Search results for: Risk search system

Authors: Kevin Fong-Rey Liu, Ken Yeh, Cheng-Wu Chen, Han-Hsi Liang

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This paper proposes the use of Bayesian belief networks (BBN) as a higher level of health risk assessment for a dumping site of lead battery smelter factory. On the basis of the epidemiological studies, the actual hospital attendance records and expert experiences, the BBN is capable of capturing the probabilistic relationships between the hazardous substances and their adverse health effects, and accordingly inferring the morbidity of the adverse health effects. The provision of the morbidity rates of the related diseases is more informative and can alleviate the drawbacks of conventional methods.

Keywords: Bayesian belief networks, lead battery smelter factory, health risk assessment.

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Authors: Efat Lali Dastjerdi, Hassan Sadeghi Naeini, Hadi Sanjari

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One of the important steps in a safety and risk management system is the economical evaluation of occupational accident and diseases costs in order to decrease accidents from reoccurring in the workplace. This study proposed a plausible method for calculating occupational accident costs and illnesses in work place. This method design for cost estimation takes into account both the personnel, organizational level as well as the community level especially intended for an Iranian work place. The research indicates that a using systematic method for calculating costs which also provides risk evaluation can help managers to plan correctly the investment in health and safety measures. Using this method is that not only is it comprehensive, easy and practical and could be applied in practice by a manager within a short period of time but it also shows the importance of accident costs as well as calculates the real cost of an accident and illnesses.

Keywords: ost calculating model, Economics of health and Safety.

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Authors: Marcin Ciura, Damian Grund, S

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This paper describes a system, in which various methods of text summarizing can be adapted to Polish. A structure of the system is presented. A modular construction of the system and access to the system via the Internet are signaled.

Keywords: Automatic summary generation, linguistic analysis, text generation.

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Authors: A.K.M. Khaled Ahsan Talukder, Taibun Nessa, Kaushik Roy

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The weight constrained shortest path problem (WCSPP) is one of most several known basic problems in combinatorial optimization. Because of its importance in many areas of applications such as computer science, engineering and operations research, many researchers have extensively studied the WCSPP. This paper mainly concentrates on the reduction of total search space for finding WCSP using some existing Genetic Algorithm (GA). For this purpose, some controlled schemes of genetic operators are adopted on list chromosome representation. This approach gives a near optimum solution with smaller elapsed generation than classical GA technique. From further analysis on the matter, a new generalized schema theorem is also developed from the philosophy of Holland-s theorem.

Keywords: Genetic Algorithm, Evolutionary Optimization, Multi Objective Optimization, Non-linear Schema Theorem, WCSPP.

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Authors: Ananya Das, Arun Kumar, Gazala Habib, Vivekanandan Perumal

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Regulatory bodies has proposed limits on Particulate Matter (PM) concentration in air; however, it does not explicitly indicate the incorporation of effects of toxicities of constituents of PM in developing regulatory limits. This study aimed to provide a structured approach to incorporate toxic effects of components in developing regulatory limits on PM. A four-step human health risk assessment framework consists of - (1) hazard identification (parameters: PM and its constituents and their associated toxic effects on health), (2) exposure assessment (parameters: concentrations of PM and constituents, information on size and shape of PM; fate and transport of PM and constituents in respiratory system), (3) dose-response assessment (parameters: reference dose or target toxicity dose of PM and its constituents), and (4) risk estimation (metric: hazard quotient and/or lifetime incremental risk of cancer as applicable). Then parameters required at every step were obtained from literature. Using this information, an attempt has been made to determine limits on PM using component-specific information. An example calculation was conducted for exposures of PM_2.5 and its metal constituents from Indian ambient environment to determine limit on PM values. Identified data gaps were: (1) concentrations of PM and its constituents and their relationship with sampling regions, (2) relationship of toxicity of PM with its components.

Keywords: Air, component-specific toxicity, human health risks, particulate matter.

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Authors: Leandi Steenkamp

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The sectional title industry has been a part of the property landscape in South Africa for almost half a century, and plays a significant role in addressing the housing problem in the country. Stakeholders such as owners and investors in sectional title property are in most cases not directly involved in the management thereof, and place reliance on the audited annual financial statements of bodies corporate for decision-making purposes. Although the industry seems to be highly regulated, the legislation regarding accounting and auditing of sectional title is vague and ambiguous. Furthermore, there are no industry-specific auditing and accounting standards to guide accounting and auditing practitioners in performing their work and industry financial benchmarks are not readily available. In addition, financial pressure on sectional title schemes is often very high due to the fact that some owners exercise unrealistic pressure to keep monthly levies as low as possible. All these factors have an impact on the business risk as well as audit risk of bodies corporate. Very little academic research has been undertaken on the sectional title industry in South Africa from an accounting and auditing perspective. The aim of this paper is threefold: Firstly, to discuss the findings of a literature review on uncertainties, ambiguity and confusing aspects in current legislation regarding the audit of a sectional title property that may cause or increase audit and business risk. Secondly, empirical findings of risk-related aspects from the results of interviews with three groups of body corporate role-players will be discussed. The role-players were body corporate trustee chairpersons, body corporate managing agents and accounting and auditing practitioners of bodies corporate. Specific reference will be made to business risk and audit risk. Thirdly, practical recommendations will be made on possibilities of closing the audit expectation gap, and further research opportunities in this regard will be discussed.

Keywords: Assurance, audit, audit risk, body corporate, corporate governance, sectional title.

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Authors: Kyaw Myo Lin, Pyone Lai Swe, Khine Zin Oo

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In this paper, an approach combining analytical method for the distributed generator (DG) sizing and meta-heuristic search for the optimal location of DG has been presented. The optimal size of DG on each bus is estimated by the loss sensitivity factor method while the optimal sites are determined by Particle Swarm Optimization (PSO) based optimal reactive power dispatch for minimizing active power loss. To confirm the proposed approach, it has been tested on IEEE-30 bus test system. The adjustments of operating constraints and voltage profile improvements have also been observed. The obtained results show that the allocation of DGs results in a significant loss reduction with good voltage profiles and the combined approach is competent in keeping the system voltages within the acceptable limits.

Keywords: Analytical approach, distributed generations, optimal size, optimal location, optimal reactive power dispatch, particle swarm optimization algorithm.

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Authors: A. Won-Yong Chae, B. Hyung-Nam Kim, C. Kyoung-Jun Lee, D. Hee-Je Kim

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The renewable energy has been attracting attention as a new alternative energy due to the problem of environmental pollution and resource depletion. In particular, daylighting and PV system are regarded as the solutions. In this paper, the hybrid dimming control system supplied by solar cell and daylighting system was designed. Daylighting system is main source and PV system is spare source. PV system operates the LED lamp which supports daylighting system because daylighting system is unstable due to the variation of irradiance. In addition, PV system has a role charging batteries. Battery charging has a benefit that PV system operate LED lamp in the bad weather. However, LED lamp always can`t turn on that-s why dimming control system was designed. In particular, the solar charging robot was designed to check the interior irradiance intensity. These systems and the application of the solar charging robot are expected to contribute developing alternative energy in the near future.

Keywords: Daylighting system, PV system, LED lamp, Suntracking robot.

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Authors: Alan Walsh, Peter Walker, Michael Ellis

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There is a real danger that both practitioners and researchers considering risks associated with megaprojects ignore or underestimate the impacts of cultural risk. The paper investigates the potential impacts of a failure to achieve cultural unity between the principal actors executing a megaproject. The principle relationships include the relationships between the principle Contractors and the project stakeholders or the project stakeholders and their principle advisors, Western Consultants. This study confirms that cultural dissonance between these parties can delay or disrupt the megaproject execution and examines why cultural issues should be prioritized as a significant risk factor in megaproject delivery. This paper addresses the practical impacts and potential mitigation measures, which may reduce cultural dissonance for a megaproject's delivery. This information is retrieved from on-going case studies in live infrastructure megaprojects in Europe and the Middle East's GCC states, from Western Consultants' perspective. The collaborating researchers each have at least 30 years of construction experience and are engaged in architecture, project management and contracts management, dealing with megaprojects in Europe or the GCC. After examining the cultural interfaces they have observed during the execution of megaprojects, they conclude that globally, culture significantly influences their efficient delivery. The study finds that cultural risk is ever-present, where different nationalities co-manage megaprojects and that cultural conflict poses a real threat to the timely delivery of megaprojects. The study indicates that the higher the cultural distance between the principal actors, the more pronounced the risk, with the risk of cultural dissonance more prominent in GCC megaprojects. The findings support a more culturally aware and cohesive team approach and recommend cross-cultural training to mitigate the effects of cultural disparity.

Keywords: Cultural risk underestimation, cultural distance, megaproject characteristics, megaproject execution.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

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Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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Authors: Aliyu Isah Agaie, Masrah Azrifah Azmi Murad, Nurfadhlina Mohd Sharef, Aida Mustapha

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Natural Language Interfaces typically support a restricted language and also have scopes and limitations that naïve users are unaware of, resulting in errors when the users attempt to retrieve information from ontologies. To overcome this challenge, an auto-suggest feature is introduced into the querying process where users are guided through the querying process using interactive query construction system. Guiding users to formulate their queries, while providing them with an unconstrained (or almost unconstrained) way to query the ontology results in better interpretation of the query and ultimately lead to an effective search. The approach described in this paper is unobtrusive and subtly guides the users, so that they have a choice of either selecting from the suggestion list or typing in full. The user is not coerced into accepting system suggestions and can express himself using fragments or full sentences.

Keywords: Auto-suggest, expressiveness, habitability, natural language interface, query interpretation, user guidance.

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Authors: N. Arulanand, K. Premalatha

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Bloom filter is a probabilistic and memory efficient data structure designed to answer rapidly whether an element is present in a set. It tells that the element is definitely not in the set but its presence is with certain probability. The trade-off to use Bloom filter is a certain configurable risk of false positives. The odds of a false positive can be made very low if the number of hash function is sufficiently large. For spam detection, weight is attached to each set of elements. The spam weight for a word is a measure used to rate the e-mail. Each word is assigned to a Bloom filter based on its weight. The proposed work introduces an enhanced concept in Bloom filter called Bin Bloom Filter (BBF). The performance of BBF over conventional Bloom filter is evaluated under various optimization techniques. Real time data set and synthetic data sets are used for experimental analysis and the results are demonstrated for bin sizes 4, 5, 6 and 7. Finally analyzing the results, it is found that the BBF which uses heuristic techniques performs better than the traditional Bloom filter in spam detection.

Keywords: Cuckoo search algorithm, levy’s flight, metaheuristic, optimal weight.

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Authors: Tianqiao Zhang, Ye Tian, Yanliang Yin, Yichao Tian, Suzhai Tian, Weige Sun, Ruoliang Tang

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Heavy biomechanical loads at workplaces may lead to high risks of work-related musculoskeletal disorders (WMSDs). However, there is a lack of investigations on the efficacy of the ergonomic interventions with theoretical frameworks. This study aimed to formulate an Omaha System based remote intervention program on the WMSDs among nurses by systematic literature review, interviews, expert consultation. After screening title and abstract, 11 articles out of the initial search results (i.e., n=1,418) were included, 12 nurses were interviewed, and 10 experts were consulted to review the initial intervention program. Modification to the draft included (1) supplementing traditional Chinese medicine practices, (2) adding the use of assistive patient handling equipment, (3) revising the on-line training method, (4) editing and proofreading the main text of the initial program, (5) adding quizzes and exercise scales, (6) it was determined that the associated coursework should be announced promptly with multiple follow-up reminders, and (7) removing bodyweight superman exercise, and peaceful/calm meditation. In the end, the final intervention program was developed.

Keywords: Omaha System, nurses, remote intervention, musculoskeletal disease.

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Authors: Viktorie Janečková, Petr Šnapka, Marie Mikušová

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This paper aims to initiate an analytical account of the issues of compliance with economy condition for incentive pay system application in an enterprise. Economy is considered one of the conditions for effective incentive pay system application another condition being the achievement of desired efficiency level of the incentive pay system application. Bonus pay system is discussed as an example.

Keywords: Cost analysis, economy, incentive pay system.

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Authors: Victor Krebss

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Task of object localization is one of the major challenges in creating intelligent transportation. Unfortunately, in densely built-up urban areas, localization based on GPS only produces a large error, or simply becomes impossible. New opportunities arise for the localization due to the rapidly emerging concept of a wireless ad-hoc network. Such network, allows estimating potential distance between these objects measuring received signal level and construct a graph of distances in which nodes are the localization objects, and edges - estimates of the distances between pairs of nodes. Due to the known coordinates of individual nodes (anchors), it is possible to determine the location of all (or part) of the remaining nodes of the graph. Moreover, road map, available in digital format can provide localization routines with valuable additional information to narrow node location search. However, despite abundance of well-known algorithms for solving the problem of localization and significant research efforts, there are still many issues that currently are addressed only partially. In this paper, we propose localization approach based on the graph mapped distances on the digital road map data basis. In fact, problem is reduced to distance graph embedding into the graph representing area geo location data. It makes possible to localize objects, in some cases even if only one reference point is available. We propose simple embedding algorithm and sample implementation as spatial queries over sensor network data stored in spatial database, allowing employing effectively spatial indexing, optimized spatial search routines and geometry functions.

Keywords: Intelligent Transportation System, Sensor Network, Localization, Spatial Query, GIS, Graph Embedding.

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Authors: R. S. Quintal, J. L. Tesch Santos, M. D. Davis, E. C. de Santana, M. de F. Bandeira dos Santos

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The objective is to identify the contributions from the introduction of the computerized system deal within the Accounting Department of Brazilian Navy Financial Directorship and its possible effects on the budgetary and financial harvest of Brazilian Navy. The relevance lies in the fact that the management process is responsible for the continuous improvement of organizational performance through higher levels of quality in their activities. Improvements in organizational processes have direct effects on crops cost, quality, reliability, flexibility and speed. The method of study of this research is the case study. The choice of case study attended, among other demands, a need for greater flexibility to study processes related to a computerized system. The sources of evidence were used literature, documentary and direct observation. Direct observation was made by monitoring the implementation of the computerized system in the Division of Management Analysis. The main findings of the study point to the fact that the computerized system may contribute significantly to the standardization of information. There was improvement of internal processes in the division of management analysis, made possible the consolidation of a standard management and performance analysis that contribute to global homogeneity in the treatment of information essential to the process of decision making. This study has limitations related to the fact the search result be subject exclusively to the case studied, and it is impossible to generalize to other organs of government.

Keywords: Process Management, Management Control, Business Intelligence.

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Authors: Aumnad Phdungsilp, Teeradej Wuttipornpun

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Decision support based upon risk analysis into comparison of the electricity generation from different renewable energy technologies can provide information about their effects on the environment and society. The aim of this paper is to develop the assessment framework regarding risks to health and environment, and the society-s benefits of the electric power plant generation from different renewable sources. The multicriteria framework to multiattribute risk analysis technique and the decision analysis interview technique are applied in order to support the decisionmaking process for the implementing renewable energy projects to the Bangkok case study. Having analyses the local conditions and appropriate technologies, five renewable power plants are postulated as options. As this work demonstrates, the analysis can provide a tool to aid decision-makers for achieving targets related to promote sustainable energy system.

Keywords: Analytic Hierarchy Process, Bangkok, MultiattributeRisk Analysis, Renewable Energy Technology.

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Authors: H. Megherbi, A. C. Megherbi, N. Megherbi, K. Benmahamed

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This paper presents three-phase evolution search methodology to automatically design fuzzy logic controllers (FLCs) that can work in a wide range of operating conditions. These include varying load, parameter variations, and unknown external disturbances. The three-phase scheme consists of an exploration phase, an exploitation phase and a robustness phase. The first two phases search for FLC with high accuracy performances while the last phase aims at obtaining FLC providing the best compromise between the accuracy and robustness performances. Simulations were performed for direct-drive two-axis robot arm. The evolved FLC with the proposed design technique found to provide a very satisfactory performance under the wide range of operation conditions and to overcome problem associated with coupling and nonlinearities characteristics inherent to robot arms.

Keywords: Fuzzy logic control, evolutionary algorithms, robustness, exploration/exploitation phase.

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Authors: Jyotsna Ogale, Alok Jain

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In this paper newly reported Cosh window function is used in the design of prototype filter for M-channel Near Perfect Reconstruction (NPR) Cosine Modulated Filter Bank (CMFB). Local search optimization algorithm is used for minimization of distortion parameters by optimizing the filter coefficients of prototype filter. Design examples are presented and comparison has been made with Kaiser window based filterbank design of recently reported work. The result shows that the proposed design approach provides lower distortion parameters and improved far-end suppression than the Kaiser window based design of recent reported work.

Keywords: Window function, Cosine modulated filterbank, Local search optimization.

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Authors: Shiyun Liu

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Radiant heating systems work fundamentally differently from air systems by taking advantage of both radiant and convective heat transfer to remove space heating load. There are rare studies on differences of heating systems between all-air system and radiant floor system. This paper uses the method of simulation based on state-space to calculate the indoor temperature and wall temperature of each system and shows how the dynamic heat transfer in rooms conditioned by a radiant system is different from an air system. Then this paper analyses the changes of indoor temperature of these two systems, finding out the differences between all-air heating system and radiant floor heating system to help the designer choose a more suitable heating system.

Keywords: Radiant floor, all-air system, thermal comfort, simulation, heating system.

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Authors: Seongsoo Lee

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Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: Motion estimation, test zone search, high efficiency video coding, processing element, optimization.

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Authors: Nadheer A. Shalash, Abu Zaharin Bin Ahmad

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Technological developments in industrial innovations have currently been related to interconnected system assistance and distribution networks. This important in order to enable an electrical load to continue receive power in the event of disconnection of load from the main power grid. This paper represents a method for reliability assessment of interconnected power systems based. The multi-agent system consists of four agents. The first agent was the generator agent to using as connected the generator to the grid depending on the state of the reserve margin and the load demand. The second was a load agent is that located at the load. Meanwhile, the third is so-called "the reverse margin agent" that to limit the reserve margin between 0 - 25% depend on the load and the unit size generator. In the end, calculation reliability Agent can be calculate expected energy not supplied (EENS), loss of load expectation (LOLE) and the effecting of tie line capacity to determine the risk levels Roy Billinton Test System (RBTS) can use to evaluated the reliability indices by using the developed JADE package. The results estimated of the reliability interconnection power systems presented in this paper. The overall reliability of power system can be improved. Thus, the market becomes more concentrated against demand increasing and the generation units were operating in relation to reliability indices. 

Keywords: Reliability indices, Load expectation, Reserve margin, Daily load, Probability, Multi-agent system.

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Authors: M. Sadeghi, H. Pezeshk, R. Tusserkani, A. Sharifi Zarchi, A. Malekpour, M. Foroughmand, S. Goliaei, M. Totonchi, N. Ansari–Pour

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The role and relative importance of intrinsic and extrinsic factors in the development of complex diseases such as cancer still remains a controversial issue. Determining the amount of variation explained by these factors needs experimental data and statistical models. These models are nevertheless based on the occurrence and accumulation of random mutational events during stem cell division, thus rendering cancer development a stochastic outcome. We demonstrate that not only individual genome sequencing is uninformative in determining cancer risk, but also assigning a unique genome sequence to any given individual (healthy or affected) is not meaningful. Current whole-genome sequencing approaches are therefore unlikely to realize the promise of personalized medicine. In conclusion, since genome sequence differs from cell to cell and changes over time, it seems that determining the risk factor of complex diseases based on genome sequence is somewhat unrealistic, and therefore, the resulting data are likely to be inherently uninformative.

Keywords: Cancer risk, extrinsic factors, genome sequencing, intrinsic factors.

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Authors: Bernard Kumi-Boateng, Issaka Yakubu

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Forest fire, which is, an uncontrolled fire occurring in nature has become a major concern for the Forestry Commission of Ghana (FCG). The forest fires in Ghana usually result in massive destruction and take a long time for the firefighting crews to gain control over the situation. In order to assess the effect of forest fire at local scale, it is important to consider the role fire plays in vegetation composition, biodiversity, soil erosion, and the hydrological cycle. The occurrence, frequency and behaviour of forest fires vary over time and space, primarily as a result of the complicated influences of changes in land use, vegetation composition, fire suppression efforts, and other indigenous factors. One of the forest zones in Ghana with a high level of vegetation stress is the Goaso forest area. The area has experienced changes in its traditional land use such as hunting, charcoal production, inefficient logging practices and rural abandonment patterns. These factors which were identified as major causes of forest fire, have recently modified the incidence of fire in the Goaso area. In spite of the incidence of forest fires in the Goaso forest area, most of the forest services do not provide a cartographic representation of the burned areas. This has resulted in significant amount of information being required by the firefighting unit of the FCG to understand fire risk factors and its spatial effects. This study uses Remote Sensing and Geographic Information System techniques to develop a fire risk hazard model using the Goaso Forest Area (GFA) as a case study. From the results of the study, natural forest, agricultural lands and plantation cover types were identified as the major fuel contributing loads. However, water bodies, roads and settlements were identified as minor fuel contributing loads. Based on the major and minor fuel contributing loads, a forest fire risk hazard model with a reasonable accuracy has been developed for the GFA to assist decision making.

Keywords: Forest risk, GIS, remote sensing, Goaso.

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Authors: Ismail Karaca, Ridvan Saracoglu, Omer Soner

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Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.

Keywords: Calculation of risk factor, fuzzy logic, fuzzy programming for ship, safe navigation of ships.

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: Deokho Kim, Wonwoo Lee, Jaewoong Lee, Teresa Ng, Gun-Ill Lee, Jiwon Jeong

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This paper presents a method for improving object search accuracy using a deep learning model. A major limitation to provide accurate similarity with deep learning is the requirement of huge amount of data for training pairwise similarity scores (metrics), which is impractical to collect. Thus, similarity scores are usually trained with a relatively small dataset, which comes from a different domain, causing limited accuracy on measuring similarity. For this reason, this paper proposes a deep learning model that can be trained with a significantly small amount of data, a clustered data which of each cluster contains a set of visually similar images. In order to measure similarity distance with the proposed method, visual features of two images are extracted from intermediate layers of a convolutional neural network with various pooling methods, and the network is trained with pairwise similarity scores which is defined zero for images in identical cluster. The proposed method outperforms the state-of-the-art object similarity scoring techniques on evaluation for finding exact items. The proposed method achieves 86.5% of accuracy compared to the accuracy of the state-of-the-art technique, which is 59.9%. That is, an exact item can be found among four retrieved images with an accuracy of 86.5%, and the rest can possibly be similar products more than the accuracy. Therefore, the proposed method can greatly reduce the amount of training data with an order of magnitude as well as providing a reliable similarity metric.

Keywords: Visual search, deep learning, convolutional neural network, machine learning.

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Authors: Jing Lu, Malcolm Keech, Weiru Chen

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Web usage mining is an interesting application of data mining which provides insight into customer behaviour on the Internet. An important technique to discover user access and navigation trails is based on sequential patterns mining. One of the key challenges for web access patterns mining is tackling the problem of mining richly structured patterns. This paper proposes a novel model called Web Access Patterns Graph (WAP-Graph) to represent all of the access patterns from web mining graphically. WAP-Graph also motivates the search for new structural relation patterns, i.e. Concurrent Access Patterns (CAP), to identify and predict more complex web page requests. Corresponding CAP mining and modelling methods are proposed and shown to be effective in the search for and representation of concurrency between access patterns on the web. From experiments conducted on large-scale synthetic sequence data as well as real web access data, it is demonstrated that CAP mining provides a powerful method for structural knowledge discovery, which can be visualised through the CAP-Graph model.

Keywords: concurrent access patterns (CAP), CAP mining and modelling, CAP-Graph, web access patterns (WAP), WAP-Graph, Web usage mining.

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Authors: Thanapol Wisuttikul, Choochart Haruechaiyasak, Santipong Thaiprayoon

Abstract:

Thailand has evolved many unique culture and knowledge, and the leading is the Thai traditional medicine (TTM). Recently, a number of researchers have tried to save this indigenous knowledge. However, the system to do so has still been scant. To preserve this ancient knowledge, we therefore invented and integrated multi-linguistic techniques to create the system of the collected all of recipes. This application extracted the medical recipes from antique scriptures then normalized antiquarian words, primitive grammar and antiquated measurement of them to the modern ones. Then, we applied ingredient-duplication-calculation, proportion-similarity-calculation and score-ranking to examine duplicate recipes. We collected the questionnaires from registrants and people to investigate the users’ satisfaction. The satisfactory results were found. This application assists not only registrants to validating the copyright violation in TTM registration process but also people to cure their illness that aids both Thai people and all mankind to fight for intractable diseases.

Keywords: Medicine Registration, Search Engine, Text Approximation, Traditional Medicine.

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Authors: Ashutosh Kumar Singh, Ravi Kumar P

Abstract:

This paper gives an introduction to Web mining, then describes Web Structure mining in detail, and explores the data structure used by the Web. This paper also explores different Page Rank algorithms and compare those algorithms used for Information Retrieval. In Web Mining, the basics of Web mining and the Web mining categories are explained. Different Page Rank based algorithms like PageRank (PR), WPR (Weighted PageRank), HITS (Hyperlink-Induced Topic Search), DistanceRank and DirichletRank algorithms are discussed and compared. PageRanks are calculated for PageRank and Weighted PageRank algorithms for a given hyperlink structure. Simulation Program is developed for PageRank algorithm because PageRank is the only ranking algorithm implemented in the search engine (Google). The outputs are shown in a table and chart format.

Keywords: Web Mining, Web Structure, Web Graph, LinkAnalysis, PageRank, Weighted PageRank, HITS, DistanceRank, DirichletRank,

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