Search results for: location-allocation models

Authors: Niloofar Yousefi, Marie Alaghband, Ivan Garibay

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With the increase of credit card usage, the volume of credit card misuse also has significantly increased, which may cause appreciable financial losses for both credit card holders and financial organizations issuing credit cards. As a result, financial organizations are working hard on developing and deploying credit card fraud detection methods, in order to adapt to ever-evolving, increasingly sophisticated defrauding strategies and identifying illicit transactions as quickly as possible to protect themselves and their customers. Compounding on the complex nature of such adverse strategies, credit card fraudulent activities are rare events compared to the number of legitimate transactions. Hence, the challenge to develop fraud detection that are accurate and efficient is substantially intensified and, as a consequence, credit card fraud detection has lately become a very active area of research. In this work, we provide a survey of current techniques most relevant to the problem of credit card fraud detection. We carry out our survey in two main parts. In the first part, we focus on studies utilizing classical machine learning models, which mostly employ traditional transnational features to make fraud predictions. These models typically rely on some static physical characteristics, such as what the user knows (knowledge-based method), or what he/she has access to (object-based method). In the second part of our survey, we review more advanced techniques of user authentication, which use behavioral biometrics to identify an individual based on his/her unique behavior while he/she is interacting with his/her electronic devices. These approaches rely on how people behave (instead of what they do), which cannot be easily forged. By providing an overview of current approaches and the results reported in the literature, this survey aims to drive the future research agenda for the community in order to develop more accurate, reliable and scalable models of credit card fraud detection.

Keywords: Credit Card Fraud Detection, User Authentication, Behavioral Biometrics, Machine Learning, Literature Survey

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Authors: František Šebek, Petr Kubík, Jindřich Petruška, Jiří Hůlka

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Present study is aimed on the cutting process of circular cross-section rods where the fracture is used to separate one rod into two pieces. Incorporating the phenomenological ductile fracture model into the explicit formulation of finite element method, the process can be analyzed without the necessity of realizing too many real experiments which could be expensive in case of repetitive testing in different conditions. In the present paper, the steel AISI 1045 was examined and the tensile tests of smooth and notched cylindrical bars were conducted together with biaxial testing of the notched tube specimens to calibrate material constants of selected phenomenological ductile fracture models. These were implemented into the Abaqus/Explicit through user subroutine VUMAT and used for cutting process simulation. As the calibration process is based on variables which cannot be obtained directly from experiments, numerical simulations of fracture tests are inevitable part of the calibration. Finally, experiments regarding the cutting process were carried out and predictive capability of selected fracture models is discussed. Concluding remarks then make the summary of gained experience both with the calibration and application of particular ductile fracture criteria.

Keywords: ductile fracture, phenomenological criteria, cutting process, explicit formulation, AISI 1045 steel

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Authors: Mohsen Azarmjoo, Yasaman Azarmjoo, Zahra Alikhani Koopaei

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This article introduces devices that can transfer sunlight to buildings that do not have access to direct sunlight during the day. The transmission and reflection of sunlight are done through the movement of movable mirrors. The focus of this article is on two models of sun tracker systems designed and built by the Macad team. In fact, this article will reveal the distinction between the two Macad devices and the previously built competitor device. What distinguishes the devices built by the Macad team from the competitor's device is the different mode of operation and the difference in the location of the sensors. Given that the devices have the same results, the Macad team has tried to reduce the defects of the competitor's device as much as possible. The special feature of the second type of device built by the Macad team has enabled buildings with different construction positions to use sun tracking systems. This article will also discuss diagrams of the path of sunlight transmission and more details of the device. It is worth mentioning that fixed mirrors are also placed next to the main devices. So that the light shining on the first device is reflected to these mirrors, this light is guided within the light receiver space and is transferred to the different parts around by steel sheets built in the light receiver space, and finally, these spaces benefit from sunlight.

Keywords: design, construction, mechatronic device, sun tracker system, sun tracker, sunlight

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Authors: Tsega Asresa, Getahun Tigistu, Melaku Bayih

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Computer vision is a subfield of artificial intelligence that allows computers and systems to extract meaning from digital images and video. It is used in a wide range of fields of study, including self-driving cars, video surveillance, medical diagnosis, manufacturing, law, agriculture, quality control, health care, facial recognition, and military applications. Aromatic medicinal plants are botanical raw materials used in cosmetics, medicines, health foods, essential oils, decoration, cleaning, and other natural health products for therapeutic and Aromatic culinary purposes. These plants and their products not only serve as a valuable source of income for farmers and entrepreneurs but also going to export for valuable foreign currency exchange. In Ethiopia, there is a lack of technologies for the classification and identification of Aromatic medicinal plant parts and disease type cured by aromatic medicinal plants. Farmers, industry personnel, academicians, and pharmacists find it difficult to identify plant parts and disease types cured by plants before ingredient extraction in the laboratory. Manual plant identification is a time-consuming, labor-intensive, and lengthy process. To alleviate these challenges, few studies have been conducted in the area to address these issues. One way to overcome these problems is to develop a deep learning model for efficient identification of Aromatic medicinal plant parts with their corresponding disease type. The objective of the proposed study is to identify the aromatic medicinal plant parts and their disease type classification using computer vision technology. Therefore, this research initiated a model for the classification of aromatic medicinal plant parts and their disease type by exploring computer vision technology. Morphological characteristics are still the most important tools for the identification of plants. Leaves are the most widely used parts of plants besides roots, flowers, fruits, and latex. For this study, the researcher used RGB leaf images with a size of 128x128 x3. In this study, the researchers trained five cutting-edge models: convolutional neural network, Inception V3, Residual Neural Network, Mobile Network, and Visual Geometry Group. Those models were chosen after a comprehensive review of the best-performing models. The 80/20 percentage split is used to evaluate the model, and classification metrics are used to compare models. The pre-trained Inception V3 model outperforms well, with training and validation accuracy of 99.8% and 98.7%, respectively.

Keywords: aromatic medicinal plant, computer vision, convolutional neural network, deep learning, plant classification, residual neural network

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Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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Authors: Luis Fonseca, Filipe Cabral Pinto, Susana Sargento

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The increase of the world population, especially in large urban centers, has resulted in new challenges particularly with the control and optimization of public safety. Thus, in the present work, a solution is proposed for the prediction of criminal occurrences in a city based on historical data of incidents and demographic information. The entire research and implementation will be presented start with the data collection from its original source, the treatment and transformations applied to them, choice and the evaluation and implementation of the Machine Learning model up to the application layer. Classification models will be implemented to predict criminal risk for a given time interval and location. Machine Learning algorithms such as Random Forest, Neural Networks, K-Nearest Neighbors and Logistic Regression will be used to predict occurrences, and their performance will be compared according to the data processing and transformation used. The results show that the use of Machine Learning techniques helps to anticipate criminal occurrences, which contributed to the reinforcement of public security. Finally, the models were implemented on a platform that will provide an API to enable other entities to make requests for predictions in real-time. An application will also be presented where it is possible to show criminal predictions visually.

Keywords: crime prediction, machine learning, public safety, smart city

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Authors: Erick Pruchnicki, Nikhil Padhye

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Plates are important engineering structures which have attracted extensive research since the 19th century. The subject of this work is statical analysis of a linearly elastic homogenous plate under small deformations. A 'thin plate' is a three-dimensional structure comprising of a small transverse dimension with respect to a flat mid-surface. The general aim of any plate theory is to deduce a two-dimensional model, in terms of mid-surface quantities, to approximately and accurately describe the plate's deformation in terms of mid-surface quantities. In recent decades, a common starting point for this purpose is to utilize series expansion of a displacement field across the thickness dimension in terms of the thickness parameter (h). These attempts are mathematically consistent in deriving leading-order plate theories based on certain a priori scaling between the thickness and the applied loads; for example, asymptotic methods which are aimed at generating leading-order two-dimensional variational problems by postulating formal asymptotic expansion of the displacement fields. Such methods rigorously generate a hierarchy of two-dimensional models depending on the order of magnitude of the applied load with respect to the plate-thickness. However, in practice, applied loads are external and thus not directly linked or dependent on the geometry/thickness of the plate; thus, rendering any such model (based on a priori scaling) of limited practical utility. In other words, the main limitation of these approaches is that they do not furnish a single plate model for all orders of applied loads. Following analogy of recent efforts of deploying Fourier-series expansion to study convergence of reduced models, we propose two-dimensional model(s) resulting from truncation of the potential energy and rigorously prove the convergence of these two-dimensional plate models to the parent three-dimensional linear elasticity with increasing truncation order of the potential energy.

Keywords: plate theory, Fourier-series expansion, convergence result, Legendre polynomials

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Authors: Jonathan Josephs-Spaulding, Hannah Rettig, Simon Graspeunter, Jan Rupp, Christoph Kaleta

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Background: Recurrent urinary tract infections (rUTIs) are a global cause of emergency room visits and represent a significant burden for public health systems. Therefore, metatranscriptomic approaches to investigate metabolic exchange and crosstalk between uropathogenic Escherichia coli (UPEC), which is responsible for 90% of UTIs, and collaborating pathogens of the urogenital microbiome is necessary to better understand the pathogenetic processes underlying rUTIs. Objectives: This study aims to determine the level in which uropathogens optimize the host urinary metabolic environment to succeed during invasion. By developing patient-specific metabolic models of infection, these observations can be taken advantage of for the precision treatment of human disease. Methods: To date, we have set up an rUTI patient cohort and observed various urine-associated pathogens. From this cohort, we developed patient-specific metabolic models to predict bladder microbiome metabolism during rUTIs. This was done by creating an in silico metabolomic urine environment, which is representative of human urine. Metabolic models of uptake and cross-feeding of rUTI pathogens were created from genomes in relation to the artificial urine environment. Finally, microbial interactions were constrained by metatranscriptomics to indicate patient-specific metabolic requirements of pathogenic communities. Results: Metabolite uptake and cross-feeding are essential for strain growth; therefore, we plan to design patient-specific treatments by adjusting urinary metabolites through nutritional regimens to counteract uropathogens by depleting essential growth metabolites. These methods will provide mechanistic insights into the metabolic components of rUTI pathogenesis to provide an evidence-based tool for infection treatment.

Keywords: recurrent urinary tract infections, human microbiome, uropathogenic Escherichia coli, UPEC, microbial ecology

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Authors: Nikola Tomasevic, Marko Batic, Sanja Vranes

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Emerging Semantic Web technologies can be seen as the next step in evolution of the intelligent facility management systems. Particularly, this considers increased usage of open source and/or standardized concepts for data classification and semantic interpretation. To deliver such facility management systems, providing the comprehensive integration and interoperability platform in from of the facility data model is a prerequisite. In this paper, one of the possible modelling approaches to provide such integrative facility data model which was based on the ontology modelling concept was presented. Complete ontology development process, starting from the input data acquisition, ontology concepts definition and finally ontology concepts population, was described. At the beginning, the core facility ontology was developed representing the generic facility infrastructure comprised of the common facility concepts relevant from the facility management perspective. To develop the data model of a specific facility infrastructure, first extension and then population of the core facility ontology was performed. For the development of the full-blown facility data models, Malpensa and Fiumicino airports in Italy, two major European air-traffic hubs, were chosen as a test-bed platform. Furthermore, the way how these ontology models supported the integration and interoperability of the overall airport energy management system was analyzed as well.

Keywords: airport ontology, energy management, facility data model, ontology modeling

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Authors: Chokri Slim

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The objective of this research is attempting to respond to this question: Is there a significant difference between the regression model and statistical learning models in predicting credit risk management? A Multiple Linear Regression (MLR) model was compared with neural networks including Multi-Layer Perceptron (MLP), and a Support vector regression (SVR). The population of this study includes 50 listed Banks in Tunis Stock Exchange (TSE) market from 2000 to 2016. Firstly, we show the factors that have significant effect on the quality of loan portfolios of banks in Tunisia. Secondly, it attempts to establish that the systematic use of objective techniques and methods designed to apprehend and assess risk when considering applications for granting credit, has a positive effect on the quality of loan portfolios of banks and their future collectability. Finally, we will try to show that the bank governance has an impact on the choice of methods and techniques for analyzing and measuring the risks inherent in the banking business, including the risk of non-repayment. The results of empirical tests confirm our claims.

Keywords: credit risk management, multiple linear regression, principal components analysis, artificial neural networks, support vector machines

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Authors: Stuti Modi, Aditi Kambli

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This paper addresses the need for intelligent water management and distribution system in smart cities to ensure optimal consumption and distribution of water for drinking and sanitation purposes. Water being a limited resource in cities require an effective system for collection, storage and distribution. In this paper, applications of two mostly widely used particular types of data-driven models, namely artificial neural networks (ANN) and fuzzy logic-based models, to modelling in the water resources management field are considered. The objective of this paper is to review the principles of various types and architectures of neural network and fuzzy adaptive systems and their applications to integrated water resources management. Final goal of the review is to expose and formulate progressive direction of their applicability and further research of the AI-related and data-driven techniques application and to demonstrate applicability of the neural networks, fuzzy systems and other machine learning techniques in the practical issues of the regional water management. Apart from this the paper will deal with water storage, using ANN to find optimum reservoir level and predicting peak daily demands.

Keywords: artificial neural networks, fuzzy systems, peak daily demand prediction, water management and distribution

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Authors: K. Veluraja

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Glycan of glycolipids and glycoproteins is playing a significant role in living systems particularly in molecular recognition processes. Molecular recognition processes are attributed to their occurrence on the surface of the cell, sequential arrangement and type of sugar molecules present in the oligosaccharide structure and glyosidic linkage diversity (glycoinformatics) and conformational diversity (glycoconformatics). Molecular Dynamics Simulation study is a theoretical-cum-computational tool successfully utilized to establish glycoconformatics of glycan. The study on various oligosaccharides of glycan clearly indicates that oligosaccharides do exist in multiple conformational states and these conformational states arise due to the flexibility associated with a glycosidic torsional angle (φ,ψ) . As an example: a single disaccharide structure NeuNacα(2-3) Gal exists in three different conformational states due to the differences in the preferential value of glycosidic torsional angles (φ,ψ). Hence establishing three dimensional structural and conformational models for glycan (cartesian coordinates of every individual atoms of an oligosaccharide structure in a preferred conformation) is quite crucial to understand various molecular recognition processes such as glycan-toxin interaction and glycan-virus interaction. The gycoconformatics models obtained for various glycan through Molecular Dynamics Simulation stored in our 3DSDSCAR (3DSDSCAR.ORG) a public domain database and its utility value in understanding the molecular recognition processes and in drug design venture will be discussed.

Keywords: glycan, glycoconformatics, molecular dynamics simulation, oligosaccharide

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Authors: Irene Yi

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Machine learning, natural language processing, and neural network models of language are becoming more and more prevalent in the fields of technology and linguistics today. Training data for machines are at best, large corpora of human literature and at worst, a reflection of the ugliness in society. Computational linguistics is a growing field dealing with such issues of data collection for technological development. Machines have been trained on millions of human books, only to find that in the course of human history, derogatory and sexist adjectives are used significantly more frequently when describing females in history and literature than when describing males. This is extremely problematic, both as training data, and as the outcome of natural language processing. As machines start to handle more responsibilities, it is crucial to ensure that they do not take with them historical sexist and misogynistic notions. This paper gathers data and algorithms from neural network models of language having to deal with syntax, semantics, sociolinguistics, and text classification. Computational analysis on such linguistic data is used to find patterns of misogyny. Results are significant in showing the existing intentional and unintentional misogynistic notions used to train machines, as well as in developing better technologies that take into account the semantics and syntax of text to be more mindful and reflect gender equality. Further, this paper deals with the idea of non-binary gender pronouns and how machines can process these pronouns correctly, given its semantic and syntactic context. This paper also delves into the implications of gendered grammar and its effect, cross-linguistically, on natural language processing. Languages such as French or Spanish not only have rigid gendered grammar rules, but also historically patriarchal societies. The progression of society comes hand in hand with not only its language, but how machines process those natural languages. These ideas are all extremely vital to the development of natural language models in technology, and they must be taken into account immediately.

Keywords: computational analysis, gendered grammar, misogynistic language, neural networks

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Authors: Ammara Mehmood, Aneela Zameer, Muhammad Asif Zahoor Raja, Muhammad Faisal Fateh

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In this work, the strength of bio-inspired computational intelligence based technique is exploited for parameter estimation for the periodic signals using Continuous Differential Evolution (CDE) by defining an error function in the mean square sense. Multidimensional and nonlinear nature of the problem emerging in sinusoidal signal models along with noise makes it a challenging optimization task, which is dealt with robustness and effectiveness of CDE to ensure convergence and avoid trapping in local minima. In the proposed scheme of Continuous Differential Evolution based Signal Parameter Estimation (CDESPE), unknown adjustable weights of the signal system identification model are optimized utilizing CDE algorithm. The performance of CDESPE model is validated through statistics based various performance indices on a sufficiently large number of runs in terms of estimation error, mean squared error and Thiel’s inequality coefficient. Efficacy of CDESPE is examined by comparison with the actual parameters of the system, Genetic Algorithm based outcomes and from various deterministic approaches at different signal-to-noise ratio (SNR) levels.

Keywords: parameter estimation, bio-inspired computing, continuous differential evolution (CDE), periodic signals

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Authors: Khadidja Rahmani, Nahla Bouaziz

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Algeria is known for its rich heritage. It owns an immense historical heritage with a universal reputation. Unfortunately, this wealth is withered because of abundance. This research focuses on the Ksourian model, which constitutes a large portion of this wealth. In fact, the Ksourian model is not just a witness to a great part of history or a vernacular culture, but also it includes a panoply of assets in terms of energetic efficiency. In this context, the purpose of our work is to evaluate the performance of the old techniques which are derived from the Ksourian model , and that using the simulation tools. The proposed method is decomposed in two steps; the first consists of isolate and reintroduce each device into a basic model, then run a simulation series on acquired models. And this in order to test the contribution of each of these dialectal processes. In another scale of development, the second step consists of aggregating all these processes in an aboriginal model, then we restart the simulation, to see what it will give this mosaic on the environmental and energetic plan .The model chosen for this study is one of the ksar units of Knadsa city of Bechar (Algeria). This study does not only show the ingenuity of our ancestors in their know-how, and their adapting power to the aridity of the climate, but also proves that their conceptions subscribe in the current concerns of energy efficiency, and respond to the requirements of sustainable development.

Keywords: dialectal processes, energy efficiency, evaluation, Ksourian model, simulation tools

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Authors: Mohammad Bakhshi, Firas Al Janabi

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High resolution rain data are very important to fulfill the input of hydrological models. Among models of high-resolution rainfall data generation, the temporal disaggregation was chosen for this study. The paper attempts to generate three different rainfall resolutions (4-hourly, hourly and 10-minutes) from daily for around 20-year record period. The process was done by DiMoN tool which is based on random cascade model and method of fragment. Differences between observed and simulated rain dataset are evaluated with variety of statistical and empirical methods: Kolmogorov-Smirnov test (K-S), usual statistics, and Exceedance probability. The tool worked well at preserving the daily rainfall values in wet days, however, the generated data are cumulated in a shorter time period and made stronger storms. It is demonstrated that the difference between generated and observed cumulative distribution function curve of 4-hourly datasets is passed the K-S test criteria while in hourly and 10-minutes datasets the P-value should be employed to prove that their differences were reasonable. The results are encouraging considering the overestimation of generated high-resolution rainfall data.

Keywords: DiMoN Tool, disaggregation, exceedance probability, Kolmogorov-Smirnov test, rainfall

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Authors: Areej Al-Hamad, Cheryl Forchuk, Abe Oudshoorn, Gerald Patrick Mckinley

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Syrian refugee women face many obstacles when accessing health services in host countries that are influenced by various cultural, structural, and practical factors. This paper is based on critical ethnographic research undertaken in Canada to explore Syrian refugee women's migration experiences. Also, we aim to critically examine how the intersection of gender, trauma, violence and the political and economic conditions of Syrian refugee women shapes their everyday lives and health. The study also investigates the strategies and practices by which Syrian refugee women are currently addressing their healthcare needs and the models of care that are suggested for meeting their physical and mental health needs. Findings show that these women experienced constant worries, hardship, vulnerability, and intrusion of dignity. These experiences and challenges were aggravated by the structure of the Canadian social and health care system. This study offers a better understanding of the impact of migration and trauma on Syrian refugee women's roles, responsibilities, gender dynamics, and interaction with Ontario's healthcare system to improve interaction and outcomes. Health care models should address these challenges among Syrian refugee families in Canada.

Keywords: Syrian refugee women, intersectionality, critical ethnography, migration

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Authors: Farida, M. Shehu, Shehu U. R. Aliyu

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Access to finance has been recognized in the literature as one of the major impediments confronting small scale businesses (SSBs). This largely arises due to high lending rate, religious inclinations, collateral, etc. Islamic mode finance operates under Profit and Loss Sharing (PLS) arrangement between a borrower (business owner) and a lender (Islamic bank). This paper empirically assesses the determinants of predisposition of small scale business operators in Fagge local government area, Kano State, Nigeria, towards the PLS. Cross-sectional data from a sample of 291 small scale business operators was analyzed using logit and probit regression models. Empirical results reveal that while awareness and religion inclination positively drive interest towards the PLS, lending rate and collateral work against it. The paper, therefore, strongly recommends more advocacy campaigns and setting up of more Islamic banks in the country to cater for the financing and religious needs of SSBs in the study area.

Keywords: Islamic finance, logit and probit models, profit and loss sharing small scale businesses, finance, commerce

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Authors: Abdelmalek Ouannou, Adil Brouri, Laila Kadi, Tarik

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Switched reluctance motor (SRM) has a major interest in a large domain as in electric vehicle driving because of its wide range of speed operation, high performances, low cost, and robustness to run under degraded conditions. The purpose of the paper is to develop a new analytical approach for modeling SRM parameters. Then, an identification scheme is proposed to obtain the SRM parameters. Since the SRM is featured by a highly nonlinear behavior, modeling these devices is difficult. Then, it is convenient to develop an accurate model describing the SRM. Furthermore, it is always operated in the magnetically saturated mode to maximize the energy transfer. Accordingly, it is shown that the SRM can be accurately described by a generalized polynomial Hammerstein model, i.e., the parallel connection of several Hammerstein models having polynomial nonlinearity. Presently an analytical identification method is developed using a chirp excitation signal. Afterward, the parameters of the obtained model have been determined using Finite Element Method analysis. Finally, in order to show the effectiveness of the proposed method, a comparison between the true and estimate models has been performed. The obtained results show that the output responses are very close.

Keywords: switched reluctance motor, swept-sine signal, generalized Hammerstein model, nonlinear system

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Authors: Rizwan Rizwan

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This paper provides an overview of Federated Learning (FL) and its application in enhancing data security, privacy, and efficiency. FL utilizes three distinct architectures to ensure privacy is never compromised. It involves training individual edge devices and aggregating their models on a server without sharing raw data. This approach not only provides secure models without data sharing but also offers a highly efficient privacy--preserving solution with improved security and data access. Also we discusses various frameworks used in FL and its integration with machine learning, deep learning, and data mining. In order to address the challenges of multi--party collaborative modeling scenarios, a brief review FL scheme combined with an adaptive gradient descent strategy and differential privacy mechanism. The adaptive learning rate algorithm adjusts the gradient descent process to avoid issues such as model overfitting and fluctuations, thereby enhancing modeling efficiency and performance in multi-party computation scenarios. Additionally, to cater to ultra-large-scale distributed secure computing, the research introduces a differential privacy mechanism that defends against various background knowledge attacks.

Keywords: federated learning, differential privacy, gradient descent strategy, convergence, stability, threats

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Authors: Tetsuji Tanaka, Jin Guo

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The extant literature has not succeeded in uncovering the common determinants of price volatility transmissions of agricultural commodities from international to local markets, and further, has rarely investigated the role of self-sufficiency measures in the context of national food security. We analyzed various factors to determine the degree of price volatility transmissions of wheat, rice, and maize between world and domestic markets using GARCH models with dynamic conditional correlation (DCC) specifications and panel-feasible generalized least square models. We found that the grain autarky system has the potential to diminish volatility pass-throughs for three grain commodities. Furthermore, it was discovered that the substitutive commodity consumption behavior between maize and wheat buffers the volatility transmissions of both, but rice does not function as a transmission-relieving element, either for the volatilities of wheat or maize. The effectiveness of grain consumption substitution to insulate the pass-throughs from global markets is greater than that of cereal self-sufficiency. These implications are extremely beneficial for developing governments to protect their domestic food markets from uncertainty in foreign countries and as such, improves food security.

Keywords: food security, GARCH, grain self-sufficiency, volatility transmission

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Authors: Monisha Pattanaik

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In scenarios where users have to work with large amounts of hierarchical data structures combined with visualizations (For example, Construction 3d Models, Manufacturing equipment's models, Gantt charts, Building Plans), the data structures have a high density in terms of consisting multiple parent nodes up to 50 levels and their siblings to descendants, therefore convey an immediate feeling of complexity. With customers moving to consumer-grade enterprise software, it is crucial to make sophisticated features made available to touch devices or smaller screen sizes. This paper evaluates the UI component that allows users to scroll through all deep density levels using a slider overlay on top of the hierarchy table, performing several actions to focus on one set of objects at any point in time. This overlay component also solves the problem of excessive horizontal scrolling of the entire table on a fixed pane for a hierarchical table. This component can be customized to navigate through parents, only siblings, or a specific component of the hierarchy only. The evaluation of the UI component was done by End Users of application and Human-Computer Interaction (HCI) experts to test the UI component's usability with statistical results and recommendations to handle complex hierarchical data visualizations.

Keywords: building information modeling, digital twin, navigation, UI component, user interface, usability, visualization

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Authors: A. Latif Karimi, M. K. Shrimali

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Seismic design is a critical stage in the process of design and construction of a building. It includes strategies for designing earthquake-resistant buildings to ensure health, safety, and security of the building occupants and assets. Hence, it becomes very important to understand the behavior of structural members precisely, for construction of buildings that can yield a better response to seismic forces. This paper investigates the behavior of a typical structure when subjected to ground motion. The corresponding mode shapes and modal frequencies are studied to interpret the response of an actual structure using different fabricated models and 3D visual models. In this study, three different structural configurations are subjected to horizontal ground motion, and the effect of “stiffness eccentricity” and placement of infill walls are checked to determine how each parameter contributes in a building’s response to dynamic forces. The deformation data from lab experiments and the analysis on SAP2000 software are reviewed to obtain the results. This study revealed that seismic response in a building can be improved by introducing higher deformation capacity in the building. Also, proper design of infill walls and maintaining a symmetrical configuration in a building are the key factors in building stability during the earthquake.

Keywords: eccentricity, seismic response, mode shape, building configuration, building dynamics

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Authors: Seun Mayowa Sunday

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Loan prediction is one of the most significant and recognised fields of research in the banking, insurance, and the financial security industries. Some prediction systems on the market include the construction of static software. However, due to the fact that static software only operates with strictly regulated rules, they cannot aid customers beyond these limitations. Application of many machine learning (ML) techniques are required for loan prediction. Four separate machine learning models, random forest (RF), decision tree (DT), k-nearest neighbour (KNN), and logistic regression, are used to create the loan prediction model. Using the anaconda navigator and the required machine learning (ML) libraries, models are created and evaluated using the appropriate measuring metrics. From the finding, the random forest performs with the highest accuracy of 80.17% which was later implemented into the Django framework. For real-time testing, the web application is deployed on the Alibabacloud which is among the top 4 biggest cloud computing provider. Hence, to the best of our knowledge, this research will serve as the first academic paper which combines the model development and the Django framework, with the deployment into the Alibaba cloud computing application.

Keywords: k-nearest neighbor, random forest, logistic regression, decision tree, django, cloud computing, alibaba cloud

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Authors: Cristian Păuna

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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

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Authors: Claire Limoge Schraen, Philippe Gueguen, Cedric Giry, Cedric Desprez, Frédéric Ragueneau

Abstract:

Mediterranean area is characterized by numerous monumental or vernacular masonry structures illustrating old ways of build and live. Those precious buildings are often poorly documented, present complex shapes and loadings, and are protected by the States, leading to legal constraints. This area also presents a moderate to high seismic activity. Even moderate earthquakes can be magnified by local site effects and cause collapse or significant damage. Moreover the structural resistance of masonry buildings, especially when less famous or located in rural zones has been generally lowered by many factors: poor maintenance, unsuitable restoration, ambient pollution, previous earthquakes. Recent earthquakes prove that any damage to these architectural witnesses to our past is irreversible, leading to the necessity of acting preventively. This means providing preventive assessments for hundreds of structures with no or few documents. In this context we want to propose a general method, based on hierarchized numerical models, to provide preliminary structural diagnoses at a regional scale, indicating whether more precise investigations and models are necessary for each building. To this aim, we adapt different tools, being developed such as photogrammetry or to be created such as a preprocessor starting from pictures to build meshes for a FEM software, in order to allow dynamic studies of the buildings of the panel. We made an inventory of 198 baroque chapels and churches situated in the French Alps. Then their structural characteristics have been determined thanks field surveys and the MicMac photogrammetric software. Using structural criteria, we determined eight types of churches and seven types for chapels. We studied their dynamical behavior thanks to CAST3M, using EC8 spectrum and accelerogramms of the studied zone. This allowed us quantifying the effect of the needed simplifications in the most sensitive zones and choosing the most effective ones. We also proposed threshold criteria based on the observed damages visible in the in situ surveys, old pictures and Italian code. They are relevant in linear models. To validate the structural types, we made a vibratory measures campaign using vibratory ambient noise and velocimeters. It also allowed us validating this method on old masonry and identifying the modal characteristics of 20 churches. Then we proceeded to a dynamic identification between numerical and experimental modes. So we updated the linear models thanks to material and geometrical parameters, often unknown because of the complexity of the structures and materials. The numerically optimized values have been verified thanks to the measures we made on the masonry components in situ and in laboratory. We are now working on non-linear models redistributing the strains. So we validate the damage threshold criteria which we use to compute the vulnerability curves of each defined structural type. Our actual results show a good correlation between experimental and numerical data, validating the final modeling simplifications and the global method. We now plan to use non-linear analysis in the critical zones in order to test reinforcement solutions.

Keywords: heritage structures, masonry numerical modeling, seismic vulnerability assessment, vibratory measure

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Authors: Ali Abdul Kadhim, Fue Lien

Abstract:

Solid particle distribution on an impingement surface has been simulated utilizing a graphical processing unit (GPU). In-house computational fluid dynamics (CFD) code has been developed to investigate a 3D turbulent impinging jet using the lattice Boltzmann method (LBM) in conjunction with large eddy simulation (LES) and the multiple relaxation time (MRT) models. This paper proposed an improvement in the LBM-cellular automata (LBM-CA) probabilistic method. In the current model, the fluid flow utilizes the D3Q19 lattice, while the particle model employs the D3Q27 lattice. The particle numbers are defined at the same regular LBM nodes, and transport of particles from one node to its neighboring nodes are determined in accordance with the particle bulk density and velocity by considering all the external forces. The previous models distribute particles at each time step without considering the local velocity and the number of particles at each node. The present model overcomes the deficiencies of the previous LBM-CA models and, therefore, can better capture the dynamic interaction between particles and the surrounding turbulent flow field. Despite the increasing popularity of LBM-MRT-CA model in simulating complex multiphase fluid flows, this approach is still expensive in term of memory size and computational time required to perform 3D simulations. To improve the throughput of each simulation, a single GeForce GTX TITAN X GPU is used in the present work. The CUDA parallel programming platform and the CuRAND library are utilized to form an efficient LBM-CA algorithm. The methodology was first validated against a benchmark test case involving particle deposition on a square cylinder confined in a duct. The flow was unsteady and laminar at Re=200 (Re is the Reynolds number), and simulations were conducted for different Stokes numbers. The present LBM solutions agree well with other results available in the open literature. The GPU code was then used to simulate the particle transport and deposition in a turbulent impinging jet at Re=10,000. The simulations were conducted for L/D=2,4 and 6, where L is the nozzle-to-surface distance and D is the jet diameter. The effect of changing the Stokes number on the particle deposition profile was studied at different L/D ratios. For comparative studies, another in-house serial CPU code was also developed, coupling LBM with the classical Lagrangian particle dispersion model. Agreement between results obtained with LBM-CA and LBM-Lagrangian models and the experimental data is generally good. The present GPU approach achieves a speedup ratio of about 350 against the serial code running on a single CPU.

Keywords: CUDA, GPU parallel programming, LES, lattice Boltzmann method, MRT, multi-phase flow, probabilistic model

Procedia PDF Downloads 207

Authors: Andres Nieto-Leal, Victor N. Kaliakin, Tania P. Molina

Abstract:

The nature of most engineering materials is quite complex. It is, therefore, difficult to devise a general mathematical model that will cover all possible ranges and types of excitation and behavior of a given material. As a result, the development of mathematical models is based upon simplifying assumptions regarding material behavior. Such simplifications result in some material idealization; for example, one of the simplest material idealization is to assume that the material behavior obeys the elasticity. However, soils are nonhomogeneous, anisotropic, path-dependent materials that exhibit nonlinear stress-strain relationships, changes in volume under shear, dilatancy, as well as time-, rate- and temperature-dependent behavior. Over the years, many constitutive models, possessing different levels of sophistication, have been developed to simulate the behavior geomaterials, particularly cohesive soils. Early in the development of constitutive models, it became evident that elastic or standard elastoplastic formulations, employing purely isotropic hardening and predicated in the existence of a yield surface surrounding a purely elastic domain, were incapable of realistically simulating the behavior of geomaterials. Accordingly, more sophisticated constitutive models have been developed; for example, the bounding surface elastoplasticity. The essence of the bounding surface concept is the hypothesis that plastic deformations can occur for stress states either within or on the bounding surface. Thus, unlike classical yield surface elastoplasticity, the plastic states are not restricted only to those lying on a surface. Elastoplastic bounding surface models have been improved; however, there is still need to improve their capabilities in simulating the response of anisotropically consolidated cohesive soils, especially the response in extension tests. Thus, in this work an improved constitutive model that can more accurately predict diverse stress-strain phenomena exhibited by cohesive soils was developed. Particularly, an improved rotational hardening rule that better simulate the response of cohesive soils in extension. The generalized definition of the bounding surface model provides a convenient and elegant framework for unifying various previous versions of the model for anisotropically consolidated cohesive soils. The Generalized Bounding Surface Model for cohesive soils is a fully three-dimensional, time-dependent model that accounts for both inherent and stress induced anisotropy employing a non-associative flow rule. The model numerical implementation in a computer code followed an adaptive multistep integration scheme in conjunction with local iteration and radial return. The one-step trapezoidal rule was used to get the stiffness matrix that defines the relationship between the stress increment and the strain increment. After testing the model in simulating the response of cohesive soils through extensive comparisons of model simulations to experimental data, it has been shown to give quite good simulations. The new model successfully simulates the response of different cohesive soils; for example, Cardiff Kaolin, Spestone Kaolin, and Lower Cromer Till. The simulated undrained stress paths, stress-strain response, and excess pore pressures are in very good agreement with the experimental values, especially in extension.

Keywords: bounding surface elastoplasticity, cohesive soils, constitutive model, modeling of geomaterials

Procedia PDF Downloads 317

Authors: S. M. Ali, A. Salam Khan, A. U. Khan, M. Tariq, M. S. Hussain, B. A. Abbasi, I. Hussain, U. Farid

Abstract:

Environment and surrounding plays a pivotal rule in structuring life-style of the consumers. Living standards intern effect the energy consumption of the consumers. In smart grid paradigm, climate drifts, weather parameter and green environmental directly relates to the energy profiles of the various consumers, such as residential, commercial and industrial. Considering above factors helps policy in shaping utility load curves and optimal management of demand and supply. Thus, there is a pressing need to develop correlation models of load and weather parameters and critical analysis of the factors effecting energy profiles of smart grid consumers. In this paper, we elaborated various environment and weather parameter factors effecting demand of consumers. Moreover, we developed correlation models, such as Pearson, Spearman, and Kendall, an inter-relation between dependent (load) parameter and independent (weather) parameters. Furthermore, we validated our discussion with real-time data of Texas State. The numerical simulations proved the effective relation of climatic drifts with energy consumption of smart grid consumers.

Keywords: climatic drifts, correlation analysis, energy consumption, smart grid, weather parameter

Procedia PDF Downloads 375

Authors: Asraful Islam

Abstract:

Extended dependency graph (EDG) is a state-of-the-art isomorphic graph to represent normal logic programs (NLPs) that can characterize the consistency of NLPs by graph analysis. To construct the vertices and arcs of an EDG, additional renaming atoms and rules besides those the given program provides are used, resulting in higher space complexity compared to the corresponding traditional dependency graph (TDG). In this article, we propose an extended labeled dependency graph (ELDG) to represent an NLP that shares an equal number of nodes and arcs with TDG and prove that it is isomorphic to the domain program. The number of nodes and arcs used in the underlying dependency graphs are formulated to compare the space complexity. Results show that ELDG uses less memory to store nodes, arcs, and cycles compared to EDG. To exhibit the desirability of ELDG, firstly, the stable models of the kernel form of NLP are characterized by the admissible coloring of ELDG; secondly, a relation of the stable models of a kernel program with the handles of the minimal, odd cycles appearing in the corresponding ELDG has been established; thirdly, to our best knowledge, for the first time an inverse transformation from a dependency graph to the representing NLP w.r.t. ELDG has been defined that enables transferring analytical results from the graph to the program straightforwardly.

Keywords: normal logic program, isomorphism of graph, extended labelled dependency graph, inverse graph transforma-tion, graph colouring

Procedia PDF Downloads 216