Search results for: Binomial Recursion
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 39

Search results for: Binomial Recursion

9 The Effect of Organizational Communications System on Interpersonal Conflict in Physical Education Offices of Isfahan Province, IRAN

Authors: H. Eshraghi., L. Salehi.

Abstract:

The purpose of this study was to survey the effect of organizational communication system on the conflict in physical education offices of Isfahan province. The research methodology of this research was a descriptive study. All employees working in physical education offices of Isfahan province were included in the sample for this study (N= 236). Researcher made questionnaire and demographic questionnaire were used as investigation instruments. Based on the result of chi square test, there is significant difference between organizational communication system and interpersonal conflict. The most of participants evaluate communication in an informal way and pointed out that the communication channels were not open. Based on the result of binomial test, interpersonal conflict exists in physical education offices of Isfahan.

Keywords: Communication, Employees, Interpersonal conflict.

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8 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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7 Frozen Fish: Control of Glazing Operation

Authors: Tânia Manso, Luís Teixeira, Paula M. Reis Correia

Abstract:

Glazing is a process used to reduce undesirable drying or dehydration of fish during frozen or cold storage. To evaluate the effect of the time/ temperature binomial of the cryogenic frozen tunnel in the amount of glazing watera Central Composite Rotatable Design was used, with application of the Response Surface Methodology. The results reveal that the time/ temperature obtained for pink cusk-eel in experimental conditions for glazing water are similar to the industrial process, but for red fish and merluza the industrial process needs some adjustments. Control charts were established and implementedto control the amount of glazing water on sardine and merluza. They show that the freezing process was statistically controlled but there were some tendencies that must be analyzed, since the trend of sample mean values approached either of the limits, mainly in merluza. Thus, appropriate actions must be taken, in order to improve the process.

Keywords: Control charts, frozen fish, glazing, RSM.

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6 Using “Eckel” Model to Measure Income Smoothing Practices: The Case of French Companies

Authors: Feddaoui Amina

Abstract:

Income smoothing represents an attempt on the part of the company's management to reduce variations in earnings through the manipulation of the accounting principles. In this study, we aimed to measure income smoothing practices in a sample of 30 French joint stock companies during the period (2007-2009), we used Dummy variables method and “ECKEL” model to measure income smoothing practices and Binomial test accourding to SPSS program, to confirm or refute our hypothesis. This study concluded that there are no significant statistical indicators of income smoothing practices in the sample studied of French companies during the period (2007-2009), so the income series in the same sample studied of is characterized by stability and non-volatility without any intervention of management through accounting manipulation. However, this type of accounting manipulation should be taken into account and efforts should be made by control bodies to apply Eckel model and generalize its use at the global level.

Keywords: Income, smoothing, “Eckel”, French companies.

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5 Zero Inflated Models for Overdispersed Count Data

Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could be structural zeros or zeros which occur by chance. These type of data are commonly found in various disciplines such as finance, insurance, biomedical, econometrical, ecology, and health sciences which involve sex and health dental epidemiology. The most popular zero inflated models used by many researchers are zero inflated Poisson and zero inflated negative binomial models. In addition, zero inflated generalized Poisson and zero inflated double Poisson models are also discussed and found in some literature. Recently zero inflated inverse trinomial model and zero inflated strict arcsine models are advocated and proven to serve as alternative models in modeling overdispersed count data caused by excessive zeros and unobserved heterogeneity. The purpose of this paper is to review some related literature and provide a variety of examples from different disciplines in the application of zero inflated models. Different model selection methods used in model comparison are discussed.

Keywords: Overdispersed count data, model selection methods, likelihood ratio, AIC, BIC.

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4 Comparison of Bayesian and Regression Schemes to Model Public Health Services

Authors: Sotirios Raptis

Abstract:

Bayesian reasoning (BR) or Linear (Auto) Regression (AR/LR) can predict different sources of data using priors or other data, and can link social service demands in cohorts, while their consideration in isolation (self-prediction) may lead to service misuse ignoring the context. The paper advocates that BR with Binomial (BD), or Normal (ND) models or raw data (.D) as probabilistic updates can be compared to AR/LR to link services in Scotland and reduce cost by sharing healthcare (HC) resources. Clustering, cross-correlation, along with BR, LR, AR can better predict demand. Insurance companies and policymakers can link such services, and examples include those offered to the elderly, and low-income people, smoking-related services linked to mental health services, or epidemiological weight in children. 22 service packs are used that are published by Public Health Services (PHS) Scotland and Scottish Government (SG) from 1981 to 2019, broken into 110 year series (factors), joined using LR, AR, BR. The Primary component analysis found 11 significant factors, while C-Means (CM) clustering gave five major clusters.

Keywords: Bayesian probability, cohorts, data frames, regression, services, prediction.

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3 Bayesian Decision Approach to Protection on the Flood Event in Upper Ayeyarwady River, Myanmar

Authors: Min Min Swe Zin

Abstract:

This paper introduces the foundations of Bayesian probability theory and Bayesian decision method. The main goal of Bayesian decision theory is to minimize the expected loss of a decision or minimize the expected risk. The purposes of this study are to review the decision process on the issue of flood occurrences and to suggest possible process for decision improvement. This study examines the problem structure of flood occurrences and theoretically explicates the decision-analytic approach based on Bayesian decision theory and application to flood occurrences in Environmental Engineering. In this study, we will discuss about the flood occurrences upon an annual maximum water level in cm, 43-year record available from 1965 to 2007 at the gauging station of Sagaing on the Ayeyarwady River with the drainage area - 120193 sq km by using Bayesian decision method. As a result, we will discuss the loss and risk of vast areas of agricultural land whether which will be inundated or not in the coming year based on the two standard maximum water levels during 43 years. And also we forecast about that lands will be safe from flood water during the next 10 years.

Keywords: Bayesian decision method, conditional binomial distribution, minimax rules, prior beta distribution.

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2 The Non-Stationary BINARMA(1,1) Process with Poisson Innovations: An Application on Accident Data

Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML

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1 The Latency-Amplitude Binomial of Waves Resulting from the Application of Evoked Potentials for the Diagnosis of Dyscalculia

Authors: Maria Isabel Garcia-Planas, Maria Victoria Garcia-Camba

Abstract:

Recent advances in cognitive neuroscience have allowed a step forward in perceiving the processes involved in learning from the point of view of acquiring new information or the modification of existing mental content. The evoked potentials technique reveals how basic brain processes interact to achieve adequate and flexible behaviours. The objective of this work, using evoked potentials, is to study if it is possible to distinguish if a patient suffers a specific type of learning disorder to decide the possible therapies to follow. The methodology used in this work is to analyze the dynamics of different brain areas during a cognitive activity to find the relationships between the other areas analyzed to understand the functioning of neural networks better. Also, the latest advances in neuroscience have revealed the exis-tence of different brain activity in the learning process that can be highlighted through the use of non-invasive, innocuous, low-cost and easy-access techniques such as, among others, the evoked potentials that can help to detect early possible neurodevelopmental difficulties for their subsequent assessment and therapy. From the study of the amplitudes and latencies of the evoked potentials, it is possible to detect brain alterations in the learning process, specifically in dyscalculia, to achieve specific corrective measures for the application of personalized psycho-pedagogical plans that allow obtaining an optimal integral development of the affected people.

Keywords: dyscalculia, neurodevelopment, evoked potentials, learning disabilities, neural networks

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