Search results for: risk classification

Authors: H. Zidoum, A. AlShareedah, S. Al Sawafi, A. Al-Ansari, B. Al Lawati

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Systemic lupus erythematosus (SLE) is an autoimmune disease with genetic and environmental components. SLE is characterized by a wide variability of clinical manifestations and a course frequently subject to unpredictable flares. Despite recent progress in classification tools, the early diagnosis of SLE is still an unmet need for many patients. This study proposes an interpretable disease classification model that combines the high and efficient predictive performance of CatBoost and the model-agnostic interpretation tools of Shapley Additive exPlanations (SHAP). The CatBoost model was trained on a local cohort of 219 Omani patients with SLE as well as other control diseases. Furthermore, the SHAP library was used to generate individual explanations of the model's decisions as well as rank clinical features by contribution. Overall, we achieved an AUC score of 0.945, F1-score of 0.92 and identified four clinical features (alopecia, renal disorders, cutaneous lupus, and hemolytic anemia) along with the patient's age that was shown to have the greatest contribution on the prediction.

Keywords: feature selection, classification, systemic lupus erythematosus, model interpretation, SHAP, Catboost

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Authors: Derlis Gregor, Kevin Cikel, Mario Arzamendia, Raúl Gregor

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This paper presents a self-sustaining mobile system for counting and classification of vehicles through processing video. It proposes a counting and classification algorithm divided in four steps that can be executed multiple times in parallel in a SBC (Single Board Computer), like the Raspberry Pi 2, in such a way that it can be implemented in real time. The first step of the proposed algorithm limits the zone of the image that it will be processed. The second step performs the detection of the mobile objects using a BGS (Background Subtraction) algorithm based on the GMM (Gaussian Mixture Model), as well as a shadow removal algorithm using physical-based features, followed by morphological operations. In the first step the vehicle detection will be performed by using edge detection algorithms and the vehicle following through Kalman filters. The last step of the proposed algorithm registers the vehicle passing and performs their classification according to their areas. An auto-sustainable system is proposed, powered by batteries and photovoltaic solar panels, and the data transmission is done through GPRS (General Packet Radio Service)eliminating the need of using external cable, which will facilitate it deployment and translation to any location where it could operate. The self-sustaining trailer will allow the counting and classification of vehicles in specific zones with difficult access.

Keywords: intelligent transportation system, object detection, vehicle couting, vehicle classification, video processing

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Authors: Hanan Alshaher, Jinsheng Xu

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Large amounts of data on the web can provide valuable information. For example, product reviews help business owners measure customer satisfaction. Sentiment analysis classifies texts into two polarities: positive and negative. This paper examines movie reviews and tweets using a new term weighting scheme, called one-over-sigma (1/sigma), on benchmark datasets for sentiment classification. The proposed method aims to improve the performance of sentiment classification. The results show that 1/sigma is more accurate than the popular term weighting schemes. In order to verify if the entropy reflects the discriminating power of terms, we report a comparison of entropy values for different term weighting schemes.

Keywords: 1/sigma, natural language processing, sentiment analysis, term weighting scheme, text classification

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Authors: Fuad M. Alkoot

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Different experimental technologies such as microarray sequencing have been proposed to generate high-resolution genetic data, in order to understand the complex dynamic interactions between complex diseases and the biological system components of genes and gene products. However, the generated samples have a very large dimension reaching thousands. Therefore, hindering all attempts to design a classifier system that can identify diseases based on such data. Additionally, the high overlap in the class distributions makes the task more difficult. The data we experiment with is generated for the identification of autism. It includes 142 samples, which is small compared to the large dimension of the data. The classifier systems trained on this data yield very low classification rates that are almost equivalent to a guess. We aim at reducing the data dimension and improve it for classification. Here, we experiment with applying a multistage PCA on the genetic data to reduce its dimensionality. Results show a significant improvement in the classification rates which increases the possibility of building an automated system for autism detection.

Keywords: PCA, gene expression, dimensionality reduction, classification, autism

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Authors: Abobaker Mohammed Qasem Farhan, Shangming Yang, Mohammed Al-Nehari

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Pneumonia is a kind of lung disease that creates congestion in the chest. Such pneumonic conditions lead to loss of life of the severity of high congestion. Pneumonic lung disease is caused by viral pneumonia, bacterial pneumonia, or Covidi-19 induced pneumonia. The early prediction and classification of such lung diseases help to reduce the mortality rate. We propose the automatic Computer-Aided Diagnosis (CAD) system in this paper using the deep learning approach. The proposed CAD system takes input from raw computerized tomography (CT) scans of the patient's chest and automatically predicts disease classification. We designed the Hybrid Deep Learning Algorithm (HDLA) to improve accuracy and reduce processing requirements. The raw CT scans have pre-processed first to enhance their quality for further analysis. We then applied a hybrid model that consists of automatic feature extraction and classification. We propose the robust 2D Convolutional Neural Network (CNN) model to extract the automatic features from the pre-processed CT image. This CNN model assures feature learning with extremely effective 1D feature extraction for each input CT image. The outcome of the 2D CNN model is then normalized using the Min-Max technique. The second step of the proposed hybrid model is related to training and classification using different classifiers. The simulation outcomes using the publically available dataset prove the robustness and efficiency of the proposed model compared to state-of-art algorithms.

Keywords: CT scan, Covid-19, deep learning, image processing, lung disease classification

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Authors: Sandija Zeverte-Rivza, Irina Pilvere, Baiba Rivza

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The use of renewable energy sources incl. biogas has become topical in accordance with the increasing demand for energy, decrease of fossil energy resources and the efforts to reduce greenhouse gas emissions as well as to increase energy independence from the territories where fossil energy resources are available. As the technologies of biogas production from agricultural biomass develop, risk assessment and risk management become necessary for farms producing such a renewable energy. The need for risk assessments has become particularly topical when discussions on changing the biogas policy in the EU take place, which may influence the development of the sector in the future, as well as the operation of existing biogas facilities and their income level. The current article describes results of the risk assessment for farms producing biomass from agriculture biomass in Latvia, the risk assessment system included 24 risks, that affect the whole biogas production process and the obtained results showed the high significance of political and production risks.

Keywords: biogas production, risks, risk assessment, biosystems engineering

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Authors: Minghua Chen, Rui Wang

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This paper addresses the impact of foreign ownership on the risk-taking behavior of banks. Using bank-level panel data of more than 1,300 commercial banks in 32 emerging economies during 2000-2013, we find that foreign owned banks take on more risk than their domestic counterparts. We further examine several factors that may potentially contribute to foreign banks’ differentiated riskiness from four perspectives, namely, foreign banks’ informational disadvantages, agency problems, the contagious effect of parent banks’ financial conditions and the disparity between home and host markets. We find supportive evidence that these factors play a significant role in affecting foreign banks’ risk-taking.

Keywords: bank risk-taking, emerging economies, financial liberalization, foreign banks

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Authors: Siti Raihana Hamzah

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This paper elaborates risk shifting in debt financing system as the ultimate cause of the global financial crisis. In contrast, risk sharing in equity financing like sukuk helps the economic system to be better sustained. Nevertheless, some types of sukuk are haunted by the issue of imitation with bonds. The critics on the imitation issue not only have raised doubt on the ability of sukuk to diminish risk shifting behavior but also the ability of this Islamic financial instrument to ensure better future financial stability. Through that, this paper provides discussion on the possibility of sukuk to induce risk shifting and how equity financing may help sukuk to be free from risk shifting. This paper is important in the sense that sukuk receives a significant demand from investors throughout the world. For this instrument to be supportive in the future economic stability, the issue of imitation needs to be identified and addressed. Furthermore, critics cannot be focused on debts and its ability to gauge the financial flux but also to sukuk due to their structures similarity.

Keywords: global financial crisis, debt, risk-shifting, risk sharing, equity, sukuk, bonds

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Authors: Gulmira Umarova

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The data on the assessment of the influence of environmental risk to the health of the population of Uralsk in the West region of Kazakhstan were presented. Calculation of non-carcinogenic risks was performed for such air pollutants as sulfur dioxide, nitrogen oxides, hydrogen sulfide, carbon monoxide. Here with the critical organs and systems, which are affected by the above-mentioned substances were taken into account. As well as indicators of primary and general morbidity by classes of diseases among the population were considered. The quantitative risk of the influence of substances on organs and systems is established by results of the calculation.

Keywords: environment, health, morbidity, non-carcinogenic risk

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Authors: Ayadi Aya, Ghorbel Oussama, M. Obeid Abdulfattah, Abid Mohamed

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Nowadays, many wireless sensor networks have been distributed in the real world to collect valuable raw sensed data. The challenge is to extract high-level knowledge from this huge amount of data. However, the identification of outliers can lead to the discovery of useful and meaningful knowledge. In the field of wireless sensor networks, an outlier is defined as a measurement that deviates from the normal behavior of sensed data. Many detection techniques of outliers in WSNs have been extensively studied in the past decade and have focused on classic based algorithms. These techniques identify outlier in the real transaction dataset. This survey aims at providing a structured and comprehensive overview of the existing researches on classification based outlier detection techniques as applicable to WSNs. Thus, we have identified key hypotheses, which are used by these approaches to differentiate between normal and outlier behavior. In addition, this paper tries to provide an easier and a succinct understanding of the classification based techniques. Furthermore, we identified the advantages and disadvantages of different classification based techniques and we presented a comparative guide with useful paradigms for promoting outliers detection research in various WSN applications and suggested further opportunities for future research.

Keywords: bayesian networks, classification-based approaches, KPCA, neural networks, one-class SVM, outlier detection, wireless sensor networks

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Authors: Ian Phil Canlas, Mageswary Karpudewan, Joyce Magtolis, Rosario Canlas

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This study reported the development and validation of the Awareness to Disaster Risk Reduction Questionnaire for Teachers (ADRRQT). The questionnaire is a combination of Likert scale and open-ended questions that were grouped into two parts. The first part included questions relating to the general awareness on disaster risk reduction. Whereas, the second part comprised questions regarding the integration of disaster risk reduction in the teaching process. The entire process of developing and validating of the ADRRQT was described in this study. Statistical and qualitative findings revealed that the ADRRQT is significantly valid and reliable and has the potential of measuring awareness to disaster risk reduction of stakeholders in the field of teaching. Moreover, it also shows the potential to be adopted in other fields.

Keywords: awareness, development, disaster risk reduction, questionnaire, validation

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Authors: Amirhossein Karamoozian, Desheng Wu, Behzad Abbasnejad

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Building information modelling (BIM) is a new technology to enhance the efficiency of project management in the construction industry. In addition to the potential benefits of this useful technology, there are various risks and obstacles to applying it in construction projects. In this study, a decision making approach is presented for risk assessment in BIM adoption in construction projects. Various risk factors of exerting BIM during different phases of the project lifecycle are identified with the help of Delphi method, experts’ opinions and related literature. Afterward, Shannon’s entropy and Fuzzy TOPSIS (Technique for Order Preference by Similarity to Ideal Situation) are applied to derive priorities of the identified risk factors. Results indicated that lack of knowledge between professional engineers about workflows in BIM and conflict of opinions between different stakeholders are the risk factors with the highest priority.

Keywords: risk, BIM, fuzzy TOPSIS, construction projects

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Authors: Renate Gericke, Carol Long

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Despite the robust empirical support of attachment, advancement in the description and conceptualization of attachment has been slow and has not significantly advanced beyond the identification of attachment security or type (namely, secure, avoidant, ambivalent and disorganized). This has continued despite papers arguing for theoretical refinement in the classification of attachment presentations. For thinking and practice to advance, it is critically important that these categories and their assessment be interrogated in different contexts and across developmental age. To achieve this, a quantitative design was used with descriptive and inferential statistics, and general linear models were employed to analyze the data. The Attachment Story Completion Test (ASCT) was administered to 105 children between the ages of eight and twelve from socio-economically deprived contexts with high exposure to trauma. A staggering 93% of the children had insecure attachments (specifically, avoidant 37%, disorganized 34% and ambivalent 22%) and attachment was more complex than currently conceptualized in the attachment literature. Primary attachment did not only present as one of four discreet categories, but 70% of the sample had a complex attachment with more than one type of maternal attachment style. Attachment intensity also varied along a continuum (between 1 and 5). The findings have implications for a) research that has not considered the potential complexity of attachment or attachment intensity, b) policy to more actively support mother-infant dyads, particularly in high-risk contexts and c) question the applicability of a western conceptualization of a primary maternal attachment figure in non-western collectivist societies.

Keywords: attachment, children at risk, middle childhood, non-western context

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Authors: Shannon L. Stewart, Ashley Toohey, Natalia Lapshina

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There is a well-established relationship between childhood maltreatment and negative outcomes (e.g., physical and mental health problems, social skill deficits, poor quality of life). The goal of this study was to examine the relationship between polyvictimization (multiple types of trauma) and risk of harm to self and others, taking into account possible age and sex differences. A total of 8980 children and youth were recruited from over 50 mental health facilities across Ontario, Canada. Among this sample, 29% of children and youth had experienced polyvictimization. Results showed that female children and youth who had experienced trauma were at greater risk of harm to themselves, while their male counterparts were at greater risk of harming others. Further, findings from this study highlight that experiencing polyvictimization, regardless of age or sex, increased the risk of harm to self and others. These findings add to extant literature as to the cumulative relationship between polyvictimization and risk in relation to harming oneself or others. Further, results from this study have significant implications for assessment and care-planning for those children and youth presenting with a trauma background.

Keywords: children's mental health, polyvictimization, risk of harm, sex differences

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Authors: Nguyen Quang Kim, Nguyen Thu Hien, Nguyen Thien Dung

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Flood disasters are increasing worldwide in both frequency and magnitude. Every year in Vietnam, flood causes great damage to people, property, and environmental degradation. The flood risk management policy in Vietnam is currently updated. The planning of flood mitigation strategies is reviewed to make a decision how to reach sustainable flood risk reduction. This paper discusses the basic approach where the measures of flood protection are chosen based on minimizing the present value of expected monetary expenses, total residual risk and costs of flood control measures. This approach will be proposed and demonstrated in a case study for flood risk management in Vinh Phuc province of Vietnam. Research also proposed the framework to find a solution of optimal protection level and optimal measures of the flood. It provides an explicit economic basis for flood risk management plans and interactive effects of options for flood damage reduction. The results of the case study are demonstrated and discussed which would provide the processing of actions helped decision makers to choose flood risk reduction investment options.

Keywords: drainage plan, flood planning, flood risk, residual risk, risk optimization

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Authors: Alexander Hudson, Shaogang Gong

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Structure determination is key to understanding protein function at a molecular level. Whilst significant advances have been made in predicting structure and function from amino acid sequence, researchers must still rely on expensive, time-consuming analytical methods to visualise detailed protein conformation. In this study, we demonstrate that it is possible to make accurate (≥80%) predictions of protein class and architecture from structures determined at low (>3A) resolution, using a deep convolutional neural network trained on high-resolution (≤3A) structures represented as 2D matrices. Thus, we provide proof of concept for high-speed, low-cost protein structure classification at low resolution, and a basis for extension to prediction of function. We investigate the impact of the input representation on classification performance, showing that side-chain information may not be necessary for fine-grained structure predictions. Finally, we confirm that high resolution, low-resolution and NMR-determined structures inhabit a common feature space, and thus provide a theoretical foundation for boosting with single-image super-resolution.

Keywords: transfer learning, protein distance maps, protein structure classification, neural networks

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Authors: Mahalakshmi Vivekanandan S.

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As per the recent changes happening in the global policies, climate-related changes and the impact it causes across every sector are viewed as green swan events – in essence, climate-related changes can often happen and lead to risk and a lot of uncertainty, but needs to be mitigated instead of considering them as black swan events. This brings about a question on how this risk can be computed so that the financial institutions can plan to mitigate it. Climate-related changes impact all risk types – credit risk, market risk, operational risk, liquidity risk, reputational risk and other risk types. And the models required to compute this has to consider the different industrial needs of the counterparty, as well as the factors that are contributing to this – be it in the form of different risk drivers, or the different transmission channels or the different approaches and the granular form of data availability. This brings out the suggestion that the climate-related changes, though it affects Pillar I risks, will be a Pillar II risk. This has to be modeled specifically based on the financial institution’s actual exposure to different industries instead of generalizing the risk charge. And this will have to be considered as the additional capital to be met by the financial institution in addition to their Pillar I risks, as well as the existing Pillar II risks. In this paper, the author presents a risk assessment framework to model and assess climate change risks - for both credit and market risks. This framework helps in assessing the different scenarios and how the different transition risks affect the risk associated with the different parties. This research paper delves into the topic of the increase in the concentration of greenhouse gases that in turn cause global warming. It then considers the various scenarios of having the different risk drivers impacting the Credit and market risk of an institution by understanding the transmission channels and also considering the transition risk. The paper then focuses on the industry that’s fast seeing a disruption: the automobile industry. The paper uses the framework to show how the climate changes and the change to the relevant policies have impacted the entire financial institution. Appropriate statistical models for forecasting, anomaly detection and scenario modeling are built to demonstrate how the framework can be used by the relevant agencies to understand their financial risks. The paper also focuses on the climate risk calculation for the Pillar II Capital calculations and how it will make sense for the bank to maintain this in addition to their regular Pillar I and Pillar II capital.

Keywords: capital calculation, climate risk, credit risk, pillar ii risk, scenario modeling

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Authors: Ritsuko Kawasaki (Aiba), Takeshi Hiromatsu

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Management is required to understand all information security risks within an organization, and to make decisions on which information security risks should be treated in what level by allocating how much amount of cost. However, such decision-making is not usually easy, because various measures for risk treatment must be selected with the suitable application levels. In addition, some measures may have objectives conflicting with each other. It also makes the selection difficult. Moreover, risks generally have trends and it also should be considered in risk treatment. Therefore, this paper provides the extension of the model proposed in the previous study. The original model supports the selection of measures by applying a combination of weighted average method and goal programming method for multi-objective analysis to find an optimal solution. The extended model includes the notion of weights to the risks, and the larger weight means the priority of the risk.

Keywords: information security risk treatment, selection of risk measures, risk acceptance, multi-objective optimization

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Authors: DoHyeung Kim, DaeHee Seo, ByungDoo Kim, ByungGil Lee

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As many recent researches being implemented in aviation and maritime aspects, strong doubts have been raised concerning the reliability of the estimation of collision risk. It is shown that using position and velocity of objects can lead to imprecise results. In this paper, therefore, a new approach to the estimation of collision risks using pose and shape of objects is proposed. Simulation results are presented validating the accuracy of the new criterion to adapt to collision risk algorithm based on fuzzy logic.

Keywords: collision risk, pose, shape, fuzzy logic

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Authors: Xudong Guan, Ainong Li, Gaohuan Liu, Chong Huang, Wei Zhao

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Due to the low spatial resolution of MODIS data, the accuracy of small-area plaque extraction with a high degree of landscape fragmentation is greatly limited. To this end, the study combines Landsat data with higher spatial resolution and MODIS data with higher temporal resolution for decision-level fusion. Considering the importance of the land heterogeneity factor in the fusion process, it is superimposed with the weighting factor, which is to linearly weight the Landsat classification result and the MOIDS classification result. Three levels were used to complete the process of data fusion, that is the pixel of MODIS data, the pixel of Landsat data, and objects level that connect between these two levels. The multilevel decision fusion scheme was tested in two sites of the lower Mekong basin. We put forth a comparison test, and it was proved that the classification accuracy was improved compared with the single data source classification results in terms of the overall accuracy. The method was also compared with the two-level combination results and a weighted sum decision rule-based approach. The decision fusion scheme is extensible to other multi-resolution data decision fusion applications.

Keywords: image classification, decision fusion, multi-temporal, remote sensing

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Authors: Abdulsalam Abiodun Salman, Abdulmumin Isah

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The study investigated the motivational factors that could enhance the teaching and understanding of ICT-driven cataloguing and classification (Cat and Class) practical classes among students of library and information science (LIS) in Kwara State Library Schools, Nigeria. It deployed a positivist research paradigm using a quantitative method by deploying the use of questionnaires for data collection. The population of the study is one thousand, one hundred and twenty-five (1,125) which was obtained from the department of each respective library school (the University of Ilorin, Ilorin (Unilorin); Federal Polytechnic Offa, (Fedpoffa); and Kwara State University (KWASU). The sample size was determined using the research advisor table. Hence, the study sample of one hundred and ten (110) was used. The findings revealed that LIS students were averagely motivated toward ICT-driven Cataloguing and Classification practical classes. The study recommended that modern cataloguing and classification tools for practical classes should be made available in the laboratories as motivational incentives for students. It was also recommended that library schools should motivate the students beyond the provision of these ICT-driven tools but also extend the practical class periods. Availability and access to medical treatment in case of injuries during the practical classes should be made available. Technologists/Tutors of Cat and Class practical classes should also be exposed to further training in modern trends, especially emerging digital knowledge and skills in cataloguing and classification. This will keep both the tutors and students abreast of the new development in the technological arena.

Keywords: cataloguing and classification, motivational factors, ICT-driven practical classes, LIS students, Nigeria

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Authors: Tomohiro Uchida, Noriaki Satake, Toshimichi Nakaho, Akira Inoue, Hidemitsu Saito

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In this study, we assessed the bereavement risk of family caregivers of patients with cancer. In the palliative care unit of Tohoku University Hospital, we conducted a family psychoeducation session to support the family caregivers of patients with cancer. A total of 50 participants (8 males and 42 females; mean age = 62.98 years, SD = 11.10) were assessed after the session for bereavement risk using the Japanese version of the Bereavement Risk Assessment Tool (BRAT-J). According to the BRAT-J scores, eight participants were considered to be having no known risk (Level 1), seventeen had minimal risk (Level 2), twenty had a low risk (Level 3), four had a moderate risk (Level 4), and one had a high risk (Level 5). Of these participants, seven participants had completed the follow-up postal survey that assessed their psychological distress (the Kessler Psychological Distress Scale: K6) to compare the bereavement risk. According to the K6 scores, three-fourth of the individuals, who were considered to be at Level 3 on the BRAT-J, scored higher than the cutoff point (>10) for the detection of depressive disorder. On the other hand, one-third of the individuals, who were considered to be at Level 2 on the BRAT-J, scored higher than the cutoff point. Therefore, it appears that the BRAT-J can predict the likelihood of difficulties or complications in bereaved family caregivers. This research was approved by the Ethics Committee of Tohoku University Graduate School of Medicine and Tohoku University Hospital.

Keywords: palliative care, family caregivers, bereavement risk, BRAT, post-loss psychological distress

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Authors: Farah Lazzali, Yamina Ait Meziane

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Recent earthquakes in Algeria have demonstrated the need for seismic risk reduction. In fact, the latest major earthquake that affected the Algiers-Boumerdes region in 2003 caused excessive levels of loss of life and property. Economic, social and environmental damage were also experienced. During the three days following the event, a relatively weak coordination of public authority was noted. Many localities did not receive any relief due to lack of information from concerned authorities and delay in connecting damaged roads. Following this event, Algerian government and civil society has recognized the urgent need for an appropriate and immediate seismic risk mitigation strategy. This paper describes procedures for emergency response following past earthquakes in Algeria and provides a brief review of risk mitigation activities since 1980. The paper also aims to provide measures to reduce earthquake risk through general strategy and practical implementation of the mitigation actions.

Keywords: earthquake, hazard, prevention, strategy, risk reduction

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Authors: Lee Jeong Min, Lee Mi Hee, Eo Yang Dam

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Geospatial feature extraction is a very important issue in the remote sensing research. In the meantime, the image classification based on statistical techniques, but, in recent years, data mining and machine learning techniques for automated image processing technology is being applied to remote sensing it has focused on improved results generated possibility. In this study, artificial neural network and decision tree technique is applied to classify the high-resolution satellite images, as compared to the MLC processing result is a statistical technique and an analysis of the pros and cons between each of the techniques.

Keywords: remote sensing, artificial neural network, decision tree, maximum likelihood classification

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Authors: Maher Aburrous, Adel Khelifi, Manar Abu Talib

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Transactions performed by financial institutions on daily basis require XML encryption on large scale. Encrypting large volume of message fully will result both performance and resource issues. In this paper a novel approach is presented for securing financial XML transactions using classification data mining (DM) algorithms. Our strategy defines the complete process of classifying XML transactions by using set of classification algorithms, classified XML documents processed at later stage using element-wise encryption. Classification algorithms were used to identify the XML transaction rules and factors in order to classify the message content fetching important elements within. We have implemented four classification algorithms to fetch the importance level value within each XML document. Classified content is processed using element-wise encryption for selected parts with "High", "Medium" or “Low” importance level values. Element-wise encryption is performed using AES symmetric encryption algorithm and proposed modified algorithm for AES to overcome the problem of computational overhead, in which substitute byte, shift row will remain as in the original AES while mix column operation is replaced by 128 permutation operation followed by add round key operation. An implementation has been conducted using data set fetched from e-banking service to present system functionality and efficiency. Results from our implementation showed a clear improvement in processing time encrypting XML documents.

Keywords: XML transaction, encryption, Advanced Encryption Standard (AES), XML classification, e-banking security, fuzzy classification, cryptography, intelligent encryption

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Authors: Frank Hespeler, Giuseppe Loiacono

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We propose measures for systemic risk generated through intra-sectorial interdependencies in the hedge fund sector. These measures are based on variations in the average cross-effects of funds showing significant interdependency between their individual returns and the moments of the sector’s return distribution. The proposed measures display a high ability to identify periods of financial distress, are robust to modifications in the underlying econometric model and are consistent with intuitive interpretation of the results.

Keywords: hedge funds, systemic risk, vector autoregressive model, risk monitoring

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Authors: Olakunle Felix Adekunle

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Risk management is recognised as an essential tool to tackle the inevitable uncertainty associated with business and projects at all levels. But it frequently fails to meet expectations, with projects continuing to run late, over budget or under performing, and business is not gaining the expected benefits. The evident disconnect which often occurs between strategic vision and tactical project delivery typically arises from poorly defined project objectives and inadequate attention to the proactive management of risks that could affect those objectives. One of the main failings in the traditional approach to risk management arises from a narrow focus on the downside, restricted to the technical or operational field, addressing tactical threats to processes, performance or people. This shortcoming can be overcome by widening the scope of risk management to encompass both strategic risks and upside opportunities, creating an integrated approach which can bridge the gap between strategy and tactics. Integrated risk management addresses risk across a variety of levels in the organisation, including strategy and tactics, and covering both opportunity and threat. Effective implementation of integrated risk management can produce a number of benefits to the organisation which are not available from the typical limited-scope risk process. This paper explores how to expand risk management to deliver strategic advantage while retaining its use as a tactical tool.

Keywords: risk management, success, organization, strategy, project, tactis, vision

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Authors: Sarit Gideoni Cohen

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The aim of the study was to examine possible risk pathway which initiated by the distal risk factors of insecure attachment to the mother, the father and peers and then developed by means of proximal risk factors: stressful life events and emotional distress. 275 participants (aged 13-26) from high-schools, youth groups and university were requited. Twenty-two percent participants reported at least one episode of self-injury. The relationship between paternal and peer attachment were partly mediated by stressful life events and depressive symptoms. Paternal and peer attachment influences during adolescence as contributing to risk pathway for self-injury were acknowledged.

Keywords: self-injury, attachment, depression, stressful life-events, adolescence

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Authors: Zhaoxin Luo, Michael Zhu

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In natural languages, there are always complex semantic hierarchies. Obtaining the feature representation based on these complex semantic hierarchies becomes the key to the success of the model. Several RNN models have recently been proposed to use latent indicators to obtain the hierarchical structure of documents. However, the model that only uses a single-layer latent indicator cannot achieve the true hierarchical structure of the language, especially a complex language like Chinese. In this paper, we propose a deep layered model that stacks arbitrarily many RNN layers equipped with latent indicators. After using EM and training it hierarchically, our model solves the computational problem of stacking RNN layers and makes it possible to stack arbitrarily many RNN layers. Our deep hierarchical model not only achieves comparable results to large pre-trained models on the Chinese short text classification problem but also achieves state of art results on the Chinese long text classification problem.

Keywords: nature language processing, recurrent neural network, hierarchical structure, document classification, Chinese

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Authors: Ali Farzan

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Classification of data objects or patterns is a major part in most of Decision making systems. One of the popular and commonly used classification methods is Decision Tree (DT). It is a hierarchical decision making system by which a binary tree is constructed and starting from root, at each node some of the classes is rejected until reaching the leaf nods. Each leaf node is a representative of one specific class. Finding the splitting criteria in each node for constructing or training the tree is a major problem. Particle Swarm Optimization (PSO) has been adopted as a metaheuristic searching method for finding the best splitting criteria. Result of evaluating the proposed method over benchmark datasets indicates the higher accuracy of the new PSO based decision tree.

Keywords: decision tree, particle swarm optimization, splitting criteria, metaheuristic

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