Search results for: paper and pulp mill effluent

Authors: Hee Jae Shin, Lee Ku Kwac, In Pyo Cha, Min Sang Lee, Hyun Kyung Yoon, Hong Gun Kim

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In rapid industrial development has increased the demand for high-strength and lightweight materials. Thus, various CFRP (Carbon Fiber Reinforced Plastics) with composite materials are being used. The design variables of CFRP are its lamination direction, order, and thickness. Thus, the hardness and strength of CFRP depend much on their design variables. In this paper, the lamination direction of CFRP was used to produce a symmetrical ply [0°/0°, -15°/+15°, -30°/+30°, -45°/+45°, -60°/+60°, -75°/+75°, and 90°/90°] and an asymmetrical ply [0°/15°, 0°/30°, 0°/45°, 0°/60° 0°/75°, and 0°/90°]. The bending flexure stress of the CFRP specimen was evaluated through a bending test. Its thermal property was measured using an infrared camera. The symmetrical specimen and the asymmetrical specimen were analyzed. The results showed that the asymmetrical specimen increased the bending loads according to the increase in the orientation angle; and from 0°, the symmetrical specimen showed a tendency opposite the asymmetrical tendency because the tensile force of fiber differs at the vertical direction of its load. Also, the infrared camera showed that the thermal property had a trend similar to that of the mechanical properties.

Keywords: Carbon Fiber Reinforced Plastic (CFRP), bending test, infrared camera, composite

Procedia PDF Downloads 383

Authors: Salah Gariani, Islam Shyha, Fawad Inam, Dehong Huo

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A controlled cutting fluid impinging supply system (CUT-LIST) was developed to deliver an accurate amount of cutting fluid into the machining zone via well-positioned coherent nozzles based on a calculation of the heat generated. The performance of the CUT-LIST was evaluated against a conventional flood cutting fluid supply system during step shoulder milling of Ti-6Al-4V using vegetable oil-based cutting fluid. In this paper, the micro-hardness of the machined surface was used as the main criterion to compare the two systems. CUT-LIST provided significant reductions in cutting fluid consumption (up to 42%). Both systems caused increased micro-hardness value at 100 µm from the machined surface, whereas a slight reduction in micro-hardness of 4.5% was measured when using CUL-LIST. It was noted that the first 50 µm is the soft sub-surface promoted by thermal softening, whereas down to 100 µm is the hard sub-surface caused by the cyclic internal work hardening and then gradually decreased until it reached the base material nominal hardness. It can be concluded that the CUT-LIST has always given lower micro-hardness values near the machined surfaces in all conditions investigated.

Keywords: impinging supply system, micro-hardness, shoulder milling, Ti-6Al-4V, vegetable oil-based cutting fluid

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Authors: Roula Kitsiou, Sofia Tsioli, Eleni Gana

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The current sociopolitical realities (displacement, encampment, and resettlement) refugees experience in Greece are a quite complex issue. Their educational and social ‘integration’ is characterized by transition, insecurity, and constantly changing needs. Based on the current research data, technology and more specifically mobile phones are one of the most important resources for refugees, regardless of their levels of conventional literacy. The proposed paper discusses the challenges encountered during the design and implementation of the educational Action 16 ‘Language Education for Adult Refugees’. Action 16 is one of the 24 Actions of the Project PRESS (Provision of Refugee Education and Support Scheme), funded by the Hellenic Open University (2016-2017). Project PRESS had two main objectives: a) to address the educational and integration needs of refugees in transit, who currently reside in Greece, and b) implement research-based educational interventions in online and offline sites. In the present paper, the focus is on reflection and discussion about the challenges and the potential of integrating technology in language learning for a target-group with many specific needs, which have been recorded in field notes among other research tools (ethnographic data) used in the context of PRESS. Action 16, explores if and how technology enhanced language activities in real-time and place mediated through teachers, as well as an autonomous computer-mediated learning space (moodle platform and application) builds on and expands the linguistic, cultural and digital resources and repertoires of the students by creating collaborative face-to-face and digital learning spaces. A broader view on language as a dynamic puzzle of semiotic resources and processes based on the concept of translanguaging is adopted. Specifically, designing the blended learning environment we draw on the construct of translanguaging a) as a symbolic means to valorize students’ repertoires and practices, b) as a method to reach to specific applications of a target-language that the context brings forward (Greek useful to them), and c) as a means to expand refugees’ repertoires. This has led to the creation of a learning space where students' linguistic and cultural resources can find paths to expression. In this context, communication and learning are realized by mutually investing multiple aspects of the team members' identities as educational material designers, teachers, and students on the teaching and learning processes. Therefore, creativity, humour, code-switching, translation, transference etc. are all possible means that can be employed in order to promote multilingual communication and language learning towards raising intercultural awareness in a critical digital pedagogy context. The qualitative analysis includes critical reflection on the developed educational material, team-based reflexive discussions, teachers’ reports data, and photographs from the interventions. The endeavor to involve women and men with a refugee background into a blended learning experience was quite innovative especially for the Greek context. It reflects a pragmatist ethos of the choices made in order to respond to the here-and-now needs of the refugees, and finally it was a very challenging task that has led all actors involved into Action 16 to (re)negotiations of subjectivities and products in a creative and hopeful way.

Keywords: blended learning, integration, language education, refugees

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Authors: Jennifer de Jesus, Ares Baron Talusan, Steven Valerio

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This paper aims to conduct an evaluation of the drainage system in a specific village in Apalit, Pampanga using the geographic information system to easily identify inadequate drainage lines that needs rehabilitation to aid in flooding problem in the area. The researchers will be utilizing two methods and software to be able to strategically assess each drainage line in the village– the two methods were the rational method and the Manning's Formula for Open Channel Flow and compared it to each other, and the software to be used was Google Earth Pro by 2020 Google LLC. The results must satisfy the statement QManning > QRational to be able to see if the specific line and section is adequate; otherwise, it is inadequate; dimensions needed to be recomputed until it became adequate. The use of the software is the visualization of data collected from the computations to clearly see in which areas the drainage lines were adequate or not. The researchers were then able to conclude that the drainage system should be considered inadequate, seeing as most of the lines are unable to accommodate certain intensities of rainfall. The researchers have also concluded that line rehabilitation is a must to proceed.

Keywords: strategic evaluation, drainage system, as-built plans, inadequacy, rainfall intensity-duration-frequency data, rational method, manning’s equation for open channel flow

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Authors: Tamanna Goyal, Divya Bansal, Sanjeev Sofat

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In world-threatening terrorist attacks, where early detection, distinction, and prediction are effective diagnosis techniques and for functionally accurate and precise analysis of terrorism data, there are so many data mining & statistical approaches to assure accuracy. The computational extraction of derived patterns is a non-trivial task which comprises specific domain discovery by means of sophisticated algorithm design and analysis. This paper proposes an approach for similarity extraction by obtaining the useful attributes from the available datasets of terrorist attacks and then applying feature selection technique based on the statistical impurity measures followed by clustering techniques on the basis of similarity measures. On the basis of degree of participation of attributes in the rules, the associative dependencies between the attacks are analyzed. Consequently, to compute the similarity among the discovered rules, we applied a weighted similarity measure. Finally, the rules are grouped by applying using hierarchical clustering. We have applied it to an open source dataset to determine the usability and efficiency of our technique, and a literature search is also accomplished to support the efficiency and accuracy of our results.

Keywords: association rules, clustering, similarity measure, statistical approaches

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Authors: Habtamu Abdisa

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In nature, water may not be free from contaminants due to its polar nature. But, more than this, the environmental water is highly polluted by manmade activities from industrial, agricultural, recreation, shipping, and domestic sites, thereby increasing the shortage of freshwater for designated purposes. Therefore, in the face of water scarcity, human beings are enforced to look at all the existing opportunities to get an adequate amount of freshwater resources. The most probable water resource is wastewater, from which the water can be recovered to serve designated purposes (for industrial, agricultural, drinking, and other domestic uses). Present-day, the most preferable method for recovering water from different wastewater streams for re-use is membrane technology. This paper looks at the progressive development of membrane technology in wastewater treatment. The applications of pressure-driven membrane separation technology (microfiltration, ultrafiltration, nano-filtration, reverse osmosis, and tissue purification) and no pressure membrane separation technology (semipermeable membrane, liquefiedfilm, and electro-dialysis) and also ion-exchange were reviewed. More than all, the technology for converting environmental water pollutants into energy is of considerable attention. Finally, recommendations for future research relating to the application of membrane technology in wastewater treatment were made. Also, further research recommendation about membrane fouling and cleaning was made.

Keywords: environmental pollution, membrane technology, water quality, wastewater

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Authors: Abraham Rotich

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The purpose of this study was to determine the effects of relationship banking on the financial performance of SMEs. The paper attempted to establish the link between the constructs of relationship banking and SME performance. The study was guided by relationship lending, relationship monitoring, relationship risk sharing and bundle of products as independent variables while financial performance will be the dependent variable. The study used a quasi experimental design with population being the 620 SMEs who have a relationship banking arrangement with banks in Nairobi. The study used stratified sampling to pick a sample of 235. The population of interest will be the CEOs of the respective companies. The basis of stratification is the sectors in which the SMEs operate in. The study will use a questionnaire to collect data. The questionnaire will have both open and close ended questions. A pilot study will be conducted to test reliability and validity of questionnaire. The data was analyzed using descriptive statistics. Regression analysis was employed to test if there is a relationship between the dependent and the independent variable. The study found evidence that relationship banking positively impacts on financial performance of SMEs. Specifically, the study established that each component of relationship banking in this study i.e relationship lending, monitoring, bundle of products and risk sharing positively affects financial performance.

Keywords: relationship banking, SMEs, financial performance, entrepreneurial orientation

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Authors: Tauhidur Rahman, Dhrubajyoti Thakuria

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In this article, vibration caused by earthquake excitation, wind load and the high-speed vehicle in the superstructure has been studied. An attempt has been made to control these vibrations using passive Tuned Mass Dampers (TMD). Tuned mass damper consists of a mass, spring, and viscous damper which dissipates the vibration energy of the primary structure at the damper of the TMD. In the present paper, the concrete box girder bridge superstructure is considered and is modeled using MIDAS software. The bridge is modeled as Euler-Bernoulli beam to study the responses imposed by high-speed vehicle, earthquake excitation and wind load. In the present study, comparative study for the responses has been done considering different velocities of the train. The results obtained in this study are based on Indian standard loadings specified in Indian Railways Board (Bridge Rules). A comparative study has been done for the responses of the high-speed vehicle with and without Tuned Mass Dampers. The results indicate that there is a significant reduction in displacement and acceleration in the bridge superstructure when Tuned Mass Damper is used.

Keywords: bridge superstructure, high speed vehicle, tuned mass damper, TMD, vibration control

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Authors: Thet Su Hlaing, Shoichi Kojima

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The growing desire for better indoor thermal performance with moderate energy consumption is becoming an issue for challenging today’s built environment. Studies related to the effective way of enhancing indoor thermal comfort had been done by approaching in numerous ways. Few studies have been focused on the correlation between building material and indoor thermal comfort of vernacular house. This paper analyzes the thermal comfort conditions of Bamboo House, mostly located in a hot and humid region. Depending on the roofing material, how the indoor environment varies will be observed through monitoring indoor and outdoor comfort measurement of Bamboo house as well as occupants’ preferable comfort condition. The result revealed that the indigenous roofing material mostly influences the indoor thermal environment by performing to have less effect from the outdoor temperature. It can keep the room cool with moderate thermal comfort, especially in the early morning and night, in the summertime without mechanical device assistance. After analyzing the performance of roofing material, which effect on indoor thermal comfort for 24 hours, it can be efficiently managed the time for availing mechanical cooling devices and make it supply only the necessary period of a day, which will lead to a partially reduce energy consumption.

Keywords: bamboo house, hot and humid climate, indoor thermal comfort, local indigenous roofing material

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Authors: Safa’ Abdelkarim Hammad

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The electrical power system is one of the main parts of the nation's infrastructure, and the availability and cost of electricity are critical factors in industrial competitiveness and strategy. Restructuring of the electricity supply industries is a very complex exercise based on national energy strategies and policies, macroeconomic developments, and national conditions, and its application varies from country to country. Electricity regulation of natural monopolies is a challenging task. Regulators face the problem of providing appropriate incentives for improvement of efficiency. Incentive regulation is often considered as an efficient regulatory tool to handle the problem, and it is widely applied in several countries. However, the exact regulation methodologies differ from one country to another. Network quantitative reliability evaluation is an essential factor with regard to the quality of supply. The main factors used to judge the reliability of supply is measured by the number and duration of interruptions experienced by customers. Several indicators are used to evaluate reliability in distribution networks. This paper addresses the impact of incentive regulation and performance benchmarking in the field of electricity distribution in Jordan. The theory of efficiency measurement and the most common models; NCSQS and DEA models are presented.

Keywords: incentive regulations, reliability, restructuring, Tarrif

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Authors: Chai Mingming, Li Lei, Lu Xiaoxia

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In this paper, the mechanism of stratified liquids’ mixing in a cylinder is investigated. It is focused on the effects of Rayleigh-Taylor Instability (RTI) and rotation of the cylinder on liquid interface mixing. For miscible liquids, Planar Laser Induced Fluorescence (PLIF) technique is applied to record the concentration field for one liquid. Intensity of Segregation (IOS) is used to describe the mixing status. For immiscible liquids, High Speed Camera is adopted to record the development of the interface. The experiment of RTI indicates that it plays a great role in the mixing process, and meanwhile the large-scale mixing is triggered, and subsequently the span of the stripes decreases, showing that the mesoscale mixing is coming into being. The rotation experiments show that the spin-down process has a great role in liquid mixing, during which the upper liquid falls down rapidly along the wall and crashes into the lower liquid. During this process, a lot of interface instabilities are excited. Liquids mix rapidly in the spin-down process. It can be concluded that no matter what ways have been adopted to speed up liquid mixing, the fundamental reason is the interface instabilities which increase the area of the interface between liquids and increase the relative velocity of the two liquids.

Keywords: interface instability, liquid mixing, Rayleigh-Taylor Instability, spin-down process, spin-up process

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Authors: T. D. Tran, H. Schlegel, R. Neugebauer

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Ball screws are an important component in machine tools. In mechatronic systems and machine tools, a ball screw has to work usually at a high speed. Otherwise the axial compliance of the ball screw, in combination with the inertia of the slide, the motor, the coupling and the screw, will cause an oscillation resonance, which limits the systems bandwidth and consequently influences performance of the motion controller. In this paper, the modal analysis method by measuring and analysing the vibrating parameters of the ball screw system to determine the dynamic characteristic of existing structures is used. On the one hand, the results of this study were obtained by the theoretical analysis and the modal testing of a ball screw system test station with the help of an impact hammer, respectively using excitation by motor. The experimental study showed oscillating forms of the ball screw for each frequency and obtained eigenfrequencies of the ball screw system. On the other hand, in this research a simulation with the help of the numerical modal analysis in order to analyse the oscillation and to find the eigenfrequencies of the ball screw system is used. Furthermore, the model order reduction by modal reduction and also according to Guyan is carried out. On the basis of these results a secure and also rapid commissioning of the control loops with regard to operating in their optimal function is targeted.

Keywords: modal analysis, ball screw, controller system, machine tools

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Authors: Debby Rizqie Amelia Gustin, Purnomo Yusgiantoro

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Hydrocarbon energy is still pivotal to today’s economy, but its existence is continually declining. Thus, preserving future energy supply has become the national interest of many countries, which they cater in various way, from importing to expansion and occupation. Underwater of Natuna islands in Indonesia deposits great amount of natural gas reserved, numbered to 46 TCF (trillion cubic feet), which is highly potential to meet Indonesia future energy demand. On the other hand, there could be a possibility that others also seek this natural resources. Natuna is located in the borderline of Indonesia, directly adjacent to the South China Sea, an area which is prolonged to conflict. It is a challenge for Indonesia government to preserve their energy deposit in Natuna islands and to response accordingly if the tension in South China Sea rises. This paper examines that nowadays defense and border security is not only a matter of guarding a country from foreign invasion, but also securing its resources accumulated on the borderline. Countries with great amount of energy deposits on their borderline need to build up their defense capacity continually, to ensure their territory along with their energy deposits is free from any interferences.

Keywords: border security, defense, energy, national interest, threat

Procedia PDF Downloads 459

Authors: Toufik Bensana, Slimane Mekhilef, Kamel Tadjine

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The use of vibration analysis has been established as the most common and reliable method of analysis in the field of condition monitoring and diagnostics of rotating machinery. Rolling bearings cover a broad range of rotary machines and plays a crucial role in the modern manufacturing industry. Unfortunately, the vibration signals collected from a faulty bearing are generally non-stationary, nonlinear and with strong noise interference, so it is essential to obtain the fault features correctly. In this paper, a novel numerical analysis method based on local mean decomposition (LMD) is proposed. LMD decompose the signal into a series of product functions (PFs), each of which is the product of an envelope signal and a purely frequency modulated FM signal. The envelope of a PF is the instantaneous amplitude (IA) and the derivative of the unwrapped phase of a purely flat frequency demodulated (FM) signal is the IF. After that, the fault characteristic frequency of the roller bearing can be extracted by performing spectrum analysis to the instantaneous amplitude of PF component containing dominant fault information. the results show the effectiveness of the proposed technique in fault detection and diagnosis of rolling element bearing.

Keywords: fault diagnosis, local mean decomposition, rolling element bearing, vibration analysis

Procedia PDF Downloads 396

Authors: Mawande Dlali

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This paper examines the request strategies in commuter discourse involving taxi drivers and passengers in Khayelitsha as well as the responses to these requests. The present study considers requests in commuter transport as face threatening acts (FTAs), hence the need for the commuter crew to strategically shape their communicative actions to achieve their overall discourse goal of getting passengers to perform actions that are in their own interest with minimum resistance or confrontation. The crew presents itself by using communicative devices that prompt the passengers to evaluate it positively as warm, friendly, and respectful. However, the passengers' responses to requests range from compliance to resistance depending on their interpretation of the speaker’s motive and the probable social consequences. Participant observation by the researcher was the main method of collecting examples of requests and responses to the requests. Unstructured interviews and informal discussions were made with randomly selected taxi drivers and commuters. The findings and explanations presented in this article revealed the predominance of polite requests as speech acts in taxi discourse in Khayelitsha. This research makes a contribution to the contemporary pragmatics study of African languages in urban context.

Keywords: face threatening acts, speech acts, request strategies, discourse

Procedia PDF Downloads 147

Authors: Adel Sabry Eesa, Adnan Mohsin Abdulazeez Brifcani, Zeynep Orman

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Feature selection has been used in many fields such as classification, data mining and object recognition and proven to be effective for removing irrelevant and redundant features from the original data set. In this paper, a new design of distributed intrusion detection system using a combination feature selection model based on bees and decision tree. Bees algorithm is used as the search strategy to find the optimal subset of features, whereas decision tree is used as a judgment for the selected features. Both the produced features and the generated rules are used by Decision Making Mobile Agent to decide whether there is an attack or not in the networks. Decision Making Mobile Agent will migrate through the networks, moving from node to another, if it found that there is an attack on one of the nodes, it then alerts the user through User Interface Agent or takes some action through Action Mobile Agent. The KDD Cup 99 data set is used to test the effectiveness of the proposed system. The results show that even if only four features are used, the proposed system gives a better performance when it is compared with the obtained results using all 41 features.

Keywords: distributed intrusion detection system, mobile agent, feature selection, bees algorithm, decision tree

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Authors: Alexandru Dumitrache, Florin Frunzulica, Octavian Preotu

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The flow mitigation detachment problem near solid surfaces, resulting in improved globally aerodynamic performance by exploiting the Coanda effect on surfaces, has been addressed extensively in the literature, since 1940. The research is carried on and further developed, using modern means of calculation and new experimental methods. In this paper, it is shown interest in the detailed behavior of a classical interior ejector assisted by the Coanda effect, used in propulsion systems. For numerical investigations, an implicit formulation of RANS equations for axisymmetric flow with a shear stress transport k- ω (SST model) turbulence model is used. The obtained numerical results emphasize the efficiency of the ejector, depending on the physical parameters of the flow and the geometric configuration. Furthermore, numerical investigations are carried out regarding the evolution of the Reynolds number when the jet is attached to the wall, considering three geometric configurations: sudden expansion, open cavity and sudden expansion with divergent at the inlet. Therefore, further insight into complexities involving issues such as the variety of flow structure and the related bifurcation and flow instabilities are provided. Thus, the conditions and the limits within which one can benefit from the advantages of Coanda-type flows are determined.

Keywords: Coanda effect, Coanda ejector, CFD, stationary bifurcation, sudden expansion

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Authors: Hemadri Raut

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The city is a blend of the possible interactions of the built form, open spaces and their spatial organization layout in a geographical area to obtain an integrated pattern and environment with building facades being a dominant figure in the body of a city. Façades of each city have their own inherent properties responsive to the human behaviour, weather conditions, safety factors, material availability and composition along with the necessary aesthetics in coordination with adjacent building facades. Cities experience a huge transformation in the culture, lifestyle; socioeconomic conditions and technology nowadays because of the increasing population, urban sprawl, industrialization, contemporary architectural style, post-disaster consequences, war reconstructions, etc. This leads to the loss of the actual identity and architectural character of the city which in turn induces chaos and turbulence in the city. This paper attempts to identify and learn from the traditional elements that would make us more aware of the unique identity of the local communities in a city. It further studies the architectural style, color, shape, and design techniques through the case studies of contextual cities. The work focuses on the observation and transformation of the image of the city through these considerations in the designing of the facades to achieve the reconciliation of the people with urban spaces.

Keywords: building facades, city, community, heritage, identity, transformation, urban

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Authors: S. Bahadır Yüksel, Alptuğ Ünal

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The composite shear walls (CSW) with steel encased profiles can be used as lateral-load resisting systems for buildings that require considerable large lateral-load capacity. The aim of this work is to propose the experimental work conducted on CSW having L section folded plate (L shape steel made-up sections) as longitudinal reinforcement in boundary regions. The study in this paper present the experimental test conducted on CSW having L section folded plate as longitudinal reinforcement in boundary regions. The tested 1/3 geometric scaled CSW has aspect ratio of 3.2. L-shape structural steel materials with 2L-19x57x7mm dimensions were placed in shear wall boundary zones. The seismic behavior of CSW test specimen was investigated by evaluating and interpreting the hysteresis curves, envelope curves, rigidity and consumed energy graphs of this tested element. In addition to this, the experimental results, deformation and cracking patterns were evaluated, interpreted and suggestions of the design recommendations were proposed.

Keywords: shear wall, composite shear wall, boundary reinforcement, earthquake resistant structural design, L section

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Authors: D. Latha, V. Sunitha, Samson Mathew

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In India, most of the pavement is laid by bituminous road and the consumption of binder is high for pavement construction and also modified binders are used to satisfy any specific pavement requirement. Since the binders are visco-elastic material which is having the mechanical properties of binder transition from visco-elastic solid to visco-elastic fluid. In this paper, two different protocols were used to measure the viscosity property of binder using a Brookfield Viscometer and there is a need to find the appropriate mixing and compaction temperatures of various types of binders which can result in complete aggregate coating and adequate field density of HMA mixtures. The aim of this work is to find the transition temperature from Non-Newtonian behavior to Newtonian behavior of the binder by adopting a steady shear protocol and the shear rate ramp protocol. The transition from non-Newtonian to Newtonian can occur through an increase of temperature and shear of the material. The test has been conducted for unmodified binder VG 30. The transition temperature was found in the unmodified binder VG is 120oC. So the application of both modified binder and unmodified binder in the pavement construction needs to be studied properly by considering temperature and traffic loading factors of the respective project site.

Keywords: unmodified and modified binders, Brookfield viscometer, transition temperature, steady shear and shear rate protocol

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Authors: Emmanuel A. Oriaifo, Noel Perera, Alan Guy, Pak. S. Leung, Kian T. Tan

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Concerns on corrosion and effective coating protection of double hull tankers and bulk carriers in service have been raised especially in water ballast tanks (WBTs). Test protocols/methodologies specifically that which is incorporated in the International Maritime Organisation (IMO), Performance Standard for Protective Coatings for Dedicated Sea Water ballast tanks (PSPC) are being used to assess and evaluate the performance of the coatings for type approval prior to their application in WBTs. However, some of the type approved coatings may be applied as very thick films to less than ideally prepared steel substrates in the WBT. As such films experience hygrothermal cycling from operating and environmental conditions, they become embrittled which may ultimately result in cracking. This embrittlement of the coatings is identified as an undesirable feature in the PSPC but is not mentioned in the test protocols within it. There is therefore renewed industrial research aimed at understanding this issue in order to eliminate cracking and achieve the intended coating lifespan of 15 years in good condition. This paper will critically review test protocols currently used for assessing and evaluating coating performance, particularly the IMO PSPC.

Keywords: corrosion test, hygrothermal cycling, coating test protocols, water ballast tanks

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Yating Yang, Xue Zhang, Chengli Zhao

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Technology capability refers to the comprehensive ability that influences all factors of technological development. Among them, researchers’ resources serve as the foundation and driving force for technology capability, representing a significant manifestation of a country/region's technological capability. Therefore, the cross-border transfer behavior of researchers to some extent reflects changes in technological capability between countries/regions, providing a unique research perspective for technological capability assessment. This paper proposes a technological capability assessment model based on personnel transfer networks, which consists of a researchers' transfer network model and a country/region role evolution model. It evaluates the changes in a country/region's technological capability roles from the perspective of researcher transfers and conducts an analysis using artificial intelligence as a case study based on literature data. The study reveals that the United States, China, and the European Union are core nodes, and identifies the role evolution characteristics of several major countries/regions.

Keywords: transfer network, technological capability assessment, central-peripheral structure, role evolution

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Authors: Bashir Abdu Muzakkari, Mohamad Afendee Mohamad, Mohd Fadzil Abdul Kadir

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Wireless Sensor Networks (WSNs) is an aggregation of several tiny, low-cost sensor nodes, spatially distributed to monitor physical or environmental status. WSN is constantly changing because of the rapid technological advancements in sensor elements such as radio, battery and operating systems. The Medium Access Control (MAC) protocols remain very vital in the WSN because of its role in coordinating communication amongst the sensors. Other than battery consumption, packet collision, network lifetime and latency are factors that largely depend on WSN MAC protocol and these factors have been widely treated in recent days. In this paper, we survey some latest proposed WSN Contention-based, Scheduling-based and Hybrid MAC protocols while presenting an examination, correlation of advantages and limitations of each protocol. Concentration is directed towards investigating the treatment of Quality of Service (QoS) performance metrics within these particular protocols. The result shows that majority of the protocols leaned towards energy conservation. We, therefore, believe that other performance metrics of guaranteed QoS such as latency, throughput, packet loss, network and bandwidth availability may play a critical role in the design of future MAC protocols for WSNs.

Keywords: WSN, QoS, energy consumption, MAC protocol

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Authors: Prashant Verma

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Commercial banks are facing immense pressure, including financial disintermediation, interest rate volatility and digital ways of finance. Retaining an existing customer is 5 to 25 less expensive than acquiring a new one. This paper explores customer churn prediction, based on various statistical & machine learning models and uses under-sampling, to improve the predictive power of these models. The results show that out of the various machine learning models, Random Forest which predicts the churn with 78% accuracy, has been found to be the most powerful model for the scenario. Customer vintage, customer’s age, average balance, occupation code, population code, average withdrawal amount, and an average number of transactions were found to be the variables with high predictive power for the churn prediction model. The model can be deployed by the commercial banks in order to avoid the customer churn so that they may retain the funds, which are kept by savings bank (SB) customers. The article suggests a customized campaign to be initiated by commercial banks to avoid SB customer churn. Hence, by giving better customer satisfaction and experience, the commercial banks can limit the customer churn and maintain their deposits.

Keywords: savings bank, customer churn, customer retention, random forests, machine learning, under-sampling

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Authors: Mohammed Bakhit Kashoob, Mohammed Salim Al-Maashani, Ahmed Abdullah Al-Marhoon

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Traffic calming measures are different design features or strategies used to reduce the speed of a traveling vehicle on a particular road. These calming measures are common on rural roads of Oman. Some of these measures are road speed limits, vertical deflections, horizontal deflections, and road signs. In general, vertical deflections such as rumble strips, road studs (cat’s eye), speed tables, and speed humps are widely used. In this paper, as vehicle speeding is a major cause of road traffic crashes and high fatalities in Oman, the effectiveness of existing traffic calming measures at current locations on rural roads is assessed. The study was conducted on the rural roads of Dhofar Governorate, which is located in the south of Oman. A special focus is given to the calming measures implemented on the mountain roads of Dhofar. It is shown that vertical deflection calming measures are effective in reducing vehicle speed to 20 to 40 kph, depending on the vertical deflection type and spacing. Calming measures are also proposed at locations with a high probability of traffic crashes based on the number of traffic crashes at these locations, road type, and road geometry.

Keywords: road safety, rural roads, speed, traffic calming measures, traffic crash

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Authors: Hyun Ah Yoon, Ji Yeon Kang, Hee Sun Kim, Yeong Soo Shin

Abstract:

Reinforced concrete (RC) shear wall system of residential buildings is popular in South Korea. RC walls are subjected to axial forces in common and the effect of axial forces on the strength loss of the fire damaged walls has not been investigated. This paper aims at investigating temperature distribution on fire damaged concrete walls having different axial loads. In the experiments, a variable of specimens is axial force ratio. RC walls are fabricated with 150mm of wall thicknesses, 750mm of lengths and 1,300mm of heights having concrete strength of 24MPa. After curing, specimens are heated on one surface with ISO-834 standard time-temperature curve for 2 hours and temperature distributions during the test are measured using thermocouples inside the walls. The experimental results show that the temperature of the RC walls exposed to fire increases as axial force ratio increases. To verify the experiments, finite element (FE) models are generated for coupled temperature-structure analyses. The analytical results of thermal behaviors are in good agreement with the experimental results. The predicted displacement of the walls decreases when the axial force increases. 

Keywords: axial force ratio, fire, reinforced concrete wall, residual strength

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Authors: Marco Barassi, Nicola Spagnolo

Abstract:

This paper uses a DCC-GARCH model framework to examine mean and volatility spillovers (i.e. causality in mean and variance) dynamics between financial centers and the stock market indexes of the BRICS countries. In addition, tests for changes in the transmission mechanism are carried out by first testing for structural breaks and then setting a dummy variable to control for the 2008 financial crises. We use weekly data for nine countries, four financial centers (Germany, Japan, UK and USA) and the five BRICS countries (Brazil, Russia, India, China and South Africa). Furthermore, we control for monetary policy using domestic interest rates (90-day Treasury Bill interest rate) over the period 03/1/1990 - 04/2/2014, for a total of 1204 observations. Results show that the 2008 financial crises changed the causality dynamics for most of the countries considered. The same pattern can also be observed in conditional correlation showing a shift upward following the turbulence associated to the 2008 crises. The magnitude of these effects suggests a leading role played by the financial centers in effecting Brazil and South Africa, whereas Russia, India and China show a higher degree of resilience.

Keywords: financial crises, DCC-GARCH model, volatility spillovers, economics

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Authors: Eka Maulana, Sholeh Hadi Pramono, Dody Fanditya, M. Julius

Abstract:

In this paper, extract of papaya leaves are used as a natural dye and combined by variations of solvent concentration applied on DSSC (Dye-Sensitized Solar Cell). Indonesian geographic located on the equator line occasions the magnitude of the potential to develop organic solar cells made from extracts of chlorophyll as a substitute for inorganic materials or synthetic dye on DSSC material. Dye serves as absorbing photons which are then converted into electrical energy. A conductive coated glass layer called TCO (Transparent Conductive Oxide) is used as a substrate of electrode. TiO2 nanoparticles as binding dye molecules, redox couple iodide/ tri-iodide as the electrolyte and carbon as the counter electrode in the DSSC are used. TiO2 nanoparticles, organic dyes, electrolytes and counter electrode are arranged and combined with the layered structure of the photo-catalyst absorption layer. Dye absorption measurements using a spectrophotometer at 200-800 nm light spectrum produces a total amount of chlorophyll 80.076 mg/l. The test cell at 7 watt LED light with 5000 lux luminescence were obtained Voc and Isc of 235.5 mV and 14 μA, respectively.

Keywords: DSSC (Dye-Sensitized Solar Cell), natural dye, chlorophyll, absorption

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Authors: V. S. S. Kumar, V. Ramya

Abstract:

In the modern electronic warfare, the signal scenario is changing at a rapid pace with the introduction of Low Probability of Intercept (LPI) radars. In the modern battlefield, radar system faces serious threats from passive intercept receivers such as Electronic Attack (EA) and Anti-Radiation Missiles (ARMs). To perform necessary target detection and tracking and simultaneously hide themselves from enemy attack, radar systems should be LPI. These LPI radars use a variety of complex signal modulation schemes together with pulse compression with the aid of advancement in signal processing capabilities of the radar such that the radar performs target detection and tracking while simultaneously hiding enemy from attack such as EA etc., thus posing a major challenge to the ES/ELINT receivers. Today an increasing number of LPI radars are being introduced into the modern platforms and weapon systems so these LPI radars created a requirement for the armed forces to develop new techniques, strategies and equipment to counter them. This paper presents various modulation techniques used in generation of LPI signals and development of Time Frequency Algorithms to analyse those signals.

Keywords: anti-radiation missiles, cross terms, electronic attack, electronic intelligence, electronic warfare, intercept receiver, low probability of intercept

Procedia PDF Downloads 447