Search results for: James H. Jones Jr.

Authors: Amel Oueslati, Olfa Benouda

Abstract:

New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

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Authors: G. A. Khalid, M. D. Jones, R. Prabhu, A. Mason-Jones, W. Whittington, H. Bakhtiarydavijani, P. S. Theobald

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Head injury in childhood is a common cause of death or permanent disability from injury. However, despite its frequency and significance, there is little understanding of how a child’s head responds during injurious loading. Whilst Infant Post Mortem Human Subject (PMHS) experimentation is a logical approach to understand injury biomechanics, it is the authors’ opinion that a lack of subject availability is hindering potential progress. Computer modelling adds great value when considering adult populations; however, its potential remains largely untapped for infant surrogates. The complexities of child growth and development, which result in age dependent changes in anatomy, geometry and physical response characteristics, present new challenges for computational simulation. Further geometric challenges are presented by the intricate infant cranial bones, which are separated by sutures and fontanelles and demonstrate a visible fibre orientation. This study presents an FE model of a newborn infant’s head, developed from high-resolution computer tomography scans, informed by published tissue material properties. To mimic the fibre orientation of immature cranial bone, anisotropic properties were applied to the FE cranial bone model, with elastic moduli representing the bone response both parallel and perpendicular to the fibre orientation. Biofiedility of the computational model was confirmed by global validation against published PMHS data, by replicating experimental impact tests with a series of computational simulations, in terms of head kinematic responses. Numerical results confirm that the FE head model’s mechanical response is in favourable agreement with the PMHS drop test results.

Keywords: finite element analysis, impact simulation, infant head trauma, material properties, post mortem human subjects

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Authors: Omer Farooq, Salman Ahmed Khan, Sadaf Khalid

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Modern day stock markets have almost entirely became automated. Even though it means increased profits for the investors by algorithms acting upon the slightest price change in order of microseconds, it also has given birth to many ethical dilemmas in the sense that slightest mistake can cause people to lose all of their livelihoods. This paper reviews one such event that happened on May 06, 2010 in which $1 trillion dollars disappeared from the Dow Jones Industrial Average. We are going to discuss its various aspects and the ethical dilemmas that have arisen due to it.

Keywords: flash crash, market crash, stock market, stock market crash

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Authors: Tori Reddy Dodla, Laura Ann Jones

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The objective of this study was to propose strategies to improve the efficiency of Knowledge Management Systems (KMS). This study highlights best practices from various industries to create an overall summary of Knowledge Management (KM) and efficiency in organizational performance. Results indicated eleven best practices for maximizing the efficiency of organizational KMS that can be divided into four categories: Designing the KMS, Identifying Case Studies, Implementing the KMS, and Promoting adoption and usage. Our findings can be used as a foundation for scholars to conduct further research on KMS efficiency.

Keywords: artificial intelligence, knowledge management efficiency, knowledge management systems, organizational performance

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Authors: I. Martinez-Conesa, E. Garcia-Meca, M. Barradas-Quiroz

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The objective of this study is to assess the impact on earnings management of latest two Hofstede cultural dimensions: long-term orientation and indulgence. Long-term orientation represents the alignment of a society towards the future and indulgence expresses the extent to which a society exhibits willingness, or restrain, to realise their impulses. Additionally, this paper tests if there are relevant differences by testing the moderating role of the legal tradition, Continental versus Anglo-Saxon. Our sample comprises 15 countries: Belgium, Canada, Germany, Spain, France, Great Britain, Hong Kong, India, Japan, Korea, Netherlands, Philippines, Portugal, Sweden, and Thailand, with a total of 12,936 observations from 2003 to 2013. Our results show that managers in countries with high levels of long-term orientation reduce their levels of discretionary accruals. The findings do not confirm the effect of indulgence on earnings management. In addition, our results confirm previous literature regarding the effect of individualism, noting that firms in countries with high levels of collectivism might be more inclined to use earnings discretion to protect the welfare of the collective group of firm stakeholders. Uncertainty avoidance results in downwards earnings management as well as high disclosure, suggesting that less manipulation takes place when transparency is higher. Indulgence is the cultural dimension that confronts wellbeing versus survival; dimension is formulated including happiness, the perception of live control and the importance of leisure. Indulgence shows a weak negative correlation with power distance indicating a slight tendency for more hierarchical societies to be less indulgent. Anglo-Saxon countries are a positive effect of individualism and a negative effect of masculinity, uncertainty avoidance, and disclosure. With respect to continental countries, we can see a significant and positive effect of individualism and a significant and negative effect of masculinity, long-term orientation, and indulgence. Therefore, we observe the negative effect on earnings management provoked by higher disclosure and uncertainty avoidance only happens in Anglo-Saxon countries. Meanwhile, the improvement in reporting quality motivated by higher long-term orientation and higher indulgence is dominant in Continental countries. Our results confirm that there is a moderating effect of the legal system in the association between culture and earnings management. This effect is especially relevant in the dimensions related to uncertainty avoidance, long term orientation, indulgence, and disclosure. The negative effect of long-term orientation on earnings management only happens in those countries set in continental legal systems because of the Anglo-Saxon legal systems is supported by the decisions of the courts and the traditions, so it already has long-term orientation. That does not occur in continental systems, depending mainly of contend of the law. Sensitivity analysis used with Jones modified CP model, Jones Standard model and Jones Standard CP model confirm the robustness of these results. This paper collaborates towards a better understanding on how earnings management, culture and legal systems relate to each other, and contribute to previous literature by examining the influence of the two latest Hofstede’s dimensions not previously studied in papers.

Keywords: Hofstede, long-term-orientation, earnings management, indulgence

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Authors: Lekshmi Vijayan, K. Shreekrishna Kumar

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We demonstrated an organic field effect transistor based photodetector using phthalocyanine as the active material that exhibited high photosensitivity under varying light wavelengths. The thermally grown SiO₂ layer on silicon wafer act as a substrate. The critical parameters, such as photosensitivity, responsivity and detectivity, are comparatively high and were 3.09, 0.98AW⁻¹ and 4.86 × 10¹⁰ Jones, respectively, under a bias of 5 V and a monochromatic illumination intensity of 4mW cm⁻². The photodetector has a linear I-V curve with a low dark current. On comparing photoresponse of copper phthalocyanine at four different wavelengths, 560 nm shows better photoresponse and the highest value of photosensitivity is also obtained.

Keywords: photodetector, responsivity, photosensitivity, detectivity

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Authors: Andra-Iulia Ursa

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James Joyce employs several unconventional stylistic features in this landmark novel meant to experiment with language. The episode known as “Sirens” is entirely conceived around music and linguistic structures subordinated to sound. However, the aspiration to the condition of music is reflected throughout this entire literary work, as musical effects are echoed systematically. The numerous melodies scattered across the narrative play an important role in enhancing the thoughts and feelings that pass through the minds of the characters. Often the lyrics are distorted or interweaved with other words, preoccupations or memories, intensifying the stylistic effect. The Victorian song “Love’s old sweet song” is one of the most commonly referred to and meaningful musical allusions in Ulysses, becoming a leitmotif of infidelity. The lyrics of the song “M’appari”, from the opera “Martha”, are compared to an event from Molly and Bloom’s romantic history. Moreover, repeated phrases using words from “The bloom is on the rye” or “The croppy boy” serve as glances into the minds of the characters. Therefore, the central purpose of this study is to shed light on the way musical allusions flit through the episodes from the point of view of the stream of consciousness technique and to compare and analyse how these constructions are rendered into Romanian. Mircea Ivănescu, the single Romanian translator who succeeded in carrying out the translation of the entire ‘stylistic odyssey’, received both praises and disapprovals from the critics. This paper is not meant to call forth eventual flaws of the Romanian translation, but rather to elaborate the complexity of the task. Following an attentive examination and analysis of the two texts, from the point of view of form and meaning of the references to various songs, the conclusions of this study will be able to point out the intricacies of the process of translation.

Keywords: Joyce, melodious constructions, stream of consciousness, style, translation

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Authors: James Funsho Tope

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Being the prolific writer that he is, Gimba’s collection of Short Stories, A Toast in the Cemetery, brings out the themes of decay and corruption in the urban setting through the use of images, symbols, setting and character. Gimba seeks through these media to reveal the decay and corruption in the society. Gimba uses aesthetics to convey his message, thus making a call for change in the fabrics of society.

Keywords: corruption, decay, character, setting, symbolism, images, society

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Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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Authors: Raya A. Jones

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This paper interrogates online representations of robot companions for children, including promotional material by manufacturers, media articles and technology blogs. The significance of the study lies in its contribution to understanding attitudes to robots. The prospect of childcare robots is particularly controversial ethically, and is associated with emotive arguments. The sampled material is restricted to relatively recent posts (the past three years) though the analysis identifies both continuous and changing themes across the past decade. The method extrapolates social representations theory towards examining the ways in which information about robotic products is provided for the general public. Implications for social acceptance of robot companions for the home and robot ethics are considered.

Keywords: acceptance of robots, childcare robots, ethics, social representations

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Authors: Mohsen Zahraei

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‎In this paper, ‎the notion of ‎rank-k numerical range of rectangular complex matrix polynomials‎ ‎are introduced. ‎Some algebraic and geometrical properties are investigated. ‎Moreover, ‎for ε>0 the notion of Birkhoff-James approximate orthogonality sets for ε-higher ‎rank numerical ranges of rectangular matrix polynomials is also introduced and studied. ‎The proposed definitions yield a natural generalization of the standard higher rank numerical ranges.

Keywords: ‎‎Rank-k numerical range‎, ‎isometry‎, ‎numerical range‎, ‎rectangular matrix polynomials

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Authors: Nishant Singh, Christian Huyck, Vaibhav Gandhi, Alexander Jones

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A robotic arm and hand controlled by simulated neurons is presented. The robot makes use of a biological neuron simulator using a point neural model. The neurons and synapses are organised to create a finite state automaton including neural inputs from sensors, and outputs to effectors. The robot performs a simple pick-and-place task. This work is a proof of concept study for a longer term approach. It is hoped that further work will lead to more effective and flexible robots. As another benefit, it is hoped that further work will also lead to a better understanding of human and other animal neural processing, particularly for physical motion. This is a multidisciplinary approach combining cognitive neuroscience, robotics, and psychology.

Keywords: cell assembly, force sensitive resistor, robot, spiking neuron

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Authors: Assad Maalouf, Lunjin Lu, James Lynott

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We design and implement a precise model of string operations using finite state machine transformers and state transformers to approximate the values string variables can take throughout the execution of the program.We use our model to analyze Android program string variables. Our experimental results show that our string analysis is very efficient at detecting the contextual effect of string operations on the string variables. Our model proved to be very useful when it came to verifying statements about the string variables of the program.

Keywords: abstract interpretation, android, static analysis, string analysis

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Authors: Rukshani Wickrama-Arachchi, Tanner Metz, James M. Takacs

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Amines bearing γ-stereocenters are important structural motifs found in many biologically active compounds. Regioselective Rh-catalyzed asymmetric hydroboration of acyclic allylamines is used to synthesize amines bearing chiral β- and γ-boronic esters yields up to 70% with 98:2 enantioselectivity. The major enantiomeric outcome can be independent of starting alkene geometry, revealing that cis/trans-isomerization of alkene can occur before hydroboration. Stereospecific transformations of the newly generated C-B bond illustrates the utility of these chiral synthons.

Keywords: allylamines, borylated amines, chiral amines, hydroboration, rhodium-catalysis

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Authors: Abdallah Benaissa

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In this paper, we consider the problem of asymptotics of double oscillatory integrals in the case of critical points of the second kind, the order of contact between the boundary and a level curve of the phase being even, the situation when the order of contact is odd will be studied in other occasions. Complete asymptotic expansions will be derived and the coefficient of the leading term will be computed in terms of the original data of the problem. A multitude of people have studied this problem using a variety of methods, but only in a special case when the order of contact is minimal: the more cited papers are a paper of Jones and Kline and an other one of Chako. These integrals are encountered in many areas of science, especially in problems of diffraction of optics.

Keywords: asymptotic expansion, double oscillatory integral, critical point of the second kind, optics diffraction

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Authors: Amelia Morris, Lizzie Coles-Kemp, Will Jones

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This paper examines how community welfare initiatives transform how individuals use and experience an ostensibly universal welfare system. This paper argues that the digitalisation of welfare overlooks the complex reality of being unemployed or in low-wage work, and erects digital barriers to accessing welfare. Utilising analysis of ethnographic research in food banks and community groups, the paper explores the ways that Universal Credit has not abolished face-to-face support, but relocated it to unofficial sites of welfare. The apparent efficiency and simplicity of the state’s digital welfare apparatus, therefore, is produced not by reducing the ‘messiness’ of welfare, but by rendering it invisible within the digital framework. Using the analysis of the study’s data, this paper recommends three principles of service design that would render the messiness visible to the state.

Keywords: welfare, digitalisation, food bank, Universal Credit

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Authors: R. Bawazir, P. Jones

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Social Stories are widely used to teach social and communication skills or concepts to individuals on the autistic spectrum. This paper presents a theoretical framework for using Social Stories in conjunction with the creative arts. The paper argues that Bandura’s social learning theory can be used to explain the mechanisms behind Social Stories and the way they influence changes in response, while Gardner’s multiple intelligences theory can be used simultaneously to demonstrate the role of the creative arts in learning. By using Social Stories with the creative arts for individuals on the autistic spectrum, the aim is to meet individual needs and help individuals with autism to develop in different areas of learning and communication.

Keywords: individuals on the autistic spectrum, social stories, the creative arts, theoretical framework

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Authors: A. Sri Janani, K. Immanuel Arokia James

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Cognitive radio ad hoc networks different unlicensed users may acquire different available channel sets. This non-uniform spectrum availability imposes special design challenges for broadcasting in CR ad hoc networks. Cognitive radio automatically detects available channels in wireless spectrum. This is a form of dynamic spectrum management. Cross-layer optimization is proposed, using this can allow far away secondary users can also involve into channel work. So it can increase the throughput and it will overcome the collision and time delay.

Keywords: cognitive radio, cross layer optimization, CR mesh network, heterogeneous spectrum, mesh topology, random routing optimization technique

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Authors: Adheesh Budree, Olaf Jacob, Louis CH Fourie, James Njenga, Gabriel D Hoffman

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Business Intelligence (BI) is implemented by organisations for many reasons and chief among these is improved data support, decision support and savings. The main purpose of this study is to determine BI requirements and availability within South African organisations. The study addresses the following areas as identified as part of a literature review; assessing BI practices in businesses over a range of industries, sectors and managerial functions, determining the functionality of BI (technologies, architecture and methods). It was found that the overall satisfaction with BI in larger organisations is low due to lack of ability to meet user requirements.

Keywords: business intelligence, business value, data management, South Africa

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Authors: Mohammad Shameel, Peter K. K. Loh, James H. Ng

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Cybercrime is a new category of crime which poses a different challenge for crime investigators and incident responders. Attackers can mask their identities using a suite of tools and with the help of the deep web, which makes them difficult to track down. Scouring the deep web manually takes time and is inefficient. There is a growing need for a tool to scour the deep web to obtain useful evidence or intel automatically. In this paper, we will explain the background and motivation behind the research, present a survey of existing research on related tools, describe the design of our own crime/threat intelligence hunting tool prototype, demonstrate its capability with some test cases and lastly, conclude with proposals for future enhancements.

Keywords: cybercrime, deep web, threat intelligence, web crawler

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Authors: Fahad Alanazi, Andrew Jones

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Digital forensics seeks to achieve the successful investigation of digital crimes through obtaining acceptable evidence from digital devices that can be presented in a court of law. Thus, the digital forensics investigation is normally performed through a number of phases in order to achieve the required level of accuracy in the investigation processes. Since 1984 there have been a number of models and frameworks developed to support the digital investigation processes. In this paper, we review a number of the investigation processes that have been produced throughout the years and introduce a proposed digital forensic model which is based on the scope of the Saudi Arabia investigation process. The proposed model has been integrated with existing models for the investigation processes and produced a new phase to deal with a situation where there is initially insufficient evidence.

Keywords: digital forensics, process, metadata, Traceback, Sauid Arabia

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Authors: James Moran, Anusarn Permsuwan

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This paper compares oscillations in the dry friction coefficient in different journal bearings. Measurements are made of the average and standard deviation in the coefficient of friction as a function of sliding velocity. The standard deviation of the friction coefficient changed dramatically with sliding velocity. The magnitude and frequency of the oscillations were a function of the velocity. A numerical model was developed for the frictional oscillations. There was good agreement between the model and results. Five different materials were used as the sliding surfaces in the experiments, Aluminum, Bronze, Mild Steel, Stainless Steel, and Nylon.

Keywords: Coulomb friction, dynamic friction, non-lubricated bearings, frictional oscillations

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Authors: Assad Maalouf, Lunjin Lu, James Lynott

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We present a taint analysis that can automatically detect when string operations result in a string that is free of taints, where all the tainted patterns have been removed. This is an improvement on the conservative behavior of previous taint analyzers, where a string operation on a tainted string always leads to a tainted string unless the operation is manually marked as a sanitizer. The taint analysis is built on top of a string analysis that uses finite state automata to approximate the sets of values that string variables can take during the execution of a program. The proposed approach has been implemented as an extension of FlowDroid and experimental results show that the resulting taint analyzer is much more precise than the original FlowDroid.

Keywords: android, static analysis, string analysis, taint analysis

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Authors: Anli Du Preez, James Bekker

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Data is currently one of the most critical and influential emerging technologies. However, the true potential of data is yet to be exploited since, currently, about 1% of generated data are ever actually analyzed for value creation. There is a data gap where data is not explored due to the lack of data analytics infrastructure and the required data analytics skills. This study developed a decision support framework for data analytics by following Jabareen’s framework development methodology. The study focused on machine learning algorithms, which is a subset of data analytics. The developed framework is designed to assist data analysts with little experience, in choosing the appropriate machine learning algorithm given the purpose of their application.

Keywords: Data analytics, Industrial engineering, Machine learning, Value creation

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Authors: Penelope Paliadelis, Asheley Jones, Glenn Campbell

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This paper discusses the development of co-designed capability frameworks for two large multinational organizations led by a university department. The aim was to create evidence-based, integrated capability frameworks that could define, identify, and measure human skill capabilities independent of specific work roles. The frameworks capture and cluster human skills required in the workplace and capture their application at various levels of mastery. Identified capability gaps inform targeted learning opportunities for workers to enhance their employability skills. The paper highlights the value of this evidence-based framework development process in capturing, defining, and assessing desired human-focused capabilities for organizational growth and success.

Keywords: capability framework, human skills, work-integrated learning, credentialing, digital badging

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Authors: Temidayo James Aransiola, Vania Ceccato, Marcelo Justus

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This paper investigates the effect of absolute deprivation (proxy unemployment) and relative deprivation (proxy income inequality) on homicide levels in Brazil. A database from the Brazilian Information System about Mortality and Census of the year 2000 and 2010 was used to estimate negative binomial models of homicide levels controlling for socioeconomic, demographic and geographic factors. Findings show that unemployment and income inequality affect homicides levels and that the effect of the former is more pronounced compared to the latter. Moreover, the combination of income inequality and unemployment exacerbates the overall effect of deprivation on homicide levels.

Keywords: deprivation, inequality, interaction, unemployment, violence

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Authors: Enyia James Diwa, Dodeye Ina Igbong, Archibong Eso Archibong

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The creep life of an industrial gas turbine is determined through a physics-based model used to investigate the high pressure temperature (HPT) of the blade in use. A performance model was carried out via the Cranfield University TURBOMATCH simulation software to size the blade and to determine the corresponding stress. Various effects such as radial temperature distortion factor, turbine entry temperature, ambient temperature, blade metal temperature, and compressor degradation on the blade creep life were investigated. The output results show the difference in creep life and the location of failure along the span of the blade enabling better-informed advice for the gas turbine operator.

Keywords: creep, living, performance, degradation

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Authors: Yuzhi Cai

Abstract:

In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, financial returns, predictive distribution, quantile function model

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Authors: Dan James

Abstract:

The Medial Axis of the Main Canyon of Valles Marineris is determined geometrically with maximally inscribed discs aligned with the boundaries or rims of the Main Canyon. Inscribed discs are placed at evenly spaced longitude intervals and, using the radius function, the locus of the centre of all discs is determined, together with disc centre co-ordinates. These centre co-ordinates result in arrays of x, y co-ordinates which are curve fitted to a Sinusoidal function and residuals appropriate for nonlinear regression are evaluated using the R-squared value (R2) and the Root Mean Squared Error (RMSE). This evaluation demonstrates that a Sinusoidal Curve closely fits to the co-ordinate data

Keywords: medial axis, MAT, valles marineris, sinusoidal

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Authors: Enayat Davoudi

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This paper is about the study of media literacy and its role in Iranian society. Determine the research hypothesis by the use of James Patter theory and us stratification and also culture theory. By the use of traversal method and by the aim of the survey on 375 students in Mahmoudabad which was selected randomly, the data was gathered and analyzed by SPSS software. Coefficient alpha for Crohn Bach is used in order to reach to the justifiability of indexes. The research findings show that the variable like duration, rate and type of media use, the realization of media content, audience goal and motivation, economical and social base and the rate of education has a meaningful relation with media literacy.

Keywords: media, media literacy, Iranian society, Mahmoudabad students

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