Search results for: hybrid systems and recurrent neural networks.

Authors: Ntokozo C. Mthembu

Abstract:

The notion of sustainable chemistry has become significant in the discourse for a global post-colonial era, including South Africa, especially when it comes to access to the general health system and related policies in relation to disease or ease of human life. In view of the stubborn vestiges of coloniality in the daily lives of indigenous African people in general, the fundamentals of present Western medical and traditional medicine systems and related policies in the democratic era were examined in this study. The situation of traditional healers in relation to current policy was also reviewed. The advent of democracy in South Africa brought about a variety of development opportunities and limitations, particularly with respect to indigenous African knowledge systems such as traditional medicine. There were high hopes that the limitations of previous narrow cultural perspectives would be rectified in the democratic era through development interventions, but some sections of society, such as traditional healers, remain marginalised. The Afrocentric perspective was explored in dissecting government interventions related to traditional medicine. This article highlights that multiple medical systems should be adopted and that health policies should be aligned in order to guarantee mutual respect and to address the remnants of colonialism in South Africa, Africa and the broader global community.

Keywords: Traditional healing system, healers, pluralist healthcare system, post-colonial era.

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Authors: Ibrahim M. Buamod, Muattaz Elaneizi

Abstract:

Mobile Ad hoc Network (MANET) is a wireless ad hoc self-configuring network of mobile routers (and associated hosts) connected by wireless links, the union of which forms an arbitrary topology, cause of the random mobility of the nodes. In this paper, an attempt has been made to compare these three protocols DSDV, AODV and DSR on the performance basis under different traffic protocols namely CBR and TCP in a large network. The simulation tool is NS2, the scenarios are made to see the effect of pause times. The results presented in this paper clearly indicate that the different protocols behave differently under different pause times. Also, the results show the main characteristics of different traffic protocols operating on MANETs and thus select the best protocol on each scenario.

Keywords: Awk, CBR, Random waypoint model, TCP.

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Authors: Galina Mihaleva, C. Koh

Abstract:

Fashion, like many other design fields, undergoes numerous evolutions throughout the ages. This paper aims to recognize and evaluate the significance of advance technology in fashion design and examine how it changes the role of modern fashion designers by modifying the creation process. It also touches on how modern culture is involved in such developments and how it affects fashion design in terms of conceptualizing and fabrication. The methodology used is through surveying the various examples of technological applications to fashion design and drawing parallels between what was achievable then and what is achievable now. By comparing case studies, existing fashion design examples and crafting method experimentations; we then spot patterns in which to predict the direction of future developments in the field. A breakdown on the elements of technology in fashion design helps us understand the driving force behind such a trend. The results from explorations in the paper have shown that there is an observed pattern of a distinct increase in interest and progress in the field of fashion technology, which leads to the birth of hybrid crafting methods. In conclusion, it is shown that as fashion technology continues to evolve, their role in clothing crafting becomes more prominent and grows far beyond the humble sewing machine.

Keywords: Fashion design, functional aesthetics, smart textiles, 3D printing.

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Authors: M. Kowalski, M. Kastek, M. Szustakowski

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Multispectral screening systems are becoming more popular because of their very interesting properties and applications. One of the most significant applications of multispectral screening systems is prevention of terrorist attacks. There are many kinds of threats and many methods of detection. Visual detection of objects hidden under clothing of a person is one of the most challenging problems of threats detection. There are various solutions of the problem; however, the most effective utilize multispectral surveillance imagers. The development of imaging devices and exploration of new spectral bands is a chance to introduce new equipment for assuring public safety. We investigate the possibility of long lasting detection of potentially dangerous objects covered with various types of clothing. In the article we present the results of comparative studies of passive imaging in three spectrums – visible, infrared and terahertz.

Keywords: Infrared, image processing, object detection, screening camera, terahertz.

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Authors: Fotis N. Koumboulis, Maria P. Tzamtzi

Abstract:

A supervisory scheme is proposed that implements Stepwise Safe Switching Logic. The functionality of the supervisory scheme is organized in the following eight functional units: Step- Wise Safe Switching unit, Common controllers design unit, Experimentation unit, Simulation unit, Identification unit, Trajectory cruise unit, Operating points unit and Expert system unit. The supervisory scheme orchestrates both the off-line preparative actions, as well as the on-line actions that implement the Stepwise Safe Switching Logic. The proposed scheme is a generic tool, that may be easily applied for a variety of industrial control processes and may be implemented as an automation software system, with the use of a high level programming environment, like Matlab.

Keywords: Supervisory systems, safe switching, nonlinear systems.

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Authors: Cinna Soltanpur, Mohammad Ghamari, Behzad Momahed Heravi, Fatemeh Zare

Abstract:

Low-density parity-check (LDPC) codes have been shown to deliver capacity approaching performance; however, problematic graphical structures (e.g. trapping sets) in the Tanner graph of some LDPC codes can cause high error floors in bit-error-ratio (BER) performance under conventional sum-product algorithm (SPA). This paper presents a serial concatenation scheme to avoid the trapping sets and to lower the error floors of LDPC code. The outer code in the proposed concatenation is the LDPC, and the inner code is a high rate array code. This approach applies an interactive hybrid process between the BCJR decoding for the array code and the SPA for the LDPC code together with bit-pinning and bit-flipping techniques. Margulis code of size (2640, 1320) has been used for the simulation and it has been shown that the proposed concatenation and decoding scheme can considerably improve the error floor performance with minimal rate loss.

Keywords: Concatenated coding, low–density parity–check codes, array code, error floors.

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Authors: Irina Pyrlina

Abstract:

Author presents the results of a study conducted to identify criteria of efficient information system (IS) with serviceoriented architecture (SOA) realization and proposes a ranking method to evaluate SOA information systems using a set of architecture quality criteria before the systems are implemented. The method is used to compare 7 SOA projects and ranking result for SOA efficiency of the projects is provided. The choice of SOA realization project depends on following criteria categories: IS internal work and organization, SOA policies, guidelines and change management, processes and business services readiness, risk management and mitigation. The last criteria category was analyzed on the basis of projects statistics.

Keywords: multiple criteria threshold algorithm, serviceoriented architecture, SOA operational risks, efficiency criteria for IS architecture, projects ranking.

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Authors: Kyoung Hoon Kim, Giman Kim

Abstract:

The cycles of the steam-injection gas-turbine systems are studied. The analyses of the parametric effects and the optimal operating conditions for the steam-injection gas-turbine (STIG) system and the regenerative steam-injection gas-turbine (RSTIG) system are investigated to ensure the maximum performance. Using the analytic model, the performance parameters of the system such as thermal efficiency, fuel consumption and specific power, and also the optimal operating conditions are evaluated in terms of pressure ratio, steam injection ratio, ambient temperature and turbine inlet temperature (TIT). It is shown that the computational results are presented to have a notable enhancement of thermal efficiency and specific power.

Keywords: gas turbine, RSTIG, steam injection, STIG, thermal efficiency.

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Authors: Ahed Abugabah, Louis Sanzogni

Abstract:

ERP systems are the largest software applications adopted by universities, along with quite significant investments in their implementation. However, unlike other applications little research has been conducted regarding these systems in a university environment. This paper aims at providing a critical review of previous research in ERP system in higher education with a special focus on higher education in Australia. The research not only forms the basis of an evaluation of previous research and research needs, it also makes inroads in identifying the payoff of ERPs in the sector from different perspectives with particular reference to the user. The paper is divided into two parts, the first part focuses on ERP literature in higher education at large, while the second focuses on ERP literature in higher education in Australia.

Keywords: Enterprise resource planning system, higher education, implementation, user level.

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Authors: S. Sendilkumar, B. L. Mathur, Joseph Henry

Abstract:

A new approach for protection of power transformer is presented using a time-frequency transform known as Wavelet transform. Different operating conditions such as inrush, Normal, load, External fault and internal fault current are sampled and processed to obtain wavelet coefficients. Different Operating conditions provide variation in wavelet coefficients. Features like energy and Standard deviation are calculated using Parsevals theorem. These features are used as inputs to PNN (Probabilistic neural network) for fault classification. The proposed algorithm provides more accurate results even in the presence of noise inputs and accurately identifies inrush and fault currents. Overall classification accuracy of the proposed method is found to be 96.45%. Simulation of the fault (with and without noise) was done using MATLAB AND SIMULINK software taking 2 cycles of data window (40 m sec) containing 800 samples. The algorithm was evaluated by using 10 % Gaussian white noise.

Keywords: Power Transformer, differential Protection, internalfault, inrush current, Wavelet Energy, Db9.

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Authors: Bu Seog Ju, Woo Young Jung

Abstract:

The cost of damage to the non-structural systems in critical facilities like nuclear power plants and hospitals can exceed 80% of the total cost of damage during an earthquake. The failure of nonstructural components, especially, piping systems led to leakage of water and subsequent shut-down of hospitals immediately after the event. Consequently, the evaluation of performance of these types of structural configurations has become necessary to mitigate the risk and to achieve reliable designs. This paper focuses on a methodology to evaluate the static and dynamic characteristics of complex actual piping system based on NFPA-13 and SMACNA guidelines. The result of this study revealed that current piping system subjected to design lateral force and design spectrum based on UBC-97 was failed in both cases and mode shapes between piping system and building structure were very different

Keywords: Nonstructural component, piping, hospital, seismic, bracing.

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Authors: Saqib Mahmood, Rolf Radespiel

Abstract:

This paper aims at numerically analysing the effect of an active flow control (AFC) by a vortex generator jet (VGJ) submerged in a boundary layer via Chimera Grids and Detached- Eddy Simulation (DES). The performance of DES results are judged against Reynolds-Averaged Navier-Stokes (RANS) and compared with the experiments that showed an unsteady vortex motion downstream of VGJ. Experimental results showed that the mechanism of embedding logitudinal vortex structure in the main stream flow is quite effective in increasing the near wall momentum of separated aircraft wing. In order to simulate such a flow configuration together with the VGJ, an efficient numerical approach is required. This requirement is fulfilled by performing the DES simulation over the flat plate using the DLR TAU Code. The DES predictions identify the vortex region via smooth hybrid length scale and predict the unsteady vortex motion observed in the experiments. The DES results also showed that the sufficient grid refinement in the vortex region resolves the turbulent scales downstream of the VGJ, the spatial vortex core postion and nondimensional momentum coefficient
RVx .

Keywords: VGJ, Chimera Grid, DES, RANS.

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Authors: Othmane Fahim, Naoual Belouaggadia. Charifa David, Mohamed Ezzine

Abstract:

To make better use of cooling resources, systems have been derived on the basis of the use of night radiator systems for heat pumping. Using the TRNSYS tool we determined the influence of the climatic characteristics of the two zones in Morocco on the temperature of the outer surface of a Photovoltaic Thermal Panel “PVT” made of aluminum. The proposal to improve the performance of the panel allowed us to have little heat absorption during the day and give the same performance of a panel made of aluminum at night. The variation in the granite-based panel temperature recorded a deviation from the other materials of 0.5 °C, 2.5 °C on the first day respectively in Marrakech and Casablanca, and 0.2 °C and 3.2 °C on the second night. Power varied between 110.16 and 32.01 W/m² marked in Marrakech, to be the most suitable area to practice night cooling by night radiation.

Keywords: Morocco, TRANSYS, radiative cooling.

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Authors: Widod Budiharto, Muhsin Shodiq, Bayu Kanigoro, Jurike V. Moniaga Hutomo

Abstract:

We present a BeeBot, Binus Multi-client Intelligent Telepresence Robot, a custom-build robot system specifically designed for teleconference with multiple person using omni directional actuator. The robot is controlled using a computer networks, so the manager/supervisor can direct the robot to the intended person to start a discussion/inspection. People tracking and autonomous navigation are intelligent features of this robot. We build a web application for controlling the multi-client telepresence robot and open-source teleconference system used. Experimental result presented and we evaluated its performance.

Keywords: Telepresence robot, robot vision, intelligent robot.

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Authors: Toshinori Nawata, Hitoshi Takata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input. Constant terms which arise from section wise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics.Parameters included in the control are suboptimally selectedby extremizing a combination of Hamiltonian and Lyapunov functions with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented Automatic Choosing Control, NonlinearControl, Genetic Algorithm, Hamiltonian, Lyapunovfunction

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Authors: Zeeshan Furqan, Shahabuddin Muhammad, Ratan Guha

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IEEE has designed 802.11i protocol to address the security issues in wireless local area networks. Formal analysis is important to ensure that the protocols work properly without having to resort to tedious testing and debugging which can only show the presence of errors, never their absence. In this paper, we present the formal verification of an abstract protocol model of 802.11i. We translate the 802.11i protocol into the Strand Space Model and then prove the authentication property of the resulting model using the Strand Space formalism. The intruder in our model is imbued with powerful capabilities and repercussions to possible attacks are evaluated. Our analysis proves that the authentication of 802.11i is not compromised in the presented model. We further demonstrate how changes in our model will yield a successful man-in-the-middle attack.

Keywords: authentication, formal analysis, formal verification, security.

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Authors: Jadwiga Królikowska, Andrzej Królikowski, Jarosław Bajer

Abstract:

The work delineates the threats of maladjustment of the capacity of rain canals, designed and built in the early 20th century, in connection to heavy rainfall, especially in summer. This is the cause of the so called 'urban floods.' It directly relates to fierce raise of paving in the cities. Resolving this problem requires a change in philosophy of draining the rainfall by wider use of retention, infiltration and usage of rainwater.

In systemic approach to managing the safety of urban drainage systems the risk, which is directly connected to safety failures, has been accepted as a measure. The risk level defines the probability of occurrence of losses greater than the ones forecast for a given time frame. The procedure of risk modelling, enabling its numeric analysis by using appropriate weights, is a significant issue in this paper.

Keywords: Drainage system, urban areas, risk measurement.

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Authors: David E. Culler, Noah D. Anderson

Abstract:

Integrated systems for product design, manufacturing, and lifecycle management are difficult to implement and customize. Commercial software vendors, including CAD/CAM and third party PDM/PLM developers, create user interfaces and functionality that allow their products to be applied across many industries. The result is that systems become overloaded with functionality, difficult to navigate, and use terminology that is unfamiliar to engineers and production personnel. For example, manufacturers of automotive, aeronautical, electronics, and household products use similar but distinct methods and processes. Furthermore, each company tends to have their own preferred tools and programs for controlling work and information flow and that connect design, planning, and manufacturing processes to business applications. This paper presents a methodology and a case study that addresses these issues and suggests that in the future more companies will develop personalized applications that fit to the natural way that their business operates. A functioning system has been implemented at a highly competitive U.S. aerospace tooling and component supplier that works with many prominent airline manufacturers around the world including The Boeing Company, Airbus, Embraer, and Bombardier Aerospace. During the last three years, the program has produced significant benefits such as the automatic creation and management of component and assembly designs (parametric models and drawings), the extensive use of lightweight 3D data, and changes to the way projects are executed from beginning to end. CATIA (CAD/CAE/CAM) and a variety of programs developed in C#, VB.Net, HTML, and SQL make up the current system. The web-based platform is facilitating collaborative work across multiple sites around the world and improving communications with customers and suppliers. This work demonstrates that the creative use of Application Programming Interface (API) utilities, libraries, and methods is a key to automating many time-consuming tasks and linking applications together.

Keywords: CAD/CAM, CAPP, PDM, PLM, Scalable Systems.

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Authors: Caihong Sun, Xizi Zhang

Abstract:

Rating prediction is an important problem for recommender systems. The task is to predict the rating for an item that a user would give. Most of the existing algorithms for the task ignore the effect of negative ratings rated by users on items, but the negative ratings have a significant impact on users’ purchasing decisions in practice. In this paper, we present a rating prediction algorithm based on factorization machines that consider the effect of negative ratings inspired by Loss Aversion theory. The aim of this paper is to develop a concave and a convex negative disgust function to evaluate the negative ratings respectively. Experiments are conducted on MovieLens dataset. The experimental results demonstrate the effectiveness of the proposed methods by comparing with other four the state-of-the-art approaches. The negative ratings showed much importance in the accuracy of ratings predictions.

Keywords: Factorization machines, feature engineering, negative ratings, recommendation systems.

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Authors: B. Moaveni, S. Morovati

Abstract:

In recent years, increasing the usage of railway transportations especially in developing countries caused more attention to control systems railway vehicles. Consequently, designing and implementing the modern control systems to improve the operating performance of trains and locomotives become one of the main concerns of researches. Dynamic braking systems is an important safety system which controls the amount of braking torque generated by traction motors, to keep the adhesion coefficient between the wheel-sets and rail road in optimum bound. Adhesion force has an important role to control the braking distance and prevent the wheels from slipping during the braking process. Cascade control structure is one of the best control methods for the wide range of industrial plants in the presence of disturbances and errors. This paper presents cascade control structure based on two forward simple controllers with two feedback loops to control the slip ratio and braking torque. In this structure, the inner loop controls the angular velocity and the outer loop control the longitudinal velocity of the locomotive that its dynamic is slower than the dynamic of angular velocity. This control structure by controlling the torque of DC traction motors, tries to track the desired velocity profile to access the predefined braking distance and to control the slip ratio. Simulation results are employed to show the effectiveness of the introduced methodology in dynamic braking system.

Keywords: Cascade control, dynamic braking system, DC traction motors, slip control.

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Authors: Kwok Tak Kit

Abstract:

The trend of autonomous vehicles is the future solution to road networks congestion in terms of their advanced ability to drive closer together and at higher speeds than humans can do safely. Infrastructure sector can drive the economic prosperity and provide a balance and inclusive growth of sustainable economy development. In this paper, the road infrastructure and the future development of electric car, self-driving of autonomous vehicles and the increasing demand of automated car parking system are critically revised and this paper aims to provide the insight and achieve better sustainable infrastructure and community in smart city.

Keywords: Autonomous vehicles, sustainable infrastructure, real time parking, automated car parking.

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Authors: J. Bouchard, B. Prosperi, G. Bavre, M. Daudé, E. Jeandupeux

Abstract:

Young patients suffering from Cerebral Palsy are facing difficult choices concerning heavy surgeries. Diagnosis settled by surgeons can be complex and on the other hand decision for patient about getting or not such a surgery involves important reflection effort. Proposed software combining prediction for surgeries and post surgery kinematic values, and from 3D model representing the patient is an innovative tool helpful for both patients and medicine professionals. Beginning with analysis and classification of kinematics values from Data Base extracted from gait analysis in 3 separated clusters, it is possible to determine close similarity between patients. Prediction surgery best adapted to improve a patient gait is then determined by operating a suitable preconditioned neural network. Finally, patient 3D modeling based on kinematic values analysis, is animated thanks to post surgery kinematic vectors characterizing the closest patient selected from patients clustering.

Keywords: Cerebral Palsy, Clustering, Crouch Gait, 3-D Modeling.

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Authors: Christina G. Siontorou

Abstract:

This paper presents an integrated knowledge-based approach to multi-scale modeling of aquatic systems, with a view to enhancing predictive power and aiding environmental management and policy-making. The basic phases of this approach have been exemplified in the case of a bay in Saronicos Gulf (Attiki, Greece). The results showed a significant problem with rising phytoplankton blooms linked to excessive microbial growth, arisen mostly due to increased nitrogen inflows; therefore, the nitrification/denitrification processes of the benthic and water column sub-systems have provided the quality variables to be monitored for assessing environmental status. It is thereby demonstrated that the proposed approach facilitates modeling choices and implementation option decisions, while it provides substantial support for knowledge and experience capitalization in long-term water management.

Keywords: Aquatic ecosystem, integrated modeling, multi-scale modeling, ontological platform.

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Authors: V. Zangeneh, S. Mohammadi

Abstract:

Today, node-disjoint routing becomes inessential technique in communication of packets among various nodes in networks. Meanwhile AODV (Ad Hoc On-demand Multipath Distance Vector) creates single-path route between a pair of source and destination nodes. Some researches has done so far to make multipath node-disjoint routing based on AODV protocol. But however their overhead and end-to-end delay are relatively high, while the detail of their code is not available too. This paper proposes a new approach of multipath node-disjoint routing based on AODV protocol. Then the algorithm of analytical model is presented. The extensive results of this algorithm will be presented in the next paper.

Keywords: AODV; MANET; Multipath Routing; Node-disjoint;transmission delay.

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Authors: Daniel Joseph Whittaker

Abstract:

This paper examines the broad array of historic sites from which Chicago common brick has emerged, and the methods this brick has been utilized within and around a new hybrid structure recently completed-and periodically opened to the public, as a private art, architecture, design, and social activism gallery space. Various technical aspects regarding the structural and aesthetic reuse methods of salvaged brick within the interior and exterior of this new Tadao Ando-designed building in Lincoln Park, Chicago, are explored. This paper expands specifically upon the multiple possible origins of Chicago common brick, as well as the extant brick currently composing the surrounding alley which is integral to demarcating the southern site boundary of the old apartment building now gallery. Themes encompassing Chicago’s archeological and architectural history, local resource extraction, and labor practices permeate this paper’s investigation into urban, social and architectural history and building construction technology advancements through time.

Keywords: Masonry construction, history brickmaking, private museums, Chicago Illinois, Tadao Ando.

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Authors: Karen Armstrong

Abstract:

This paper examines the issues, the dangers and the saving graces of life in a transparent global community where there is truly “no place to hide". In recent years, social networks and online groups have transformed issues of privacy and the ways in which we perceive and interact with others. The idea of reputation is critical to this dynamic. The discussion begins with a brief etymological history of the concept of reputation and moves to an exploration of how and why online communication changes our basic nature, our various selves and the Bakhtin idea of the polyphonic nature of truth. The discussion considers the damaging effects of bullying and gossip, both of which constitute an assault on reputation and the latter of which is not limited to the lifetime of the person. It concludes with guidelines and specific recommendations.

Keywords: online reputation, gossip, cyberbullying, privacy

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Authors: Habibollah Javanmard

Abstract:

In order to reduce cost, increase quality, and for timely supplying production systems has considerably taken the advantages of supply chain management and these advantages are also competitive. Selection of appropriate supplier has an important role in improvement and efficiency of systems. The models of supplier selection which have already been used by researchers have considered selection one or more suppliers from potential suppliers but in this paper selecting one supplier as partner from one supplier that have minimum one period supplying to buyer is considered. This paper presents a conceptual model for partner selection and application of Degree of Adoptive (DOA) model for final selection. The attributes weight in this model is prepared through AHP model. After making the descriptive model, determining the attributes and measuring the parameters of the adaptive is examined in an auto industry of Iran(Zagross Khodro co.) and results are presented.

Keywords: Partnership, Degree of Adaptive, AHP, SupplyChain.

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Authors: Dae-ho Won, Jong-wook Hong, Yeon-Mo Yang, Jinung An

Abstract:

To reduce accidents in the industry, WSNs(Wireless Sensor networks)- sensor data is used. WSNs- sensor data has the persistence and continuity. therefore, we design and exploit the buffer management system that has the persistence and continuity to avoid and delivery data conflicts. To develop modules, we use the multi buffers and design the buffer management modules that transfer sensor data through the context-aware methods.

Keywords: safe management system, buffer management, context-aware, input data stream

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Authors: Afzeri, R. Muhida, Darmawan, A. N. Berahim

Abstract:

Sharing the manufacturing facility through remote operation and monitoring of a machining process is challenge for effective use the production facility. Several automation tools in term of hardware and software are necessary for successfully remote operation of a machine. This paper presents a prototype of workpiece holding attachment for remote operation of milling process by self configuration the workpiece setup. The prototype is designed with mechanism to reorient the work surface into machining spindle direction with high positioning accuracy. Variety of parts geometry is hold by attachment to perform single setup machining. Pin type with array pattern additionally clamps the workpiece surface from two opposite directions for increasing the machining rigidity. Optimum pins configuration for conforming the workpiece geometry with minimum deformation is determined through hybrid algorithms, Genetic Algorithms (GA) and Particle Swarm Optimization (PSO). Prototype with intelligent optimization technique enables to hold several variety of workpiece geometry which is suitable for machining low of repetitive production in remote operation.

Keywords: Optimization, Remote machining, GeneticAlgorithms, Machining Fixture.

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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