Search results for: stochastic frontier

Authors: Andres F. Ramirez, Carlos F. Valencia

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The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones.

Keywords: copula autoregressive, solar irradiance forecasting, solar energy forecasting, time series generation

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Authors: Engy A. Mohamed, Y. G. Hegazy

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This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: comulative distribution function, distributed generation, Monte Carlo

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Authors: Sadia Nasrin Tisha, Mushfika Sharmin Rahman, Javier Orduz

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Machine learning is applied in a variety of fields throughout the world. The healthcare sector has benefited enormously from it. One of the most effective approaches for predicting human heart diseases is to use machine learning applications to classify data and predict the outcome as a classification. However, with the rapid advancement of quantum technology, quantum computing has emerged as a potential game-changer for many applications. Quantum algorithms have the potential to execute substantially faster than their classical equivalents, which can lead to significant improvements in computational performance and efficiency. In this study, we applied quantum machine learning concepts to predict coronary heart diseases from text data. We experimented thrice with three different features; and three feature sets. The data set consisted of 100 data points. We pursue to do a comparative analysis of the two approaches, highlighting the potential benefits of quantum machine learning for predicting heart diseases.

Keywords: quantum machine learning, SVM, QSVM, matrix product state

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Authors: Felipe Henao, Yeny Rodriguez, Juan P. Viteri, Isaac Dyner

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Colombia is rich in natural resources and greatly focuses on the exploitation of water for hydroelectricity purposes. Alternative cleaner energy sources, such as solar and wind power, have been largely neglected despite: a) its abundance, b) the complementarities between hydro, solar and wind power, and c) the cost competitiveness of renewable technologies. The current limited mix of energy sources creates considerable weaknesses for the system, particularly when facing extreme dry weather conditions, such as El Niño event. In the past, El Niño have exposed the truly consequences of a system heavily dependent on hydropower, i.e. loss of power supply, high energy production costs, and loss of overall competitiveness for the country. Nonetheless, it is expected that the participation of hydroelectricity will increase in the near future. In this context, this paper proposes a stochastic lineal programming model to optimize the insertion of renewable energy systems (RES) into the Colombian electricity sector. The model considers cost-based generation competition between traditional energy technologies and alternative RES. This work evaluates the financial, environmental, and technical implications of different combinations of technologies. Various scenarios regarding the future evolution of costs of the technologies are considered to conduct sensitivity analysis of the solutions – to assess the extent of the participation of the RES in the Colombian power sector. Optimization results indicate that, even in the worst case scenario, where costs remain constant, the Colombian power sector should diversify its portfolio of technologies and invest strongly in solar and wind power technologies. The diversification through RES will contribute to make the system less vulnerable to extreme weather conditions, reduce the overall system costs, cut CO2 emissions, and decrease the chances of having national blackout events in the future. In contrast, the business as usual scenario indicates that the system will turn more costly and less reliable.

Keywords: energy policy and planning, stochastic programming, sustainable development, water management

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Authors: A. Falsafi, M. Dadkhah, S. Shahidi

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The destruction and defeat of drill pipes and drill rigs in oil wells often combined with a combination of shear modulus II and III. In such a situation, the strength and load bearing capacity of the drill are evaluated based on the principles of fracture mechanics and crack growth criteria. In this paper, using the three-dimensional stress equations around the Turkish frontier, the relations of the tense-tense criterion (MTS) are extracted for the loading of the combined II and III modulus. It is shown that in crisp deflection under loading of combination II and III, the level of fracture is characterized by two different angles: the longitudinal angle of deflection θ and the angle of the deflection of the alpha. Based on the relationships obtained from the MTS criterion, the failure criteria, the longitudinal angle of the theta failure and the lateral angle of the failure of the alpha are presented. Also, the role of Poisson's coefficient on these parameters is investigated in these graphs.

Keywords: most tangential tension criterion, longitudinal angle of failure, side angle of fracture, drills crack

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Authors: A. Mohammadi, M. Moghimi, S. Mohammadi

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Engineers need computational methods which could provide solutions less sensitive to the environmental effects, so the techniques should be used which take the uncertainty to account to control and minimize the risk associated with design and operation. In order to consider uncertainty in engineering problem, the optimization problem should be solved for a suitable range of the each uncertain input variable instead of just one estimated point. Using deterministic optimization problem, a large computational burden is required to consider every possible and probable combination of uncertain input variables. Several methods have been reported in the literature to deal with problems under uncertainty. In this paper, different methods presented and analyzed.

Keywords: uncertainty, Monte Carlo simulated, stochastic programming, scenario method

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Authors: Ashok Kumar, Anjali Sharma

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As cities grow and expand spatially, redevelopment in urban India is beginning to emerge as a new mode of urban expansion sweeping low-income informal settlements. This paper examines the extent and nature of expanding urban frontier before examining implications for the families living in these settlements. Displacement of these families may appear to be an obvious consequence. However, we have conducted ethnographic studies over the past several months in a Delhi slum named Kathputli Colony, Delhi. In depth analysis of the study for this slum appears to present a variegated set of consequences for the residents of informal settlements including loss of livelihoods, dismantling of family ties, and general anxiety arising out of uncertainty about resettlement. Apart from Delhi case study, we also compare and contrast another redevelopment case from Mumbai located at Bhendi Bazar. These examples from the two mega cities of Mumbai and Delhi are analysed to understand and explore expanding urban frontiers and their consequences for informing future public policy.

Keywords: informal settlements, policy, redevelopment, urban

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Authors: Satoshi Nishimura

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Although much information has been garnered from the genomes of humans and mice, it remains difficult to extend that information to explain physiological and pathological phenomena. This is because the processes underlying life are by nature stochastic and fluctuate with time. Thus, we developed novel "in vivo molecular imaging" method based on single and two-photon microscopy. We visualized and analyzed many life phenomena, including common adult diseases. We integrated the knowledge obtained, and established new models that will serve as the basis for new minimally invasive therapeutic approaches.

Keywords: two photon microscope, intravital visualization, thrombus, artery

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Authors: T. Ganesan, M. S. Aris, I. Elamvazuthi, Momen Kamal Tageldeen

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Terms set in power purchase agreements (PPA) challenge power utility companies in balancing between the returns (from maximizing power production) and securing long term supply contracts at capped production. The production limitation set in the PPA has driven efforts to maximize profits through efficient and economic power production. In this paper, a combined industrial-scale gas turbine (GT) - absorption chiller (AC) system is considered to cool the GT air intake for reducing the plant’s heat rate (HR). This GT-AC system is optimized while considering power output limitations imposed by the PPA. In addition, the proposed formulation accounts for uncertainties in the ambient temperature using Type-2 fuzzy programming. Using the enhanced chaotic differential evolution (CEDE), the Pareto frontier was constructed and the optimization results are analyzed in detail.

Keywords: absorption chillers (AC), turbine inlet air cooling (TIC), power purchase agreement (PPA), multiobjective optimization, type-2 fuzzy programming, chaotic differential evolution (CDDE)

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Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

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Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NO_X emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: sanitation systems, nano-membrane toilet, lca, stochastic uncertainty analysis, Monte Carlo simulations, artificial neural network

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Authors: Arcady Ponosov., Ramazan Kadiev

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The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

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Authors: Nassiri Khalid, El Hibaoui Abdelaaziz et Hajar Moha

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In this paper, we introduce and analyse a probabilistic distributed algorithm for a construction of a minimum spanning tree on network. This algorithm is based on the handshake concept. Firstly, each network node is considered as a sub-spanning tree. And at each round of the execution of our algorithm, a sub-spanning trees are merged. The execution continues until all sub-spanning trees are merged into one. We analyze this algorithm by a stochastic process.

Keywords: Spanning tree, Distributed Algorithm, Handshake Algorithm, Matching, Probabilistic Analysis

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Authors: Mohammed A. Hajeeh

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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: repairable models, imperfect, availability, exponential distribution

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Authors: Tomoaki Hashimoto

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Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: optimal control, stochastic systems, discrete-time systems, probabilistic constraints

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Authors: Michael Miller, G. David Gearhart

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The role of the American college presidency continues to evolve, increasingly incorporating varied elements of responsibility of institutional management. Once primarily focused on the academic operation of an institution, the role has changed to incorporate all of the business-related and public agency operations of an institution. This means that the modern college president must be capable of persuasively talking to legislators and donors, as well as students taking classes and the faculty who teach them. In addition to these dimensions, the contemporary college president must also be an expert on state and federal compliance issues, and must have the talent to steer marketing and public relations activities in a persuasive manner. This paper will report the findings of a spring 2020 survey of nearly 300 college presidents in the United States concerning their perceptions about the changing nature of the college presidency, with special consideration given to media relations, fundraising, business development, internationalization, and facility management.Survey results will be analyzed based on institutional type, gender, length of tenure in the presidential position, and career pathway to the presidency.

Keywords: college president, leadership, education management, neo-liberal higher education

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Authors: Ali Murat Guler

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A variety of experiments have been developed over the past decades, aiming at the detection of Weakly Interactive Massive Particles (WIMPs) via their scattering in an instrumented medium. The sensitivity of these experiments has improved with a tremendous speed, thanks to a constant development of detectors and analysis methods. Detectors capable of reconstructing the direction of the nuclear recoil induced by the WIMP scattering are opening a new frontier to possibly extend Dark Matter searches beyond the neutrino background. Measurement of WIMP’s direction will allow us to detect the galactic origin of dark matter and, therefore to have a clear signal-background separation. The NEWSdm experiment, based on nuclear emulsions, is intended to measure the direction of WIMP-induced nuclear coils with a solid-state detector, thus with high sensitivity. We discuss the discovery potential of a directional experiment based on the use of a solid target made of newly developed nuclear emulsions and novel read-out systems achieving nanometric resolution. We also report results of a technical test conducted in Gran Sasso.

Keywords: dark matter, direct detection, nuclear emulsion, WIMPS

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Authors: Pedro Llanos, Diego García

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Spaceflight is considered the last frontier in terms of science, technology, and engineering. But it is also the next frontier in terms of human physiology and performance. After more than 200,000 years humans have evolved under earth’s gravity and atmospheric conditions, spaceflight poses environmental stresses for which human physiology is not adapted. Hypoxia, accelerations, and radiation are among such stressors, our research involves suborbital flights aiming to develop effective countermeasures in order to assure sustainable human space presence. The physiologic baseline of spaceflight participants is subject to great variability driven by age, gender, fitness, and metabolic reserve. The objective of the present study is to characterize different physiologic variables in a population of STEM practitioners during an aerobatic flight. Cardiovascular and pulmonary responses were determined in Science Astronaut Candidates (SACs) during unusual attitude aerobatic flight indoctrination. Physiologic data recordings from 20 subjects participating in high-G flight training were analyzed. These recordings were registered by wearable sensor-vest that monitored electrocardiographic tracings (ECGs), signs of dysrhythmias or other electric disturbances during all the flight. The same cardiovascular parameters were also collected approximately 10 min pre-flight, during each high-G/unusual attitude maneuver and 10 min after the flights. The ratio (pre-flight/in-flight/post-flight) of the cardiovascular responses was calculated for comparison of inter-individual differences. The resulting tracings depicting the cardiovascular responses of the subjects were compared against the G-loads (Gs) during the aerobatic flights to analyze cardiovascular variability aspects and fluid/pressure shifts due to the high Gs. In-flight ECG revealed cardiac variability patterns associated with rapid Gs onset in terms of reduced heart rate (HR) and some scattered dysrhythmic patterns (15% premature ventricular contractions-type) that were considered as triggered physiological responses to high-G/unusual attitude training and some were considered as instrument artifact. Variation events were observed in subjects during the +Gz and –Gz maneuvers and these may be due to preload and afterload, sudden shift. Our data reveal that aerobatic flight influenced the breathing rate of the subject, due in part by the various levels of energy expenditure due to the increased use of muscle work during these aerobatic maneuvers. Noteworthy was the high heterogeneity in the different physiological responses among a relatively small group of SACs exposed to similar aerobatic flights with similar Gs exposures. The cardiovascular responses clearly demonstrated that SACs were subjected to significant flight stress. Routine ECG monitoring during high-G/unusual attitude flight training is recommended to capture pathology underlying dangerous dysrhythmias in suborbital flight safety. More research is currently being conducted to further facilitate the development of robust medical screening, medical risk assessment approaches, and suborbital flight training in the context of the evolving commercial human suborbital spaceflight industry. A more mature and integrative medical assessment method is required to understand the physiology state and response variability among highly diverse populations of prospective suborbital flight participants.

Keywords: g force, aerobatic maneuvers, suborbital flight, hypoxia, commercial astronauts

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Authors: Sergey Podluzhnyy

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One of the most important tasks of investment and pension fund management is building decision support system which helps to make right decision on corporate bond portfolio formation. Today there are several basic methods of bond portfolio management. They are duration management, immunization and convexity management. Identified methods have serious disadvantage: they do not take into account credit risk or insolvency risk of issuer. So, identified methods can be applied only for management and evaluation of high-quality sovereign bonds. Applying article proposes mathematical model for building an optimal in case of risk and yield corporate bond portfolio. Proposed model takes into account the default probability in formula of assessment of bonds which results to more correct evaluation of bonds prices. Moreover, applied model provides tools for visualization of the efficient frontier of corporate bonds portfolio taking into account the exposure to credit risk, which will increase the quality of the investment decisions of portfolio managers.

Keywords: corporate bond portfolio, default probability, effective boundary, portfolio optimization task

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Authors: Ahmed Bellakhdhar

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This paper aims to test the impact of various variables-namely, investment in physical capital, investment in human capital, openness to trade and foreign direct investments, and distance from the technology frontier-on economic growth in the Tunisian context during the period 1976-2010. Empirical results identify that the impact of human capital is significantly positive. This finding confirms the hypothesis that human capital is a main driver of economic performance through its role of improving the internal productive capacity and the absorption of foreign technology especially via foreign direct investments. The effect of FDI is significantly positive in all alternative regressions and the coefficient associated to physical capital variable is positive, but not significant overall. Concerning the import of technologically advanced equipments, our estimates show the absence of a significant direct impact on economic growth in Tunisia. Our empirical results also support the assumption of a non linear relationship between tax and growth and demonstrate the existence of an inverted-U curve between the two variables, in the spirit of the “Laffer curve”.

Keywords: Endogenous growth, Human capital, Technology transfer, Absorptive capacity

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Authors: Zachary Blanks, Solomon Sonya

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Poaching presents a serious threat to endangered animal species, environment conservations, and human life. Additionally, some poaching activity has even been linked to supplying funds to support terrorist networks elsewhere around the world. Consequently, agencies dedicated to protecting wildlife habitats have a near intractable task of adequately patrolling an entire area (spanning several thousand kilometers) given limited resources, funds, and personnel at their disposal. Thus, agencies need predictive tools that are both high-performing and easily implementable by the user to help in learning how the significant features (e.g. animal population densities, topography, behavior patterns of the criminals within the area, etc) interact with each other in hopes of abating poaching. This research develops a classification model using machine learning algorithms to aid in forecasting future attacks that is both easy to train and performs well when compared to other models. In this research, we demonstrate how data imputation methods (specifically predictive mean matching, gradient boosting, and random forest multiple imputation) can be applied to analyze data and create significant predictions across a varied data set. Specifically, we apply these methods to improve the accuracy of adopted prediction models (Logistic Regression, Support Vector Machine, etc). Finally, we assess the performance of the model and the accuracy of our data imputation methods by learning on a real-world data set constituting four years of imputed data and testing on one year of non-imputed data. This paper provides three main contributions. First, we extend work done by the Teamcore and CREATE (Center for Risk and Economic Analysis of Terrorism Events) research group at the University of Southern California (USC) working in conjunction with the Department of Homeland Security to apply game theory and machine learning algorithms to develop more efficient ways of reducing poaching. This research introduces ensemble methods (Random Forests and Stochastic Gradient Boosting) and applies it to real-world poaching data gathered from the Ugandan rain forest park rangers. Next, we consider the effect of data imputation on both the performance of various algorithms and the general accuracy of the method itself when applied to a dependent variable where a large number of observations are missing. Third, we provide an alternate approach to predict the probability of observing poaching both by season and by month. The results from this research are very promising. We conclude that by using Stochastic Gradient Boosting to predict observations for non-commercial poaching by season, we are able to produce statistically equivalent results while being orders of magnitude faster in computation time and complexity. Additionally, when predicting potential poaching incidents by individual month vice entire seasons, boosting techniques produce a mean area under the curve increase of approximately 3% relative to previous prediction schedules by entire seasons.

Keywords: ensemble methods, imputation, machine learning, random forests, statistical analysis, stochastic gradient boosting, wildlife protection

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Authors: Mohamed Haffar, Lombe Ngome Enongene, Mohammed Hamdan, Gbolahan Gbadamosi

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Despite the considerable body of literature investigating the influence of National Culture (NC) dimensions on consumer behaviour, there is a lack of studies comparing the influence of NC in Africa with Western European countries. This study is intended to fill the vacuum in knowledge by exploring how NC affects consumer buyer behavior in Nigeria and the United Kingdom. The primary data were collected through in depth, semi-structured interviews conducted with three groups of individuals: British students, Nigerian students in the United Kingdom, and Nigerian-based students. This approach and new frontier to analyze culture and consumer behaviour could help understand residual cultural threads of people (that are ingrained in their being) irrespective of exposure to other cultures. The findings of this study show that Nigerian and British consumers differ remarkably in cultural orientations such as symbols, values and psychological standpoints. This ultimately affects the choices made at every stage of the decision building process, and proves beneficial for international retail marketing.

Keywords: national culture, consumer behaviour, international business, Nigeria

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Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

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The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: wind power, Gaussien process, modelling, forecasting

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Authors: Ipek Kivanc, Demet Ozgur-Unluakin

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Over the past years, technological innovations and advancements have played an important role in the industrial world. Due to technological improvements, the degree of complexity of the systems has increased. Hence, all systems are getting more uncertain that emerges from increased complexity, resulting in more cost. It is challenging to cope with this situation. So, implementing efficient planning of maintenance activities in such systems are getting more essential. Partially Observable Markov Decision Processes (POMDPs) are powerful tools for stochastic sequential decision problems under uncertainty. Although maintenance optimization in a dynamic environment can be modeled as such a sequential decision problem, POMDPs are not widely used for tackling maintenance problems. However, they can be well-suited frameworks for obtaining optimal maintenance policies. In the classical representation of the POMDP framework, the system is denoted by a single node which has multiple states. The main drawback of this classical approach is that the state space grows exponentially with the number of state variables. On the other side, factored representation of POMDPs enables to simplify the complexity of the states by taking advantage of the factored structure already available in the nature of the problem. The main idea of factored POMDPs is that they can be compactly modeled through dynamic Bayesian networks (DBNs), which are graphical representations for stochastic processes, by exploiting the structure of this representation. This study aims to demonstrate how maintenance planning of dynamic systems can be modeled with factored POMDPs. An empirical maintenance planning problem of a dynamic system consisting of four partially observable components deteriorating in time is designed. To solve the empirical model, we resort to Symbolic Perseus solver which is one of the state-of-the-art factored POMDP solvers enabling approximate solutions. We generate some more predefined policies based on corrective or proactive maintenance strategies. We execute the policies on the empirical problem for many replications and compare their performances under various scenarios. The results show that the computed policies from the POMDP model are superior to the others. Acknowledgment: This work is supported by the Scientific and Technological Research Council of Turkey (TÜBİTAK) under grant no: 117M587.

Keywords: factored representation, maintenance, multi-component system, partially observable Markov decision processes

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Authors: Jeffrey Tzu-Hao Tsai, Yi-Shan Wong

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This article proposes a cohort-age-period (CAP) model to characterize multi-population mortality processes using cohort, age, and period variables. Distinct from the factor-based Lee-Carter-type decomposition mortality model, this approach is empirically based and includes the age, period, and cohort variables into the equation system. The model not only provides a fruitful intuition for explaining multivariate mortality change rates but also has a better performance in forecasting future patterns. Using the US and the UK mortality data and performing ten-year out-of-sample tests, our approach shows smaller mean square errors in both countries compared to the models in the literature.

Keywords: longevity risk, stochastic mortality model, multivariate mortality rate, risk management

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Authors: Alexander E. Hramov, Vadim V. Grubov, Alexey A. Koronovskii, Maria K. Kurovskaуa, Anastasija E. Runnova

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The perception of visual signals in the brain was among the first issues discussed in terms of multistability which has been introduced to provide mechanisms for information processing in biological neural systems. In this work the influence of the cognitive noise on the visual perception of multistable pictures has been investigated. The study includes an experiment with the bistable Necker cube illusion and the theoretical background explaining the obtained experimental results. In our experiments Necker cubes with different wireframe contrast were demonstrated repeatedly to different people and the probability of the choice of one of the cubes projection was calculated for each picture. The Necker cube was placed at the middle of a computer screen as black lines on a white background. The contrast of the three middle lines centered in the left middle corner was used as one of the control parameter. Between two successive demonstrations of Necker cubes another picture was shown to distract attention and to make a perception of next Necker cube more independent from the previous one. Eleven subjects, male and female, of the ages 20 through 45 were studied. The choice of the Necker cube projection was detected with the Electroencephalograph-recorder Encephalan-EEGR-19/26, Medicom MTD. To treat the experimental results we carried out theoretical consideration using the simplest double-well potential model with the presence of noise that led to the Fokker-Planck equation for the probability density of the stochastic process. At the first time an analytical solution for the probability of the selection of one of the Necker cube projection for different values of wireframe contrast have been obtained. Furthermore, having used the results of the experimental measurements with the help of the method of least squares we have calculated the value of the parameter corresponding to the cognitive noise of the person being studied. The range of cognitive noise parameter values for studied subjects turned to be [0.08; 0.55]. It should be noted, that experimental results have a good reproducibility, the same person being studied repeatedly another day produces very similar data with very close levels of cognitive noise. We found an excellent agreement between analytically deduced probability and the results obtained in the experiment. A good qualitative agreement between theoretical and experimental results indicates that even such a simple model allows simulating brain cognitive dynamics and estimating important cognitive characteristic of the brain, such as brain noise.

Keywords: bistability, brain, noise, perception, stochastic processes

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Authors: Y. de Smet, J. Hubinont

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PROMETHEE and GAIA are well-known Multiple Criteria Decision Aid methods. Given an evaluation table and preference parameters they allow to rank the alternatives, to visualize the problem, to perform sensitivity and robustness analysis, etc. Unfortunately, it is often hard for the Decision Maker (DM) to estimate the precise values of these parameters. Therefore an alternative option is to give ranges of potential values in order to apply Stochastic Multicriteria Acceptability Analysis. This has been recently studied in the context of the SMAA-PROMETHEE method. The aim of this contribution is to propose an SMAA extension of GAIA. We show how this tool can be useful and provide complementary information to SMAA-PROMETHEE. This is illustrated on a pedagogical example.

Keywords: multiple criteria decision making, PROMETHEE, GAIA, SMAA

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Authors: Marianna Bolla

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The aim of this paper is to compare spectral, discrepancy, and degree properties of expanding graph sequences. As we can prove equivalences and implications between them and the definition of the generalized (multiclass) quasirandomness of Lovasz–Sos (2008), they can be regarded as generalized quasirandom properties akin to the equivalent quasirandom properties of the seminal Chung-Graham-Wilson paper (1989) in the one-class scenario. Since these properties are valid for deterministic graph sequences, irrespective of stochastic models, the partial implications also justify for low-dimensional embedding of large-scale graphs and for discrepancy minimizing spectral clustering.

Keywords: generalized random graphs, multiway discrepancy, normalized modularity spectra, spectral clustering

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Authors: Albina Muratbekova

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One of the main tensions and challenges in the development of Sino-Indian relation is the demarcation of its frontiers. The fact that throughout the history borders had never been demarcated on ground occur a dispute between China and India after receiving sovereignty. Boundaries of India and China are divided into three sectors: Eastern, Middle and Western. The middle sector runs from India’s Uttar Pradesh to the Punjab, 545 km length of the Line of Actual Control, the lines of which was confirmed at the 9th meeting of the Expert Group held in 2001, in New Delhi. Other two sectors are still not determined and cause disputes. A western sector of the frontier is the Aksai Chin plateau, covers areas of Ladakh, Tibet, and Sinkiang. Another disputed area lies in the Eastern sector in the Himalayan region, which after 1986 became the Indian state called Arunachal Pradesh. There are two different approaches in the ways of resolving the border dispute. Chinese side keeps an opinion that the border dispute must be resolved in a timely matter unless it is favorable for China, the resolution can be left to a later generation. While India’s government due to security reasons is eager to demarcate the border. In order to study this conflict was used as a descriptive-comparative-analytical method. Also, it was done a profound analyze of conflict nature.

Keywords: border dispute, China, India, territorial claim

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Authors: Tet H. Yeap

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An analog restricted Hopfield Network is presented in this paper. It consists of two layers of nodes, visible and hidden nodes, connected by directional weighted paths forming a bipartite graph with no intralayer connection. An energy or Lyapunov function was derived to show that the proposed network will converge to stable states. By introducing hidden nodes, the proposed network can be trained to store patterns and has increased memory capacity. Training to be an associative memory, simulation results show that the associative memory performs better than a classical Hopfield network by being able to perform better memory recall when the input is noisy.

Keywords: restricted Hopfield network, Lyapunov function, simultaneous perturbation stochastic approximation

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Authors: Fathi Abid, Bilel Kaffel

Abstract:

The olive tree, the olive harvest during winter season and the production of olive oil better known by professionals under the name of the crushing operation have interested institutional traders such as olive-oil offices and private companies such as food industry refining and extracting pomace olive oil as well as export-import public and private companies specializing in olive oil. The major problem facing producers of olive oil each winter campaign, contrary to what is expected, it is not whether the harvest will be good or not but whether the sale price will allow them to cover production costs and achieve a reasonable margin of profit or not. These questions are entirely legitimate if we judge by the importance of the issue and the heavy complexity of the uncertainty and competition made tougher by a high level of indebtedness and the experience and expertise of speculators and producers whose objectives are sometimes conflicting. The aim of this paper is to study the formation mechanism of olive oil prices in order to learn about speculators’ behavior and expectations in the market, how they contribute by their industry knowledge and their financial alliances and the size the financial challenge that may be involved for them to build private information hoses globally to take advantage. The methodology used in this paper is based on two stages, in the first stage we study econometrically the formation mechanisms of olive oil price in order to understand the market participant behavior by implementing ARMA, SARMA, GARCH and stochastic diffusion processes models, the second stage is devoted to prediction purposes, we use a combined wavelet- ANN approach. Our main findings indicate that olive oil market participants interact with each other in a way that they promote stylized facts formation. The unstable participant’s behaviors create the volatility clustering, non-linearity dependent and cyclicity phenomena. By imitating each other in some periods of the campaign, different participants contribute to the fat tails observed in the olive oil price distribution. The best prediction model for the olive oil price is based on a back propagation artificial neural network approach with input information based on wavelet decomposition and recent past history.

Keywords: olive oil price, stylized facts, ARMA model, SARMA model, GARCH model, combined wavelet-artificial neural network, continuous-time stochastic volatility mode

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