s working performance toward the service quality of rafting in Bali especially on Ayung Riveri, lastly, is to know the efforts are needed to improve the service quality of white water rafting trip for tourist in Bali, specifically on Ayung River. This research uses the concept of the service quality with five principal dimensions, namely: Tangibles, Reliability, Responsiveness, Assurance, Empathy. Location of the research is tourist destination area of the Ayung River, that lies between the boundary of Badung Regency at Western part and Gianyar Regency eastern side. There are three rafting companies located on the Ayung River. This research took 100 respondents who were selected as a sample by using purposive sampling method. Data were collected through questionnaires distributed to domestic tourists then tabulated using the weighting scale (Likert scale) and analyzed using analysis of the benefit performance (important performance analysis) in the form of Cartesian diagram. The results of the research are translated into three points. Firstly, there are 23 indicators assessed by the service aspect of domestic tourists where the highest value is the aspect of familiarity between the tourist and employees with points (0.29) and the lowest score is the aspect of the clarity of the Ayung River water discharge value (-0.35). This shows that the indicator has not been fully able to meet the expectations of service aspects of the rating. Secondly, the dimensions of service quality that requires serious attention is the dimension of tangibles. The third point is the efforts that needs to be done adapted to the results of the Cartesian diagram breaks down into four quadrants. Based on the results of the research suggested to the manager of the white water rafting tour in order to continuously improve the service quality to tourists, performing new innovations in terms of product variations, provide insight and training to its employees to increase their competence, especially in the field of excellent service so that the satisfaction rating can be achieved.

Keywords: perception, rafting, service quality, tourist satisfaction

Procedia PDF Downloads 244