Search results for: risk radius
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1221

Search results for: risk radius

1191 Classification and Analysis of Risks in Software Engineering

Authors: Hooman Hoodat, Hassan Rashidi

Abstract:

Despite various methods that exist in software risk management, software projects have a high rate of failure. When complexity and size of the projects are increased, managing software development becomes more difficult. In these projects the need for more analysis and risk assessment is vital. In this paper, a classification for software risks is specified. Then relations between these risks using risk tree structure are presented. Analysis and assessment of these risks are done using probabilistic calculations. This analysis helps qualitative and quantitative assessment of risk of failure. Moreover it can help software risk management process. This classification and risk tree structure can apply to some software tools.

Keywords: Risk analysis, risk assessment, risk classification, risk tree.

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1190 Critical Cylindrical Effect and Space-Time Exchange in Rotational Reference Frames of Special Relativity

Authors: Rui Yin, Ming Yin, Yang Wang

Abstract:

For a rotational reference frame of the theory of special relativity, the critical radius is defined as the distance from the axis to the point where the tangential velocity is equal to the speed of light, and the critical cylinder as the set of all points separated from the axis by this critical radius. Based on these terms, two relativistic effects of rotation are discovered: (i) the tangential velocity in the region of Outside Critical Cylinder (OCC) is not superluminal, due to the existence of space-time exchange; (ii) some of the physical quantities of the rotational body have an opposite mathematic sign at OCC versus those at Inside Critical Cylinder (ICC), which is termed as the Critical Cylindrical Effect (CCE). The laboratory experiments demonstrate that the repulsive force exerted on an anion by electrons will change to an attractive force by the electrons in precession while the anion is at OCC of the precession. 36 screenshots from four experimental videos are provided. Theoretical proofs for both space-time exchange and CCE are then presented. The CCEs of field force are also discussed.

Keywords: Critical radius, critical cylindrical effect, special relativity, space-time exchange.

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1189 Analysis of the Fire Hazard Posed by Petrol Stations in Stellenbosch and the Degree of Risk Acknowledgement in Land-Use Planning

Authors: K. Qonono

Abstract:

Despite the significance and economic benefits of petrol stations in South Africa, these still pose a huge risk of fire and explosion threatening public safety. This research paper examines the extent to which land-use planning in Stellenbosch, South Africa, considers the fire risk posed by petrol stations and the implications for public safety as well as preparedness for large fires or explosions. To achieve this, the research identified the land-use types around petrol stations in Stellenbosch and determined the extent to which their locations comply with the local, national, and international land-use planning regulations. A mixed research method consisting of the collection and analysis of geospatial data and qualitative data was applied, where petrol stations within a six-kilometre radius of Stellenbosch’s town centre were utilised as study sites. The research examined the risk of fires/explosions at these petrol stations. The research investigated Stellenbosch Municipality’s institutional preparedness to respond in the event of a fire/explosion at these petrol stations. The research observed that siting of petrol stations does not comply with local, national, and international good practices, thus exposing the surrounding developments to fires and explosions. Land-use planning practice does not consider hazards created by petrol stations. Despite the potential for major fires at petrol stations, Stellenbosch Municipality’s level of preparedness to respond to petrol station fires appears low due to the prioritisation of more frequent events.

Keywords: Petrol stations, technological hazard, DRR, land-use planning, risk analysis.

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1188 Forest Risk and Vulnerability Assessment: A Case Study from East Bokaro Coal Mining Area in India

Authors: Sujata Upgupta, Prasoon Kumar Singh

Abstract:

The expansion of large scale coal mining into forest areas is a potential hazard for the local biodiversity and wildlife. The objective of this study is to provide a picture of the threat that coal mining poses to the forests of the East Bokaro landscape. The vulnerable forest areas at risk have been assessed and the priority areas for conservation have been presented. The forested areas at risk in the current scenario have been assessed and compared with the past conditions using classification and buffer based overlay approach. Forest vulnerability has been assessed using an analytical framework based on systematic indicators and composite vulnerability index values. The results indicate that more than 4 km2 of forests have been lost from 1973 to 2016. Large patches of forests have been diverted for coal mining projects. Forests in the northern part of the coal field within 1-3 km radius around the coal mines are at immediate risk. The original contiguous forests have been converted into fragmented and degraded forest patches. Most of the collieries are located within or very close to the forests thus threatening the biodiversity and hydrology of the surrounding regions. Based on the vulnerability values estimated, it was concluded that more than 90% of the forested grids in East Bokaro are highly vulnerable to mining. The forests in the sub-districts of Bermo and Chandrapura have been identified as the most vulnerable to coal mining activities. This case study would add to the capacity of the forest managers and mine managers to address the risk and vulnerability of forests at a small landscape level in order to achieve sustainable development.

Keywords: Coal mining, forest, indicators, vulnerability.

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1187 UEMSD Risk Identification – Case Study

Authors: K. Sekulová, M. Šimon

Abstract:

The article demonstrates on a case study how it is possible to identify MSD risk. It is based on a dissertation Risk identification model of occupational diseases formation in relation to the work activity that determines what risk can endanger workers who are exposed to the specific risk factors. It is evaluated based on statistical calculations. These risk factors are main cause of upperextremities musculoskeletal disorders.

Keywords: Case study, upper-extremity musculoskeletal disorders, ergonomics.

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1186 The Effect of Deformation Activation Volume, Strain Rate Sensitivity and Processing Temperature of Grain Size Variants

Authors: P. B. Sob, A. A. Alugongo, T. B. Tengen

Abstract:

The activation volume of 6082T6 aluminum is investigated at different temperatures for grain size variants. The deformation activation volume was computed on the basis of the relationship between the Boltzmann’s constant k, the testing temperatures, the material strain rate sensitivity and the material yield stress grain size variants. The material strain rate sensitivity is computed as a function of yield stress and strain rate grain size variants. The effect of the material strain rate sensitivity and the deformation activation volume of 6082T6 aluminum at different temperatures of 3-D grain are discussed. It is shown that the strain rate sensitivities and activation volume are negative for the grain size variants during the deformation of nanostructured materials. It is also observed that the activation volume vary in different ways with the equivalent radius, semi minor axis radius, semi major axis radius and major axis radius. From the obtained results it is shown that the variation of activation volume increase and decrease with the testing temperature. It was revealed that, increase in strain rate sensitivity led to decrease in activation volume whereas increase in activation volume led to decrease in strain rate sensitivity.

Keywords: Nanostructured materials, grain size variants, temperature, yield stress, strain rate sensitivity, activation volume.

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1185 Packing and Covering Radii of Linear Error-Block Codes

Authors: Rabiˆı DARITI, El Mamoun SOUIDI

Abstract:

Linear error-block codes are a natural generalization of linear error correcting codes. The purpose of this paper is to generalize some results on the packing and the covering radii to the error-block case. We study their properties when a code undergoes some specific modifications and combinations with another code. We give a few bounds on the packing and the covering radii of these codes.

Keywords: Linear error-block codes, π-distance, Correction capacity, Packing radius, Covering radius.

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1184 Overview of Operational Risk Management Methods

Authors: Milan Rippel, Pert Teplý

Abstract:

Operational risk has become one of the most discussed topics in the financial industry in the recent years. The reasons for this attention can be attributed to higher investments in information systems and technology, the increasing wave of mergers and acquisitions and emergence of new financial instruments. In addition, the New Basel Capital Accord (known as Basel II) demands a capital requirement for operational risk and further motivates financial institutions to more precisely measure and manage this type of risk. The aim of this paper is to shed light on main characteristics of operational risk management and common applied methods: scenario analysis, key risk indicators, risk control self assessment and loss distribution approach.

Keywords: Operational risk, economic capital, key risk indicators, loss distribution approach.

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1183 Coverage and Capacity Performance Degradation on a Co-Located Network Involving CDMA2000 and WCDMA @1.9GH

Authors: O. C. Nosiri, V. E. Idigo, C. O. Ohaneme, K. A. Akpado

Abstract:

Coverage and capacity performance in a cellular network determines the system potentials. If the coverage radius is limited, end users suffer poor service quality, if the system capacity reduces, fewer subscribers will be accommodated. This paper investigated the performance effects of the noise rise caused by the spurious emission from a co-located jammer involving downlink frequency of CDMA2000 and uplink frequency of WCDMA operating at 1.9GHz. Measurements were carried out to evaluate the impact on the coverage radius and the system capacity.

Keywords: Capacity, Co-location, Coverage, Noise rise.

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1182 Some New Inequalities for Eigenvalues of the Hadamard Product and the Fan Product of Matrices

Authors: Jing Li, Guang Zhou

Abstract:

Let A and B be nonnegative matrices. A new upper bound on the spectral radius ρ(A◦B) is obtained. Meanwhile, a new lower bound on the smallest eigenvalue q(AB) for the Fan product, and a new lower bound on the minimum eigenvalue q(B ◦A−1) for the Hadamard product of B and A−1 of two nonsingular M-matrices A and B are given. Some results of comparison are also given in theory. To illustrate our results, numerical examples are considered.

Keywords: Hadamard product, Fan product; nonnegative matrix, M-matrix, Spectral radius, Minimum eigenvalue, 1-path cover.

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1181 Risk Monitoring through Traceability Information Model

Authors: Juan P. Zamora, Wilson Adarme, Laura Palacios

Abstract:

This paper shows a traceability framework for supply risk monitoring, beginning with the identification, analysis, and evaluation of the supply chain risk and focusing on the supply operations of the Health Care Institutions with oncology services in Bogota, Colombia. It includes a brief presentation of the state of the art of the Supply Chain Risk Management and traceability systems in logistics operations, and it concludes with the methodology to integrate the SCRM model with the traceability system.

Keywords: Supply risk, risk monitoring, supply chain risk management, cancer drugs, traceability systems.

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1180 Financial Analysis Analogies for Software Risk

Authors: Masood Uzzafer

Abstract:

A dynamic software risk assessment model is presented. Analogies between dynamic financial analysis and software risk assessment models are established and based on these analogies it suggested that dynamic risk model for software projects is the way to move forward for the risk assessment of software project. It is shown how software risk assessment change during different phases of a software project and hence requires a dynamic risk assessment model to capture these variations. Further evolution of dynamic financial analysis models is discussed and mapped to the evolution of software risk assessment models.

Keywords: Software Risk Assessment, Software ProjectManagement, Software Cost, Dynamic Modeling.

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1179 Evaluation on Bearing Capacity of Ring Foundations on two-Layered Soil

Authors: R. Ziaie Moayed, V. Rashidian, E. Izadi

Abstract:

This paper utilizes a finite element analysis to study the bearing capacity of ring footings on a two-layered soil. The upper layer, that the footing is placed on it, is soft clay and the underneath layer is a cohesionless sand. For modeling soils, Mohr–Coulomb plastic yield criterion is employed. The effects of two factors, the clay layer thickness and the ratio of internal radius of the ring footing to external radius of the ring, have been analyzed. It is found that the bearing capacity decreases as the value of ri / ro increases. Although, as the clay layer thickness increases the bearing capacity was alleviated gradually.

Keywords: Bearing capacity, Ring footing, Two-layered soil

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1178 Circular Approximation by Trigonometric Bézier Curves

Authors: Maria Hussin, Malik Zawwar Hussain, Mubashrah Saddiqa

Abstract:

We present a trigonometric scheme to approximate a circular arc with its two end points and two end tangents/unit tangents. A rational cubic trigonometric Bézier curve is constructed whose end control points are defined by the end points of the circular arc. Weight functions and the remaining control points of the cubic trigonometric Bézier curve are estimated by variational approach to reproduce a circular arc. The radius error is calculated and found less than the existing techniques.

Keywords: Control points, rational trigonometric Bézier curves, radius error, shape measure, weight functions.

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1177 Researches Concerning Photons as Corpuscles with Mass and Negative Electrostatic Charge

Authors: Ioan Rusu

Abstract:

Let us consider that the entire universe is composed of a single hydrogen atom within which the electron is moving around the proton. In this case, according to classical theories of physics, radiation, photons respectively, should be absorbed by the electron. Depending on the number of photons absorbed, the electron radius of rotation around the proton is established. Until now, the principle of photons absorption by electrons and the electron transition to a new energy level, namely to a higher radius of rotation around the proton, is not clarified in physics. This paper aims to demonstrate that radiation, photons respectively, have mass and negative electrostatic charge similar to electrons but infinitely smaller. The experiments which demonstrate this theory are simple: thermal expansion, photoelectric effect and thermonuclear reaction.

Keywords: Electrostatic, electron, proton, photon, radiation.

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1176 Modeling of Microelectromechanical Systems Diaphragm Based Acoustic Sensor

Authors: Vasudha Hegde, Narendra Chaulagain, H. M. Ravikumar, Sonu Mishra, Siva Yellampalli

Abstract:

Acoustic sensors are extensively used in recent days not only for sensing and condition monitoring applications but also for small scale energy harvesting applications to power wireless sensor networks (WSN) due to their inherent advantages. The natural frequency of the structure plays a major role in energy harvesting applications since the sensor key element has to operate at resonant frequency. In this paper, circular diaphragm based MEMS acoustic sensor is modelled by Lumped Element Model (LEM) and the natural frequency is compared with the simulated model using Finite Element Method (FEM) tool COMSOL Multiphysics. The sensor has the circular diaphragm of 3000 µm radius and thickness of 30 µm to withstand the high SPL (Sound Pressure Level) and also to withstand the various fabrication steps. A Piezoelectric ZnO layer of thickness of 1 µm sandwiched between two aluminium electrodes of thickness 0.5 µm and is coated on the diaphragm. Further, a channel with radius 3000 µm radius and length 270 µm is connected at the bottom of the diaphragm. The natural frequency of the structure by LEM method is approximately 16.6 kHz which is closely matching with that of simulated structure with suitable approximations.

Keywords: Acoustic sensor, diaphragm based, lumped element modeling, natural frequency, piezoelectric.

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1175 Toward a Risk Assessment Model Based On Multi-Agent System for Cloud Consumer

Authors: Saadia Drissi, Siham Benhadou, Hicham Medromi

Abstract:

The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.

Keywords: Cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer.

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1174 Crystalline Model Approach for Studying the Nuclear Properties of Light Nuclei

Authors: A. Amar, O. Hemeda

Abstract:

A study of the structure of the nucleus with the analogy by solid-state physics has been developed. We have used binding energy to calculate R (a parameter that is proportional to the radius of the nucleus) for deuteron, alpha, and 8Be. The calculated parameter r calculated from solid state physics produces a probe for calculation the nuclear radii. 8Be has special attention as it is radioactive nucleus and the latest nucleus to be calculated from crystalline model approach. The distribution of nucleons inside the nucleus is taken to be tetrahedral for 16O. The model has failed to expect the radius of 9Be which is an impression about the modification should be done on the model at near future. A comparison between our calculations and those from literature has been made, and a good agreement has been obtained.

Keywords: The structure of the nucleus, binding energy, crystalline model approach, nuclear radii, tetrahedral for 16O.

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1173 Credit Risk Management and Analysis in an Iranian Bank

Authors: Isa Nakhai Kamal Abadi, Esmaeel Saberi, Ehsan Mirjafari

Abstract:

While financial institutions have faced difficulties over the years for a multitude of reasons, the major cause of serious banking problems continues to be directly related to lax credit standards for borrowers and counterparties, poor portfolio risk management, or a lack of attention to changes in economic or other circumstances that can lead to a deterioration in the credit standing of a bank's counterparties. Credit risk is most simply defined as the potential that a bank borrower or counterparty will fail to meet its obligations in accordance with agreed terms. The goal of credit risk management is to maximize a bank's risk-adjusted rate of return by maintaining credit risk exposure within acceptable parameters. Banks need to manage the credit risk inherent in the entire portfolio as well as the risk in individual credits or transactions. Banks should also consider the relationships between credit risk and other risks. The effective management of credit risk is a critical component of a comprehensive approach to risk management and essential to the long-term success of any banking organization. In this research we also study the relationship between credit risk indices and borrower-s timely payback in Karafarin bank.

Keywords: Financial Ratios; Spearman Test; Bank OperationsRisk

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1172 Comprehensive Risk Assessment Model in Agile Construction Environment

Authors: Jolanta Tamošaitienė

Abstract:

The article focuses on a developed comprehensive model to be used in an agile environment for the risk assessment and selection based on multi-attribute methods. The model is based on a multi-attribute evaluation of risk in construction, and the determination of their optimality criterion values are calculated using complex Multiple Criteria Decision-Making methods. The model may be further applied to risk assessment in an agile construction environment. The attributes of risk in a construction project are selected by applying the risk assessment condition to the construction sector, and the construction process efficiency in the construction industry accounts for the agile environment. The paper presents the comprehensive risk assessment model in an agile construction environment. It provides a background and a description of the proposed model and the developed analysis of the comprehensive risk assessment model in an agile construction environment with the criteria.

Keywords: Assessment, environment, agile, model, risk.

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1171 Effect of Two Radial Fins on Heat Transfer and Flow Structure in a Horizontal Annulus

Authors: Anas El Amraoui, Abdelkhalek Cheddadi, Mohammed Touhami Ouazzani

Abstract:

Laminar natural convection in a cylindrical annular cavity filled with air and provided with two fins is studied numerically using the discretization of the governing equations with the Centered Finite Difference method based on the Alternating Direction Implicit (ADI) scheme. The fins are attached to the inner cylinder of radius ri (hot wall of temperature Ti). The outer cylinder of radius ro is maintained at a temperature To (To < Ti). Two values of the dimensionless thickness of the fins are considered: 0.015 and 0.203. We consider a low fin height equal to 0.078 and medium fin heights equal to 0.093 and 0.203. The position of the fin is 0.82π and the radius ratio is equal to 2. The effect of Rayleigh number, Ra, on the flow structure and heat transfer is analyzed for a range of Ra from 103 to 104. The results for established flow structures and heat transfer at low height indicate that the flow regime that occurs is unicellular for all Ra and fin thickness; in addition, the heat transfer rate increases with increasing Rayleigh number and is the same for both thicknesses. At median fin heights 0.093 and 0.203, the increase of Rayleigh number leads to transitions of flow structure which correspond to significant variations of the heat transfer. The critical Rayleigh numbers, Rac.app and Rac.disp corresponding to the appearance of the bicellular flow regime and its disappearance, are determined and their influence on the change of heat transfer rate is analyzed.

Keywords: Natural convection, fins, critical Rayleigh number, heat transfer, fluid flow regime, horizontal annulus.

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1170 Impact of the Operation and Infrastructure Parameters to the Railway Track Capacity

Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Matej Babin

Abstract:

The railway transport is considered as a one of the most environmentally friendly mode of transport. With future prediction of increasing of freight transport there are lines facing problems with demanded capacity. Increase of the track capacity could be achieved by infrastructure constructive adjustments. The contribution shows how the travel time can be minimized and the track capacity increased by changing some of the basic infrastructure and operation parameters, for example, the minimal curve radius of the track, the number of tracks, or the usable track length at stations. Calculation of the necessary parameter changes is based on the fundamental physical laws applied to the train movement, and calculation of the occupation time is dependent on the changes of controlling the traffic between the stations.

Keywords: Curve radius, maximum curve speed, track mass capacity, reconstruction.

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1169 Application of Neural Network and Finite Element for Prediction the Limiting Drawing Ratio in Deep Drawing Process

Authors: H.Mohammadi Majd, M.Jalali Azizpour, A.V. Hoseini

Abstract:

In this paper back-propagation artificial neural network (BPANN) is employed to predict the limiting drawing ratio (LDR) of the deep drawing process. To prepare a training set for BPANN, some finite element simulations were carried out. die and punch radius, die arc radius, friction coefficient, thickness, yield strength of sheet and strain hardening exponent were used as the input data and the LDR as the specified output used in the training of neural network. As a result of the specified parameters, the program will be able to estimate the LDR for any new given condition. Comparing FEM and BPANN results, an acceptable correlation was found.

Keywords: Back-propagation artificial neural network(BPANN), deep drawing, prediction, limiting drawing ratio (LDR).

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1168 Stress Analysis of Laminated Cylinders Subject to the Thermomechanical Loads

Authors: Ş. Aksoy, A. Kurşun, E. Çetin, M. R. Haboğlu

Abstract:

In this study, thermo elastic stress analysis is  performed on a cylinder made of laminated isotropic materials under  thermomechanical loads. Laminated cylinders have many  applications such as aerospace, automotive and nuclear plant in the  industry. These cylinders generally performed under  thermomechanical loads. Stress and displacement distribution of the  laminated cylinders are determined using by analytical method both  thermal and mechanical loads. Based on the results, materials  combination plays an important role on the stresses distribution along  the radius. Variation of the stresses and displacements along the  radius are presented as graphs. Calculations program are prepared  using MATLAB® by authors.

 

Keywords: Isotropic materials, laminated cylinders, thermoelastic stress, thermomechanical load.

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1167 A Risk Management Approach for Nigeria Manufacturing Industries

Authors: Olaniyi O. Omoyajowo

Abstract:

To be successful in today’s competitive global environment, manufacturing industry must be able to respond quickly to changes in technology. These changes in technology introduce new risks and hazards. The management of risk/hazard in a manufacturing process recommends method through which the success rate of an organization can be increased. Thus, there is a continual need for manufacturing industries to invest significant amount of resources in risk management, which in turn optimizes the production output and profitability of any manufacturing industry (if implemented properly). To help improve the existing risk prevention and mitigation practices in Small and Medium Enterprise (SME) in Nigeria Manufacturing Industries (NMI), the researcher embarks on this research to develop a systematic Risk Management process.

Keywords: Manufacturing industries, production output, risk, risk management, SMEs.

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1166 Measuring Risk Levels and Efficacy of Risk Management Strategies in Vietnamese Catfish Farming

Authors: Tru C. Le, France Cheong

Abstract:

Although the Vietnamese catfish farming has grown at very high rates in recent years, the industry has also faced many problems affecting its sustainability. This paper studies the perceptions of catfish farmers regarding risk and risk management strategies in their production activities. Specifically, the study aims to measure the consequences, likelihoods, and levels of risks as well as the efficacy of risk management in Vietnamese catfish farming. Data for the study were collected through a sample of 261 catfish farmers in the Mekong Delta, Vietnam using a questionnaire survey in 2008. Results show that, in general, price and production risks were perceived as the most important risks. Farm management and technical measures were perceived more effective than other kinds of risk management strategies in risk reduction. Although price risks were rated as important risks, price risk management strategies were not perceived as important measures for risk mitigation. The results of the study are discussed to provide implications for various industry stakeholders, including policy makers, processors, advisors, and developers of new risk management strategies.

Keywords: Aquaculture, catfish farming, sources of risk, riskmanagement, risk strategies, risk mitigation.

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1165 Optimal Risk Reduction in the Railway Industry by Using Dynamic Programming

Authors: Michael Todinov, Eberechi Weli

Abstract:

The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool for solving the optimal risk reduction problem in the railway industry. 

Keywords: Optimisation, railway risk reduction, budget constraints, dynamic programming.

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1164 Prediction the Limiting Drawing Ratio in Deep Drawing Process by Back Propagation Artificial Neural Network

Authors: H.Mohammadi Majd, M.Jalali Azizpour, M. Goodarzi

Abstract:

In this paper back-propagation artificial neural network (BPANN) with Levenberg–Marquardt algorithm is employed to predict the limiting drawing ratio (LDR) of the deep drawing process. To prepare a training set for BPANN, some finite element simulations were carried out. die and punch radius, die arc radius, friction coefficient, thickness, yield strength of sheet and strain hardening exponent were used as the input data and the LDR as the specified output used in the training of neural network. As a result of the specified parameters, the program will be able to estimate the LDR for any new given condition. Comparing FEM and BPANN results, an acceptable correlation was found.

Keywords: BPANN, deep drawing, prediction, limiting drawingratio (LDR), Levenberg–Marquardt algorithm

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1163 Sovereign Credit Risk Measures

Authors: Kristýna Pokorná, Petr Teplý

Abstract:

This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone crisis. In the light of the recent financial crisis, market perception of the creditworthiness of individual sovereigns has changed significantly. Before the outbreak of the financial crisis, market participants did not differentiate between credit risk born by individual states despite different levels of public indebtedness. In the proceeding of the financial crisis, the market participants became aware of the worsening fiscal situation in the European countries and started to discriminate among government issuers. Concerns about the increasing sovereign risk were reflected in surging sovereign risk premium. The main of this paper is to shed light on the characteristics of the sovereign risk with the special attention paid to the mutual relation between credit spread and the CDS premium as the main measures of the sovereign risk premium.

Keywords: cointegration, credit default swap, credit risk, credit spread, sovereign risk

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1162 Theory of Nanowire Radial p-n-Junction

Authors: Stepan Petrosyan, Ashkhen Yesayan, Suren Nersesyan

Abstract:

We have developed an analytic model for the radial pn-junction in a nanowire (NW) core-shell structure utilizing as a new building block in different semiconductor devices. The potential distribution through the p-n-junction is calculated and the analytical expressions are derived to compute the depletion region widths. We show that the widths of space charge layers, surrounding the core, are the functions of core radius, which is the manifestation of so called classical size effect. The relationship between the depletion layer width and the built-in potential in the asymptotes of infinitely large core radius transforms to square-root dependence specific for conventional planar p-n-junctions. The explicit equation is derived to compute the capacitance of radial p-n-junction. The current-voltage behavior is also carefully determined taking into account the “short base" effects.

Keywords: Snanowire, p-n- junction, barrier capacitance, high injection.

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