Search results for: generalized linear model

Authors: M. Shahrokhi, F. Rostami, M.A. Md Said, S. Syafalni

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It is essential to have a uniform and calm flow field for a settling tank to have high performance. In general, the recirculation zones always occurred in sedimentation tanks. The presence of these regions may have different effects. The nonuniformity of the velocity field, the short-circuiting at the surface and the motion of the jet at the bed of the tank that occurs because of the recirculation in the sedimentation layer, are affected by the geometry of the tank. There are some ways to decrease the size of these dead zones, which would increase the performance. One of the ways is to use a suitable baffle configuration. In this study, the presence of baffle with different position has been investigated by a finite volume method, with VOF (Volume of Fluid) model. Besides, the k-ε turbulence model is used in the numerical calculations. The results indicate that the best position of the baffle is obtained when the volume of the recirculation region is minimized or is divided to smaller part and the flow field trend to be uniform in the settling zone.

Keywords: Sedimentation tanks, Baffle, Numerical Modeling, VOF, Circulation Zone

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Authors: Somphoom Sawaengkun

Abstract:

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

Keywords: Economic Factors, Rice Export, White Rice.

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Authors: Shyh-Ming Chern, Hung-Chi Tu

Abstract:

One way to utilize biomass is to thermochemically convert it into gases and chemicals. For conversion of biomass, glucose is a particularly popular model compound for cellulose, or more generally for biomass. The present study takes a different approach by employing lactic acid as the model compound for cellulose. Since lactic acid and glucose have identical elemental composition, they are expected to produce similar results as they go through the conversion process. In the current study, lactic acid was thermochemically converted to assess its reactivity and reaction mechanism in subcritical and supercritical water, by using a 16-ml autoclave reactor. The major operating parameters investigated include: The reaction temperature, from 673 to 873 K, the reaction pressure, 10 and 25 MPa, the dosage of oxidizing agent, 0 and 0.5 chemical oxygen demand, and the concentration of lactic acid in the feed, 0.5 and 1.0 M. Gaseous products from the conversion were generally found to be comparable to those derived from the conversion of glucose.

Keywords: Lactic acid, subcritical water, supercritical water, thermochemical conversion.

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Authors: Paula Simões, Isabel Natário

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This paper reviews a number of theoretical aspects for implementing an explicit spatial perspective in econometrics for modelling non-continuous data, in general, and count data, in particular. It provides an overview of the several spatial econometric approaches that are available to model data that are collected with reference to location in space, from the classical spatial econometrics approaches to the recent developments on spatial econometrics to model count data, in a Bayesian hierarchical setting. Considerable attention is paid to the inferential framework, necessary for structural consistent spatial econometric count models, incorporating spatial lag autocorrelation, to the corresponding estimation and testing procedures for different assumptions, to the constrains and implications embedded in the various specifications in the literature. This review combines insights from the classical spatial econometrics literature as well as from hierarchical modeling and analysis of spatial data, in order to look for new possible directions on the processing of count data, in a spatial hierarchical Bayesian econometric context.

Keywords: Spatial data analysis, spatial econometrics, Bayesian hierarchical models, count data.

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Authors: Xu Tao, Yilun Xu, Dingwei Xiang, Yaofei Sun

Abstract:

The practice of urban planning and construction based on the concept of the “low carbon eco-city” has been universally accepted by the academic community in response to urban issues such as population, resources, environment, and social development. Based on this, the current article first analyzes the concepts of low carbon eco-city, then builds a complex adaptive system (CAS) theory based on Chinese traditional philosophical thinking, and analyzes the adaptive relationship between material and non-material elements. A three-dimensional evaluation model of natural ecology, economic low carbon, and social harmony was constructed. Finally, the construction of a low carbon eco-city index system in Hexi Newtown of Nanjing was used as an example to verify the effectiveness of the research results; this paradigm provides a new way to achieve a low carbon eco-city system.

Keywords: Complex adaptive system, low carbon ecology, index system, model.

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Authors: Eiad Yafi, Ahmed Sultan Al-Hegami, M. A. Alam, Ranjit Biswas

Abstract:

Association rules are an important problem in data mining. Massively increasing volume of data in real life databases has motivated researchers to design novel and incremental algorithms for association rules mining. In this paper, we propose an incremental association rules mining algorithm that integrates shocking interestingness criterion during the process of building the model. A new interesting measure called shocking measure is introduced. One of the main features of the proposed approach is to capture the user background knowledge, which is monotonically augmented. The incremental model that reflects the changing data and the user beliefs is attractive in order to make the over all KDD process more effective and efficient. We implemented the proposed approach and experiment it with some public datasets and found the results quite promising.

Keywords: Knowledge discovery in databases (KDD), Data mining, Incremental Association rules, Domain knowledge, Interestingness, Shocking rules (SHR).

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Authors: Victor Onomza Waziri, John K. Alhassan, Idris Ismaila, Moses Noel Dogonyaro

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This paper describes the problem of building secure computational services for encrypted information in the Cloud Computing without decrypting the encrypted data; therefore, it meets the yearning of computational encryption algorithmic aspiration model that could enhance the security of big data for privacy, confidentiality, availability of the users. The cryptographic model applied for the computational process of the encrypted data is the Fully Homomorphic Encryption Scheme. We contribute a theoretical presentations in a high-level computational processes that are based on number theory and algebra that can easily be integrated and leveraged in the Cloud computing with detail theoretic mathematical concepts to the fully homomorphic encryption models. This contribution enhances the full implementation of big data analytics based cryptographic security algorithm.

Keywords: Data Analytics, Security, Privacy, Bootstrapping, and Fully Homomorphic Encryption Scheme.

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Authors: Efat Lali Dastjerdi, Hassan Sadeghi Naeini, Hadi Sanjari

Abstract:

One of the important steps in a safety and risk management system is the economical evaluation of occupational accident and diseases costs in order to decrease accidents from reoccurring in the workplace. This study proposed a plausible method for calculating occupational accident costs and illnesses in work place. This method design for cost estimation takes into account both the personnel, organizational level as well as the community level especially intended for an Iranian work place. The research indicates that a using systematic method for calculating costs which also provides risk evaluation can help managers to plan correctly the investment in health and safety measures. Using this method is that not only is it comprehensive, easy and practical and could be applied in practice by a manager within a short period of time but it also shows the importance of accident costs as well as calculates the real cost of an accident and illnesses.

Keywords: ost calculating model, Economics of health and Safety.

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Authors: Manash Pratim Sarma, Kandarpa Kumar Sarma

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A set of Artificial Neural Network (ANN) based methods for the design of an effective system of speech recognition of numerals of Assamese language captured under varied recording conditions and moods is presented here. The work is related to the formulation of several ANN models configured to use Linear Predictive Code (LPC), Principal Component Analysis (PCA) and other features to tackle mood and gender variations uttering numbers as part of an Automatic Speech Recognition (ASR) system in Assamese. The ANN models are designed using a combination of Self Organizing Map (SOM) and Multi Layer Perceptron (MLP) constituting a Learning Vector Quantization (LVQ) block trained in a cooperative environment to handle male and female speech samples of numerals of Assamese- a language spoken by a sizable population in the North-Eastern part of India. The work provides a comparative evaluation of several such combinations while subjected to handle speech samples with gender based differences captured by a microphone in four different conditions viz. noiseless, noise mixed, stressed and stress-free.

Keywords: Assamese, Recognition, LPC, Spectral, ANN.

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Authors: Vineet K. Srivastava, Mukesh K. Awasthi, Mohammad Tamsir

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A fully implicit finite-difference method has been proposed for the numerical solutions of one dimensional coupled nonlinear Burgers’ equations on the uniform mesh points. The method forms a system of nonlinear difference equations which is to be solved at each iteration. Newton’s iterative method has been implemented to solve this nonlinear assembled system of equations. The linear system has been solved by Gauss elimination method with partial pivoting algorithm at each iteration of Newton’s method. Three test examples have been carried out to illustrate the accuracy of the method. Computed solutions obtained by proposed scheme have been compared with analytical solutions and those already available in the literature by finding L2 and L∞ errors.

Keywords: Burgers’ equation, Implicit Finite-difference method, Newton’s method, Gauss elimination with partial pivoting.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

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Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: Local nonlinear estimation, LWPR algorithm, Online training method.

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Authors: Munther I. Kandah, Fahmi A. Abu Al-Rub, Lucy Bawarish, Mira Bawarish, Hiba Al-Tamimi, Reem Khalil, Raja'a Sa, ada

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In this project cadmium ions were adsorbed from aqueous solutions onto either date pits; a cheap agricultural and nontoxic material, or chemically activated carbon prepared from date pits using phosphoric acid. A series of experiments were conducted in a batch adsorption technique to assess the feasibility of using the prepared adsorbents. The effects of the process variables such as initial cadmium ions concentration, contact time, solution pH and adsorbent dose on the adsorption capacity of both adsorbents were studied. The experimental data were tested using different isotherm models such as Langmuir, Freundlich, Tempkin and Dubinin- Radushkevich. The results showed that although the equilibrium data could be described by all models used, Langmuir model gave slightly better results when using activated carbon while Freundlich model, gave better results with date pits.

Keywords: Adsorption, Cadmium, Chemical Activation, DatePits.

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Authors: Sylvain Devie, Pierre-Philippe Robet, Yannick Aoustin, Maxime Gautier

Abstract:

The aim of this paper is to show that the observation of the external effort and the sensor-less control of a system is limited by the mechanical system. First, the model of a one-joint robot with a prismatic joint is presented. Based on this model, two different procedures were performed in order to identify the mechanical parameters of the system and observe the external effort applied on it. Experiments have proven that the accuracy of the force observer, based on the DC motor current, is limited by the mechanics of the robot. The sensor-less control will be limited by the accuracy in estimation of the mechanical parameters and by the maximum static friction force, that is the minimum force which can be observed in this case. The consequence of this limitation is that industrial robots without specific design are not well adapted to perform sensor-less precision tasks. Finally, an efficient control law is presented for high effort applications.

Keywords: Control, Identification, Robot, Co-manipulation, Sensor-less.

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Authors: Mojtaba Rezaei, Elham Heydari

Abstract:

This paper highlights the empirical results of analyzing the correlation between accounting information and systematic risk. This association is analyzed among financial ratios and systematic risk by considering the financial statement of 39 companies listed on the Tehran Stock Exchange (TSE) for five years (2014-2018). Financial ratios have been categorized into four groups and to describe the special features, as representative of accounting information we selected: Return on Asset (ROA), Debt Ratio (Total Debt to Total Asset), Current Ratio (current assets to current debt), Asset Turnover (Net sales to Total assets), and Total Assets. The hypotheses were tested through simple and multiple linear regression and T-student test. The findings illustrate that there is no significant relationship between accounting information and market risk. This indicates that in the selected sample, historical accounting information does not fully reflect the price of stocks.

Keywords: Accounting information, market risk, systematic risk, efficient market hypothesis, EMH, Tehran Stock Exchange, TSE.

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Authors: R.K. Behera, S.Behera

Abstract:

In a wind power generator using doubly fed induction generator (DFIG), the three-phase pulse width modulation (PWM) voltage source converter (VSC) is used as grid side converter (GSC) and rotor side converter (RSC). The standard linear control laws proposed for GSC provides not only instablity against comparatively large-signal disturbances, but also the problem of stability due to uncertainty of load and variations in parameters. In this paper, a nonlinear controller is designed for grid side converter (GSC) of a DFIG for wind power application. The nonlinear controller is designed based on the input-output feedback linearization control method. The resulting closed-loop system ensures a sufficient stability region, make robust to variations in circuit parameters and also exhibits good transient response. Computer simulations and experimental results are presented to confirm the effectiveness of the proposed control strategy.

Keywords: Doubly fed Induction Generator, grid side converter, machine side converter, dc link, feedback linearization.

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Authors: Karolina Grzeszczuk-Kuć, Jolanta Bujok, Tomasz Walski, Małgorzata Komorowska

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Haemodialysis (HD) is a procedure saving patient lives around the world, unfortunately it brings numerous complications. Oxidative stress is one of the major factors which lead to erythrocytes destruction during extracorporeal circulation. Repeated HD procedures destroy blood elements and the organism is not able to keep up with their production. 30 HD procedures on healthy sheep were performed to evaluate effects of such treatment. Oxidative stress study was performed together with an analysis of basic blood parameters and empirical assessment of dialyzer condition after the procedure. A reversible decline in absolute leukocyte count, during first 30 min of HD, was observed. Blood clots were formed in the area of the blood inlet and outlet of the dialyzer. Our results are consistent with outcomes presented throughout the literature specifically with respect to the effects observed in humans and will provide a basis to evaluate methods for blood protection during haemodialysis.

Keywords: Animal model, blood components, haemodialysis, leukocytes, oxidative stress, sheep.

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Authors: Siliang Wang, Minghui Wang

Abstract:

This work proposes a novel market-based air traffic flow control model considering competitive airlines in air traffic network. In the flow model, an agent based framework for resources (link/time pair) pricing is described. Resource agent and auctioneer for groups of resources are also introduced to simulate the flow management in Air Traffic Control (ATC). Secondly, the distributed group pricing algorithm is introduced, which efficiently reflect the competitive nature of the airline industry. Resources in the system are grouped according to the degree of interaction, and each auctioneer adjust s the price of one group of resources respectively until the excess demand of resources becomes zero when the demand and supply of resources of the system changes. Numerical simulation results show the feasibility of solving the air traffic flow control problem using market mechanism and pricing algorithms on the air traffic network.

Keywords: Air traffic control, Nonlinear programming, Marketmechanism, Route policy.

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Authors: Mina Fenercioglu

Abstract:

This study discusses a Turkish music education model similar to its Venezuelan counterpart El Sistema, in which socialization and human development are the main goals. The Music for Peace (Baris Icin Muzik) model, founded in 2005 by an idealist humanitarian in Istanbul, started as a pilot project with accordion and today makes symphonic music education. The program aims to offer social change through free-of-charge. In such a big city like Istanbul, in a deprived inner city center people have poor economic, social and cultural conditions. In that Edirnekapi district people don’t have opportunities to join the cultural and social life, like music or sports. It is believed that this initiative covered a part of this gap by giving children the opportunities to participate in social and cultural life. In this study it is planned to understand what social changes could music education could make in children’s lives. In the complimentary music lessons children works in groups, which helps them to learn the feelings of solidarity, friendship, communion and sharing. By Music for Peace project children connect with the community, they have the belief to succeed in life because they feel that they are loved by their friends, instructors and families. In short they feel that they are important, thus brings the success in life. Additionally, it is believed that, this program has achieved success. Today approximately 400 children participate in this programs orchestras and choirs. Some of the students get into the conservatories. And the center is not just a place where they get music lessons but also a place where they get socialized. And music education helps children to have strong sense of identity, self-confidence and self-esteem.

Keywords: El Sistema, music education, Music for Peace, socialization.

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Authors: Gökhan Yüksel, Serdar Akça, İlker Kalkan

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The present study is an attempt to demonstrate the significant levels of contribution of the moment-resisting beam-column connections with side plates to the earthquake behavior of special steel moment frames. To this end, the moment-curvature relationships of a regular beam-column connection and its SidePlate counterpart were determined with the help of finite element analyses. The connection stiffness and deformability values from these finite element analyses were used in the linear time-history analyses of an example structural steel frame under three different seismic excitations. The top-story lateral drift, base shear, and overturning moment values in two orthogonal directions were obtained from these time-history analyses and compared to each other. The results revealed the improvements in the system response with the use of SidePlate connections. The paper ends with crucial recommendations for the plan and design of further studies on this very topic.

Keywords: Seismic detailing, special moment frame, steel structures, beam-column connection, earthquake-resistant design.

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Authors: Hasimah Sapiri, Anton Abdulbasah Kamil, Razman Mat Tahar, Hanafi Tumin

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Salary risk and demographic risk have been identified as main risks in analyzing pension expenditure particularly in Defined Benefit pension plan. Therefore, public pension plan in Malaysia is studied to analyze pension expenditure due to salary and demographic risk. Through the literature review and interview session with several officers in public sector, factors affecting pension expenditure are determined. Then, the inter-relationships between these factors are analyzed through causal loop diagram. The System Dynamics model is later developed using iThink software to show how demographic and salary changes affect the pension expenditure. Then, by using actual data, the impact of different policy scenarios on pension expenditure is analyzed. It is shown that dynamics simulation model of pension expenditure is useful to evaluate the impact of changes and policy decisions on risk particularly involving demographic and salary risk.

Keywords: Demographic and Salary risk, Pension Expenditure, Public Policy, System Dynamics.

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Authors: M. Pasbani Khiavi, A. R. M. Gharabaghi, K. Abedi

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The mechanical behavior of porous media is governed by the interaction between its solid skeleton and the fluid existing inside its pores. The interaction occurs through the interface of gains and fluid. The traditional analysis methods of porous media, based on the effective stress and Darcy's law, are unable to account for these interactions. For an accurate analysis, the porous media is represented in a fluid-filled porous solid on the basis of the Biot theory of wave propagation in poroelastic media. In Biot formulation, the equations of motion of the soil mixture are coupled with the global mass balance equations to describe the realistic behavior of porous media. Because of irregular geometry, the domain is generally treated as an assemblage of fmite elements. In this investigation, the numerical formulation for the field equations governing the dynamic response of fluid-saturated porous media is analyzed and employed for the study of transient wave motion. A finite element model is developed and implemented into a computer code called DYNAPM for dynamic analysis of porous media. The weighted residual method with 8-node elements is used for developing of a finite element model and the analysis is carried out in the time domain considering the dynamic excitation and gravity loading. Newmark time integration scheme is developed to solve the time-discretized equations which are an unconditionally stable implicit method Finally, some numerical examples are presented to show the accuracy and capability of developed model for a wide variety of behaviors of porous media.

Keywords: Dynamic analysis, Interaction, Porous media, time domain

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Authors: Tayebeh Saghapour, Sara Moridpour, Russell George Thompson

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

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

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Authors: Zerarka Hizia, Akchiche Mustapha, Prunier Florent

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The landslide of Ain El Hammam (AEH) is characterized by a complex geology and a high hydrogeology hazard. AEH's perpetual reactivation compels us to look closely at its triggers and to better understand the mechanisms of its evolution in mass and in depth. This study builds a numerical model to simulate the influencing factors such as precipitation, non-saturation, and pore pressure fluctuations, using Plaxis software. For a finer analysis of instabilities, we use Hill's criterion, based on the sign of the second order work, which is the most appropriate material stability criterion for non-associated elastoplastic materials. The results of this type of calculation allow us, in theory, to predict the shape and position of the slip surface(s) which are liable to ground movements of the slope, before reaching the rupture given by the plastic limit of Mohr Coulomb. To validate the numerical model, an analysis of inclinometer measures is performed to confirm the direction of movement and kinematic of the sliding mechanism of AEH’s slope.

Keywords: Landslide, second order work, precipitation, inclinometers.

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Authors: Farshid Fathinia, Mohammad Parsazadeh, Amirhossein Heshmati

Abstract:

Turbulent forced convection flow in a 2-dimensional channel over periodic grooves is numerically investigated. Finite volume method is used to study the effect of turbulence model. The range of Reynolds number varied from 10000 to 30000 for the ribheight to channel-height ratio (B/H) of 2. The downstream wall is heated by a uniform heat flux while the upstream wall is insulated. The investigation is analyzed with different types of nanoparticles such as SiO2, Al2O3, and ZnO, with water as a base fluid are used. The volume fraction is varied from 1% to 4% and the nanoparticle diameter is utilized between 20nm to 50nm. The results revealed 114% heat transfer enhancement compared to the water in a grooved channel by using SiO2 nanoparticle with volume fraction and nanoparticle diameter of 4% and 20nm respectively.

Keywords: Forced convection, Periodic grooves, Nanofluids, Turbulent model, Heat transfer.

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Authors: Jianjun Yuan, Changjun Jiang

Abstract:

Pairwise testing, which requires that every combination of valid values of each pair of system factors be covered by at lease one test case, plays an important role in software testing since many faults are caused by unexpected 2-way interactions among system factors. Although meta-heuristic strategies like simulated annealing can generally discover smaller pairwise test suite, they may cost more time to perform search, compared with greedy algorithms. We propose a new method, improved Extremal Optimization (EO) based on the Bak-Sneppen (BS) model of biological evolution, for constructing pairwise test suites and define fitness function according to the requirement of improved EO. Experimental results show that improved EO gives similar size of resulting pairwise test suite and yields an 85% reduction in solution time over SA.

Keywords: Covering Arrays, Extremal Optimization, Simulated Annealing, Software Testing.

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Authors: Suman Bala, Sunil Kamboj, Vipin Saini

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

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

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

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

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

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Authors: Nazli Ebrahimi, Sharan Kaur Garib Singh, Reza Sigari Tabrizi

Abstract:

One of the main concerns in the Information Technology field is adoption with new technologies in organizations which may result in increasing the usage paste of these technologies.This study aims to look at the issue of culture-s role in accepting and using new technologies in organizations. The study examines the effect of culture on accepting and intention to use new technology in organizations. Studies show culture is one of the most important barriers in adoption new technologies. The model used for accepting and using new technology is Technology Acceptance Model (TAM), while for culture and dimensions a well-known theory by Hofsted was used. Results of the study show significant effect of culture on intention to use new technologies. All four dimensions of culture were tested to find the strength of relationship with behavioral intention to use new technologies. Findings indicate the important role of culture in the level of intention to use new technologies and different role of each dimension to improve adaptation process. The study suggests that transferring of new technologies efforts are most likely to be successful if the parties are culturally aligned.

Keywords: Human-computer interaction, accepting new technologies, culture, behavioral intention.

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Authors: K. M. Doraiswamy, Lakshminarayana Merugu, B. C. Jinaga

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This paper explains the cause of nonlinearity in floor attenuation hither to left unexplained. The performance degradation occurring in air interface for GSM signals is quantitatively analysed using the concept of Radiating Columns of buildings. The signal levels were measured using Wireless Network Optimising Drive Test Tool (E6474A of Agilent Technologies). The measurements were taken in reflected signal environment under usual fading conditions on actual GSM signals radiated from base stations. A mathematical model is derived from the measurements to predict the GSM signal levels in different floors. It was applied on three buildings and found that the predicted signal levels deviated from the measured levels with in +/- 2 dB for all floors. It is more accurate than the prediction models based on Floor Attenuation Factor. It can be used for planning proper indoor coverage in multi storey buildings.

Keywords: GSM air interface, nonlinear attenuation, multistory building, radiating columns, ground conduction and floor attenuation factor.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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