Search results for: market trend detection
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8183

Search results for: market trend detection

7913 By-Line Analysis of Determinants Insurance Premiums : Evidence from Tunisian Market

Authors: Nadia Sghaier

Abstract:

In this paper, we aim to identify the determinants of the life and non-life insurance premiums of different lines for the case of the Tunisian insurance market over a recent period from 1997 to 2019. The empirical analysis is conducted using the linear cointegration techniques in the panel data framework, which allow both long and short-run relationships. The obtained results show evidence of long-run relationship between premiums, losses, and financial variables (stock market indices and interest rate). Furthermore, we find that the short-run effect of explanatory variables differs across lines. This finding has important implications for insurance tarification and regulation.

Keywords: insurance premiums, lines, Tunisian insurance market, cointegration approach in panel data

Procedia PDF Downloads 161
7912 Financial Market Turmoil and Performance of Islamic Equity Indices

Authors: Abul Shamsuddin

Abstract:

The Islamic stock market indices are constructed by screening out stocks that are incompatible with Islam’s prohibition of interest and certain lines of business. This study examines the effects of Islamic screening on the risk-return characteristics of Islamic vis-a-vis mainstream equity portfolios. We use data on Dow Jones Islamic market indices and FTSE Global Islamic indices over 1993-2013. We observe that Islamic equity indices outperform their mainstream counterparts in both raw and risk-adjusted returns. In addition, Islamic equity indices are more resilient to turbulence in international markets than that of their mainstream counterparts. The findings are robust across a variety of portfolio performance measures.

Keywords: Dow Jones Islamic market index, FTSE global Islamic index, ethical investment, finance

Procedia PDF Downloads 328
7911 Strabismus Detection Using Eye Alignment Stability

Authors: Anoop T. R., Otman Basir, Robert F. Hess, Ben Thompson

Abstract:

Strabismus refers to a misalignment of the eyes. Early detection and treatment of strabismus in childhood can prevent the development of permanent vision loss due to abnormal development of visual brain areas. Currently, many children with strabismus remain undiagnosed until school entry because current automated screening methods have limited success in the preschool age range. A method for strabismus detection using eye alignment stability (EAS) is proposed. This method starts with face detection, followed by facial landmark detection, eye region segmentation, eye gaze extraction, and eye alignment stability estimation. Binarization and morphological operations are performed for segmenting the pupil region from the eye. After finding the EAS, its absolute value is used to differentiate the strabismic eye from the non-strabismic eye. If the value of the eye alignment stability is greater than a particular threshold, then the eyes are misaligned, and if its value is less than the threshold, the eyes are aligned. The method was tested on 175 strabismic and non-strabismic images obtained from Kaggle and Google Photos. The strabismic eye is taken as a positive class, and the non-strabismic eye is taken as a negative class. The test produced a true positive rate of 100% and a false positive rate of 7.69%.

Keywords: strabismus, face detection, facial landmarks, eye segmentation, eye gaze, binarization

Procedia PDF Downloads 50
7910 Outdoor Anomaly Detection with a Spectroscopic Line Detector

Authors: O. J. G. Somsen

Abstract:

One of the tasks of optical surveillance is to detect anomalies in large amounts of image data. However, if the size of the anomaly is very small, limited information is available to distinguish it from the surrounding environment. Spectral detection provides a useful source of additional information and may help to detect anomalies with a size of a few pixels or less. Unfortunately, spectral cameras are expensive because of the difficulty of separating two spatial in addition to one spectral dimension. We investigate the possibility of modifying a simpler spectral line detector for outdoor detection. This may be especially useful if the area of interest forms a line, such as the horizon. We use a monochrome CCD that also enables detection into the near infrared. A simple camera is attached to the setup to determine which part of the environment is spectrally imaged. Our preliminary results indicate that sensitive detection of very small targets is indeed possible. Spectra could be taken from the various targets by averaging columns in the line image. By imaging a set of lines of various width we found narrow lines that could not be seen in the color image but remained visible in the spectral line image. A simultaneous analysis of the entire spectra can produce better results than visual inspection of the line spectral image. We are presently developing calibration targets for spatial and spectral focusing and alignment with the spatial camera. This will present improved results and more use in outdoor application

Keywords: anomaly detection, spectroscopic line imaging, image analysis, outdoor detection

Procedia PDF Downloads 455
7909 A Critique of the Neo-Liberal Model of Economic Governance and Its Application to the Electricity Market Industry: Some Lessons and Learning Points from Nigeria

Authors: Kabiru Adamu

Abstract:

The Nigerian electricity industry was deregulated and privatized in 2005 and 2014 in line with global trend and practice. International and multilateral lending institutions advised developing countries, Nigeria inclusive, to adopt deregulation and privatization as part of reforms in their electricity sectors. The ideological basis of these reforms are traceable to neoliberalism. Neoliberalism is an ideology that believes in the supremacy of free market and strong non-interventionist competition law as against government ownership of the electricity market. This ideology became a state practice and a blue print for the deregulation and privatization of the electricity markets in many parts of the world. The blue print was used as a template for the privatization of the Nigerian electricity industry. In this wise, this paper, using documentary analysis and review of academic literatures, examines neoliberalism as an ideology and model of economic governance for the electricity supply industry in Nigeria. The paper examines the origin of the ideology, it features and principles and how it was used as the blue print in designing policies for electricity reforms in both developed and developing countries. The paper found out that there is gap between the ideology in theory and in practice because although the theory is rational in thinking it is difficult to be implemented in practice. The paper argues that the ideology has a mismatched effect and this has made its application in the electricity industry in many developing countries problematic and unsuccessful. In the case of Nigeria, the article argues that the template is also not working. The article concludes that the electricity sectors in Nigeria have failed to develop into competitive market for the benefit of consumers in line with the assumptions and promises of the ideology. The paper therefore recommends the democratization of the electricity sectors in Nigeria through a new system of public ownership as the solution to the failure of the neoliberal policies; but this requires the design of a more democratic and participatory system of ownership with communities and state governments in charge of the administration, running and operation of the sector.

Keywords: electricity, energy governance, neo-liberalism, regulation

Procedia PDF Downloads 141
7908 Bayesian Prospective Detection of Small Area Health Anomalies Using Kullback Leibler Divergence

Authors: Chawarat Rotejanaprasert, Andrew Lawson

Abstract:

Early detection of unusual health events depends on the ability to detect rapidly any substantial changes in disease, thus facilitating timely public health interventions. To assist public health practitioners to make decisions, statistical methods are adopted to assess unusual events in real time. We introduce a surveillance Kullback-Leibler (SKL) measure for timely detection of disease outbreaks for small area health data. The detection methods are compared with the surveillance conditional predictive ordinate (SCPO) within the framework of Bayesian hierarchical Poisson modeling and applied to a case study of a group of respiratory system diseases observed weekly in South Carolina counties. Properties of the proposed surveillance techniques including timeliness and detection precision are investigated using a simulation study.

Keywords: Bayesian, spatial, temporal, surveillance, prospective

Procedia PDF Downloads 284
7907 Virtual Prototyping of LED Chip Scale Packaging Using Computational Fluid Dynamic and Finite Element Method

Authors: R. C. Law, Shirley Kang, T. Y. Hin, M. Z. Abdullah

Abstract:

LED technology has been evolving aggressively in recent years from incandescent bulb during older days to as small as chip scale package. It will continue to stay bright in future. As such, there is tremendous pressure to stay competitive in the market by optimizing products to next level of performance and reliability with the shortest time to market. This changes the conventional way of product design and development to virtual prototyping by means of Computer Aided Engineering (CAE). It comprises of the deployment of Finite Element Method (FEM) and Computational Fluid Dynamic (CFD). FEM accelerates the investigation for early detection of failures such as crack, improve the thermal performance of system and enhance solder joint reliability. CFD helps to simulate the flow pattern of molding material as a function of different temperature, molding parameters settings to evaluate failures like voids and displacement. This paper will briefly discuss the procedures and applications of FEM in thermal stress, solder joint reliability and CFD of compression molding in LED CSP. Integration of virtual prototyping in product development had greatly reduced the time to market. Many successful achievements with minimized number of evaluation iterations required in the scope of material, process setting, and package architecture variant have been materialized with this approach.

Keywords: LED, chip scale packaging (CSP), computational fluid dynamic (CFD), virtual prototyping

Procedia PDF Downloads 263
7906 Roof Material Detection Based on Object-Based Approach Using WorldView-2 Satellite Imagery

Authors: Ebrahim Taherzadeh, Helmi Z. M. Shafri, Kaveh Shahi

Abstract:

One of the most important tasks in urban area remote sensing is detection of impervious surface (IS), such as building roof and roads. However, detection of IS in heterogeneous areas still remains as one of the most challenging works. In this study, detection of concrete roof using an object-oriented approach was proposed. A new rule-based classification was developed to detect concrete roof tile. The proposed rule-based classification was applied to WorldView-2 image. Results showed that the proposed rule has good potential to predict concrete roof material from WorldView-2 images with 85% accuracy.

Keywords: object-based, roof material, concrete tile, WorldView-2

Procedia PDF Downloads 399
7905 The Fefe Indices: The Direction of Donal Trump’s Tweets Effect on the Stock Market

Authors: Sergio Andres Rojas, Julian Benavides Franco, Juan Tomas Sayago

Abstract:

An increasing amount of research demonstrates how market mood affects financial markets, but their primary goal is to demonstrate how Trump's tweets impacted US interest rate volatility. Following that lead, this work evaluates the effect that Trump's tweets had during his presidency on local and international stock markets, considering not just volatility but the direction of the movement. Three indexes for Trump's tweets were created relating his activity with movements in the S&P500 using natural language analysis and machine learning algorithms. The indexes consider Trump's tweet activity and the positive or negative market sentiment they might inspire. The first explores the relationship between tweets generating negative movements in the S&P500; the second explores positive movements, while the third explores the difference between up and down movements. A pseudo-investment strategy using the indexes produced statistically significant above-average abnormal returns. The findings also showed that the pseudo strategy generated a higher return in the local market if applied to intraday data. However, only a negative market sentiment caused this effect on daily data. These results suggest that the market reacted primarily to a negative idea reflected in the negative index. In the international market, it is not possible to identify a pervasive effect. A rolling window regression model was also performed. The result shows that the impact on the local and international markets is heterogeneous, time-changing, and differentiated for the market sentiment. However, the negative sentiment was more prone to have a significant correlation most of the time.

Keywords: market sentiment, Twitter market sentiment, machine learning, natural dialect analysis

Procedia PDF Downloads 42
7904 The Study on How Social Cues in a Scene Modulate Basic Object Recognition Proces

Authors: Shih-Yu Lo

Abstract:

Stereotypes exist in almost every society, affecting how people interact with each other. However, to our knowledge, the influence of stereotypes was rarely explored in the context of basic perceptual processes. This study aims to explore how the gender stereotype affects object recognition. Participants were presented with a series of scene pictures, followed by a target display with a man or a woman, holding a weapon or a non-weapon object. The task was to identify whether the object in the target display was a weapon or not. Although the gender of the object holder could not predict whether he or she held a weapon, and was irrelevant to the task goal, the participant nevertheless tended to identify the object as a weapon when the object holder was a man than a woman. The analysis based on the signal detection theory showed that the stereotype effect on object recognition mainly resulted from the participant’s bias to make a 'weapon' response when a man was in the scene instead of a woman in the scene. In addition, there was a trend that the participant’s sensitivity to differentiate a weapon from a non-threating object was higher when a woman was in the scene than a man was in the scene. The results of this study suggest that the irrelevant social cues implied in the visual scene can be very powerful that they can modulate the basic object recognition process.

Keywords: gender stereotype, object recognition, signal detection theory, weapon

Procedia PDF Downloads 181
7903 The Search of New Laws for a Gluten Kingdom

Authors: Mohammed Saleem Tariq

Abstract:

The enthusiasm for gluten avoidance in a growing market is met by improvements in sensitive detection methods for analysing gluten content. Paradoxically, manufacturers employ no such systems in the production process but continue to market their product as gluten free, a significant risk posed to an undetermined coeliac population. The paper resonates with an immunological response that causes gastrointestinal scarring and villous atrophy with the conventional description of personal injury. The current developing regime in the UK however, it is discussed, has avoided creating specific rules to provide an adequate level of protection for this type of vulnerable ‘characteristic’. Due to the struggle involved with identifying an appropriate cause of action, this paper analyses whether a claim brought in misrepresentation, negligence and/or under the Consumer Protect Act 1987 could be sustained. A necessary comparison is then made with the approach adopted by the Americans with Disability Act 1990 which recognises this chronic disease as a disability. The ongoing failure to introduce a level of protection which matches that afforded to those who fall into any one of the ‘protected characteristics’ under the Equality Act 2010, is inconceivable given the outstanding level of legal vulnerability.

Keywords: coeliac, litigation, misrepresentation, negligence

Procedia PDF Downloads 343
7902 StockTwits Sentiment Analysis on Stock Price Prediction

Authors: Min Chen, Rubi Gupta

Abstract:

Understanding and predicting stock market movements is a challenging problem. It is believed stock markets are partially driven by public sentiments, which leads to numerous research efforts to predict stock market trend using public sentiments expressed on social media such as Twitter but with limited success. Recently a microblogging website StockTwits is becoming increasingly popular for users to share their discussions and sentiments about stocks and financial market. In this project, we analyze the text content of StockTwits tweets and extract financial sentiment using text featurization and machine learning algorithms. StockTwits tweets are first pre-processed using techniques including stopword removal, special character removal, and case normalization to remove noise. Features are extracted from these preprocessed tweets through text featurization process using bags of words, N-gram models, TF-IDF (term frequency-inverse document frequency), and latent semantic analysis. Machine learning models are then trained to classify the tweets' sentiment as positive (bullish) or negative (bearish). The correlation between the aggregated daily sentiment and daily stock price movement is then investigated using Pearson’s correlation coefficient. Finally, the sentiment information is applied together with time series stock data to predict stock price movement. The experiments on five companies (Apple, Amazon, General Electric, Microsoft, and Target) in a duration of nine months demonstrate the effectiveness of our study in improving the prediction accuracy.

Keywords: machine learning, sentiment analysis, stock price prediction, tweet processing

Procedia PDF Downloads 128
7901 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: BART, Bayesian, predict, stock

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7900 Market Segmentation and Conjoint Analysis for Apple Family Design

Authors: Abbas Al-Refaie, Nour Bata

Abstract:

A distributor of Apple products' experiences numerous difficulties in developing marketing strategies for new and existing mobile product entries that maximize customer satisfaction and the firm's profitability. This research, therefore, integrates market segmentation in platform-based product family design and conjoint analysis to identify iSystem combinations that increase customer satisfaction and business profits. First, the enhanced market segmentation grid is created. Then, the estimated demand model is formulated. Finally, the profit models are constructed then used to determine the ideal product family design that maximizes profit. Conjoint analysis is used to explore customer preferences with their satisfaction levels. A total of 200 surveys are collected about customer preferences. Then, simulation is used to determine the importance values for each attribute. Finally, sensitivity analysis is conducted to determine the product family design that maximizes both objectives. In conclusion, the results of this research shall provide great support to Apple distributors in determining the best marketing strategies that enhance their market share.

Keywords: market segmentation, conjoint analysis, market strategies, optimization

Procedia PDF Downloads 330
7899 Options for Adding Benefits of Local Crop Diversity Through a Non-Breeding Approach

Authors: Kedar Nath Nepal, Tek Bahadur Thapa, David Guerena;

Abstract:

The community participation is central to the in-situ project objectives, as farming communities are key stakeholders in the on-farm conservation of agricultural bio- diversity. Besides technical means to adding benefits, the complimentary strategy includes creating market-based value adding measures by increasing users’ awareness of the value of traditional foods and nutritional values; exhibitions and improved processing; and policy incentives. This paper presents various participatory activities carried out in Nepal as options for enhancing benefits to local communities by increased utilization of local crop diversity on -the farm through non-breeding discussed, and outcomes are documented using farmers’ perception data and secondary information. The paper focuses on three major areas of public awareness, market incentives and non-market incentives that may enhance on -farm conservation and use of biodiversity.

Keywords: biodiversity, in-situ, market-based, non-market

Procedia PDF Downloads 83
7898 Behavioral Analysis of Stock Using Selective Indicators from Fundamental and Technical Analysis

Authors: Vish Putcha, Chandrasekhar Putcha, Siva Hari

Abstract:

In the current digital era of free trading and pandemic-driven remote work culture, markets worldwide gained momentum for retail investors to trade from anywhere easily. The number of retail traders rose to 24% of the market from 15% at the pre-pandemic level. Most of them are young retail traders with high-risk tolerance compared to the previous generation of retail traders. This trend boosted the growth of subscription-based market predictors and market data vendors. Young traders are betting on these predictors, assuming one of them is correct. However, 90% of retail traders are on the losing end. This paper presents multiple indicators and attempts to derive behavioral patterns from the underlying stocks. The two major indicators that traders and investors follow are technical and fundamental. The famous investor, Warren Buffett, adheres to the “Value Investing” method that is based on a stock’s fundamental Analysis. In this paper, we present multiple indicators from various methods to understand the behavior patterns of stocks. For this research, we picked five stocks with a market capitalization of more than $200M, listed on the exchange for more than 20 years, and from different industry sectors. To study the behavioral pattern over time for these five stocks, a total of 8 indicators are chosen from fundamental, technical, and financial indicators, such as Price to Earning (P/E), Price to Book Value (P/B), Debt to Equity (D/E), Beta, Volatility, Relative Strength Index (RSI), Moving Averages and Dividend yields, followed by detailed mathematical Analysis. This is an interdisciplinary paper between various disciplines of Engineering, Accounting, and Finance. The research takes a new approach to identify clear indicators affecting stocks. Statistical Analysis of the data will be performed in terms of the probabilistic distribution, then follow and then determine the probability of the stock price going over a specific target value. The Chi-square test will be used to determine the validity of the assumed distribution. Preliminary results indicate that this approach is working well. When the complete results are presented in the final paper, they will be beneficial to the community.

Keywords: stock pattern, stock market analysis, stock predictions, trading, investing, fundamental analysis, technical analysis, quantitative trading, financial analysis, behavioral analysis

Procedia PDF Downloads 56
7897 Machine Learning Approach for Anomaly Detection in the Simulated Iec-60870-5-104 Traffic

Authors: Stepan Grebeniuk, Ersi Hodo, Henri Ruotsalainen, Paul Tavolato

Abstract:

Substation security plays an important role in the power delivery system. During the past years, there has been an increase in number of attacks on automation networks of the substations. In spite of that, there hasn’t been enough focus dedicated to the protection of such networks. Aiming to design a specialized anomaly detection system based on machine learning, in this paper we will discuss the IEC 60870-5-104 protocol that is used for communication between substation and control station and focus on the simulation of the substation traffic. Firstly, we will simulate the communication between substation slave and server. Secondly, we will compare the system's normal behavior and its behavior under the attack, in order to extract the right features which will be needed for building an anomaly detection system. Lastly, based on the features we will suggest the anomaly detection system for the asynchronous protocol IEC 60870-5-104.

Keywords: Anomaly detection, IEC-60870-5-104, Machine learning, Man-in-the-Middle attacks, Substation security

Procedia PDF Downloads 336
7896 Developing Artificial Neural Networks (ANN) for Falls Detection

Authors: Nantakrit Yodpijit, Teppakorn Sittiwanchai

Abstract:

The number of older adults is rising rapidly. The world’s population becomes aging. Falls is one of common and major health problems in the elderly. Falls may lead to acute and chronic injuries and deaths. The fall-prone individuals are at greater risk for decreased quality of life, lowered productivity and poverty, social problems, and additional health problems. A number of studies on falls prevention using fall detection system have been conducted. Many available technologies for fall detection system are laboratory-based and can incur substantial costs for falls prevention. The utilization of alternative technologies can potentially reduce costs. This paper presents the new design and development of a wearable-based fall detection system using an Accelerometer and Gyroscope as motion sensors for the detection of body orientation and movement. Algorithms are developed to differentiate between Activities of Daily Living (ADL) and falls by comparing Threshold-based values with Artificial Neural Networks (ANN). Results indicate the possibility of using the new threshold-based method with neural network algorithm to reduce the number of false positive (false alarm) and improve the accuracy of fall detection system.

Keywords: aging, algorithm, artificial neural networks (ANN), fall detection system, motion sensorsthreshold

Procedia PDF Downloads 471
7895 Investigating the Relationship between the Kuwait Stock Market and Its Marketing Sectors

Authors: Mohamad H. Atyeh, Ahmad Khaldi

Abstract:

The main objective of this research is to measure the relationship between the Kuwait stock Exchange (KSE) index and its two marketing sectors after the new market classification. The findings of this research are important for Public economic policy makers as they need to know if the new system (new classification) is efficient and to what level, to monitor the markets and intervene with appropriate measures. The data used are the daily index of the whole Kuwaiti market and the daily closing price, number of deals and volume of shares traded of two marketing sectors (consumer goods and consumer services) for the period from the 13th of May 2012 till the 12th of December 2016. The results indicate a positive direct impact of the closing price, volume and deals indexes of the consumer goods and the consumer services companies on the overall KSE index, volume and deals of the Kuwaiti stock market (KSE).

Keywords: correlation, market capitalization, Kuwait Stock Exchange (KSE), marketing sectors, stock performance

Procedia PDF Downloads 300
7894 Multiscale Edge Detection Based on Nonsubsampled Contourlet Transform

Authors: Enqing Chen, Jianbo Wang

Abstract:

It is well known that the wavelet transform provides a very effective framework for multiscale edges analysis. However, wavelets are not very effective in representing images containing distributed discontinuities such as edges. In this paper, we propose a novel multiscale edge detection method in nonsubsampled contourlet transform (NSCT) domain, which is based on the dominant multiscale, multidirection edge expression and outstanding edge location of NSCT. Through real images experiments, simulation results demonstrate that the proposed method is better than other edge detection methods based on Canny operator, wavelet and contourlet. Additionally, the proposed method also works well for noisy images.

Keywords: edge detection, NSCT, shift invariant, modulus maxima

Procedia PDF Downloads 466
7893 Stock Prediction and Portfolio Optimization Thesis

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

Procedia PDF Downloads 54
7892 Dynamic Model of Heterogeneous Markets with Imperfect Information for the Optimization of Company's Long-Time Strategy

Authors: Oleg Oborin

Abstract:

This paper is dedicated to the development of the model, which can be used to evaluate the effectiveness of long-term corporate strategies and identify the best strategies. The theoretical model of the relatively homogenous product market (such as iron and steel industry, mobile services or road transport) has been developed. In the model, the market consists of a large number of companies with different internal characteristics and objectives. The companies can perform mergers and acquisitions in order to increase their market share. The model allows the simulation of long-time dynamics of the market (for a period longer than 20 years). Therefore, a large number of simulations on random input data was conducted in the framework of the model. After that, the results of the model were compared with the dynamics of real markets, such as the US steel industry from the beginning of the XX century to the present day, and the market of mobile services in Germany for the period between 1990 and 2015.

Keywords: Economic Modelling, Long-Time Strategy, Mergers and Acquisitions, Simulation

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7891 Chemical Analysis of Available Portland Cement in Libyan Market Using X-Ray Fluorescence

Authors: M. A. Elbagermia, A. I. Alajtala, M. Alkerzab

Abstract:

This study compares the quality of different brands of Portland Cement (PC) available in Libyan market. The amounts of chemical constituents like SiO2, Al2O3, Fe2O3, CaO, MgO, SO3, and Lime Saturation Factor (LSF) were determined in accordance with Libyan (L.S.S) and Amrican (A.S.S) Standard Specifications. All the cement studies were found to be good for concrete work especially where no special property is required. The chemical and mineralogical analyses for studied clinker samples show that the dominant phases composition are C3S and C2S while the C3A and C4AF are less abundant.

Keywords: Portland cement, chemical composition, Libyan market, X-Ray fluorescence

Procedia PDF Downloads 323
7890 Implementation of Edge Detection Based on Autofluorescence Endoscopic Image of Field Programmable Gate Array

Authors: Hao Cheng, Zhiwu Wang, Guozheng Yan, Pingping Jiang, Shijia Qin, Shuai Kuang

Abstract:

Autofluorescence Imaging (AFI) is a technology for detecting early carcinogenesis of the gastrointestinal tract in recent years. Compared with traditional white light endoscopy (WLE), this technology greatly improves the detection accuracy of early carcinogenesis, because the colors of normal tissues are different from cancerous tissues. Thus, edge detection can distinguish them in grayscale images. In this paper, based on the traditional Sobel edge detection method, optimization has been performed on this method which considers the environment of the gastrointestinal, including adaptive threshold and morphological processing. All of the processes are implemented on our self-designed system based on the image sensor OV6930 and Field Programmable Gate Array (FPGA), The system can capture the gastrointestinal image taken by the lens in real time and detect edges. The final experiments verified the feasibility of our system and the effectiveness and accuracy of the edge detection algorithm.

Keywords: AFI, edge detection, adaptive threshold, morphological processing, OV6930, FPGA

Procedia PDF Downloads 202
7889 Detection of Nanotoxic Material Using DNA Based QCM

Authors: Juneseok You, Chanho Park, Kuehwan Jang, Sungsoo Na

Abstract:

Sensing of nanotoxic materials is strongly important, as their engineering applications are growing recently and results in that nanotoxic material can harmfully influence human health and environment. In current study we report the quartz crystal microbalance (QCM)-based, in situ and real-time sensing of nanotoxic-material by frequency shift. We propose the in situ detection of nanotoxic material of zinc oxice by using QCM functionalized with a taget-specific DNA. Since the mass of a target material is comparable to that of an atom, the mass change caused by target binding to DNA on the quartz electrode is so small that it is practically difficult to detect the ions at low concentrations. In our study, we have demonstrated the in-situ and fast detection of zinc oxide using the quartz crystal microbalance (QCM). The detection was derived from the DNA hybridization between the DNA on the quartz electrode. The results suggest that QCM-based detection opens a new avenue for the development of a practical water-testing sensor.

Keywords: nanotoxic material, qcm, frequency, in situ sensing

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7888 Progress in Accuracy, Reliability and Safety in Firedamp Detection

Authors: José Luis Lorenzo Bayona, Ljiljana Medic-Pejic, Isabel Amez Arenillas, Blanca Castells Somoza

Abstract:

The communication presents the study results carried out by the Official Laboratory J. M. Madariaga (LOM) of the Polytechnic University of Madrid to analyze the reliability of methane detection systems used in underground mining. Poor firedamp control in work can cause from production stoppages to fatal accidents and since there is currently a great variety of equipment with different functional characteristics, a study is needed to indicate which measurement principles have the highest degree of confidence. For the development of the project, a series of fixed, transportable and portable methane detectors with different measurement principles have been selected to subject them to laboratory tests following the methods described in the applicable regulations. The test equipment has been the one usually used in the certification and calibration of these devices, subject to the LOM quality system, and the tests have been carried out on detectors accessible in the market. The conclusions establish the main advantages and disadvantages of the equipment according to the measurement principle used; catalytic combustion, interferometry and infrared absorption.

Keywords: ATEX standards, gas detector, methane meter, mining safety

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7887 Consumer Experience of 3D Body Scanning Technology and Acceptance of Related E-Commerce Market Applications in Saudi Arabia

Authors: Moudi Almousa

Abstract:

This research paper explores Saudi Arabian female consumers’ experiences using 3D body scanning technology and their level of acceptance of possible market applications of this technology to adopt for apparel online shopping. Data was collected for 82 women after being scanned then viewed a short video explaining three possible scenarios of 3D body scanning applications, which include size prediction, customization, and virtual try-on, before completing the survey questionnaire. Although respondents have strong positive responses towards the scanning experience, the majority were concerned about their privacy during the scanning process. The results indicated that size prediction and virtual try on had greater market application potential and a higher chance of crossing the gap based on consumer interest. The results of the study also indicated a strong positive correlation between respondents’ concern with inability to try on apparel products in online environments and their willingness to use the 3D possible market applications.

Keywords: 3D body scanning, market applications, online, apparel fit

Procedia PDF Downloads 112
7886 Detection of Epinephrine in Chicken Serum at Iron Oxide Screen Print Modified Electrode

Authors: Oluwole Opeyemi Dina, Saheed E. Elugoke, Peter Olutope Fayemi, Omolola E. Fayemi

Abstract:

This study presents the detection of epinephrine (EP) at Fe₃O₄ modified screen printed silver electrode (SPSE). The iron oxide (Fe₃O₄) nanoparticles were characterized with UV-visible spectroscopy, Fourier-Transform infrared spectroscopy (FT-IR) and Scanning electron microscopy (SEM) prior to the modification of the SPSE. The EP oxidation peak current (Iap) increased with an increase in the concentration of EP as well as the scan rate (from 25 - 400 mVs⁻¹). Using cyclic voltammetry (CV), the relationship between Iap and EP concentration was linear over a range of 3.8 -118.9 µM and 118.9-175 µM with a detection limit of 41.99 µM and 83.16 µM, respectively. Selective detection of EP in the presence of ascorbic acid was also achieved at this electrode.

Keywords: screenprint electrode, iron oxide nanoparticle, epinephrine, serum, cyclic voltametry

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7885 Same-Day Detection Method of Salmonella Spp., Shigella Spp. and Listeria Monocytogenes with Fluorescence-Based Triplex Real-Time PCR

Authors: Ergun Sakalar, Kubra Bilgic

Abstract:

Faster detection and characterization of pathogens are the basis of the evoid from foodborne pathogens. Salmonella spp., Shigella spp. and Listeria monocytogenes are common foodborne bacteria that are among the most life-threatining. It is important to rapid and accurate detection of these pathogens to prevent food poisoning and outbreaks or to manage food chains. The present work promise to develop a sensitive, species specific and reliable PCR based detection system for simultaneous detection of Salmonella spp., Shigella spp. and Listeria monocytogenes. For this purpose, three genes were picked out, ompC for Salmonella spp., ipaH for Shigella spp. and hlyA for L. monocytogenes. After short pre-enrichment of milk was passed through a vacuum filter and bacterial DNA was exracted using commercially available kit GIDAGEN®(Turkey, İstanbul). Detection of amplicons was verified by examination of the melting temperature (Tm) that are 72° C, 78° C, 82° C for Salmonella spp., Shigella spp. and L. monocytogenes, respectively. The method specificity was checked against a group of bacteria strains, and also carried out sensitivity test resulting in under 10² CFU mL⁻¹ of milk for each bacteria strain. Our results show that the flourescence based triplex qPCR method can be used routinely to detect Salmonella spp., Shigella spp. and L. monocytogenes during the milk processing procedures in order to reduce cost, time of analysis and the risk of foodborne disease outbreaks.

Keywords: evagreen, food-born bacteria, pathogen detection, real-time pcr

Procedia PDF Downloads 218
7884 Latency-Based Motion Detection in Spiking Neural Networks

Authors: Mohammad Saleh Vahdatpour, Yanqing Zhang

Abstract:

Understanding the neural mechanisms underlying motion detection in the human visual system has long been a fascinating challenge in neuroscience and artificial intelligence. This paper presents a spiking neural network model inspired by the processing of motion information in the primate visual system, particularly focusing on the Middle Temporal (MT) area. In our study, we propose a multi-layer spiking neural network model to perform motion detection tasks, leveraging the idea that synaptic delays in neuronal communication are pivotal in motion perception. Synaptic delay, determined by factors like axon length and myelin insulation, affects the temporal order of input spikes, thereby encoding motion direction and speed. Overall, our spiking neural network model demonstrates the feasibility of capturing motion detection principles observed in the primate visual system. The combination of synaptic delays, learning mechanisms, and shared weights and delays in SMD provides a promising framework for motion perception in artificial systems, with potential applications in computer vision and robotics.

Keywords: neural network, motion detection, signature detection, convolutional neural network

Procedia PDF Downloads 52