Search results for: system dynamics

Authors: Seiichi Tamagawa, Takao Kawamura, Toshihiko Sasama, Kazunori Sugahara

Abstract:

Route bus system is one of fundamental transportation device for aged people and students, and has an important role in every province. However, passengers decrease year by year, therefore the authors have developed the system called "Bus-Net" as a web application to sustain the public transport. But there are two problems in Bus-Net. One is the user interface that does not consider the variety of the device, and the other is the path planning system that dose not correspond to the on-demand bus. Then, Bus-Net was improved to be able to utilize the variety of the device, and a new function corresponding to the on-demand bus was developed.

Keywords: Route Bus, Path Planning System, User Interface, Ondemandbus, Reservation system.

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Authors: Joshua S. Valeta, Marc C. Verdegem

Abstract:

A study was undertaken to assess the potential of an Algal Turf Scrubber to remove nitrogen from aquaculture effluent to reduce environmental pollution. High total ammonia nitrogen concentrations were introduced to an Algal Turf Scrubber developed under varying hydraulic surface loading rates of African catfish (Clarius gariepinus) effluent in a recirculating aquaculture system. Nutrient removal rates were not affected at total suspended solids concentration of up to 0.04g TSS/l (P > 0.05). Nitrogen removal rates 0.93-0.99g TAN/m²/d were recorded at very high loading rates 3.76-3.81 g TAN/m²/d. Total ammonia removal showed ½ order kinetics between 1.6 to 2.3mg/l Total Ammonia Nitrogen concentrations. Nitrogen removal increased with its loading, which increased with hydraulic surface loading rate. Total Ammonia Nitrogen removal by Algal turf scrubber was higher than reported values for fluidized bed filters and trickling filters. The algal turf scrubber also effectively removed nitrate thereby reducing the need for water exchange.

Keywords: Algal turf, loading rate, nitrogen, organic matter, removal rate.

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Authors: S. Jain, Y. Deshpande

Abstract:

The fluid mechanics principle is used extensively in designing axial flow fans and their associated equipment. This paper presents a computational fluid dynamics (CFD) modeling of air flow distribution from a radiator axial flow fan used in an acid pump truck Tier4 (APT T4) Repower. This axial flow fan augments the transfer of heat from the engine mounted on the APT T4. CFD analysis was performed for an area weighted average static pressure difference at the inlet and outlet of the fan. Pressure contours, velocity vectors, and path lines were plotted for detailing the flow characteristics for different orientations of the fan blade. The results were then compared and verified against known theoretical observations and actual experimental data. This study shows that a CFD simulation can be very useful for predicting and understanding the flow distribution from a radiator fan for further research work.

Keywords: Computational fluid dynamics (CFD), acid pump truck (APT) Tier4 Repower, axial flow fan, area weighted average static pressure difference, and contour plots.

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Authors: Ohn Zin Lin, Okka, Cho Cho Myint

Abstract:

It is important to consider the effects of transformers on distribution system because they have the highest impact on system reliability. It is generally said that parallel operation of transformers (POT) can improve the system reliability. However, the estimation approach can be also considered for accuracy. In this paper, we propose a three-state components model and equations to determine the reliability improvement by POT, and cooperation of POT and distributed generation (DG). Based on the proposed model and techniques, the effect of POT is analyzed in four different tests with the consideration of conventional distribution system, distribution automation system (DAS) and DG. According to the results, the reliability is greatly improved by cooperation of POT, DAS and DG. The proposed model and methods are applicable to not only developing countries which have conventional distribution system but also developed countries in which DAS has already installed.

Keywords: Distribution system, reliability, dispersed generator, energy not supply, transformer parallel operation.

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Authors: V. Karri, W. K. Yap, J. Titchen

Abstract:

A renewable energy system discussed in this paper is a stand-alone wind-hydrogen system for a remote island in Australia. The analysis of an existing wind-diesel power system was performed. Simulation technique was used to model the power system currently employed on the island, and simulated different configurations of additional hydrogen energy system. This study aims to determine the suitable hydrogen integrated configuration to setting up the prototype system for the island, which helps to reduce the diesel consumption on the island. A set of configurations for the hydrogen system and associated parameters that consists of wind turbines, electrolysers, hydrogen internal combustion engines, and storage tanks has been purposed. The simulation analyses various configurations that perfectly balances the system to meet the demand on the island.

Keywords: Hydrogen power systems, hydrogen internal combustion engine, modeling and simulation of hydrogen power systems.

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Authors: Zhou Yingkun, Xu Guorui, Wei Siming, Huang Yongzhang

Abstract:

With the increasing of the penetration of renewable energy in power system, the whole inertia of the power system is declining, which will endanger the frequency stability of the power system. In order to enhance the inertia, virtual synchronous generator (VSG) has been proposed. In addition, the motor-generator pair (MGP) system is proposed to enhance grid inertia. Both of them need additional equipment to provide instantaneous energy, so the economic problem should be considered. In this paper, the basic working principle of MGP system and VSG are introduced firstly. Then, the technical characteristics and economic investment of MGP/VSG are compared by calculation and simulation. The results show that the MGP system can provide same inertia with less cost than VSG.

Keywords: High renewable energy penetration, inertia of power system, virtual synchronous generator, motor-generator pair system, techno-economic analysis.

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Authors: H. Bouadi, M. Bouchoucha, M. Tadjine

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In this paper; we are interested principally in dynamic modelling of quadrotor while taking into account the high-order nonholonomic constraints in order to develop a new control scheme as well as the various physical phenomena, which can influence the dynamics of a flying structure. These permit us to introduce a new state-space representation. After, the use of Backstepping approach for the synthesis of tracking errors and Lyapunov functions, a sliding mode controller is developed in order to ensure Lyapunov stability, the handling of all system nonlinearities and desired tracking trajectories. Finally simulation results are also provided in order to illustrate the performances of the proposed controller.

Keywords: Dynamic modeling, nonholonomic constraints, Backstepping, sliding mode.

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Authors: Ben Richard Hughes, Ng Ping Sze Cherisa, Osman Beg

Abstract:

Various solar energy technologies exist and they have different application techniques in the generation of electrical power. The widespread use of photovoltaic (PV) modules in such technologies has been limited by relatively high costs and low efficiencies. The efficiency of PV panels decreases as the operating temperatures increase. This is due to the affect of solar intensity and ambient temperature. In this work, Computational Fluid Dynamics (CFD) was used to model the heat transfer from a standard PV panel and thus determine the rate of dissipation of heat. To accurately model the specific climatic conditions of the United Arab Emirates (UAE), a case study of a new build green building in Dubai was used. A finned heat pipe arrangement is proposed and analyzed to determine the improved heat dissipation and thus improved performance efficiency of the PV panel. A prototype of the arrangement is built for experimental testing to validate the CFD modeling and proof of concept.

Keywords: Computational Fluid Dynamics, Improving Efficiency, Photovoltaic (PV) Panels, Heat-pipe

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Authors: Satien Janpla, Thanawan Boonpuck, Pattarapan Roonrakwit 

Abstract:

In this paper, we present a hamster knowledge system based on android application. The objective of this system is to advice user to upkeep and feed hamsters based on mobile application. We describe the design approaches and functional components of this system. The system was developed based on knowledge based of hamster experts. The results were divided by the research purposes into 2 parts: developing the mobile application for advice users and testing and evaluating the system. Black box technique was used to evaluate application performances and questionnaires were applied to measure user satisfaction with system usability by specialists and users.

Keywords: Hamster knowledge, android application, black box.

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Authors: Sanpachai Huvanandana

Abstract:

A human verification system is presented in this paper. The system consists of several steps: background subtraction, thresholding, line connection, region growing, morphlogy, star skelatonization, feature extraction, feature matching, and decision making. The proposed system combines an advantage of star skeletonization and simple statistic features. A correlation matching and probability voting have been used for verification, followed by a logical operation in a decision making stage. The proposed system uses small number of features and the system reliability is convincing.

Keywords: Human verification, object recognition, videounderstanding, segmentation.

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Authors: Irakli V. Gugushvili, Nickolay M. Evstigneev

Abstract:

Numerical integration of initial boundary problem for advection equation in 3 ℜ is considered. The method used is  conditionally stable semi-Lagrangian advection scheme with high order interpolation on unstructured mesh. In order to increase time step integration the BFECC method with limiter TVD correction is used. The method is adopted on parallel graphic processor unit environment using NVIDIA CUDA and applied in Navier-Stokes solver. It is shown that the calculation on NVIDIA GeForce 8800  GPU is 184 times faster than on one processor AMDX2 4800+ CPU. The method is extended to the incompressible fluid dynamics solver. Flow over a Cylinder for 3D case is compared to the experimental data.

Keywords: Advection equations, CUDA technology, Flow overthe 3D Cylinder, Incompressible Pressure Projection Solver, Parallel computation.

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Authors: Moad Alhamaty , Ali Yazdian , Fathi Al-qadasi

Abstract:

A common way to elude the signature-based Network Intrusion Detection System is based upon changing a recognizable attack to an unrecognizable one via the IDS. For example, in order to evade sign accommodation with intrusion detection system markers, a hacker spilt the payload packet into many small pieces or hides them within messages. In this paper we try to model the main fragmentation attack and create a new module in the intrusion detection architecture system which recognizes the main fragmentation attacks through verification of integrity checking of TCP packet in order to prevent elusion of the system and also to announce the necessary alert to the system administrator.

Keywords: Intrusion detection system, Evasion techniques, Fragmentation attacks, TCP Packet integrity.

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Authors: A. Rubiano F, N. Olarte, D. Lara

Abstract:

This paper presents the design, implementation and results related to the storage system of medical information associated to the ECG (Electrocardiography) signal. The system includes the signal acquisition modules, the preprocessing and signal processing, followed by a module of transmission and reception of the signal, along with the storage and web display system of the medical platform. The tests were initially performed with this signal, with the purpose to include more biosignal under the same system in the future.

Keywords: Acquisition, ECG Signal, Storage, Web Platform

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Authors: Jamaiah H. Yahaya, Aziz Deraman, Abdul Razak Hamdan, Yusmadi Yah Jusoh

Abstract:

One of the most essential issues in software products is to maintain it relevancy to the dynamics of the user’s requirements and expectation. Many studies have been carried out in quality aspect of software products to overcome these problems. Previous software quality assessment models and metrics have been introduced with strengths and limitations. In order to enhance the assurance and buoyancy of the software products, certification models have been introduced and developed. From our previous experiences in certification exercises and case studies collaborating with several agencies in Malaysia, the requirements for user based software certification approach is identified and demanded. The emergence of social network applications, the new development approach such as agile method and other varieties of software in the market have led to the domination of users over the software. As software become more accessible to the public through internet applications, users are becoming more critical in the quality of the services provided by the software. There are several categories of users in web-based systems with different interests and perspectives. The classifications and metrics are identified through brain storming approach with includes researchers, users and experts in this area. The new paradigm in software quality assessment is the main focus in our research. This paper discusses the classifications of users in web-based software system assessment and their associated factors and metrics for quality measurement. The quality model is derived based on IEEE structure and FCM model. The developments are beneficial and valuable to overcome the constraints and improve the application of software certification model in future.

Keywords: Software certification model, user centric approach, software quality factors, metrics and measurements, web-based system.

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Authors: T. Delval, C. Sauvage, Q. Jullien, R. Viano, T. Diallo, B. Collignan, G. Picinbono

Abstract:

In the context of the international spread of COVID-19, the Centre Scientifique et Technique du Bâtiment (CSTB) has led a joint research with the French government authorities Hauts-de-Seine department, to analyse the risk in school spaces according to their configuration, ventilation system and spatial segmentation strategy. This paper describes the main results of this joint research. A multidisciplinary team involving experts in indoor air quality/ventilation, pedestrian movements and IT domains was established to develop a COVID risk analysis tool based on Building Information Model. The work started with specific analysis on two pilot schools in order to provide for the local administration specifications to minimize the spread of the virus. Different recommendations were published to optimize/validate the use of ventilation systems and the strategy of student occupancy and student flow segmentation within the building. This COVID expertise has been digitized in order to manage a quick risk analysis on the entire building that could be used by the public administration through an easy user interface implemented in a free BIM Management software. One of the most interesting results is to enable a dynamic comparison of different ventilation system scenarios and space occupation strategy inside the BIM model. This concurrent engineering approach provides users with the optimal solution according to both ventilation and pedestrian flow expertise.

Keywords: BIM, knowledge management, system expert, risk management, indoor ventilation, pedestrian movement, integrated design.

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Authors: E. Abedi, A. Ahmadi Nadooshan, S. Salehi

Abstract:

Modeling and vibration of a flexible link manipulator with tow flexible links and rigid joints are investigated which can include an arbitrary number of flexible links. Hamilton principle and finite element approach is proposed to model the dynamics of flexible manipulators. The links are assumed to be deflection due to bending. The association between elastic displacements of links is investigated, took into account the coupling effects of elastic motion and rigid motion. Flexible links are treated as Euler-Bernoulli beams and the shear deformation is thus abandoned. The dynamic behavior due to flexibility of links is well demonstrated through numerical simulation. The rigid-body motion and elastic deformations are separated by linearizing the equations of motion around the rigid body reference path. Simulation results are shown on for both position and force trajectory tracking tasks in the presence of varying parameters and unknown dynamics remarkably well. The proposed method can be used in both dynamic simulation and controller design.

Keywords: Flexible manipulator, flexible link, dynamicmodeling, end point.

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Authors: Nurulhuda Ismail, Mas Idayu Md. Sabri

Abstract:

This paper presents a system overview of Mobile to Server Face Recognition, which is a face recognition application developed specifically for mobile phones. Images taken from mobile phone cameras lack of quality due to the low resolution of the cameras. Thus, a prototype is developed to experiment the chosen method. However, this paper shows a result of system backbone without the face recognition functionality. The result demonstrated in this paper indicates that the interaction between mobile phones and server is successfully working. The result shown before the database is completely ready. The system testing is currently going on using real images and a mock-up database to test the functionality of the face recognition algorithm used in this system. An overview of the whole system including screenshots and system flow-chart are presented in this paper. This paper also presents the inspiration or motivation and the justification in developing this system.

Keywords: Mobile to server, face recognition, system overview.

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Authors: K. M. Tan, A. Anvar, T.F. Lu

Abstract:

A sophisticated simulator provides a cost-effective measure to carry out preliminary mission testing and diagnostic while reducing potential failures for real life at sea trials. The presented simulation framework covers three key areas: AUV modeling, sensor modeling, and environment modeling. AUV modeling mainly covers the area of AUV dynamics. Sensor modeling deals with physics and mathematical models that govern each sensor installed onto the AUV. Environment model incorporates the hydrostatic, hydrodynamics, and ocean currents that will affect the AUV in a real-time mission. Based on this designed simulation framework, custom scenarios provided by the user can be modeled and its corresponding behaviors can be observed. This paper focuses on the accuracy of the simulated data from AUV model and environmental model derived from a developed AUV test-bed which was jointly upgraded by DSTO and the University of Adelaide. The main contribution of this paper is to experimentally verify the accuracy of the proposed simulation framework.

Keywords: Autonomous Underwater Vehicle (AUV), simulator, framework, robotics, maritime robot, modeling.

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Authors: Ala'eddin A. Saif , Z. A. Z. Jamal, Z. Sauli, P. Poopalan

Abstract:

The ferroelectric behavior of barium strontium titanate (BST) in thin film form has been investigated in order to study the possibility of using BST for ferroelectric gate-field effect transistor (FeFET) for memory devices application. BST thin films have been fabricated as Al/BST/Pt/SiO2/Si-gate configuration. The variation of the dielectric constant (ε) and tan δ with frequency have been studied to ensure the dielectric quality of the material. The results show that at low frequencies, ε increases as the Ba content increases, whereas at high frequencies, it shows the opposite variation, which is attributed to the dipole dynamics. tan δ shows low values with a peak at the mid-frequency range. The ferroelectric behavior of the Al/BST/Pt/SiO2/Si has been investigated using C-V characteristics. The results show that the strength of the ferroelectric hysteresis loop increases as the Ba content increases; this is attributed to the grain size and dipole dynamics effect.

Keywords: BST thin film, Electrical properties, Ferroelectrichysteresis, Ferroelectric FET.

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Authors: Gwanghee Heo, Geonhyeok Bang, Chunggil Kim, Chinok Lee

Abstract:

This paper attempts to develop a wireless feedback control system as a primary step eventually toward a bio-inspired structure system where inanimate structure behaves like a life form autonomously. It is a standalone wireless control system which is supposed to measure externally caused structural responses, analyze structural state from acquired data, and take its own action on the basis of the analysis with an embedded logic. For an experimental examination of its effectiveness, we applied it on a model of two-span bridge and performed a wireless control test. Experimental tests have been conducted for comparison on both the wireless and the wired system under the conditions of Un-control, Passive-off, Passive-on, and Lyapunov control algorithm. By proving the congruence of the test result of the wireless feedback control system with the wired control system, its control performance was proven to be effective. Besides, it was found to be economical in energy consumption and also autonomous by means of a command algorithm embedded into it, which proves its basic capacity as a bio-inspired system.

Keywords: Structural vibration control, wireless system, MR damper, feedback control, embedded system.

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Authors: Akhilesh Khapre, Basudeb Munshi

Abstract:

A computational fluid dynamics simulation is done for non-Newtonian fluid in a baffled stirred tank. The CMC solution is taken as non-Newtonian shear thinning fluid for simulation. The Reynolds Average Navier Stocks equation with steady state multi reference frame approach is used to simulate flow in the stirred tank. The turbulent flow field is modelled using realizable k-ε turbulence model. The simulated velocity profiles of Rushton turbine is validated with literature data. Then, the simulated flow field of CD-6 impeller is compared with the Rushton turbine. The flow field generated by CD-6 impeller is less in magnitude than the Rushton turbine. The impeller global parameter, power number and flow number, and entropy generation due to viscous dissipation rate is also reported.

Keywords: Computational fluid dynamics, non-Newtonian, Rushton turbine, CD-6 impeller, power number, flow number, viscous dissipation rate.

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Authors: J. Tengrang, T. Rungrotmongkol, S. Hannongbua

Abstract:

Every 2-3 years the influenza B virus serves epidemics. Neuraminidase (NA) is an important target for influenza drug design. Although, oseltamivir, an oral neuraminidase drug, has been shown good inhibitory efficiency against wild-type of influenza B virus, the lower susceptibility to the R152K mutation has been reported. Better understanding of oseltamivir efficiency and resistance toward the influenza B NA wild-type and R152K mutant, respectively, could be useful for rational drug design. Here, two complex systems of wild-type and R152K NAs with oseltamivir bound were studied using molecular dynamics (MD) simulations. Based on 5-ns MD simulation, the loss of notable hydrogen bond and decrease in per-residue decomposition energy from the mutated residue K152 contributed to drug compared to those of R152 in wildtype were found to be a primary source of high-level of oseltamivir resistance due to the R152K mutation.

Keywords: Influenza B neuraminidase, Molecular dynamics simulation, Oseltamivir resistance, R152K mutant

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Authors: T. Tahri, A. Bettahar, M. Douani

Abstract:

In this work, an attempt is made to design an optimal wind/pv/diesel hybrid power system for a village of Ain Merane, Chlef, Algeria, where the wind speed and solar radiation measurements were made. The aim of this paper is the optimization of a hybrid wind/solar/diesel system applied in term of technical and economic feasibility by simulation using HOMER. A comparison was made between the performance of wind/pv/diesel system and the classic connecting system.

Keywords: Chlef-Algeria, Homer, Renewable energy, Wind-pvdiesel hybrid system.

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Authors: Etsuo Morishita

Abstract:

In this paper, we show shallow water in a tin box as an analogous simulation tool for high-speed aerodynamics education and research. It is customary that we use a water tank to create shallow water flow. While a flow in a water tank is not necessarily uniform and is sometimes wavy, we can visualize a clear supercritical flow even when we move a body manually in stationary water in a simple shallow tin box. We can visualize a blunt shock wave around a moving circular cylinder together with a shock pattern around a diamond airfoil. Another interesting analogous experiment is a hydrodynamic shock tube with water and tea. We observe the contact surface clearly due to color difference of the two liquids those are invisible in the real gas dynamics experiment. We first revisit the similarities between high-speed aerodynamics and shallow water hydraulics. Several educational and research experiments are then introduced for engineering students. Shallow water experiments in a tin box simulate properly the high-speed flows.

Keywords: Aerodynamics compressible flow, gas dynamics, hydraulics, shock wave.

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Authors: Peng Li, Jun Zhou, Xin Liu, Chee Keong Ho, Xiaodan Zou, Minkyu Je

Abstract:

A digital system is proposed for low power 100- channel neural recording system in this paper, which consists of 100 amplifiers, 100 analog-to-digital converters (ADC), digital controller and baseband, transceiver for data link and RF command link. The proposed system is designed in a 0.18 μm CMOS process and 65 nm CMOS process.

Keywords: multiplex, neural recording, synchronization, transceiver

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Authors: J. Ritonja

Abstract:

The biochemical technology has been developing extremely fast since the middle of the last century. The main reason for such development represents a requirement for large production of high-quality biologically manufactured products such as pharmaceuticals, foods, and beverages. The impact of the biochemical industry on the world economy is enormous. The great importance of this industry also results in intensive development in scientific disciplines relevant to the development of biochemical technology. In addition to developments in the fields of biology and chemistry, which enable to understand complex biochemical processes, development in the field of control theory and applications is also very important. In the paper, the control for the biochemical reactor for the milk fermentation was studied. During the fermentation process, the biophysical quantities must be precisely controlled to obtain the high-quality product. To control these quantities, the bioreactor’s stirring drive and/or heating system can be used. Available commercial biochemical reactors are equipped with open loop or conventional linear closed loop control system. Due to the outstanding parameters variations and the partial nonlinearity of the biochemical process, the results obtained with these control systems are not satisfactory. To improve the fermentation process, the self-tuning adaptive control system was proposed. The use of the self-tuning adaptive control is suggested because the parameters’ variations of the studied biochemical process are very slow in most cases. To determine the linearized mathematical model of the fermentation process, the recursive least square identification method was used. Based on the obtained mathematical model the linear quadratic regulator was tuned. The parameters’ identification and the controller’s synthesis are executed on-line and adapt the controller’s parameters to the fermentation process’ dynamics during the operation. The use of the proposed combination represents the original solution for the control of the milk fermentation process. The purpose of the paper is to contribute to the progress of the control systems for the biochemical reactors. The proposed adaptive control system was tested thoroughly. From the obtained results it is obvious that the proposed adaptive control system assures much better following of the reference signal as a conventional linear control system with fixed control parameters.

Keywords: Adaptive control, biochemical reactor, linear quadratic regulator, recursive least square identification.

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Authors: Kunyanuth Kularbphettong, Kunnika Tenprakhon, Pattarapan Roonrakwit

Abstract:

In this paper, we present a recommendation library application on Android system. The objective of this system is to support and advice user to use library resources based on mobile application. We describe the design approaches and functional components of this system. The system was developed based on under association rules, Apriori algorithm. In this project, it was divided the result by the research purposes into 2 parts: developing the Mobile application for online library service and testing and evaluating the system. Questionnaires were used to measure user satisfaction with system usability by specialists and users. The results were satisfactory both specialists and users.

Keywords: Online library, Apriori algorithm, android application, black box.

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Authors: Roengruen P., Tipsuwanporn V., Puawade P., Numsomran A.

Abstract:

Smith Predictor control is theoretically a good solution to the problem of controlling the time delay systems. However, it seldom gets use because it is almost impossible to find out a precise mathematical model of the practical system and very sensitive to uncertain system with variable time-delay. In this paper is concerned with a design method of smith predictor for temperature control system by Coefficient Diagram Method (CDM). The simulation results show that the control system with smith predictor design by CDM is stable and robust whilst giving the desired time domain system performance.

Keywords: CDM, Smith Predictor, temperature process

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Authors: Iliana Marinova, Valentin Mateev

Abstract:

In this paper a computer system for electromagnetic properties measurements is designed. The system employs Agilent 4294A precision impedance analyzer to measure the amplitude and the phase of a signal applied over a tested biological tissue sample. Measured by the developed computer system data could be used for tissue characterization in wide frequency range from 40Hz to 110MHz. The computer system can interface with output devices acquiring flexible testing process.

Keywords: Electromagnetic properties, human tissue, bioimpedance, measurement system.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

Abstract:

In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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