Search results for: active portfolio management
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12479

Search results for: active portfolio management

12329 Active Development of Tacit Knowledge Using Social Media and Learning Communities

Authors: John Zanetich

Abstract:

This paper uses a pragmatic research approach to investigate the relationships between Active Development of Tacit Knowledge (ADTK), social media (Facebook) and classroom learning communities. This paper investigates the use of learning communities and social media as the context and means for changing tacit knowledge to explicit and presents a dynamic model of the development of a classroom learning community. The goal of this study is to identify the point that explicit knowledge is converted to tacit knowledge and to test a way to quantify the exchange using social media and learning communities.

Keywords: tacit knowledge, knowledge management, college programs, experiential learning, learning communities

Procedia PDF Downloads 338
12328 Comparative Analysis of Classification Methods in Determining Non-Active Student Characteristics in Indonesia Open University

Authors: Dewi Juliah Ratnaningsih, Imas Sukaesih Sitanggang

Abstract:

Classification is one of data mining techniques that aims to discover a model from training data that distinguishes records into the appropriate category or class. Data mining classification methods can be applied in education, for example, to determine the classification of non-active students in Indonesia Open University. This paper presents a comparison of three methods of classification: Naïve Bayes, Bagging, and C.45. The criteria used to evaluate the performance of three methods of classification are stratified cross-validation, confusion matrix, the value of the area under the ROC Curve (AUC), Recall, Precision, and F-measure. The data used for this paper are from the non-active Indonesia Open University students in registration period of 2004.1 to 2012.2. Target analysis requires that non-active students were divided into 3 groups: C1, C2, and C3. Data analyzed are as many as 4173 students. Results of the study show: (1) Bagging method gave a high degree of classification accuracy than Naïve Bayes and C.45, (2) the Bagging classification accuracy rate is 82.99 %, while the Naïve Bayes and C.45 are 80.04 % and 82.74 % respectively, (3) the result of Bagging classification tree method has a large number of nodes, so it is quite difficult in decision making, (4) classification of non-active Indonesia Open University student characteristics uses algorithms C.45, (5) based on the algorithm C.45, there are 5 interesting rules which can describe the characteristics of non-active Indonesia Open University students.

Keywords: comparative analysis, data mining, clasiffication, Bagging, Naïve Bayes, C.45, non-active students, Indonesia Open University

Procedia PDF Downloads 289
12327 Active Islanding Detection Method Using Intelligent Controller

Authors: Kuang-Hsiung Tan, Chih-Chan Hu, Chien-Wu Lan, Shih-Sung Lin, Te-Jen Chang

Abstract:

An active islanding detection method using disturbance signal injection with intelligent controller is proposed in this study. First, a DC\AC power inverter is emulated in the distributed generator (DG) system to implement the tracking control of active power, reactive power outputs and the islanding detection. The proposed active islanding detection method is based on injecting a disturbance signal into the power inverter system through the d-axis current which leads to a frequency deviation at the terminal of the RLC load when the utility power is disconnected. Moreover, in order to improve the transient and steady-state responses of the active power and reactive power outputs of the power inverter, and to further improve the performance of the islanding detection method, two probabilistic fuzzy neural networks (PFNN) are adopted to replace the traditional proportional-integral (PI) controllers for the tracking control and the islanding detection. Furthermore, the network structure and the online learning algorithm of the PFNN are introduced in detail. Finally, the feasibility and effectiveness of the tracking control and the proposed active islanding detection method are verified with experimental results.

Keywords: distributed generators, probabilistic fuzzy neural network, islanding detection, non-detection zone

Procedia PDF Downloads 360
12326 Using Seismic and GPS Data for Hazard Estimation in Some Active Regions in Egypt

Authors: Abdel-Monem Sayed Mohamed

Abstract:

Egypt rapidly growing development is accompanied by increasing levels of standard living particular in its urban areas. However, there is a limited experience in quantifying the sources of risk management in Egypt and in designing efficient strategies to keep away serious impacts of earthquakes. From the historical point of view and recent instrumental records, there are some seismo-active regions in Egypt, where some significant earthquakes had occurred in different places. The special tectonic features in Egypt: Aswan, Greater Cairo, Red Sea and Sinai Peninsula regions are the territories of a high seismic risk, which have to be monitored by up-to date technologies. The investigations of the seismic events and interpretations led to evaluate the seismic hazard for disaster prevention and for the safety of the dense populated regions and the vital national projects as the High Dam. In addition to the monitoring of the recent crustal movements, the most powerful technique of satellite geodesy GPS are used where geodetic networks are covering such seismo-active regions. The results from the data sets are compared and combined in order to determine the main characteristics of the deformation and hazard estimation for specified regions. The final compiled output from the seismological and geodetic analysis threw lights upon the geodynamical regime of these seismo-active regions and put Aswan and Greater Cairo under the lowest class according to horizontal crustal strains classifications. This work will serve a basis for the development of so-called catastrophic models and can be further used for catastrophic risk management. Also, this work is trying to evaluate risk of large catastrophic losses within the important regions including the High Dam, strategic buildings and archeological sites. Studies on possible scenarios of earthquakes and losses are a critical issue for decision making in insurance as a part of mitigation measures.

Keywords: b-value, Gumbel distribution, seismic and GPS data, strain parameters

Procedia PDF Downloads 423
12325 An Introduction to Corporate Financial Reporting Practices in India

Authors: Pradip Kumar Das

Abstract:

India is a developing country and is also one of the most industrialized developing countries of the world. In post-independence period, industry has grown rapidly in India and with industrialization corporate sector in the country has been growing day after day. Nowadays, the investment is not limited to be shareholders alone, apart from the shareholders the common people of the society have also started investing in shares of the corporate sectors. Thus, the responsibilities of the corporate sectors have increased much. Corporate financial reporting refers to a system which provides valuable information to different types of users in the society for taking resourceful decisions with regards to investment policy, organization credit worthiness, profitability, liquidity, provision of taxation etc. The quality of information available to different users fosters the efficient allocation of resources which are very urgent for economic development of a country like India. It is the responsibility of the management of the corporate sector to convey reliable and authentic information with the help of generally accepted accounting principles. Corporate sectors which disclose information through annual reports should be sufficient enough for the purpose of bringing out the salient features relating to business performances and other activities. However, the disclosures practices of the corporate sectors though annual reports have undergone several major changes from time to time. Many a time, these vital changes are in the fashion of presenting information in the annual reports and addition of so many non-statutory disclosures of the company. Very often managements of the corporate sectors are blamed for concealing true picture which is not desirable at all. The corporate financial reporting practice which in the current period has gained a place of prime importance suffers from certain limitations and invites question from the public about its reliability. Thus, the wide gap created by management between the exhibited picture and the real picture sometimes attains to such extent that the purpose of the reporting practice loses its importance. The requirement of full and adequate disclosure of information including information relating to human resources in the annual report in free trade economy of India helps the prospective investors to select the best portfolio of their investments. This paper is a reflection of a modest attempt of the author to highlight the corporate reporting practices followed in India. A cursory glance of the conceptual study shows limitations along with reliability of the reporting practices and suggests measures to overcome the shortcomings of the financial reporting practices.

Keywords: corporate enterprise, cursory glance, portfolio, yawning gap

Procedia PDF Downloads 383
12324 Fault Location Detection in Active Distribution System

Authors: R. Rezaeipour, A. R. Mehrabi

Abstract:

Recent increase of the DGs and microgrids in distribution systems, disturbs the tradition structure of the system. Coordination between protection devices in such a system becomes the concern of the network operators. This paper presents a new method for fault location detection in the active distribution networks, independent of the fault type or its resistance. The method uses synchronized voltage and current measurements at the interconnection of DG units and is able to adapt to changes in the topology of the system. The method has been tested on a 38-bus distribution system, with very encouraging results.

Keywords: fault location detection, active distribution system, micro grids, network operators

Procedia PDF Downloads 752
12323 Basics for Corruption Reduction and Fraud Prevention in Industrial/Humanitarian Organizations through Supplier Management in Supply Chain Systems

Authors: Ibrahim Burki

Abstract:

Unfortunately, all organizations (Industrial and Humanitarian/ Non-governmental organizations) are prone to fraud and corruption in their supply chain management routines. The reputational and financial fallout can be disastrous. With the growing number of companies using suppliers based in the local market has certainly increased the threat of fraud as well as corruption. There are various potential threats like, poor or non-existent record keeping, purchasing of lower quality goods at higher price, excessive entertainment of staff by suppliers, deviations in communications between procurement staff and suppliers, such as calls or text messaging to mobile phones, staff demanding extended periods of notice before they allow an audit to take place, inexperienced buyers and more. But despite all the above-mentioned threats, this research paper emphasize upon the effectiveness of well-maintained vendor/s records and sorting/filtration of vendor/s to cut down the possible threats of corruption and fraud. This exercise is applied in a humanitarian organization of Pakistan but it is applicable to whole South Asia region due to the similarity of culture and contexts. In that firm, there were more than 550 (five hundred and fifty) registered vendors. As during the disasters or emergency phases requirements are met on urgent basis thus, providing golden opportunities for the fake companies or for the brother/sister companies of the already registered companies to be involved in the tendering process without declaration or even under some different (new) company’s name. Therefore, a list of required documents (along with checklist) was developed and sent to all of the vendor(s) in the current database and based upon the receipt of the requested documents vendors were sorted out. Furthermore, these vendors were divided into active (meeting the entire set criterion) and non-active groups. This initial filtration stage allowed the firm to continue its work without a complete shutdown that is only vendors falling in the active group shall be allowed to participate in the tenders by the time whole process is completed. Likewise only those companies or firms meeting the set criterion (active category) shall be allowed to get registered in the future along with a dedicated filing system (soft and hard shall be maintained), and all of the companies/firms in the active group shall be physically verified (visited) by the Committee comprising of senior members of at least Finance department, Supply Chain (other than procurement) and Security department.

Keywords: corruption reduction, fraud prevention, supplier management, industrial/humanitarian organizations

Procedia PDF Downloads 518
12322 A Numerical Study on Semi-Active Control of a Bridge Deck under Seismic Excitation

Authors: A. Yanik, U. Aldemir

Abstract:

This study investigates the benefits of implementing the semi-active devices in relation to passive viscous damping in the context of seismically isolated bridge structures. Since the intrinsically nonlinear nature of semi-active devices prevents the direct evaluation of Laplace transforms, frequency response functions are compiled from the computed time history response to sinusoidal and pulse-like seismic excitation. A simple semi-active control policy is used in regard to passive linear viscous damping and an optimal non-causal semi-active control strategy. The control strategy requires optimization. Euler-Lagrange equations are solved numerically during this procedure. The optimal closed-loop performance is evaluated for an idealized controllable dash-pot. A simplified single-degree-of-freedom model of an isolated bridge is used as numerical example. Two bridge cases are investigated. These cases are; bridge deck without the isolation bearing and bridge deck with the isolation bearing. To compare the performances of the passive and semi-active control cases, frequency dependent acceleration, velocity and displacement response transmissibility ratios Ta(w), Tv(w), and Td(w) are defined. To fully investigate the behavior of the structure subjected to the sinusoidal and pulse type excitations, different damping levels are considered. Numerical results showed that, under the effect of external excitation, bridge deck with semi-active control showed better structural performance than the passive bridge deck case.

Keywords: bridge structures, passive control, seismic, semi-active control, viscous damping

Procedia PDF Downloads 214
12321 Intelligent Semi-Active Suspension Control of a Electric Model Vehicle System

Authors: Shiuh-Jer Huang, Yun-Han Yeh

Abstract:

A four-wheel drive electric vehicle was built with hub DC motors and FPGA embedded control structure. A 40 steps manual adjusting motorcycle shock absorber was refitted with DC motor driving mechanism to construct as a semi-active suspension system. Accelerometer and potentiometer sensors are installed to measure the sprung mass acceleration and suspension system compression or rebound states for control purpose. An intelligent fuzzy logic controller was proposed to real-time search appropriate damping ratio based on vehicle running condition. Then, a robust fuzzy sliding mode controller (FSMC) is employed to regulate the target damping ratio of each wheel axis semi-active suspension system. Finally, different road surface conditions are chosen to evaluate the control performance of this semi-active suspension and compare with that of passive system based on wheel axis acceleration signal.

Keywords: acceleration, FPGA, Fuzzy sliding mode control, semi-active suspension

Procedia PDF Downloads 386
12320 The Application of Active Learning to Develop Creativity in General Education

Authors: Chalermwut Wijit

Abstract:

This research is conducted in order to 1) study the result of applying “Active Learning” in general education subject to develop creativity 2) explore problems and obstacles in applying Active Learning in general education subject to improve the creativity in 1780 undergraduate students who registered this subject in the first semester 2013. The research is implemented by allocating the students into several groups of 10 -15 students and assigning them to design the activities for society under the four main conditions including 1) require no financial resources 2) practical 3) can be attended by every student 4) must be accomplished within 2 weeks. The researcher evaluated the creativity prior and after the study. Ultimately, the problems and obstacles from creating activity are evaluated from the open-ended questions in the questionnaires. The study result states that overall average scores on students’ ability increased significantly in terms of creativity, analytical ability and the synthesis, the complexity of working plan and team working. It can be inferred from the outcome that active learning is one of the most efficient methods in developing creativity in general education.

Keywords: creative thinking, active learning, general education, social sustainability

Procedia PDF Downloads 165
12319 Application of Stochastic Models on the Portuguese Population and Distortion to Workers Compensation Pensioners Experience

Authors: Nkwenti Mbelli Njah

Abstract:

This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

Procedia PDF Downloads 141
12318 Robust State feedback Controller for an Active Suspension System

Authors: Hussein Altartouri

Abstract:

The purpose of this paper is to present a modeling and control of the active suspension system using robust state feedback controller implemented for a half car model. This system represents a mechatronic system which contains all the essential components to be considered a complete mechatronic system. This system must adapt different conditions which are difficult to compromise, such as disturbances, slippage, and motion on rough road (that contains rocks, stones, and other miscellanies). Some current automobile suspension systems use passive components only by utilizing spring and damping coefficient with fixed rates. Vehicle suspensions systems are used to provide good road handling and improve passenger comfort. Passive suspensions only offer compromise between these two conflicting criteria. Active suspension poses the ability to reduce the traditional design as a compromise between handling and comfort by directly controlling the suspensions force actuators. In this study, the robust state feedback controller implemented to the active suspensions system for half car model.

Keywords: half-car model, active suspension system, state feedback, road profile

Procedia PDF Downloads 370
12317 Seeking Safe Haven: An Analysis of Gold Performance during Periods of High Volatility

Authors: Gerald Abdesaken, Thomas O. Miller

Abstract:

This paper analyzes the performance of gold as a safe-haven investment. Assuming high market volatility as an impetus to seek a safe haven in gold, the return of gold relative to the stock market, as measured by the S&P 500, is tracked. Using the Chicago Board Options Exchange (CBOE) volatility index (VIX) as a measure of stock market volatility, various criteria are established for when an investor would seek a safe haven to avoid high levels of risk. The results show that in a vast majority of cases, the S&P 500 outperforms gold during these periods of high volatility and suggests investors who seek safe haven are underperforming the market.

Keywords: gold, portfolio management, safe haven, VIX

Procedia PDF Downloads 130
12316 The Perceptions, Experiences, and Views of E-Tutors on Active Learning in the ODeL Context

Authors: Bunki Enid Pitsoane

Abstract:

This study was influenced by the radical change in the tutorial system of UNISA, immigrating from face to face to E-tutoring. The study was undertaken to investigate the perceptions, experiences, and views of E-tutors in relation to active learning. The study is aimed at capturing the views and experiences of E-tutors as they are deemed to implement active learning within their E-tutoring. The problem was traced from Developmental and behaviorist’s theorists perspective and factors related to perception, experience, and views of E-tutors on active learning. The research is aligned with the views of constructivism which put more emphasis on situated learning, chaos, and digital factors. The basis of the theory is that learning is developmental, situational and context-sensitive and also digital. The theorists further purports that the tutor’s conception of teaching and learning influence their tutoring style. In order to support or reject the findings of the literature study, qualitative research in the form of interviews and document analysis were conducted. The sample of the study constituted of 10 E-tutors who are involved in tutoring modules from the College of Education. The identified E-tutors were randomly selected based on their availability. The data concerning E-tutors perception and experience was analysed and interpreted. The results of the empirical study indicated that some tutors are struggling to implement active learning because they are digital immigrants or they lack in digital knowledge which affect productivity in their teaching.

Keywords: E-Tutoring, active learning, perceptions, views

Procedia PDF Downloads 186
12315 Bronchospasm Analysis Following the Implementation of a Program of Maximum Aerobic Exercise in Active Men

Authors: Sajjad Shojaeidoust, Mohsen Ghanbarzadeh, Abdolhamid Habibi

Abstract:

Exercise-induced bronchospasm (EIB) is a transitory condition of airflow obstruction that is associated with physical activities. It is noted that high ventilation can lead to an increase in the heat and reduce in the moisture in airways resistance of trachea. Also causes of pathophysiological mechanism are EIB. Accordingly, studying some parameters of pulmonary function (FVC, FEV1) among active people seems quintessential. The aim of this study was to analyze bronchospasm following the implementation of a program of maximum aerobic exercise in active men at Chamran University of Ahwaz. Method: In this quasi-experimental study, the population consisted of all students at Chamran University. Among from 55 participants, of which, 15 were randomly selected as the experimental group. In this study, the size of the maximum oxygen consumption was initially measured, and then, based on the maximum oxygen consumed, the active individuals were identified. After five minutes’ warm-up, Strand treadmill exercise test was taken (one session) and pulmonary parameters were measured at both pre- and post-tests (spirometer). After data normalization using KS and non-normality of the data, the Wilcoxon test was used to analyze the data. The significance level for all statistical surveys was considered p≤0/05. Results: The results showed that the ventilation factors and bronchospasm (FVC, FEV1) in the pre-test and post-test resulted in no significant difference among the active people (p≥0/05). Discussion and conclusion: Based on the results observed in this study, it appears that pulmonary indices in active individuals increased after aerobic test. The increase in this indicator in active people is due to increased volume and elasticity of the lungs as well. In other words, pulmonary index is affected by rib muscles. It is considered that progress over respiratory muscle strength and endurance has raised FEV1 in the active cases.

Keywords: aerobic active maximum, bronchospasm, pulmonary function, spirometer

Procedia PDF Downloads 259
12314 Semiconductor Nanofilm Based Schottky-Barrier Solar Cells

Authors: Mariyappan Shanmugam, Bin Yu

Abstract:

Schottky-barrier solar cells are demonstrated employing 2D-layered MoS2 and WS2 semiconductor nanofilms as photo-active material candidates synthesized by chemical vapor deposition method. Large area MoS2 and WS2 nanofilms are stacked by layer transfer process to achieve thicker photo-active material studied by atomic force microscopy showing a thickness in the range of ~200 nm. Two major vibrational active modes associated with 2D-layered MoS2 and WS2 are studied by Raman spectroscopic technique to estimate the quality of the nanofilms. Schottky-barrier solar cells employed MoS2 and WS2 active materials exhibited photoconversion efficiency of 1.8 % and 1.7 % respectively. Fermi-level pinning at metal/semiconductor interface, electronic transport and possible recombination mechanisms are studied in the Schottky-barrier solar cells.

Keywords: two-dimensional nanosheet, graphene, hexagonal boron nitride, solar cell, Schottky barrier

Procedia PDF Downloads 302
12313 Human Leukocyte Antigen Class 1 Phenotype Distribution and Analysis in Persons from Central Uganda with Active Tuberculosis and Latent Mycobacterium tuberculosis Infection

Authors: Helen K. Buteme, Rebecca Axelsson-Robertson, Moses L. Joloba, Henry W. Boom, Gunilla Kallenius, Markus Maeurer

Abstract:

Background: The Ugandan population is heavily affected by infectious diseases and Human leukocyte antigen (HLA) diversity plays a crucial role in the host-pathogen interaction and affects the rates of disease acquisition and outcome. The identification of HLA class 1 alleles and determining which alleles are associated with tuberculosis (TB) outcomes would help in screening individuals in TB endemic areas for susceptibility to TB and to predict resistance or progression to TB which would inevitably lead to better clinical management of TB. Aims: To be able to determine the HLA class 1 phenotype distribution in a Ugandan TB cohort and to establish the relationship between these phenotypes and active and latent TB. Methods: Blood samples were drawn from 32 HIV negative individuals with active TB and 45 HIV negative individuals with latent MTB infection. DNA was extracted from the blood samples and the DNA samples HLA typed by the polymerase chain reaction-sequence specific primer method. The allelic frequencies were determined by direct count. Results: HLA-A*02, A*01, A*74, A*30, B*15, B*58, C*07, C*03 and C*04 were the dominant phenotypes in this Ugandan cohort. There were differences in the distribution of HLA types between the individuals with active TB and the individuals with LTBI with only HLA-A*03 allele showing a statistically significant difference (p=0.0136). However, after FDR computation the corresponding q-value is above the expected proportion of false discoveries (q-value 0.2176). Key findings: We identified a number of HLA class I alleles in a population from Central Uganda which will enable us to carry out a functional characterization of CD8+ T-cell mediated immune responses to MTB. Our results also suggest that there may be a positive association between the HLA-A*03 allele and TB implying that individuals with the HLA-A*03 allele are at a higher risk of developing active TB.

Keywords: HLA, phenotype, tuberculosis, Uganda

Procedia PDF Downloads 379
12312 Controller Design for Active Suspension System of 1/4 Car with Unknown Mass and Time-Delay

Authors: Ali Al-Zughaibi

Abstract:

The purpose of this paper is to present a modeling and control of the quarter car active suspension system with unknown mass, unknown time-delay and road disturbance. The objective of designing the controller by deriving a control law to achieve stability of the system and convergence that can considerably improve the ride comfort and road disturbance handling. Thus is accomplished by using Routh-Herwitz criterion and based on some assumptions. A mathematical proof is given to show the ability of the designed controller to ensure stability and convergence of the active suspension system and dispersion oscillation of system with unknown mass, time-delay and road disturbances. Simulations were also performed for controlling quarter car suspension, where the results obtained from these simulations verify the validity of the proposed design.

Keywords: active suspension system, time-delay, disturbance rejection, dynamic uncertainty

Procedia PDF Downloads 300
12311 Filtering Momentum Life Cycles, Price Acceleration Signals and Trend Reversals for Stocks, Credit Derivatives and Bonds

Authors: Periklis Brakatsoulas

Abstract:

Recent empirical research shows a growing interest in investment decision-making under market anomalies that contradict the rational paradigm. Momentum is undoubtedly one of the most robust anomalies in the empirical asset pricing research and remains surprisingly lucrative ever since first documented. Although predominantly phenomena identified across equities, momentum premia are now evident across various asset classes. Yet few many attempts are made so far to provide traders a diversified portfolio of strategies across different assets and markets. Moreover, literature focuses on patterns from past returns rather than mechanisms to signal future price directions prior to momentum runs. The aim of this paper is to develop a diversified portfolio approach to price distortion signals using daily position data on stocks, credit derivatives, and bonds. An algorithm allocates assets periodically, and new investment tactics take over upon price momentum signals and across different ranking groups. We focus on momentum life cycles, trend reversals, and price acceleration signals. The main effort here concentrates on the density, time span and maturity of momentum phenomena to identify consistent patterns over time and measure the predictive power of buy-sell signals generated by these anomalies. To tackle this, we propose a two-stage modelling process. First, we generate forecasts on core macroeconomic drivers. Secondly, satellite models generate market risk forecasts using the core driver projections generated at the first stage as input. Moreover, using a combination of the ARFIMA and FIGARCH models, we examine the dependence of consecutive observations across time and portfolio assets since long memory behavior in volatilities of one market appears to trigger persistent volatility patterns across other markets. We believe that this is the first work that employs evidence of volatility transmissions among derivatives, equities, and bonds to identify momentum life cycle patterns.

Keywords: forecasting, long memory, momentum, returns

Procedia PDF Downloads 78
12310 Coevaluations Software among Students in Active Learning Methodology

Authors: Adriano Pinargote, Josue Mosquera, Eduardo Montero, Dalton Noboa, Jenny Venegas, Genesis Vasquez Escuela

Abstract:

In the framework of Pre University learning of the Polytechnic School of the Litoral, Guayaquil, Ecuador, the methodology of Active Learning (Flipped Classroom) has been implemented for applicants who wish to obtain a quota within the university. To complement the Active Learning cycle, it has been proposed that the respective students influence the qualification of their work groups, for which a web platform has been created that allows them to evaluate the performance of their peers through a digital coevaluation that measures through statistical methods, the group and individual performance score that can reflect in numbers a weighting score corresponding to the grade of each student. Their feedback provided by the group help to improve the performance of the activities carried out in classes because the note reflects the commitment with their classmates shown in the class, within this analysis we will determine if this implementation directly influences the performance of the grades obtained by the student.

Keywords: active learning, coevaluation, flipped classroom, pre university

Procedia PDF Downloads 112
12309 Dynamic Active Earth Pressure on Flexible Cantilever Retaining Wall

Authors: Snehal R. Pathak, Sachin S. Munnoli

Abstract:

Evaluation of dynamic earth pressure on retaining wall is a topic of primary importance. In present paper, dynamic active earth pressure and displacement of flexible cantilever retaining wall has been evaluated analytically using 2-DOF mass-spring-dashpot model by incorporating both wall and backfill properties. The effect of wall flexibility on dynamic active earth pressure and wall displacement are studied and presented in graphical form. The obtained results are then compared with the various conventional methods, experimental analysis and also with PLAXIS analysis. It is observed that the dynamic active earth pressure decreases with increase in the wall flexibility while wall displacement increases linearly with flexibility of the wall. The results obtained by proposed 2-DOF analytical model are found to be more realistic and economical.

Keywords: earth pressure, earthquake, 2-DOF model, Plaxis, retaining walls, wall movement

Procedia PDF Downloads 504
12308 Active Imagination: The Effective Factor in the Practice of Psychotherapy

Authors: Sonia Regina Lyra

Abstract:

The desire for unequivocal clarity is understandable, but this can make one forget that things of the soul are experiential processes, or transformations, which should never be designated unilaterally if it is not wanted to transform something that moves, a living thing, into something static. Among the so-called ‘things of the soul’ there are especially spontaneous fantasies, that emerge during the processes, as a result from the use of the active imagination technique, for when fantasy is not forced, violated, or subjugated by an illegitimate, intellectually preconceived idea, then it is a legitimate and authentic product of the unconscious mind. This is how one can gain access to unadulterated information about everything that transcends the conscious mind. However, it is vital to discern between ego and non-ego, because this principle will result in a release of energy and a renewal of life, which will come to have meaning. This study will deal with the active imagination as a knowledge that depends on the individual experience of the therapist because the patient will be taken just to reach where the unconscious of the therapist was assimilated to his own conscience. In this way, the therapist becomes the method itself, being his personality, a fundamental part of an effective factor.

Keywords: active imagination, effective factor, synchronicity, symptom

Procedia PDF Downloads 165
12307 Investigation of the Effects of Dry Needling With Stretching Upper Trapezius Muscle on Clinical Outcomes in Participants With Active Myofascial Trigger Point.

Authors: Marzieh Yassin, Fereshteh Navaee, Javad Sarrafzadeh, Reza Salehi

Abstract:

Introduction: Myofascial trigger point (MTrP) is one of the most common sources of musculoskeletal pain. Approximately 30-85% of the patients with musculoskeletal pains would experience MTrP in their life. The prevalence of MTrP has reported in the patients seen in a general orthopedic clinic, general medical clinic and specialty pain management centers, 21%, 30% and 93% respectively. Nowadays, dry needling is suggested as a standard treatment for MTrPs. The purpose of the present study was to examine the effectiveness of dry needling with stretching upper trapezius muscle on pain and pain pressure threshold in participants with active myofascial trigger point. Methods: Thirty participants with an active myofascial trigger point of the upper trapezius muscle were randomly divided into two groups: dry needling with passive stretch (n=15) and passive stretch alone (n=15). They received 5 sessions of the treatments for three weeks. The outcomes were pain intensity and pain pressure threshold that were assessed with visual analogue scale and algometer respectively. Results: Significant improvement in pain and pain pressure threshold was observed in both groups (P=0.0001) after the treatment. Also, the results showed a significant difference in measurements between two groups (P<0.05). Conclusion: Dry needling with passive stretch can be more effective on pain and pain pressure threshold than passive stretching alone in short term in participants with active myofascial trigger points.

Keywords: dry needling, myofascial pain syndrome, myofascial trigger point, stretching

Procedia PDF Downloads 32
12306 Comparison of the Dynamic Characteristics of Active and Passive Hybrid Bearings

Authors: Denis V. Shutin, Alexander Yu. Babin, Leonid A. Savin

Abstract:

One of the ways of reducing vibroactivity of rotor systems is to apply active hybrid bearings. Their design allows correction of the rotor’s location by means of separately controlling the supply pressure of the lubricant into the friction area. In a most simple case, the control system is based on a P-regulator. Increase of the gain coefficient allows decreasing the amplitude of rotor’s vibrations. The same effect can be achieved by means of increasing the pressure in the collector of a traditional passive hybrid bearing. However, these approaches affect the dynamic characteristics of the bearing differently. Theoretical studies show that the increase of the gain coefficient of an active bearing increases the stiffness of the bearing, as well as the increase of the pressure in the collector. Nevertheless, in case of a passive bearing, the damping properties deteriorate, whereas the active hybrid bearings obtain higher damping properties, which allow effectively providing the energy dissipation of the rotor vibrations and reducing the load on the constructional elements of a machine.

Keywords: active bearings, control system, damping, hybrid bearings, stiffness

Procedia PDF Downloads 350
12305 Student-Created Videos to Foster Active Learning in Heat Transfer Course

Authors: W.Appamana, S. Jantasee, P. Siwarasak, T. Mueansichai, C. Kaewbuddee

Abstract:

Heat transfer is important in chemical engineering field. We have to know how to predict rates of heat transfer in a variety of process situations. Therefore, heat transfer learning is one of the greatest challenges for undergraduate students in chemical engineering. To enhance student learning in classroom, active-learning method was proposed in a single classroom, using problems based on videos and creating video, think-pair-share and jigsaw technique. The result shows that active learning method can prevent copying of the solutions manual for students and improve average examination scores about 5% when comparing with students in traditional section. Overall, this project represents an effective type of class that motivates student-centric learning while enhancing self-motivation, creative thinking and critical analysis among students.

Keywords: active learning, student-created video, self-motivation, creative thinking

Procedia PDF Downloads 208
12304 Cross-Sectional Analysis of Sustainability Activities in the Pharmaceutical Companies

Authors: Kanika Saxena, Sunita Balani

Abstract:

Purpose - The aim of the study is to compare the reported sustainability activities in areas of emission, water management and gender equality, currently undertaken by the seven major pharmaceutical companies. Methodology: The published corporate sustainability activity reports for the year 2017 for seven pharmaceutical companies have been studied. The two main criteria for the inclusion of pharmaceutical companies in this study are that they are globally recognized and active in the field of sustainability reporting. Company’s actions and initiatives have been grouped under three categories: (i) Emissions (ii) Water management (iii) Gender Equality in terms of employee workforce. Findings: Based on the sustainability reports, quantification and grading of the companies showed interesting results. Johnson & Johnson and Bayer are leading their activities under emissions and water management categories. The number of activities under emission and water management in case of Eli Lily, Roche, Sanofi, Pfizer and GlaxoSmithKline were 19, 16, 16, 11 and 6 respectively. Johnson & Johnson and Eli Lily are leading in taking the initiatives to curb the problem of emissions as compared with other 5 companies. Under the category of gender equality in terms of employee workforce, Eli Lily is leading the group of sampled companies with 47% of women employee workforce globally followed by Sanofi with 46.2% (42.2% of managers) female employees. It has also been observed that in some of the reports, gender diversification in the workforce has not been mentioned though the total number of employees were mentioned. Conclusion: This study could serve as the informative material for future in-depth industry-specific studies in order to find out the participation of the pharmaceutical companies in the reporting of the sustainability activities especially in reference to emission, water management and gender equality in the workforce. In addition to it, this can be helpful as a reference point for other companies in the pharmaceutical sector who are yet to explore the field of sustainability initiatives and reporting. Due to the limited scope of this study, only seven major players of the pharmaceutical sector who are active in the field of sustainability have been considered.

Keywords: emission, gender equality workforce, pharmaceutical, sustainability, water management

Procedia PDF Downloads 118
12303 Plasticity in Matrix Dominated Metal-Matrix Composite with One Active Slip Based Dislocation

Authors: Temesgen Takele Kasa

Abstract:

The main aim of this paper is to suggest one active slip based continuum dislocation approach to matrix dominated MMC plasticity analysis. The approach centered the free energy principles through the continuum behavior of dislocations combined with small strain continuum kinematics. The analytical derivation of this method includes the formulation of one active slip system, the thermodynamic approach of dislocations, determination of free energy, and evolution of dislocations. In addition zero and non-zero energy dissipation analysis of dislocation evolution is also formulated by using varational energy minimization method. In general, this work shows its capability to analyze the plasticity of matrix dominated MMC with inclusions. The proposed method is also found to be capable of handling plasticity of MMC.

Keywords: active slip, continuum dislocation, distortion, dominated, energy dissipation, matrix dominated, plasticity

Procedia PDF Downloads 360
12302 Uncertainty in Risk Modeling

Authors: Mueller Jann, Hoffmann Christian Hugo

Abstract:

Conventional quantitative risk management in banking is a risk factor of its own, because it rests on assumptions such as independence and availability of data which do not hold when rare events of extreme consequences are involved. There is a growing recognition of the need for alternative risk measures that do not make these assumptions. We propose a novel method for modeling the risk associated with investment products, in particular derivatives, by using a formal language for specifying financial contracts. Expressions in this language are interpreted in the category of values annotated with (a formal representation of) uncertainty. The choice of uncertainty formalism thus becomes a parameter of the model, so it can be adapted to the particular application and it is not constrained to classical probabilities. We demonstrate our approach using a simple logic-based uncertainty model and a case study in which we assess the risk of counter party default in a portfolio of collateralized loans.

Keywords: risk model, uncertainty monad, derivatives, contract algebra

Procedia PDF Downloads 546
12301 The Determinants of Senior Students, Behavioral Intention on the Blended E-Learning for the Ceramics Teaching Course at the Active Aging University

Authors: Horng-Jyh Chen, Yi-Fang Chen, Chien-Liang Lin

Abstract:

In this paper, the authors try to investigate the determinants of behavioral intention of the blended e-learning course for senior students at the Active Ageing University in Taiwan. Due to lower proficiency in the use of computers and less experience on learning styles of the blended e-learning course for senior students will be expected quite different from those for most young students. After more than five weeks course for two years the questionnaire survey is executed to collect data for statistical analysis in order to understand the determinants of the behavioral intention for senior students. The object of this study is at one of the Active Ageing University in Taiwan total of 84 senior students in the blended e-learning for the ceramics teaching course. The research results show that only the perceived usefulness of the blended e-learning course has significant positive relationship with the behavioral intention.

Keywords: Active Aging University, blended e-learning, ceramics teaching course, behavioral intention

Procedia PDF Downloads 377
12300 Active Learning Based on Science Experiments to Improve Scientific Literacy

Authors: Kunihiro Kamataki

Abstract:

In this study, active learning based on simple science experiments was developed in a university class of the freshman, in order to improve their scientific literacy. Through the active learning based on simple experiments of generation of cloud in a plastic bottle, students increased the interest in the global atmospheric problem and were able to discuss and find solutions about this problem positively from various viewpoints of the science technology, the politics, the economy, the diplomacy and the relations among nations. The results of their questionnaires and free descriptions of this class indicate that they improve the scientific literacy and motivations of other classroom lectures to acquire knowledge. It is thus suggested that the science experiment is strong tool to improve their intellectual curiosity rapidly and the connections that link the impression of science experiment and their interest of the social problem is very important to enhance their learning effect in this education.

Keywords: active learning, scientific literacy, simple scientific experiment, university education

Procedia PDF Downloads 232