Search results for: Risk Priority Number
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4707

Search results for: Risk Priority Number

4407 Numerical Simulation on Heat Transfer Enhancement in Channel by Triangular Ribs

Authors: Tuqa Abdulrazzaq, Hussein Togun, M. K. A. Ariffin, S. N. Kazi, NM Adam, S. Masuri

Abstract:

Turbulent heat transfer to fluid flow through channel with triangular ribs of different angles are presented in this paper. Ansys 14 ICEM and Ansys 14 Fluent are used for meshing process and solving Navier stokes equations respectively. In this investigation three angles of triangular ribs with the range of Reynolds number varied from 20000 to 60000 at constant surface temperature are considered. The results show that the Nusselt number increases with the increase of Reynolds number for all cases at constant surface temperature. According to the profile of local Nusselt number on ribs walled of channel, the peak is at the midpoint between the two ribs. The maximum value of average Nusselt number is obtained for triangular ribs of angel 60°and at Reynolds number of 60000 compared to the Nusselt number for the ribs of angel 90° and 45° and at same Reynolds number. The recirculation regions generated by the ribs corresponding to the velocity streamline show the largest recirculation region at triangular ribs of angle 60° which also provides the highest enhancement of heat transfer.

Keywords: Ribs channel, Turbulent flow, Heat transfer enhancement, Recirculation flow.

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4406 Forecasting of Scaffolding Work Comfort Parameters Based on Data from Meteorological Stations

Authors: I. Szer, J. Szer, M. Pieńko, A. Robak, P. Jamińska-Gadomska

Abstract:

Work at height, such as construction works on scaffoldings, is associated with a considerable risk. Scaffolding workers are usually exposed to changing weather conditions what can additionally increase the risk of dangerous situations. Therefore, it is very important to foresee the risk of adverse conditions to which the worker may be exposed. The data from meteorological stations may be used to asses this risk. However, the dependency between weather conditions on a scaffolding and in the vicinity of meteorological station, should be determined. The paper presents an analysis of two selected environmental parameters which have influence on the behavior of workers – air temperature and wind speed. Measurements of these parameters were made between April and November of 2016 on ten scaffoldings located in different parts of Poland. They were compared with the results taken from the meteorological stations located closest to the studied scaffolding. The results gathered from the construction sites and meteorological stations were not the same, but statistical analyses have shown that they were correlated.

Keywords: Scaffoldings, health and safety at work, temperature, wind speed.

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4405 Numerical Simulation of Convection Heat Transfer in a Lid-Driven Cavity with an Open Side

Authors: M.Jafari, M.Farhadi, K.sedighi, E.Fattahi

Abstract:

In this manuscript, the LBM is applied for simulating of Mixed Convection in a Lid-Driven cavity with an open side. The cavity horizontal walls are insulated while the west Lid-driven wall is maintained at a uniform temperature higher than the ambient. Prandtl number (Pr) is fixed to 0.71 (air) while Reynolds number (Re) , Richardson number (Ri) and aspect ratio (A) of the cavity are changed in the range of 50-150 , of 0.1-10 and of 1-4 , respectively. The numerical code is validated for the standard square cavity, and then the results of an open ended cavity are presented. Result shows by increasing of aspect ratio, the average Nusselt number (Nu) on lid- driven wall decreases and with same Reynolds number (Re) by increasing of aspect ratio (A), Richardson number plays more important role in heat transfer rate.

Keywords: Lattice Boltzmann Method, Open ended cavity, Mixed convection, Lid-driven cavity.

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4404 Analysis of Simple Mechanisms to Continuously Vary Mach Number in a Supersonic Wind Tunnel Facility

Authors: Prateek Kishore, T. M. Muruganandam

Abstract:

Supersonic wind tunnel nozzles are generally capable of producing a constant Mach number flow in the test section of the wind tunnel. As a result, most of the supersonic vehicles are widely designed using steady state flow characteristics which may have errors while facing unsteady situations. This study aims to explore the possibility of varying the Mach number of the flow during wind tunnel operation. The nozzle walls are restricted to be inflexible for cooling near the throat due to high stagnation temperature requirement of the flow to simulate the conditions as experienced by the vehicle. Two simple independent mechanisms, rotation and translation of nozzle walls have been analyzed and the nozzle ranges have been optimized to vary the Mach number from Mach 2 to Mach 5 using minimum number of nozzles in the wind tunnel.

Keywords: Method of characteristics, Nozzle, supersonic wind tunnel, variable Mach number.

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4403 Determinants of Enterprise Risk Management Adoption: An Empirical Analysis of Malaysian Public Listed Firms

Authors: Nargess Mottaghi Golshan, Siti Zaleha Abdul Rasid

Abstract:

Purpose:This paper aims to gain insights to the influential factors of ERM adoptions by public listed firms in Malaysia. Findings:The two factors of financial leverage and auditor type were found to be significant influential factors for ERM adoption. In other words the findings indicated that firms with higher financial leverage and with a Big Four auditor are more likely to have a form of ERM framework in place. Originality/Value:Since there are relatively few studies conducted in this area and specially in developing economies like Malaysia, this study will broaden the scope of literature by providing novel empirical evidence.

Keywords: Enterprise risk management, risk, public listed company.

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4402 The Number of Rational Points on Conics Cp,k : x2 − ky2 = 1 over Finite Fields Fp

Authors: Ahmet Tekcan

Abstract:

Let p be a prime number, Fp be a finite field, and let k ∈ F*p. In this paper, we consider the number of rational points onconics Cp,k: x2 − ky2 = 1 over Fp. We proved that the order of Cp,k over Fp is p-1 if k is a quadratic residue mod p and is p + 1 if k is not a quadratic residue mod p. Later we derive some resultsconcerning the sums ΣC[x]p,k(Fp) and ΣC[y]p,k(Fp), the sum of x- and y-coordinates of all points (x, y) on Cp,k, respectively.

Keywords: Elliptic curve, conic, rational points.

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4401 Direct Sequence Spread Spectrum Technique with Residue Number System

Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

Abstract:

In this paper, a residue number arithmetic is used in direct sequence spread spectrum system, this system is evaluated and the bit error probability of this system is compared to that of non residue number system. The effect of channel bandwidth, PN sequences, multipath effect and modulation scheme are studied. A Matlab program is developed to measure the signal-to-noise ratio (SNR), and the bit error probability for the various schemes.

Keywords: Spread Spectrum, Direct sequence, Bit errorprobability and Residue number system.

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4400 Some Yield Parameters of Wheat Genotypes

Authors: Shatha A. Yousif, Hatem Jasim, Ali R. Abas, Dheya P. Yousef

Abstract:

To study the effect of the cross direction in bead wheat, three hybrid combinations (Babyle 113, Iratome), (Sawa, Tamose2) and (Al Hashymya, Al Iraq) were tested for plant height, spike and awn length, number of grains per spike, 1000-grain weight, number of tillers/m and grain yield. The results revealed that the direction of the crosses significantly effect on the number of grains/spike, number of tillers/m and grain yields. Grain yield was positively and significantly correlated with 1000-grain weight, number of grains per spike and tillers. Depend on the results of heritability and genetic advance it was suggested that 1000-grain weight, number of grains per spike and tillers should be given emphasis for future wheat yield improvement programs.

Keywords: Correlation, Genetic Advance, Heritability, Wheat, Yield Traits.

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4399 Dengue Disease Mapping with Standardized Morbidity Ratio and Poisson-gamma Model: An Analysis of Dengue Disease in Perak, Malaysia

Authors: N. A. Samat, S. H. Mohd Imam Ma’arof

Abstract:

Dengue disease is an infectious vector-borne viral disease that is commonly found in tropical and sub-tropical regions, especially in urban and semi-urban areas, around the world and including Malaysia. There is no currently available vaccine or chemotherapy for the prevention or treatment of dengue disease. Therefore prevention and treatment of the disease depend on vector surveillance and control measures. Disease risk mapping has been recognized as an important tool in the prevention and control strategies for diseases. The choice of statistical model used for relative risk estimation is important as a good model will subsequently produce a good disease risk map. Therefore, the aim of this study is to estimate the relative risk for dengue disease based initially on the most common statistic used in disease mapping called Standardized Morbidity Ratio (SMR) and one of the earliest applications of Bayesian methodology called Poisson-gamma model. This paper begins by providing a review of the SMR method, which we then apply to dengue data of Perak, Malaysia. We then fit an extension of the SMR method, which is the Poisson-gamma model. Both results are displayed and compared using graph, tables and maps. Results of the analysis shows that the latter method gives a better relative risk estimates compared with using the SMR. The Poisson-gamma model has been demonstrated can overcome the problem of SMR when there is no observed dengue cases in certain regions. However, covariate adjustment in this model is difficult and there is no possibility for allowing spatial correlation between risks in adjacent areas. The drawbacks of this model have motivated many researchers to propose other alternative methods for estimating the risk.

Keywords: Dengue disease, Disease mapping, Standardized Morbidity Ratio, Poisson-gamma model, Relative risk.

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4398 Health Risk Assessment in Lead Battery Smelter Factory: A Bayesian Belief Network Method

Authors: Kevin Fong-Rey Liu, Ken Yeh, Cheng-Wu Chen, Han-Hsi Liang

Abstract:

This paper proposes the use of Bayesian belief networks (BBN) as a higher level of health risk assessment for a dumping site of lead battery smelter factory. On the basis of the epidemiological studies, the actual hospital attendance records and expert experiences, the BBN is capable of capturing the probabilistic relationships between the hazardous substances and their adverse health effects, and accordingly inferring the morbidity of the adverse health effects. The provision of the morbidity rates of the related diseases is more informative and can alleviate the drawbacks of conventional methods.

Keywords: Bayesian belief networks, lead battery smelter factory, health risk assessment.

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4397 Investigation of Water Deficit Stress on Agronomical Traits of Soybean Cultivars in Temperate Climate

Authors: Jahanfar Daneshian, P. Jonoubi, D. Barari Tari

Abstract:

In order to investigate water deficit stress on 24 of soybean (Glycine Max. L) cultivars and lines in temperate climate, an experiment was conducted in Iran Seed and Plant Improvement Institute. Stress levels were irrigation after evaporation of 50, 100, 150 mm water from pan, class A. Randomized Completely Block Design was arranged for each stress levels. Some traits such as, node number, plant height, pod number per area, grain number per pod, grain number per area, 1000 grains weight, grain yield and harvest index were measured. Results showed that water deficit stress had significant effect on node number, plant height, pod number per area, grain number per pod, grain number per area, 1000 grains weight and harvest index. Also all of agronomic traits except harvest index influenced significantly by cultivars and lines. The least and most grain yield was belonged to Ronak X Williams and M41 x Clark respectively.

Keywords: Soybean, water deficit stress, Agronomic traits, Yield

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4396 Risk in the South African Sectional Title Industry: An Assurance Perspective

Authors: Leandi Steenkamp

Abstract:

The sectional title industry has been a part of the property landscape in South Africa for almost half a century, and plays a significant role in addressing the housing problem in the country. Stakeholders such as owners and investors in sectional title property are in most cases not directly involved in the management thereof, and place reliance on the audited annual financial statements of bodies corporate for decision-making purposes. Although the industry seems to be highly regulated, the legislation regarding accounting and auditing of sectional title is vague and ambiguous. Furthermore, there are no industry-specific auditing and accounting standards to guide accounting and auditing practitioners in performing their work and industry financial benchmarks are not readily available. In addition, financial pressure on sectional title schemes is often very high due to the fact that some owners exercise unrealistic pressure to keep monthly levies as low as possible. All these factors have an impact on the business risk as well as audit risk of bodies corporate. Very little academic research has been undertaken on the sectional title industry in South Africa from an accounting and auditing perspective. The aim of this paper is threefold: Firstly, to discuss the findings of a literature review on uncertainties, ambiguity and confusing aspects in current legislation regarding the audit of a sectional title property that may cause or increase audit and business risk. Secondly, empirical findings of risk-related aspects from the results of interviews with three groups of body corporate role-players will be discussed. The role-players were body corporate trustee chairpersons, body corporate managing agents and accounting and auditing practitioners of bodies corporate. Specific reference will be made to business risk and audit risk. Thirdly, practical recommendations will be made on possibilities of closing the audit expectation gap, and further research opportunities in this regard will be discussed.

Keywords: Assurance, audit, audit risk, body corporate, corporate governance, sectional title.

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4395 The Underestimation of Cultural Risk in the Execution of Megaprojects

Authors: Alan Walsh, Peter Walker, Michael Ellis

Abstract:

There is a real danger that both practitioners and researchers considering risks associated with megaprojects ignore or underestimate the impacts of cultural risk. The paper investigates the potential impacts of a failure to achieve cultural unity between the principal actors executing a megaproject. The principle relationships include the relationships between the principle Contractors and the project stakeholders or the project stakeholders and their principle advisors, Western Consultants. This study confirms that cultural dissonance between these parties can delay or disrupt the megaproject execution and examines why cultural issues should be prioritized as a significant risk factor in megaproject delivery. This paper addresses the practical impacts and potential mitigation measures, which may reduce cultural dissonance for a megaproject's delivery. This information is retrieved from on-going case studies in live infrastructure megaprojects in Europe and the Middle East's GCC states, from Western Consultants' perspective. The collaborating researchers each have at least 30 years of construction experience and are engaged in architecture, project management and contracts management, dealing with megaprojects in Europe or the GCC. After examining the cultural interfaces they have observed during the execution of megaprojects, they conclude that globally, culture significantly influences their efficient delivery. The study finds that cultural risk is ever-present, where different nationalities co-manage megaprojects and that cultural conflict poses a real threat to the timely delivery of megaprojects. The study indicates that the higher the cultural distance between the principal actors, the more pronounced the risk, with the risk of cultural dissonance more prominent in GCC megaprojects. The findings support a more culturally aware and cohesive team approach and recommend cross-cultural training to mitigate the effects of cultural disparity.

Keywords: Cultural risk underestimation, cultural distance, megaproject characteristics, megaproject execution.

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4394 Analysis of Slip Flow Heat Transfer between Asymmetrically Heated Parallel Plates

Authors: Hari Mohan Kushwaha, Santosh K. Sahu

Abstract:

In the present study, analysis of heat transfer is carried out in the slip flow region for the fluid flowing between two parallel plates by employing the asymmetric heat fluxes at surface of the plates. The flow is assumed to be hydrodynamically and thermally fully developed for the analysis. The second order velocity slip and viscous dissipation effects are considered for the analysis. Closed form expressions are obtained for the Nusselt number as a function of Knudsen number and modified Brinkman number. The limiting condition of the present prediction for Kn = 0, Kn2 = 0, and Brq1 = 0 is considered and found to agree well with other analytical results.

Keywords: Knudsen Number, Modified Brinkman Number, Slip Flow, Velocity Slip.

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4393 Coordinated Voltage Control using Multiple Regulators in Distribution System with Distributed Generators

Authors: R. Shivarudraswamy, D. N. Gaonkar

Abstract:

The continued interest in the use of distributed generation in recent years is leading to the growth in number of distributed generators connected to distribution networks. Steady state voltage rise resulting from the connection of these generators can be a major obstacle to their connection at lower voltage levels. The present electric distribution network is designed to keep the customer voltage within tolerance limit. This may require a reduction in connectable generation capacity, under utilization of appropriate generation sites. Thus distribution network operators need a proper voltage regulation method to allow the significant integration of distributed generation systems to existing network. In this work a voltage rise problem in a typical distribution system has been studied. A method for voltage regulation of distribution system with multiple DG system by coordinated operation distributed generator, capacitor and OLTC has been developed. A sensitivity based analysis has been carried out to determine the priority for individual generators in multiple DG environment. The effectiveness of the developed method has been evaluated under various cases through simulation results.

Keywords: Distributed generation, voltage control, sensitivity factor.

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4392 Hybrid Temporal Correlation Based on Gaussian Mixture Model Framework for View Synthesis

Authors: Deng Zengming, Wang Mingjiang

Abstract:

As 3D video is explored as a hot research topic in the last few decades, free-viewpoint TV (FTV) is no doubt a promising field for its better visual experience and incomparable interactivity. View synthesis is obviously a crucial technology for FTV; it enables to render images in unlimited numbers of virtual viewpoints with the information from limited numbers of reference view. In this paper, a novel hybrid synthesis framework is proposed and blending priority is explored. In contrast to the commonly used View Synthesis Reference Software (VSRS), the presented synthesis process is driven in consideration of the temporal correlation of image sequences. The temporal correlations will be exploited to produce fine synthesis results even near the foreground boundaries. As for the blending priority, this scheme proposed that one of the two reference views is selected to be the main reference view based on the distance between the reference views and virtual view, another view is chosen as the auxiliary viewpoint, just assist to fill the hole pixel with the help of background information. Significant improvement of the proposed approach over the state-of –the-art pixel-based virtual view synthesis method is presented, the results of the experiments show that subjective gains can be observed, and objective PSNR average gains range from 0.5 to 1.3 dB, while SSIM average gains range from 0.01 to 0.05.

Keywords: View synthesis, Gaussian mixture model, hybrid framework, fusion method.

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4391 The Role and Importance of Genome Sequencing in Prediction of Cancer Risk

Authors: M. Sadeghi, H. Pezeshk, R. Tusserkani, A. Sharifi Zarchi, A. Malekpour, M. Foroughmand, S. Goliaei, M. Totonchi, N. Ansari–Pour

Abstract:

The role and relative importance of intrinsic and extrinsic factors in the development of complex diseases such as cancer still remains a controversial issue. Determining the amount of variation explained by these factors needs experimental data and statistical models. These models are nevertheless based on the occurrence and accumulation of random mutational events during stem cell division, thus rendering cancer development a stochastic outcome. We demonstrate that not only individual genome sequencing is uninformative in determining cancer risk, but also assigning a unique genome sequence to any given individual (healthy or affected) is not meaningful. Current whole-genome sequencing approaches are therefore unlikely to realize the promise of personalized medicine. In conclusion, since genome sequence differs from cell to cell and changes over time, it seems that determining the risk factor of complex diseases based on genome sequence is somewhat unrealistic, and therefore, the resulting data are likely to be inherently uninformative.

Keywords: Cancer risk, extrinsic factors, genome sequencing, intrinsic factors.

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4390 Meteorological Risk Assessment for Ships with Fuzzy Logic Designer

Authors: Ismail Karaca, Ridvan Saracoglu, Omer Soner

Abstract:

Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.

Keywords: Calculation of risk factor, fuzzy logic, fuzzy programming for ship, safe navigation of ships.

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4389 Numerical Investigation of Heat Transfer in a Channel with Delta Winglet Vortex Generators at Different Reynolds Numbers

Authors: N. K. Singh

Abstract:

In this study the augmentation of heat transfer in a rectangular channel with triangular vortex generators is evaluated. The span wise averaged Nusselt number, mean temperature and total heat flux are compared with and without vortex generators in the channel at a blade angle of 30° for Reynolds numbers 800, 1200, 1600, and 2000. The use of vortex generators increases the span wise averaged Nusselt number compared to the case without vortex generators considerably. At a particular blade angle, increasing the Reynolds number results in an enhancement in the overall performance and span wise averaged Nusselt number was found to be greater at particular location for larger Reynolds number. The total heat flux from the bottom wall with vortex generators was found to be greater than that without vortex generators and the difference increases with increase in Reynolds number.

Keywords: Heat transfer, channel with vortex generators, numerical simulation, effect of Reynolds number on heat transfer.

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4388 An Alternative Method for Generating Almost Infinite Sequence of Gaussian Variables

Authors: Nyah C. Temaneh, F. A. Phiri, E. Ruhunga

Abstract:

Most of the well known methods for generating Gaussian variables require at least one standard uniform distributed value, for each Gaussian variable generated. The length of the random number generator therefore, limits the number of independent Gaussian distributed variables that can be generated meanwhile the statistical solution of complex systems requires a large number of random numbers for their statistical analysis. We propose an alternative simple method of generating almost infinite number of Gaussian distributed variables using a limited number of standard uniform distributed random numbers.

Keywords: Gaussian variable, statistical analysis, simulation ofCommunication Network, Random numbers.

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4387 Studying the Effect of Froude Number and Densimetric Froude Number on Local Scours around Circular Bridge Piers

Authors: Md Abdullah Al Faruque

Abstract:

A very large percentage of bridge failures are attributed to scouring around bridge piers and this directly influences public safety. Experiments are carried out in a 12-m long rectangular open channel flume made of transparent tempered glass. A 300 mm thick bed made up of sand particles is leveled horizontally to create the test bed and a 50 mm hollow plastic cylinder is used as a model bridge pier. Tests are carried out with varying flow depths and velocities. Data points of various scour parameters such as scour depth, width, and length are collected based on different flow conditions and visual observations of changes in the stream bed downstream the bridge pier are also made as the scour progresses. Result shows that all three major flow characteristics (flow depth, Froude number and densimetric Froude number) have one way or other affect the scour profile.

Keywords: Bridge pier scour, densimetric Froude number, flow depth, Froude Number, sand.

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4386 Natural and Mixed Convection Heat Transfer Cooling of Discrete Heat Sources Placed Near the Bottom on a PCB

Authors: Tapano Kumar Hotta, S P Venkateshan

Abstract:

Steady state experiments have been conducted for natural and mixed convection heat transfer, from five different sized protruding discrete heat sources, placed at the bottom position on a PCB and mounted on a vertical channel. The characteristic length ( Lh ) of heat sources vary from 0.005 to 0.011 m. The study has been done for different range of Reynolds number and modified Grashof number. From the experiment, the surface temperature distribution and the Nusselt number of discrete heat sources have been obtained and the effects of Reynold number and Richardson number on them have been discussed. The objective is to find the rate of heat dissipation from heat sources, by placing them at the bottom position on a PCB and to compare both modes of cooling of heat sources.

Keywords: Discrete heat source, mixed convection, natural convection, vertical channel

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4385 Spatial-Temporal Awareness Approach for Extensive Re-Identification

Authors: Tyng-Rong Roan, Fuji Foo, Wenwey Hseush

Abstract:

Recent development of AI and edge computing plays a critical role to capture meaningful events such as detection of an unattended bag. One of the core problems is re-identification across multiple CCTVs. Immediately following the detection of a meaningful event is to track and trace the objects related to the event. In an extensive environment, the challenge becomes severe when the number of CCTVs increases substantially, imposing difficulties in achieving high accuracy while maintaining real-time performance. The algorithm that re-identifies cross-boundary objects for extensive tracking is referred to Extensive Re-Identification, which emphasizes the issues related to the complexity behind a great number of CCTVs. The Spatial-Temporal Awareness approach challenges the conventional thinking and concept of operations which is labor intensive and time consuming. The ability to perform Extensive Re-Identification through a multi-sensory network provides the next-level insights – creating value beyond traditional risk management.

Keywords: Long-short-term memory, re-identification, security critical application, spatial-temporal awareness.

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4384 Time Series Simulation by Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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4383 Evaluation of Chromium Contamination in the Sediments of Jen-Gen River Mouth, Taiwan

Authors: Chiu-Wen Chen, Chih-Feng Chen, Cheng-Di Dong

Abstract:

This study was conducted using the data collected at the mouth of Jen-Gen River to investigate and analyze chromium (Cr) contained in the sediments, and to evaluate the accumulation of Cr and the degree of its potential risk. The results show that samples collected at all monitoring stations near the mouth of Jen-Gen River contain 92–567 mg/kg of Cr with average of 366±166 mg/kg. The spatial distribution of Cr reveals that the Cr concentration is relatively high in the river mouth region, and gradually diminishes toward the harbor region. This indicates that upstream industrial and municipal wastewater discharges along the river bank are major sources of pollution. The accumulation factor and potential ecological risk index indicate that the sedimentation at Jen-Gen River mouth has the most serious degree of Cr accumulation and the highest ecological potential risk.

Keywords: chromium, sediment, river mouth, enrichment factor

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4382 Effect of Three Sand Types on Potato Vegetative Growth and Yield

Authors: Shatha A. Yousif, Qasim M. Zamil, Hasan Y. Al Muhi, Jamal A. Al Shammari

Abstract:

Potato (Solanum tuberosum L.) is one of the major vegetable crops that are grown world –wide because of its economic importance. This experiment investigated the effect of local sands (River Base, Al-Ekader and Karbala) on number and total weight of minitubers. Statistical analysis revealed that there were no significant differences among sand cultures in number of stem/plant, chlorophyll index and tubers dry weight. River Base sand had the highest plant height (74.9 cm), leaf number/plant number (39.3), leaf area (84.4 dcm2⁄plant), dry weight/plant (26.31), tubers number/plant (8.5), tubers weight/plant (635.53 gm) and potato tuber yields/trove (28.60 kg), whereas the Karbala sand had lower performance. All the characters had positive and significant correlation with yields except the traits number of stem and tuber dry weight.

Keywords: Correlation, Potato, Sand Culture, Yield.

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4381 In Search of Zero Beta Assets: Evidence from the Sukuk Market

Authors: Andrea Paltrinieri, Alberto Dreassi, Stefano Miani, Alex Sclip

Abstract:

The financial crises caused a collapse in prices of most asset classes, raising the attention on alternative investments such as sukuk, a smaller, fast growing but often misunderstood market. We study diversification benefits of sukuk, their correlation with other asset classes and the effects of their inclusion in investment portfolios of institutional and retail investors, through a comprehensive comparison of their risk/return profiles during and after the financial crisis. We find a beneficial performance adjusted for the specific volatility together with a lower correlation especially during the financial crisis. The distribution of sukuk returns is positively skewed and leptokurtic, with a risk/return profile similarly to high yield bonds. Overall, our results suggest that sukuk present diversification opportunities, a significant volatility-adjusted performance and lower correlations especially during the financial crisis. Our findings are relevant for a number of institutional investors. Long term investors, such as life insurers would benefit from sukuk’s protective features during financial crisis yet keeping return and growth opportunities, whereas banks would gain due to their role of placers, advisors, market makers or underwriters.

Keywords: Asset allocation, asset performance, sukuk, zero beta asset.

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4380 A New Correlation for Overall Sherwood Number in Packed Liquid-Liquid Extraction Column

Authors: S. GhaffariTooran, H. Abolghasemi, H. Bahmanyar, M. Esmaeili, A. Safari

Abstract:

Using plug flow model in conjunction with experimental solute concentration profiles, overall volumetric mass transfer coefficient based on continuous phase (Koca), in a packed liquid-liquid extraction column has been optimized. Number of 12 experiments has been done using standard system of water/acid acetic/toluene in a 6 cm diameter, 120 cm height column. Thorough consideration of influencing parameters we intended to correlate dimensionless parameters in term of overall Sherwood number which has an acceptable average error of about 15.8%.

Keywords: Packed column, mass transfer coefficient, solvent extraction, Sherwood number.

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4379 Prioritization Assessment of Housing Development Risk Factors: A Fuzzy Hierarchical Process-Based Approach

Authors: Yusuf Garba Baba

Abstract:

The construction industry and housing subsector are fraught with risks that have the potential of negatively impacting on the achievement of project objectives. The success or otherwise of most construction projects depends to large extent on how well these risks have been managed. The recent paradigm shift by the subsector to use of formal risk management approach in contrast to hitherto developed rules of thumb means that risks must not only be identified but also properly assessed and responded to in a systematic manner. The study focused on identifying risks associated with housing development projects and prioritisation assessment of the identified risks in order to provide basis for informed decision. The study used a three-step identification framework: review of literature for similar projects, expert consultation and questionnaire based survey to identify potential risk factors. Delphi survey method was employed in carrying out the relative prioritization assessment of the risks factors using computer-based Analytical Hierarchical Process (AHP) software. The results show that 19 out of the 50 risks significantly impact on housing development projects. The study concludes that although significant numbers of risk factors have been identified as having relevance and impacting to housing construction projects, economic risk group and, in particular, ‘changes in demand for houses’ is prioritised by most developers as posing a threat to the achievement of their housing development objectives. Unless these risks are carefully managed, their effects will continue to impede success in these projects. The study recommends the adoption and use of the combination of multi-technique identification framework and AHP prioritization assessment methodology as a suitable model for the assessment of risks in housing development projects.

Keywords: Risk identification, risk assessment, analytical hierarchical process, multi-criteria decision.

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4378 Identifying a Drug Addict Person Using Artificial Neural Networks

Authors: Mustafa Al Sukar, Azzam Sleit, Abdullatif Abu-Dalhoum, Bassam Al-Kasasbeh

Abstract:

Use and abuse of drugs by teens is very common and can have dangerous consequences. The drugs contribute to physical and sexual aggression such as assault or rape. Some teenagers regularly use drugs to compensate for depression, anxiety or a lack of positive social skills. Teen resort to smoking should not be minimized because it can be "gateway drugs" for other drugs (marijuana, cocaine, hallucinogens, inhalants, and heroin). The combination of teenagers' curiosity, risk taking behavior, and social pressure make it very difficult to say no. This leads most teenagers to the questions: "Will it hurt to try once?" Nowadays, technological advances are changing our lives very rapidly and adding a lot of technologies that help us to track the risk of drug abuse such as smart phones, Wireless Sensor Networks (WSNs), Internet of Things (IoT), etc. This technique may help us to early discovery of drug abuse in order to prevent an aggravation of the influence of drugs on the abuser. In this paper, we have developed a Decision Support System (DSS) for detecting the drug abuse using Artificial Neural Network (ANN); we used a Multilayer Perceptron (MLP) feed-forward neural network in developing the system. The input layer includes 50 variables while the output layer contains one neuron which indicates whether the person is a drug addict. An iterative process is used to determine the number of hidden layers and the number of neurons in each one. We used multiple experiment models that have been completed with Log-Sigmoid transfer function. Particularly, 10-fold cross validation schemes are used to access the generalization of the proposed system. The experiment results have obtained 98.42% classification accuracy for correct diagnosis in our system. The data had been taken from 184 cases in Jordan according to a set of questions compiled from Specialists, and data have been obtained through the families of drug abusers.

Keywords: Artificial Neural Network, Decision Support System, drug abuse, drug addiction, Multilayer Perceptron.

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