Search results for: Gaussian Conditional Random Field
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10348

Search results for: Gaussian Conditional Random Field

10138 Image Compression Based on Regression SVM and Biorthogonal Wavelets

Authors: Zikiou Nadia, Lahdir Mourad, Ameur Soltane

Abstract:

In this paper, we propose an effective method for image compression based on SVM Regression (SVR), with three different kernels, and biorthogonal 2D Discrete Wavelet Transform. SVM regression could learn dependency from training data and compressed using fewer training points (support vectors) to represent the original data and eliminate the redundancy. Biorthogonal wavelet has been used to transform the image and the coefficients acquired are then trained with different kernels SVM (Gaussian, Polynomial, and Linear). Run-length and Arithmetic coders are used to encode the support vectors and its corresponding weights, obtained from the SVM regression. The peak signal noise ratio (PSNR) and their compression ratios of several test images, compressed with our algorithm, with different kernels are presented. Compared with other kernels, Gaussian kernel achieves better image quality. Experimental results show that the compression performance of our method gains much improvement.

Keywords: image compression, 2D discrete wavelet transform (DWT-2D), support vector regression (SVR), SVM Kernels, run-length, arithmetic coding

Procedia PDF Downloads 355
10137 Bayesian Value at Risk Forecast Using Realized Conditional Autoregressive Expectiel Mdodel with an Application of Cryptocurrency

Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

Procedia PDF Downloads 86
10136 Ethical Investment Instruments for Financial Sustainability

Authors: Sarkar Humayun Kabir

Abstract:

This paper aims to investigate whether ethical investment instruments could contribute to stability in financial markets. In order to address the main issue, the study investigates the stability of return in seven conventional and Islamic equity markets of Asia, Europe and North America and in five major commodity markets starting from 1996 to June 2012. In addition, the study examines the unconditional correlation between returns of the assets under review to investigate portfolio diversification benefits of investors. Applying relevant methods, the study finds that investors may enjoy sustainable returns from their portfolios by investing in ethical financial instruments such as Islamic equities. In addition, it should be noted that most of the commodities, gold in particular, are either low or negatively correlated with equity returns. These results suggest that investors would be better off by investing in portfolios combining Islamic equities and commodities in general. The sustainable returns of ethical investments has important implications for the investors and markets since these investments can provide stable returns while the investors can avoid production of goods and services which believes to be harmful for human and the society as a whole.

Keywords: financial sustainability, ethical investment instruments, islamic equity, dynamic conditional correlation, conditional volatility

Procedia PDF Downloads 279
10135 Development and Emerging Risks in the Derivative Market: A Comparison of Impact of Futures Trading on Spot Price Volatility and a Case of Developed, Emerging and Less Developed Economies

Authors: Rancy Chepchirchir Kosgey, John Olukuru

Abstract:

This study examines the impact of introduction of futures trading on the spot price volatility in the commodity market. The paper considers the United States of America, South Africa and Ethiopian economies. Three commodities i.e. coffee, maize and wheat from New York Merchantile Exchange, South African Futures Exchange and Ethiopian Commodity Exchange are analyzed. ARCH LM test is used to check for heteroskedasticity and GARCH and EGARCH are used to check for the behavior of volatility between the pre- and post-futures periods. For all the three economies, the results indicate presence of the ARCH effect in the log returns. For conditional and unconditional variances; spot price volatility for coffee has decreased after futures trading in all the economies and the EGARCH has also shown reduction in persistence of volatility in the post-futures period in the three economies; while that of maize has reduced for the Ethiopian economy while there has been an increase in both the US and South African economies. For wheat, the conditional variance has been found to rise in the post-futures period in all the three economies.

Keywords: derivatives, futures exchange, agricultural commodities, spot price volatility

Procedia PDF Downloads 411
10134 Nurturing Green Creativity in Women Intrapreneurs through Green HRM: Testing Moderated Mediation Model: A Step Towards Saudi Vision 2030

Authors: Tahira Iram, Ahmad Raza Bilal

Abstract:

In 2016, the Kingdom of Saudi Arabia (KSA) initiated Saudi Vision 2030, an ambitious plan to lessen the country's dependency on fossil fuels and increase economic diversification. The Vision 2030 framework strives to establish a thriving economy, a vibrant society, and an ambitious nation. This study aims to investigate the role of green service innovation (SI) and green work engagement (WE) in mediating the nexus between green HRM and green creativity (GC) under the conditional role of spiritual leadership (SL). A survey was done of 300 female intrepreneurs working in the organization within Saudi Arabia. This study has collected data via a stratified random sampling technique. The framework was tested using PLS-SEM software. The findings reveal that WE fully intervenes in the nexus between green HRM and GC. Moreover, SL positively moderates the nexus between green HRM and SI. Thus based on findings, it is recommended that female intrapreneurs prioritize environmentally responsible operations to gain and sustain a competitive edge over rivals in the Saudi competitive market.

Keywords: green HRM, spiritual leadership, Vision 2030, women intrapreneurs, green service innovation behavior, green creativity

Procedia PDF Downloads 47
10133 Pattern Synthesis of Nonuniform Linear Arrays Including Mutual Coupling Effects Based on Gaussian Process Regression and Genetic Algorithm

Authors: Ming Su, Ziqiang Mu

Abstract:

This paper proposes a synthesis method for nonuniform linear antenna arrays that combine Gaussian process regression (GPR) and genetic algorithm (GA). In this method, the GPR model can be used to calculate the array radiation pattern in the presence of mutual coupling effects, and then the GA is used to optimize the excitations and locations of the elements so as to generate the desired radiation pattern. In this paper, taking a 9-element nonuniform linear array as an example and the desired radiation pattern corresponding to a Chebyshev distribution as the optimization objective, optimize the excitations and locations of the elements. Finally, the optimization results are verified by electromagnetic simulation software CST, which shows that the method is effective.

Keywords: nonuniform linear antenna arrays, GPR, GA, mutual coupling effects, active element pattern

Procedia PDF Downloads 83
10132 A Cost-Effective Evaluation of Single Server Multiple Variants and the Working Vacation Queueing Approach with a Waiting Server

Authors: R. Remya

Abstract:

We consider an M/M/1 multiple variant vacation queueing system and working vacation with waiting server. Here, comparing considering three models. First model, working vacation is taken after the server has exhaustively served all the customers in the system and waits random amount of time. After completing a working vacation, the server will wait for a random period of time before going on vacation. Then it goes to finite number of vacations same way. After end of J th vacation server waits in busy or served immediately. Second model, working vacation is taken after the server has exhaustively served all the customers in the system and waits random amount of time. Third model, working vacation is taken after the server has exhaustively served all the customers in the system and waits random amount of time. It is expected that service times and vacation lengths are exponentially distributed . We provide a steady-state solution and cost comparison for the stated models.

Keywords: vacation, working vacation, waiting server, steady state analysis, cost analysis

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10131 Random Matrix Theory Analysis of Cross-Correlation in the Nigerian Stock Exchange

Authors: Chimezie P. Nnanwa, Thomas C. Urama, Patrick O. Ezepue

Abstract:

In this paper we use Random Matrix Theory to analyze the eigen-structure of the empirical correlations of 82 stocks which are consistently traded in the Nigerian Stock Exchange (NSE) over a 4-year study period 3 August 2009 to 26 August 2013. We apply the Marchenko-Pastur distribution of eigenvalues of a purely random matrix to investigate the presence of investment-pertinent information contained in the empirical correlation matrix of the selected stocks. We use hypothesised standard normal distribution of eigenvector components from RMT to assess deviations of the empirical eigenvectors to this distribution for different eigenvalues. We also use the Inverse Participation Ratio to measure the deviation of eigenvectors of the empirical correlation matrix from RMT results. These preliminary results on the dynamics of asset price correlations in the NSE are important for improving risk-return trade-offs associated with Markowitz’s portfolio optimization in the stock exchange, which is pursued in future work.

Keywords: correlation matrix, eigenvalue and eigenvector, inverse participation ratio, portfolio optimization, random matrix theory

Procedia PDF Downloads 313
10130 Beyond Information Failure and Misleading Beliefs in Conditional Cash Transfer Programs: A Qualitative Account of Structural Barriers Explaining Why the Poor Do Not Invest in Human Capital in Northern Mexico

Authors: Francisco Fernandez de Castro

Abstract:

The Conditional Cash Transfer (CCT) model gives monetary transfers to beneficiary families on the condition that they take specific education and health actions. According to the economic rationale of CCTs the poor need incentives to invest in their human capital because they are trapped by a lack of information and misleading beliefs. If left to their own decision, the poor will not be able to choose what is in their best interests. The basic assumption of the CCT model is that the poor need incentives to take care of their own education and health-nutrition. Due to the incentives (income cash transfers and conditionalities), beneficiary families are supposed to attend doctor visits and health talks. Children would stay in the school. These incentivized behaviors would produce outcomes such as better health and higher level of education, which in turn will reduce poverty. Based on a grounded theory approach to conduct a two-year period of qualitative data collection in northern Mexico, this study shows that this explanation is incomplete. In addition to the information failure and inadequate beliefs, there are structural barriers in everyday life of households that make health-nutrition and education investments difficult. In-depth interviews and observation work showed that the program takes for granted local conditions in which beneficiary families should fulfill their co-responsibilities. Data challenged the program’s assumptions and unveiled local obstacles not contemplated in the program’s design. These findings have policy and research implications for the CCT agenda. They bring elements for late programming due to the gap between the CCT strategy as envisioned by policy designers, and the program that beneficiary families experience on the ground. As for research consequences, these findings suggest new avenues for scholarly work regarding the causal mechanisms and social processes explaining CCT outcomes.

Keywords: conditional cash transfers, incentives, poverty, structural barriers

Procedia PDF Downloads 91
10129 The Extension of Monomeric Computational Results to Polymeric Measurable Properties: An Introductory Computational Chemistry Experiment

Authors: Jing Zhao, Yongqing Bai, Qiaofang Shi, Huaihao Zhang

Abstract:

Advances in software technology enable computational chemistry to be commonly applied in various research fields, especially in pedagogy. Thus, in order to expand and improve experimental instructions of computational chemistry for undergraduates, we designed an introductory experiment—research on acrylamide molecular structure and physicochemical properties. Initially, students construct molecular models of acrylamide and polyacrylamide in Gaussian and Materials Studio software respectively. Then, the infrared spectral data, atomic charge and molecular orbitals of acrylamide as well as solvation effect of polyacrylamide are calculated to predict their physicochemical performance. At last, rheological experiments are used to validate these predictions. Through the combination of molecular simulation (performed on Gaussian, Materials Studio) with experimental verification (rheology experiment), learners have deeply comprehended the chemical nature of acrylamide and polyacrylamide, achieving good learning outcomes.

Keywords: upper-division undergraduate, computer-based learning, laboratory instruction, molecular modeling

Procedia PDF Downloads 113
10128 Comparison of Data Reduction Algorithms for Image-Based Point Cloud Derived Digital Terrain Models

Authors: M. Uysal, M. Yilmaz, I. Tiryakioğlu

Abstract:

Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.

Keywords: DTM, Unmanned Aerial Vehicle (UAV), uniform, random, kriging

Procedia PDF Downloads 125
10127 Automatic Tagging and Accuracy in Assamese Text Data

Authors: Chayanika Hazarika Bordoloi

Abstract:

This paper is an attempt to work on a highly inflectional language called Assamese. This is also one of the national languages of India and very little has been achieved in terms of computational research. Building a language processing tool for a natural language is not very smooth as the standard and language representation change at various levels. This paper presents inflectional suffixes of Assamese verbs and how the statistical tools, along with linguistic features, can improve the tagging accuracy. Conditional random fields (CRF tool) was used to automatically tag and train the text data; however, accuracy was improved after linguistic featured were fed into the training data. Assamese is a highly inflectional language; hence, it is challenging to standardizing its morphology. Inflectional suffixes are used as a feature of the text data. In order to analyze the inflections of Assamese word forms, a list of suffixes is prepared. This list comprises suffixes, comprising of all possible suffixes that various categories can take is prepared. Assamese words can be classified into inflected classes (noun, pronoun, adjective and verb) and un-inflected classes (adverb and particle). The corpus used for this morphological analysis has huge tokens. The corpus is a mixed corpus and it has given satisfactory accuracy. The accuracy rate of the tagger has gradually improved with the modified training data.

Keywords: CRF, morphology, tagging, tagset

Procedia PDF Downloads 173
10126 The Advancements of Transformer Models in Part-of-Speech Tagging System for Low-Resource Tigrinya Language

Authors: Shamm Kidane, Ibrahim Abdella, Fitsum Gaim, Simon Mulugeta, Sirak Asmerom, Natnael Ambasager, Yoel Ghebrihiwot

Abstract:

The call for natural language processing (NLP) systems for low-resource languages has become more apparent than ever in the past few years, with the arduous challenges still present in preparing such systems. This paper presents an improved dataset version of the Nagaoka Tigrinya Corpus for Parts-of-Speech (POS) classification system in the Tigrinya language. The size of the initial Nagaoka dataset was incremented, totaling the new tagged corpus to 118K tokens, which comprised the 12 basic POS annotations used previously. The additional content was also annotated manually in a stringent manner, followed similar rules to the former dataset and was formatted in CONLL format. The system made use of the novel approach in NLP tasks and use of the monolingually pre-trained TiELECTRA, TiBERT and TiRoBERTa transformer models. The highest achieved score is an impressive weighted F1-score of 94.2%, which surpassed the previous systems by a significant measure. The system will prove useful in the progress of NLP-related tasks for Tigrinya and similarly related low-resource languages with room for cross-referencing higher-resource languages.

Keywords: Tigrinya POS corpus, TiBERT, TiRoBERTa, conditional random fields

Procedia PDF Downloads 64
10125 Bag of Words Representation Based on Fusing Two Color Local Descriptors and Building Multiple Dictionaries

Authors: Fatma Abdedayem

Abstract:

We propose an extension to the famous method called Bag of words (BOW) which proved a successful role in the field of image categorization. Practically, this method based on representing image with visual words. In this work, firstly, we extract features from images using Spatial Pyramid Representation (SPR) and two dissimilar color descriptors which are opponent-SIFT and transformed-color-SIFT. Secondly, we fuse color local features by joining the two histograms coming from these descriptors. Thirdly, after collecting of all features, we generate multi-dictionaries coming from n random feature subsets that obtained by dividing all features into n random groups. Then, by using these dictionaries separately each image can be represented by n histograms which are lately concatenated horizontally and form the final histogram, that allows to combine Multiple Dictionaries (MDBoW). In the final step, in order to classify image we have applied Support Vector Machine (SVM) on the generated histograms. Experimentally, we have used two dissimilar image datasets in order to test our proposition: Caltech 256 and PASCAL VOC 2007.

Keywords: bag of words (BOW), color descriptors, multi-dictionaries, MDBoW

Procedia PDF Downloads 275
10124 Relative Entropy Used to Determine the Divergence of Cells in Single Cell RNA Sequence Data Analysis

Authors: An Chengrui, Yin Zi, Wu Bingbing, Ma Yuanzhu, Jin Kaixiu, Chen Xiao, Ouyang Hongwei

Abstract:

Single cell RNA sequence (scRNA-seq) is one of the effective tools to study transcriptomics of biological processes. Recently, similarity measurement of cells is Euclidian distance or its derivatives. However, the process of scRNA-seq is a multi-variate Bernoulli event model, thus we hypothesize that it would be more efficient when the divergence between cells is valued with relative entropy than Euclidian distance. In this study, we compared the performances of Euclidian distance, Spearman correlation distance and Relative Entropy using scRNA-seq data of the early, medial and late stage of limb development generated in our lab. Relative Entropy is better than other methods according to cluster potential test. Furthermore, we developed KL-SNE, an algorithm modifying t-SNE whose definition of divergence between cells Euclidian distance to Kullback–Leibler divergence. Results showed that KL-SNE was more effective to dissect cell heterogeneity than t-SNE, indicating the better performance of relative entropy than Euclidian distance. Specifically, the chondrocyte expressing Comp was clustered together with KL-SNE but not with t-SNE. Surprisingly, cells in early stage were surrounded by cells in medial stage in the processing of KL-SNE while medial cells neighbored to late stage with the process of t-SNE. This results parallel to Heatmap which showed cells in medial stage were more heterogenic than cells in other stages. In addition, we also found that results of KL-SNE tend to follow Gaussian distribution compared with those of the t-SNE, which could also be verified with the analysis of scRNA-seq data from another study on human embryo development. Therefore, it is also an effective way to convert non-Gaussian distribution to Gaussian distribution and facilitate the subsequent statistic possesses. Thus, relative entropy is potentially a better way to determine the divergence of cells in scRNA-seq data analysis.

Keywords: Single cell RNA sequence, Similarity measurement, Relative Entropy, KL-SNE, t-SNE

Procedia PDF Downloads 319
10123 Regression for Doubly Inflated Multivariate Poisson Distributions

Authors: Ishapathik Das, Sumen Sen, N. Rao Chaganty, Pooja Sengupta

Abstract:

Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models.

Keywords: copula, Gaussian copula, multivariate distributions, inflated distributios

Procedia PDF Downloads 134
10122 Spectroscopic, Molecular Structure and Electrostatic Potential, Polarizability, Hyperpolarizability, and HOMO–LUMO Analysis of Monomeric and Dimeric Structures of N-(2-Methylphenyl)-2-Nitrobenzenesulfonamide

Authors: A. Didaoui, N. Benhalima, M. Elkeurti, A. Chouaih, F. Hamzaoui

Abstract:

The monomer and dimer structures of the title molecule have been obtained from density functional theory (DFT) B3LYP method with 6-31G (d,p) as basis set calculations. The optimized geometrical parameters obtained by B3LYP/6-31G (d,p) method show good agreement with xperimental X-ray data. The polarizability and first order hyperpolarizabilty of the title molecule were calculated and interpreted. the intermolecular N–H•••O hydrogen bonds are discussed in dimer structure of the molecule. The vibrational wave numbers and their assignments were examined theoretically using the Gaussian 03 set of quantum chemistry codes. The predicted frontier molecular orbital energies at B3LYP/6-31G(d,p) method set show that charge transfer occurs within the molecule. The frontier molecular orbital calculations clearly show the inverse relationship of HOMO–LUMO gap with the total static hyperpolarizability. The results also show that N-(2-Methylphenyl)-2-nitrobenzenesulfonamide molecule may have nonlinear optical (NLO) comportment with non-zero values.

Keywords: DFT, Gaussian 03, NLO, N-(2-Methylphenyl)-2-nitrobenzenesulfonamide

Procedia PDF Downloads 523
10121 The Application of Video Segmentation Methods for the Purpose of Action Detection in Videos

Authors: Nassima Noufail, Sara Bouhali

Abstract:

In this work, we develop a semi-supervised solution for the purpose of action detection in videos and propose an efficient algorithm for video segmentation. The approach is divided into video segmentation, feature extraction, and classification. In the first part, a video is segmented into clips, and we used the K-means algorithm for this segmentation; our goal is to find groups based on similarity in the video. The application of k-means clustering into all the frames is time-consuming; therefore, we started by the identification of transition frames where the scene in the video changes significantly, and then we applied K-means clustering into these transition frames. We used two image filters, the gaussian filter and the Laplacian of Gaussian. Each filter extracts a set of features from the frames. The Gaussian filter blurs the image and omits the higher frequencies, and the Laplacian of gaussian detects regions of rapid intensity changes; we then used this vector of filter responses as an input to our k-means algorithm. The output is a set of cluster centers. Each video frame pixel is then mapped to the nearest cluster center and painted with a corresponding color to form a visual map. The resulting visual map had similar pixels grouped. We then computed a cluster score indicating how clusters are near each other and plotted a signal representing frame number vs. clustering score. Our hypothesis was that the evolution of the signal would not change if semantically related events were happening in the scene. We marked the breakpoints at which the root mean square level of the signal changes significantly, and each breakpoint is an indication of the beginning of a new video segment. In the second part, for each segment from part 1, we randomly selected a 16-frame clip, then we extracted spatiotemporal features using convolutional 3D network C3D for every 16 frames using a pre-trained model. The C3D final output is a 512-feature vector dimension; hence we used principal component analysis (PCA) for dimensionality reduction. The final part is the classification. The C3D feature vectors are used as input to a multi-class linear support vector machine (SVM) for the training model, and we used a multi-classifier to detect the action. We evaluated our experiment on the UCF101 dataset, which consists of 101 human action categories, and we achieved an accuracy that outperforms the state of art by 1.2%.

Keywords: video segmentation, action detection, classification, Kmeans, C3D

Procedia PDF Downloads 51
10120 Evolutionary Methods in Cryptography

Authors: Wafa Slaibi Alsharafat

Abstract:

Genetic algorithms (GA) are random algorithms as random numbers that are generated during the operation of the algorithm determine what happens. This means that if GA is applied twice to optimize exactly the same problem it might produces two different answers. In this project, we propose an evolutionary algorithm and Genetic Algorithm (GA) to be implemented in symmetric encryption and decryption. Here, user's message and user secret information (key) which represent plain text to be transferred into cipher text.

Keywords: GA, encryption, decryption, crossover

Procedia PDF Downloads 417
10119 Dynamic Comovements between Exchange Rates, Stock Prices and Oil Prices: Evidence from Developed and Emerging Latin American Markets

Authors: Nini Johana Marin Rodriguez

Abstract:

This paper applies DCC, EWMA and OGARCH models to compare the dynamic correlations between exchange rates, oil prices, exchange rates and stock markets to examine the time-varying conditional correlations to the daily oil prices and index returns in relation to the US dollar/local currency for developed (Canada and Mexico) and emerging Latin American markets (Brazil, Chile, Colombia and Peru). Changes in correlation interactions are indicative of structural changes in market linkages with implications to contagion and interdependence. For each pair of stock price-exchange rate and oil price-US dollar/local currency, empirical evidence confirms of a strengthening negative correlation in the last decade. Methodologies suggest only two events have significatively impact in the countries analyzed: global financial crisis and Europe crisis, both events are associated with shifts of correlations to stronger negative level for most of the pairs analyzed. While, the first event has a shifting effect on mainly emerging members, the latter affects developed members. The identification of these relationships provides benefits in risk diversification and inflation targeting.

Keywords: crude oil, dynamic conditional correlation, exchange rates, interdependence, stock prices

Procedia PDF Downloads 282
10118 Regulation of SHP-2 Activity by Small Molecules for the Treatment of T Cell-Mediated Diseases

Authors: Qiang Xu, Xingxin Wu, Wenjie Guo, Xingqi Wang, Yang Sun, Renxiang Tan

Abstract:

The phosphatase SHP-2 is known to exert regulatory activities on cytokine receptor signaling and the dysregulation of SHP-2 has been implicated in the pathogenesis of a variety of diseases. Here we report several small molecule regulators of SHP-2 for the treatment of T cell-mediated diseases. The new cyclodepsipeptide trichomides A, isolated from the fermentation products of Trichothecium roseum, increased the phosphorylation of SHP-2 in activated T cells, and ameliorated contact dermatitis in mice. The trichomides A’s effects were significantly reversed by using the SHP-2-specific inhibitor PHPS1 or T cell-conditional SHP-2 knockout mice. Another compound is a cerebroside Fusaruside isolated from the endophytic fungus Fusarium sp. IFB-121. Fusaruside also triggered the tyrosine phosphorylation of SHP-2, which provided a possible mean of selectively targeting STAT1 for the treatment of Th1 cell-mediated inflammation and led to the discovery of the non-phosphatase-like function of SHP-2. Namely, the Fusaruside-activated pY-SHP-2 selectively sequestrated the cytosolic STAT1 to prevent its recruitment to IFN-R, which contributed to the improvement of experimental colitis in mice. Blocking the pY-SHP-2-STAT1 interaction, with SHP-2 inhibitor NSC-87877 or using T cells from conditional SHP-2 knockout mice, reversed the effects of fusaruside. Furthermore, the fusaruside’s effect is independent of the phosphatase activity of SHP-2, demonstrating a novel role for SHP-2 in regulating STAT1 signaling and Th1-type immune responses.

Keywords: SHP-2, small molecules, T cell, T cell-mediated diseases

Procedia PDF Downloads 286
10117 The Spectroscopic, Molecular Structure and Electrostatic Potential, Polarizability, Hyperpolarizability, and HOMO–LUMO Analysis of Monomeric and Dimeric Structures of N-(2-Methylphenyl)-2-Nitrobenzenesulfonamide

Authors: A. Didaoui, N. Benhalima, M. Elkeurti, A. Chouaih, F. Hamzaoui

Abstract:

The monomer and dimer structures of the title molecule have been obtained from density functional theory (DFT) B3LYP method with 6-31G(d,p) as basis set calculations. The optimized geometrical parameters obtained by B3LYP/6-31G(d,p) method show good agreement with experimental X-ray data. The polarizability and first order hyperpolarizability of the title molecule were calculated and interpreted. The intermolecular N–H•••O hydrogen bonds are discussed in dimer structure of the molecule. The vibrational wave numbers and their assignments were examined theoretically using the Gaussian 03 set of quantum chemistry codes. The predicted frontier molecular orbital energies at B3LYP/6-31G(d,p) method set show that charge transfer occurs within the molecule. The frontier molecular orbital calculations clearly show the inverse relationship of HOMO–LUMO gap with the total static hyperpolarizability. The results also show that N-(2-Methylphenyl)-2-nitrobenzenesulfonamide molecule may have nonlinear optical (NLO) comportment with non-zero values.

Keywords: DFT, Gaussian 03, NLO, N-(2-Methylphenyl)-2-nitrobenzenesulfonamide, polarizability

Procedia PDF Downloads 300
10116 A Machine Learning Approach to Detecting Evasive PDF Malware

Authors: Vareesha Masood, Ammara Gul, Nabeeha Areej, Muhammad Asif Masood, Hamna Imran

Abstract:

The universal use of PDF files has prompted hackers to use them for malicious intent by hiding malicious codes in their victim’s PDF machines. Machine learning has proven to be the most efficient in identifying benign files and detecting files with PDF malware. This paper has proposed an approach using a decision tree classifier with parameters. A modern, inclusive dataset CIC-Evasive-PDFMal2022, produced by Lockheed Martin’s Cyber Security wing is used. It is one of the most reliable datasets to use in this field. We designed a PDF malware detection system that achieved 99.2%. Comparing the suggested model to other cutting-edge models in the same study field, it has a great performance in detecting PDF malware. Accordingly, we provide the fastest, most reliable, and most efficient PDF Malware detection approach in this paper.

Keywords: PDF, PDF malware, decision tree classifier, random forest classifier

Procedia PDF Downloads 59
10115 Subjective versus Objective Assessment for Magnetic Resonance (MR) Images

Authors: Heshalini Rajagopal, Li Sze Chow, Raveendran Paramesran

Abstract:

Magnetic Resonance Imaging (MRI) is one of the most important medical imaging modality. Subjective assessment of the image quality is regarded as the gold standard to evaluate MR images. In this study, a database of 210 MR images which contains ten reference images and 200 distorted images is presented. The reference images were distorted with four types of distortions: Rician Noise, Gaussian White Noise, Gaussian Blur and DCT compression. The 210 images were assessed by ten subjects. The subjective scores were presented in Difference Mean Opinion Score (DMOS). The DMOS values were compared with four FR-IQA metrics. We have used Pearson Linear Coefficient (PLCC) and Spearman Rank Order Correlation Coefficient (SROCC) to validate the DMOS values. The high correlation values of PLCC and SROCC shows that the DMOS values are close to the objective FR-IQA metrics.

Keywords: medical resonance (MR) images, difference mean opinion score (DMOS), full reference image quality assessment (FR-IQA)

Procedia PDF Downloads 435
10114 Influence of the Paint Coating Thickness in Digital Image Correlation Experiments

Authors: Jesús A. Pérez, Sam Coppieters, Dimitri Debruyne

Abstract:

In the past decade, the use of digital image correlation (DIC) techniques has increased significantly in the area of experimental mechanics, especially for materials behavior characterization. This non-contact tool enables full field displacement and strain measurements over a complete region of interest. The DIC algorithm requires a random contrast pattern on the surface of the specimen in order to perform properly. To create this pattern, the specimen is usually first coated using a white matt paint. Next, a black random speckle pattern is applied using any suitable method. If the applied paint coating is too thick, its top surface may not be able to exactly follow the deformation of the specimen, and consequently, the strain measurement might be underestimated. In the present article, a study of the influence of the paint thickness on the strain underestimation is performed for different strain levels. The results are then compared to typical paint coating thicknesses applied by experienced DIC users. A slight strain underestimation was observed for paint coatings thicker than about 30μm. On the other hand, this value was found to be uncommonly high compared to coating thicknesses applied by DIC users.

Keywords: digital image correlation, paint coating thickness, strain

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10113 Forecasting the Fluctuation of Currency Exchange Rate Using Random Forest

Authors: Lule Basha, Eralda Gjika

Abstract:

The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable in one country's competitiveness, trade and current account, inflation, wages, domestic economic activity, and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021, and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables on the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of the Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: exchange rate, random forest, time series, machine learning, prediction

Procedia PDF Downloads 76
10112 A Study of the Formation, Existence and Stability of Localised Pulses in PDE

Authors: Ayaz Ahmad

Abstract:

TOPIC: A study of the formation ,existness and stability of localised pulses in pde Ayaz Ahmad ,NITP, Abstract:In this paper we try to govern the evolution deterministic variable over space and time .We analysis the behaviour of the model which allows us to predict and understand the possible behaviour of the physical system .Bifurcation theory provides a basis to systematically investigate the models for invariant sets .Exploring the behaviour of PDE using bifurcation theory which provides many challenges both numerically and analytically. We use the derivation of a non linear partial differential equation which may be written in this form ∂u/∂t+c ∂u/∂x+∈(∂^3 u)/(∂x^3 )+¥u ∂u/∂x=0 We show that the temperature increased convection cells forms. Through our work we look for localised solution which are characterised by sudden burst of aeroidic spatio-temporal evolution. Key word: Gaussian pulses, Aeriodic ,spatio-temporal evolution ,convection cells, nonlinearoptics, Dr Ayaz ahmad Assistant Professor Department of Mathematics National institute of technology Patna ,Bihar,,India 800005 [email protected] +91994907553

Keywords: Gaussian pulses, aeriodic, spatio-temporal evolution, convection cells, nonlinear optics

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10111 Magnetic Field Generation in Inhomogeneous Plasma via Ponderomotive Force

Authors: Fatemeh Shahi, Mehdi Sharifian, Laia Shahrassai, Elham Eskandari A.

Abstract:

A new mechanism is reported here for magnetic field generation in laser-plasma interaction by means of nonlinear ponderomotive force. The plasma considered here is unmagnetized inhomogeneous plasma with an exponentially decreasing profile. A damped periodic magnetic field with a relatively lower frequency is obtained using the ponderomotive force exerted on plasma electrons. Finally, with an electric field and by using Faraday’s law, the magnetic field profile in the plasma has been obtained. Because of the negative exponential density profile, the generated magnetic field is relatively slowly oscillating and damped through the plasma.

Keywords: magnetic field generation, laser-plasma interaction, ponderomotive force, inhomogeneous plasma

Procedia PDF Downloads 259
10110 Mathematical Based Forecasting of Heart Attack

Authors: Razieh Khalafi

Abstract:

Myocardial infarction (MI) or acute myocardial infarction (AMI), commonly known as a heart attack, occurs when blood flow stops to part of the heart causing damage to the heart muscle. An ECG can often show evidence of a previous heart attack or one that's in progress. The patterns on the ECG may indicate which part of your heart has been damaged, as well as the extent of the damage. In chaos theory, the correlation dimension is a measure of the dimensionality of the space occupied by a set of random points, often referred to as a type of fractal dimension. In this research by considering ECG signal as a random walk we work on forecasting the oncoming heart attack by analyzing the ECG signals using the correlation dimension. In order to test the model a set of ECG signals for patients before and after heart attack was used and the strength of model for forecasting the behavior of these signals were checked. Results shows this methodology can forecast the ECG and accordingly heart attack with high accuracy.

Keywords: heart attack, ECG, random walk, correlation dimension, forecasting

Procedia PDF Downloads 507
10109 Classification of Random Doppler-Radar Targets during the Surveillance Operations

Authors: G. C. Tikkiwal, Mukesh Upadhyay

Abstract:

During the surveillance operations at war or peace time, the Radar operator gets a scatter of targets over the screen. This may be a tracked vehicle like tank vis-à-vis T72, BMP etc, or it may be a wheeled vehicle like ALS, TATRA, 2.5Tonne, Shaktiman or moving the army, moving convoys etc. The radar operator selects one of the promising targets into single target tracking (STT) mode. Once the target is locked, the operator gets a typical audible signal into his headphones. With reference to the gained experience and training over the time, the operator then identifies the random target. But this process is cumbersome and is solely dependent on the skills of the operator, thus may lead to misclassification of the object. In this paper, we present a technique using mathematical and statistical methods like fast fourier transformation (FFT) and principal component analysis (PCA) to identify the random objects. The process of classification is based on transforming the audible signature of target into music octave-notes. The whole methodology is then automated by developing suitable software. This automation increases the efficiency of identification of the random target by reducing the chances of misclassification. This whole study is based on live data.

Keywords: radar target, FFT, principal component analysis, eigenvector, octave-notes, DSP

Procedia PDF Downloads 372