Search results for: stock movement prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4696

Search results for: stock movement prediction

2806 A Computational Model of the Thermal Grill Illusion: Simulating the Perceived Pain Using Neuronal Activity in Pain-Sensitive Nerve Fibers

Authors: Subhankar Karmakar, Madhan Kumar Vasudevan, Manivannan Muniyandi

Abstract:

Thermal Grill Illusion (TGI) elicits a strong and often painful sensation of burn when interlacing warm and cold stimuli that are individually non-painful, excites thermoreceptors beneath the skin. Among several theories of TGI, the “disinhibition” theory is the most widely accepted in the literature. According to this theory, TGI is the result of the disinhibition or unmasking of the pain-sensitive HPC (Heat-Pinch-Cold) nerve fibers due to the inhibition of cold-sensitive nerve fibers that are responsible for masking HPC nerve fibers. Although researchers focused on understanding TGI throughexperiments and models, none of them investigated the prediction of TGI pain intensity through a computational model. Furthermore, the comparison of psychophysically perceived TGI intensity with neurophysiological models has not yet been studied. The prediction of pain intensity through a computational model of TGI can help inoptimizing thermal displays and understanding pathological conditions related to temperature perception. The current studyfocuses on developing a computational model to predict the intensity of TGI pain and experimentally observe the perceived TGI pain. The computational model is developed based on the disinhibition theory and by utilizing the existing popular models of warm and cold receptors in the skin. The model aims to predict the neuronal activity of the HPC nerve fibers. With a temperature-controlled thermal grill setup, fifteen participants (ten males and five females) were presented with five temperature differences between warm and cold grills (each repeated three times). All the participants rated the perceived TGI pain sensation on a scale of one to ten. For the range of temperature differences, the experimentally observed perceived intensity of TGI is compared with the neuronal activity of pain-sensitive HPC nerve fibers. The simulation results show a monotonically increasing relationship between the temperature differences and the neuronal activity of the HPC nerve fibers. Moreover, a similar monotonically increasing relationship is experimentally observed between temperature differences and the perceived TGI intensity. This shows the potential comparison of TGI pain intensity observed through the experimental study with the neuronal activity predicted through the model. The proposed model intends to bridge the theoretical understanding of the TGI and the experimental results obtained through psychophysics. Further studies in pain perception are needed to develop a more accurate version of the current model.

Keywords: thermal grill Illusion, computational modelling, simulation, psychophysics, haptics

Procedia PDF Downloads 171
2805 EMG Based Orthosis for Upper Limb Rehabilitation in Hemiparesis Patients

Authors: Nancy N. Sharmila, Aparna Mishra

Abstract:

Hemiparesis affects almost 80% of stroke patients each year. It is marked by paralysis or weakness on one half of the body. Our model provides both assistance and physical therapy for hemiparesis patients for swift recovery. In order to accomplish our goal a force is provided that pulls the forearm up (as in flexing the arm), and pushes the forearm down (as in extending the arm), which will also assist the user during ADL (Activities of Daily Living). The model consists of a mechanical component which is placed around the patient’s bicep and an EMG control circuit to assist patients in daily activities, which makes it affordable and easy to use. In order to enhance the neuromuscular system’s effectiveness in synchronize the movement, proprioceptive neuromuscular facilitation (PNF) concept is used. The EMG signals are acquired from the unaffected arm as an input to drive the orthosis. This way the patient is invigorated to use the orthosis for regular exercise.

Keywords: EMG, hemiparesis, orthosis, rehabilitation

Procedia PDF Downloads 445
2804 Affirming Students’ Attention and Perceptions on Prezi Presentation via Eye Tracking System

Authors: Mona Masood, Norshazlina Shaik Othman

Abstract:

The purpose of this study was to investigate graduate students’ visual attention and perceptions of a Prezi presentation. Ten post-graduate master students were presented with a Prezi presentation at the Centre for Instructional Technology and Multimedia, Universiti Sains Malaysia (USM). The eye movement indicators such as dwell time, average fixation on the areas of interests, heat maps and focus maps were abstracted to indicate the students’ visual attention. Descriptive statistics was employed to analyze the students’ perception of the Prezi presentation in terms of text, slide design, images, layout and overall presentation. The result revealed that the students paid more attention to the text followed by the images and sub heading presented through the Prezi presentation.

Keywords: eye tracking, Prezi, visual attention, visual perception

Procedia PDF Downloads 441
2803 Defending the Right to Send Children with Disabilities to the Local School in New Zealand

Authors: Barbara A. Fogarty-Perry

Abstract:

This paper draws on one to one interviews with parents of children with high and complex needs conducted in 2019. Those interviewed were asked questions around various areas of well-being, and these were transcribed and then thematically analysed. Results were plotted to identify strategies that enhance resilience in parents of children with physical disabilities. The parents were asked to highlight challenges in the support systems they utilized, and all of those interviewed identified difficulties in the New Zealand education system. Legally in New Zealand, children have the right to attend their local primary school, but for 100% of those interviewed, this was an issue. This paper will discuss the way these parents navigated the New Zealand education system in order to defend this right for their children. The New Zealand education system is having to become more inclusive through parental actions despite precarious times of counter-movement by the New Zealand government.

Keywords: autoethnography, human rights, inclusion, parents voice in disability

Procedia PDF Downloads 148
2802 The Reliability and Shape of the Force-Power-Velocity Relationship of Strength-Trained Males Using an Instrumented Leg Press Machine

Authors: Mark Ashton Newman, Richard Blagrove, Jonathan Folland

Abstract:

The force-velocity profile of an individual has been shown to influence success in ballistic movements, independent of the individuals' maximal power output; therefore, effective and accurate evaluation of an individual’s F-V characteristics and not solely maximal power output is important. The relatively narrow range of loads typically utilised during force-velocity profiling protocols due to the difficulty in obtaining force data at high velocities may bring into question the accuracy of the F-V slope along with predictions pertaining to the maximum force that the system can produce at a velocity of null (F₀) and the theoretical maximum velocity against no load (V₀). As such, the reliability of the slope of the force-velocity profile, as well as V₀, has been shown to be relatively poor in comparison to F₀ and maximal power, and it has been recommended to assess velocity at loads closer to both F₀ and V₀. The aim of the present study was to assess the relative and absolute reliability of an instrumented novel leg press machine which enables the assessment of force and velocity data at loads equivalent to ≤ 10% of one repetition maximum (1RM) through to 1RM during a ballistic leg press movement. The reliability of maximal and mean force, velocity, and power, as well as the respective force-velocity and power-velocity relationships and the linearity of the force-velocity relationship, were evaluated. Sixteen male strength-trained individuals (23.6 ± 4.1 years; 177.1 ± 7.0 cm; 80.0 ± 10.8 kg) attended four sessions; during the initial visit, participants were familiarised with the leg press, modified to include a mounted force plate (Type SP3949, Force Logic, Berkshire, UK) and a Micro-Epsilon WDS-2500-P96 linear positional transducer (LPT) (Micro-Epsilon, Merseyside, UK). Peak isometric force (IsoMax) and a dynamic 1RM, both from a starting position of 81% leg length, were recorded for the dominant leg. Visits two to four saw the participants carry out the leg press movement at loads equivalent to ≤ 10%, 30%, 50%, 70%, and 90% 1RM. IsoMax was recorded during each testing visit prior to dynamic F-V profiling repetitions. The novel leg press machine used in the present study appears to be a reliable tool for measuring F and V-related variables across a range of loads, including velocities closer to V₀ when compared to some of the findings within the published literature. Both linear and polynomial models demonstrated good to excellent levels of reliability for SFV and F₀ respectively, with reliability for V₀ being good using a linear model but poor using a 2nd order polynomial model. As such, a polynomial regression model may be most appropriate when using a similar unilateral leg press setup to predict maximal force production capabilities due to only a 5% difference between F₀ and obtained IsoMax values with a linear model being best suited to predict V₀.

Keywords: force-velocity, leg-press, power-velocity, profiling, reliability

Procedia PDF Downloads 58
2801 E-Learning in Primary Science: Teachers versus Students

Authors: Winnie Wing Mui So, Yu Chen

Abstract:

This study investigated primary school teachers’ and students’ perceptions of science learning in an e-learning environment. This study used a multiple case study design and involved eight science teachers and their students from four Hong Kong primary schools. The science topics taught included ‘season and weather’ ‘force and movement’, ‘solar and lunar eclipse’ and ‘living things and habitats’. Data were collected through lesson observations, interviews with teachers, and interviews with students. Results revealed some differences between the teachers’ and the students’ perceptions regarding the usefulness of e-learning resources, the organization of student-centred activities, and the impact on engagement and interactions in lessons. The findings have implications for the more effective creation of e-learning environments for science teaching and learning in primary schools.

Keywords: e-learning, science education, teacher' and students' perceptions, primary schools

Procedia PDF Downloads 202
2800 Inventory Policy Above Country Level for Cooperating Countries for Vaccines

Authors: Aysun Pınarbaşı, Béla Vizvári

Abstract:

The countries are the units that procure the vaccines during the COVID-19 pandemic. The delivered quantities are huge. The countries must bear the inventory holding cost according to the variation of stock quantities. This cost depends on the speed of the vaccination in the country. This speed is time-dependent. The vaccinated portion of the population can be approximated by the cumulative distribution function of the Cauchy distribution. A model is provided for determining the minimal-cost inventory policy, and its optimality conditions are provided. The model is solved for 20 countries for different numbers of procurements. The results reveal the individual behavior of each country. We provide an inventory policy for the pandemic period for the countries. This paper presents a deterministic model for vaccines with a demand rate variable over time for the countries. It is aimed to provide an analytical model to deal with the minimization of holding cost and develop inventory policies regarding this aim to be used for a variety of perishable products such as vaccines. The saturation process is introduced, and an approximation of the vaccination curve of the countries has been discussed. According to this aspect, a deterministic model for inventory policy has been developed.

Keywords: covid-19, vaccination, inventory policy, bounded total demand, inventory holding cost, cauchy distribution, sigmoid function

Procedia PDF Downloads 76
2799 A Process Model for Online Trip Reservation System

Authors: Sh. Wafa, M. Alanoud, S. Liyakathunisa

Abstract:

Online booking for a trip or hotel has become an indispensable traveling tool today, people tend to be more interested in selecting air flight travel as their first choice when going for a long trip. People's shopping behavior has greatly changed by the advent of social network. Traditional ticket booking methods are considered as outdated with the advancement in tools and technology. Web based booking framework is an 'absolute necessity to have' for any visit or movement business that is investing heaps of energy noting telephone calls, sending messages or considering employing more staff. In this paper, we propose a process model for online trip reservation for our designed web application. Our proposed system will be highly beneficial and helps in reduction in time and cost for customers.

Keywords: trip, hotel, reservation, process model, time, cost, web app

Procedia PDF Downloads 214
2798 Routing in IP/LEO Satellite Communication Systems: Past, Present and Future

Authors: Mohammed Hussein, Abualseoud Hanani

Abstract:

In Low Earth Orbit (LEO) satellite constellation system, routing data from the source all the way to the destination constitutes a daunting challenge because LEO satellite constellation resources are spare and the high speed movement of LEO satellites results in a highly dynamic network topology. This situation limits the applicability of traditional routing approaches that rely on exchanging topology information upon change or setup of a connection. Consequently, in recent years, many routing algorithms and implementation strategies for satellite constellation networks with Inter Satellite Links (ISLs) have been proposed. In this article, we summarize and classify some of the most representative solutions according to their objectives, and discuss their advantages and disadvantages. Finally, with a look into the future, we present some of the new challenges and opportunities for LEO satellite constellations in general and routing protocols in particular.

Keywords: LEO satellite constellations, dynamic topology, IP routing, inter-satellite-links

Procedia PDF Downloads 382
2797 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques

Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

Abstract:

Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

Procedia PDF Downloads 348
2796 Development of Coastal Inundation–Inland and River Flow Interface Module Based on 2D Hydrodynamic Model

Authors: Eun-Taek Sin, Hyun-Ju Jang, Chang Geun Song, Yong-Sik Han

Abstract:

Due to the climate change, the coastal urban area repeatedly suffers from the loss of property and life by flooding. There are three main causes of inland submergence. First, when heavy rain with high intensity occurs, the water quantity in inland cannot be drained into rivers by increase in impervious surface of the land development and defect of the pump, storm sewer. Second, river inundation occurs then water surface level surpasses the top of levee. Finally, Coastal inundation occurs due to rising sea water. However, previous studies ignored the complex mechanism of flooding, and showed discrepancy and inadequacy due to linear summation of each analysis result. In this study, inland flooding and river inundation were analyzed together by HDM-2D model. Petrov-Galerkin stabilizing method and flux-blocking algorithm were applied to simulate the inland flooding. In addition, sink/source terms with exponentially growth rate attribute were added to the shallow water equations to include the inland flooding analysis module. The applications of developed model gave satisfactory results, and provided accurate prediction in comprehensive flooding analysis. The applications of developed model gave satisfactory results, and provided accurate prediction in comprehensive flooding analysis. To consider the coastal surge, another module was developed by adding seawater to the existing Inland Flooding-River Inundation binding module for comprehensive flooding analysis. Based on the combined modules, the Coastal Inundation – Inland & River Flow Interface was simulated by inputting the flow rate and depth data in artificial flume. Accordingly, it was able to analyze the flood patterns of coastal cities over time. This study is expected to help identify the complex causes of flooding in coastal areas where complex flooding occurs, and assist in analyzing damage to coastal cities. Acknowledgements—This research was supported by a grant ‘Development of the Evaluation Technology for Complex Causes of Inundation Vulnerability and the Response Plans in Coastal Urban Areas for Adaptation to Climate Change’ [MPSS-NH-2015-77] from the Natural Hazard Mitigation Research Group, Ministry of Public Safety and Security of Korea.

Keywords: flooding analysis, river inundation, inland flooding, 2D hydrodynamic model

Procedia PDF Downloads 362
2795 Natural Gas Production Forecasts Using Diffusion Models

Authors: Md. Abud Darda

Abstract:

Different options for natural gas production in wide geographic areas may be described through diffusion of innovation models. This type of modeling approach provides an indirect estimate of an ultimately recoverable resource, URR, capture the quantitative effects of observed strategic interventions, and allow ex-ante assessments of future scenarios over time. In order to ensure a sustainable energy policy, it is important to forecast the availability of this natural resource. Considering a finite life cycle, in this paper we try to investigate the natural gas production of Myanmar and Algeria, two important natural gas provider in the world energy market. A number of homogeneous and heterogeneous diffusion models, with convenient extensions, have been used. Models validation has also been performed in terms of prediction capability.

Keywords: diffusion models, energy forecast, natural gas, nonlinear production

Procedia PDF Downloads 227
2794 Integration of Microarray Data into a Genome-Scale Metabolic Model to Study Flux Distribution after Gene Knockout

Authors: Mona Heydari, Ehsan Motamedian, Seyed Abbas Shojaosadati

Abstract:

Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

Keywords: metabolic network, gene knockout, flux balance analysis, microarray data, integration

Procedia PDF Downloads 579
2793 Landmark Based Catch Trends Assessment of Gray Eel Catfish (Plotosus canius) at Mangrove Estuary in Bangladesh

Authors: Ahmad Rabby

Abstract:

The present study emphasizing the catch trends assessment of Gray eel catfish (Plotosus canius) that was scrutinized on the basis of monthly length frequency data collected from mangrove estuary, Bangladesh during January 2017 to December 2018. A total amount of 1298 specimens were collected to estimate the total length (TL) and weight (W) of P. canius ranged from 13.3 cm to 87.4 cm and 28 g to 5200 g, respectively. The length-weight relationship was W=0.006 L2.95 with R2=0.972 for both sexes. The von Bertalanffy growth function parameters were L∞=93.25 cm and K=0.28 yr-1, hypothetical age at zero length of t0=0.059 years and goodness of the fit of Rn=0.494. The growth performances indices for L∞ and W∞ were computed as Φ'=3.386 and Φ=1.84, respectively. The size at first sexual maturity was estimated in TL as 48.8 cm for pool sexes. The natural mortality was 0.51 yr-1 at average annual water surface temperature as 22 0C. The total instantaneous mortality was 1.24 yr-1 at CI95% of 0.105–1.42 (r2=0.986). While fishing mortality was 0.73 yr-1 and the current exploitation ratio as 0.59. The recruitment was continued throughout the year with one major peak during May-June was 17.20-17.96%. The Beverton-Holt yield per recruit model was analyzed by FiSAT-II, when tc was at 1.43 yr, the Fmax was estimated as 0.6 yr-1 and F0.1 was 0.33 yr-1. Current age at the first capture was approximately 0.6 year, however Fcurrent = 0.73 yr-1 which is beyond the F0.1 indicated that the current stock of P. canius of Bangladesh was overexploited.

Keywords: Plotosus canius, mangrove estuary, asymptotic length, FiSAT-II

Procedia PDF Downloads 151
2792 Warning about the Risk of Blood Flow Stagnation after Transcatheter Aortic Valve Implantation

Authors: Aymen Laadhari, Gábor Székely

Abstract:

In this work, the hemodynamics in the sinuses of Valsalva after Transcatheter Aortic Valve Implantation is numerically examined. We focus on the physical results in the two-dimensional case. We use a finite element methodology based on a Lagrange multiplier technique that enables to couple the dynamics of blood flow and the leaflets’ movement. A massively parallel implementation of a monolithic and fully implicit solver allows more accuracy and significant computational savings. The elastic properties of the aortic valve are disregarded, and the numerical computations are performed under physiologically correct pressure loads. Computational results depict that blood flow may be subject to stagnation in the lower domain of the sinuses of Valsalva after Transcatheter Aortic Valve Implantation.

Keywords: hemodynamics, simulations, stagnation, valve

Procedia PDF Downloads 291
2791 Information Literacy: Concept and Importance

Authors: Gaurav Kumar

Abstract:

An information literate person is one who uses information effectively in all its forms. When presented with questions or problems, an information literate person would know what information to look for, how to search efficiently and be able to access relevant sources. In addition, an information literate person would have the ability to evaluate and select appropriate information sources and to use the information effectively and ethically to answer questions or solve problems. Information literacy has become an important element in higher education. The information literacy movement has internationally recognized standards and learning outcomes. The step-by-step process of achieving information literacy is particularly crucial in an era where knowledge could be disseminated through a variety of media. What is the relationship between information literacy as we define it in higher education and information literacy among non-academic populations? What forces will change how we think about the definition of information literacy in the future and how we will apply the definition in all environments?

Keywords: information literacy, human beings, visual media and computer network etc, information literacy

Procedia PDF Downloads 339
2790 Investigation of Solvent Effect on Viscosity of Lubricant in Disposable Medical Devices

Authors: Hamed Bagheri, Seyd Javid Shariati

Abstract:

The effects of type and amount of solvent on lubricant which is used in disposable medical devices are investigated in this article. Two kinds of common solvent, n-Hexane and n-Heptane, are used. The mechanical behavior of syringe has shown that n-Heptane has better mixing ratio and also more effective spray process in the barrel of syringe than n-Hexane because of similar solubility parameter to silicon oil. The results revealed that movement of plunger in the barrel increases when pure silicone is used because non-uniform film is created on the surface of barrel, and also, it seems that the form of silicon is converted from oil to gel due to sterilization process. The results showed that the convenient mixing ratio of solvent/lubricant oil is 80/20.

Keywords: disposal medical devices, lubricant oil, solvent effect, solubility parameter

Procedia PDF Downloads 232
2789 Numerical Prediction of Wall Eroded Area by Cavitation

Authors: Ridha Zgolli, Ahmed Belhaj, Maroua Ennouri

Abstract:

This study presents a new method to predict cavitation area that may be eroded. It is based on the post-treatment of URANS simulations in cavitant flows. The most RANS calculations with incompressible consideration are based on cavitation model using mixture fluid with density (ρm) calculated as a function of liquid density (ρliq), vapour or gas density (ρvap) and vapour or gas volume fraction α (ρm = αρvap + (1-α) ρliq). The calculations are performed on hydrofoil geometries and compared with experimental works concerning flows characteristics (size of pocket, pressure, velocity). We present here the used cavitation model and the approach followed to evaluate the value of α fixing the shape of pocket around wall before collapsing.

Keywords: flows, CFD, cavitation, erosion

Procedia PDF Downloads 338
2788 Local Binary Patterns-Based Statistical Data Analysis for Accurate Soccer Match Prediction

Authors: Mohammad Ghahramani, Fahimeh Saei Manesh

Abstract:

Winning a soccer game is based on thorough and deep analysis of the ongoing match. On the other hand, giant gambling companies are in vital need of such analysis to reduce their loss against their customers. In this research work, we perform deep, real-time analysis on every soccer match around the world that distinguishes our work from others by focusing on particular seasons, teams and partial analytics. Our contributions are presented in the platform called “Analyst Masters.” First, we introduce various sources of information available for soccer analysis for teams around the world that helped us record live statistical data and information from more than 50,000 soccer matches a year. Our second and main contribution is to introduce our proposed in-play performance evaluation. The third contribution is developing new features from stable soccer matches. The statistics of soccer matches and their odds before and in-play are considered in the image format versus time including the halftime. Local Binary patterns, (LBP) is then employed to extract features from the image. Our analyses reveal incredibly interesting features and rules if a soccer match has reached enough stability. For example, our “8-minute rule” implies if 'Team A' scores a goal and can maintain the result for at least 8 minutes then the match would end in their favor in a stable match. We could also make accurate predictions before the match of scoring less/more than 2.5 goals. We benefit from the Gradient Boosting Trees, GBT, to extract highly related features. Once the features are selected from this pool of data, the Decision trees decide if the match is stable. A stable match is then passed to a post-processing stage to check its properties such as betters’ and punters’ behavior and its statistical data to issue the prediction. The proposed method was trained using 140,000 soccer matches and tested on more than 100,000 samples achieving 98% accuracy to select stable matches. Our database from 240,000 matches shows that one can get over 20% betting profit per month using Analyst Masters. Such consistent profit outperforms human experts and shows the inefficiency of the betting market. Top soccer tipsters achieve 50% accuracy and 8% monthly profit in average only on regional matches. Both our collected database of more than 240,000 soccer matches from 2012 and our algorithm would greatly benefit coaches and punters to get accurate analysis.

Keywords: soccer, analytics, machine learning, database

Procedia PDF Downloads 238
2787 The Female Jihad: A Case Study of Jamaah Islamiyah’s Women in Indonesia

Authors: Milda Istiqomah

Abstract:

The current trends demonstrate that the number of women involved in terrorism is steadily increasing. There are at least two types of roles that women assume in terrorism; the ‘visible role’ and ‘invisible role’. Both roles are very important to the sustainability of terrorism and terrorist organizations. The findings of this paper are based on the analysis of multiple case study from two terrorism verdicts in Indonesia, media reports and academic journals. This paper argues that women in Jemaah Islamiyah (JI) play an important role in both categories. They are involved in this organization by marital and kinship linkages which aim to secure the networks and regenerate the Jihadi ideology within JI. Finally, this paper states that the role of women in JI is significant due to its importance in delivering the idea of Jihad to younger generations.

Keywords: terrorism, women, jihadi movement, case study

Procedia PDF Downloads 125
2786 The Extent of Virgin Olive-Oil Prices' Distribution Revealing the Behavior of Market Speculators

Authors: Fathi Abid, Bilel Kaffel

Abstract:

The olive tree, the olive harvest during winter season and the production of olive oil better known by professionals under the name of the crushing operation have interested institutional traders such as olive-oil offices and private companies such as food industry refining and extracting pomace olive oil as well as export-import public and private companies specializing in olive oil. The major problem facing producers of olive oil each winter campaign, contrary to what is expected, it is not whether the harvest will be good or not but whether the sale price will allow them to cover production costs and achieve a reasonable margin of profit or not. These questions are entirely legitimate if we judge by the importance of the issue and the heavy complexity of the uncertainty and competition made tougher by a high level of indebtedness and the experience and expertise of speculators and producers whose objectives are sometimes conflicting. The aim of this paper is to study the formation mechanism of olive oil prices in order to learn about speculators’ behavior and expectations in the market, how they contribute by their industry knowledge and their financial alliances and the size the financial challenge that may be involved for them to build private information hoses globally to take advantage. The methodology used in this paper is based on two stages, in the first stage we study econometrically the formation mechanisms of olive oil price in order to understand the market participant behavior by implementing ARMA, SARMA, GARCH and stochastic diffusion processes models, the second stage is devoted to prediction purposes, we use a combined wavelet- ANN approach. Our main findings indicate that olive oil market participants interact with each other in a way that they promote stylized facts formation. The unstable participant’s behaviors create the volatility clustering, non-linearity dependent and cyclicity phenomena. By imitating each other in some periods of the campaign, different participants contribute to the fat tails observed in the olive oil price distribution. The best prediction model for the olive oil price is based on a back propagation artificial neural network approach with input information based on wavelet decomposition and recent past history.

Keywords: olive oil price, stylized facts, ARMA model, SARMA model, GARCH model, combined wavelet-artificial neural network, continuous-time stochastic volatility mode

Procedia PDF Downloads 339
2785 Volatility and Stylized Facts

Authors: Kalai Lamia, Jilani Faouzi

Abstract:

Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

Procedia PDF Downloads 299
2784 A Machine Learning Approach for Efficient Resource Management in Construction Projects

Authors: Soheila Sadeghi

Abstract:

Construction projects are complex and often subject to significant cost overruns due to the multifaceted nature of the activities involved. Accurate cost estimation is crucial for effective budget planning and resource allocation. Traditional methods for predicting overruns often rely on expert judgment or analysis of historical data, which can be time-consuming, subjective, and may fail to consider important factors. However, with the increasing availability of data from construction projects, machine learning techniques can be leveraged to improve the accuracy of overrun predictions. This study applied machine learning algorithms to enhance the prediction of cost overruns in a case study of a construction project. The methodology involved the development and evaluation of two machine learning models: Random Forest and Neural Networks. Random Forest can handle high-dimensional data, capture complex relationships, and provide feature importance estimates. Neural Networks, particularly Deep Neural Networks (DNNs), are capable of automatically learning and modeling complex, non-linear relationships between input features and the target variable. These models can adapt to new data, reduce human bias, and uncover hidden patterns in the dataset. The findings of this study demonstrate that both Random Forest and Neural Networks can significantly improve the accuracy of cost overrun predictions compared to traditional methods. The Random Forest model also identified key cost drivers and risk factors, such as changes in the scope of work and delays in material delivery, which can inform better project risk management. However, the study acknowledges several limitations. First, the findings are based on a single construction project, which may limit the generalizability of the results to other projects or contexts. Second, the dataset, although comprehensive, may not capture all relevant factors influencing cost overruns, such as external economic conditions or political factors. Third, the study focuses primarily on cost overruns, while schedule overruns are not explicitly addressed. Future research should explore the application of machine learning techniques to a broader range of projects, incorporate additional data sources, and investigate the prediction of both cost and schedule overruns simultaneously.

Keywords: resource allocation, machine learning, optimization, data-driven decision-making, project management

Procedia PDF Downloads 40
2783 Hydroinformatics of Smart Cities: Real-Time Water Quality Prediction Model Using a Hybrid Approach

Authors: Elisa Coraggio, Dawei Han, Weiru Liu, Theo Tryfonas

Abstract:

Water is one of the most important resources for human society. The world is currently undergoing a wave of urban growth, and pollution problems are of a great impact. Monitoring water quality is a key task for the future of the environment and human species. In recent times, researchers, using Smart Cities technologies are trying to mitigate the problems generated by the population growth in urban areas. The availability of huge amounts of data collected by a pervasive urban IoT can increase the transparency of decision making. Several services have already been implemented in Smart Cities, but more and more services will be involved in the future. Water quality monitoring can successfully be implemented in the urban IoT. The combination of water quality sensors, cloud computing, smart city infrastructure, and IoT technology can lead to a bright future for environmental monitoring. In the past decades, lots of effort has been put on monitoring and predicting water quality using traditional approaches based on manual collection and laboratory-based analysis, which are slow and laborious. The present study proposes a methodology for implementing a water quality prediction model using artificial intelligence techniques and comparing the results obtained with different algorithms. Furthermore, a 3D numerical model will be created using the software D-Water Quality, and simulation results will be used as a training dataset for the artificial intelligence algorithm. This study derives the methodology and demonstrates its implementation based on information and data collected at the floating harbour in the city of Bristol (UK). The city of Bristol is blessed with the Bristol-Is-Open infrastructure that includes Wi-Fi network and virtual machines. It was also named the UK ’s smartest city in 2017.In recent times, researchers, using Smart Cities technologies are trying to mitigate the problems generated by the population growth in urban areas. The availability of huge amounts of data collected by a pervasive urban IoT can increase the transparency of decision making. Several services have already been implemented in Smart Cities, but more and more services will be involved in the future. Water quality monitoring can successfully be implemented in the urban IoT. The combination of water quality sensors, cloud computing, smart city infrastructure, and IoT technology can lead to a bright future for the environment monitoring. In the past decades, lots of effort has been put on monitoring and predicting water quality using traditional approaches based on manual collection and laboratory-based analysis, which are slow and laborious. The present study proposes a new methodology for implementing a water quality prediction model using artificial intelligence techniques and comparing the results obtained with different algorithms. Furthermore, a 3D numerical model will be created using the software D-Water Quality, and simulation results will be used as a training dataset for the Artificial Intelligence algorithm. This study derives the methodology and demonstrate its implementation based on information and data collected at the floating harbour in the city of Bristol (UK). The city of Bristol is blessed with the Bristol-Is-Open infrastructure that includes Wi-Fi network and virtual machines. It was also named the UK ’s smartest city in 2017.

Keywords: artificial intelligence, hydroinformatics, numerical modelling, smart cities, water quality

Procedia PDF Downloads 188
2782 Rhetoric and Renarrative Structure of Digital Images in Trans-Media

Authors: Yang Geng, Anqi Zhao

Abstract:

The misreading theory of Harold Bloom provides a new diachronic perspective as an approach to the consistency between rhetoric of digital technology, dynamic movement of digital images and uncertain meaning of text. Reinterpreting the diachroneity of 'intertextuality' in the context of misreading theory extended the range of the 'intermediality' of transmedia to the intense tension between digital images and symbolic images throughout history of images. With the analogy between six categories of revisionary ratios and six steps of digital transformation, digital rhetoric might be illustrated as a linear process reflecting dynamic, intensive relations between digital moving images and original static images. Finally, it was concluded that two-way framework of the rhetoric of transformation of digital images and reversed served as a renarrative structure to revive static images by reconnecting them with digital moving images.

Keywords: rhetoric, digital art, intermediality, misreading theory

Procedia PDF Downloads 256
2781 Hawkes Process-Based Reflexivity Analysis in the Cryptocurrency Market

Authors: Alev Atak

Abstract:

We study the endogeneity in the cryptocurrency market over the branching ratio of the Hawkes process and evaluate the movement of self-excitability in the financial markets. We consider a semi-parametric self-exciting point process regression model where the excitation function is assumed to be smooth and decreasing but otherwise unspecified, and the baseline intensity is assumed to be a linear function of the regressors. We apply the empirical analysis to the three largest crypto assets, i.e. Bitcoin - Ethereum - Ripple, and provide a comparison with other financial assets such as SP500, Gold, and the volatility index VIX observed from January 2015 to December 2020. The results depict variable and high levels of endogeneity in the basket of cryptocurrencies under investigation, underlining the evidence of a significant role of endogenous feedback mechanisms in the price formation process.

Keywords: hawkes process, cryptocurrency, endogeneity, reflexivity

Procedia PDF Downloads 81
2780 Analysis of Ferroresonant Overvoltages in Cable-fed Transformers

Authors: George Eduful, Ebenezer A. Jackson, Kingsford A. Atanga

Abstract:

This paper investigates the impacts of cable length and capacity of transformer on ferroresonant overvoltage in cable-fed transformers. The study was conducted by simulation using the EMTP RV. Results show that ferroresonance can cause dangerous overvoltages ranging from 2 to 5 per unit. These overvoltages impose stress on insulations of transformers and cables and subsequently result in system failures. Undertaking Basic Multiple Regression Analysis (BMR) on the results obtained, a statistical model was obtained in terms of cable length and transformer capacity. The model is useful for ferroresonant prediction and control in cable-fed transformers.

Keywords: ferroresonance, cable-fed transformers, EMTP RV, regression analysis

Procedia PDF Downloads 533
2779 The Influence of Marxism Theory in Malaka's Perspective in Indonesia

Authors: Farhan Alam Farhan Alam, Fatah Nugroho, Setyawan Wahyu Pradana

Abstract:

Tan Malaka was a great Indonesian Marxism thinker. His idea of Marxism give encouragement to the struggle for Indonesian independence. Furthermore, it refers to what Marx said as the flexibility of a Marxist. Tan Malaka developed the Marxist theory against what have already existed so that Marxism can be harmonized and compatible with the context of Indonesia. For example, Tan Malaka initiated the cooperation between the Marxist movement and Pan-Islamism. The collaboration of Islam with Marxism which is so contradictive at that time was seen by Tan Malaka as a necessity in order to against capitalism. By using study literature and historiography methods, this paper attempts to analyze the application of the Marxism theory in the Tan Malaka’s perspective in Indonesia today in order to counter capitalism currently. His perspective combines Marxism with Islam as a solid collaboration of ideology.

Keywords: Indonesia, Marxism, Islam, Marxist theory, Tan Malaka

Procedia PDF Downloads 306
2778 Application of ANN and Fuzzy Logic Algorithms for Runoff and Sediment Yield Modelling of Kal River, India

Authors: Mahesh Kothari, K. D. Gharde

Abstract:

The ANN and fuzzy logic (FL) models were developed to predict the runoff and sediment yield for catchment of Kal river, India using 21 years (1991 to 2011) rainfall and other hydrological data (evaporation, temperature and streamflow lag by one and two day) and 7 years data for sediment yield modelling. The ANN model performance improved with increasing the input vectors. The fuzzy logic model was performing with R value more than 0.95 during developmental stage and validation stage. The comparatively FL model found to be performing well to ANN in prediction of runoff and sediment yield for Kal river.

Keywords: transferred function, sigmoid, backpropagation, membership function, defuzzification

Procedia PDF Downloads 569
2777 Development of Prediction Tool for Sound Absorption and Sound Insulation for Sound Proof Properties

Authors: Yoshio Kurosawa, Takao Yamaguchi

Abstract:

High frequency automotive interior noise above 500 Hz considerably affects automotive passenger comfort. To reduce this noise, sound insulation material is often laminated on body panels or interior trim panels. For a more effective noise reduction, the sound reduction properties of this laminated structure need to be estimated. We have developed a new calculate tool that can roughly calculate the sound absorption and insulation properties of laminate structure and handy for designers. In this report, the outline of this tool and an analysis example applied to floor mat are introduced.

Keywords: automobile, acoustics, porous material, transfer matrix method

Procedia PDF Downloads 509