Search results for: quantile function model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19716

Search results for: quantile function model

19506 Neural Network Based Compressor Flow Estimator in an Aircraft Vapor Cycle System

Authors: Justin Reverdi, Sixin Zhang, Serge Gratton, Said Aoues, Thomas Pellegrini

Abstract:

In Vapor Cycle Systems, the flow sensor plays a key role in different monitoring and control purposes. However, physical sensors can be expensive, inaccurate, heavy, cumbersome, or highly sensitive to vibrations, which is especially problematic when embedded into an aircraft. The conception of a virtual sensor based on other standard sensors is a good alternative. In this paper, a data-driven model using a Convolutional Neural Network is proposed to estimate the flow of the compressor. To fit the model to our dataset, we tested different loss functions. We show in our application that a Dynamic Time Warping based loss function called DILATE leads to better dynamical performance than the vanilla mean squared error (MSE) loss function. DILATE allows choosing a trade-off between static and dynamic performance.

Keywords: deep learning, dynamic time warping, vapor cycle system, virtual sensor

Procedia PDF Downloads 118
19505 A New Nonlinear State-Space Model and Its Application

Authors: Abdullah Eqal Al Mazrooei

Abstract:

In this work, a new nonlinear model will be introduced. The model is in the state-space form. The nonlinearity of this model is in the state equation where the state vector is multiplied by its self. This technique makes our model generalizes many famous models as Lotka-Volterra model and Lorenz model which have many applications in the real life. We will apply our new model to estimate the wind speed by using a new nonlinear estimator which suitable to work with our model.

Keywords: nonlinear systems, state-space model, Kronecker product, nonlinear estimator

Procedia PDF Downloads 657
19504 A Fishery Regulation Model: Bargaining over Fishing Pressure

Authors: Duplan Yves Jamont Junior

Abstract:

The Diamond-Mortensen-Pissarides model widely used in labor economics is tailored to fishery. By this way, a fishing function is defined to depict the fishing technology, and Bellman equations are established to describe the behaviors of fishermen and conservationists. On this basis, a negotiation takes place as a Nash-bargaining over the upper limit of the fishing pressure between both political representative groups of fishermen and conservationists. The existence and uniqueness conditions of the Nash-bargained fishing pressure are established. Given the biomass evolution equation, the dynamics of the model variables (fishing pressure, biomass, fish need) is studied.

Keywords: conservation, fishery, fishing, Nash bargaining

Procedia PDF Downloads 237
19503 Remarks on the Lattice Green's Function for the Anisotropic Face Cantered Cubic Lattice

Authors: Jihad H. Asad

Abstract:

An expression for the Green’s function (GF) of anisotropic face cantered cubic (IFCC) lattice is evaluated analytically and numerically for a single impurity problem. The density of states (DOS), phase shift and scattering cross section are expressed in terms of complete elliptic integrals of the first kind.

Keywords: lattice Green's function, elliptic integral, physics, cubic lattice

Procedia PDF Downloads 439
19502 A Multi-Objective Programming Model to Supplier Selection and Order Allocation Problem in Stochastic Environment

Authors: Rouhallah Bagheri, Morteza Mahmoudi, Hadi Moheb-Alizadeh

Abstract:

This paper aims at developing a multi-objective model for supplier selection and order allocation problem in stochastic environment, where purchasing cost, percentage of delivered items with delay and percentage of rejected items provided by each supplier are supposed to be stochastic parameters following any arbitrary probability distribution. In this regard, dependent chance programming is used which maximizes probability of the event that total purchasing cost, total delivered items with delay and total rejected items are less than or equal to pre-determined values given by decision maker. The abovementioned stochastic multi-objective programming problem is then transformed into a stochastic single objective programming problem using minimum deviation method. In the next step, the further problem is solved applying a genetic algorithm, which performs a simulation process in order to calculate the stochastic objective function as its fitness function. Finally, the impact of stochastic parameters on the given solution is examined via a sensitivity analysis exploiting coefficient of variation. The results show that whatever stochastic parameters have greater coefficients of variation, the value of the objective function in the stochastic single objective programming problem is deteriorated.

Keywords: supplier selection, order allocation, dependent chance programming, genetic algorithm

Procedia PDF Downloads 286
19501 Optimization of Air Pollution Control Model for Mining

Authors: Zunaira Asif, Zhi Chen

Abstract:

The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM2.5, PM10, NOx, and SO2. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NOx and SO2 reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: air pollution, linear programming, mining, optimization, treatment technologies

Procedia PDF Downloads 170
19500 Condensation of Moist Air in Heat Exchanger Using CFD

Authors: Jan Barak, Karel Frana, Joerg Stiller

Abstract:

This work presents results of moist air condensation in heat exchanger. It describes theoretical knowledge and definition of moist air. Model with geometry of square canal was created for better understanding and post processing of condensation phenomena. Different approaches were examined on this model to find suitable software and model. Obtained knowledge was applied to geometry of real heat exchanger and results from experiment were compared with numerical results. One of the goals is to solve this issue without creating any user defined function in the applied code. It also contains summary of knowledge and outlook for future work.

Keywords: condensation, exchanger, experiment, validation

Procedia PDF Downloads 372
19499 Licensing in a Hotelling Model with Quadratic Transportation Costs

Authors: Fehmi Bouguezzi

Abstract:

This paper studies optimal licensing regimes in a linear Hotelling model where firms are located at the end points of the city and where the transportation cost is not linear but quadratic. We study for that a more general cost function and we try to compare the findings with the results of the linear cost. We find the same optimal licensing regimes. A per unit royalty is optimal when innovation is not drastic and no licensing is better when innovation is drastic. We also find that no licensing is always better than fixed fee licensing.

Keywords: Hotelling model, technology transfer, patent licensing, quadratic transportation cost

Procedia PDF Downloads 323
19498 Utility Assessment Model for Wireless Technology in Construction

Authors: Yassir AbdelRazig, Amine Ghanem

Abstract:

Construction projects are information intensive in nature and involve many activities that are related to each other. Wireless technologies can be used to improve the accuracy and timeliness of data collected from construction sites and shares it with appropriate parties. Nonetheless, the construction industry tends to be conservative and shows hesitation to adopt new technologies. A main concern for owners, contractors or any person in charge on a job site is the cost of the technology in question. Wireless technologies are not cheap. There are a lot of expenses to be taken into consideration, and a study should be completed to make sure that the importance and savings resulting from the usage of this technology is worth the expenses. This research attempts to assess the effectiveness of using the appropriate wireless technologies based on criteria such as performance, reliability, and risk. The assessment is based on a utility function model that breaks down the selection issue into alternatives attribute. Then the attributes are assigned weights and single attributes are measured. Finally, single attribute are combined to develop one single aggregate utility index for each alternative.

Keywords: analytic hierarchy process, decision theory, utility function, wireless technologies

Procedia PDF Downloads 311
19497 A Model for Solid Transportation Problem with Three Hierarchical Objectives under Uncertain Environment

Authors: Wajahat Ali, Shakeel Javaid

Abstract:

In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

Procedia PDF Downloads 57
19496 Establishment of the Regression Uncertainty of the Critical Heat Flux Power Correlation for an Advanced Fuel Bundle

Authors: L. Q. Yuan, J. Yang, A. Siddiqui

Abstract:

A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

Procedia PDF Downloads 388
19495 Global Analysis of HIV Virus Models with Cell-to-Cell

Authors: Hossein Pourbashash

Abstract:

Recent experimental studies have shown that HIV can be transmitted directly from cell to cell when structures called virological synapses form during interactions between T cells. In this article, we describe a new within-host model of HIV infection that incorporates two mechanisms: infection by free virions and the direct cell-to-cell transmission. We conduct the local and global stability analysis of the model. We show that if the basic reproduction number R0 1, the virus is cleared and the disease dies out; if R0 > 1, the virus persists in the host. We also prove that the unique positive equilibrium attracts all positive solutions under additional assumptions on the parameters.

Keywords: HIV virus model, cell-to-cell transmission, global stability, Lyapunov function, second compound matrices

Procedia PDF Downloads 488
19494 An Alternative Stratified Cox Model for Correlated Variables in Infant Mortality

Authors: K. A. Adeleke

Abstract:

Often in epidemiological research, introducing stratified Cox model can account for the existence of interactions of some inherent factors with some major/noticeable factors. This research work aimed at modelling correlated variables in infant mortality with the existence of some inherent factors affecting the infant survival function. An alternative semiparametric Stratified Cox model is proposed with a view to take care of multilevel factors that have interactions with others. This, however, was used as a tool to model infant mortality data from Nigeria Demographic and Health Survey (NDHS) with some multilevel factors (Tetanus, Polio, and Breastfeeding) having correlation with main factors (Sex, Size, and Mode of Delivery). Asymptotic properties of the estimators are also studied via simulation. The tested model via data showed good fit and performed differently depending on the levels of the interaction of the strata variable Z*. An evidence that the baseline hazard functions and regression coefficients are not the same from stratum to stratum provides a gain in information as against the usage of Cox model. Simulation result showed that the present method produced better estimates in terms of bias, lower standard errors, and or mean square errors.

Keywords: stratified Cox, semiparametric model, infant mortality, multilevel factors, cofounding variables

Procedia PDF Downloads 535
19493 Defuzzification of Periodic Membership Function on Circular Coordinates

Authors: Takashi Mitsuishi, Koji Saigusa

Abstract:

This paper presents circular polar coordinates transformation of periodic fuzzy membership function. The purpose is identification of domain of periodic membership functions in consequent part of IF-THEN rules. The proposed methods are applied to the simple color construct system.

Keywords: periodic membership function, polar coordinates transformation, defuzzification, circular coordinates

Procedia PDF Downloads 277
19492 Bifurcation and Chaos of the Memristor Circuit

Authors: Wang Zhulin, Min Fuhong, Peng Guangya, Wang Yaoda, Cao Yi

Abstract:

In this paper, a magnetron memristor model based on hyperbolic sine function is presented and the correctness proved by studying the trajectory of its voltage and current phase, and then a memristor chaotic system with the memristor model is presented. The phase trajectories and the bifurcation diagrams and Lyapunov exponent spectrum of the magnetron memristor system are plotted by numerical simulation, and the chaotic evolution with changing the parameters of the system is also given. The paper includes numerical simulations and mathematical model, which confirming that the system, has a wealth of dynamic behavior.

Keywords: memristor, chaotic circuit, dynamical behavior, chaotic system

Procedia PDF Downloads 464
19491 Interoperable Design Coordination Method for Sharing Communication Information Using Building Information Model Collaboration Format

Authors: Jin Gang Lee, Hyun-Soo Lee, Moonseo Park

Abstract:

The utilization of BIM and IFC allows project participants to collaborate across different areas by consistently sharing interoperable product information represented in a model. Comments or markups generated during the coordination process can be categorized as communication information, which can be shared in less standardized manner. It can be difficult to manage and reuse such information compared to the product information in a model. The present study proposes an interoperable coordination method using BCF (the BIM Collaboration Format) for managing and sharing the communication information during BIM based coordination process. A management function for coordination in the BIM collaboration system is developed to assess its ability to share the communication information in BIM collaboration projects. This approach systematically links communication information during the coordination process to the building model and serves as a type of storage system for retrieving knowledge created during BIM collaboration projects.

Keywords: design coordination, building information model, BIM collaboration format, industry foundation classes

Procedia PDF Downloads 394
19490 A Multicriteria Mathematical Programming Model for Farm Planning in Greece

Authors: Basil Manos, Parthena Chatzinikolaou, Fedra Kiomourtzi

Abstract:

This paper presents a Multicriteria Mathematical Programming model for farm planning and sustainable optimization of agricultural production. The model can be used as a tool for the analysis and simulation of agricultural production plans, as well as for the study of impacts of various measures of Common Agriculture Policy in the member states of European Union. The model can achieve the optimum production plan of a farm or an agricultural region combining in one utility function different conflicting criteria as the maximization of gross margin and the minimization of fertilizers used, under a set of constraints for land, labor, available capital, Common Agricultural Policy etc. The proposed model was applied to the region of Larisa in central Greece. The optimum production plan achieves a greater gross return, a less fertilizers use, and a less irrigated water use than the existent production plan.

Keywords: sustainable optimization, multicriteria analysis, agricultural production, farm planning

Procedia PDF Downloads 574
19489 Group Decision Making through Interval-Valued Intuitionistic Fuzzy Soft Set TOPSIS Method Using New Hybrid Score Function

Authors: Syed Talib Abbas Raza, Tahseen Ahmed Jilani, Saleem Abdullah

Abstract:

This paper presents interval-valued intuitionistic fuzzy soft sets based TOPSIS method for group decision making. The interval-valued intuitionistic fuzzy soft set is a mutation of an interval-valued intuitionistic fuzzy set and soft set. In group decision making problems IVIFSS makes the process much more algebraically elegant. We have used weighted arithmetic averaging operator for aggregating the information and define a new Hybrid Score Function as metric tool for comparison between interval-valued intuitionistic fuzzy values. In an illustrative example we have applied the developed method to a criminological problem. We have developed a group decision making model for integrating the imprecise and hesitant evaluations of multiple law enforcement agencies working on target killing cases in the country.

Keywords: group decision making, interval-valued intuitionistic fuzzy soft set, TOPSIS, score function, criminology

Procedia PDF Downloads 559
19488 Optimisation of a Dragonfly-Inspired Flapping Wing-Actuation System

Authors: Jia-Ming Kok, Javaan Chahl

Abstract:

An optimisation method using both global and local optimisation is implemented to determine the flapping profile which will produce the most lift for an experimental wing-actuation system. The optimisation method is tested using a numerical quasi-steady analysis. Results of an optimised flapping profile show a 20% increase in lift generated as compared to flapping profiles obtained by high speed cinematography of a Sympetrum frequens dragonfly. Initial optimisation procedures showed 3166 objective function evaluations. The global optimisation parameters - initial sample size and stage one sample size, were altered to reduce the number of function evaluations. Altering the stage one sample size had no significant effect. It was found that reducing the initial sample size to 400 would allow a reduction in computational effort to approximately 1500 function evaluations without compromising the global solvers ability to locate potential minima. To further reduce the optimisation effort required, we increase the local solver’s convergence tolerance criterion. An increase in the tolerance from 0.02N to 0.05N decreased the number of function evaluations by another 20%. However, this potentially reduces the maximum obtainable lift by up to 0.025N.

Keywords: flapping wing, optimisation, quasi-steady model, dragonfly

Procedia PDF Downloads 334
19487 Estimation of Structural Parameters in Time Domain Using One Dimensional Piezo Zirconium Titanium Patch Model

Authors: N. Jinesh, K. Shankar

Abstract:

This article presents a method of using the one dimensional piezo-electric patch on beam model for structural identification. A hybrid element constituted of one dimensional beam element and a PZT sensor is used with reduced material properties. This model is convenient and simple for identification of beams. Accuracy of this element is first verified against a corresponding 3D finite element model (FEM). The structural identification is carried out as an inverse problem whereby parameters are identified by minimizing the deviation between the predicted and measured voltage response of the patch, when subjected to excitation. A non-classical optimization algorithm Particle Swarm Optimization is used to minimize this objective function. The signals are polluted with 5% Gaussian noise to simulate experimental noise. The proposed method is applied on beam structure and identified parameters are stiffness and damping. The model is also validated experimentally.

Keywords: inverse problem, particle swarm optimization, PZT patches, structural identification

Procedia PDF Downloads 278
19486 The Effect of Internal Auditing Function on the Quality of Financial Reporting: A Theoretical Framework

Authors: Hani Albogami

Abstract:

The internal audit function is considered as one of the internal corporate governance mechanisms that may have an impact on improving earnings quality by constraining earnings management. The internal audit function is also a unique corporate governance mechanism because internal auditors have more involvement with the day-to-day operations comparing to the audit committee, and also internal auditors audit their companies the whole year compared to the external auditor who audits only a certain time of the year. The relationships between internal audit function and earnings management can be understood by some theories. Therefore, this paper provides a theoretical background of the influence of the quality of internal audit function on earnings management. In particular, the agency theory, institutional theory, singling theory, and resource dependency theory are adapted by this paper to provide some understanding and analyses that can be a basis for future research to contribute to the corporate governance academic studies.

Keywords: internal audit, corporate governance, earnings management, accounting

Procedia PDF Downloads 151
19485 Sensitivity Analysis during the Optimization Process Using Genetic Algorithms

Authors: M. A. Rubio, A. Urquia

Abstract:

Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: optimization, sensitivity, genetic algorithms, model calibration

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19484 A Predator-Prey System with Singularity at the Origin

Authors: Nabil Beroual, Tewfik Sari

Abstract:

We consider the Gause-type predator-prey system in the case where the response function is not smooth at the origin. We discuss the conditions under which this system has exactly one stable limit cycle or has a positive stable equilibrium point, and we describe the basin of attraction of the stable limit cycle and the stable equilibrium point, respectively. Our results correct previous results of the existing literature.

Keywords: predator-prey model, response function, singularity, basin of attraction, limit cycle

Procedia PDF Downloads 148
19483 Turing Pattern in the Oregonator Revisited

Authors: Elragig Aiman, Dreiwi Hanan, Townley Stuart, Elmabrook Idriss

Abstract:

In this paper, we reconsider the analysis of the Oregonator model. We highlight an error in this analysis which leads to an incorrect depiction of the parameter region in which diffusion driven instability is possible. We believe that the cause of the oversight is the complexity of stability analyses based on eigenvalues and the dependence on parameters of matrix minors appearing in stability calculations. We regenerate the parameter space where Turing patterns can be seen, and we use the common Lyapunov function (CLF) approach, which is numerically reliable, to further confirm the dependence of the results on diffusion coefficients intensities.

Keywords: diffusion driven instability, common Lyapunov function (CLF), turing pattern, positive-definite matrix

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19482 A Pilot Study on the Sensory Processing Difficulty Pattern Association between the Hot and Cold Executive Function Deficits in Attention Deficit Hyperactivity Deficit Child

Authors: Sheng-Fen Fan, Sung-Hui Tseng

Abstract:

Attention deficit hyperactivity deficit (ADHD) child display diverse sensory processing difficulty behaviors. There is less evidence to figure out how the association between executive function and sensory deficit. To determine whether sensory deficit influence the executive functions, we examined sensory processing by SPM and try to indicate hot/cold executive function (EF) by BRIEF2, respectively. We found that the hot executive function deficit might associate with auditory processing in a variety of settings, and vestibular input to maintain balance and upright posture; the cold EF deficit might opposite to the hot EF deficit, the vestibular sensory modulation difficulty association with emotion shifting and emotional regulation. These results suggest that sensory processing might be another consideration factor to influence the higher cognitive control or emotional regulation of EF. Overall, this study indicates the distinction between hot and cold EF impairments with different sensory modulation problem. Moreover, for clinician, it needs more cautious consideration to conduct intervention with ADHD.

Keywords: hot executive function, cold executive function, sensory processing, ADHD

Procedia PDF Downloads 254
19481 Economic Analysis of Endogenous Growth Model with ICT Capital

Authors: Shoji Katagiri, Hugang Han

Abstract:

This paper clarifies the role of ICT capital in Economic Growth. Albeit ICT remarkably contributes to economic growth, there are few studies on ICT capital in ICT sector from theoretical point of view. In this paper, production function of ICT which is used as input of intermediate good in final good and ICT sectors is incorporated into our model. In this setting, we analyze the role of ICT on balance growth path and show the possibility of general equilibrium solutions for this model. Through the simulation of the equilibrium solutions, we find that when ICT impacts on economy and economic growth increases, it is necessary that increases of efficiency at ICT sector and of accumulation of non-ICT and ICT capitals occur simultaneously.

Keywords: endogenous economic growth, ICT, intensity, capital accumulation

Procedia PDF Downloads 430
19480 Supplier Selection and Order Allocation Using a Stochastic Multi-Objective Programming Model and Genetic Algorithm

Authors: Rouhallah Bagheri, Morteza Mahmoudi, Hadi Moheb-Alizadeh

Abstract:

In this paper, we develop a supplier selection and order allocation multi-objective model in stochastic environment in which purchasing cost, percentage of delivered items with delay and percentage of rejected items provided by each supplier are supposed to be stochastic parameters following any arbitrary probability distribution. To do so, we use dependent chance programming (DCP) that maximizes probability of the event that total purchasing cost, total delivered items with delay and total rejected items are less than or equal to pre-determined values given by decision maker. After transforming the above mentioned stochastic multi-objective programming problem into a stochastic single objective problem using minimum deviation method, we apply a genetic algorithm to get the later single objective problem solved. The employed genetic algorithm performs a simulation process in order to calculate the stochastic objective function as its fitness function. At the end, we explore the impact of stochastic parameters on the given solution via a sensitivity analysis exploiting coefficient of variation. The results show that as stochastic parameters have greater coefficients of variation, the value of objective function in the stochastic single objective programming problem is worsened.

Keywords: dependent chance programming, genetic algorithm, minimum deviation method, order allocation, supplier selection

Procedia PDF Downloads 223
19479 A Hazard Rate Function for the Time of Ruin

Authors: Sule Sahin, Basak Bulut Karageyik

Abstract:

This paper introduces a hazard rate function for the time of ruin to calculate the conditional probability of ruin for very small intervals. We call this function the force of ruin (FoR). We obtain the expected time of ruin and conditional expected time of ruin from the exact finite time ruin probability with exponential claim amounts. Then we introduce the FoR which gives the conditional probability of ruin and the condition is that ruin has not occurred at time t. We analyse the behavior of the FoR function for different initial surpluses over a specific time interval. We also obtain FoR under the excess of loss reinsurance arrangement and examine the effect of reinsurance on the FoR.

Keywords: conditional time of ruin, finite time ruin probability, force of ruin, reinsurance

Procedia PDF Downloads 359
19478 The Asymmetric Proximal Support Vector Machine Based on Multitask Learning for Classification

Authors: Qing Wu, Fei-Yan Li, Heng-Chang Zhang

Abstract:

Multitask learning support vector machines (SVMs) have recently attracted increasing research attention. Given several related tasks, the single-task learning methods trains each task separately and ignore the inner cross-relationship among tasks. However, multitask learning can capture the correlation information among tasks and achieve better performance by training all tasks simultaneously. In addition, the asymmetric squared loss function can better improve the generalization ability of the models on the most asymmetric distributed data. In this paper, we first make two assumptions on the relatedness among tasks and propose two multitask learning proximal support vector machine algorithms, named MTL-a-PSVM and EMTL-a-PSVM, respectively. MTL-a-PSVM seeks a trade-off between the maximum expectile distance for each task model and the closeness of each task model to the general model. As an extension of the MTL-a-PSVM, EMTL-a-PSVM can select appropriate kernel functions for shared information and private information. Besides, two corresponding special cases named MTL-PSVM and EMTLPSVM are proposed by analyzing the asymmetric squared loss function, which can be easily implemented by solving linear systems. Experimental analysis of three classification datasets demonstrates the effectiveness and superiority of our proposed multitask learning algorithms.

Keywords: multitask learning, asymmetric squared loss, EMTL-a-PSVM, classification

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19477 The Social Model of Disability and Disability Rights: Defending a Conceptual Alignment between the Social Model’s Concept of Disability and the Nature of Rights and Duties

Authors: Adi Goldiner

Abstract:

Historically, the social model of disability has played a pivotal role in bringing rights discourse into the disability debate. Against this backdrop, the paper explores the conceptual alignment between the social model’s account of disability and the nature of rights. Specifically, the paper examines the possibility that the social model conceptualizes disability in a way that aligns with the nature of rights and thus motivates the invocation of disability rights. Methodologically, the paper juxtaposes the literature on the social model of disability, primarily the work of the Union of the Physically Impaired Against Segregation in the UK and related scholarship, with theories of moral rights. By focusing on the interplay between the social model of disability and rights, the paper provides a conceptual explanation for the rise of disability rights. In addition, the paper sheds light on the nature of rights, their function and limitations, in the context of disability rights. The paper concludes that the social model’s conceptualization of disability is hospitable to rights, because it opens up the possibility that there are duties that correlate with disability rights. Under the social model, disability is a condition that can be eliminated by the removal of social, structural, and attitudinal barriers. Accordingly, the social model dispels the idea that the actions of others towards disabled people will have a marginal impact on their interests in not being disabled. Equally important, the social model refutes the idea that in order to significantly serve people's interest in not being disabled, it is necessary to cure bodily impairments, which is not always possible. As rights correlate with duties that are possible to comply with, as well as those that significantly serve the interests of the right holders, the social model’s conceptualization of disability invites the reframing of problems related to disability in terms of infringements of disability rights. A possible objection to the paper’s argument is raised, according to which the social model is at odds with the invocation of disability rights because disability rights are ineffective in realizing the social model's goal of improving the lives of disabled by eliminating disability. The paper responds to this objection by drawing a distinction between ‘moral rights,’ which, conceptually, are not subject to criticism of ineffectiveness, and ‘legal rights’ which are.

Keywords: disability rights, duties, moral rights, social model

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