Search results for: First Zagreb index
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1057

Search results for: First Zagreb index

277 Exploring the Challenges to Usage of Building and Construction Cost Indices in Ghana

Authors: J. J. Gyimah, E. Kissi, S. Osei-Tutu, C. D. Adobor, T. Adjei-Kumi, E. Osei-Tutu

Abstract:

Price fluctuation contract is imperative and of paramount essence in the construction industry as it provides adequate relief and cushioning for changes in the prices of input resources during construction. As a result, several methods have been devised to better help in arriving at fair recompense in the event of price changes. However, stakeholders often appear not to be satisfied with the existing methods of fluctuation evaluation, ostensibly because of the challenges associated with them. The aim of this study was to identify the challenges to usage of building construction cost indices in Ghana. Data were gathered from contractors and quantity surveying firms. The study utilized survey questionnaire approach to elicit responses from the contractors and the consultants. Data gathered were analyzed scientifically, using the Relative Importance Index (RII) to rank the problems associated with the existing methods. The findings revealed the following among others: late release of data; inadequate recovery of costs; and work items of interest not included in the published indices as the main challenges of the existing methods. Findings provided useful lessons for policy makers and practitioners in decision making towards the usage and improvement of available indices.

Keywords: Building construction cost indices, challenges, usage, Ghana.

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276 Effect of Sintering Temperature Curve in Wick Manufactured for Loop Heat Pipe

Authors: Shen-Chun Wu, Chuo-Jeng Huang, Wun-Hong Yang, Jy-Cheng Chang, Chien-Chun Kung

Abstract:

This investigation examines the effect of the sintering temperature curve in manufactured nickel powder capillary structure (wick) for a loop heat pipe (LHP). The sintering temperature curve is composed of a region of increasing temperature; a region of constant temperature and a region of declining temperature. The most important region is that in which the temperature increases, as an index in the stage in which the temperature increases. The wick of nickel powder is manufactured in the stage of fixed sintering temperature and the time between the stage of constant temperature and the stage of falling temperature. When the slope of the curve in the region of increasing temperature is unity (equivalent to 10 °C/min), the structure of the wick is complete and the heat transfer performance is optimal. The result of experiment test demonstrates that the heat transfer performance is optimal at 320W; the minimal total thermal resistance is approximately 0.18°C/W, and the heat flux is 17W/cm2; the internal parameters of the wick are an effective pore radius of 3.1 μm, a permeability of 3.25×10-13m2 and a porosity of 71%.

Keywords: Loop heat pipe (LHP), capillary structure (wick), sintered temperature curve.

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275 The Link between Unemployment and Inflation Using Johansen’s Co-Integration Approach and Vector Error Correction Modelling

Authors: Sagaren Pillay

Abstract:

In this paper bi-annual time series data on unemployment rates (from the Labour Force Survey) are expanded to quarterly rates and linked to quarterly unemployment rates (from the Quarterly Labour Force Survey). The resultant linked series and the consumer price index (CPI) series are examined using Johansen’s cointegration approach and vector error correction modeling. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant co-integrating relationship is found to exist between the time series of unemployment rates and the CPI. Given this significant relationship, the study models this relationship using Vector Error Correction Models (VECM), one with a restriction on the deterministic term and the other with no restriction.

A formal statistical confirmation of the existence of a unique linear and lagged relationship between inflation and unemployment for the period between September 2000 and June 2011 is presented. For the given period, the CPI was found to be an unbiased predictor of the unemployment rate. This relationship can be explored further for the development of appropriate forecasting models incorporating other study variables.

Keywords: Forecasting, lagged, linear, relationship.

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274 Fast 3D Collision Detection Algorithm using 2D Intersection Area

Authors: Taehyun Yoon, Keechul Jung

Abstract:

There are many researches to detect collision between real object and virtual object in 3D space. In general, these techniques are need to huge computing power. So, many research and study are constructed by using cloud computing, network computing, and distribute computing. As a reason of these, this paper proposed a novel fast 3D collision detection algorithm between real and virtual object using 2D intersection area. Proposed algorithm uses 4 multiple cameras and coarse-and-fine method to improve accuracy and speed performance of collision detection. In the coarse step, this system examines the intersection area between real and virtual object silhouettes from all camera views. The result of this step is the index of virtual sensors which has a possibility of collision in 3D space. To decide collision accurately, at the fine step, this system examines the collision detection in 3D space by using the visual hull algorithm. Performance of the algorithm is verified by comparing with existing algorithm. We believe proposed algorithm help many other research, study and application fields such as HCI, augmented reality, intelligent space, and so on.

Keywords: Collision Detection, Computer Vision, Human Computer Interaction, Visual Hull

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273 Effect of Azespirilium Bacteria in Reducing Nitrogen Fertilizers (Urea) and the Interaction of it with Stereptomyces Sp due the Biological Control on the Wheat (Triticum Asstivum) Sustinibelation Culture

Authors: Omid Alizadeh, Ali Parsaeimehr, Barmak.jaefary Hagheghy

Abstract:

An experiment was conducted in October 2008 due the ability replacement plant associate biofertilizers by chemical fertilizers and the qualifying rate of chemical N fertilizers at the moment of using this biofertilizers and the interaction of this biofertilizer on each other. This field experiment has been done in Persepolis (Throne of Jamshid) and arrange by using factorial with the basis of randomized complete block design, in three replication Azespirilium SP bacteria has been admixed with consistence 108 cfu/g and inoculated with seeds of wheat, The streptomyces SP has been used in amount of 550 gr/ha and concatenated on clay and for the qualifying range of chemical fertilizer 4 level of N chemical fertilizer from the source of urea (N0=0, N1=60, N2=120, N3=180) has been used in this experiment. The results indicated there were Significant differences between levels of Nitrogen fertilizer in the entire characteristic which has been measured in this experiment. The admixed Azespirilium SP showed significant differences between their levels in the characteristics such as No. of fertile ear, No. of grain per ear, grain yield, grain protein percentage, leaf area index and the agronomic fertilizer use efficiency. Due the interaction streptomyses with Azespirilium SP bacteria this actinomycet didn-t show any statistically significant differences between it levels.

Keywords: AzetobacterSP, AzespiriliumSP, StreptomycesSP

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272 Moving towards a General Definition of Public Happiness: A Grounded Theory Approach to the Recent Academic Research on Well-Being

Authors: Cristina Sanchez-Sanchez

Abstract:

Although there seems to be a growing interest in the study of the citizen’s happiness as an alternative measure of a country’s progress to GDP, happiness as a public concern is still an ambiguous concept, hard to define. Moreover, different notions are used indiscriminately to talk about the same thing. This investigation aims to determine the conceptions of happiness, well-being and quality of life that originate from the indexes that different governments and public institutions around the world have created to study them. Through the Scoping Review method, this study identifies the recent academic research in this field (a total of 267 documents between 2006 and 2016) from some of the most popular social sciences databases around the world, Web of Science, Scopus, JSTOR, Sage, EBSCO, IBSS and Google Scholar, and in Spain, ISOC and Dialnet. These 267 documents referenced 53 different indexes and researches. The Grounded Theory method has been applied to a sample of 13 indexes in order to identify the main categories they use to determine these three concepts. The results show that these are multi-dimensional concepts and similar indicators are used indistinctly to measure happiness, well-being and quality of life.

Keywords: Grounded theory, happiness, happiness index, quality of life, scoping review, well-being.

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271 Assessing the Effect of Underground Tunnel Diameter on Structure-Foundation-Soil Performance under the Kobe Earthquake

Authors: Masoud Mahdavi

Abstract:

Today, developed and industrial cities have all kinds of sewage and water transfer canals, subway tunnels, infrastructure facilities, etc., which have caused underground cavities to be created under the buildings. The presence of these cavities causes behavioral changes in the structural behavior that must be fully evaluated. In the present study, using Abaqus finite element software, the effect of cavities with 0.5 and 1.5 meters in diameter at a depth of 2.5 meters from the earth's surface (with a circular cross-section) on the performance of the foundation and the ground (soil) has been evaluated. For this purpose, the Kobe earthquake was applied to the models for 10 seconds. Also, pore water pressure and weight were considered on the models to get complete results. The results showed that by creating and increasing the diameter of circular cavities in the soil, three indicators; 1) von Mises stress, 2) displacement and 3) plastic strain have had oscillating, ascending and ascending processes, respectively, which shows the relationship between increasing the diameter index of underground cavities and structural indicators of structure-foundation-soil.

Keywords: Underground excavations, foundation, structural substrates, Abaqus software, Kobe earthquake, time history analysis.

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270 Rheological Characteristics of Ice Slurries Based on Propylene- and Ethylene-Glycol at High Ice Fractions

Authors: Senda Trabelsi, Sébastien Poncet, Michel Poirier

Abstract:

Ice slurries are considered as a promising phase-changing secondary fluids for air-conditioning, packaging or cooling industrial processes. An experimental study has been here carried out to measure the rheological characteristics of ice slurries. Ice slurries consist in a solid phase (flake ice crystals) and a liquid phase. The later is composed of a mixture of liquid water and an additive being here either (1) Propylene-Glycol (PG) or (2) Ethylene-Glycol (EG) used to lower the freezing point of water. Concentrations of 5%, 14% and 24% of both additives are investigated with ice mass fractions ranging from 5% to 85%. The rheological measurements are carried out using a Discovery HR-2 vane-concentric cylinder with four full-length blades. The experimental results show that the behavior of ice slurries is generally non-Newtonian with shear-thinning or shear-thickening behaviors depending on the experimental conditions. In order to determine the consistency and the flow index, the Herschel-Bulkley model is used to describe the behavior of ice slurries. The present results are finally validated against an experimental database found in the literature and the predictions of an Artificial Neural Network model.

Keywords: Ice slurry, propylene-glycol, ethylene-glycol, rheology, artificial neural network.

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269 Research on Transformer Condition-based Maintenance System using the Method of Fuzzy Comprehensive Evaluation

Authors: Po-Chun Lin, Jyh-Cherng Gu

Abstract:

This study adopted previous fault patterns, results of detection analysis, historical records and data, and experts- experiences to establish fuzzy principles and estimate the failure probability index of components of a power transformer. Considering that actual parameters and limiting conditions of parameters may differ, this study used the standard data of IEC, IEEE, and CIGRE as condition parameters. According to the characteristics of each condition parameter, relative degradation was introduced to reflect the degree of influence of the factors on the transformer condition. The method of fuzzy mathematics was adopted to determine the subordinate function of the transformer condition. The calculation used the Matlab Fuzzy Tool Box to select the condition parameters of coil winding, iron core, bushing, OLTC, insulating oil and other auxiliary components and factors (e.g., load records, performance history, and maintenance records) of the transformer to establish the fuzzy principles. Examples were presented to support the rationality and effectiveness of the evaluation method of power transformer performance conditions, as based on fuzzy comprehensive evaluation.

Keywords: Fuzzy, relative degradation degree, condition-basedmaintenance, power transformer

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268 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach

Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov

Abstract:

There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.

Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.

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267 Engineering Geological Characteristics of Soil Materials, East Nile Delta, Egypt

Authors: A. I. M. Ismail, N. Ryden

Abstract:

This paper is concerned with the study of mineralogy and engineering characteristics of soil materials derived from the eastern part of Nile Delta. The clay minerals of the studied soil by using X- ray diffraction are mainly illite (average 72.6 %) and kaolinite (average 2.6 %), expandable portion in illite-smectite mixed layer (average 7 %). Smectite is more abundant in fluviatile clays, whereas kaolinite is more abundant in lagoonal clays. On the other hand, illite and illite-smectite are more abundant in marine clays. The geotechnical results show that the soil under study consists mainly of about 0.3 % gravel, 5 % sand, 51.5 % silt and 42.2 % clay in average. The average shrinkage limit attains 11 % whereas the average value of the plasticity index is 23.4 %. The free swelling ranges from 40 % to 75 % and has a value of 55 % giving an indication about the inadequacy of such soil under foundations. From a construction point of view, the soil under investigation poses many problems even under light foundations due to the swelling and shrinkage. Such swelling and shrinkage is due to the high content of soil materials in the expandable clay minerals of illite and smectite. Based on the results of the present and earlier studies, trial application of soil stabilisation is recommended.

Keywords: Engineering Geological Investigations, Nile Delta, Swelling, Shrinkage

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266 The Relations between Spatial Structure and Land Price

Authors: Jung-Hun Cho, Tae-Heon Moon, Jin-Hak Lee

Abstract:

Land price contains the comprehensive characteristics of urban space, representing the social and economic features of the city. Accordingly, land price can be utilized as an indicator, which can identify the changes of spatial structure and socioeconomic variations caused by urban development. This study attempted to explore the changes in land price by a new road construction. Methodologically, it adopted Space Syntax, which can interpret urban spatial structure comprehensively, to identify the relationship between the forms of road networks and land price. The result of the regression analysis showed the ‘integration index’ of Space Syntax is statistically significant and has a strong correlation with land price. If the integration value is high, land price increases proportionally. Subsequently, using regression equation, it tried to predict the land price changes of each of the lots surrounding the roads that are newly opened. The research methods or study results have the advantage of predicting the changes in land price in an easy way. In addition, it will contribute to planners and project managers to establish relevant polices and smoothing urban regeneration projects through enhancing residents’ understanding by providing possible results and advantages in their land price before the execution of urban regeneration and development projects.

Keywords: Space syntax, urban regeneration, spatial structure, official land price.

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265 Determinants of Brand Equity: Offering a Model to Chocolate Industry

Authors: Emari Hossien

Abstract:

This study examined the underlying dimensions of brand equity in the chocolate industry. For this purpose, researchers developed a model to identify which factors are influential in building brand equity. The second purpose was to assess brand loyalty and brand images mediating effect between brand attitude, brand personality, brand association with brand equity. The study employed structural equation modeling to investigate the causal relationships between the dimensions of brand equity and brand equity itself. It specifically measured the way in which consumers’ perceptions of the dimensions of brand equity affected the overall brand equity evaluations. Data were collected from a sample of consumers of chocolate industry in Iran. The results of this empirical study indicate that brand loyalty and brand image are important components of brand equity in this industry. Moreover, the role of brand loyalty and brand image as mediating factors in the intention of brand equity are supported. The principal contribution of the present research is that it provides empirical evidence of the multidimensionality of consumer based brand equity, supporting Aaker´s and Keller´s conceptualization of brand equity. The present research also enriched brand equity building by incorporating the brand personality and brand image, as recommended by previous researchers. Moreover, creating the brand equity index in chocolate industry of Iran particularly is novel.

Keywords: brand equity, brand personality, structural equationmodeling, Iran.

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264 Multi-Robotic Partial Disassembly Line Balancing with Robotic Efficiency Difference via HNSGA-II

Authors: Tao Yin, Zeqiang Zhang, Wei Liang, Yanqing Zeng, Yu Zhang

Abstract:

To accelerate the remanufacturing process of electronic waste products, this study designs a partial disassembly line with the multi-robotic station to effectively dispose of excessive wastes. The multi-robotic partial disassembly line is a technical upgrade to the existing manual disassembly line. Balancing optimization can make the disassembly line smoother and more efficient. For partial disassembly line balancing with the multi-robotic station (PDLBMRS), a mixed-integer programming model (MIPM) considering the robotic efficiency differences is established to minimize cycle time, energy consumption and hazard index and to calculate their optimal global values. Besides, an enhanced NSGA-II algorithm (HNSGA-II) is proposed to optimize PDLBMRS efficiently. Finally, MIPM and HNSGA-II are applied to an actual mixed disassembly case of two types of computers, the comparison of the results solved by GUROBI and HNSGA-II verifies the correctness of the model and excellent performance of the algorithm, and the obtained Pareto solution set provides multiple options for decision-makers.

Keywords: Waste disposal, disassembly line balancing, multi-robot station, robotic efficiency difference, HNSGA-II.

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263 Preservation of Coconut Toddy Sediments as a Leavening Agent for Bakery Products

Authors: B. R. Madushan, S. B. Navaratne, I. Wickramasinghe

Abstract:

Toddy sediment (TS) was cultured in a PDA medium to determine initial yeast load, and also it was undergone sun, shade, solar, dehumidified cold air (DCA) and hot air oven (at 400, 500 and 60oC) drying with a view to preserve viability of yeast. Thereafter, this study was conducted according to two factor factorial design in order to determine best preservation method. Therein the dried TS from the best drying method was taken and divided into two portions. One portion was mixed with 3: 7 ratio of TS: rice flour and the mixture was divided in to two again. While one portion was kept under in house condition the other was in a refrigerator. Same procedure was followed to the rest portion of TS too but it was at the same ratio of corn flour. All treatments were vacuum packed in triple laminate pouches and the best preservation method was determined in terms of leavening index (LI). The TS obtained from the best preservation method was used to make foods (bread and hopper) and organoleptic properties of it were evaluated against same of ordinary foods using sensory panel with a five point hedonic scale. Results revealed that yeast load or fresh TS was 58×106 CFU/g. The best drying method in preserving viability of yeast was DCA because LI of this treatment (96%) is higher than that of other three treatments. Organoleptic properties of foods prepared from best preservation method are as same as ordinary foods according to Duo trio test.

Keywords: Biological leavening agent, coconut toddy, fermentation, yeast.

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262 Health Risk Assessment for Sewer Workers using Bayesian Belief Networks

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

Abstract:

The sanitary sewerage connection rate becomes an important indicator of advanced cities. Following the construction of sanitary sewerages, the maintenance and management systems are required for keeping pipelines and facilities functioning well. These maintenance tasks often require sewer workers to enter the manholes and the pipelines, which are confined spaces short of natural ventilation and full of hazardous substances. Working in sewers could be easily exposed to a risk of adverse health effects. This paper proposes the use of Bayesian belief networks (BBN) as a higher level of noncarcinogenic health risk assessment of sewer workers. 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 in sewers and their adverse health effects, and accordingly inferring the morbidity and mortality of the adverse health effects. The provision of the morbidity and mortality rates of the related diseases is more informative and can alleviate the drawbacks of conventional methods.

Keywords: Bayesian belief networks, sanitary sewerage, healthrisk assessment, hazard quotient, target organ-specific hazard index.

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261 Effect of Cowpea (Vigna sinensis L.) with Maize (Zea mays L.) Intercropping on Yield and Its Components

Authors: W. A. Hamd Alla, E. M. Shalaby, R. A. Dawood, A. A. Zohry

Abstract:

A field experiment was carried out at Arab El- Awammer Research Station, Agric. Res. Center. Assiut Governorate during summer seasons of 2013 and 2014. The present study assessed the effect of cowpea with maize intercropping on yield and its components. The experiment comprised of three treatments (sole cowpea, sole maize and cowpea-maize intercrop). The experimental design was a randomized complete block with four replications. Results indicated that intercropped maize plants with cowpea, exhibited greater potentiality and resulted in higher values of most of the studied criteria viz., plant height, number of ears/plant, number of rows/ear, number of grains/row, grains weight/ear, 100–grain weight and straw and grain yields. Fresh and dry forage yields of cowpea were lower in intercropping with maize than sole. Furthermore, the combined of the two seasons revealed that the total Land Equivalent Ratio (LER) between cowpea and maize was 1.65. The Aggressivity (A) maize was 0.45 and cowpea was -0.45. This showed that maize was the dominant crop, whereas cowpea was the dominated. The Competitive Ratio (CR) indicated that maize more competitive than cowpea, maize was 1.75 and cowpea was 0.57. The Actual Yield Loss (AYL) maize was 0.05 and cowpea was -0.40. The Monetary Advantage Index (MAI) was 2360.80.

Keywords: Intercropping, cowpea, maize, land equivalent ratio (LER).

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260 A New Correlation between SPT and CPT for Various Soils

Authors: Fauzi Jarushi, S. AlKaabim, Paul Cosentino

Abstract:

The Standard Penetration Test (SPT) is the most common in situ test for soil investigations. On the other hand, the Cone Penetration Test (CPT) is considered one of the best investigation tools. Due to the fast and accurate results that can be obtained it complaints the SPT in many applications like field explorations, design parameters, and quality control assessments. Many soil index and engineering properties have been correlated to both of SPT and CPT. Various foundation design methods were developed based on the outcome of these tests. Therefore it is vital to correlate these tests to each other so that either one of the tests can be used in the absence of the other, especially for preliminary evaluation and design purposes. The primary purpose of this study was to investigate the relationships between the SPT and CPT for different type of sandy soils in Florida. Data for this research were collected from number of projects sponsored by the Florida Department of Transportation (FDOT), six sites served as the subject of SPT-CPT correlations. The correlations were established between the cone resistance (qc), sleeve friction (fs) and the uncorrected SPT blow counts (N) for various soils. A positive linear relationship was found between qc, fs and N for various sandy soils. In general, qc versus N showed higher correlation coefficients than fs versus N. qc/N ratios were developed for different soil types and compared to literature values, the results of this research revealed higher ratios than literature values.

Keywords: In situ tests, Correlation, SPT, CPT.

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259 Monitoring Co-Creation: A Survey of Lithuanian Urban Communities

Authors: Aelita Skarzauskiene, Monika Maciuliene

Abstract:

In this paper, we conduct a systematic survey of urban communities in Lithuania to evaluate their potential to co-create collective intelligence or “civic intelligence” applying Digital Co-creation Index methodology that includes different socio-technological indicators. Civic intelligence is a form of collective intelligence that refers to the group’s capacity to perceive societal problems and to address them effectively. The research focuses on evaluation of diverse organizational designs that increase efficient collective performance. The current scientific project advanced the state of the art by evaluating the basic preconditions in the urban communities through which the collective intelligence is being co-created under the systemic manner. The research subject is the “bottom up” digital enabled urban platforms, initiated by Lithuanian public organizations, civic movements or business entities. The web-based monitoring results obtained by applying a social indices calculation methodology and Pearson correlation analysis provided the information about the potential and limits of the urban communities and what possible changes need to be implemented to overcome the limitations.

Keywords: Computer supported collaboration, co-creation, collective intelligence, socio-technological system, networked society.

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258 The Utilisation of Two Types of Fly Ashes Used as Cement Replacement in Soft Soil Stabilisation

Authors: Hassnen M. Jafer, W. Atherton, F. Ruddock, E. Loffill

Abstract:

This study represents the results of an experimental work using two types of fly ashes as a cement replacement in soft soil stabilisation. The fly ashes (FA1 and FA2) used in this study are by-products resulting from an incineration processes between 800 and 1200 ˚C. The stabilised soil in this study was an intermediate plasticity silty clayey soil with medium organic matter content. The experimental works were initially conducted on soil treated with different percentages of FA1 (0, 3, 6, 9, 12, and 15%) to identify the optimum FA1 content. Then FA1 was chemically activated by FA2 which has high alkalinity by blending the optimum content of FA1 with different portions of FA2. The improvement levels were evaluated dependent on the results obtained from consistency limits and compaction tests along with the results of unconfined compressive strength (UCS) tests which were conducted on specimens of soil treated with FA1 and FA2 and exposed to different periods of curing (zero, 7, 14, and 28 days). The results indicated that the FA1 and FA2 used in this study effectively improved the physical and geotechnical properties of the soft soil where the index of plasticity (IP) was decreased significantly from 21 to 13.17 with 12% of FA1; however, there was a slight increase in IP with the use of FA2. Meanwhile, 12% of FA1 was identified as the optimum percentage improving the UCS of stabilised soil significantly. Furthermore, FA2 was found effective as a chemical activator to FA1 where the UCS was improved significantly after using FA2.

Keywords: Soft soil stabilisation, waste materials, unconfined compressive strength.

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257 Evaluating Portfolio Performance by Highlighting Network Property and the Sharpe Ratio in the Stock Market

Authors: Zahra Hatami, Hesham Ali, David Volkman

Abstract:

Selecting a portfolio for investing is a crucial decision for individuals and legal entities. In the last two decades, with economic globalization, a stream of financial innovations has rushed to the aid of financial institutions. The importance of selecting stocks for the portfolio is always a challenging task for investors. This study aims to create a financial network to identify optimal portfolios using network centralities metrics. This research presents a community detection technique of superior stocks that can be described as an optimal stock portfolio to be used by investors. By using the advantages of a network and its property in extracted communities, a group of stocks was selected for each of the various time periods. The performance of the optimal portfolios was compared to the famous index. Their Sharpe ratio was calculated in a timely manner to evaluate their profit for making decisions. The analysis shows that the selected potential portfolio from stocks with low centrality measurement can outperform the market; however, they have a lower Sharpe ratio than stocks with high centrality scores. In other words, stocks with low centralities could outperform the S&P500 yet have a lower Sharpe ratio than high central stocks.

Keywords: Portfolio management performance, network analysis, centrality measurements, Sharpe ratio.

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256 Numerical Study of Steel Structures Responses to External Explosions

Authors: Mohammad Abdallah

Abstract:

Due to the constant increase in terrorist attacks, the research and engineering communities have given significant attention to building performance under explosions. This paper presents a methodology for studying and simulating the dynamic responses of steel structures during external detonations, particularly for accurately investigating the impact of incrementing charge weight on the members total behavior, resistance and failure. Prediction damage method was introduced to evaluate the damage level of the steel members based on five scenarios of explosions. Johnson–Cook strength and failure model have been used as well as ABAQUS finite element code to simulate the explicit dynamic analysis, and antecedent field tests were used to verify the acceptance and accuracy of the proposed material strength and failure model. Based on the structural response, evaluation criteria such as deflection, vertical displacement, drift index, and damage level; the obtained results show the vulnerability of steel columns and un-braced steel frames which are designed and optimized to carry dead and live load to resist and endure blast loading.

Keywords: Steel structure, blast load, terrorist attacks, charge weight, damage level.

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255 Compromise Ratio Method for Decision Making under Fuzzy Environment using Fuzzy Distance Measure

Authors: Debashree Guha, Debjani Chakraborty

Abstract:

The aim of this paper is to adopt a compromise ratio (CR) methodology for fuzzy multi-attribute single-expert decision making proble. In this paper, the rating of each alternative has been described by linguistic terms, which can be expressed as triangular fuzzy numbers. The compromise ratio method for fuzzy multi-attribute single expert decision making has been considered here by taking the ranking index based on the concept that the chosen alternative should be as close as possible to the ideal solution and as far away as possible from the negative-ideal solution simultaneously. From logical point of view, the distance between two triangular fuzzy numbers also is a fuzzy number, not a crisp value. Therefore a fuzzy distance measure, which is itself a fuzzy number, has been used here to calculate the difference between two triangular fuzzy numbers. Now in this paper, with the help of this fuzzy distance measure, it has been shown that the compromise ratio is a fuzzy number and this eases the problem of the decision maker to take the decision. The computation principle and the procedure of the compromise ratio method have been described in detail in this paper. A comparative analysis of the compromise ratio method previously proposed [1] and the newly adopted method have been illustrated with two numerical examples.

Keywords: Compromise ratio method, Fuzzy multi-attributesingle-expert decision making, Fuzzy number, Linguistic variable

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254 Status Report of the GERDA Phase II Startup

Authors: Valerio D’Andrea

Abstract:

The GERmanium Detector Array (GERDA) experiment, located at the Laboratori Nazionali del Gran Sasso (LNGS) of INFN, searches for 0νββ of 76Ge. Germanium diodes enriched to ∼ 86 % in the double beta emitter 76Ge(enrGe) are exposed being both source and detectors of 0νββ decay. Neutrinoless double beta decay is considered a powerful probe to address still open issues in the neutrino sector of the (beyond) Standard Model of particle Physics. Since 2013, just after the completion of the first part of its experimental program (Phase I), the GERDA setup has been upgraded to perform its next step in the 0νββ searches (Phase II). Phase II aims to reach a sensitivity to the 0νββ decay half-life larger than 1026 yr in about 3 years of physics data taking. This exposing a detector mass of about 35 kg of enrGe and with a background index of about 10^−3 cts/(keV·kg·yr). One of the main new implementations is the liquid argon scintillation light read-out, to veto those events that only partially deposit their energy both in Ge and in the surrounding LAr. In this paper, the GERDA Phase II expected goals, the upgrade work and few selected features from the 2015 commissioning and 2016 calibration runs will be presented. The main Phase I achievements will be also reviewed.

Keywords: Gerda, double beta decay, germanium, LNGS.

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253 Some Physical Fitness Values of Physical Education Department Students Engaged In Different Team Sport Branches

Authors: T. Atan, T. Ayyıldız, P. Akyol

Abstract:

The purpose of this study was to examine and compare physical fitness values of students engaged in different team sport branches Totally 60 female, and 60 male athletes, that 20 athletes in each branch which are volleyball, basketball and football participated the study as a volunteer. The mean ages of female and male athletes were 21.20 ±1.87 and 21.61 ± 1.61 respectively. Age, height, body weight, body mass index, flexibility, body fat percentage, 30m sprint, maximum oxygen consumption capacity (MaxVO2) and drop jump values were measured. As a result of measurements, significant differences were found in height, weight, MaxVO2, shuttle run speed between different sports branches in female athletes. In male athletes, height, body weight, flexibility, 30m split speed and drop jump values were found significantly different between sports branches. As a conclusion and as a literature, it can be said that structure of body has to be appropriate with the engaged sports branch. Physical fitness values that required the sports branches can be expressed clearly by increasing the number of subjects.

Keywords: Volleyball, basketball, football, athletes, physical fitness.

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252 Characterization of Ajebo Kaolinite Clay for Production of Natural Pozzolan

Authors: Gbenga M. Ayininuola, Olasunkanmi A. Adekitan

Abstract:

Calcined kaolinite clay (CKC) is a pozzolanic material that is current drawing research attention. This work investigates the conditions for the best performance of a CKC from a kaolinite clay source in Ajebo, Abeokuta (southwest Nigeria) known for its commercial availability. Samples from this source were subjected to X-ray diffractometry (XRD) and differential scanning calorimetry (DSC). XRD shows that kaolinite is the main mineral in the clay source. This mineral is responsible for the pozzolanic behavior of CKC. DSC indicates that the transformation from the clay to CKC occurred between 550 and 750 oC. Using this temperature range, clay samples were milled and different CKC samples were produced in an electric muffle furnace using temperatures of 550, 600, 650, 700, 750 and 800 oC respectively for 1 hour each. This was also repeated for 2 hours. The degree of de-hydroxylation (dtg) and strength activity index (SAI) were also determined for each of the CKC samples. The dtg and SAI tests were repeated two more times for each sample and averages were taken. Results showed that peak dtg occurred at 750 oC for 1 hour calcining combination (94.27%) whereas marginal differences were recorded at some lower temperatures (90.97% for 650 oC for 2 hours; 91.05% for 700 oC for 1 hour and 92.77% for 700 oC for 2 hours). Optimum SAI was reported at 700 oC for 1 hour (99.05%). Rating SAI as a better parameter than dtg, 700 oC for 1 hour combination was adopted as the best calcining condition. The paper recommends the adoption of this clay source for pozzolan production by adopting the calcining conditions established in this work.

Keywords: Calcined kaolinite clay, calcination, optimum-calcining conditions, pozzolanity.

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251 On-line Recognition of Isolated Gestures of Flight Deck Officers (FDO)

Authors: Deniz T. Sodiri, Venkat V S S Sastry

Abstract:

The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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250 Numerical Investigation of Non-Newtonians Fluids Flows between Two Rotating Cylinders Using Lattice Boltzmann Method

Authors: S. Khali, R. Nebbali, K. Bouhadef

Abstract:

A numerical investigation is performed for non Newtonian fluids flow between two concentric cylinders. The D2Q9 lattice Boltzmann model developed from the Bhatangar-Gross-Krook (LBGK) approximation is used to obtain the flow field for fluids obeying to the power-law model. The inner and outer cylinders rotate in the same and the opposite direction while the end walls are maintained at rest. The combined effects of the Reynolds number (Re) of the inner and outer cylinders, the radius ratio (η) as well as the power-law index (n) on the flow characteristics are analyzed for an annular space of a finite aspect ratio (Γ). Two flow modes are obtained: a primary mode (laminar stable regime) and a secondary mode (laminar unstable regime). The so obtained flow structures are different from one mode to another. The transition critical Reynolds number Rec from the primary to the secondary mode is analyzed for the co-courant and counter-courant flows. This critical value increases as n increases. The prediction of the swirling flow of non Newtonians fluids in axisymmetric geometries is shown in the present work.

Keywords: Taylor-Couette flows, non Newtonian fluid, Lattice Boltzmann method.

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249 Monitoring Blood Pressure Using Regression Techniques

Authors: Qasem Qananwah, Ahmad Dagamseh, Hiam AlQuran, Khalid Shaker Ibrahim

Abstract:

Blood pressure helps the physicians greatly to have a deep insight into the cardiovascular system. The determination of individual blood pressure is a standard clinical procedure considered for cardiovascular system problems. The conventional techniques to measure blood pressure (e.g. cuff method) allows a limited number of readings for a certain period (e.g. every 5-10 minutes). Additionally, these systems cause turbulence to blood flow; impeding continuous blood pressure monitoring, especially in emergency cases or critically ill persons. In this paper, the most important statistical features in the photoplethysmogram (PPG) signals were extracted to estimate the blood pressure noninvasively. PPG signals from more than 40 subjects were measured and analyzed and 12 features were extracted. The features were fed to principal component analysis (PCA) to find the most important independent features that have the highest correlation with blood pressure. The results show that the stiffness index means and standard deviation for the beat-to-beat heart rate were the most important features. A model representing both features for Systolic Blood Pressure (SBP) and Diastolic Blood Pressure (DBP) was obtained using a statistical regression technique. Surface fitting is used to best fit the series of data and the results show that the error value in estimating the SBP is 4.95% and in estimating the DBP is 3.99%.

Keywords: Blood pressure, noninvasive optical system, PCA, continuous monitoring.

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248 Corporate Social Responsibility Disclosure, Tax Aggressiveness and Sustainability Report Assurance: Evidence from Thailand

Authors: Eko Budi Santoso, Kazia Laturette, Stanislaus Adnanto Mastan

Abstract:

This study aims to examine the association between disclosure of social responsibility and tax aggressiveness in developing countries, namely Thailand. This is due to the increasing trend of disclosure of social responsibility in developing countries, even though this disclosure of information is still voluntary. On the other hand, developing countries have low taxation rate and investor protection infrastructures that allow the disclosure of social responsibility to be used opportunistically as a tool to fool the attainment of interests. This study also examines the role of assurance on the association between corporate social responsibility disclosure and tax aggressiveness. The assurance aims to provide confidence that the disclosure of social responsibility by the company is valid. This research builds an index to measure the disclosure of social responsibility based on the rules issued by the innovative Global Reporting. The results of the study are based on a sample of publicly traded companies in Thailand, which showed a positive association between disclosure of corporate social responsibility and tax aggressiveness, but it was further discovered that these results were mitigated by the existence of assurance against disclosure of corporate social responsibility. The results of this study indicate that the disclosure of corporate social responsibility can show that the company cares about the issue of social responsibility but does not automatically make the company as one that holds ethical values ​​in its business practices.

Keywords: Corporate Social Responsibility disclosure, tax aggressiveness, sustainability assurance, business ethics.

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