Search results for: service based environment.

Authors: Radek Němec

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Today's business environment requires that companies have access to highly relevant information in a matter of seconds. Modern Business Intelligence tools rely on data structured mostly in traditional dimensional database schemas, typically represented by star schemas. Dimensional modeling is already recognized as a leading industry standard in the field of data warehousing although several drawbacks and pitfalls were reported. This paper focuses on the analysis of another data warehouse modeling technique - the anchor modeling, and its characteristics in context with the standardized dimensional modeling technique from a query performance perspective. The results of the analysis show information about performance of queries executed on database schemas structured according to principles of each database modeling technique.

Keywords: Data warehousing, anchor modeling, star schema, anchor schema, query performance.

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Authors: Gerrit Alves, Jürgen Roßmann, Roland Wischnewski

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Today, transport and logistic systems are often tightly integrated in the production. Lean production and just-in-time delivering create multiple constraints that have to be fulfilled. As transport networks often have evolved over time they are very expensive to change. This paper describes a discrete-event-simulation system which simulates transportation models using real time resource routing and collision avoidance. It allows for the specification of own control algorithms and validation of new strategies. The simulation is integrated into a virtual reality (VR) environment and can be displayed in 3-D to show the progress. Simulation elements can be selected through VR metaphors. All data gathered during the simulation can be presented as a detailed summary afterwards. The included cost-benefit calculation can help to optimize the financial outcome. The operation of this approach is shown by the example of a timber harvest simulation.

Keywords: Discrete-Event-Simulation, Logistic, Simulation, Virtual Reality.

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Authors: Elena Castillo-López, Raúl Pereda, Julio Manuel de Luis, Rubén Pérez, Felipe Piña

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Sediments are an important source of accumulation of toxic contaminants within the aquatic environment. Bioassays are a powerful tool for the study of sediments in relation to their toxicity, but they can be expensive. This article presents a methodology to estimate the main physical property of intertidal sediments in coastal zones: heavy metals concentration. This study, which was developed in the Bay of Santander (Spain), applies classical and robust statistic to CASI-2 hyperspectral images to estimate heavy metals presence and ecotoxicity (TOC). Simultaneous fieldwork (radiometric and chemical sampling) allowed an appropriate atmospheric correction to CASI-2 images.

Keywords: Remote sensing, intertidal sediment, airborne sensors, heavy metals, ecotoxicity, robust statistic, estimation.

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Authors: M. Frydrysiak, J. Zięba, L. Tęsiorowski, M. Tokarska

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In the paper the research of flat textile products for use as electrodes was presented. Material-s resistance measurements were carried out to determine the suitability of the textiles. Based on the received results of studies different types of textile electrodes were designed. Textile electrodes tests were carried out on human phantoms. The electro-conductive properties of human forearm phantom were also described. Based on this results special electroconductive hydrogels with electro-conductive particles were feasible. The hydrogel is an important element of the forearm-s phantom model of a survey of electrodes for muscle electrostimulation. The hydrogel is an equivalent human skin and tissue. The hydrogel should have a permanence and recurrence of the electro-conductive properties.

Keywords: Electro-conductive textiles, electrostimulation, forearm phantom, resistance measurement, textile electrodes.

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Authors: Nasser Erfani Majd, Mojtaba Lotfizad

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In this paper, an ultra low power and low jitter 12bit CMOS digitally controlled oscillator (DCO) design is presented. Based on a ring oscillator implemented with low power Schmitt trigger based inverters. Simulation of the proposed DCO using 32nm CMOS Predictive Transistor Model (PTM) achieves controllable frequency range of 550MHz~830MHz with a wide linearity and high resolution. Monte Carlo simulation demonstrates that the time-period jitter due to random power supply fluctuation is under 31ps and the power consumption is 0.5677mW at 750MHz with 1.2V power supply and 0.53-ps resolution. The proposed DCO has a good robustness to voltage and temperature variations and better linearity comparing to the conventional design.

Keywords: digitally controlled oscillator (DCO), low power, jitter; good linearity, robust

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Authors: Melvin Chan, Chew Lee Teo

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There has been a growing emphasis in elevating the teachers’ proficiency and competencies through continuing professional development (CPD) opportunities. In this era of a Volatile, Uncertain, Complex, Ambiguous (VUCA) world, teachers are expected to be collaborative designers, critical thinkers and creative builders. However, many of the CPD structures are still revolving in the model of transmission, which stands in contradiction to the cultivation of future-ready teachers for the innovative world of emerging technologies. This article puts forward the framing of CPD through a Principle-Based, Technological-Driven Knowledge Building Approach grounded in the essence of andragogy and progressive learning theories where growth is best exemplified through an authentic immersion in a social/community experience-based setting. Putting this Knowledge Building Professional Development Model (KBPDM) in operation via a Professional Learning Team (PLT) situated in a Secondary School in Singapore, research findings reveal that the intervention has led to a fundamental change in the learning paradigm of the teachers, henceforth equipping and empowering them successfully in their pedagogical design and practices for a 21^st century classroom experience. This article concludes with the possibility in leveraging the Learning Analytics to deepen the CPD experiences for educators.

Keywords: Continual professional development, knowledge building, learning paradigm, andragogy.

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Authors: Wei Chen, Cui-you Yao, Yue Qiu

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This paper deals with a portfolio selection problem based on the possibility theory under the assumption that the returns of assets are LR-type fuzzy numbers. A possibilistic portfolio model with transaction costs is proposed, in which the possibilistic mean value of the return is termed measure of investment return, and the possibilistic variance of the return is termed measure of investment risk. Due to considering transaction costs, the existing traditional optimization algorithms usually fail to find the optimal solution efficiently and heuristic algorithms can be the best method. Therefore, a particle swarm optimization is designed to solve the corresponding optimization problem. At last, a numerical example is given to illustrate our proposed effective means and approaches.

Keywords: Possibility theory, portfolio selection, transaction costs, particle swarm optimization.

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Authors: F.J. Suárez, J.C. Granda, J. Molleda, D.F. García

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A prototype for audio and video capture and compression in real time on a Linux platform has been developed. It is able to visualize both the captured and the compressed video at the same time, as well as the captured and compressed audio with the goal of comparing their quality. As it is based on free code, the final goal is to run it in an embedded system running Linux. Therefore, we would implement a node to capture and compress such multimedia information. Thus, it would be possible to consider the project within a larger one aimed at live broadcast of audio and video using a streaming server which would communicate with our node. Then, we would have a very powerful and flexible system with several practical applications.

Keywords: Audio and video compression, Linux platform, live streaming, real time, visualization of captured and compressed video.

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Authors: Cherif Haddad, Faouzi Ben Charrada

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Large-scale systems such as Grids offer infrastructures for both data distribution and parallel processing. The use of Grid infrastructures is a more recent issue that is already impacting the Distributed Database Management System industry. In DBMS, distributed query processing has emerged as a fundamental technique for ensuring high performance in distributed databases. Database placement is particularly important in large-scale systems because it reduces communication costs and improves resource usage. In this paper, we propose a dynamic database placement policy that depends on query patterns and Grid sites capabilities. We evaluate the performance of the proposed database placement policy using simulations. The obtained results show that dynamic database placement can significantly improve the performance of distributed query processing.

Keywords: Large-scale systems, Grid environment, Distributed Databases, Distributed query processing, Database placement

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Authors: Marc Sango, Olimpia Hoinaru, Christophe Gransart, Laurence Duchien

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Ontologies offer a means for representing and sharing information in many domains, particularly in complex domains. For example, it can be used for representing and sharing information of System Requirement Specification (SRS) of complex systems like the SRS of ERTMS/ETCS written in natural language. Since this system is a real-time and critical system, generic ontologies, such as OWL and generic ERTMS ontologies provide minimal support for modeling temporal information omnipresent in these SRS documents. To support the modeling of temporal information, one of the challenges is to enable representation of dynamic features evolving in time within a generic ontology with a minimal redesign of it. The separation of temporal information from other information can help to predict system runtime operation and to properly design and implement them. In addition, it is helpful to provide a reasoning and querying techniques to reason and query temporal information represented in the ontology in order to detect potential temporal inconsistencies. To address this challenge, we propose a lightweight 3-layer temporal Quality of Service (QoS) ontology for representing, reasoning and querying over temporal and non-temporal information in a complex domain ontology. Representing QoS entities in separated layers can clarify the distinction between the non QoS entities and the QoS entities in an ontology. The upper generic layer of the proposed ontology provides an intuitive knowledge of domain components, specially ERTMS/ETCS components. The separation of the intermediate QoS layer from the lower QoS layer allows us to focus on specific QoS Characteristics, such as temporal or integrity characteristics. In this paper, we focus on temporal information that can be used to predict system runtime operation. To evaluate our approach, an example of the proposed domain ontology for handover operation, as well as a reasoning rule over temporal relations in this domain-specific ontology, are presented.

Keywords: System Requirement Specification, ERTMS/ETCS, Temporal Ontologies, Domain Ontologies.

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Authors: Kyung-Jung Lee, Hyun-Sik Ahn

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This paper suggests a design methodology for the hardware and software of the electronic control unit (ECU) of safety-critical vehicle applications such as braking and steering. The architecture of the hardware is a high integrity system such thatit incorporates a high performance 32-bit CPU and a separate peripheral controlprocessor (PCP) together with an external watchdog CPU. Communication between the main CPU and the PCP is executed via a common area of RAM and events on either processor which are invoked by interrupts. Safety-related software is also implemented to provide a reliable, self-testing computing environment for safety critical and high integrity applications. The validity of the design approach is shown by using the hardware-in-the-loop simulation (HILS)for electric power steering(EPS) systemswhich consists of the EPS mechanism, the designed ECU, and monitoring tools.

Keywords: Electronic control unit, electric power steering, functional safety, hardware-in-the-loop simulation.

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Authors: Bibhya Sharma, Jito Vanualailai, Jai Raj

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This paper proposes a new obstacle and collision avoidance control laws for a three-dimensional swarm of boids. The swarm exhibit collective emergent behaviors whilst avoiding the obstacles in the workspace. While flocking, animals group up in order to do various tasks and even a greater chance of evading predators. A generalized algorithms for attraction to the centroid, inter-individual swarm avoidance and obstacle avoidance is designed in this paper. We present a set of new continuous time-invariant velocity control laws is presented which is formulated via the Lyapunov-based control scheme. The control laws proposed in this paper also ensures practical stability of the system. The effectiveness of the proposed control laws is demonstrated via computer simulations

 

Keywords: Lyapunov-based Control Scheme, Motion planning, Practical stability, Swarm.

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Authors: Yue Wang, Jixin Ma, Brian Knight

Abstract:

This paper presents a visualized computer aided case tool for non-expert, called Visual Time, for representing and reasoning about incomplete and uncertain temporal information. It is both expressive and versatile, allowing logical conjunctions and disjunctions of both absolute and relative temporal relations, such as “Before”, “Meets”, “Overlaps”, “Starts”, “During”, and “Finishes”, etc. In terms of a visualized framework, Visual Time provides a user-friendly environment for describing scenarios with rich temporal structure in natural language, which can be formatted as structured temporal phrases and modeled in terms of Temporal Relationship Diagrams (TRD). A TRD can be automatically and visually transformed into a corresponding Time Graph, supported by automatic consistency checker that derives a verdict to confirm if a given scenario is temporally consistent or inconsistent.

Keywords: Time Visualization, Uncertainty, Incompleteness, Consistency Checking.

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Authors: Pil Woo Heo, In Sub Park

Abstract:

Water contains oxygen which may make a human breathe under water like a fish. Centrifugal separator can separate dissolved gases from water. Carrier solution can increase the separation of dissolved oxygen from water. But, to develop an breathing device for a human under water, the enhancement of separation of dissolved gases including oxygen and portable devices which have dc battery based device and proper size are needed. In this study, we set up experimental device for analyzing separation characteristics of dissolved gases including oxygen from water using a battery based portable vacuum pump. We characterized vacuum state, flow rate of separation of dissolved gases and oxygen concentration which were influenced by the manufactured vacuum pump.

Keywords: Portable, breathing, water, separation, battery.

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Authors: S. Heydari, H. Sharififard, M. Nabavinia, H. Kiani, M. Parvizi

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Rapid industrialization has led to increased disposal of heavy metals into the environment. Activated carbon adsorption has proven to be an effective process for the removal of trace metal contaminants from aqueous media. This paper was investigated chromium adsorption efficiency by commercial activated carbon. The sorption studied as a function of activated carbon particle size, dose of activated carbon and initial pH of solution. Adsorption tests for the effects of these factors were designed with Taguchi approach. According to the Taguchi parameter design methodology, L9 orthogonal array was used. Analysis of experimental results showed that, the most influential factor was initial pH of solution. The optimum conditions for chromium adsorption by activated carbons were found to be as follows: initial feed pH 6, adsorbent particle size 0.412 mm and activated carbon dose 6 g/l. Under these conditions, nearly %100 of chromium ions was adsorbed by activated carbon after 2 hours.

Keywords: Chromium, Adsorption, Taguchi method, Activated carbon.

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Authors: Ashutosh Kumar Rai, Naveen Kumar, Bhupendra Singh Chauhan

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Increased energy demand and the concern about environment friendly technology, renewable bio-fuels are better alternative to petroleum products. In the present study linseed oil was used as alternative source for diesel engine fuel and the results were compared with baseline data of neat diesel. Performance parameters such as brake thermal efficiency (BTE) and brake specific fuel consumption (BSFC) and emissions parameters such as CO, unburned hydro carbon (UBHC), NOx, CO2 and exhaust temperature were compared. BTE of the engine was lower and BSFC was higher when the engine was fueled with Linseed oil compared to diesel fuel. Emission characteristics are better than diesel fuel. NOx formation by using linseed oil during the experiment was lower than diesel fuel. Linseed oil is non edible oil, so it can be used as an extender of diesel fuel energy source for small and medium energy needs.

Keywords: Bio-fuel, exhaust emission, linseed oil, triglyceride.

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Authors: Nawfal A. Mehdi, Ali Mamat, Hamidah Ibrahim, Shamala K. Syrmabn

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The increase on the demand of IT resources diverts the enterprises to use the cloud as a cheap and scalable solution. Cloud computing promises achieved by using the virtual machine as a basic unite of computation. However, the virtual machine pre-defined settings might be not enough to handle jobs QoS requirements. This paper addresses the problem of mapping jobs have critical start deadlines to virtual machines that have predefined specifications. These virtual machines hosted by physical machines and shared a fixed amount of bandwidth. This paper proposed an algorithm that uses the idle virtual machines bandwidth to increase the quote of other virtual machines nominated as executors to urgent jobs. An algorithm with empirical study have been given to evaluate the impact of the proposed model on impatient jobs. The results show the importance of dynamic bandwidth allocation in virtualized environment and its affect on throughput metric.

Keywords: Insufficient bandwidth, virtual machine, cloudprovider, impatient jobs.

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Authors: Olga V. Kharchenko

Abstract:

Applicability of a KTA crystal-based laser system with optical parametric oscillators (OPO) generation to lidar sounding of the atmosphere in the spectral range 3–4 µm is studied in this work. A technique based on differential absorption lidar (DIAL) method and differential optical absorption spectroscopy (DOAS) is developed for lidar sounding of trace atmospheric gases (TAG). The DIAL-DOAS technique is tested to estimate its efficiency for lidar sounding of atmospheric trace gases.

Keywords: Atmosphere, lidar sounding, DIAL, DOAS, trace gases, nonlinear crystal.

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Authors: Rupesh K. Gopal, Saroj K. Meher

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In this report we present a rule-based approach to detect anomalous telephone calls. The method described here uses subscriber usage CDR (call detail record) data sampled over two observation periods: study period and test period. The study period contains call records of customers- non-anomalous behaviour. Customers are first grouped according to their similar usage behaviour (like, average number of local calls per week, etc). For customers in each group, we develop a probabilistic model to describe their usage. Next, we use maximum likelihood estimation (MLE) to estimate the parameters of the calling behaviour. Then we determine thresholds by calculating acceptable change within a group. MLE is used on the data in the test period to estimate the parameters of the calling behaviour. These parameters are compared against thresholds. Any deviation beyond the threshold is used to raise an alarm. This method has the advantage of identifying local anomalies as compared to techniques which identify global anomalies. The method is tested for 90 days of study data and 10 days of test data of telecom customers. For medium to large deviations in the data in test window, the method is able to identify 90% of anomalous usage with less than 1% false alarm rate.

Keywords: Subscription fraud, fraud detection, anomalydetection, maximum likelihood estimation, rule based systems.

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Authors: Bernd Kiefer, Abraham Gebru Tesfay, Dietrich Klakow

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The motivation of our work is to detect different terrain types traversed by a robot based on acoustic data from the robot-terrain interaction. Different acoustic features and classifiers were investigated, such as Mel-frequency cepstral coefficient and Gamma-tone frequency cepstral coefficient for the feature extraction, and Gaussian mixture model and Feed forward neural network for the classification. We analyze the system’s performance by comparing our proposed techniques with some other features surveyed from distinct related works. We achieve precision and recall values between 87% and 100% per class, and an average accuracy at 95.2%. We also study the effect of varying audio chunk size in the application phase of the models and find only a mild impact on performance.

Keywords: Terrain classification, acoustic features, autonomous robots, feature extraction.

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Authors: Abiodun M. Aibinu, Momoh J. E. Salami, Amir A. Shafie, Athaur Rahman Najeeb

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Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN also gives accurate in computing the coefficients of an ARMA system.

Keywords: Autoregressive moving average, coefficients, back propagation, model parameters, neural network, weight.

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Authors: Hu Haibo, Liu Yi, He Ming

Abstract:

The binary phase-only filter digital watermarking embeds the phase information of the discrete Fourier transform of the image into the corresponding magnitudes for better image authentication. The paper proposed an approach of how to implement watermark embedding by quantizing the magnitude, with discussing how to regulate the quantization steps based on the frequencies of the magnitude coefficients of the embedded watermark, and how to embed the watermark at low frequency quantization. The theoretical analysis and simulation results show that algorithm flexibility, security, watermark imperceptibility and detection performance of the binary phase-only filter digital watermarking can be effectively improved with quantization based watermark embedding, and the robustness against JPEG compression will also be increased to some extent.

Keywords: binary phase-only filter, discrete Fourier transform, digital watermarking, image authentication, quantization.

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Authors: Joabe Silva, Ginalber Serra

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This paper proposes the analysis and design of robust fuzzy control to Stochastic Parametrics Uncertaint Linear systems. This system type to be controlled is partitioned into several linear sub-models, in terms of transfer function, forming a convex polytope, similar to LPV (Linear Parameters Varying) system. Once defined the linear sub-models of the plant, these are organized into fuzzy Takagi- Sugeno (TS) structure. From the Parallel Distributed Compensation (PDC) strategy, a mathematical formulation is defined in the frequency domain, based on the gain and phase margins specifications, to obtain robust PI sub-controllers in accordance to the Takagi- Sugeno fuzzy model of the plant. The main results of the paper are based on the robust stability conditions with the proposal of one Axiom and two Theorems.

Keywords: Fuzzy Systems; Robust Stability, Stochastic Control, Stochastic Process

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Authors: Moustafa Osman Mohamed

Abstract:

This paper will explore the influence of energy sector in Arab Republic of Egypt which has shared its responsibilities of many environmental challenges as the second largest economy in the Middle East (after Iran). Air and water pollution, desertification, inadequate disposal of solid waste and damage to coral reefs are serious problems that influence environmental management in Egypt. The intensive reliance of high population density and strong industrial growth are wearing Egypt's resources, and the rapidly-growing population has forced Egypt to breakdown agricultural land to residential and relevant use of commercial ingestion. The depletion effects of natural resources impose the government to apply innovation techniques in emission control and focus on sustainability. The cogeneration will be presented to control thermal losses and increase efficiency of energy power system.

Keywords: Cogeneration, energy indicators, power plant, electricity, environmental loads, environmental impact assessment.

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Authors: Vilma Zydziunaite, Vaida Jurgile

Abstract:

The concept of teacher leadership refers to professional actors (employees and leaders) who can exercise control over or influence their work and its environment. The particular interest of the current research is gaining an understanding of how teachers experience leadership through educational interactions with students in a classroom. The aim of the research is to identify how teachers experience leadership in their everyday professional life through educational interactions with students in a classroom. Research questions are focused on essences of teacher leadership what are experienced by school teachers. The lifeworld research was performed in the study. 24 teachers participated in qualitative research. Data were collected via semi-structured interviews and analysed by using phenomenological analysis. Findings highlight aspects of teacher leadership through educational interactions with students in a classroom through the contribution to learning and teaching, authenticity, influence, empowerment, respect, equality, acknowledgement, resentment.

Keywords: Classroom, educational interaction, lifeworld research, teacher leadership.

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Authors: S. Botman, D. Borchevkin, V. Petrov, E. Bogdanov, M. Patrushev, N. Shusharina

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In this paper, we report the development of the device for diagnostics of cardiovascular system state and associated automated workstation for large-scale medical measurement data collection and analysis. It was shown that optimal design for the monitoring device is wristband as it represents engineering trade-off between accuracy and usability. Monitoring device is based on the infrared reflective photoplethysmographic sensor, which allows collecting multiple physiological parameters, such as heart rate and pulsing wave characteristics. Developed device uses BLE interface for medical and supplementary data transmission to the coupled mobile phone, which processes it and send it to the doctor's automated workstation. Results of this experimental model approbation confirmed the applicability of the proposed approach.

Keywords: Cardiovascular diseases, health monitoring systems, photoplethysmography, pulse wave, remote diagnostics.

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Authors: Adriana Estokova, Lenka Palascakova, Martina Kovalcikova

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Cement is a basic material used for building construction. Chromium as an indelible non-volatile trace element of raw materials occurs in cement clinker in the trivalent or hexavalent form. Hexavalent form of chromium is harmful and allergenic having very high water solubility and thus can easily come into contact with the human skin. The paper is aimed at analyzing the content of total chromium in Portland cements and leaching rate of hexavalent chromium in various leachants: Deionized water, Britton-Robinson buffer, used to simulate the natural environment, and hydrochloric acid (HCl). The concentration of total chromium in Portland cement samples was in a range from 173.2 to 218.5 mg/kg. The content of dissolved hexavalent chromium ranged 0.23-3.19, 2.0-5.78 and 8.88-16.25 mg/kg in deionized water, Britton-Robinson solution and hydrochloric acid, respectively. The calculated leachable fraction of Cr(VI) from cement samples was observed in the range 0.1--7.58 %.

Keywords: Cement, hexavalent chromium, leaching, total chromium.

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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: 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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Authors: Moussa Hamdan, Abdulati Abdullah

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This paper presents an investigation of the fabrication of the optical devices in terms of their characteristics based on the use of the electromagnetic waves. Planar waveguides are used to examine the field modes (bound modes) and the parameters required for this structure. The modifications are conducted on surface plasmons based waveguides. Simple symmetric dielectric slab structure is used and analyzed in terms of transverse electric mode (TE-Mode) and transverse magnetic mode (TM-Mode. The paper presents mathematical and numerical solutions for solving simple symmetric plasmons and provides simulations of surface plasmons for field confinement. Asymmetric TM-mode calculations for dielectric surface plasmons are also provided.

Keywords: Surface plasmons, optical waveguides, semiconductor lasers, refractive index, slab dialectical.

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