Search results for: real estate price prediction

Authors: Pooja Rani, G. S. Mahapatra, S. K. Pandey

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In this paper, we propose a novel approach of Neural Network and Particle Swarm Optimization methods for software reliability prediction. We first explain how to apply compound function in neural network so that we can derive a Flexible Logistic (S-shaped) Growth Curve (FLGC) model. This model mathematically represents software failure as a random process and can be used to evaluate software development status during testing. To avoid trapping in local minima, we have applied Particle Swarm Optimization method to train proposed model using failure test data sets. We drive our proposed model using computational based intelligence modeling. Thus, proposed model becomes Neuro-Particle Swarm Optimization (NPSO) model. We do test result with different inertia weight to update particle and update velocity. We obtain result based on best inertia weight compare along with Personal based oriented PSO (pPSO) help to choose local best in network neighborhood. The applicability of proposed model is demonstrated through real time test data failure set. The results obtained from experiments show that the proposed model has a fairly accurate prediction capability in software reliability.

Keywords: software reliability, flexible logistic growth curve model, software cumulative failure prediction, neural network, particle swarm optimization

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Authors: Siddhant Sahu, P. James Daniel Paul

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Technical analysis comprised by various technical indicators is a holistic way of representing price movement of stocks in the market. Various forms of indicators have evolved from the primitive ones in the past decades. There have been many attempts to introduce volume as a major determinant to determine strong patterns in market forecasting. The law of demand defines the relationship between the volume and price. Most of the traders are familiar with the volume game. Including the time dimension to the law of demand provides a different visualization to the theory. While attempting the same, it was found that there are different thresholds in the market for different companies. These thresholds have a significant influence on the price. This article is an attempt in determining the thresholds for companies using the three dimensional graphs for optimizing the portfolios. It also emphasizes on the magnitude of importance of volumes as a key factor for determining of predicting strong price movements, bullish and bearish markets. It uses a comprehensive data set of major companies which form a major chunk of the Indian automotive sector and are thus used as an illustration.

Keywords: technical analysis, expert system, law of demand, stocks, portfolio analysis, Indian automotive sector

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Authors: Abdallah Q. Bataineh

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The electronics market in Jordan is facing extraordinary expectations from consumers, whose opinions are progressively more essential and have effective power on the overall marketing strategy preparation and execution by electronics agents. This research aimed to explore the effect of price volatile, follow-up, maintenance and warranty policy on distributor’s retention. Focus group, in-depth interviews, and self-administered questionnaire were held with a total sample of 50 electronics distribution stores who have a direct contact and purchase frequently from electronic agencies. By using descriptive statistics and multiple regression tests, the main findings of this research is that there is an impact of price volatile, follow-up, maintenance and warranty policy on distributor’s retention, and the key predictor variable was price volatile. Thus, the researcher recommended flat rate pricing strategy to ensure that all distributors will sell the product on the same pricing base, regardless of the generated margin by each one of them. Moreover, conclusion and future research were also discussed.

Keywords: distributors retention, follow-up, maintenance, price volatile, warranty policy

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Authors: Yehya Abdellatif, Iyad M. Muslih, Azzah Alkhalailah, Abdallah Muslih

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Hybrid Optimization Model for Electric Renewable (HOMER) software was utilized to find the optimum design of a hybrid off-Grid system, by choosing the optimal solution depending on the cost analysis of energy based on different capacity shortage percentages. A complete study for the site conditions and load profile was done to optimize the design and implementation of a hybrid off-grid power station. In addition, the solution takes into consecration the ambient temperature effect on the efficiency of the power generation and the economical aspects of selection depending on real market price. From the analysis of the HOMER model results, the optimum hybrid power station was suggested, based on wind speed, and solar conditions. The optimization function objective is to minimize the Net Price Cost (NPC) and the Cost of Energy (COE) with zero and 10 percentage of capacity shortage.

Keywords: energy modeling, HOMER, off-grid system, optimization

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Authors: Jiun Jeon, Byung-Ju Yi

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This paper investigates modeling and shape prediction of elastic kinematic chains such as colonoscopy. 2D and 3D models of elastic kinematic chains are suggested and their behaviors are demonstrated through simulation. To corroborate the effectiveness of those models, experimental work is performed using a magnetic sensor system.

Keywords: elastic kinematic chain, shape prediction, colonoscopy, modeling

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Authors: Kweon Oh-Sang, Kim Heung-Youl

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Estimating the engineering properties of fires is important to be prepared for the complex and various fire risks of large-scale structures such as super-tall buildings, large stadiums, and multi-purpose structures. In this study, a mock-up of a compartment which was 2.4(L) x 3.6 (W) x 2.4 (H) meter in dimensions was fabricated at the 10MW LSC (Large Scale Calorimeter) and combustible office supplies were placed in the compartment for a real-scale fire test. Maximum heat release rate was 4.1 MW and total energy release obtained through the application of t2 fire growth rate was 6705.9 MJ.

Keywords: fire growth, fire experiment, t2 curve, large scale calorimeter

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Authors: Vikrant Gupta, Amrit Goswami

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The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

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Authors: Nicola Rubino

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This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

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Authors: Alhaji M. H. Conteh, Xiangbin Yan, Alfred V. Gborie

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The goal of this study was to increase the awareness of the description and assessments of rice acreage response and to offer mechanisms for agricultural policy scrutiny. The Ordinary Least Square (OLS) technique was utilized to determine the coefficients of acreage response models for the rice varieties. The magnitudes of the coefficients (λ) of both the ROK lagged and NERICA lagged acreages were found positive and highly significant, which indicates that farmers’ adjustment rate was very low. Regarding lagged actual price for both the ROK and NERICE rice varieties, the short-run price elasticities were lower than long-run, which is suggesting a long-term adjustment of the acreage, is under the crop. However, the apparent recommendations for policy transformation are to open farm gate prices and to decrease government’s involvement in agricultural sector especially in the acquisition of agricultural inputs. Impending research have to be centred on how this might be better realized. Necessary conditions should be made available to the private sector by means of minimizing price volatility. In accordance with structural reforms, it is necessary to convey output prices to farmers with minimum distortion. There is a need to eradicate price subsidies and control, which generate distortion in the market in addition to huge financial costs.

Keywords: acreage response, rate of adjustment, rice varieties, Sierra Leone

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Authors: Peter Sabev, Katalina Grigorova

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Test automation allows performing difficult and time consuming manual software testing tasks efficiently, quickly and repeatedly. However, development and maintenance of automated tests is expensive, so it needs a proper prioritization what to automate first. This paper describes a simple yet efficient approach for such prioritization of test cases based on the effort needed for both manual execution and software test automation. The suggested approach is very flexible because it allows working with a variety of assessment methods, and adding or removing new candidates at any time. The theoretical ideas presented in this article have been successfully applied in real world situations in several software companies by the authors and their colleagues including testing of real estate websites, cryptographic and authentication solutions, OSGi-based middleware framework that has been applied in various systems for smart homes, connected cars, production plants, sensors, home appliances, car head units and engine control units (ECU), vending machines, medical devices, industry equipment and other devices that either contain or are connected to an embedded service gateway.

Keywords: automated testing, manual testing, test automation, software testing, test prioritization

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Authors: Irshana Muhamadhu Razmy

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Education is one of the main necessities for a modern society to access wealth as well as to achieve social well-being. Education contributes to enhancing as well as developing the social and economic status of an individual and building a vibrant community within a strong nation. The student dropout problem refers to students who enrolled in a school and are later unable to complete their grade education due to multiple factors). In Sri Lanka, the tea plantation sector is a prominent sector. The tea plantation sector is different from other plantation sectors such as palm oil, rubber, and coconut. Therefore, the present study particularly focuses on the influencing factors of student dropout in the tea plantation sector in Sri Lanka by conducting research in the Labookellie estate in Nuwera Eliya District. this research has opted to use both qualitative and quantitative methods. This study examines the factors associated with student dropout namely the family, school, and the social by the characteristic (gender, grade, and ethnicity) in the plantation area in the Labookellie estate.

Keywords: student dropout, school, plantation settlement, social environmental

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Authors: Christoph Ostermair

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We deal with the effect of correlation between prospects on human decision making under uncertainty as proposed by the comparatively new and promising model of “salience theory of choice under risk”. In this regard, we show that the theory entails the prediction that the inconsistency of choices, known as the Allais paradox, should not be an issue in the context of “real-life decision making”, which typically corresponds to situations of subjective uncertainty. The Allais paradox, probably the best-known anomaly regarding expected utility theory, would then essentially have no practical relevance. If, however, empiricism contradicts this prediction, salience theory might suffer a serious setback. Explanations of the model for variable human choice behavior are mostly the result of a particular mechanism that does not come to play under perfect correlation. Hence, if it turns out that correlation between prospects – as typically found in real-world applications – does not influence human decision making in the expected way, this might to a large extent cost the theory its explanatory power. The empirical literature regarding the Allais paradox under subjective uncertainty is so far rather moderate. Beyond that, the results are hard to maintain as an argument, as the presentation formats commonly employed, supposably have generated so-called event-splitting effects, thereby distorting subjects’ choice behavior. In our own incentivized experimental study, we control for such effects by means of two different choice settings. We find significant event-splitting effects in both settings, thereby supporting the suspicion that the so far existing empirical results related to Allais paradoxes under subjective uncertainty may not be able to answer the question at hand. Nevertheless, we find that the basic tendency behind the Allais paradox, which is a particular switch of the preference relation due to a modified common consequence, shared by two prospects, is still existent both under an event-splitting and a coalesced presentation format. Yet, the modal choice pattern is in line with the prediction of salience theory. As a consequence, the effect of correlation, as proposed by the model, might - if anything - only weaken the systematic choice pattern behind the Allais paradox.

Keywords: Allais paradox, common consequence effect, models of decision making under risk and uncertainty, salience theory

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Authors: Prasansha Kumari

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Financial Literacy is the possession of knowledge and understanding of financial matters. Financial Literacy often entails the knowledge of properly making decisions pertaining to certain personal financial areas like real estate, insurance investing, and savings. This paper intends to identify and analyze the financial knowledge among university undergraduates by using 200 undergraduates in four faculties of University of Kelaniya, Sri Lanka. Collected data will be analyzed by descriptive research method using SPSS package. Expected outcomes are considerable percentage of undergraduates have basic knowledge on financial matters while it has a law percentage for advanced financial literacy among undergraduates. Students from faculty of Commerce and Management and Science have good understanding about financial matters than undergraduates in other two faculties

Keywords: advanced finance, undergraduates, financial literacy, savings

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Authors: Sohanur Rahman, Elisabeth Sinnewe, Larelle (Ellie) Chapple, Sarah Osborne

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Greater political attention to global climate change exposes firms to a higher level of political uncertainty, which can lead to adverse capital market consequences. However, a higher level of discourse on environment-specific political risk (EPR) between management and investors can mitigate information asymmetry, followed by less stock price crash risk. This study examines whether EPR discourse in discourse in the earnings conference calls (ECC) reduces firm-level stock price crash risk in the US market. This research also explores if adverse disclosures via media channels further moderates the association between EPR on crash risk. Employing a dataset of 28,933 firm-year observations from 2002 to 2020, the empirical analysis reveals that EPR discourse in ECC reduces future stock price crash risk. However, adverse disclosures via media channels can offset the favourable effect of EPR discourse on crash risk. The results are robust to the potential endogeneity concern in a quasi-natural experiment setting.

Keywords: earnings conference calls, environment, environment-specific political risk discourse, environmental disclosures, information asymmetry, reputation risk, stock price crash risk

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Authors: Jaime E. Salazar Lagos

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Chongqing is located in southwest China and is becoming one of the most significant cities in the world. Its urban territories and metropolitan-related areas have one of the largest urban populations in China and are partitioned and shaped by two of the biggest and longest rivers on Earth, the Yangtze and Jialing Rivers, making Chongqing a megalopolis intersected by rivers. Historically, Chongqing City enjoyed fundamental connections with its rivers; however, current urban development of Chongqing City has lost effective integration of the riverbanks within the urban space and structural dynamics of the city. Therefore, there exists a critical lack of physical and urban space conjoined with the rivers, which diminishes the economic, tourist, and environmental development of Chongqing. Using multi-scale satellite-map site verification the study confirmed the hypothesis and urban-waterside disconnect. Collected data demonstrated that the Chongqing urban zone, an area of 5292 square-kilometers and a water front of 203.4 kilometers, has only 23.49 kilometers of extension (just 11.5%) with high-quality physical and spatial urban-waterside connection. Compared with other metropolises around the world, this figure represents a significant lack of spatial development along the rivers, an issue that has not been successfully addressed in the last 10 years of urban development. On a macro scale, the study categorized the different kinds of relationships between the city and its riverbanks. This data was then utilized in the creation of an urban-waterfront relationship map that can be a tool for future city planning decisions and real estate development. On a micro scale, we discovered there are three primary elements that are causing the urban-waterside disconnect: extensive highways along the most dense areas and city center, large private real estate developments that do not provide adequate riverside access, and large industrial complexes that almost completely lack riverside utilization. Finally, as part of the suggested strategies, the study concludes that the most efficient and practical way to improve this situation is to follow the historic master-planning of Chongqing and create connective nodes in critical urban locations along the river, a strategy that has been used for centuries to handle the same urban-waterside relationship. Reviewing and implementing this strategy will allow the city to better connect with the rivers, reducing the various impacts of disconnect and urban transformation.

Keywords: Chongqing City, megalopolis, nodes, riverbanks disconnection, urban

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Authors: H. R. Kamali, A. Sadegheih, M. A. Vahdat-Zad, H. Khademi-Zare

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In this paper, a single product, multi-echelon, multi-period closed loop supply chain is surveyed, including a variety of costs, time conditions, and capacities, to plan and determine the values and time of the components procurement, production, distribution, recycling and disposal specially for high-tech products that undergo a decreasing production cost and sale price over time. For this purpose, the mathematic model of the problem that is a kind of mixed integer linear programming is presented, and it is finally proved that the problem belongs to the category of NP-hard problems.

Keywords: closed loop supply chain, continuous price decrease, NP-hard, planning

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Authors: V. Benedico, C. Anacleto, A. Bearzi, L. Brice, V. Delahaye

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The aim in present paper is to construct an affordable and reliable commodity prices based on a recalculation of its cost through time which allows visualize the potential risks and thus, take more appropriate decisions regarding forecasts. Here attention has been focused on Levy model, more reliable and realistic than classical random Gaussian one as it takes into consideration observed abrupt jumps in case of sudden price variation. In application to Energy Trading sector where it has never been used before, equations corresponding to Levy model have been written for electricity pricing in European market. Parameters have been set in order to predict and simulate the price and its evolution through time to remarkable accuracy. As predicted by Levy model, the results show significant spikes which reach unconventional levels contrary to currently used Brownian model.

Keywords: commodity pricing, Lévy Model, price spikes, electricity market

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Authors: Vaidehi Iyer, Konstantin Borozdin

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Time series prediction problems have many important practical applications, but are notoriously difficult for statistical modeling. Recently, machine learning methods have been attracted significant interest as a practical tool applied to a variety of problems, even though developments in this field tend to be semi-empirical. This paper explores application of Long Short Term Memory based Recurrent Neural Networks to the one-step prediction of time series for both trend and stochastic components. Two types of data are analyzed - daily stock prices, that are often considered to be a typical example of a random walk, - and weather patterns dominated by seasonal variations. Results from both analyses are compared, and reinforced learning framework is used to select more efficient between Recurrent Neural Networks and more traditional auto regression methods. It is shown that both methods are able to follow long-term trends and seasonal variations closely, but have difficulties with reproducing day-to-day variability. Future research directions and potential real world applications are briefly discussed.

Keywords: long short term memory, prediction methods, recurrent neural networks, reinforcement learning

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Authors: Bangkit Adhi Nugraha, Bambang Suripto

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On September 2016 Bank Indonesia (BI) release regulation no.18/18/PBI/2016 that permit bank clients for using the FX option call spread USD/IDR. Basically, this product is a combination between clients buy FX call option (pay premium) and sell FX call option (receive premium) to protect against currency depreciation while also capping the potential upside with cheap premium cost. BI classifies this product as a structured product. The structured product is combination at least two financial instruments, either derivative or non-derivative instruments. The call spread is the first structured product against IDR permitted by BI since 2009 as response the demand increase from Indonesia firms on FX hedging through derivative for protecting market risk their foreign currency asset or liability. The composition of hedging products on Indonesian FX market increase from 35% on 2015 to 40% on 2016, the majority on swap product (FX forward, FX swap, cross currency swap). Swap is formulated by interest rate difference of the two currency pairs. The cost of swap product is 7% for USD/IDR with one year USD/IDR volatility 13%. That cost level makes swap products seem expensive for hedging buyers. Because call spread cost (around 1.5-3%) cheaper than swap, the most Indonesian firms are using NDF FX call spread USD/IDR on offshore with outstanding amount around 10 billion USD. The cheaper cost of call spread is the main advantage for hedging buyers. The problem arises because BI regulation requires the call spread buyer doing the dynamic hedging. That means, if call spread buyer choose strike price 1 and strike price 2 and volatility USD/IDR exchange rate surpass strike price 2, then the call spread buyer must buy another call spread with strike price 1’ (strike price 1’ = strike price 2) and strike price 2’ (strike price 2’ > strike price 1‘). It could make the premium cost of call spread doubled or even more and dismiss the purpose of hedging buyer to find the cheapest hedging cost. It is very crucial for the buyer to choose best optimum strike price before entering into the transaction. To help hedging buyer find the optimum strike price and avoid expensive multiple premium cost, we observe ten years 2005-2015 historical data of USD/IDR volatility to be compared with the price movement of the call spread USD/IDR using Garman–Kohlhagen Model (as a common formula on FX option pricing). We use statistical tools to analysis data correlation, understand nature of call spread price movement over ten years, and determine factors affecting price movement. We select some range of strike price and tenor and calculate the probability of dynamic hedging to occur and how much it’s cost. We found USD/IDR currency pairs is too uncertain and make dynamic hedging riskier and more expensive. We validated this result using one year data and shown small RMS. The study result could be used to understand nature of FX call spread and determine optimum strike price for hedging plan.

Keywords: FX call spread USD/IDR, USD/IDR volatility statistical analysis, Garman–Kohlhagen Model on FX Option USD/IDR, Bank Indonesia Regulation no.18/18/PBI/2016

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Authors: Marc Evenst Jn Jacques, Sophie Bernard

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Electrical and electronic applications, as well as rechargeable batteries, are common in any economy. They also contain a number of important and valuable metals. It is critical to investigate the impact of these new materials or volume sources on the metal market dynamics. This paper investigates the impact of responsible recycling within the European region on metal price volatility. As far as we know, no empirical studies have been conducted to assess the role of metal recycling in metal market price volatility. The goal of this paper is to test the claim that metal recycling helps to cushion price volatility. A set of circular economy indicators/variables, namely, 1) annual total trade values of recycled metals, 2) annual volume of scrap traded and 3) circular material use rate, and 4) information about recycling, are used to estimate the volatility of monthly spot prices of regular metals. A combination of the GARCH-MIDAS model for mixed frequency data sampling and a simple GARCH (1,1) model for the same frequency variables was adopted to examine the potential links between each variable and price volatility. We discovered that from 2010 to 2019, except for Nickel, scrap consumption (Millions of tons), Scrap Trade Values, and Recycled Material use rate had no significant impact on the price volatility of standard metals (Aluminum, Lead) and precious metals (Gold and Platinum). Worldwide interest in recycling has no impact on returns or volatility. Specific interest in metal recycling did have a link to the mean return equation for Aluminum, Gold and to the volatility equation for lead and Nickel.

Keywords: recycling, circular economy, price volatility, GARCH, mixed data sampling

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Authors: P. S. Jagadeesh Kumar, S. Meenakshi Sundaram, Wenli Hu, Yang Yung

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In 3D video games, the dominance of production is unceasingly growing with a protruding level of affordability in terms of budget. Afterward, the automation of speech-lip synchronization technique is customarily onerous and has advanced a critical research subject in virtual reality based 3D video games. This paper presents one of these automatic tools, precisely riveted on the synchronization of the speech and the lip movement of the game characters. A robust and precise speech recognition segment that systematized with Algebraic Code Excited Linear Prediction method is developed which unconventionally delivers lip sync results. The Algebraic Code Excited Linear Prediction algorithm is constructed on that used in code-excited linear prediction, but Algebraic Code Excited Linear Prediction codebooks have an explicit algebraic structure levied upon them. This affords a quicker substitute to the software enactments of lip sync algorithms and thus advances the superiority of service factors abridged production cost.

Keywords: algebraic code excited linear prediction, speech-lip synchronization, video games, virtual reality

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Authors: Xiang-Yao Zheng, Jen-Cheng Wang, Joe-Air Jiang

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Improving the line ampacity while using existing power grids is an important issue that electricity dispatchers are now facing. Using the information provided by the dynamic thermal rating (DTR) of transmission lines, an overhead power grid can operate safely. However, dispatchers usually lack real-time DTR information. Thus, this study proposes a long-short-term memory (LSTM)-based method, which is one of the neural network models. The LSTM-based method predicts the DTR of lines using the weather data provided by Central Weather Bureau (CWB) of Taiwan. The possible thermal bottlenecks at different locations along the line and the margin of line ampacity can be real-time determined by the proposed LSTM-based prediction method. A case study that targets the 345 kV power grid of TaiPower in Taiwan is utilized to examine the performance of the proposed method. The simulation results show that the proposed method is useful to provide the information for the smart grid application in the future.

Keywords: electricity dispatch, line ampacity prediction, dynamic thermal rating, long-short-term memory neural network, smart grid

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Authors: Pradeep Singh, Shrish Verma

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Software fault prediction models are created by using the source code, processed metrics from the same or previous version of code and related fault data. Some company do not store and keep track of all artifacts which are required for software fault prediction. To construct fault prediction model for such company, the training data from the other projects can be one potential solution. The earlier we predict the fault the less cost it requires to correct. The training data consists of metrics data and related fault data at function/module level. This paper investigates fault predictions at early stage using the cross-project data focusing on the design metrics. In this study, empirical analysis is carried out to validate design metrics for cross project fault prediction. The machine learning techniques used for evaluation is Naïve Bayes. The design phase metrics of other projects can be used as initial guideline for the projects where no previous fault data is available. We analyze seven data sets from NASA Metrics Data Program which offer design as well as code metrics. Overall, the results of cross project is comparable to the within company data learning.

Keywords: software metrics, fault prediction, cross project, within project.

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Authors: Arpit Patil, Atharav Bhagwat, Rajas Bhope, Pramod Bide

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This research integrates IoT and ML to predict heart failure risks, utilizing the Framingham dataset. IoT devices gather real-time physiological data, focusing on heart rate dynamics, while ML, specifically Random Forest, predicts heart failure. Rigorous feature selection enhances accuracy, achieving over 90% prediction rate. This amalgamation marks a transformative step in proactive healthcare, highlighting early detection's critical role in cardiovascular risk mitigation. Challenges persist, necessitating continual refinement for improved predictive capabilities.

Keywords: cardiovascular diseases, internet of things, machine learning, cardiac risk assessment, heart failure prediction, early detection, cardio data analysis

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Authors: Haozhe Xiang

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With the rise of the Internet of Things era, intelligent products are gradually integrating into people's lives. Pedestrian trajectory prediction has become a key issue, which is crucial for the motion path planning of intelligent agents such as autonomous vehicles, robots, and drones. In the current technological context, deep learning technology is becoming increasingly sophisticated and gradually replacing traditional models. The pedestrian trajectory prediction algorithm combining neural networks and attention mechanisms has significantly improved prediction accuracy. Based on in-depth research on deep learning and pedestrian trajectory prediction algorithms, this article focuses on physical environment modeling and learning of historical trajectory time dependence. At the same time, social interaction between pedestrians and scene interaction between pedestrians and the environment were handled. An improved pedestrian trajectory prediction algorithm is proposed by analyzing the existing model architecture. With the help of these improvements, acceptable predicted trajectories were successfully obtained. Experiments on public datasets have demonstrated the algorithm's effectiveness and achieved acceptable results.

Keywords: deep learning, graph convolutional network, attention mechanism, LSTM

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Authors: Min Wang, Sergey Utev

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The lessons from the 2007-09 global financial crisis have driven scientific research, which considers the design of new methodologies and financial models in the global market. The quantum mechanics approach was introduced in the unpredictable stock market modeling. One famous quantum tool is Feynman path integral method, which was used to model insurance risk by Tamturk and Utev and adapted to formalize the path-dependent option pricing by Hao and Utev. The research is based on the path-dependent calculation method, which is motivated by the Feynman path integral method. The path calculation can be studied in two ways, one way is to label, and the other is computational. Labeling is a part of the representation of objects, and generating functions can provide many different ways of representing share price paths. In this paper, the recent works on graphical theoretical construction of individual share price path via matroid is presented. Firstly, a study is done on the knowledge of matroid, relationship between lattice path matroid and Tutte polynomials and ways to connect points in the lattice path matroid and Tutte polynomials is suggested. Secondly, It is found that a general binary tree can be validly constructed from a connected lattice path matroid rather than general lattice path matroid. Lastly, it is suggested that there is a way to represent share price paths via a general binary tree, and an algorithm is developed to construct share price paths from general binary trees. A relationship is also provided between lattice integer points and Tutte polynomials of a transversal matroid. Use this way of connection together with the algorithm, a share price path can be constructed from a given connected lattice path matroid.

Keywords: combinatorial construction, graphical representation, matroid, path calculation, share price, Tutte polynomial

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Authors: Lars Laußat, Manfred Helmus, Kamil Szczesny, Markus König

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As one result of the project “Reactive Construction Project Scheduling using Real Time Construction Logistic Data and Simulation”, a procedure for using data about uncertain resource availability assumptions in reactive scheduling processes has been developed. Prediction data about resource availability is generated in a formalized way using real-time monitoring data e.g. from auto-ID systems on the construction site and in the supply chains. The paper focuses on the formalization of the procedure for monitoring construction logistic processes, for the detection of disturbance and for generating of new and uncertain scheduling assumptions for the reactive resource constrained simulation procedure that is and will be further described in other papers.

Keywords: auto-ID, construction logistic, fuzzy, monitoring, RFID, scheduling

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Authors: Dalin Si, Azizan Aziz, Bertrand Lasternas

Abstract:

To encourage building owners to purchase electricity at the wholesale market and reduce building peak demand, this study aims to develop models that predict day-ahead hourly electricity consumption and demand using artificial neural network (ANN) and support vector machine (SVM). All prediction models are built in Python, with tool Scikit-learn and Pybrain. The input data for both consumption and demand prediction are time stamp, outdoor dry bulb temperature, relative humidity, air handling unit (AHU), supply air temperature and solar radiation. Solar radiation, which is unavailable a day-ahead, is predicted at first, and then this estimation is used as an input to predict consumption and demand. Models to predict consumption and demand are trained in both SVM and ANN, and depend on cooling or heating, weekdays or weekends. The results show that ANN is the better option for both consumption and demand prediction. It can achieve 15.50% to 20.03% coefficient of variance of root mean square error (CVRMSE) for consumption prediction and 22.89% to 32.42% CVRMSE for demand prediction, respectively. To conclude, the presented models have potential to help building owners to purchase electricity at the wholesale market, but they are not robust when used in demand response control.

Keywords: building energy prediction, data mining, demand response, electricity market

Procedia PDF Downloads 316

Authors: Haowen Xi

Abstract:

We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

Procedia PDF Downloads 132

Authors: M. Bokhtiar Hasan, M. Delowar Hossain, Abu N. M. Wahid

Abstract:

The principal aim of the study is to find out a way to effectively manage the agricultural risks like price volatility, weather risks, and fund shortage. To hedge price volatility, farmers sometimes make contracts with agro-traders but fail to protect themselves effectively due to not having legal framework for such contracts. The study extensively reviews existing literature and find evidence that the majority studies either deal with price volatility or weather risks. If we could address these risks through a single model, it would be more useful to both the farmers and traders. Intrinsically, the authors endeavor in this regard, and the key contribution of this study basically lies in it. Initially, we conduct a small survey aspiring to identify the shortcomings of existing contracts. Later, we propose a model encompassing forward and insurance contracts together where forward contract will be used to hedge price volatility and insurance contract will be used to protect weather risks. Contribution/Originality: The study adds to the existing literature through proposing an integrated model comprising of forward contract and crop insurance which will support both farmers and traders to cope with the agricultural risks like price volatility, weather hazards, and fund shortage. JEL Classifications: O13, Q13

Keywords: agriculture, forward contract, insurance contract, risk management, model

Procedia PDF Downloads 154