Search results for: Poisson Regression model.

Authors: I. M. Yusuff, O. M. Oni, A. A. Aremu

Abstract:

Percentage of soil-gas radon-222 concentration (²²²Rn) from soil-depths contributing to outdoor radon atmospheric level depends largely on some physical parameters of the soil. To determine its dependency in soil-depths, survey tests were carried out on soil depths and grain size particles using in-situ measurement method of soil-gas radon-222 concentration at different soil depths. The measurements were carried out with an electronic active radon detector (RAD-7) manufactured by Durridge Company USA. Radon-222 concentrations (²²²Rn) in soil-gas were measured at four different soil depths of 20, 40, 60 and 100 cm in five feasible locations. At each soil depth, soil samples were collected for grain size particle analysis using soil grasp sampler. The result showed that highest value of radon-222 concentration (24,680 ± 1960 Bqm^-3) was measured at 100 cm depth with utmost grain size particle of 17.64% while the lowest concentration (7370 ± 1139 Bqm^-3) was measured at 100 cm depth with least grain size particle of 10.75% respectively. A computational model was derived using SPSS regression package. This model could be a yardstick for prediction on soil gas radon concentration reference to soil grain size particle at different soil-depths.

Keywords: Concentration, radon, porosity, diffusion, colorectal, emanation, yardstick.

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Authors: Somchai Supattarakul, Anya Khanthavit

Abstract:

This study aims at providing empirical evidence on a comparison of two equity valuation models: (1) the dividend discount model (DDM) and (2) the residual income model (RIM), in estimating equity values of Thai firms during 1995-2004. Results suggest that DDM and RIM underestimate equity values of Thai firms and that RIM outperforms DDM in predicting cross-sectional stock prices. Results on regression of cross-sectional stock prices on the decomposed DDM and RIM equity values indicate that book value of equity provides the greatest incremental explanatory power, relative to other components in DDM and RIM terminal values, suggesting that book value distortions resulting from accounting procedures and choices are less severe than forecast and measurement errors in discount rates and growth rates. We also document that the incremental explanatory power of book value of equity during 1998-2004, representing the information environment under Thai Accounting Standards reformed after the 1997 economic crisis to conform to International Accounting Standards, is significantly greater than that during 1995-1996, representing the information environment under the pre-reformed Thai Accounting Standards. This implies that the book value distortions are less severe under the 1997 Reformed Thai Accounting Standards than the pre-reformed Thai Accounting Standards.

Keywords: Dividend Discount Model, Equity Valuation Model, Residual Income Model, Thai Stock Market

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Authors: R.Abbaszadeh, A.Rajabipour, M.Delshad, M.J.Mahjub, H.Ahmadi

Abstract:

It is difficult to judge ripeness by outward characteristics such as size or external color. In this paper a nondestructive method was studied to determine watermelon (Crimson Sweet) quality. Responses of samples to excitation vibrations were detected using laser Doppler vibrometry (LDV) technology. Phase shift between input and output vibrations were extracted overall frequency range. First and second were derived using frequency response spectrums. After nondestructive tests, watermelons were sensory evaluated. So the samples were graded in a range of ripeness based on overall acceptability (total desired traits consumers). Regression models were developed to predict quality using obtained results and sample mass. The determination coefficients of the calibration and cross validation models were 0.89 and 0.71 respectively. This study demonstrated feasibility of information which is derived vibration response curves for predicting fruit quality. The vibration response of watermelon using the LDV method is measured without direct contact; it is accurate and timely, which could result in significant advantage for classifying watermelons based on consumer opinions.

Keywords: Laser Doppler vibrometry, Phase shift, Overallacceptability, Regression model , Resonance frequency, Watermelon

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Authors: Suman Bala, Sunil Kamboj, Vipin Saini

Abstract:

Quantitative Structure Activity Relationship (QSAR) analysis has been developed to relate antifungal activity of novel substituted 1,3,4-oxadiazole against Candida albicans and Aspergillus niger using computer assisted multiple regression analysis. The study has shown the better relationship between antifungal activities with respect to various descriptors established by multiple regression analysis. The analysis has shown statistically significant correlation with R² values 0.932 and 0.782 against Candida albicans and Aspergillus niger respectively. These derivatives were further subjected to molecular docking studies to investigate the interactions between the target compounds and amino acid residues present in the active site of glucosamine-6-phosphate synthase. All the synthesized compounds have better docking score as compared to standard fluconazole. Our results could be used for the further design as well as development of optimal and potential antifungal agents.

Keywords: 1, 3, 4-Oxadiazole, QSAR, Multiple linear regression, Docking, Glucosamine-6-Phosphate Synthase.

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Authors: Sayantan Khanra, Rojers P. Joseph

Abstract:

This study attempts to analyze the impact of demography and service quality on the adoption and diffusion of e-Government services in the context of India. The objective of this paper is to study the users' perception about e-Government services and investigate the key variables that are most salient to the Indian populace. At the completion of this study, a research model that would help to understand the relationship involving the demographic variables and service quality dimensions, and the willingness to adopt e-Government services is expected to be developed. Dedicated authorities, particularly those in developing economies, may use that model or its augmented versions to design and update e-Government services and promote their use among citizens. After all, enhanced public participation is required to improve efficiency, engagement and transparency in the implementation of the aforementioned services.

Keywords: Adoption and diffusion of e-Government services, demographic variables, hierarchical regression analysis, service quality dimensions.

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Authors: Yan Lyu, Yiqun Pan, Zhizhong Huang

Abstract:

In the design stage of a new building, the energy model of this building is often required for the analysis of the performance on energy efficiency. In practice, a certain degree of geometric simplification should be done in the establishment of building energy models, since the detailed geometric features of a real building are hard to be described perfectly in most energy simulation engine, such as ESP-r, eQuest or EnergyPlus. Actually, the detailed description is not necessary when the result with extremely high accuracy is not demanded. Therefore, this paper analyzed the relationship between the error of the simulation result from building energy models and the geometric simplification of the models. Finally, the following two parameters are selected as the indices to characterize the geometric feature of in building energy simulation: the southward projected area and total side surface area of the building. Based on the parameterization method, the simplification from an arbitrary column building to a typical shape (a cuboid) building can be made for energy modeling. The result in this study indicates that no more than 7% prediction error of annual cooling/heating load will be caused by the geometric simplification for those buildings with the ratio of southward projection length to total perimeter of the bottom of 0.25~0.35, which means this method is applicable for building performance simulation.

Keywords: building energy model, simulation, geometric simplification, design, regression

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Authors: Fajaruddin Mustakim, Motohiro Fujita

Abstract:

This paper present the study carried out of accident analysis, black spot study and to develop accident predictive models based on the data collected at rural roadway, Federal Route 50 (F050) Malaysia. The road accident trends and black spot ranking were established on the F050. The development of the accident prediction model will concentrate in Parit Raja area from KM 19 to KM 23. Multiple non-linear regression method was used to relate the discrete accident data with the road and traffic flow explanatory variable. The dependent variable was modeled as the number of crashes namely accident point weighting, however accident point weighting have rarely been account in the road accident prediction Models. The result show that, the existing number of major access points, without traffic light, rise in speed, increasing number of Annual Average Daily Traffic (AADT), growing number of motorcycle and motorcar and reducing the time gap are the potential contributors of increment accident rates on multiple rural roadway.

Keywords: Accident Trends, Black Spot Study, Accident Prediction Model

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Authors: Mei L. Lin, Pi-Yueh Cheng

Abstract:

Classes on creativity, innovation, and entrepreneurship are becoming quite popular at universities throughout the world. However, it is not easy for business students to get involved to innovative activities, especially patent application. The present study investigated how to enhance business students- intention to participate in innovative activities and which incentives universities should consider. A 22-item research scale was used, and confirmatory factor analysis was conducted to verify its reliability and validity. Multiple regression and discriminant analyses were also conducted. The results demonstrate the effect of growth-need strength on innovative behavior and indicate that the theory of planned behavior can explain and predict business students- intention to participate in innovative activities. Additionally, the results suggest that applying our proposed model in practice would effectively strengthen business students- intentions to engage in innovative activities.

Keywords: discriminant analysis, growth need strength, innovative behavior, TPB model

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Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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Authors: Morteza Raei Dehaghi, Seyed Mohammad Mirhashemi

Abstract:

The current study explored the effect of economic development, financial development and institutional quality on environmental destruction in upper-middle income countries during the time period of 1999-2011. The dependent variable is logarithm of carbon dioxide emissions that can be considered as an index for destruction or quality of the environment given to its effects on the environment. Financial development and institutional development variables as well as some control variables were considered. In order to study cross-sectional correlation among the countries under study, Pesaran and Friz test was used. Since the results of both tests show cross-sectional correlation in the countries under study, seemingly unrelated regression method was utilized for model estimation. The results disclosed that Kuznets’ environmental curve hypothesis is confirmed in upper-middle income countries and also, financial development and institutional quality have a significant effect on environmental quality. The results of this study can be considered by policy makers in countries with different income groups to have access to a growth accompanied by improved environmental quality.

Keywords: Economic Development, Environmental Destruction, Financial Development, Institutional Development, Seemingly Unrelated Regression.

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Authors: Jianyin Lu, Masayoshi Seike, Wei Liu, Peihong Wu, Lihua Wang, Yihua Wu, Yasuhiro Naito, Hiromu Nakajima, Yasuhiro Kouchi

Abstract:

To extract the important physiological factors related to diabetes from an oral glucose tolerance test (OGTT) by mathematical modeling, highly informative but convenient protocols are required. Current models require a large number of samples and extended period of testing, which is not practical for daily use. The purpose of this study is to make model assessments possible even from a reduced number of samples taken over a relatively short period. For this purpose, test values were extrapolated using a support vector machine. A good correlation was found between reference and extrapolated values in evaluated 741 OGTTs. This result indicates that a reduction in the number of clinical test is possible through a computational approach.

Keywords: SVM regression, OGTT, diabetes, mathematical model

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Authors: Haifeng Wang, Haili Zhang

Abstract:

Most movie recommendation systems have been developed for customers to find items of interest. This work introduces a predictive model usable by small and medium-sized enterprises (SMEs) who are in need of a data-based and analytical approach to stock proper movies for local audiences and retain more customers. We used classification models to extract features from thousands of customers’ demographic, behavioral and social information to predict their movie genre preference. In the implementation, a Gaussian kernel support vector machine (SVM) classification model and a logistic regression model were established to extract features from sample data and their test error-in-sample were compared. Comparison of error-out-sample was also made under different Vapnik–Chervonenkis (VC) dimensions in the machine learning algorithm to find and prevent overfitting. Gaussian kernel SVM prediction model can correctly predict movie genre preferences in 85% of positive cases. The accuracy of the algorithm increased to 93% with a smaller VC dimension and less overfitting. These findings advance our understanding of how to use machine learning approach to predict customers’ preferences with a small data set and design prediction tools for these enterprises.

Keywords: Computational social science, movie preference, machine learning, SVM.

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Authors: N. Miklavčič, U. Kugovnik, N. Galkina, P. Ribarič, R. Vončina

Abstract:

Today the need for weather predictions is deeply rooted in the everyday life of people as well as it is in industry. The forecasts influence final decision-making processes in multiple areas from agriculture and prevention of natural disasters to air traffic regulations and solutions on a national level for health, security, and economic problems. Namely in Slovenia, alongside other existing forms of application, weather forecasts are adopted for the prognosis of electrical current transmission through powerlines. Meteorological parameters are one of the key factors which need to be considered in estimations of the reliable supply of electrical energy to consumers. And like for any other measured value, the knowledge about measurement uncertainty is critical also for the secure and reliable supply of energy. The estimation of measurement uncertainty grants us a more accurate interpretation of data, a better quality of the end results, and even a possibility of improvement of weather forecast models.

Keywords: Measurement uncertainty, microscale meteorological model, CALMET meteorological station, orthogonal regression.

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Authors: Alsaidi M. Altaher, Mohd T. Ismail

Abstract:

In wavelet regression, choosing threshold value is a crucial issue. A too large value cuts too many coefficients resulting in over smoothing. Conversely, a too small threshold value allows many coefficients to be included in reconstruction, giving a wiggly estimate which result in under smoothing. However, the proper choice of threshold can be considered as a careful balance of these principles. This paper gives a very brief introduction to some thresholding selection methods. These methods include: Universal, Sure, Ebays, Two fold cross validation and level dependent cross validation. A simulation study on a variety of sample sizes, test functions, signal-to-noise ratios is conducted to compare their numerical performances using three different noise structures. For Gaussian noise, EBayes outperforms in all cases for all used functions while Two fold cross validation provides the best results in the case of long tail noise. For large values of signal-to-noise ratios, level dependent cross validation works well under correlated noises case. As expected, increasing both sample size and level of signal to noise ratio, increases estimation efficiency.

Keywords: wavelet regression, simulation, Threshold.

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Authors: S. Youthao, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study investigated climatic factors associated with influenza cases in Southern Thailand. The main aim for use regression analysis to investigate possible causual relationship of climatic factors and variability between the border of the Andaman Sea and the Gulf of Thailand. Southern Thailand had the highest Influenza incidences among four regions (i.e. north, northeast, central and southern Thailand). In this study, there were 14 climatic factors: mean relative humidity, maximum relative humidity, minimum relative humidity, rainfall, rainy days, daily maximum rainfall, pressure, maximum wind speed, mean wind speed, sunshine duration, mean temperature, maximum temperature, minimum temperature, and temperature difference (i.e. maximum – minimum temperature). Multiple stepwise regression technique was used to fit the statistical model. The results indicated that the mean wind speed and the minimum relative humidity were positively associated with the number of influenza cases on the Andaman Sea side. The maximum wind speed was positively associated with the number of influenza cases on the Gulf of Thailand side.

Keywords: Influenza, Climatic Factor, Relative Humidity, Rainfall, Pressure, Wind Speed, sunshine duration, Temperature, Andaman Sea, Gulf of Thailand, Southern Thailand.

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Authors: Surinder Deswal, Mahesh Pal

Abstract:

An Artificial Neural Network based modeling technique has been used to study the influence of different combinations of meteorological parameters on evaporation from a reservoir. The data set used is taken from an earlier reported study. Several input combination were tried so as to find out the importance of different input parameters in predicting the evaporation. The prediction accuracy of Artificial Neural Network has also been compared with the accuracy of linear regression for predicting evaporation. The comparison demonstrated superior performance of Artificial Neural Network over linear regression approach. The findings of the study also revealed the requirement of all input parameters considered together, instead of individual parameters taken one at a time as reported in earlier studies, in predicting the evaporation. The highest correlation coefficient (0.960) along with lowest root mean square error (0.865) was obtained with the input combination of air temperature, wind speed, sunshine hours and mean relative humidity. A graph between the actual and predicted values of evaporation suggests that most of the values lie within a scatter of ±15% with all input parameters. The findings of this study suggest the usefulness of ANN technique in predicting the evaporation losses from reservoirs.

Keywords: Artificial neural network, evaporation losses, multiple linear regression, modeling.

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Authors: Alhaji M. H Conteh, Xiangbin Yan, Alfred V Gborie

Abstract:

The crop rice is the staple food of most Sierra Leone with no close substitute. However, its cultivation has been on its last legs over the years. The decline in the domestic rice cultivation has had vicious socio-economic implications such as hiking consumer prices, balance of payment dilemmas with debt burden. The objective of this study is thus, to assess the effect of the shift of rural labour towards non-agricultural sectors on rice cultivation. The tools utilized for analyzing the problem under consideration involved a thorough descriptive statistics and generalized linear model using OLS technique. Increased rural population was established positive and significant in affecting rice cultivation. Fertilizer utilization was insignificant in rice cultivation. For reducing the shift of rural labor force towards nonagricultural sectors, the government should make the agricultural sector very lucrative.

Keywords: Regression Model, Rice Cultivation, Rural Migration, Sierra Leone.

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Authors: Chang, Chun-Lang, Liu, Chun-Kai

Abstract:

This study, for its research subjects, uses patients who had undergone total knee replacement surgery from the database of the National Health Insurance Administration. Through the review of literatures and the interviews with physicians, important factors are selected after careful screening. Then using Cross Entropy Method, Genetic Algorithm Logistic Regression, and Particle Swarm Optimization, the weight of each factor is calculated and obtained. In the meantime, Excel VBA and Case Based Reasoning are combined and adopted to evaluate the system. Results show no significant difference found through Genetic Algorithm Logistic Regression and Particle Swarm Optimization with over 97% accuracy in both methods. Both ROC areas are above 0.87. This study can provide critical reference to medical personnel as clinical assessment to effectively enhance medical care quality and efficiency, prevent unnecessary waste, and provide practical advantages to resource allocation to medical institutes.

Keywords: Total knee replacement, Case Based Reasoning, Cross Entropy Method, Genetic Algorithm Logistic Regression, Particle Swarm Optimization.

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Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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Authors: N.M. Museisi

Abstract:

This is a cross-cultural study that determines South African multinational enterprises (MNEs) entry strategies as they invest in Africa. An integrated theoretical framework comprising the transaction cost theory, Uppsala model, eclectic paradigm and the distance framework was adopted. A sample of 40 South African MNEs with 415 existing FDI entries in Africa was drawn. Using an ordered logistic regression model, the impact of culture on the choice of degree of control by South African MNEs in Africa was determined. Cultural distance was one of significant factors that influenced South African MNEs- choice of degree of control. Furthermore, South African MNEs are risk averse in all countries in Africa but minimize the risks differently across sectors. Service sectors chooses to own their subsidiaries 100% and avoid dealing with the locals while manufacturing, resources and construction choose to have a local partner to share the risk.

Keywords: Cross-cultural, emerging MNEs, entry strategies, internationalization.

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Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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Authors: Somphoom Sawaengkun

Abstract:

The purpose of this study was primarily assessing how important economic factors namely: The Thai export price of white rice, the exchange rate, and the world rice consumption affect the overall Thai white rice export, using historical data during the period 1989-2013 from the Thai Rice Exporters Association, and Food and Agricultural Organization of the United Nations. The co-integration method, regression analysis, and error correction model were applied to investigate the econometric model. The findings indicated that in the long-run, the world rice consumption, the exchange rate, and the Thai export price of white rice were the important factors affecting the export quantity of Thai white rice respectively, as indicated by their significant coefficients. Meanwhile, the rice export price was an important factor affecting the export quantity of Thai white rice in the short-run. This information is useful in the business, export opportunities, price competitiveness, and policymaker in Thailand.

Keywords: Economic Factors, Rice Export, White Rice.

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Authors: Patricia B. Cruz, Catrina Jean G. Valenzuela, Analyn N. Yumang

Abstract:

Nearly a hundred per million of the Filipino population is diagnosed with Chronic Kidney Disease (CKD). The early stage of CKD has no symptoms and can only be discovered once the patient undergoes urinalysis. Over the years, different methods were discovered and used for the quantification of the urinary albumin such as the immunochemical assays where most of these methods require large machinery that has a high cost in maintenance and resources, and a dipstick test which is yet to be proven and is still debated as a reliable method in detecting early stages of microalbuminuria. This research study involves the use of the liquid chromatography concept in microfluidic instruments with biosensor as a means of separation and detection respectively, and linear regression to quantify human urinary albumin. The researchers’ main objective was to create a miniature system that quantifies and detect patients’ urinary albumin while reducing the amount of volume used per five test samples. For this study, 30 urine samples of unknown albumin concentrations were tested using VITROS Analyzer and the microfluidic system for comparison. Based on the data shared by both methods, the actual vs. predicted regression were able to create a positive linear relationship with an R² of 0.9995 and a linear equation of y = 1.09x + 0.07, indicating that the predicted values and actual values are approximately equal. Furthermore, the microfluidic instrument uses 75% less in total volume – sample and reagents combined, compared to the VITROS Analyzer per five test samples.

Keywords: Chronic kidney disease, microfluidics, linear regression, VITROS analyzer, urinary albumin.

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Authors: Tayebeh Saghapour, Sara Moridpour, Russell George Thompson

Abstract:

One of the common aims of transport policy makers is to switch people’s travel to active transport. For this purpose, a variety of transport goals and investments should be programmed to increase the propensity towards active transport mode choice. This paper aims to investigate whether built environment features in neighbourhoods could enhance the odds of active transportation. The present study introduces an index measuring public transport accessibility (PTAI), and a walkability index along with socioeconomic variables to investigate mode choice behaviour. Using travel behaviour data, an ordered logit regression model is applied to examine the impacts of explanatory variables on walking trips. The findings indicated that high rates of active travel are consistently associated with higher levels of walking and public transport accessibility.

Keywords: Active transport, public transport accessibility, walkability, ordered logit model.

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Authors: M. Capocelli, A. Caputo, M. De Falco, D. Mazzei, V. Piemonte

Abstract:

This paper presents the experimental results and the related modeling of a thermal energy storage (TES) facility, ideated and realized by ENEA and realizing the thermocline with an innovative geometry. Firstly, the thermal energy exchange model of an equivalent shell & tube heat exchanger is described and tested to reproduce the performance of the spiral exchanger installed in the TES. Through the regression of the experimental data, a first-order thermocline model was also validated to provide an analytical function of the thermocline, useful for the performance evaluation and the comparison with other systems and implementation in simulations of integrated systems (e.g. power plants). The experimental data obtained from the plant start-up and the short-cut modeling of the system can be useful for the process analysis, for the scale-up of the thermal storage system and to investigate the feasibility of its implementation in actual case-studies.

Keywords: Thermocline, modelling, heat exchange, spiral, shell, tube.

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Authors: Yogesh Aggarwal

Abstract:

The paper discusses the results obtained to predict reinforcement in singly reinforced beam using Neural Net (NN), Support Vector Machines (SVM-s) and Tree Based Models. Major advantage of SVM-s over NN is of minimizing a bound on the generalization error of model rather than minimizing a bound on mean square error over the data set as done in NN. Tree Based approach divides the problem into a small number of sub problems to reach at a conclusion. Number of data was created for different parameters of beam to calculate the reinforcement using limit state method for creation of models and validation. The results from this study suggest a remarkably good performance of tree based and SVM-s models. Further, this study found that these two techniques work well and even better than Neural Network methods. A comparison of predicted values with actual values suggests a very good correlation coefficient with all four techniques.

Keywords: Linear Regression, M5 Model Tree, Neural Network, Support Vector Machines.

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Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: Swathi Ganesan, Nalinda Somasiri, Rebecca Jeyavadhanam, Gayathri Karthick

Abstract:

The COVID-19 crisis presents a substantial and critical hazard to worldwide health. Since the occurrence of the disease in late January 2020 in the UK, the number of infected people confirmed to acquire the illness has increased tremendously across the country, and the number of individuals affected is undoubtedly considerably high. The purpose of this research is to figure out a predictive machine learning (ML) archetypal that could forecast the COVID-19 cases within the UK. This study concentrates on the statistical data collected from 31st January 2020 to 31st March 2021 in the United Kingdom. Information on total COVID-19 cases registered, new cases encountered on a daily basis, total death registered, and patients’ death per day due to Coronavirus is collected from World Health Organization (WHO). Data preprocessing is carried out to identify any missing values, outliers, or anomalies in the dataset. The data are split into 8:2 ratio for training and testing purposes to forecast future new COVID-19 cases. Support Vector Machine (SVM), Random Forest (RF), and linear regression (LR) algorithms are chosen to study the model performance in the prediction of new COVID-19 cases. From the evaluation metrics such as r-squared value and mean squared error, the statistical performance of the model in predicting the new COVID-19 cases is evaluated. RF outperformed the other two ML algorithms with a training accuracy of 99.47% and testing accuracy of 98.26% when n = 30. The mean square error obtained for RF is 4.05e11, which is lesser compared to the other predictive models used for this study. From the experimental analysis, RF algorithm can perform more effectively and efficiently in predicting the new COVID-19 cases, which could help the health sector to take relevant control measures for the spread of the virus.

Keywords: COVID-19, machine learning, supervised learning, unsupervised learning, linear regression, support vector machine, random forest.

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