Search results for: global-local problem

Authors: Yuliya Kovalenko

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Given the social nature of people, it is interesting to explore strategies of responding to psycho-traumatic situations in individuals of different ethnic and religious identity. This would allow to substantially expand the idea of human behavior in general, and coping behavior, in particular. This paper investigated the weighted impact of ethnic and religious identities on the patterns of coping behavior. This cross-cultural research empirically revealed intergroup differences in coping strategies and behavior in the samples of young students and teachers of different ethnic identities (Egyptians N=216 and Ukrainians N=109) and different religious identities (Egyptian Muslims N=147 and Christians, including Egyptian Christians N=68 and Ukrainian Christians N = 109). The empirical data were obtained using the questionnaires SACS and COPE. Statistical analysis and interpretation of the results were performed with IBM SPSS-23.0. It was found that, compared to the religious identity, the ethnic identity of the subjects appeared more predictive of coping behavior. It was shown that the constant exchange of information and the unity of biological and social contributed to a more homogeneous picture in the society where Christians and Muslims were integrated into a single cultural space. It was concluded that depending on their ethnic identity, individuals would form a specific hierarchy of coping strategies resulting in a specific pattern of coping with certain stressors. The Egyptian subjects revealed the following pattern of coping with various kinds of academic stress: 'seeking social support', 'problem solving', 'adapting', 'seeking information'. The coping pattern demonstrated by the Ukrainian subjects could be presented as 'seeking information', 'adapting', 'seeking social support', 'problem solving'. There was a tendency in the group of Egyptians to engage in more collectivist coping strategies (with the predominant coping strategy 'religious coping'), in contrast to the Ukrainians who displayed more individualistic coping strategies (with 'planning' and 'active coping' as the mostly used coping strategies). At the same time, it was obvious that Ukrainians should not be unambiguously attributed to the individualistic coping behavior due to their reliance on 'seeking social support' and 'social contact'. The final conclusion was also drawn from the peculiarities of developing religious identity, including religiosity, in Egyptians (formal religious education of both Muslims and Christians) and Ukrainians (more spontaneous process): Egyptians seem to learn to resort to the religious coping, which could be an indication that, in principle, it is possible and necessary to train individuals in desirable coping behavior.

Keywords: coping behavior, cross-cultural research, ethnic and religious identity, hierarchical pattern of coping

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Authors: Luisa Mesquita Oliveira Ribeiro, Alexei Manso Correa Machado

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Handwritten signature is a unique form for recognizing an individual, used to discern documents, carry out investigations in the criminal, legal, banking areas and other applications. Signature verification is based on large amounts of biometric data, as they are simple and easy to acquire, among other characteristics. Given this scenario, signature forgery is a worldwide recurring problem and fast and precise techniques are needed to prevent crimes of this nature from occurring. This article carried out a study on the efficiency of the Capsule Network in analyzing and recognizing signatures. The chosen architecture achieved an accuracy of 98.11% and 80.15% for the CEDAR and GPDS databases, respectively.

Keywords: biometrics, deep learning, handwriting, signature forgery

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Authors: Wing Hang Shelley Leung

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With the rise of the recent social movement, namely #MeToo, it shows that a lot of women and children in fact suffered from sexual abuse and some even suffered from child abuse, including in Hong Kong. In view of the ongoing social movements, this paper argues that we have to look beyond their impacts and understand the roots of the problem: what if the underlying cause of the recent social movements was the inherited values that were rooted in us since we were young, or the public’s lack of confidence in the legal system when it comes to this type of personal matters? What if the movements reveal the problematic issue of the lack of protection plans, either in the private or public sphere? If the legal system is presumed to not be able to preemptively protect everyone or effectively punish all perpetrators, can other pillars provide supports to fill in the loopholes of the legal system? This paper takes a theoretical approach to look into current sexuality education, the legal system in Hong Kong and the adoption of Asian values in society to argue that difficulties that are being placed onto victims in disclosing sexual violence they had experienced. Reviews of the current system and recent sexual assaults court cases for case studies allow the research to address the issues of victims’ experience including (a) their reactions to incidents; (b) issues they have in trials; (c) psychological impacts of the incidents; and (d) their understandings of gender equality before and after incidents. The study is significant because it criticises the current legal system in Hong Kong and provides insights to the public by explaining the dynamics between the problem, the legal system and the society. Also, it contributes to the ongoing research about the psychological impacts to victims in Hong Kong, especially how they are placed in a disadvantaged position in the legal system and society and even for their recovery. It contributes to the findings of how family structures, parental responsibilities and gender studies influence a child’s perception of gender equality in Hong Kong and hence their immediate reactions to incidents. To fully address the needs of victims, especially our younger generation, as well as to prevent future harm and to raise awareness, an inclusive framework which recognizes the needs of protecting and safeguarding women and children in the private sphere and a proper education for gender equality are needed.

Keywords: child abuse, children's rights, domestic violence, gender equality, Hong Kong, Me too, sexual violence, women's rights

Procedia PDF Downloads 172

Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

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The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: wind power, Gaussien process, modelling, forecasting

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Authors: Byung hyun Bae

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In power transformer, leakage magnetic flux generate temperature rise of inner steel plate. Sometimes, this temperature rise can be serious problem. If temperature of steel plate is over critical point, harmful gas will be generated in the tank. And this gas can be a reason of fire, explosion and life decrease. So, temperature rise forecasting of steel plate is very important at the design stage of power transformer. To improve accuracy of forecasting of temperature rise, comparison between simulation and experiment achieved in this paper.

Keywords: power transformer, steel plate, temperature rise, experiment, simulation

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Authors: Igor Belykh

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Anti-scatter grids used in radiographic imaging for the contrast enhancement leave specific artifacts. Those artifacts may be visible or may cause Moiré effect when a digital image is resized on a diagnostic monitor. In this paper, we propose an automated grid artifacts detection and suppression algorithm which is still an actual problem. Grid artifacts detection is based on statistical approach in spatial domain. Grid artifacts suppression is based on Kaiser bandstop filter transfer function design and application avoiding ringing artifacts. Experimental results are discussed and concluded with description of advantages over existing approaches.

Keywords: grid, computed radiography, pattern recognition, image processing, filtering

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Authors: Birce Boga Bakirli

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In this paper, we investigate ideas on human capital development and management in industries. We structured a model to be able to gather the data from the interviews conducted with worker, specialists and owners of companies. Different aspects of the situation are found in these interviews, and we used the information to model the benefit of the business owners and workers perspectives. These are modelled as a bi-level programming problem. Several instances of the generic cases are solved. The results show the importance of education within and out of the company for workers, and it returns for the company.

Keywords: bi-level programming, corporate strategy, cost tradeoffs, human capital, mixed integer programming, Stackelberg game, supplier relations, strategic planning

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Authors: Aaron Yan

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Tennis elbow has been a leading injury and problem among amateur and even professional players. Many factors contribute to tennis elbow. In this research, we apply state of the art sensor-less computer vision and AI technology to study the biomechanics of a player’s tennis movements during training and competition as they relate to the causes of tennis elbow. We provide a framework for the analysis of key biomechanical parameters and their correlations with specific tennis stroke and movements that can lead to tennis elbow or elbow injury. We also devise a method for using AI to automatically detect player’s forms that can lead to tennis elbow development for on-court injury prevention.

Keywords: Tennis Elbow, Computer Vision, AI, 3DAT

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Authors: Gulnara Galeeva, Yulia Kasperskaya

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The study deals with the relevant problem related to the formation of the efficient investment portfolio of an enterprise. The structure of the investment portfolio is connected to the degree of influence of intangible assets on the enterprise’s income. This determines the importance of research on the content of intangible assets. However, intangible assets studies do not take into consideration how the enterprise state can affect the content and the importance of intangible assets for the enterprise`s income. This affects accurateness of the calculations. In order to study this problem, the research was divided into several stages. In the first stage, intangible assets were classified based on their synergies as the underlying intangibles and the additional intangibles. In the second stage, this classification was applied. It showed that the lifecycle model and the theory of abrupt development of the enterprise, that are taken into account while designing investment projects, constitute limit cases of a more general theory of bifurcations. The research identified that the qualitative content of intangible assets significant depends on how close the enterprise is to being in crisis. In the third stage, the author developed and applied the Wide Pairwise Comparison Matrix method. This allowed to establish that using the ratio of the standard deviation to the mean value of the elements of the vector of priority of intangible assets makes it possible to estimate the probability of a full-blown crisis of the enterprise. The author has identified a criterion, which allows making fundamental decisions on investment feasibility. The study also developed an additional rapid method of assessing the enterprise overall status based on using the questionnaire survey with its Director. The questionnaire consists only of two questions. The research specifically focused on the fundamental role of stochastic resonance in the emergence of bifurcation (crisis) in the economic development of the enterprise. The synergetic approach made it possible to describe the mechanism of the crisis start in details and also to identify a range of universal ways of overcoming the crisis. It was outlined that the structure of intangible assets transforms into a more organized state with the strengthened synchronization of all processes as a result of the impact of the sporadic (white) noise. Obtained results offer managers and business owners a simple and an affordable method of investment portfolio optimization, which takes into account how close the enterprise is to a state of a full-blown crisis.

Keywords: analytic hierarchy process, bifurcation, investment portfolio, intangible assets, wide matrix

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Authors: Michael Tupý, Jaroslav Císař, Pavel Mokrejš, Dagmar Měřínská, Alice Tesaříková-Svobodová

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The worldwide problem is that the recycled PVB is wildly stored in landfills. However, PVB have very similar chemical properties such as PVC. Moreover, both of them are used in plasticized form. Thus, the thermal properties of plasticized PVC obtained from primary production and the PVB was obtained by recycling of windshields are compared. It is carried out in order to find degradable conditions and decide if blend of PVB/PVC can be processable together. Tested PVC contained 38 % of plasticizer diisononyl phthalate (DINP) and PVB was plasticized with 28 % of triethylene glycol, bis(2-ethylhexanoate) (3GO). Thermal and thermo-oxidative decomposition of both vinyl polymers are compared such as DSC and OOT analysis. The tensile strength analysis is added.

Keywords: polyvinyl chloride, polyvinyl butyral, recycling, reprocessing, thermal analysis, decomposition

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Authors: Kanchan Singh, Sheo Kumar Singh

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The fundamental problem of subspace coding is to explore the maximum possible cardinality Aq(n, d, k) of a set of k-dimensional subspaces of an n-dimensional vector space over Fq such that the subspace distance satisfies ds(W1, W2) ≥ d for any two distinct subspaces W1, W2 in this set. In this paper, we construct a new class of constant dimension codes (CDCs) by generalizing the coset construction and combining it with CDCs derived from parallel linkage construction and coset construction with an aim to improve the new lower bounds of Aq(n, d, k). We found a remarkable improvement in some of the lower bounds of Aq(n, d, k).

Keywords: constant dimension codes, rank metric codes, coset construction, parallel linkage construction

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Authors: Kuo-Teng Tsai, You-Min Huang

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In this study, the problem of a spiral fin with a period base temperature is analyzed by using the Adomian decomposition method. The Adomian decomposition method is a useful and practice method to solve the nonlinear energy equation which are associated with the heat radiation. The period base temperature is around a mean value. The results including the temperature distribution and the heat flux from the spiral fin base can be calculated directly. The results also discussed the effects of the dimensionless variables for the temperature variations and the total energy transferred from the spiral fin base.

Keywords: spiral fin, period, adomian decomposition method, nonlinear

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Authors: Zeinab Hmama

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Much recent discourse has highlighted the supporting role of social entrepreneurs in solving social problems. However, the identification of social enterprise’s characteristics in emerging countries has not yet been thoroughly examined. This research seeks to explores the profile of social enterprises in Morocco. In this perspective, we conduct a quantitative study on a sample of 87 social enterprises. This study was undertaken in Morocco based on a quantitative study lead among sample consists of 82 organizations qualified as social enterprises. Therefore, the response rate was 45.12% (37/82). Participants in the study were described on the basis of the following demographic characteristics: Gender, Age, Education Level and field, Entrepreneurial activity age, Legal forms, Line of business.

Keywords: social entrepreneurship, social enterprise, problem resolution, value creation

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Authors: Mohammad A. U. Khan, Omar A. Kittaneh, M. Akbar, Tariq M. Khan, Husam A. Bayoud

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The Shannon Entropy measure has been widely used for measuring uncertainty. However, in partial settings, the histogram is used to estimate the underlying distribution. The histogram is dependent on the number of bins used. In this paper, a modification is proposed that makes the Shannon entropy based on histogram consistent. For providing the benefits, two application are picked in medical image processing applications. The simulations are carried out to show the superiority of this modified measure for image segmentation problem. The improvement may be contributed to robustness shown to uneven background in images.

Keywords: Shannon entropy, medical image processing, image segmentation, modification

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Authors: Xuezhang Hou

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In the present paper, a hybrid hyperbolic dynamic system formulated by partial differential equations with initial and boundary conditions is considered. First, the system is transformed to an abstract evolution system in an appropriate Hilbert space, and spectral analysis and semigroup generation of the system operator is discussed. Subsequently, a sliding model control problem is proposed and investigated, and an equivalent control method is introduced and applied to the system. Finally, a significant result that the state of the system can be approximated by an ideal sliding mode under control in any accuracy is derived and examined.

Keywords: hyperbolic dynamic system, sliding model control, semigroup of linear operators, partial differential equations

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Authors: Zeynep Aykul Yavuz

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Misconception about design is about making a product pretty. However, the holistic approaches such as design thinking or human-centered design could take the design from making things nice to things inspired by real people and work with real-world limitations. Design thinking helps companies to understand not only problem area but also opportunities. It can be used by any people from any background which provide a space for companies where employees from different departments work together to solve the same problem. While demanding skills changing year to year into the market, previous technical skills are commons anymore. The frontier companies in the sectors look for interactive methods to solve problems. Moreover, the recruiter aims to understand the candidate’s design thinking skills (. The study includes a case study where a 21st century creative services company “ATÖLYE” offers innovation transformation with design thinking to a banking company. Both companies are located in İstanbul in Turkey. The banking company contacted with the ATÖLYE in January 2018 because they heard design thinking in different markets and how it transformed the way of working. The transformation process had 3 phases which were basic training of teams while getting coaching from ATÖLYE’s employees, coaching training with graduates of basic training, facilitator training. Employees built new skills while solving the banking company’s strategic problems. ATÖLYE offered experiential learning which helped employees’ making sense of new skills and knowledge. One day workshops were organized to create awareness about the practice of design thinking. In addition to these, a community of practice was built to create an environment to make reflections and discuss good practice. Not only graduates from the training program but also other employees from the company participated in the community gatherings. ATÖLYE did not train some employees in the company. Rather than that, its aim was to build a contemporary organization for the company. This provided a sustainable system in terms of human resources and motivation. At the beginning of 2020, employees from the first cohort in the basic training who took coaching training and facilitator training have started to design training for different groups in the company. They have considered what could be better in their training experience and designed new ones according to that, so they have been using design thinking to design the design training. This is one of the outcomes which shows the impact of all process clearly.

Keywords: design thinking, learning community, professional development, training, organizational transformation

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Authors: Routsukol Sunalai

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The objectives of this paper were to study current problem of ethics of entrepreneurs in information and communication technology professional, and to build their awareness of ethics, which would be useful as guidance for strengthening professional ethics among them. The study employed quantitative research method in order to analyze relationships or differences found in each ethics factor and report in statistics. The sample of this paper was 300 information technology users of Rajabhat Universities in Bangkok. The findings revealed that the ethics factors which gained the highest and high level of opinion included possessing principles of righteousness, having trust in themselves and others, and respecting different opinions of others and accepting the fact that people of different opinions.

Keywords: communication, ethics, information, entrepreneurs

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Authors: Y. de Smet, J. Hubinont

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PROMETHEE and GAIA are well-known Multiple Criteria Decision Aid methods. Given an evaluation table and preference parameters they allow to rank the alternatives, to visualize the problem, to perform sensitivity and robustness analysis, etc. Unfortunately, it is often hard for the Decision Maker (DM) to estimate the precise values of these parameters. Therefore an alternative option is to give ranges of potential values in order to apply Stochastic Multicriteria Acceptability Analysis. This has been recently studied in the context of the SMAA-PROMETHEE method. The aim of this contribution is to propose an SMAA extension of GAIA. We show how this tool can be useful and provide complementary information to SMAA-PROMETHEE. This is illustrated on a pedagogical example.

Keywords: multiple criteria decision making, PROMETHEE, GAIA, SMAA

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Authors: Eda Üstünel, Seval Karacabey

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The students, who are enrolled in German Preparatory Language Programme at the School of Foreign Languages, Muğla Sıtkı Koçman University, Turkey, learn German as a foreign language for two semesters in an academic year. Although the language programme is a skills-based one, the students lack German speaking skills due to their fear of making language mistakes while speaking in German. This problem of incompetency in German speaking skills exists also in their four-year departmental study at the Faculty of Education. In order to address this problem we design German speaking activities, which are extra-curricular activities. With the help of these activities, we aim to lead Turkish students of German language to speak in the target language, to improve their speaking skills in the target language and to create a stress-free atmosphere and a meaningful learning environment to communicate in the target language. In order to achieve these aims, an ERASMUS+ exchange staff (a German trainee teacher of German as a foreign language), who is from Schwabisch Gmünd University, Germany, conducted out-of-class German speaking activities once a week for three weeks in total. Each speaking activity is lasted for one and a half hour per week. 7 volunteered students of German preparatory language programme attended the speaking activity for three weeks. The activity took place at a cafe in the university campus, that’s the reason, we call it as an out-of-class activity. The content of speaking activity is not related to the topics studied at the units of coursebook, that’s the reason, we call this activity as extra-curricular one. For data collection, three tools are used. A questionnaire, which is an adapted version of Sabo’s questionnaire, is applied to seven volunteers. An interview session is then held with each student on individual basis. The interview questions are developed so as to ask students to expand their answers that are given at the questionnaires. The German trainee teacher wrote fieldnotes, in which the teacher described the activity in the light of her thoughts about what went well and which areas were needed to be improved. The results of questionnaires show that six out of seven students note that such an acitivity must be conducted by a native speaker of German. Four out of seven students emphasize that they like the way that the activities are designed in a learner-centred fashion. All of the students point out that they feel motivated to talk to the trainee teacher in German. Six out of seven students note that the opportunity to communicate in German with the teacher and the peers enable them to improve their speaking skills, the use of grammatical rules and the use of vocabulary.

Keywords: Learning a Foreign Language, Speaking Skills, Teaching German as a Foreign Language, Turkish Learners of German Language

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Authors: G. Henini, Y. Laidani, F. Souahi, A. Labbaci, S. Hanini

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Environmental contamination is a major problem being faced by the society today. Industrial, agricultural, and domestic wastes, due to the rapid development in the technology, are discharged in the several receivers. Generally, this discharge is directed to the nearest water sources such as rivers, lakes, and seas. While the rates of development and waste production are not likely to diminish, efforts to control and dispose of wastes are appropriately rising. Wastewaters from textile industries represent a serious problem all over the world. They contain different types of synthetic dyes which are known to be a major source of environmental pollution in terms of both the volume of dye discharged and the effluent composition. From an environmental point of view, the removal of synthetic dyes is of great concern. Among several chemical and physical methods, adsorption is a promising technique due to the ease of use and low cost compared to other applications in the process of discoloration, especially if the adsorbent is inexpensive and readily available. The focus of the present study was to assess the potentiality of Brahea edulis (BE) for the removal of synthetic dye Yellow bemacid (YB) from aqueous solutions. The results obtained here may transfer to other dyes with a similar chemical structure. Biosorption studies were carried out under various parameters such as mass adsorbent particle, pH, contact time, initial dye concentration, and temperature. The biosorption kinetic data of the material (BE) was tested by the pseudo first-order and the pseudo-second-order kinetic models. Thermodynamic parameters including the Gibbs free energy ΔG, enthalpy ΔH, and entropy ΔS have revealed that the adsorption of YB on the BE is feasible, spontaneous, and endothermic. The equilibrium data were analyzed by using Langmuir, Freundlich, Elovich, and Temkin isotherm models. The experimental results show that the percentage of biosorption increases with an increase in the biosorbent mass (0.25 g: 12 mg/g; 1.5 g: 47.44 mg/g). The maximum biosorption occurred at around pH value of 2 for the YB. The equilibrium uptake was increased with an increase in the initial dye concentration in solution (C_o = 120 mg/l; q = 35.97 mg/g). Biosorption kinetic data were properly fitted with the pseudo-second-order kinetic model. The best fit was obtained by the Langmuir model with high correlation coefficient (R² > 0.998) and a maximum monolayer adsorption capacity of 35.97 mg/g for YB.

Keywords: adsorption, Brahea edulis, isotherm, yellow Bemacid

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Authors: Brahim Fersadou, Henda Kahalerras

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This work deals with the problem of MHD mixed convection in a completely porous and differentially heated vertical channel. The model of Darcy-Brinkman-Forchheimer with the Boussinesq approximation is adopted and the governing equations are solved by the finite volume method. The effects of magnetic field and buoyancy force intensities are given by the Hartmann and Richardson numbers respectively, as well as the Joule heating represented by Eckert number on the velocity and temperature fields, are examined. The main results show an augmentation of heat transfer rate with the decrease of Darcy number and the increase of Ri and Ha when Joule heating is neglected.

Keywords: heat sources, magnetic field, mixed convection, porous channel

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Authors: Kefaya Qaddoum

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The aim of this study is to predict breast cancer and to construct a supportive model that will stimulate a more reliable prediction as a factor that is fundamental for public health. In this study, we utilize general regression neural networks (GRNN) to replace the normal predictions with prediction periods to achieve a reasonable percentage of confidence. The mechanism employed here utilises a machine learning system called conformal prediction (CP), in order to assign consistent confidence measures to predictions, which are combined with GRNN. We apply the resulting algorithm to the problem of breast cancer diagnosis. The results show that the prediction constructed by this method is reasonable and could be useful in practice.

Keywords: neural network, conformal prediction, cancer classification, regression

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Authors: Benhamouda Sara, Guezouli Larbi

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Nowadays, the dissemination of information touches the distributed world, where selecting the relevant servers to a user request is an important problem in distributed information retrieval. During the last decade, several research studies on this issue have been launched to find optimal solutions and many approaches of collection selection have been proposed. In this paper, we propose a new collection selection approach that takes into consideration the number of documents in a collection that contains terms of the query and the weights of those terms in these documents. We tested our method and our studies show that this technique can compete with other state-of-the-art algorithms that we choose to test the performance of our approach.

Keywords: distributed information retrieval, relevance, server selection, collection selection

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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With the continuous increment of smart meter installations across the globe, the need for processing of the load data is evident. Clustering-based load profiling is built upon the utilization of unsupervised machine learning tools for the purpose of formulating the typical load curves or load profiles. The most commonly used algorithm in the load profiling literature is the K-means. While the algorithm has been successfully tested in a variety of applications, its drawback is the strong dependence in the initialization phase. This paper proposes a novel modified form of the K-means that addresses the aforementioned problem. Simulation results indicate the superiority of the proposed algorithm compared to the K-means.

Keywords: clustering, load profiling, load modeling, machine learning, energy efficiency and quality

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Authors: R. Berrached, H. Ait Mahamed, A. Iddou

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Water pollution is nowadays a serious problem, due to the increasing scarcity of water and thus to the impact induced by such pollution on the human health. Various techniques are made use of to deal with water pollution. Among the most used ones, some can be enumerated: the bacterian bed, the activated mud, the Lagunage as biological processes and coagulation-floculation as a physic-chemical process. These processes are very expensive and an treatment efficiency which decreases along with the increase of the initial pollutants’ concentration. This is the reason why research has been reoriented towards the use of a process by adsorption as an alternative solution instead of the other traditional processes. In our study, we have tempted to exploit the characteristics of two metallic hydroxides Al and Fe to purify contaminated water by two industrial dyes SBL blue and SRL-150 orange. Results have shown the efficiency of the two materials on the blue SBL dye.

Keywords: metallic hydroxydes, industrial dyes, purificatıon,

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Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

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In this article, a portfolio optimization problem is performed in a Solvency II context: it illustrates how advanced optimization techniques can help to tackle complex operational pain points around the monitoring, control, and stability of Solvency Capital Requirement (SCR). The market SCR of a portfolio is calculated as a combination of SCR sub-modules. These sub-modules are the results of stress-tests on interest rate, equity, property, credit and FX factors, as well as concentration on counter-parties. The market SCR is non convex and non differentiable, which does not make it a natural optimization criteria candidate. In the SCR formulation, correlations between sub-modules are fixed, whereas risk-driven portfolio allocation is usually driven by the dynamics of the actual correlations. Implementing a portfolio construction approach that is efficient on both a regulatory and economic standpoint is not straightforward. Moreover, the challenge for insurance portfolio managers is not only to achieve a minimal SCR to reduce non-invested capital but also to ensure stability of the SCR. Some optimizations have already been performed in the literature, simplifying the standard formula into a quadratic function. But to our knowledge, it is the first time that the standard formula of the market SCR is used in an optimization problem. Two solvers are combined: a bundle algorithm for convex non- differentiable problems, and a BFGS (Broyden-Fletcher-Goldfarb- Shanno)-SQP (Sequential Quadratic Programming) algorithm, to cope with non-convex cases. A market SCR minimization is then performed with historical data. This approach results in significant reduction of the capital requirement, compared to a classical Markowitz approach based on the historical volatility. A comparative analysis of different optimization models (equi-risk-contribution portfolio, minimizing volatility portfolio and minimizing value-at-risk portfolio) is performed and the impact of these strategies on risk measures including market SCR and its sub-modules is evaluated. A lack of diversification of market SCR is observed, specially for equities. This was expected since the market SCR strongly penalizes this type of financial instrument. It was shown that this direct effect of the regulation can be attenuated by implementing constraints in the optimization process or minimizing the market SCR together with the historical volatility, proving the interest of having a portfolio construction approach that can incorporate such features. The present results are further explained by the Market SCR modelling.

Keywords: financial risk, numerical optimization, portfolio management, solvency capital requirement

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Authors: Zouhair Issa Ahmed, Ahmed Abdulrasool Ahmed, Falah Hassan Abdulsada

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This paper presents a layout of a factory using Pro-Model simulation by choosing the best layout that gives the highest productivity and least work in process. The general problem is to find the best sequence in which jobs pass between the machines which are compatible with the technological constraints and optimal with respect to some performance criteria. The best simulation with Pro-Model program increased productivity and reduced work in process by balancing lines of production compared with the current layout of factory when productivity increased from 45 products to 180 products through 720 hours.

Keywords: scheduling, Pro-Model, simulation, balancing lines of production, layout planning, WIP

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Authors: F. M. Ali, R. Nazar, N. M. Arifin, I. Pop

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In this paper, the problem of unsteady stagnation-point flow and heat transfer induced by a shrinking sheet in the presence of radiation effect is studied. The transformed boundary layer equations are solved numerically by the shooting method. The influence of radiation, unsteadiness and shrinking parameters, and the Prandtl number on the reduced skin friction coefficient and the heat transfer coefficient, as well as the velocity and temperature profiles are presented and discussed in detail. It is found that dual solutions exist and the temperature distribution becomes less significant with radiation parameter.

Keywords: heat transfer, radiation effect, shrinking sheet unsteady flow

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Authors: Zainab Yasir Abed Al-Rekaby, Abdul Jalil M. Khalaf

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Let the vertices of a graph such that every two adjacent vertices have different color is a very common problem in the graph theory. This is known as proper coloring of graphs. The possible number of different proper colorings on a graph with a given number of colors can be represented by a function called the chromatic polynomial. Two graphs G and H are said to be chromatically equivalent, if they share the same chromatic polynomial. A Graph G is chromatically unique, if G is isomorphic to H for any graph H such that G is chromatically equivalent to H. The study of chromatically equivalent and chromatically unique problems is called chromaticity. This paper shows that a wheel W12 is chromatically unique.

Keywords: chromatic polynomial, chromatically equivalent, chromatically unique, wheel

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Authors: Mansoureh Ghiasabadi Farahani, Samira Kalantary, Sara Taghi-Pour, Mahboubeh Shamsi

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Nowadays, the development of computers technology and its recent applications provide access to new types of data, which have not been considered by the traditional data analysts. Two particularly interesting characteristics of such data sets include their huge size and streaming nature .Incremental learning techniques have been used extensively to address the data stream classification problem. This paper presents a concise survey on the obstacles and the requirements issues classifying data streams with using decision tree. The most important issue is to maintain a balance between accuracy and efficiency, the algorithm should provide good classification performance with a reasonable time response.

Keywords: big data, data streams, classification, decision tree

Procedia PDF Downloads 522