Search results for: entropy rate

Authors: Chun-Lang Chang, Chun-Kai Liu

Abstract:

In this study, the patients that have undergone total knee replacement surgery from the 2010 National Health Insurance database were adopted as the study participants. The important factors were screened and selected through literature collection and interviews with physicians. Through the Cross Entropy Method (CE), Genetic Algorithm Logistic Regression (GALR), and Particle Swarm Optimization (PSO), the weights of the factors were obtained. In addition, the weights of the respective algorithms, coupled with the Excel VBA were adopted to construct the Case Based Reasoning (CBR) system. The results through statistical tests show that the GALR and PSO produced no significant differences, and the accuracy of both models were above 97%. Moreover, the area under the curve of ROC for these two models also exceeded 0.87. This study shall serve as a reference for medical staff as an assistance for clinical assessment of infections in order to effectively enhance medical service quality and efficiency, avoid unnecessary medical waste, and substantially contribute to resource allocations in medical institutions.

Keywords: Case Based Reasoning, Cross Entropy Method, Genetic Algorithm Logistic Regression, Particle Swarm Optimization, Total Knee Replacement Surgery

Procedia PDF Downloads 296

Authors: Trisiladi Supriyanto

Abstract:

Although much research has been done on the pricing benchmark both in terms of fiqh or Islamic economic perspective, but no substitution for the concept of interest (rate of interest) up to now in the application of Islamic Banking because some of the jurists from the middle east even allow the use of a benchmark rate such as LIBOR (London Interbank Offered Rate) as a measure of Islamic financial asset prices, so in other words, they equate the concept of rate of interest with the concept of rate of profit, which is the core reason (raison detre) for the replacement of usury as instructed in the Quran. This study aims to find the concept of rate of profit on Islamic banking that can create economic justice and stability in Islamic Banking and Capital market. Rate of profit that creates economic justice and stability can be achieved through its role in maintaining the stability of the financial system in which there is an equitable distribution of income and wealth. To determine the role of the rate of profit as the basis of the sharing system implemented in the Islamic financial system, we can see the connection of rate of profit in creating financial stability, especially in the asset-liability management of financial institutions that generate a stable net margin or the rate of profit that is not affected by the ups and downs of the market risk factors including indirect effect on interest rates. Furthermore, Islamic financial stability can be seen from the role of the rate of profit on the stability of the Islamic financial assets that are measured from the Islamic financial asset price volatility in Islamic Bond Market in Capital Market.

Keywords: Rate of profit, economic justice, stability, equitable distribution of income, equitable distribution of wealth

Procedia PDF Downloads 377

Authors: Siphat Lim

Abstract:

The result of the study revealed that the interaction between money, exchange rate, and price level was mainly derived from the policy-induced by the central bank. Furthermore, the variation of inflation was explained weakly by exchange rate and money supply. In the period of twelfth-month, the variation of inflation which caused by exchange rate and money supply were not more than 1.78 percent and 9.77 percent, respectively.

Keywords: money supply, exchange rate, price level, VAR model

Procedia PDF Downloads 250

Authors: Wong Hock Tsen

Abstract:

This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Keywords: exchange rate volatility, autoregressive distributed lag, export, Malaysia

Procedia PDF Downloads 287

Authors: Andrew Clark

Abstract:

McCauley, Bassler, and Gunaratne show that integration I(d) processes as used in economics and finance do not necessarily produce stationary increments, which are required to determine causality in both the short term and the long term. This paper follows their lead and shows I(d) aluminum cash and futures log prices at daily and weekly intervals do not have stationary increments, which means prior causality studies using I(d) processes need to be re-examined. Wavelets based on undifferenced cash and futures log prices do have stationary increments and are used along with transfer entropy (versus cointegration) to measure causality. Wavelets exhibit causality at most daily time scales out to 1 year, and weekly time scales out to 1 year and more. To determine stationarity, localized stationary wavelets are used. LSWs have the benefit, versus other means of testing for stationarity, of using multiple hypothesis tests to determine stationarity. As informational flows exist between cash and futures at daily and weekly intervals, the aluminum market is efficient. Therefore, hedges used by producers and consumers of aluminum need not have a big concern in terms of the underestimation of hedge ratios. Questions about arbitrage given efficiency are addressed in the paper.

Keywords: transfer entropy, nonstationary increments, wavelets, localized stationary wavelets, localized stationary wavelets

Procedia PDF Downloads 174

Authors: Elizabeth M. Annoni, Elena G. Tolkacheva

Abstract:

Atrial fibrillation (AF) is the most common sustained cardiac arrhythmia that is a known prognostic marker for stroke, heart failure and death. Reentrant mechanisms of rotor formation, which are stable electrical sources of cardiac excitation, are believed to cause AF. No existing commercial mapping systems have been demonstrated to consistently and accurately predict rotor locations outside of the pulmonary veins in patients with persistent AF. There is a clear need for robust spatio-temporal techniques that can consistently identify rotors using unique characteristics of the electrical recordings at the pivot point that can be applied to clinical intracardiac mapping. Recently, we have developed four new signal analysis approaches – Shannon entropy (SE), Kurtosis (Kt), multi-scale frequency (MSF), and multi-scale entropy (MSE) – to identify the pivot points of rotors. These proposed techniques utilize different cardiac signal characteristics (other than local activation) to uncover the intrinsic complexity of the electrical activity in the rotors, which are not taken into account in current mapping methods. We validated these techniques using high-resolution optical mapping experiments in which direct visualization and identification of rotors in ex-vivo Langendorff-perfused hearts were possible. Episodes of ventricular tachycardia (VT) were induced using burst pacing, and two examples of rotors were used showing 3-sec episodes of a single stationary rotor and figure-8 reentry with one rotor being stationary and one meandering. Movies were captured at a rate of 600 frames per second for 3 sec. with 64x64 pixel resolution. These optical mapping movies were used to evaluate the performance and robustness of SE, Kt, MSF and MSE techniques with respect to the following clinical limitations: different time of recordings, different spatial resolution, and the presence of meandering rotors. To quantitatively compare the results, SE, Kt, MSF and MSE techniques were compared to the “true” rotor(s) identified using the phase map. Accuracy was calculated for each approach as the duration of the time series and spatial resolution were reduced. The time series duration was decreased from its original length of 3 sec, down to 2, 1, and 0.5 sec. The spatial resolution of the original VT episodes was decreased from 64x64 pixels to 32x32, 16x16, and 8x8 pixels by uniformly removing pixels from the optical mapping video.. Our results demonstrate that Kt, MSF and MSE were able to accurately identify the pivot point of the rotor under all three clinical limitations. The MSE approach demonstrated the best overall performance, but Kt was the best in identifying the pivot point of the meandering rotor. Artifacts mildly affect the performance of Kt, MSF and MSE techniques, but had a strong negative impact of the performance of SE. The results of our study motivate further validation of SE, Kt, MSF and MSE techniques using intra-atrial electrograms from paroxysmal and persistent AF patients to see if these approaches can identify pivot points in a clinical setting. More accurate rotor localization could significantly increase the efficacy of catheter ablation to treat AF, resulting in a higher success rate for single procedures.

Keywords: Atrial Fibrillation, Optical Mapping, Signal Processing, Rotors

Procedia PDF Downloads 299

Authors: Daniel E. Martin, Chenghai Yang

Abstract:

Variable-rate aerial application systems are becoming more readily available; however, aerial applicators typically only use the systems for constant-rate application of materials, allowing the systems to compensate for upwind and downwind ground speed variations. Much of the resistance to variable-rate aerial application system adoption in the U.S. pertains to applicator’s trust in the systems to turn on and off automatically as desired. The objectives of this study were to evaluate a commercially available variable-rate aerial application system under field conditions to demonstrate both the response and accuracy of the system to desired application rate inputs. This study involved planting oats in a 35-acre fallow field during the winter months to establish a uniform green backdrop in early spring. A binary (on/off) prescription application map was generated and a variable-rate aerial application of glyphosate was made to the field. Airborne multispectral imagery taken before and two weeks after the application documented actual field deposition and efficacy of the glyphosate. When compared to the prescription application map, these data provided application system response and accuracy information. The results of this study will be useful for quantifying and documenting the response and accuracy of a commercially available variable-rate aerial application system so that aerial applicators can be more confident in their capabilities and the use of these systems can increase, taking advantage of all that aerial variable-rate technologies have to offer.

Keywords: variable-rate, aerial application, remote sensing, precision application

Procedia PDF Downloads 442

Authors: In Su Na, Gunwon Lee, Seiyong Kim

Abstract:

This study analyzed the effect of area variables and economic variables on the length of each period of the project in order to analyze the effect of agreement rate on project implementation in housing renewal projects. In conclusion, as can be seen from these results, a low agreement rate may not translate into project promotion, and a higher agreement rate may not translate into project delay. The expectation of the policy is that the lower the agreement rate, the more projects would be promoted, but that is not the actual effect. From a policy consistency viewpoint, changing the agreement rate frequently, depending on the decision of the public, is not reasonable. The policy of using agreement rate as a necessary condition for project implementation should be reconsidered.

Keywords: Area and Economic Variables, Elapsed time, Housing Renewal Project

Procedia PDF Downloads 431

Authors: Ismail Al-Yahmadi, Abbasher Gismelseed, Fatma Al-Mammari, Ahmed Al-Rawas, Ali Yousif, Imaddin Al-Omari, Hisham Widatallah, Mohamed Elzain

Abstract:

The influence of Fe-doping on the structural, magnetic and magnetocaloric properties of Nd₀.₆Sr₀.₄FeₓMn₁₋ₓO₃ (0≤ x ≤0.5) were investigated. The samples were synthesized by auto-combustion Sol-Gel method. The phase purity, crystallinity, and the structural properties for all prepared samples were examined by X-ray diffraction. XRD refinement indicates that the samples are crystallized in the orthorhombic single-phase with Pnma space group. Temperature dependence of magnetization measurements under a magnetic applied field of 0.02 T reveals that the samples with (x=0.0, 0.1, 0.2 and 0.3) exhibit a paramagnetic (PM) to ferromagnetic (FM) transition with decreasing temperature. The Curie temperature decreased with increasing Fe content from 256 K for x =0.0 to 80 K for x =0.3 due to increasing of antiferromagnetic superexchange (SE) interaction coupling. Moreover, the magnetization as a function of applied magnetic field (M-H) curves was measured at 2 K, and 300 K. the results of such measurements confirm the temperature dependence of magnetization measurements. The magnetic entropy change|∆SM | was evaluated using Maxwell's relation. The maximum values of the magnetic entropy change |-∆SMax |for x=0.0, 0.1, 0.2, 0.3 are found to be 15.35, 5.13, 3.36, 1.08 J/kg.K for an applied magnetic field of 9 T. Our result on magnetocaloric properties suggests that the parent sample Nd₀.₆Sr₀.₄MnO₃ could be a good refrigerant for low-temperature magnetic refrigeration.

Keywords: manganite perovskite, magnetocaloric effect, X-ray diffraction, relative cooling power

Procedia PDF Downloads 120

Authors: Niranjana Devi N.

Abstract:

Test case selection is to select the subset of only the fit test cases and remove the unfit, ambiguous, redundant, unnecessary test cases which in turn improve the quality and reduce the cost of software testing. Test cases optimization is the problem of finding the best subset of test cases from a pool of the test cases to be audited. It will meet all the objectives of testing concurrently. But most of the research have evaluated the fitness of test cases only on single parameter fault detecting capability and optimize the test cases using a single objective. In the proposed approach, nine parameters are considered for test case selection and the best subset of parameters for test case selection is obtained using Interval Type-2 Fuzzy Rough Set. Test case selection is done in two stages. The first stage is the fuzzy entropy-based filtration technique, used for estimating and reducing the ambiguity in test case fitness evaluation and selection. The second stage is the ant colony optimization-based wrapper technique with a forward search strategy, employed to select test cases from the reduced test suite of the first stage. The results are evaluated using the Coverage parameters, Precision, Recall, F-Measure, APSC, APDC, and SSR. The experimental evaluation demonstrates that by this approach considerable computational effort can be avoided.

Keywords: ant colony optimization, fuzzy entropy, interval type-2 fuzzy rough set, test case selection

Procedia PDF Downloads 630

Authors: Hong-Ming Chen

Abstract:

This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

Procedia PDF Downloads 131

Authors: Ifeoma Patricia Osamor, Ayotunde Qudus Saka, Godwin Omoregbee, Hikmat Oreoluwalomo Omolaja

Abstract:

Persistent fall in the value of Nigeria's currency compared to other foreign currencies, constant fluctuations in the exchange rate, and an increase in the price of goods and services necessitated the examination of the effects of exchange rate fluctuations on the economic performance of the manufacturing sector in Nigeria. An ex-post facto research design was adopted. Manufacturing gross domestic product (MGDP) was proxied for performance; Naira/Dollar exchange rate (NDE), Naira/Pounds exchange rate (NPE), Foreign exchange supply (FES) were used for exchange rate fluctuations; and inflation rate (INF) was a control variable. Data were collected from CBN Statistical Bulletin (2020) also World Development Indicators of the World Bank, while data collected were analysed using descriptive analysis, unit root, bounds cointegration test, and ARDL. Findings showed that changes in Naira/Dollar exchange rate (NDE) and Naira/Pound Sterling exchange rate negatively but significantly impact the economic performance of the manufacturing sector, while foreign exchange supply leads to an insignificant positive effect on the economic performance of the manufacturing. The study concludes that exchange rate fluctuations negatively impact the performance of the manufacturing sector in Nigeria and, therefore, recommends that government should encourage export diversification through agriculture, agro-investment, and agro-allied industries that would boost export in order to improve the value of the Naira, thereby stabilizing the exchange rate.

Keywords: exchange rate, economic performance, gross domestic product, inflation rate, foreign exchange supply

Procedia PDF Downloads 163

Authors: Mohammad Saleh Al-Aboody

Abstract:

In the present study 442 fecal samples from cattle, buffaloes, and sheep for contamination with helminthes. Samples were examined from 171 cattle, 128 buffaloes, and 143 sheep. The testing, during the period from May 2014 to April 2015, showed that 81 out of 171cattle were positive for helminthes infection (47.3%), with the rate of infection higher in females (55%) than in males (40%). In buffaloes, 41 of 128 tested were positive, a 32% rate of infection. Again, the infection rate was higher in females (47%) than in males (22%). In sheep, the rate of infection was highest of all three species. The results showed that, the infection rate among cattle were 50.3 % and Trichostrongyle species were the predominant parasites among both cattle and buffaloes. The prevalence rate was much higher in females than males. Regarding seasonal dynamics the highest infection rates with helminthes reported was in spring season.

Keywords: helminthes, prevalence, ruminants, trichostrongyle

Procedia PDF Downloads 331

Authors: Mourad Zmami Oussema BenSalha

Abstract:

The current research aims to assess empirically the reaction of private investment to exchange rate fluctuations in Tunisia using a sample of 548 firms operating in manufacturing industries between 1997 and 2002. The micro-econometric model we estimate is based on an accelerator-profit specification investment model increased by two variables that measure the variation and the volatility of exchange rates. Estimates using the system the GMM method reveal that the effects of the exchange rate depreciation on investment are negative since it increases the cost of imported capital goods. Turning to the exchange rate volatility, as measured by the GARCH (1,1) model, our findings assign a significant role to the exchange rate uncertainty in explaining the sluggishness of private investment in Tunisia in the full sample of firms. Other estimation attempts based on various sub samples indicate that the elasticities of investment relative to the exchange rate volatility depend upon many firms’ specific characteristics such as the size and the ownership structure.

Keywords: investment, exchange rate volatility, manufacturing firms, system GMM, Tunisia

Procedia PDF Downloads 378

Authors: Zahid Ahmad, Nosheen Imran, Nauman Ali, Farah Amir

Abstract:

The objective of the study is to forecast the US Dollar and Pak Rupee exchange rate by using time series models. For this purpose, daily exchange rates of US and Pakistan for the period of January 01, 2007 - June 2, 2017, are employed. The data set is divided into in sample and out of sample data set where in-sample data are used to estimate as well as forecast the models, whereas out-of-sample data set is exercised to forecast the exchange rate. The ADF test and PP test are used to make the time series stationary. To forecast the exchange rate ARIMA model and GARCH model are applied. Among the different Autoregressive Integrated Moving Average (ARIMA) models best model is selected on the basis of selection criteria. Due to the volatility clustering and ARCH effect the GARCH (1, 1) is also applied. Results of analysis showed that ARIMA (0, 1, 1 ) and GARCH (1, 1) are the most suitable models to forecast the future exchange rate. Further the GARCH (1,1) model provided the volatility with non-constant conditional variance in the exchange rate with good forecasting performance. This study is very useful for researchers, policymakers, and businesses for making decisions through accurate and timely forecasting of the exchange rate and helps them in devising their policies.

Keywords: exchange rate, ARIMA, GARCH, PAK/USD

Procedia PDF Downloads 516

Authors: Ayuko Itsuki, Sachiyo Aburatani

Abstract:

We assessed the ecology of the organic and mineral soil layers of laurel-leaved (BB-1) and Cryptomeria japonica (BB-2 and Pw) forests in the Kasugayama Hill Primeval Forest (Nara, Japan). The soil respiration rate was higher in the deeper horizons (F and H) of organic layers than in those of mineral soil layers, suggesting organic layers may be where active microbial metabolism occurs. Respiration rates in the soil of BB-1, BB-2 and Pw forests were closely similar at 5 and 10°C. However, the soil respiration rate increased in proportion to temperatures of 15°C or above. We therefore consider the activity of soil microorganisms to markedly decrease at temperatures below 10°C. At a temperature of 15°C or above, the soil respiration rate in the BB-1 organic layers was higher than in those of the BB-2 and Pw organic layers, due to differences in forest vegetation that appeared to influence several salient soil properties, particularly pH and the carbon (C) and nitrogen (N) content of the F and H horizons.

Keywords: forest soil, mineralization rate, heterotroph, soil respiration rate

Procedia PDF Downloads 305

Authors: Mohammad Saber Eslamlou, Manouchehr Tabibian, Mahta Mirmoghtadaei

Abstract:

The history of urban development and the increasing complexities of urban life have long been intertwined with different natural and man-made disasters. Sometimes, these unpleasant events have destroyed the cities forever. The growth of the urban population and the increase of social and economic resources in the cities increased the importance of developing a holistic approach to dealing with unknown urban disasters. As a result, the interest in resilience has increased in most of the scientific fields, and the urban planning literature has been enriched with the studies of the social, economic, infrastructural, and physical abilities of the cities. In this regard, different conceptual frameworks and patterns have been developed focusing on dimensions of resilience and different kinds of disasters. As the most frequent and likely natural disaster in Iran is flooding, the present study aims to develop a cause-effect model of urban resilience against flood in Karaj City. In this theoretical study, desk research and documentary studies were used to find the elements and dimensions of urban resilience. In this regard, 6 dimensions and 32 elements were found for urban resilience and a questionnaire was made by considering the requirements of TOPSIS techniques (pairwise comparison). The sample of the research consisted of 10 participants who were faculty members, academicians, board members of research centers, managers of the Ministry of Road and Urban Development, board members of New Towns Development Company, experts, and practitioners of consulting companies who had scientific and research backgrounds. The gathered data in this survey were analyzed using TOPSIS and Shannon Entropy techniques. The results show that Infrastructure/Physical, Social, Organizational/ Institutional, Structural/Physical, Economic, and Environmental dimensions are the most effective factors in urban resilience against floods in Karaj, respectively. Finally, a comprehensive model and a systematic framework of factors that affect the urban resilience of Karaj against floods was developed. This cause – effect model shows how different factors are related and influence each other, based on their connected structure and preferences.

Keywords: urban resilience, TOPSIS, Shannon entropy, cause-effect model of resilience, flood

Procedia PDF Downloads 30

Authors: Mohanad Alhabo, Li Zhang, Naveed Nawaz

Abstract:

Small cell deployment in 5G networks is a promising technology to enhance capacity and coverage. However, unplanned deployment may cause high interference levels and high number of unnecessary handovers, which in turn will result in an increase in the signalling overhead. To guarantee service continuity, minimize unnecessary handovers, and reduce signalling overhead in heterogeneous networks, it is essential to properly model the handover decision problem. In this paper, we model the handover decision according to Multiple Attribute Decision Making (MADM) method, specifically Technique for Order Preference by Similarity to an Ideal Solution (TOPSIS). In this paper, we propose a hybrid TOPSIS method to control the handover in heterogeneous network. The proposed method adopts a hybrid weighting, which is a combination of entropy and standard deviation. A hybrid weighting control parameter is introduced to balance the impact of the standard deviation and entropy weighting on the network selection process and the overall performance. Our proposed method shows better performance, in terms of the number of frequent handovers and the mean user throughput, compared to the existing methods.

Keywords: handover, HetNets, interference, MADM, small cells, TOPSIS, weight

Procedia PDF Downloads 113

Authors: Xiujing Chen, Thammananya Sakcharoen, Wilailuk Niyommaneerat

Abstract:

China's tourism industry is in a state of shock and recovery, although COVID-19 has brought great impact and challenges to the tourism industry. The theory of sustainable development originates from the contradiction of increasing awareness of environmental protection and the pursuit of economic interests. The sustainable development of tourism should consider social, economic, and environmental factors and develop tourism in a planned and targeted way from the overall situation. Guilin is one of the popular tourist cities in China. However, there exist several problems in Guilin tourism, such as low quality of scenic spot construction and low efficiency of tourism resource development. Due to its unwell-managed, Guilin's tourism industry is facing problems such as supply and demand crowding pressure for tourists. According to the data from 2009 to 2019, there is a change in the degree of sustainable development of Guilin tourism. This research aimed to evaluate the sustainable development state of Guilin tourism using the DPSIR (driving force/pressure/state/impact/response) framework and to provide suggestions and recommendations for sustainable development in Guilin. An improved TOPSIS (technology for order preference by similarity to an ideal solution) model based on the entropy weights relationship is applied to the quantitative analysis and to analyze the mechanisms of sustainable development of tourism in Guilin. The DPSIR framework organizes indicators into sub-five categories: of which twenty-eight indicators related to sustainable aspects of Guilin tourism are classified. The study analyzed and summarized the economic, social, and ecological effects generated by tourism development in Guilin from 2009-2019. The results show that the conversion rate of tourism development in Guilin into regional economic benefits is more efficient than that into social benefits. Thus, tourism development is an important driving force of Guilin's economic growth. In addition, the study also analyzed the static weights of 28 relevant indicators of sustainable development of tourism in Guilin and ranked them from largest to smallest. Then it was found that the economic and social factors related to tourism revenue occupy the highest weight, which means that the economic and social development of Guilin can influence the sustainable development of Guilin tourism to a greater extent. Therefore, there is a two-way causal relationship between tourism development and economic growth in Guilin. At the same time, ecological development-related indicators also have relatively large weights, so ecological and environmental resources also have a great influence on the sustainable development of Guilin tourism.

Keywords: DPSIR framework, entropy weights analysis, sustainable development of tourism, TOPSIS analysis

Procedia PDF Downloads 61

Authors: Trisiladi Supriyanto

Abstract:

This study aims to establish a concept of rate of profit on Islamic banking that can create economic justice and stability in the Islamic Financial Market (Banking and Capital Markets). A rate of profit that creates economic justice and stability can be achieved through its role in maintaining the stability of the financial system in which there is an equitable distribution of income and wealth. To determine the role of the rate of profit as the basis of the profit sharing system implemented in the Islamic financial system, we can see the connection of rate of profit in creating financial stability, especially in the asset-liability management of financial institutions that generate a stable net margin or the rate of profit that is not affected by the ups and downs of the market risk factors, including indirect effect on interest rates. Furthermore, Islamic financial stability can be seen from the role of the rate of profit on the stability of the Islamic financial assets value that are measured from the Islamic financial asset price volatility in the Islamic Bond Market in the Capital Market.

Keywords: economic justice, equitable distribution of income, equitable distribution of wealth, rate of profit, stability in the financial system

Procedia PDF Downloads 286

Authors: P. B. Sob, T. B. Tengen, A. A. Alugongo

Abstract:

Mechanical behavior of 6082T6 aluminum is investigated at different temperatures. The strain rate sensitivity is investigated at different temperatures on the grain size variants. The sensitivity of the measured grain size variants on 3-D grain is discussed. It is shown that the strain rate sensitivities are negative for the grain size variants during the deformation of nanostructured materials. It is also observed that the strain rate sensitivities vary in different ways with the equivalent radius, semi minor axis radius, semi major axis radius and major axis radius. From the obtained results, it is shown that the variation of strain rate sensitivity with temperature suggests that the strain rate sensitivity at the low and the high temperature ends of the 6082T6 aluminum range is different. The obtained results revealed transition at different temperature from negative strain rate sensitivity as temperature increased on the grain size variants.

Keywords: nanostructured materials, grain size variants, temperature, yield stress, strain rate sensitivity

Procedia PDF Downloads 259

Authors: Saad Bin Nasir

Abstract:

The study identifies the impact of inflation and foreign exchange rate on foreign direct investment in Pakistan. Inflation and exchange rates are used as independent variables and foreign direct investment is taken as dependent variable. Discreet time series data has been used from the period of 1999 to 2009. The results of regression analysis reveal that high inflation has negative impact on foreign direct investment and higher exchange rates has positive impact on foreign direct investment in Pakistan. The inflation and foreign exchange rates both are insignificant in the analysis.

Keywords: inflation rate, foreign exchange rate, foreign direct investment, foreign assets

Procedia PDF Downloads 386

Authors: Abdelli Soulaima, Belhadj Besma

Abstract:

The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

Procedia PDF Downloads 269

Authors: O. Benturki, A. Benturki

Abstract:

Activated carbon was prepared from Jujube seeds by chemical activation with potassium hydroxide (KOH), followed by pyrolysis at 800°C. Batch studies were conducted for kinetic, thermodynamic and equilibrium studies on the adsorption of phenol (P) and 2-4 dichlorophenol (2-4 DCP) from aqueous solution, than the adsorption capacities followed the order of 2-4 dichlorophenol > phenol. The operating variables studied were initial phenols concentration, contact time, temperature and solution pH. Results show that the pH value of 7 is favorable for the adsorption of phenols. The sorption data have been analyzed using Langmuir and Freundlich isotherms. The isotherm data followed Langmuir Model. The adsorption processes conformed to the pseudo-second-order rate kinetics. Thermodynamic parameters such as enthalpy, entropy and Gibb’s free energy changes were also calculated and it was found that the sorption of phenols by Jujuba seeds activated carbon was a spontaneous process The maximum adsorption efficiency of phenol and 2-4 dichlorophenol was 142.85 mg.g−1 and 250 mg.g−1, respectively.

Keywords: activated carbon, adsorption, isotherms, Jujuba seeds, phenols, langmuir

Procedia PDF Downloads 281

Authors: Yamba Dabone, Tounwendyam Frédéric Ouedraogo, Pengwendé Justin Kouraogo, Oumarou Sie

Abstract:

Reliable data transport over the Internet is one of the goals of researchers in the field of computer science. Data such as videos and audio files are becoming increasingly large. As a result, transporting them over the Internet is becoming difficult. Therefore, it has been important to establish a method to locally interconnect autonomous systems (AS) with each other to facilitate traffic exchange. It is in this context that Internet Exchange Points (IXPs) are set up to facilitate local and even regional traffic. They are now the lifeblood of the Internet. Therefore, it is important to think about the factors that can characterize IXPs. However, other more quantifiable characteristics can help determine the quality of an IXP. In addition, these characteristics may allow ISPs to have a clearer view of the exchange node and may also convince other networks to connect to an IXP. To that end, we define five new IXP characteristics: the attraction rate (τₐₜₜᵣ); and the peering rate (τₚₑₑᵣ); the target rate of an IXP (Objₐₜₜ); the number of IXP links (Nₗᵢₙₖ); the resistance rate τₑ𝒻𝒻 and the attraction failure rate (τ𝒻).

Keywords: characteristic, autonomous system, internet service provider, internet exchange point, rate

Procedia PDF Downloads 65

Authors: Azimollah Aleshzadeh, Enver Vural Yavuz

Abstract:

The main goal of this study is to produce landslide susceptibility maps using different data-driven bivariate statistical approaches; namely, entropy weight method (EWM), evidence belief function (EBF), and information content model (ICM), at Uzundere county, Erzurum province, in the north-eastern part of Turkey. Past landslide occurrences were identified and mapped from an interpretation of high-resolution satellite images, and earlier reports as well as by carrying out field surveys. In total, 42 landslide incidence polygons were mapped using ArcGIS 10.4.1 software and randomly split into a construction dataset 70 % (30 landslide incidences) for building the EWM, EBF, and ICM models and the remaining 30 % (12 landslides incidences) were used for verification purposes. Twelve layers of landslide-predisposing parameters were prepared, including total surface radiation, maximum relief, soil groups, standard curvature, distance to stream/river sites, distance to the road network, surface roughness, land use pattern, engineering geological rock group, topographical elevation, the orientation of slope, and terrain slope gradient. The relationships between the landslide-predisposing parameters and the landslide inventory map were determined using different statistical models (EWM, EBF, and ICM). The model results were validated with landslide incidences, which were not used during the model construction. In addition, receiver operating characteristic curves were applied, and the area under the curve (AUC) was determined for the different susceptibility maps using the success (construction data) and prediction (verification data) rate curves. The results revealed that the AUC for success rates are 0.7055, 0.7221, and 0.7368, while the prediction rates are 0.6811, 0.6997, and 0.7105 for EWM, EBF, and ICM models, respectively. Consequently, landslide susceptibility maps were classified into five susceptibility classes, including very low, low, moderate, high, and very high. Additionally, the portion of construction and verification landslides incidences in high and very high landslide susceptibility classes in each map was determined. The results showed that the EWM, EBF, and ICM models produced satisfactory accuracy. The obtained landslide susceptibility maps may be useful for future natural hazard mitigation studies and planning purposes for environmental protection.

Keywords: entropy weight method, evidence belief function, information content model, landslide susceptibility mapping

Procedia PDF Downloads 104

Authors: Chukiat Chaiboonsri, Satawat Wannapan

Abstract:

This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: TThailand tourism, Maximum Entropy Bootstrapping approach, macroeconomic model, asymmetric information

Procedia PDF Downloads 269

Authors: Oloyede John Adebayo

Abstract:

This paper tested a variant of the monetary model of exchange rate determination, called Frankel’s Capital Account Monetary Model (CAAM) based on Real Interest Rate Differential, on the floating exchange rate experiences of three developing countries of Africa; viz: Ghana, Nigeria and the Gambia. The study adopted the Auto regressive Instrumental Package (AIV) and Almon Polynomial Lag Procedure of regression analysis based on the assumption that the coefficients follow a third-order Polynomial with zero-end constraint. The results found some support for the CAAM hypothesis that exchange rate responds proportionately to changes in money supply, inversely to income and positively to interest rates and expected inflation differentials. On this basis, the study points the attention of monetary authorities and researchers to the relevance and usefulness of CAAM as appropriate tool and useful benchmark for analyzing the exchange rate behaviour of most developing countries.

Keywords: exchange rate, monetary model, interest differentials, capital account

Procedia PDF Downloads 374

Authors: Jannes Quer, Amir Niknejad, Marcus Weber

Abstract:

Computational Drug Design is often based on Molecular Dynamics simulations of molecular systems. Molecular Dynamics can be used to simulate, e.g., the binding and unbinding event of a small drug-like molecule with regard to the active site of an enzyme or a receptor. However, the time-scale of the overall binding event is many orders of magnitude longer than the time-scale of simulation. Thus, there is a need to speed-up molecular simulations. In order to speed up simulations, the molecular dynamics trajectories have to be ”steared” out of local minimizers of the potential energy surface – the so-called metastabilities – of the molecular system. Increasing the kinetic energy (temperature) is one possibility to accelerate simulated processes. However, with temperature the entropy of the molecular system increases, too. But this kind ”stearing” is not directed enough to stear the molecule out of the minimum toward the saddle point. In this article, we give a new mathematical idea, how a potential energy surface can be changed in such a way, that entropy is kept under control while the trajectories are still steared out of the metastabilities. In order to compute the unsteared transition behaviour based on a steared simulation, we propose to use extrapolation methods. In the end we mathematically show, that our method accelerates the simulations along the direction, in which the curvature of the potential energy surface changes the most, i.e., from local minimizers towards saddle points.

Keywords: extrapolation, Eyring-Kramers, metastability, multilevel sampling

Procedia PDF Downloads 296

Authors: Seung-Jun Yu, Young-Min Ko, Hyoung-Kyu Song

Abstract:

Recently developed cooperative diversity scheme enables a terminal to get transmit diversity through the support of other terminals. However, most of the introduced cooperative schemes have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In order to achieve high data rate, we propose a cooperative scheme that employs hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: cooperative communication, hierarchical modulation, high data rate, transmission scheme

Procedia PDF Downloads 397