Search results for: stock price prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3905

Search results for: stock price prediction

2015 Credit Risk Prediction Based on Bayesian Estimation of Logistic Regression Model with Random Effects

Authors: Sami Mestiri, Abdeljelil Farhat

Abstract:

The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.

Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC

Procedia PDF Downloads 536
2014 Development of Structural Deterioration Models for Flexible Pavement Using Traffic Speed Deflectometer Data

Authors: Sittampalam Manoharan, Gary Chai, Sanaul Chowdhury, Andrew Golding

Abstract:

The primary objective of this paper is to present a simplified approach to develop the structural deterioration model using traffic speed deflectometer data for flexible pavements. Maintaining assets to meet functional performance is not economical or sustainable in the long terms, and it would end up needing much more investments for road agencies and extra costs for road users. Performance models have to be included for structural and functional predicting capabilities, in order to assess the needs, and the time frame of those needs. As such structural modelling plays a vital role in the prediction of pavement performance. A structural condition is important for the prediction of remaining life and overall health of a road network and also major influence on the valuation of road pavement. Therefore, the structural deterioration model is a critical input into pavement management system for predicting pavement rehabilitation needs accurately. The Traffic Speed Deflectometer (TSD) is a vehicle-mounted Doppler laser system that is capable of continuously measuring the structural bearing capacity of a pavement whilst moving at traffic speeds. The device’s high accuracy, high speed, and continuous deflection profiles are useful for network-level applications such as predicting road rehabilitations needs and remaining structural service life. The methodology adopted in this model by utilizing time series TSD maximum deflection (D0) data in conjunction with rutting, rutting progression, pavement age, subgrade strength and equivalent standard axle (ESA) data. Then, regression analyses were undertaken to establish a correlation equation of structural deterioration as a function of rutting, pavement age, seal age and equivalent standard axle (ESA). This study developed a simple structural deterioration model which will enable to incorporate available TSD structural data in pavement management system for developing network-level pavement investment strategies. Therefore, the available funding can be used effectively to minimize the whole –of- life cost of the road asset and also improve pavement performance. This study will contribute to narrowing the knowledge gap in structural data usage in network level investment analysis and provide a simple methodology to use structural data effectively in investment decision-making process for road agencies to manage aging road assets.

Keywords: adjusted structural number (SNP), maximum deflection (D0), equant standard axle (ESA), traffic speed deflectometer (TSD)

Procedia PDF Downloads 145
2013 Predicting the Success of Bank Telemarketing Using Artificial Neural Network

Authors: Mokrane Selma

Abstract:

The shift towards decision making (DM) based on artificial intelligence (AI) techniques will change the way in which consumer markets and our societies function. Through AI, predictive analytics is being used by businesses to identify these patterns and major trends with the objective to improve the DM and influence future business outcomes. This paper proposes an Artificial Neural Network (ANN) approach to predict the success of telemarketing calls for selling bank long-term deposits. To validate the proposed model, we uses the bank marketing data of 41188 phone calls. The ANN attains 98.93% of accuracy which outperforms other conventional classifiers and confirms that it is credible and valuable approach for telemarketing campaign managers.

Keywords: bank telemarketing, prediction, decision making, artificial intelligence, artificial neural network

Procedia PDF Downloads 146
2012 Hybrid Model: An Integration of Machine Learning with Traditional Scorecards

Authors: Golnush Masghati-Amoli, Paul Chin

Abstract:

Over the past recent years, with the rapid increases in data availability and computing power, Machine Learning (ML) techniques have been called on in a range of different industries for their strong predictive capability. However, the use of Machine Learning in commercial banking has been limited due to a special challenge imposed by numerous regulations that require lenders to be able to explain their analytic models, not only to regulators but often to consumers. In other words, although Machine Leaning techniques enable better prediction with a higher level of accuracy, in comparison with other industries, they are adopted less frequently in commercial banking especially for scoring purposes. This is due to the fact that Machine Learning techniques are often considered as a black box and fail to provide information on why a certain risk score is given to a customer. In order to bridge this gap between the explain-ability and performance of Machine Learning techniques, a Hybrid Model is developed at Dun and Bradstreet that is focused on blending Machine Learning algorithms with traditional approaches such as scorecards. The Hybrid Model maximizes efficiency of traditional scorecards by merging its practical benefits, such as explain-ability and the ability to input domain knowledge, with the deep insights of Machine Learning techniques which can uncover patterns scorecard approaches cannot. First, through development of Machine Learning models, engineered features and latent variables and feature interactions that demonstrate high information value in the prediction of customer risk are identified. Then, these features are employed to introduce observed non-linear relationships between the explanatory and dependent variables into traditional scorecards. Moreover, instead of directly computing the Weight of Evidence (WoE) from good and bad data points, the Hybrid Model tries to match the score distribution generated by a Machine Learning algorithm, which ends up providing an estimate of the WoE for each bin. This capability helps to build powerful scorecards with sparse cases that cannot be achieved with traditional approaches. The proposed Hybrid Model is tested on different portfolios where a significant gap is observed between the performance of traditional scorecards and Machine Learning models. The result of analysis shows that Hybrid Model can improve the performance of traditional scorecards by introducing non-linear relationships between explanatory and target variables from Machine Learning models into traditional scorecards. Also, it is observed that in some scenarios the Hybrid Model can be almost as predictive as the Machine Learning techniques while being as transparent as traditional scorecards. Therefore, it is concluded that, with the use of Hybrid Model, Machine Learning algorithms can be used in the commercial banking industry without being concerned with difficulties in explaining the models for regulatory purposes.

Keywords: machine learning algorithms, scorecard, commercial banking, consumer risk, feature engineering

Procedia PDF Downloads 129
2011 Slip Limit Prediction of High-Strength Bolt Joints Based on Local Approach

Authors: Chang He, Hiroshi Tamura, Hiroshi Katsuchi, Jiaqi Wang

Abstract:

In this study, the aim is to infer the slip limit (static friction limit) of contact interfaces in bolt friction joints by analyzing other bolt friction joints with the same contact surface but in a different shape. By using the Weibull distribution to deal with microelements on the contact surface statistically, the slip limit of a certain type of bolt joint was predicted from other types of bolt joint with the same contact surface. As a result, this research succeeded in predicting the slip limit of bolt joins with different numbers of contact surfaces and with different numbers of bolt rows.

Keywords: bolt joints, slip coefficient, finite element method, Weibull distribution

Procedia PDF Downloads 161
2010 A Research on Tourism Market Forecast and Its Evaluation

Authors: Min Wei

Abstract:

The traditional prediction methods of the forecast for tourism market are paid more attention to the accuracy of the forecasts, ignoring the results of the feasibility of forecasting and predicting operability, which had made it difficult to predict the results of scientific testing. With the application of Linear Regression Model, this paper attempts to construct a scientific evaluation system for predictive value, both to ensure the accuracy, stability of the predicted value, and to ensure the feasibility of forecasting and predicting the results of operation. The findings show is that a scientific evaluation system can implement the scientific concept of development, the harmonious development of man and nature co-ordinate.

Keywords: linear regression model, tourism market, forecast, tourism economics

Procedia PDF Downloads 328
2009 The Impact of Corporate Governance, Ownership Structure, and Cash Holdings on Firm Value with Profitability as Intervening Variable

Authors: Lucy Novianti

Abstract:

The purpose of this study is to determine the effect of corporate governance, ownership structure, and cash holdings on firm value, either direct or indirect through profitability as an intervening variable for non-financial companies listed on the Indonesia Stock Exchange during 2006 to 2014. Samples of 176 firms are chosen based on purposive sampling method. The results of this study conclude that profitability, the size of Audit Committee, audit quality, and cash flow have positive effects on firm value. This study also shows that the meeting frequency of the Board of Directors and free cash flow have negative effects on firm value. In addition, this study finds that the size of the Board of Directors, Independent Commissioner, and ownership structure do not have significant effects on firm value. In this study, the function of profitability as an intervening variable can only be done on the impact of the meeting frequency of the Board of Directors and cash flow on firm value. This study provides a reference for management in decision making concerning the application of corporate governance, cash holdings, and financial performance. Moreover, it can be used as additional information for investors in assessing the feasibility of an investment. Finally, it provides a suggestion for the government regarding the regulation of corporate governance.

Keywords: cash holdings, corporate governance, firm value, ownership structure, profitability

Procedia PDF Downloads 256
2008 Evaluation of Rehabilitation in Ischemic Stroke

Authors: Amirmohammad Dahouri

Abstract:

Each year, more than 795,000 individuals in the United States grieve a stroke, and by 2030, it is predictable that 4% of the U.S. people will have had a stroke. Ischemic stroke, accounting for about 80% of all strokes, is one of the main causes of disability. The goal of stroke rehabilitation is to help patients return to physical and mental functions and relearn the required aids to living everyday life. This flagging has an adverse effect on patients’ quality of life and affects their daily living activities. In recent years, the rehabilitation of ischemic stroke attractions more attention in the world. A review of the rudimentary perceptions of stroke rehabilitation that are price stressing to all specialists who delicacy patients with stroke. Ideas are made for patients on how to functionally manage daily activities after they have qualified for a stroke. It is vital for home healthcare clinicians to understand the process from acute events to medical equilibrium and rehabilitation to adaptation. Different sources such as Pub Med Google Scholar and science direct have been used and various contemporary articles in this era have been analyzed. The care plan must also foundation actual actions to protect against recurrent stroke, as stroke patients are generally at significant risk for further ischemic or hemorrhagic attacks. Here, we review evidence of rehabilitation in treating post-stroke impairment.

Keywords: rehabilitation, stroke, ischemic, hemorrhagic, brain

Procedia PDF Downloads 155
2007 Competition between Regression Technique and Statistical Learning Models for Predicting Credit Risk Management

Authors: Chokri Slim

Abstract:

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

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

Procedia PDF Downloads 146
2006 Optimization of Lubricant Distribution with Alternative Coordinates and Number of Warehouses Considering Truck Capacity and Time Windows

Authors: Taufik Rizkiandi, Teuku Yuri M. Zagloel, Andri Dwi Setiawan

Abstract:

Distribution and growth in the transportation and warehousing business sector decreased by 15,04%. There was a decrease in Gross Domestic Product (GDP) contribution level from rank 7 of 4,41% in 2019 to 3,81% in rank 8 in 2020. A decline in the transportation and warehousing business sector contributes to GDP, resulting in oil and gas companies implementing an efficient supply chain strategy to ensure the availability of goods, especially lubricants. Fluctuating demand for lubricants and warehouse service time limits are essential things that are taken into account in determining an efficient route. Add depots points as a solution so that demand for lubricants is fulfilled (not stock out). However, adding a depot will increase operating costs and storage costs. Therefore, it is necessary to optimize the addition of depots using the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW). This research case study was conducted at an oil and gas company that produces lubricants from 2019 to 2021. The study results obtained the optimal route and the addition of a depot with a minimum additional cost. The total cost remains efficient with the addition of a depot when compared to one depot from Jakarta.

Keywords: CVRPTW, optimal route, depot, tabu search algorithm

Procedia PDF Downloads 131
2005 Foreign Tourists’ Attitude toward Service Marketing Mix and Intention to Revisit in Boutique Hotel

Authors: Nattapong Techarattanased

Abstract:

This survey research aimed to study the influence of attitude in services, product, and marketing mix affected intention to revisit in boutique hotel of foreign travelers in Bangkok, Thailand. The total 400 sets of closed-ended questionnaires were utilized for conducting data from foreign tourists who come to boutique hotel and can communicate in English. The descriptive statistics and multiple regression analysis were used to analyze data. The research found that tourists’ attitude towards the service of check in and check out process, food and beverage, guest room and other facilities affected in opportunity of revisiting, recommending to others and possibility of revisiting in the future at 0.05 statistically significant levels. Tourists’ attitude towards service and marketing mix in term of people, physical evidence, price, process and channel of distribution could forecast intention to revisit in term of recommending to others and intention to revisit in the future at 0.05 statistically significant levels.

Keywords: boutique hotel, foreign tourists, intention to revisit, service marketing mix

Procedia PDF Downloads 245
2004 Rural Households’ Resilience to Food Insecurity in Niger

Authors: Aboubakr Gambo, Adama Diaw, Tobias Wunscher

Abstract:

This study attempts to identify factors affecting rural households’ resilience to food insecurity in Niger. For this, we first create a resilience index by using Principal Component Analysis on the following five variables at the household level: income, food expenditure, duration of grain held in stock, livestock in Tropical Livestock Units and number of farms exploited and second apply Structural Equation Modelling to identify the determinants. Data from the 2010 National Survey on Households’ Vulnerability to Food Insecurity done by the National Institute of Statistics is used. The study shows that asset and social safety nets indicators are significant and have a positive impact on households’ resilience. Climate change approximated by long-term mean rainfall has a negative and significant effect on households’ resilience to food insecurity. The results indicate that to strengthen households’ resilience to food insecurity, there is a need to increase assistance to households through social safety nets and to help them gather more resources in order to acquire more assets. Furthermore, early warning of climatic events could alert households especially farmers to be prepared and avoid important losses that they experience anytime an uneven climatic event occur.

Keywords: food insecurity, principal component analysis, structural equation modelling, resilience

Procedia PDF Downloads 354
2003 Overall Student Satisfaction at Tabor School of Education: An Examination of Key Factors Based on the AUSSE SEQ

Authors: Francisco Ben, Tracey Price, Chad Morrison, Victoria Warren, Willy Gollan, Robyn Dunbar, Frank Davies, Mark Sorrell

Abstract:

This paper focuses particularly on the educational aspects that contribute to the overall educational satisfaction rated by Tabor School of Education students who participated in the Australasian Survey of Student Engagement (AUSSE) conducted by the Australian Council for Educational Research (ACER) in 2010, 2012 and 2013. In all three years of participation, Tabor ranked first especially in the area of overall student satisfaction. By using a single level path analysis in relation to the AUSSE datasets collected using the Student Engagement Questionnaire (SEQ) for Tabor School of Education, seven aspects that contribute to overall student satisfaction have been identified. There appears to be a direct causal link between aspects of the Supportive Learning Environment, Work Integrated Learning, Career Readiness, Academic Challenge, and overall educational satisfaction levels. A further three aspects, being Student and Staff Interactions, Active Learning, and Enriching Educational Experiences, indirectly influence overall educational satisfaction levels.

Keywords: attrition, retention, educational experience, pre-service teacher education, student satisfaction

Procedia PDF Downloads 346
2002 Rice Husk Silica as an Alternative Material for Renewable Energy

Authors: Benedict O. Ayomanor, Cookey Iyen, Ifeoma S. Iyen

Abstract:

Rice hull (RH) biomass product gives feasible silica for exact temperature and period. The minimal fabrication price turns its best feasible produce to metallurgical grade silicon (MG-Si). In this work, to avoid ecological worries extending from CO₂ release to oil leakage on water and land, or nuclear left-over pollution, all finally add to the immense topics of ecological squalor; high purity silicon > 98.5% emerge set from rice hull ash (RHA) by solid-liquid removal. The RHA derived was purified by nitric and hydrochloric acid solutions. Leached RHA sieved, washed in distilled water, and desiccated at 1010ºC for 4h. Extra cleansing was achieved by carefully mixing the SiO₂ ash through Mg dust at a proportion of 0.9g SiO₂ to 0.9g Mg, galvanised at 1010ºC to formula magnesium silicide. The solid produced was categorised by X-ray fluorescence (XRF), X-ray diffractometer (XRD), and Fourier transformation infrared (FTIR) spectroscopy. Elemental analysis using XRF found the percentage of silicon in the material is approximately 98.6%, main impurities are Mg (0.95%), Ca (0.09%), Fe (0.3%), K (0.25%), and Al (0.40%).

Keywords: siliceous, leached, biomass, solid-liquid extraction

Procedia PDF Downloads 64
2001 Air Breakdown Voltage Prediction in Post-arcing Conditions for Compact Circuit Breakers

Authors: Jing Nan

Abstract:

The air breakdown voltage in compact circuit breakers is a critical factor in the design and reliability of electrical distribution systems. This voltage determines the threshold at which the air insulation between conductors will fail or 'break down,' leading to an arc. This phenomenon is highly sensitive to the conditions within the breaker, such as the temperature and the distance between electrodes. Typically, air breakdown voltage models have been reliable for predicting failure under standard operational temperatures. However, in conditions post-arcing, where temperatures can soar above 2000K, these models face challenges due to the complex physics of ionization and electron behaviour at such high-energy states. Building upon the foundational understanding that the breakdown mechanism is initiated by free electrons and propelled by electric fields, which lead to ionization and, potentially, to avalanche or streamer formation, we acknowledge the complexity introduced by high-temperature environments. Recognizing the limitations of existing experimental data, a notable research gap exists in the accurate prediction of breakdown voltage at elevated temperatures, typically observed post-arcing, where temperatures exceed 2000K.To bridge this knowledge gap, we present a method that integrates gap distance and high-temperature effects into air breakdown voltage assessment. The proposed model is grounded in the physics of ionization, accounting for the dynamic behaviour of free electrons which, under intense electric fields at elevated temperatures, lead to thermal ionization and potentially reach the threshold for streamer formation as Meek's criterion. Employing the Saha equation, our model calculates equilibrium electron densities, adapting to the atmospheric pressure and the hot temperature regions indicative of post-arc temperature conditions. Our model is rigorously validated against established experimental data, demonstrating substantial improvements in predicting air breakdown voltage in the high-temperature regime. This work significantly improves the predictive power for air breakdown voltage under conditions that closely mimic operational stressors in compact circuit breakers. Looking ahead, the proposed methods are poised for further exploration in alternative insulating media, like SF6, enhancing the model's utility for a broader range of insulation technologies and contributing to the future of high-temperature electrical insulation research.

Keywords: air breakdown voltage, high-temperature insulation, compact circuit breakers, electrical discharge, saha equation

Procedia PDF Downloads 77
2000 Investigation of Zinc Corrosion in Tropical Soil Solution

Authors: M. Lebrini, L. Salhi, C. Deyrat, C. Roos, O. Nait-Rabah

Abstract:

The paper presents a large experimental study on the corrosion of zinc in tropical soil and in the ground water at the various depths. Through this study, the corrosion rate prediction was done on the basis of two methods the electrochemical method and the gravimetric. The electrochemical results showed that the corrosion rate is more important at the depth levels 0 m to 0.5 m and 0.5 m to 1 m and beyond these depth levels, the corrosion rate is less important. The electrochemical results indicated also that a passive layer is formed on the zinc surface. The found SEM and EDX micrographs displayed that the surface is extremely attacked and confirmed that a zinc oxide layer is present on the surface whose thickness and relief increase as the contact with soil increases.

Keywords: soil corrosion, galvanized steel, electrochemical technique, SEM and EDX

Procedia PDF Downloads 121
1999 A Scalable Model of Fair Socioeconomic Relations Based on Blockchain and Machine Learning Algorithms-1: On Hyperinteraction and Intuition

Authors: Merey M. Sarsengeldin, Alexandr S. Kolokhmatov, Galiya Seidaliyeva, Alexandr Ozerov, Sanim T. Imatayeva

Abstract:

This series of interdisciplinary studies is an attempt to investigate and develop a scalable model of fair socioeconomic relations on the base of blockchain using positive psychology techniques and Machine Learning algorithms for data analytics. In this particular study, we use hyperinteraction approach and intuition to investigate their influence on 'wisdom of crowds' via created mobile application which was created for the purpose of this research. Along with the public blockchain and private Decentralized Autonomous Organization (DAO) which were elaborated by us on the base of Ethereum blockchain, a model of fair financial relations of members of DAO was developed. We developed a smart contract, so-called, Fair Price Protocol and use it for implementation of model. The data obtained from mobile application was analyzed by ML algorithms. A model was tested on football matches.

Keywords: blockchain, Naïve Bayes algorithm, hyperinteraction, intuition, wisdom of crowd, decentralized autonomous organization

Procedia PDF Downloads 163
1998 Energy Efficiency Retrofitting of Residential Buildings Case Study: Multi-Family Apartment Building in Tripoli, Lebanon

Authors: Yathreb Sabsaby

Abstract:

Energy efficiency retrofitting of existing buildings was long ignored by public authorities who favored energy efficiency policies in new buildings, which are easier to implement. Indeed, retrofitting is more complex and difficult to organize because of the extreme diversity in existing buildings, administrative situations and occupation. Energy efficiency retrofitting of existing buildings has now become indispensable in all economies—even emerging countries—given the constraints imposed by energy security and climate change, and because it represents considerable potential energy savings. Addressing energy efficiency in the existing building stock has been acknowledged as one of the most critical yet challenging aspects of reducing our environmental footprint on the ecosystem. Tripoli, Lebanon chosen as case study area is a typical Mediterranean metropolis in the North Lebanon, where multifamily residential buildings are all around the city. This generally implies that the density of energy demand is extremely high, even the renewable energy facilities are involved, they can just play as a minor energy provider at the current technology level in the single family house. It seems only the low energy design for buildings can be made possible, not the zero energy certainly in developing country. This study reviews the latest research and experience and provides recommendations for deep energy retrofits that aim to save more than 50% of the energy used in a typical Tripoli apartment building.

Keywords: energy-efficiency, existing building, multifamily residential building, retrofit

Procedia PDF Downloads 448
1997 Research on Models and Selection of Entry Strategies for Catering Industry Based on the Evolutionary Game Theory

Authors: Jianxin Zhu, Na Liu

Abstract:

Entry strategies play a vital role in the development of new enterprises in the catering industry. Different entry strategies will have different effects on the development of new enterprise. Based on the research of scholars at home and abroad, and combining the characteristics of the catering industry, the entry strategies are divided into low-price entry strategies and high-quality entry strategies. Facing the entry of new enterprise, the strategies of incumbent enterprises are divided into response strategies and non-response strategies. This paper uses evolutionary game theory to study the strategic interaction mechanism between incumbent companies and new enterprises. When different initial values and parameter values are set, which strategy will the two-game subjects choose, respectively? Using matlab2016 for numerical simulation, the results show that the choice of strategies for new enterprise and incumbent enterprise is influenced by more than one factor, and the system has different evolution trends under different circumstances. When the parameters were set, the choice of two subjects' strategies mainly depends on the net profit between the strategies.

Keywords: catering industry, entry strategy, evolutionary game, strategic interaction mechanism

Procedia PDF Downloads 121
1996 Human Resource Management Practices, Person-Environment Fit and Financial Performance in Brazilian Publicly Traded Companies

Authors: Bruno Henrique Rocha Fernandes, Amir Rezaee, Jucelia Appio

Abstract:

The relation between Human Resource Management (HRM) practices and organizational performance remains the subject of substantial literature. Though many studies demonstrated positive relationship, still major influencing variables are not yet clear. This study considers the Person-Environment Fit (PE Fit) and its components, Person-Supervisor (PS), Person-Group (PG), Person-Organization (PO) and Person-Job (PJ) Fit, as possible explanatory variables. We analyzed PE Fit as a moderator between HRM practices and financial performance in the “best companies to work” in Brazil. Data from HRM practices were classified through the High Performance Working Systems (HPWS) construct and data on PE-Fit were obtained through surveys among employees. Financial data, consisting of return on invested capital (ROIC) and price earnings ratio (PER) were collected for publicly traded best companies to work. Findings show that PO Fit and PJ Fit play a significant moderator role for PER but not for ROIC.

Keywords: financial performance, human resource management, high performance working systems, person-environment fit

Procedia PDF Downloads 163
1995 Asset Pricing Model: A Quality Paradigm

Authors: Urmi Khatri

Abstract:

Capital asset pricing model (CAPM) draws a direct relationship between the risk and the expected rate of return. There was a criticism on the beta and the assumptions of CAPM, as they are not applicable in the real world. Fama French Three Factor Model and Fama French Five Factor Model have given different factors, which have an impact on the return of any asset like size, value, investment and profitability. This study proposes to see Capital Asset pricing Model through the lenses of the quality aspect. In the study, the six factors are studied. The Fama French Five Factor Model and addition of the quality dimension are studied. Here, Graham’s seven quality and quantity criteria are measured to determine the score of the sample firms. Thus, this study tries to check the model fit. The beta coefficient of the quality dimension and the R square value is seen to determine validity of the proposed model. The sample is drawn from the firms listed on Indian Stock Exchange (BSE). For the study, only nonfinancial firms are been selected. The time period of the study is from January 1999 to December 2019. Hence, the primary objective of the study is to check how robust the model becomes after giving the quality dimension to the capital asset pricing model in addition to the size, value, profitability and investment.

Keywords: asset pricing model, CAPM, Graham’s score, G-score, multifactor model, quality

Procedia PDF Downloads 151
1994 Optimizing Communications Overhead in Heterogeneous Distributed Data Streams

Authors: Rashi Bhalla, Russel Pears, M. Asif Naeem

Abstract:

In this 'Information Explosion Era' analyzing data 'a critical commodity' and mining knowledge from vertically distributed data stream incurs huge communication cost. However, an effort to decrease the communication in the distributed environment has an adverse influence on the classification accuracy; therefore, a research challenge lies in maintaining a balance between transmission cost and accuracy. This paper proposes a method based on Bayesian inference to reduce the communication volume in a heterogeneous distributed environment while retaining prediction accuracy. Our experimental evaluation reveals that a significant reduction in communication can be achieved across a diverse range of dataset types.

Keywords: big data, bayesian inference, distributed data stream mining, heterogeneous-distributed data

Procedia PDF Downloads 155
1993 A Marketplace for Indonesian Culinary Innovation

Authors: Wildan Maulana, Machfudz Sa'idi

Abstract:

Yogyakarta is a city with the most students in Indonesia, more than 250 thousand students living in Yogyakarta and more than 140 universities in Yogyakarta. Therefore, Yogyakarta is a very strategic place for the culinary business. Food is a basic requirement of all living things, and the tasty food and cheap is the target of almost all students. The objective of this paper is to give an idea and the innovation of culinary business in Yogyakarta who apply the concept sociopreneur and technology as a tool to facilitate the course of this business. KedaiKampus is a startup that brings the food business operators such as food stalls, restaurants or angkringan (a traditional restaurant of Indonesia) and people who want to find the food with the best price and the best taste. The uniqueness of this business is offered weekly and monthly food packages for students in particular or for everyone who needs and will be delivered to their homes each every hour meal. KedaiKampus is also a marketspace for industrial and culinary houses, using technology based mobile application and website will allow the food industry to connect them with customers, but it also allows them to know the customer's desire for food trending in the market. The application to be developed is designed for ease of access to customers in finding their favorite foods and convenience for the culinary home to create amazing culinary innovation.

Keywords: marketplace, sociopreneur, culinary, meal

Procedia PDF Downloads 289
1992 Predicting Open Chromatin Regions in Cell-Free DNA Whole Genome Sequencing Data by Correlation Clustering  

Authors: Fahimeh Palizban, Farshad Noravesh, Amir Hossein Saeidian, Mahya Mehrmohamadi

Abstract:

In the recent decade, the emergence of liquid biopsy has significantly improved cancer monitoring and detection. Dying cells, including those originating from tumors, shed their DNA into the blood and contribute to a pool of circulating fragments called cell-free DNA. Accordingly, identifying the tissue origin of these DNA fragments from the plasma can result in more accurate and fast disease diagnosis and precise treatment protocols. Open chromatin regions are important epigenetic features of DNA that reflect cell types of origin. Profiling these features by DNase-seq, ATAC-seq, and histone ChIP-seq provides insights into tissue-specific and disease-specific regulatory mechanisms. There have been several studies in the area of cancer liquid biopsy that integrate distinct genomic and epigenomic features for early cancer detection along with tissue of origin detection. However, multimodal analysis requires several types of experiments to cover the genomic and epigenomic aspects of a single sample, which will lead to a huge amount of cost and time. To overcome these limitations, the idea of predicting OCRs from WGS is of particular importance. In this regard, we proposed a computational approach to target the prediction of open chromatin regions as an important epigenetic feature from cell-free DNA whole genome sequence data. To fulfill this objective, local sequencing depth will be fed to our proposed algorithm and the prediction of the most probable open chromatin regions from whole genome sequencing data can be carried out. Our method integrates the signal processing method with sequencing depth data and includes count normalization, Discrete Fourie Transform conversion, graph construction, graph cut optimization by linear programming, and clustering. To validate the proposed method, we compared the output of the clustering (open chromatin region+, open chromatin region-) with previously validated open chromatin regions related to human blood samples of the ATAC-DB database. The percentage of overlap between predicted open chromatin regions and the experimentally validated regions obtained by ATAC-seq in ATAC-DB is greater than 67%, which indicates meaningful prediction. As it is evident, OCRs are mostly located in the transcription start sites (TSS) of the genes. In this regard, we compared the concordance between the predicted OCRs and the human genes TSS regions obtained from refTSS and it showed proper accordance around 52.04% and ~78% with all and the housekeeping genes, respectively. Accurately detecting open chromatin regions from plasma cell-free DNA-seq data is a very challenging computational problem due to the existence of several confounding factors, such as technical and biological variations. Although this approach is in its infancy, there has already been an attempt to apply it, which leads to a tool named OCRDetector with some restrictions like the need for highly depth cfDNA WGS data, prior information about OCRs distribution, and considering multiple features. However, we implemented a graph signal clustering based on a single depth feature in an unsupervised learning manner that resulted in faster performance and decent accuracy. Overall, we tried to investigate the epigenomic pattern of a cell-free DNA sample from a new computational perspective that can be used along with other tools to investigate genetic and epigenetic aspects of a single whole genome sequencing data for efficient liquid biopsy-related analysis.

Keywords: open chromatin regions, cancer, cell-free DNA, epigenomics, graph signal processing, correlation clustering

Procedia PDF Downloads 143
1991 Scientific Forecasting in International Relations

Authors: Djehich Mohamed Yousri

Abstract:

In this research paper, the future of international relations is believed to have an important place on the theoretical and applied levels because policy makers in the world are in dire need of such analyzes that are useful in drawing up the foreign policies of their countries, and protecting their national security from potential future threats, and in this context, The topic raised a lot of scientific controversy and intellectual debate, especially in terms of the extent of the effectiveness, accuracy, and ability of foresight methods to identify potential futures, and this is what attributed the controversy to the scientific foundations for foreseeing international relations. An arena for intellectual discussion between different thinkers in international relations belonging to different theoretical schools, which confirms to us the conceptual and implied development of prediction in order to reach the scientific level.

Keywords: foresight, forecasting, international relations, international relations theory, concept of international relations

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1990 Effect of Inclusions in the Ultrasonic Fatigue Endurance of Maraging 300 Steel

Authors: G. M. Dominguez Almaraz, J. A. Ruiz Vilchez, M. A. Sanchez Miranda

Abstract:

Ultrasonic fatigue tests have been carried out in the maraging 300 steel. Experimental results show that fatigue endurance under this modality of testing is closely related to the nature and geometrical properties of inclusions present in this alloy. A model was proposed to correlate the ultrasonic fatigue endurance with the nature and geometrical properties of the crack initiation inclusion. Scanning Electron Microscopy analyses were obtained on the fracture surfaces, in order to assess the crack initiation inclusion and to introduce these parameters in the proposed model, with good agreement for the fatigue life prediction.

Keywords: inclusions, ultrasonic fatigue, maraging 300 steel, crack initiation

Procedia PDF Downloads 208
1989 The Utilization of Bamboo for Wood Bamboo Composite in Lieu of Materials Furniture: Case Study of Furniture Industry in Jepara Indonesia

Authors: Muhammad Nurrizka Ramadhan

Abstract:

Today,Demand for wood increase in rapid rate. Wood is widely used for many things range from building materials to furniture materials. This makes the forest area in Indonesia dropped dramatically, it is estimated that the area of Indonesiaan forest in 2020 will be only about 16 million hectares. The more forest in Indonesia loss, people are required to look for another material to subtitute wood for the furniture. Jepara, a city with the largest furniture industry in Indonesia, requires a large supply of wood, it can reach 300.000 – 500.000 cubic meters per year. Most of the furniture in Jepara use teak, mahogany, and rosewood. Though teak wood is a rare species that must be protected. Today the availability of bamboo in Indonesia is very big. With cheap price, and the period of rapid growth makes bamboo can be used as a substitute for wood for the furniture industry in the future. By making use bamboo to make wood bamboo composite to replace the use of wood for furniture material. This paper is about the use of bamboo as a substitute for wood bamboo composite for the furniture industry. Expected in future, wood can be replaced by a wood bamboo composite.

Keywords: bamboo, composite, furniture, wood

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1988 Structured Tariff Calculation to Promote Geothermal for Energy Security

Authors: Siti Mariani, Arwin DW Sumari, Retno Gumilang Dewi

Abstract:

This paper analyzes the necessity of a structured tariff calculation for geothermal electricity in Indonesia. Indonesia is blessed with abundant natural resources and a choices of energy resources to generate electricity among other are coal, gas, biomass, hydro to geothermal, creating a fierce competition in electricity tariffs. While geothermal is inline with energy security principle and green growth initiative, it requires a huge capital funding. Geothermal electricity development consists of phases of project with each having its own financial characteristics. The Indonesian government has set a support in the form of ceiling price of geothermal electricity tariff by 11 U.S cents / kWh. However, the government did not set a levelized cost of geothermal, as an indication of lower limit capacity class, to which support is given. The government should establish a levelized cost of geothermal energy to reflect its financial capability in supporting geothermal development. Aside of that, the government is also need to establish a structured tariff calculation to reflect a fair and transparent business cooperation.

Keywords: load fator, levelized cost of geothermal, geothermal power plant, structured tariff calculation

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1987 Water Heating System with Solar Energy from Solar Panel as Absorber to Reduce the Reduction of Efficiency Solar Panel Use

Authors: Mas Aji Rizki Widjayanto, Rizka Yunita

Abstract:

The building which has an efficient and low-energy today followed by the developers. It’s not because trends on the building nowaday, but rather because of its positive effects in the long term, where the cost of energy per month to be much cheaper, along with the high price of electricity. The use of solar power (Photovoltaic System) becomes one source of electrical energy for the apartment so that will efficiently use energy, water, and other resources in the operations of the apartment. However, more than 80% of the solar radiation is not converted into electrical energy, but reflected and converted into heat energy. This causes an increase on the working temperature of solar panels and consequently decrease the efficiency of conversion to electrical energy. The high temperature solar panels work caused by solar radiation can be used as medium heat exchanger or heating water for the apartments, so that the working temperature of the solar panel can be lowered to reduce the reduction on the efficiency of conversion to electrical energy.

Keywords: photovoltaic system, efficient, heat energy, heat exchanger, efficiency of conversion

Procedia PDF Downloads 345
1986 Development of a Reduced Multicomponent Jet Fuel Surrogate for Computational Fluid Dynamics Application

Authors: Muhammad Zaman Shakir, Mingfa Yao, Zohaib Iqbal

Abstract:

This study proposed four Jet fuel surrogate (S1, S2 S3, and 4) with careful selection of seven large hydrocarbon fuel components, ranging from C₉-C₁₆ of higher molecular weight and higher boiling point, adapting the standard molecular distribution size of the actual jet fuel. The surrogate was composed of seven components, including n-propyl cyclohexane (C₉H₁₈), n- propylbenzene (C₉H₁₂), n-undecane (C₁₁H₂₄), n- dodecane (C₁₂H₂₆), n-tetradecane (C₁₄H₃₀), n-hexadecane (C₁₆H₃₄) and iso-cetane (iC₁₆H₃₄). The skeletal jet fuel surrogate reaction mechanism was developed by two approaches, firstly based on a decoupling methodology by describing the C₄ -C₁₆ skeletal mechanism for the oxidation of heavy hydrocarbons and a detailed H₂ /CO/C₁ mechanism for prediction of oxidation of small hydrocarbons. The combined skeletal jet fuel surrogate mechanism was compressed into 128 species, and 355 reactions and thereby can be used in computational fluid dynamics (CFD) simulation. The extensive validation was performed for individual single-component including ignition delay time, species concentrations profile and laminar flame speed based on various fundamental experiments under wide operating conditions, and for their blended mixture, among all the surrogate, S1 has been extensively validated against the experimental data in a shock tube, rapid compression machine, jet-stirred reactor, counterflow flame, and premixed laminar flame over wide ranges of temperature (700-1700 K), pressure (8-50 atm), and equivalence ratio (0.5-2.0) to capture the properties target fuel Jet-A, while the rest of three surrogate S2, S3 and S4 has been validated for Shock Tube ignition delay time only to capture the ignition characteristic of target fuel S-8 & GTL, IPK and RP-3 respectively. Based on the newly proposed HyChem model, another four surrogate with similar components and composition, was developed and parallel validations data was used as followed for previously developed surrogate but at high-temperature condition only. After testing the mechanism prediction performance of surrogates developed by the decoupling methodology, the comparison was done with the results of surrogates developed by the HyChem model. It was observed that all of four proposed surrogates in this study showed good agreement with the experimental measurements and the study comes to this conclusion that like the decoupling methodology HyChem model also has a great potential for the development of oxidation mechanism for heavy alkanes because of applicability, simplicity, and compactness.

Keywords: computational fluid dynamics, decoupling methodology Hychem, jet fuel, surrogate, skeletal mechanism

Procedia PDF Downloads 128