Search results for: background estimation
974 Video Quality assessment Measure with a Neural Network
Authors: H. El Khattabi, A. Tamtaoui, D. Aboutajdine
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In this paper, we present the video quality measure estimation via a neural network. This latter predicts MOS (mean opinion score) by providing height parameters extracted from original and coded videos. The eight parameters that are used are: the average of DFT differences, the standard deviation of DFT differences, the average of DCT differences, the standard deviation of DCT differences, the variance of energy of color, the luminance Y, the chrominance U and the chrominance V. We chose Euclidean Distance to make comparison between the calculated and estimated output.Keywords: video, neural network MLP, subjective quality, DCT, DFT, Retropropagation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1810973 Pedometer Development Utilizing an Accelerometer Sensor
Authors: Ling-Mei Wu, Jia-Shing Sheu, Wei-Cian Jheng, Ying-Tung Hsiao
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This paper develops a pedometer with a three-axis acceleration sensor that can be placed with any angle. The proposed pedometer measures the number of steps while users walk, jog or run. It can be worn on users’ waistband or placed within pocket or backpack. The work address to improve on the general pedometers, which can only be used in a single direction or can only count of steps without the continuous exercise judgment mechanism. Finally, experimental results confirm the superior performance of the proposed pedometer.
Keywords: Accelerometer sensor, Angle estimation, Pedometer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4707972 Evaluation of Total Cross Section of Photo-Ionization of Helium in Weak Field on Base of Trajectory Method
Authors: Alexander B. Bichkov, Valery V. Smirnov
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Total cross section of helium atom photo-ionization by weak short pulse is calculated using the variant of trajectory method, developed in our earlier work. The method enables simple estimation of total ionization probability (or cross section) without integration of differential one.
Keywords: Evaluation of Photo-Ionization, Helium, Trajectory Method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1886971 Estimating Reaction Rate Constants with Neural Networks
Authors: Benedek Kovacs, Janos Toth
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Solutions are proposed for the central problem of estimating the reaction rate coefficients in homogeneous kinetics. The first is based upon the fact that the right hand side of a kinetic differential equation is linear in the rate constants, whereas the second one uses the technique of neural networks. This second one is discussed deeply and its advantages, disadvantages and conditions of applicability are analyzed in the mirror of the first one. Numerical analysis carried out on practical models using simulated data, and our programs written in Mathematica.
Keywords: Neural networks, parameter estimation, linear regression, kinetic models, reaction rate coefficients.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2001970 Synchronization between the Slow Oscillations in the Human Cardiovascular System
Authors: M. D. Prokhorov, V. I. Ponomarenko, A. S. Karavaev, A. R. Kiselev, V. I. Gridnev
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Synchronization between the slow oscillations of heart rate and blood pressure having in humans a basic frequency close to 0.1 Hz is investigated. A method is proposed for quantitative estimation of synchronization between these oscillating processes based on calculation of relative time of phase synchronization of oscillations. It is shown that healthy subjects exhibit in average substantially longer epochs of synchronization between the slow oscillations in heart rate and blood pressure than patients after acute myocardial infarctionKeywords: Cardiovascular system, slow oscillating processes, synchronization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1554969 Wavelet Based Identification of Second Order Linear System
Authors: Sudipta Majumdar, Harish Parthasarathy
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In this paper, a wavelet based method is proposed to identify the constant coefficients of a second order linear system and is compared with the least squares method. The proposed method shows improved accuracy of parameter estimation as compared to the least squares method. Additionally, it has the advantage of smaller data requirement and storage requirement as compared to the least squares method.Keywords: Least squares method, linear system, system identification, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1582968 A New Distribution and Application on the Lifetime Data
Authors: Gamze Ozel, Selen Cakmakyapan
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We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study.
Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1391967 Estimation of Bayesian Sample Size for Binomial Proportions Using Areas P-tolerance with Lowest Posterior Loss
Authors: H. Bevrani, N. Najafi
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This paper uses p-tolerance with the lowest posterior loss, quadratic loss function, average length criteria, average coverage criteria, and worst outcome criterion for computing of sample size to estimate proportion in Binomial probability function with Beta prior distribution. The proposed methodology is examined, and its effectiveness is shown.Keywords: Bayesian inference, Beta-binomial Distribution, LPLcriteria, quadratic loss function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1754966 Use of Magnesium as a Renewable Energy Source
Authors: Rafayel K. Kostanyan
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The opportunities of use of metallic magnesium as a generator of hydrogen gas, as well as thermal and electric energy is presented in the paper. Various schemes of magnesium application are discussed and power characteristics of corresponding devices are presented. Economic estimation of hydrogen price obtained by different methods is made, including the use of magnesium as a source of hydrogen for transportation in comparison with gasoline. Details and prospects of our new inexpensive technology of magnesium production from magnesium hydroxide and magnesium bearing rocks (which are available worldwide and in Armenia) are analyzed. It is estimated the threshold cost of Mg production at which application of this metal in power engineering is economically justified.
Keywords: Magnesium, power generation, production, renewable energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2019965 Machine Learning Techniques for Short-Term Rain Forecasting System in the Northeastern Part of Thailand
Authors: Lily Ingsrisawang, Supawadee Ingsriswang, Saisuda Somchit, Prasert Aungsuratana, Warawut Khantiyanan
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This paper presents the methodology from machine learning approaches for short-term rain forecasting system. Decision Tree, Artificial Neural Network (ANN), and Support Vector Machine (SVM) were applied to develop classification and prediction models for rainfall forecasts. The goals of this presentation are to demonstrate (1) how feature selection can be used to identify the relationships between rainfall occurrences and other weather conditions and (2) what models can be developed and deployed for predicting the accurate rainfall estimates to support the decisions to launch the cloud seeding operations in the northeastern part of Thailand. Datasets collected during 2004-2006 from the Chalermprakiat Royal Rain Making Research Center at Hua Hin, Prachuap Khiri khan, the Chalermprakiat Royal Rain Making Research Center at Pimai, Nakhon Ratchasima and Thai Meteorological Department (TMD). A total of 179 records with 57 features was merged and matched by unique date. There are three main parts in this work. Firstly, a decision tree induction algorithm (C4.5) was used to classify the rain status into either rain or no-rain. The overall accuracy of classification tree achieves 94.41% with the five-fold cross validation. The C4.5 algorithm was also used to classify the rain amount into three classes as no-rain (0-0.1 mm.), few-rain (0.1- 10 mm.), and moderate-rain (>10 mm.) and the overall accuracy of classification tree achieves 62.57%. Secondly, an ANN was applied to predict the rainfall amount and the root mean square error (RMSE) were used to measure the training and testing errors of the ANN. It is found that the ANN yields a lower RMSE at 0.171 for daily rainfall estimates, when compared to next-day and next-2-day estimation. Thirdly, the ANN and SVM techniques were also used to classify the rain amount into three classes as no-rain, few-rain, and moderate-rain as above. The results achieved in 68.15% and 69.10% of overall accuracy of same-day prediction for the ANN and SVM models, respectively. The obtained results illustrated the comparison of the predictive power of different methods for rainfall estimation.Keywords: Machine learning, decision tree, artificial neural network, support vector machine, root mean square error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3236964 Performance and Availability Analyses of PV Generation Systems in Taiwan
Authors: H. S. Huang, J. C. Jao, K. L. Yen, C. T. Tsai
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The purpose of this article applies the monthly final energy yield and failure data of 202 PV systems installed in Taiwan to analyze the PV operational performance and system availability. This data is collected by Industrial Technology Research Institute through manual records. Bad data detection and failure data estimation approaches are proposed to guarantee the quality of the received information. The performance ratio value and system availability are then calculated and compared with those of other countries. It is indicated that the average performance ratio of Taiwan-s PV systems is 0.74 and the availability is 95.7%. These results are similar with those of Germany, Switzerland, Italy and Japan.Keywords: availability, performance ratio, PV system, Taiwan
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4444963 The Introduction of Compulsory Electronic Exchange of Documents in the Czech Republic: Comparing Expectation and Reality
Authors: Kamila Tišlerová
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This contribution aims to outline some topics around the process of introduction of compulsory electronic exchange of documents (so called e-Boxes) in public administration. The research was conducted in order to gauge the difference between the expectation of those using internal email and their experience in reality. Both qualitative and quantitative research is employed to lead also to an estimation of the willingness and readiness of government bodies, business units and citizens to adopt new technologies. At the same time the most potent barriers to successful e-communication through the e-Boxes are identified.
Keywords: E-Box, e-Government, electronic document exchange, digitalisation, public administration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1338962 Retaining Structural System Active Vibration Control
Authors: Ming-Hui Lee, Shou-Jen Hsu
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This study presents an active vibration control technique to reduce the earthquake responses of a retained structural system. The proposed technique is a synthesis of the adaptive input estimation method (AIEM) and linear quadratic Gaussian (LQG) controller. The AIEM can estimate an unknown system input online. The LQG controller offers optimal control forces to suppress wall-structural system vibration. The numerical results show robust performance in the active vibration control technique.Keywords: Active vibration control, AIEM, LQG, Optimal control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1873961 Study of Adaptive Filtering Algorithms and the Equalization of Radio Mobile Channel
Authors: Said Elkassimi, Said Safi, B. Manaut
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This paper presented a study of three algorithms, the equalization algorithm to equalize the transmission channel with ZF and MMSE criteria, application of channel Bran A, and adaptive filtering algorithms LMS and RLS to estimate the parameters of the equalizer filter, i.e. move to the channel estimation and therefore reflect the temporal variations of the channel, and reduce the error in the transmitted signal. So far the performance of the algorithm equalizer with ZF and MMSE criteria both in the case without noise, a comparison of performance of the LMS and RLS algorithm.
Keywords: Adaptive filtering second equalizer, LMS, RLS Bran A, Proakis (B) MMSE, ZF.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2127960 Performance Evaluation of Music and Minimum Norm Eigenvector Algorithms in Resolving Noisy Multiexponential Signals
Authors: Abdussamad U. Jibia, Momoh-Jimoh E. Salami
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Eigenvector methods are gaining increasing acceptance in the area of spectrum estimation. This paper presents a successful attempt at testing and evaluating the performance of two of the most popular types of subspace techniques in determining the parameters of multiexponential signals with real decay constants buried in noise. In particular, MUSIC (Multiple Signal Classification) and minimum-norm techniques are examined. It is shown that these methods perform almost equally well on multiexponential signals with MUSIC displaying better defined peaks.
Keywords: Eigenvector, minimum norm, multiexponential, subspace.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1742959 Estimating Enzyme Kinetic Parameters from Apparent KMs and Vmaxs
Authors: Simon Brown, Noorzaid Muhamad, David C Simcock
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The kinetic properties of enzymes are often reported using the apparent KM and Vmax appropriate to the standard Michaelis-Menten enzyme. However, this model is inappropriate to enzymes that have more than one substrate or where the rate expression does not apply for other reasons. Consequently, it is desirable to have a means of estimating the appropriate kinetic parameters from the apparent values of KM and Vmax reported for each substrate. We provide a means of estimating the range within which the parameters should lie and apply the method to data for glutamate dehydrogenase from the nematode parasite of sheep Teladorsagia circumcincta.Keywords: enzyme kinetics, glutamate dehydrogenase, intervalanalysis, parameter estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1970958 Solvatochromic Shift and Estimation of Dipole Moment of Quinine Sulphate Dication
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Absorption and fluorescence spectra of quinine sulphate (QSD) have been recorded at room temperature in wide range of solvents of different polarities. The ground-state dipole moment of QSD was obtained from quantum mechanical calculations and the excited state dipole moment of QSD was estimated from Bakhshiev-s and Kawski-Chamma-Viallet-s equations by means of solvatochromic shift method. Higher value of dipole moment is observed for excited state as compared to the corresponding ground state value and this is attributed to the more polar excited state of QSD.Keywords: Dipole moment, Quinine sulphate dication, Solvatochromic shift
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2377957 Kalman Filter Based Adaptive Reduction of Motion Artifact from Photoplethysmographic Signal
Authors: S. Seyedtabaii, L. Seyedtabaii
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Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4266956 Estimation of Relative Subsidence of Collapsible Soils Using Electromagnetic Measurements
Authors: Henok Hailemariam, Frank Wuttke
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Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.
Keywords: Collapsible soil, relative subsidence, dielectric permittivity, moisture content.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1123955 New Design Constraints of FIR Filter on Magnitude and Phase of Error Function
Authors: Raghvendra Kumar, Lillie Dewan
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Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.
Keywords: Least square estimation, Constraints, Exchange algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1656954 Evaluation of Ultrasonic C-Scan Images by Fractal Dimension
Authors: S. Samanta, D. Datta, S. S. Gautam
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In this paper, quantitative evaluation of ultrasonic Cscan images through estimation of their Fractal Dimension (FD) is discussed. Necessary algorithm for evaluation of FD of any 2-D digitized image is implemented by developing a computer code. For the evaluation purpose several C-scan images of the Kevlar composite impacted by high speed bullet and glass fibre composite having flaw in the form of inclusion is used. This analysis automatically differentiates a C-scan image showing distinct damage zone, from an image that contains no such damage.Keywords: C-scan, Impact, Fractal Dimension, Kevlar composite and Inclusion Flaw
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1746953 Extended Least Squares LS–SVM
Authors: József Valyon, Gábor Horváth
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Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2018952 Simple and Advanced Models for Calculating Single-Phase Diode Rectifier Line-Side Harmonics
Authors: Hussein A. Kazem, Abdulhakeem Abdullah Albaloshi, Ali Said Ali Al-Jabri, Khamis Humaid AlSaidi
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This paper proposes different methods for estimation of the harmonic currents of the single-phase diode bridge rectifier. Both simple and advanced methods are compared and the models are put into a context of practical use for calculating the harmonic distortion in a typical application. Finally, the different models are compared to measurements of a real application and convincing results are achieved.Keywords: Single-phase rectifier, line side Harmonics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4643951 Continuous Adaptive Robust Control for Nonlinear Uncertain Systems
Authors: Dong Sang Yoo
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We consider nonlinear uncertain systems such that a priori information of the uncertainties is not available. For such systems, we assume that the upper bound of the uncertainties is represented as a Fredholm integral equation of the first kind and we propose an adaptation law that is capable of estimating the upper bound and design a continuous robust control which renders nonlinear uncertain systems ultimately bounded.
Keywords: Adaptive Control, Estimation, Fredholm Integral, Uncertain System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1655950 Modeling of Sensitivity for SPR Biosensors- New Aspects
Authors: Volodymyr Chegel
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The computer modeling is carried out for parameter of sensitivity of optoelectronic chemical and biosensors, using phenomena of surface plasmon resonance (SPR). The physical model of SPR-sensor-s is described with (or without) of modifications of sensitive gold film surface by a dielectric layer. The variants of increasing of sensitivity for SPR-biosensors, constructed on the principle gold – dielectric – biomolecular layer are considered. Two methods of mathematical treatment of SPR-curve are compared – traditional, with estimation of sensor-s response as shift of the SPRcurve minimum and proposed, for system with dielectric layer, using calculating of the derivative in the point of SPR-curve half-width.Keywords: Surface Plasmon Resonance, modeling, sensitivity, biosensor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2074949 Assessment the Quality of Telecommunication Services by Fuzzy Inferences System
Authors: Oktay Nusratov, Ramin Rzaev, Aydin Goyushov
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Fuzzy inference method based approach to the forming of modular intellectual system of assessment the quality of communication services is proposed. Developed under this approach the basic fuzzy estimation model takes into account the recommendations of the International Telecommunication Union in respect of the operation of packet switching networks based on IPprotocol. To implement the main features and functions of the fuzzy control system of quality telecommunication services it is used multilayer feedforward neural network.
Keywords: Quality of communication, IP-telephony, Fuzzy set, Fuzzy implication, Neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2350948 Detection of Action Potentials in the Presence of Noise Using Phase-Space Techniques
Authors: Christopher Paterson, Richard Curry, Alan Purvis, Simon Johnson
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Emerging Bio-engineering fields such as Brain Computer Interfaces, neuroprothesis devices and modeling and simulation of neural networks have led to increased research activity in algorithms for the detection, isolation and classification of Action Potentials (AP) from noisy data trains. Current techniques in the field of 'unsupervised no-prior knowledge' biosignal processing include energy operators, wavelet detection and adaptive thresholding. These tend to bias towards larger AP waveforms, AP may be missed due to deviations in spike shape and frequency and correlated noise spectrums can cause false detection. Also, such algorithms tend to suffer from large computational expense. A new signal detection technique based upon the ideas of phasespace diagrams and trajectories is proposed based upon the use of a delayed copy of the AP to highlight discontinuities relative to background noise. This idea has been used to create algorithms that are computationally inexpensive and address the above problems. Distinct AP have been picked out and manually classified from real physiological data recorded from a cockroach. To facilitate testing of the new technique, an Auto Regressive Moving Average (ARMA) noise model has been constructed bases upon background noise of the recordings. Along with the AP classification means this model enables generation of realistic neuronal data sets at arbitrary signal to noise ratio (SNR).Keywords: Action potential detection, Low SNR, Phase spacediagrams/trajectories, Unsupervised/no-prior knowledge.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1648947 A New Particle Filter Inspired by Biological Evolution: Genetic Filter
Authors: S. Park, J. Hwang, K. Rou, E. Kim
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In this paper, we consider a new particle filter inspired by biological evolution. In the standard particle filter, a resampling scheme is used to decrease the degeneracy phenomenon and improve estimation performance. Unfortunately, however, it could cause the undesired the particle deprivation problem, as well. In order to overcome this problem of the particle filter, we propose a novel filtering method called the genetic filter. In the proposed filter, we embed the genetic algorithm into the particle filter and overcome the problems of the standard particle filter. The validity of the proposed method is demonstrated by computer simulation.Keywords: Particle filter, genetic algorithm, evolutionary algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2504946 Performance Comparison of Cooperative Banks in the EU, USA and Canada
Authors: Matěj Kuc
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This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.
Keywords: Cooperative banking, panel data, profitability measures, random effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 655945 Improving the Quantification Model of Internal Control Impact on Banking Risks
Authors: M. Ndaw, G. Mendy, S. Ouya
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Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.Keywords: Risk, Control, Banking, FMECA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1528