Search results for: social-economic variables
722 The Strengths and Limitations of the Statistical Modeling of Complex Social Phenomenon: Focusing on SEM, Path Analysis, or Multiple Regression Models
Authors: Jihye Jeon
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This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.Keywords: Multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9250721 A Study of Hamilton-Jacobi-Bellman Equation Systems Arising in Differential Game Models of Changing Society
Authors: Weihua Ruan, Kuan-Chou Chen
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This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.Keywords: Differential games, Hamilton-Jacobi-Bellman equations, infinite horizon, political-economy models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1056720 Low Power Bus Binding Based on Dynamic Bit Reordering
Authors: Jihyung Kim, Taejin Kim, Sungho Park, Jun-Dong Cho
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In this paper, the problem of reducing switching activity in on-chip buses at the stage of high-level synthesis is considered, and a high-level low power bus binding based on dynamic bit reordering is proposed. Whereas conventional methods use a fixed bit ordering between variables within a bus, the proposed method switches a bit ordering dynamically to obtain a switching activity reduction. As a result, the proposed method finds a binding solution with a smaller value of total switching activity (TSA). Experimental result shows that the proposed method obtains a binding solution having 12.0-34.9% smaller TSA compared with the conventional methods.Keywords: bit reordering, bus binding, low power, switching activity matrix
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1304719 Optimization of Extraction of Phenolic Compounds from Avicennia marina (Forssk.)Vierh using Response Surface Methodology
Authors: V.Bharathi, Jamila Patterson, R.Rajendiran
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Optimization of extraction of phenolic compounds from Avicennia marina using response surface methodology was carried out during the present study. Five levels, three factors rotatable design (CCRD) was utilized to examine the optimum combination of extraction variables based on the TPC of Avicennia marina leaves. The best combination of response function was 78.41 °C, drying temperature; 26.18°C; extraction temperature and 36.53 minutes of extraction time. However, the procedure can be promptly extended to the study of several others pharmaceutical processes like purification of bioactive substances, drying of extracts and development of the pharmaceutical dosage forms for the benefit of consumers.Keywords: Avicennia marina, Central Composite RotatableDesign (CCRD), Response Surface Methodology, Total Phenoliccontents (TPC)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2066718 Kalman Filter Design in Structural Identification with Unknown Excitation
Authors: Z. Masoumi, B. Moaveni
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This article is about first step of structural health monitoring by identifying structural system in the presence of unknown input. In the structural system identification, identification of structural parameters such as stiffness and damping are considered. In this study, the Kalman filter (KF) design for structural systems with unknown excitation is expressed. External excitations, such as earthquakes, wind or any other forces are not measured or not available. The purpose of this filter is its strengths to estimate the state variables of the system in the presence of unknown input. Also least squares estimation (LSE) method with unknown input is studied. Estimates of parameters have been adopted. Finally, using two examples advantages and drawbacks of both methods are studied.
Keywords: Structural health monitoring, Kalman filter, Least square estimation, structural system identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2287717 A P-SPACE Algorithm for Groebner Bases Computation in Boolean Rings
Authors: Quoc-Nam Tran
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The theory of Groebner Bases, which has recently been honored with the ACM Paris Kanellakis Theory and Practice Award, has become a crucial building block to computer algebra, and is widely used in science, engineering, and computer science. It is wellknown that Groebner bases computation is EXP-SPACE in a general setting. In this paper, we give an algorithm to show that Groebner bases computation is P-SPACE in Boolean rings. We also show that with this discovery, the Groebner bases method can theoretically be as efficient as other methods for automated verification of hardware and software. Additionally, many useful and interesting properties of Groebner bases including the ability to efficiently convert the bases for different orders of variables making Groebner bases a promising method in automated verification.Keywords: Algorithm, Complexity, Groebner basis, Applications of Computer Science.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1833716 Injury Prediction for Soccer Players Using Machine Learning
Authors: Amiel Satvedi, Richard Pyne
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Injuries in professional sports occur on a regular basis. Some may be minor while others can cause huge impact on a player’s career and earning potential. In soccer, there is a high risk of players picking up injuries during game time. This research work seeks to help soccer players reduce the risk of getting injured by predicting the likelihood of injury while playing in the near future and then providing recommendations for intervention. The injury prediction tool will use a soccer player’s number of minutes played on the field, number of appearances, distance covered and performance data for the current and previous seasons as variables to conduct statistical analysis and provide injury predictive results using a machine learning linear regression model.
Keywords: Injury predictor, soccer injury prevention, machine learning in soccer, big data in soccer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1747715 Daily Global Solar Radiation Modeling Using Multi-Layer Perceptron (MLP) Neural Networks
Authors: Seyed Fazel Ziaei Asl, Ali Karami, Gholamreza Ashari, Azam Behrang, Arezoo Assareh, N.Hedayat
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Predict daily global solar radiation (GSR) based on meteorological variables, using Multi-layer perceptron (MLP) neural networks is the main objective of this study. Daily mean air temperature, relative humidity, sunshine hours, evaporation, wind speed, and soil temperature values between 2002 and 2006 for Dezful city in Iran (32° 16' N, 48° 25' E), are used in this study. The measured data between 2002 and 2005 are used to train the neural networks while the data for 214 days from 2006 are used as testing data.
Keywords: Multi-layer Perceptron (MLP) Neural Networks;Global Solar Radiation (GSR), Meteorological Parameters, Prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2983714 Estimation of Fecundity and Gonadosomatic Index of Terapon jarbua from Pondicherry Coast, India
Authors: R. Nandikeswari, M. Sambasivam, V. Anandan
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In the present study fecundity of Terapon jarbua was estimated for 41 matured females from the Bay of Bengal, Pondicherry. The fecundity (F) was found to range from 13,475 to 115,920 in fishes between 173-278mm Total length (TL) and 65- 298 gm weight respectively. The co-efficient of correlation for F/TL (log F = - 4.821 + 4.146 log TL), F/SL (log F = -3.936 + 3.867 log SL), F/WF (log F = 1.229 + 0.730 log TW) and F/GW (log F = 0.724 + 1.113 log GW) were obtained as 0.474, 0.537, 0.641 and 0.908 respectively. The regression line for the TL, SL, WF and GW of the fishes were found to be linear when they were plotted against their fecundity on logarithmic scales. Highly significant (P<0.01) relationship was obtained for all the variables. Hence Total Length, Standard Length, Weight of Fish and Gonad Weight were found to be the best indicators of the fecundity of Terapon jarbua. Gonadosomatic indices of Terapon jarbua showed that the spawning took place in February to July. The overall sex ratio of male to female is 1.28:1 with chi-square value 5.719, significant at 5% level.
Keywords: Fecundity, Gonadosomatic index, Reproductive biology, spawning, Terapon jarbua.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4110713 The Effectiveness of Metaphor Therapy on Depression among Female Students
Authors: Marzieh Talebzadeh Shoushtari
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The present study aimed to determine the effectiveness of Metaphor therapy on depression among female students. The sample included 60 female students with depression symptoms selected by simple sampling and randomly divided into two equal groups (experimental and control groups). Beck Depression Inventory was used to measure the variables. This was an experimental study with a pre-test/post-test design with control group. Eight metaphor therapy sessions were held for the experimental group. A post-test was administered to both groups. Data were analyzed using multivariate analysis of covariance (MANCOVA). Results showed that the Metaphor therapy decreased depression in the experimental group compared to the control group.Keywords: Metaphor therapy, depression, female, students.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2743712 Role of Credit on Production Efficiency of Farming Sector in Pakistan(A Data Envelopment Analysis)
Authors: Saima Ayaz, Zakir Hussain, Maqbool Hussain Sial
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The study identified the sources of production inefficiency of the farming sector in district Faisalabad in the Punjab province of Pakistan. Data Envelopment Analysis (DEA) technique was utilized at farm level survey data of 300 farmers for the year 2009. The overall mean efficiency score was 0.78 indicating 22 percent inefficiency of the sample farmers. Computed efficiency scores were then regressed on farm specific variables using Tobit regression analysis. Farming experience, education, access to farming credit, herd size and number of cultivation practices showed constructive and significant effect on the farmer-s technical efficiency.Keywords: Agricultural credit, DEA, Technical efficiency, Tobit analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2351711 A Practical Method for Load Balancing in the LV Distribution Networks Case Study: Tabriz Electrical Network
Authors: A. Raminfard, S. M. Shahrtash
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In this paper, a new efficient method for load balancing in low voltage distribution systems is presented. The proposed method introduces an improved Leap-frog method for optimization. The proposed objective function includes the difference between three phase currents, as well as two other terms to provide the integer property of the variables; where the latter are the status of the connection of loads to different phases. Afterwards, a new algorithm is supplemented to undertake the integer values for the load connection status. Finally, the method is applied to different parts of Tabriz low voltage network, where the results have shown the good performance of the proposed method.
Keywords: Load balancing, improved leap-frog method, optimization algorithm, low voltage distribution systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3424710 An Empirical Quest for Linkages between HPWS and Employee Behaviors – a Perspective from the Non Managerial Employees in Japanese Organizations
Authors: Kaushik Chaudhuri
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High Performance Work Systems (HPWS) generally give rise to positive impacts on employees by increasing their commitments in workplaces. While some argued this actually have considerable negative impacts on employees with increasing possibilities of imposing strains caused by stress and intensity of such work places. Do stressful workplaces hamper employee commitment? The author has tried to find the answer by exploring linkages between HPWS practices and its impact on employees in Japanese organizations. How negative outcomes like job intensity and workplaces and job stressors can influence different forms of employees- commitments which can be a hindrance to their performance. Design: A close ended questionnaire survey was conducted amongst 16 large, medium and small sized Japanese companies from diverse industries around Chiba, Saitama, and Ibaraki Prefectures and in Tokyo from the month of October 2008 to February 2009. Questionnaires were aimed to the non managerial employees- perceptions of HPWS practices, their behavior, working life experiences in their work places. A total of 227 samples are used for analysis in the study. Methods: Correlations, MANCOVA, SEM Path analysis using AMOS software are used for data analysis in this study. Findings: Average non-managerial perception of HPWS adoption is significantly but negatively correlated to both work place Stressors and Continuous commitment, but positively correlated to job Intensity, Affective, Occupational and Normative commitments in different workplaces at Japan. The path analysis by SEM shows significant indirect relationship between Stressors and employee Affective organizational commitment and Normative organizational commitments. Intensity also has a significant indirect effect on Occupational commitments. HPWS has an additive effect on all the outcomes variables. Limitations: The sample size in this study cannot be a representative to the entire population of non-managerial employees in Japan. There were no respondents from automobile, pharmaceuticals, finance industries. The duration of the survey coincided in a period when Japan as most of the other countries is under going recession. Biases could not be ruled out completely. We must take cautions in interpreting the results of studies as they cannot be generalized. And the path analysis cannot provide the complete causality of the inter linkages between the variables used in the study. Originality: There have been limited studies on linkages in HPWS adoptions and their impacts on employees- behaviors and commitments in Japanese workplaces. This study may provide some ingredients for further research in the fields of HRM policies and practices and their linkages on different forms of employees- commitments.
Keywords: HPWS, Job Intensity, Job and workplace Stressors, Continuous commitment, Affective commitment, Occupational commitment, Japan.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2243709 Bank Loans and the Business Cycle: The Case of the Czech Republic
Authors: Libena Cernohorska, Jan Cernohorsky
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This article aims to evaluate the impact of loans provided within the Czech banking sector on the growth of the Czech economy. The article is based on research of current scientific findings in respect to bank loans and economic development. The paper is based on data taken from the Czech Statistical Office on the development of the gross domestic product and data from the Czech National Bank on the development of loans from the period 2004-2015. Links between selected variables are tested using Granger causality tests. The results calculated confirm the hypothesis of the impact of the loans on economic growth, with a six-month delay. The results thus correspond to the standard economic findings and results of most previous studies.
Keywords: Bank, business cycle, economic growth, loans.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 668708 Optimization of NaOH Thermo-Chemical Pretreatment to Enhance Solubilisation of Organic Food Waste by Response Surface Methodology
Authors: H. Junoh, K. Palanisamy, C. H. Yip, F. L. Pua
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This study investigates the influence of low temperature thermo-chemical pretreatment of organic food waste on performance of COD solubilisation. Both temperature and alkaline agent were reported to have effect on solubilizing any possible biomass including organic food waste. The three independent variables considered in this pretreatment were temperature (50-90oC), pretreatment time (30-120 minutes) and alkaline concentration, sodium hydroxide, NaOH (0.7-15 g/L). The maximal condition obtained were 90oC, 15 g/L NaOH for 2 hours. Solubilisation has potential in enhancing methane production by providing high amount of soluble components at early stage during anaerobic digestion.
Keywords: Food waste, pretreatments, respond surface methodology, ANOVA, anaerobic digestion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2285707 Kinematics and Control System Design of Manipulators for a Humanoid Robot
Authors: S. Parasuraman
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In this work, a new approach is proposed to control the manipulators for Humanoid robot. The kinematics of the manipulators in terms of joint positions, velocity, acceleration and torque of each joint is computed using the Denavit Hardenberg (D-H) notations. These variables are used to design the manipulator control system, which has been proposed in this work. In view of supporting the development of a controller, a simulation of the manipulator is designed for Humanoid robot. This simulation is developed through the use of the Virtual Reality Toolbox and Simulink in Matlab. The Virtual Reality Toolbox in Matlab provides the interfacing and controls to an environment which is developed based on the Virtual Reality Modeling Language (VRML). Chains of bones were used to represent the robot.Keywords: Mobile robot, Robot Kinematics, Robot Navigation, MATLAB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1598706 On-The-Spot Spectators- Motivations, Experiences, and Satisfactions at the 2011 TPGA Ever Rich Championship – North Bay Open
Authors: Li-Wei Liu, Cheng-Yu Tsai, Ming-Tsang Wu
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The study investigated the 2011 TPGA Ever Rich Championship – North Bay Open spectators- on-the-site spectating motivations, experiences, and satisfactions. The research was conducted on a convenience sample of the on-the-spot spectators at the North Bay Golf and Country Club. A total of 200 questionnaires were distributed, of which 185 valid questionnaires were collected, approaching a 92.5% response rate. The data obtained was analyzed with statistical techniques. First, the data showed significant differences in motivations, experiences, and satisfactions relative to demographic variables among the on-the-spot spectators. Second, spectating motivation, experience, and satisfaction were significantly related to one another.Keywords: Spectating motivation, spectating experience, spectating satisfaction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1287705 Application of Artificial Neural Network for Predicting Maintainability Using Object-Oriented Metrics
Authors: K. K. Aggarwal, Yogesh Singh, Arvinder Kaur, Ruchika Malhotra
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Importance of software quality is increasing leading to development of new sophisticated techniques, which can be used in constructing models for predicting quality attributes. One such technique is Artificial Neural Network (ANN). This paper examined the application of ANN for software quality prediction using Object- Oriented (OO) metrics. Quality estimation includes estimating maintainability of software. The dependent variable in our study was maintenance effort. The independent variables were principal components of eight OO metrics. The results showed that the Mean Absolute Relative Error (MARE) was 0.265 of ANN model. Thus we found that ANN method was useful in constructing software quality model.
Keywords: Software quality, Measurement, Metrics, Artificial neural network, Coupling, Cohesion, Inheritance, Principal component analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2573704 Network Anomaly Detection using Soft Computing
Authors: Surat Srinoy, Werasak Kurutach, Witcha Chimphlee, Siriporn Chimphlee
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One main drawback of intrusion detection system is the inability of detecting new attacks which do not have known signatures. In this paper we discuss an intrusion detection method that proposes independent component analysis (ICA) based feature selection heuristics and using rough fuzzy for clustering data. ICA is to separate these independent components (ICs) from the monitored variables. Rough set has to decrease the amount of data and get rid of redundancy and Fuzzy methods allow objects to belong to several clusters simultaneously, with different degrees of membership. Our approach allows us to recognize not only known attacks but also to detect activity that may be the result of a new, unknown attack. The experimental results on Knowledge Discovery and Data Mining- (KDDCup 1999) dataset.Keywords: Network security, intrusion detection, rough set, ICA, anomaly detection, independent component analysis, rough fuzzy .
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1955703 Stealth Laser Dicing Process Improvement via Shuffled Frog Leaping Algorithm
Authors: Pongchanun Luangpaiboon, Wanwisa Sarasang
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In this paper, performances of shuffled frog leaping algorithm was investigated on the stealth laser dicing process. Effect of problem on the performance of the algorithm was based on the tolerance of meandering data. From the customer specification it could be less than five microns with the target of zero microns. Currently, the meandering levels are unsatisfactory when compared to the customer specification. Firstly, the two-level factorial design was applied to preliminarily study the statistically significant effects of five process variables. In this study one influential process variable is integer. From the experimental results, the new operating condition from the algorithm was superior when compared to the current manufacturing condition.
Keywords: Stealth Laser Dicing Process, Meandering, Metaheuristics, Shuffled Frog Leaping Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2633702 Stabilization and Control of a UAV Flight Attitude Angles using the Backstepping Method
Authors: Mihai Lungu
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The paper presents the design of a mini-UAV attitude controller using the backstepping method. Starting from the nonlinear dynamic equations of the mini-UAV, by using the backstepping method, the author of this paper obtained the expressions of the elevator, rudder and aileron deflections, which stabilize the UAV, at each moment, to the desired values of the attitude angles. The attitude controller controls the attitude angles, the angular rates, the angular accelerations and other variables that describe the UAV longitudinal and lateral motions. To design the nonlinear controller, by using the backstepping technique, the nonlinear equations and the Lyapunov analysis have been directly used. The designed controller has been implemented in Matlab/Simulink environment and its effectiveness has been tested with a campaign of numerical simulations using data from the UAV flight tests. The obtained results are very good and they are better than the ones found in previous works.Keywords: Attitude angles, Backstepping, Controller, UAV.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2407701 Aggressive Interactions in Hospital Emergency Units
Authors: C. Blatier, M. El Methni, F. Carpentier, S. Abdellaoui, C. Kock, M. Maillard
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International literature emphasizes on the concern regarding the phenomenon of aggression in hospital. This paper focuses on the reality of aggressive interactions reigning within an emergency triage involving three chaps of protagonists: the professionals, the patients and their carers. The data collection was made from a grid of observation, in which the various variables exposed in the literature were integrated. They observations took place around the clock, for three weeks, at the rate of one week a month. In this research 331 aggressive interactions have been listed and analyzed by means of the software SPSS. This research is one of the very few continuous observation surveys in the literature. It shows the various human factors at play in the emergence of aggressive interaction. The data may be used both for taking steps in primary prevention, thanks to the analysis of interaction modes, and in secondary prevention by integrating the useful results in situational prevention.
Keywords: Aggressive interaction, emergency unit, observational study.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2001700 Comparative Study - Three Artificial Intelligence Techniques for Rain Domain in Precipitation Forecast
Authors: Nabilah Filzah Mohd Radzuan, Andi Putra, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan
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Precipitation forecast is important in avoid incident of natural disaster which can cause loss in involved area. This review paper involves three techniques from artificial intelligence namely logistic regression, decisions tree, and random forest which used in making precipitation forecast. These combination techniques through VAR model in finding advantages and strength for every technique in forecast process. Data contains variables from rain domain. Adaptation of artificial intelligence techniques involved on rain domain enables the process to be easier and systematic for precipitation forecast.
Keywords: Logistic regression, decisions tree, random forest, VAR model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2041699 Hexagonal Honeycomb Sandwich Plate Optimization Using Gravitational Search Algorithm
Authors: A. Boudjemai, A. Zafrane, R. Hocine
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Honeycomb sandwich panels are increasingly used in the construction of space vehicles because of their outstanding strength, stiffness and light weight properties. However, the use of honeycomb sandwich plates comes with difficulties in the design process as a result of the large number of design variables involved, including composite material design, shape and geometry. Hence, this work deals with the presentation of an optimal design of hexagonal honeycomb sandwich structures subjected to space environment. The optimization process is performed using a set of algorithms including the gravitational search algorithm (GSA). Numerical results are obtained and presented for a set of algorithms. The results obtained by the GSA algorithm are much better compared to other algorithms used in this study.
Keywords: Optimization, Gravitational search algorithm, Genetic algorithm, Honeycomb plate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3291698 Application of Ant Colony Optimization for Multi-objective Production Problems
Authors: Teerapun Saeheaw, Nivit Charoenchai, Wichai Chattinnawat
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This paper proposes a meta-heuristic called Ant Colony Optimization to solve multi-objective production problems. The multi-objective function is to minimize lead time and work in process. The problem is related to the decision variables, i.e.; distance and process time. According to decision criteria, the mathematical model is formulated. In order to solve the model an ant colony optimization approach has been developed. The proposed algorithm is parameterized by the number of ant colonies and the number of pheromone trails. One example is given to illustrate the effectiveness of the proposed model. The proposed formulations; Max-Min Ant system are then used to solve the problem and the results evaluate the performance and efficiency of the proposed algorithm using simulation.
Keywords: Ant colony optimization, multi-objective problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1898697 Italian Central Guarantee Fund: An Analysis of the Guaranteed SMEs’ Default Risk
Authors: M. C. Arcuri, L. Gai, F. Ielasi
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Italian Central Guarantee Fund (CGF) has the purpose to facilitate Small and Medium-sized Enterprises (SMEs)’ access to credit. The aim of the paper is to study the evaluation method adopted by the CGF with regard to SMEs requiring its intervention. This is even more important in the light of the recent CGF reform. We analyse an initial sample of more than 500.000 guarantees from 2012 to 2018. We distinguish between a counter-guarantee delivered to a mutual guarantee institution and a guarantee directly delivered to a bank. We investigate the impact of variables related to the operations and the SMEs on Altman Z’’-score and the score consistent with CGF methodology. We verify that the type of intervention affects the scores and the initial condition changes with the new assessment criterions.
Keywords: Banks, default risk, Italian Guarantee Fund, mutual guarantee institutions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1106696 Solving Partially Monotone Problems with Neural Networks
Authors: Marina Velikova, Hennie Daniels, Ad Feelders
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In many applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. Here we consider partially monotone problems, where the target variable depends monotonically on some of the predictor variables but not all. We propose an approach to build partially monotone models based on the convolution of monotone neural networks and kernel functions. The results from simulations and a real case study on house pricing show that our approach has significantly better performance than partially monotone linear models. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.Keywords: Mixture models, monotone neural networks, partially monotone models, partially monotone problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1620695 Computational Aspects of Regression Analysis of Interval Data
Authors: Michal Cerny
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We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.
Keywords: Linear regression, interval-censored data, computational complexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1470694 Marital Interactions in Predicting Treatment Outcome in Panic Disorder with Agoraphobia
Authors: Ghassan El-Baalbaki, Claude Bélanger, Michel Perreault, Steffany J. Fredman, Donald H. Baucom
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This study had two goals. First, it investigated marital interaction variables as predictors of treatment outcome in panic disorder with agoraphobia (PDA) in sixty-five couples with one spouse suffering from PDA. Second, it analyzed the impact of PDA improvement, following therapy, on marital interaction patterns of both spouses. The partners were observed during a problem-solving task, before and after treatment. Negative behaviors at the outset of therapy, both in the PDA and the NPDA partners, predicted less improvement at post-test. It also appears that improvement in some PDA symptoms following therapy is linked to increase in the dominant behavior of the NPDA spouse and to an improvement in terms of his intrusiveness.Keywords: Communication and problem-solving skills, Emotional overinvolvement, Marital relationship, Panic disorder withagoraphobia, Treatment outcome.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1385693 Application New Approach with Two Networks Slow and Fast on the Asynchronous Machine
Authors: Samia Salah, M’hamed Hadj Sadok, Abderrezak Guessoum
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In this paper, we propose a new modular approach called neuroglial consisting of two neural networks slow and fast which emulates a biological reality recently discovered. The implementation is based on complex multi-time scale systems; validation is performed on the model of the asynchronous machine. We applied the geometric approach based on the Gerschgorin circles for the decoupling of fast and slow variables, and the method of singular perturbations for the development of reductions models.
This new architecture allows for smaller networks with less complexity and better performance in terms of mean square error and convergence than the single network model.
Keywords: Gerschgorin’s Circles, Neuroglial Network, Multi time scales systems, Singular perturbation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605