Search results for: cumulative past inaccuracy

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

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After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

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Authors: Faustina Masocha

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This study sought to determine if the Covid-19 pandemic played a disruptive role in the signalling effect of dividend increases for the Top 40 companies listed on the Johannesburg Stock Exchange. With the use of Event Study Methodologies, it was found that dividend increases that were announced in the 2018 and 2019 financial years resulted in Cumulative Abnormal Returns (CARs) that were significantly different from zero, as confirmed by a p-value of 0,0300. This resulted in the conclusion that, under normal circumstances, dividend increases follow the precepts outlined in signalling theories which indicate that the announcement of dividend increases sent positive signals about the expected financial performance of a company. To prove the notion that Covid-19 plays a disruptive role on the signalling hypothesis, it was found from both parametric and non-parametric tests of significance that CARs related to dividend increases that were announced during the 2020 and 2021 financial years, when the Covid-19 pandemic was at its peak, were not significantly different from zero. Therefore, although the dividend increases still resulted in some CARs, such CARs were not statistically different from zero to confirm the signalling hypothesis. A p-value of 0.9830 from parametric t-tests and a p-value of 0.8971 from the Wilcoxon signed-rank test were used as a gauge that led to the conclusion that Covid-19 plays a disruptive effect on the signalling process of dividend increases.

Keywords: cumulative abnormal returns, dividend increases, event study methodology, signalling

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Authors: Samuel Quashie

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PhDs in Construction Management often designs their methods based on those established in social sciences using theoretical models, to collect, gather and analysis data to answer research questions. Work aim is to apply qualitative and quantitative as a data analysis method, and as part of the theoretical framework - descriptive theory. To improve the ability to replicate the contribution to knowledge the research. Using practical triangulation approach, which covers, interviews and observations, literature review and (archival) document studies, project-based case studies, questionnaires surveys and review of integrated systems used in, construction and construction related industries. The clarification of organisational context and management delivery that influences organizational performance and quality of product and measures are achieved. Results illustrate improved reliability in this research approach when interpreting real world phenomena; cumulative results of research can be applied with confidence under similar environments. Assisted validity of the PhD research outcomes and strengthens the confidence to apply cumulative results of research under similar conditions in the Built Environment research systems, which have been criticised for the lack of reliability in approaches when interpreting real world phenomena.

Keywords: case studies, descriptive theory, theoretical framework, qualitative and quantitative research

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Authors: A. G. Kovalenko, Y. N. Amirgaliyev, A. U. Kalizhanova, L. S. Balgabayeva, A. H. Kozbakova, Z. S. Aitkulov

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It is known that statistical information on operation of the compound multisite system is often far from the description of actual state of the system and does not allow drawing any conclusions about the correctness of its operation. For example, from the world practice of operation of systems of water supply, water disposal, it is known that total measurements at consumers and at suppliers differ between 40-60%. It is connected with mathematical measure of inaccuracy as well as ineffective running of corresponding systems. Analysis of widely-distributed systems is more difficult, in which subjects, which are self-maintained in decision-making, carry out economic interaction in production, act of purchase and sale, resale and consumption. This work analyzed mathematical models of sellers, consumers, arbitragers and the models of their interaction in the provision of dispersed single-product market of perfect competition. On the basis of these models, the methods, allowing estimation of every subject’s operating options and systems as a whole are given.

Keywords: dispersed systems, models, hydraulic network, algorithms

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Authors: Yang Cao

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Analyzing the oral production of Chinese-speaking learners of English as a second language (L2), we can find a large variety of verb inflections – Why does it seem so hard for them to use consistent correct past morphologies in obligatory past contexts? Failed Functional Features Hypothesis (FFFH) attributes the rather non-target-like performance to the absence of [±past] feature in their L1 Chinese, arguing that for post puberty learners, new features in L2 are no more accessible. By contrast, Missing Surface Inflection Hypothesis (MSIH) tends to believe that all features are actually acquirable for late L2 learners, while due to the mapping difficulties from features to forms, it is hard for them to realize the consistent past morphologies on the surface. However, most of the studies are limited to the verb morphologies in finite clauses and few studies have ever attempted to figure out these learners’ performance in non-finite clauses. Additionally, it has been discussed that Chinese learners may be able to tell the finite/infinite distinction (i.e. the [±finite] feature might be selected in Chinese, even though the existence of [±past] is denied). Therefore, adopting a self-paced reading task (SPR), the current study aims to analyze the processing patterns of Chinese-speaking learners of L2 Russian, in order to find out if they are sensitive to misuse of tense morphologies in both finite and non-finite clauses and whether they are sensitive to the finite/infinite distinction presented in Russian. The study targets L2 Russian due to its systematic morphologies in both present and past tenses. A native Russian group, as well as a group of English-speaking learners of Russian, whose L1 has definitely selected both [±finite] and [±past] features, will also be involved. By comparing and contrasting performance of the three language groups, the study is going to further examine and discuss the two theories, FFFH and MSIH. Preliminary hypotheses are: a) Russian native speakers are expected to spend longer time reading the verb forms which violate the grammar; b) it is expected that Chinese participants are, at least, sensitive to the misuse of inflected verbs in non-finite clauses, although no sensitivity to the misuse of infinitives in finite clauses might be found. Therefore, an interaction of finite and grammaticality is expected to be found, which indicate that these learners are able to tell the finite/infinite distinction; and c) having selected [±finite] and [±past], English-speaking learners of Russian are expected to behave target-likely, supporting L1 transfer.

Keywords: features, finite clauses, morphosyntax, non-finite clauses, past morphologies, present morphologies, Second Language Acquisition, self-paced reading task, verb inflections

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Authors: J. Lück, S. Rudman

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Language has long been a site of struggle in South Africa with an educational language policy that favoured English and Afrikaans as high status languages and positioned other language users in deficit ways. Furthermore, a segregationist past led to individuals viewing each other as racial beings and racial categorisations still prevail in private and public life. It has been argued that it is important to explore how South African youth identities are being constructed, if past discourses still shape their identities or if they are negotiating new ways of being. The paper probes the role of language, discourse and embedded ideologies in the persistence or not of youth linguistic identities and discourses, the implications for their lived realities and for their construction of other language users and the possibilities of shifts occurring with an awareness of such discourses. It finds that past discourses continue to shape youth identities and are surging in the light of what is happening in the country today.

Keywords: discourse, ideologies, language, linguistic identities

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Authors: Naira Ghambaryan, Gagik Hakobyan

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Purpose:The study was to evaluate the survival rate of short implants (5-6 mm) functionalized with UV radiation placed in the posterior segments of the atrophied maxilla. Materials and Methods:The study included 47 patients with unilateral/bilateral missing teeth and vertical atrophy of the posterior maxillary area. A total of 64 short UV-functionalized implants and 62 standard implants over 10 mm in length were placed in patients. The clinical indices included the following parameters: ISQБ MBL, OHIP-G scale. Results: For short implants, the median ISQ at placement was 62.2 for primary stability, and the median ISQ at 5 months was 69.6 ISQ. For standart implant, the mean ISQ at placement was 64.3 ISQ, and ISQ after 5 months was 71.6 ISQ. Аfter 6 months mean MBL short implants 0.87 mm, after 1 year, 1.13 mm, after 5 year was 1.48 mm. Аfter 6 months, mean MBL standard implants 0.84 mm, after 1 year, 1.24 mm, after 5 year was 1.58 mm. Mean OHIP-G scores -patients satisfaction with the implant at 4.8 ± 0.3, satisfaction with the operation 4.6 ± 0.4; satisfaction with prosthetics 4.7 ± 0.5. Cumulative 5-year short implants rates was 96.7%, standard implants was 97.4%, and prosthesis cumulative survival rate was 97.2%. Conclusions: Short implants with ultraviolet functionalization for prosthetic rehabilitation of the posterior resorbed maxilla region is a reliable, reasonable alternative to sinus lift, demonstrating fewer complications, satisfactory survival of a 5-year follow-up period, and reducing the number of additional surgical interventions and postoperative complications.

Keywords: short implant, ultraviolet functionalization, atrophic posterior maxilla, prosthodontic rehabilitation

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Authors: Manal M. H. Said Najjar

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Arab Grammarians stood at variance with regard to the definition of kana (which might equal was, were, the past form of “be” in English). Kana was considered as a verb, a particle, or a quasi-verb by different scholars; others saw it as an auxiliary verb; while some other scholars categorized kana as one of the incomplete verbs or (Afa’al naqisa) based on two different claims: first, a considerable group of grammarians saw kana as fie’l naqis or an incomplete verb since it indicates time, but not the event or action itself. Second, kana requires a predicate (xabar) to complete the meaning, i.e., it does not suffice itself with a noun in the nominal sentence. This study argues that categorizing the verb kana as fie’l naqis or an incomplete verb is inaccurate and confusing since the term “incomplete” does not agree with its characteristics, meanings, and temporal indications. Moreover, interpreting kana as a past verb is also inaccurate. kana كان (derived from the absolute action of being كون) is considered unique and the most comprehensive verb, encompassing all tenses of the past, present, and future within the dimensions of continuity and eternity of all possible actions under “being”.

Keywords: pragmatics, kana, context, Arab grammarians, meaning, fie’l naqis

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Authors: Jovana Vukcevic, Sanja Pekovic, Djurdjica Perovic, Tatjana Stanovcic

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This paper presents a critical inquiry into the role of uncomfortable heritage in nation branding with the particular focus on the specificities of the politics of memory, forgetting and revisionism in the post-communist post-Yugoslavia. It addresses legacies of unwanted, ambivalent or unacknowledged past and different strategies employed by the former-Yugoslav states and private actors in “rebranding” their heritage, ensuring its preservation, but re-contextualizing the narrative of the past through contemporary tourism practices. It questions the interplay between nostalgia, heritage and market, and the role of heritage in polishing the history of totalitarian and authoritarian regimes in the Balkans. It argues that in post-socialist Yugoslavia, the necessity to limit correlations with former ideology and the use of the commercial brush in shaping a marketable version of the past instigated the emergence of the profit-oriented heritage practices. Building on that argument, the paper addresses these issues as “commodification” and “disneyfication” of Balkans’ ambivalent heritage, contributing to the analysis of changing forms of memorialisation and heritagization practices in Europe. It questions the process of ‘coming to terms with the past’ through marketable forms of heritage tourism, fetching the boundary between market-driven nostalgia and state-imposed heritage policies. In order to analyse plurality of ways of dealing with controversial, ambivalent and unwanted heritage of dictatorships in the Balkans, the paper considers two prominent examples of heritage commodification in Serbia and Montenegro, and the re-appropriations of those narratives for the nation branding purposes. The first one is the story of the Tito’s Blue Train, the landmark of the socialist past and the symbol of Yugoslavia which has nowadays being used for birthday parties and marriage celebrations, while the second emphasises the unusual business arrangement turning the fortress Mamula, former concentration camp through the Second World War, into a luxurious Mediterranean resort. Questioning how the ‘uneasy’ past was acknowledged and embedded into the official heritage institutions and tourism practices, study examines the changing relation towards the legacies of dictatorships, inviting us to rethink the economic models of the things past. Analysis of these processes should contribute to better understanding of the new mnemonics strategies and (converging?) ways of ‘doing’ past in Europe.

Keywords: commodification, heritage tourism, totalitarianism, Serbia, Montenegro

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Authors: Anon Paserakung, Chaloemphon Muangyen, Suban Foiklang, Yanin Opatpatanakit

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Improving nutritive values and digestibility of maize stover is an alternative way to increase their utilization in ruminant and reduce air pollution from open burning of maize stover in the northern Thailand. The present study, 2x3 factorial arrangements in completely randomized design was conducted to investigate the effect of maize stover components (whole and upper stover; cut above 5th node). Urea treatment at levels 0, 3, and 6% DM on dry matter digestibility and fermentation kinetics of maize stover using in vitro gas production. After 21 days of urea treatment, results illustrated that there was no interaction between maize stover components and urea treatment on 48h in vitro dry matter digestibility (IVDMD). IVDMD was unaffected by maize stover components (P > 0.05), average IVDMD was 55%. However, using whole maize stover gave higher cumulative gas and gas kinetic parameters than those of upper stover (P<0.05). Treating maize stover by ensiling with urea resulted in a significant linear increase in IVDMD (P<0.05). IVDMD increased from 42.6% to 53.9% when increased urea concentration from 0 to 3% and maximum IVDMD (65.1%) was observed when maize stover was ensiled with 6% urea. Maize stover treated with urea at levels of 0, 3, and 6% linearly increased cumulative gas production at 96h (31.1 vs 50.5 and 59.1 ml, respectively) and all gas kinetic parameters excepted the gas production from the immediately soluble fraction (P<0.50). The results indicate that maize stover treated with 6% urea enhance in vitro dry matter digestibility and fermentation kinetics. This study provides a practical approach to increasing utilization of maize stover in feeding ruminant animals.

Keywords: maize stover, urea treatment, ruminant feed, gas production

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Authors: Suriyani Ariffin, Nor Aziah Alias, Khairil Iskandar Othman, Haslinda Yusoff

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An Integrated Cumulative Grade Point Average (iCGPA) is a mechanism and strategy to ensure the curriculum of an academic programme is constructively aligned to the expected learning outcomes and student performance based on the attainment of those learning outcomes that is reported objectively in a spider web. Much effort and time has been spent to develop a viable mechanism and trains academics to utilize the platform for reporting. The question is: How well do learners conceive the idea of their achievement via iCGPA and whether quality learner attributes have been nurtured through the iCGPA mechanism? This paper presents the architecture of an integrated CGPA mechanism purported to address a holistic evaluation from the evaluation of courses learning outcomes to aligned programme learning outcomes attainment. The paper then discusses the students’ understanding of the mechanism and evaluation of their achievement from the generated spider web. A set of questionnaires were distributed to a group of students with iCGPA reporting and frequency analysis was used to compare the perspectives of students on their performance. In addition, the questionnaire also explored how they conceive the idea of an integrated, holistic reporting and how it generates their motivation to improve. The iCGPA group was found to be receptive to what they have achieved throughout their study period. They agreed that the achievement level generated from their spider web allows them to develop intervention and enhance the programme learning outcomes before they graduate.

Keywords: learning outcomes attainment, iCGPA, programme learning outcomes, spider web, iCGPA reporting skills

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Authors: Lise Retat, Maria Carmen Huerta, Laura Webber, Franco Sassi

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Background: Intra-generational social mobility (ISM) can be defined as the extent to which individuals change their socio-economic position over a period of time or during their entire life course. The relationship between poor health and ISM is established. Therefore, quantifying the impact that potential health policies have on ISM now and into the future would provide evidence for how social inequality could be reduced. This paper takes the condition of overweight and obesity as an example and estimates the mean earning change per individual if the UK were to introduce policies to effectively reduce overweight and obesity. Methods: The HealthLumen individual-based model was used to estimate the impact of obesity on social mobility measures, such as earnings, occupation, and wealth. The HL tool models each individual's probability of experiencing downward ISM as a result of their overweight and obesity status. For example, one outcome of interest was the cumulative mean earning per person of implementing a policy which would reduce adult overweight and obesity by 1% each year between 2020 and 2030 in the UK. Results: Preliminary analysis showed that by reducing adult overweight and obesity by 1% each year between 2020 and 2030, the cumulative additional mean earnings would be ~1,000 Euro per adult by 2030. Additional analysis will include other social mobility indicators. Conclusions: These projections are important for illustrating the role of health in social mobility and for providing evidence for how health policy can make a difference to social mobility outcomes and, in turn, help to reduce inequality.

Keywords: modelling, social mobility, obesity, health

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Authors: Sandra K. Enriquez, Claudia Camargo, Jesús E. Olguín, Juan A. López, German Galindo

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Currently companies have increased the number of disorders of cumulative trauma (CTDs), these are increasing significantly due to the Highly Repetitive Movements (HRM) performed in workstations, which causes economic losses to businesses, due to temporary and permanent disabilities of workers. This analysis focuses on the prevention of disorders caused by: repeatability, duration and effort; And focuses on reducing cumulative trauma disorders such as occupational diseases using sensory thermography as a noninvasive method, the above is to evaluate the injuries could have workers to perform repetitive motions. Objectives: The aim is to define rest periods or job rotation before they generate a CTD, this sensory thermography by analyzing changes in temperature patterns on wrists and elbows when the worker is performing HRM over a period of time 2 hours and 30 minutes. Information on non-work variables such as wrist and elbow injuries, weight, gender, age, among others, and work variables such as temperature workspace, repetitiveness and duration also met. Methodology: The analysis to 4 industrial designers, 2 men and 2 women to be specific was conducted in a business in normal health for a period of 12 days, using the following time ranges: the first day for every 90 minutes continuous work were asked to rest 5 minutes, the second day for every 90 minutes of continuous work were asked to rest 10 minutes, the same to work 60 and 30 minutes straight. Each worker was tested with 6 different ranges at least twice. This analysis was performed in a controlled room temperature between 20 and 25 ° C, and a time to stabilize the temperature of the wrists and elbows than 20 minutes at the beginning and end of the analysis. Results: The range time of 90 minutes working continuous and a rest of 5 minutes of activity is where the maximum temperature (Tmax) was registered in the wrists and elbows in the office, we found the Tmax was 35.79 ° C with a difference of 2.79 ° C between the initial and final temperature of the left elbow presented at the individual 4 during the 86 minutes, in of range in 90 minutes continuously working and rested for 5 minutes of your activity. Conclusions: It is possible with this alternative technology is sensory thermography predict ranges of rotation or rest for the prevention of CTD to perform HRM work activities, obtaining with this reduce occupational disease, quotas by health agencies and increasing the quality of life of workers, taking this technology a cost-benefit acceptable in the future.

Keywords: sensory thermography, temperature, cumulative trauma disorder (CTD), highly repetitive movement (HRM)

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Authors: Zahra Khalid, Gul Muhammad Khan, Arbab Masood Ahmad

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Cartesian Genetic Programming (CGP) is explored to design an optimal circuit capable of early stage breast cancer detection. CGP is used to evolve simple multiplexer circuits for detection of malignancy in the Fine Needle Aspiration (FNA) samples of breast. The data set used is extracted from Wisconsins Breast Cancer Database (WBCD). A range of experiments were performed, each with different set of network parameters. The best evolved network detected malignancy with an accuracy of 99.14%, which is higher than that produced with most of the contemporary non-linear techniques that are computational expensive than the proposed system. The evolved network comprises of simple multiplexers and can be implemented easily in hardware without any further complications or inaccuracy, being the digital circuit.

Keywords: breast cancer detection, cartesian genetic programming, evolvable hardware, fine needle aspiration

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Authors: J. Leige Lopes, L. Aparecida Bastos, R. Monteiro da Silva

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The objective of this paper is to study the work of children and adolescents and the vicious circle of poverty from the perspective of Guinar Myrdal’s Theory of Circular Cumulative Causation. The objective is to show that if a person starts working in the juvenile phase of life they will be classified as poor or extremely poor when they are adult, which can to be observed in the case of Brazil, more specifically in the north and northeast. To do this, the methodology used was statistical and econometric analysis by applying a probit model. The main results show that: if people reside in the northeastern region of Brazil, and if they have a low educational level and if they start their professional life before the age 18, they will increase the likelihood that they will be poor or extremely poor. There is a consensus in the literature that one of the causes of the intergenerational transmission of poverty is related to child labor, this because when one starts their professional life while still in the toddler or adolescence stages of life, they end up sacrificing their studies. Because of their low level of education, children or adolescents are forced to perform low-paid functions and abandon school, becoming in the future, people who will be classified as poor or extremely poor. As a result of poverty, parents may be forced to send their children out to work when they are young, so that in the future they will also become poor adults, a process that is characterized as the "vicious circle of poverty."

Keywords: children, adolescents, Gunnar Myrdal, poverty, vicious circle

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Authors: E. Al-Essa, R. Bello-Mendoza, D. G. Wareham

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Anaerobic batch experiments were conducted to investigate the effect of magnetite-supplementation (7 mM) on methane production from digested sludge undergoing two different microbial growth phases, namely fresh sludge (exponential growth phase) and degassed sludge (endogenous decay phase). Three different particle sizes were assessed: small (50 - 150 nm), medium (168 – 490 nm) and large (800 nm - 4.5 µm) particles. Results show that, in the case of the fresh sludge, magnetite significantly enhanced the methane production rate (up to 32%) and reduced the lag phase (by 15% - 41%) as compared to the control, regardless of the particle size used. However, the cumulative methane produced at the end of the incubation was comparable in all treatment and control bottles. In the case of the degassed sludge, only the medium-sized magnetite particles increased significantly the methane production rate (12% higher) as compared to the control. Small and large particles had little effect on the methane production rate but did result in an extended lag phase which led to significantly lower cumulative methane production at the end of the incubation period. These results suggest that magnetite produces a clear and positive effect on methane production only when an active and balanced microbial community is present in the anaerobic digester. It is concluded that, (i) the effect of magnetite particle size on increasing the methane production rate and reducing lag phase duration is strongly influenced by the initial metabolic state of the microbial consortium, and (ii) the particle size would positively affect the methane production if it is provided within the nanometer size range.

Keywords: anaerobic digestion, iron oxide, methanogenesis, nanoparticle

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Authors: C. Rana, S. K. Jain

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The enormous amount of Web data has challenged its usage in efficient manner in the past few years. As such, a range of techniques are applied to tackle this problem; prominent among them is personalization and recommender system. In fact, these are the tools that assist user in finding relevant information of web. Most of the e-commerce websites are applying such tools in one way or the other. In the past decade, a large number of recommendation algorithms have been proposed to tackle such problems. However, there have not been much research in the evaluation criteria for these algorithms. As such, the traditional accuracy and classification metrics are still used for the evaluation purpose that provides a static view. This paper studies how the evolution of user preference over a period of time can be mapped in a recommender system using a new evaluation methodology that explicitly using time dimension. We have also presented different types of experimental set up that are generally used for recommender system evaluation. Furthermore, an overview of major accuracy metrics and metrics that go beyond the scope of accuracy as researched in the past few years is also discussed in detail.

Keywords: collaborative filtering, data mining, evolutionary, clustering, algorithm, recommender systems

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Authors: Mussa Hussaini, Supasith Chonglerttham

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Stocks are usually classified according to their characteristics which are unique enough such that the performance of each category can be differentiated from another. The reasons behind such classifications in the financial market are sometimes financial innovation or it can also be because of finding a premium in a group of stocks with similar features. One of the major classifications in stocks market is called momentum strategy. Based on this strategy stocks are classified according to their past performances into past winners and past losers. Momentum in a stock market refers to the idea that stocks will keep moving in the same direction. In other word, stocks with rising prices (past winners stocks) will continue to rise and those stocks with falling prices (past losers stocks) will continue to fall. The performance of this classification has been well documented in numerous studies in different countries. These studies suggest that past winners tend to outperform past losers in the future. However, academic research in this direction has been limited in countries such as Thailand and to the best of our knowledge, there has been no such study in Thailand after the financial crisis of 1997. The significance of this study stems from the fact that Thailand is an open market and has been encouraging foreign investments as one of the means to enhance employment, promote economic development, and technology transfer and the main equity market in Thailand, the Stock Exchange of Thailand is a crucial channel for Foreign Investment inflow into the country. The equity market size in Thailand increased from $1.72 billion in 1984 to $133.66 billion in 1993, an increase of over 77 times within a decade. The main contribution of this paper is evidence for size category in the context of the equity market in Thailand. Almost all previous studies have focused solely on large stocks or indices. This paper extends the scope beyond large stocks and indices by including small and tiny stocks as well. Further, since there is a distinct absence of detailed academic research on momentum strategy in the Stock Exchange of Thailand after the crisis, this paper also contributes to the extension of existing literature of the study. This research is also of significance for those researchers who would like to compare the performance of this strategy in different countries and markets. In the Stock Exchange of Thailand, we examined the performance of momentum strategy from 2010 to 2014. Returns on portfolios are calculated on monthly basis. Our results on momentum strategy confirm that there is positive momentum profit in large size stocks whereas there is negative momentum profit in small size stocks during the period of 2010 to 2014. Furthermore, the equal weighted average of momentum profit of both small and large size category do not provide any indication of overall momentum profit.

Keywords: momentum strategy, past loser, past winner, stock exchange of Thailand

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Authors: Jiaqi Huang, Yuheng Wang

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Premises selection, the task of selecting a set of axioms for proving a given conjecture, is a major bottleneck in automated theorem proving. An array of deep-learning-based methods has been established for premises selection, but a perfect performance remains challenging. Our study examines the inaccuracy of deep neural networks in premises selection. Through training network models using encoded conjecture and axiom pairs from the Mizar Mathematical Library, two potential biases are found: the network models classify more premises as necessary than unnecessary, referred to as the ‘positive bias’, and the network models perform better in proving conjectures that paired with more axioms, referred to as ‘length bias’. The ‘positive bias’ and ‘length bias’ discovered could inform the limitation of existing deep neural networks.

Keywords: automated theorem proving, premises selection, deep learning, interpreting deep learning

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Authors: Zulkifli Yusop

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The severity of December 2014 flood on the east coast of Peninsular Malaysia has raised concern over the adequacy of existing land use practices and policies. This article assesses flood responses to selective logging, plantation establishment (oil palm and rubber) and their subsequent management regimes. The hydrological impacts were evaluated on two levels: on-site (mostly in the upstream) and off-site to reflect the cumulative impact at downstream. Results of experimental catchment studies suggest that on-site impact of flood could be kept to a minimum when selecting logging strictly adhere to the existing guidelines. However, increases in flood potential and sedimentation rate were observed with logging intensity and slope steepness. Forest conversion to plantation show the highest impacts. Except on the heavily compacted surfaces, the ground revegetation is usually rapid within two years upon the cessation of the logging operation. The hydrological impacts of plantation opening and replanting could be significantly reduced once the cover crop has fully established which normally takes between three to six months after sowing. However, as oil palms become taller and the canopy gets closer, the cover crop tends to die off due to light competition, and its protecting function gradually diminishes. The exposed soil is further compacted by harvesting machinery which subsequently leads to greater overland flow and erosion rates. As such, the hydrological properties of matured oil palm plantations are generally poorer than in young plantation. In hilly area, the undergrowth in rubber plantation is usually denser compared to under oil palm. The soil under rubber trees is also less compacted as latex collection is done manually. By considering the cumulative effects of land-use over space and time, selective logging seems to pose the least impact on flood potential, followed by planting rubber for latex, oil palm and Latex Timber Clone (LTC). The cumulative hydrological impact of LTC plantation is the most severe because of its shortest replanting rotation (12 to 15 years) compared to oil palm (25 years) and rubber for latex (35 years). Furthermore, the areas gazetted for LTC are mostly located on steeper slopes which are more susceptible to landslide and erosion. Forest has limited capability to store excess rainfall and is only effective in attenuating regular floods. Once the hydrologic storage is exceeded, the excess rainfall will appear as flood water. Therefore, for big floods, rainfall regime has a much bigger influence than land use.

Keywords: selective logging, plantation, extreme rainfall, debris flow

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Authors: Miky Lee, K. Kim, D. Lim, D. Cho

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This paper presents the planning, rationale for test specification derivation, sampling requirements, test facilities, and result analysis used to conduct lifetime expectancy endurance tests on power window switches (PWS) considering thermally induced mechanical stress under diurnal cyclic temperatures during normal operation (power cycling). The detail process of analysis and test results on the selected PWS set were discussed in this paper. A statistical approach to ‘life time expectancy’ was given to the measurement standards dealing with PWS lifetime determination through endurance tests. The approach choice, within the framework of the task, was explained. The present task was dedicated to voltage drop measurement to derive lifetime expectancy while others mostly consider contact or surface resistance. The measurements to perform and the main instruments to measure were fully described accordingly. The failure data from tests were analyzed to conclude lifetime expectancy through statistical method using Weibull cumulative distribution function. The first goal of this task is to develop realistic worst case lifetime endurance test specification because existing large number of switch test standards cannot induce degradation mechanism which makes the switches less reliable. 2nd goal is to assess quantitative reliability status of PWS currently manufactured based on test specification newly developed thru this project. The last and most important goal is to satisfy customer’ requirement regarding product reliability.

Keywords: power window switch, endurance test, Weibull function, reliability, degradation mechanism

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Authors: Hassan Gholibeigian, Kazem Gholibeigian

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In this paper, our goal is determination of loading versus time in crust. For this goal, we present a computational procedure to propose a cumulative strain energy time profile which can be used to predict the approximate location and time of the next major earthquake (M > 4.5) along a specific fault, which we believe, is more accurate than many of the methods presently in use. In the coming pages, after a short review of the research works presently going on in the area of earthquake analysis and prediction, earthquake mechanisms in both the jerk and sequence earthquake direction is discussed, then our computational procedure is presented using differential equations of equilibrium which govern the nonlinear dynamic response of a system of finite elements, modified with an extra term to account for the jerk produced during the quake. We then employ Von Mises developed model for the stress strain relationship in our calculations, modified with the addition of an extra term to account for thermal effects. For calculation of the strain energy the idea of Pulsating Mantle Hypothesis (PMH) is used. This hypothesis, in brief, states that the mantle is under diurnal cyclic pulsating loads due to unbalanced gravitational attraction of the sun and the moon. A brief discussion is done on the Denali fault as a case study. The cumulative strain energy is then graphically represented versus time. At the end, based on some hypothetic earthquake data, the final results are verified.

Keywords: pulsating mantle hypothesis, inner core’s dislocation, outer core’s bulge, constitutive model, transient hydro-magneto-thermo-mechanical load, diurnal stress, jerk, fault behaviour

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Authors: Tabugbo B. Ifeyinwa, Josephat O. Ogbuagu, Okeke A. Princewill, Victor C. Eze

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The increasing amount of plastic pollution in maritime settings poses a substantial risk to the functioning of ecosystems and the preservation of biodiversity. This comprehensive analysis combines the most recent data on the environmental effects of pollution from macroplastics, microplastics, and nanoplastics within marine ecosystems. Our goal is to provide a comprehensive understanding of the cumulative impacts that plastic waste accumulates on marine life by outlining the origins, processes, and ecological repercussions connected with each size category of plastic debris. Microplastics and nanoplastics have more sneaky effects that are controlled by chemicals. These effects can get through biological barriers and affect the health of cells and the whole body. Compared to macroplastics, which primarily contribute to physical harm through entanglement and ingestion by marine fauna, microplastics, and nanoplastics are associated with non-physical effects. The review underlines a vital need for research that crosses disciplinary boundaries to untangle the intricate interactions that the various sizes of plastic pollution have with marine animals, evaluate the long-term ecological repercussions, and identify effective measures for mitigating the effects of plastic pollution. Additionally, we urge governmental interventions and worldwide cooperation to solve this pervasive environmental concern. Specifically, we identify significant knowledge gaps in the detection and effect assessment of nanoplastics. To protect marine biodiversity and preserve ecosystem services, this review highlights how urgent it is to address the broad spectrum of plastic pollution.

Keywords: macroplastic pollution, marine ecosystem, microplastic pollution, nanoplastic pollution

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Authors: Choppala Pratheek, Vineet Ahuja

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Background: Crohn's disease (CD) recurrence following surgery is a common challenge, and current detection methods rely on risk factors identified in Western populations. This study aimed to investigate the risk factors and rates of postoperative CD recurrence in a tuberculosis-endemic region like India. Retrospective data was collected from a structured database from a specialty IBD clinic by reviewing case files from January 2005 to December 2021. Inclusion criteria involved CD patients diagnosed based on the ECCO-ESGAR consensus guidelines, who had undergone at least one intestinal resection and had a minimum follow-up period of one year at the IBD clinic. Results: A total of 90 patients were followed up for a median period of 45 months (IQR, 20.75 - 72.00). Out of the 90 patients, 61 received ATT prior to surgery, with a mean delay in diagnosis of 2.5 years, although statistically non-significant (P=0.078). Clinical recurrence occurred in 50% of patients, with the cumulative rate increasing from 13.3% at one year to 40% at three years. Among 63 patients who underwent endoscopy, 65.7% showed evidence of endoscopic recurrence, with the cumulative rate increasing from 31.7% at one year to 55.5% at four years. Smoking was identified as a significant risk factor for early endoscopic recurrence (P=0.001) by Cox regression analysis, but no other risk factors were identified. Initiating post-operative medications prior to clinical recurrence delayed its onset (P=0.004). Subgroup analysis indicated that endoscopic monitoring aided in the early identification of recurrence (P=0.001). The findings contribute to enhancing post-operative CD management strategies in such regions where the disease burden is escalating.

Keywords: crohns, post operative, tuberculosis-endemic, risk factors

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Authors: Milad Gholizadeh

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Asthma and chronic obstructive pulmonary disease (COPD) are very shared inflammatory diseases of the airlines. They togethercause airway tapering and are cumulative in occurrence throughout the world, imposing huge burdens on health care. It is currently recognized that some asthmatic inflammation is neutrophilic, controlled by the TH17 subset of helper T cells, and that some eosinophilic inflammation is controlled by type 2 innate lymphoid cells (ILC2 cells) temporary together with basophils. Patients who have plain asthma or are asthmatic patients who smoke with topographies of COPD-induced inflammation and might advantage from treatments targeting neutrophils, countingmacrolides, CXCR2 antagonists, phosphodiesterase 4 inhibitors, p38 mitogen-activating protein kinase inhibitors, and antibodies in contradiction of IL-1 and IL-17.Viral and bacterial infections, not only reason acute exacerbations of COPD, but also intensify and continue chronic inflammation in steady COPD through pathogen-associated molecular patterns. Present treatment plans are absorbed on titration of inhaled therapies such as long-acting bronchodilators, with cumulative interest in the usage of beleaguered biologic therapies meant at the underlying inflammatory devices. Educationssuggest that the mucosal IgA reply is abridged in COPD, and a lacking conveyance of IgA across the bronchial epithelium in COPD has been recognized, perhaps involving neutrophil proteinases, which may damage the Ig receptor mediating this transepithelialdirection-finding. Future instructions for investigation will emphasis elucidating the diverse inflammatory signatures foremost to asthma and chronic obstrucive, the development of reliable analytic standards and biomarkers of illness, and refining the clinical organization with an eye toward targeted therapies.

Keywords: imminology, asthma, COPD, CXCR2 antagonists

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Authors: Wissam Aljundi, Loay Daas, Yaser Abu Dail, Barbara Käsmann-Kellner, Berthold Seitz, Alaa Din Abdin

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Purpose: To investigate the effectiveness of nonsteroidal anti-inflammatory eye drops (NSAIDs) combined with oral acetazolamide for postoperative macular edema (PME) after uncomplicated phacoemulsification (PE) and to identify predictors of non-response. Methods: We analyzed data of uncomplicated PE and identified eyes with PME. First-line therapy included topical NSAIDs combined with oral acetazolamide. In case of non-response, triamcinolone was administered subtenonally. Outcome measures included best-corrected visual acuity (BCVA) and central macular thickness (CMT). Results: 94 eyes out of 9750 uncomplicated PE developed PME, of which 60 eyes were included. Follow-ups occurred 6.4±1.8, 12.5±3.7, and 18.6±6.0 weeks after diagnosis. BCVA and CMT improved significantly in all follow-ups. 40 eyes showed response to first-line therapy at first follow-up (G1). The remaining 20 eyes showed no response and required subtenon triamcinolone (G2), of which 11 eyes showed complete regression at the second follow-up and 4 eyes at the third follow-up. 5 eyes showed no response and required intravitreal injection. Multivariate linear regression model showed that diabetes mellitus (DM) and increased cumulative dissipated energy (CDE) are predictors of non-response. Conclusion: Topical NSAIDs with acetazolamide resulted in complete regression of PME in 67% of all cases. DM and increased CDE might be considered as predictors of nonresponse to this treatment.

Keywords: postoperative macular edema, intravitreal injection, cumulative energy, irvine gass syndrome, pseudophakie

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Authors: Hamid Kazemi, Abbasali Sadeghi

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Assessment of seismic behavior of frame structures is just done for evaluating life and financial damages or lost. The new structural seismic behavior assessment methods have been proposed, so it is necessary to define a formulation as a damage index, which the damage amount has been quantified and qualified. In this paper, four new steel moment-resisting frames with intermediate ductility and different height (2, 5, 8, and 12-story) with regular geometry and simple rectangular plan were supposed and designed. The three existing groups’ damage indices were studied, each group consisting of local index (Drift, Maximum Roof Displacement, Banon Failure, Kinematic, Banon Normalized Cumulative Rotation, Cumulative Plastic Rotation and Ductility), global index (Roufaiel and Meyer, Papadopoulos, Sozen, Rosenblueth, Ductility and Base Shear), and story (Banon Failure and Inter-story Rotation). The necessary parameters for these damage indices have been calculated under the effect of far-fault ground motion records by Non-linear Dynamic Time History Analysis. Finally, prioritization of damage indices is defined based on more conservative values in terms of more damageability rate. The results show that the selected damage index has an important effect on estimation of the damage state. Also, failure, drift, and Rosenblueth damage indices are more conservative indices respectively for local, story and global damage indices.

Keywords: damage index, far-fault ground motion records, non-linear time history analysis, SeismoStruct software, steel moment-resisting frame

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Authors: Jessica Scher Lisa, Eric Shyman

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Autism spectrum disorder (ASD) is a neuro-developmental disorder that is characterized by persistent deficits in social communication and social interaction (i.e. deficits in social-emotional reciprocity, nonverbal communicative behaviors, and establishing/maintaining social relationships), as well as by the presence of repetitive behaviors and perseverative areas of interest (i.e. stereotyped or receptive motor movements, use of objects, or speech, rigidity, restricted interests, and hypo or hyperactivity to sensory input or unusual interest in sensory aspects of the environment). Additionally, diagnoses of ASD require the presentation of symptoms in the early developmental period, marked impairments in adaptive functioning, and a lack of explanation by general intellectual impairment or global developmental delay (although these conditions may be co-occurring). Over the past several decades, many theories have been developed in an effort to explain the root cause of ASD in terms of atypical central cognitive processes. The field of neuroscience is increasingly finding structural and functional differences between autistic and neurotypical individuals using neuro-imaging technology. One main area this research has focused upon is in visuospatial processing, with specific attention to the notion of ‘weak central coherence’ (WCC). This paper offers an analysis of findings from selected studies in order to explore research that challenges the ‘deficit’ characterization of a weak central coherence theory as opposed to a ‘superiority’ characterization of strong local coherence. The weak central coherence theory has long been both supported and refuted in the ASD literature and has most recently been increasingly challenged by advances in neuroscience. The selected studies lend evidence to the notion of amplified localized perception rather than deficient global perception. In other words, WCC may represent superiority in ‘local processing’ rather than a deficit in global processing. Additionally, the right hemisphere and the specific area of the extrastriate appear to be key in both the visual and lexicosemantic process. Overactivity in the striate region seems to suggest inaccuracy in semantic language, which lends itself to support for the link between the striate region and the atypical organization of the lexicosemantic system in ASD.

Keywords: autism spectrum disorder, neurology, visual processing, weak coherence

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Authors: Mthiyane Pretty, Mitsui Toshiake, Aycan Murat, Nagano Hirohiko

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Methane (CH₄) is one of the most dangerous greenhouse gases (GHG) emitted into the atmosphere by terrestrial ecosystems, with a global warming potential (GWP) 25-34 times that of CO2 on a centennial scale. Paddy rice cultivations are a major source of methane emission and is the major driving force for climate change. Thus, it is necessary to find out GHG emissions mitigation strategies from rice cultivation. A study was conducted at Niigata University. And the prime objective of this research was to determine the effects of rice varieties CH4 lowland (NU1, YNU, Nipponbare, Koshihikari) and upland (Norin 1, Norin 24, Hitachihatamochi) japonica rice varieties using different growth media which was paddy field soil and artificial soil. The treatments were laid out in a split plot design. The soil moisture was kept at 40-50% and 70%, respectively. The CH₄ emission rates were determined by collecting air samples using the closed chamber technique and measuring CH₄ concentrations using a gas chromatograph. CH₄ emission rates varied with the growth, growth media type and development of the rice varieties. The soil moisture was monitored at a soil depth of 5–10 cm with an HydraGO portable soil sensor system every three days for each pot, and temperatures were be recorded by a sensitive thermometer. The lowest cumulative CH4 emission rate was observed in Norin 24, particularly under 40 to 50% soil moisture. Across the rice genotypes, 40-50% significantly reduced the cumulative CH4 , followed by irrigation of 70% soil moisture. During the tillering stage, no significant variation in tillering and plant height was observed between and 70% soil moisture. This study suggests that the cultivation of Norin 24 and Norin 1 under 70% soil irrigation could be effective at reducing the CH4 in rice fields.

Keywords: methane, paddy fields, rice varieties, soil moisture

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