Search results for: risk classification

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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Authors: Alshalaa A. Shleeg, Issmail M. Ellabib

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Breast cancer is a major health burden worldwide being a major cause of death amongst women. In this paper, Fuzzy Inference Systems (FIS) are developed for the evaluation of breast cancer risk using Mamdani-type and Sugeno-type models. The paper outlines the basic difference between Mamdani-type FIS and Sugeno-type FIS. The results demonstrated the performance comparison of the two systems and the advantages of using Sugeno- type over Mamdani-type.

Keywords: Breast cancer diagnosis, Fuzzy Inference System (FIS), Fuzzy Logic, fuzzy intelligent technique.

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Authors: A. Bouzekri, H. Benmassaud

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Aurèsregion is one of the arid and semi-arid areas that have suffered climate crises and overexploitation of natural resources they have led to significant land degradation. The use of remote sensing data allowed us to analyze the land and its spatiotemporal changes in the Aurès between 1987 and 2013, for this work, we adopted a method of analysis based on the exploitation of the images satellite Landsat TM 1987 and Landsat OLI 2013, from the supervised classification likelihood coupled with field surveys of the mission of May and September of 2013. Using ENVI EX software by the superposition of the ground cover maps from 1987 and 2013, one can extract a spatial map change of different land cover units. The results show that between 1987 and 2013 vegetation has suffered negative changes are the significant degradation of forests and steppe rangelands, and sandy soils and bare land recorded a considerable increase. The spatial change map land cover units between 1987 and 2013 allows us to understand the extensive or regressive orientation of vegetation and soil, this map shows that dense forests give his place to clear forests and steppe vegetation develops from a degraded forest vegetation and bare, sandy soils earn big steppe surfaces that explain its remarkable extension. The analysis of remote sensing data highlights the profound changes in our environment over time and quantitative monitoring of the risk of desertification.

Keywords: Aurès, Land use, remote sensing, spatiotemporal.

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Authors: S. Dabiran

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Chest pain is one of the most prevalent complaints among adults that cause the people to attend to medical centers. The aim was to determine the prevalence and risk factors of chest pain among over 30 years old people in Tehran. In this cross-sectional study, 787 adults took part from Apr 2005 until Apr 2006. The sampling method was random cluster sampling and there were 25 clusters. In each cluster, interviews were performed with 32 over 30 years old, people lived in those houses. In cases with chest pain, extra questions asked. The prevalence of CP was 9% (71 cases). Of them 21 cases (6.5%) were in 41-60 year age ranges and the remainders were over 61 year old. 19 cases (26.8%) mentioned CP in resting state and all of the cases had exertion onset CP. The CP duration was 10 minutes or less in all of the cases and in most of them (84.5%), the location of pain mentioned left anterior part of chest, left anterior part of sternum and or left arm. There was positive history of myocardial infarction in 12 cases (17%). There was significant relation between CP and age, sex and between history of myocardial infarction and marital state of study people. Our results are similar to other studies- results in most parts, however it is necessary to perform supplementary tests and follow up studies to differentiate between cardiac and non-cardiac CP exactly.

Keywords: Chest pain, myocardial infarction, risk factor, prevalence

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Authors: Emre Alptekin, Damla Yalçınyiğit, Gülfem Alptekin

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In highly competitive environments, a growing number of companies must regularly launch new products speedily and successfully. A company-s success is based on the systematic, conscious product designing method which meets the market requirements and takes risks as well as resources into consideration. Research has found that developing and launching new products are inherently risky endeavors. Hence in this research, we aim at introducing a risk evaluation framework for the new product innovation process. Our framework is based on the fuzzy analytical hierarchy process (FAHP) methodology. We have applied all the stages of the framework on the risk evaluation process of a pharmaceuticals company.

Keywords: Evaluation, risks, product innovation.

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Authors: Brennan Lodge

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Amidst a complex regulatory landscape, Retrieval Augmented Generation (RAG) emerges as a transformative tool for Governance Risk and Compliance (GRC) officers. This paper details the application of RAG in synthesizing Large Language Models (LLMs) with external knowledge bases, offering GRC professionals an advanced means to adapt to rapid changes in compliance requirements. While the development for standalone LLMs is exciting, such models do have their downsides. LLMs cannot easily expand or revise their memory, and they cannot straightforwardly provide insight into their predictions, and may produce “hallucinations.” Leveraging a pre-trained seq2seq transformer and a dense vector index of domain-specific data, this approach integrates real-time data retrieval into the generative process, enabling gap analysis and the dynamic generation of compliance and risk management content. We delve into the mechanics of RAG, focusing on its dual structure that pairs parametric knowledge contained within the transformer model with non-parametric data extracted from an updatable corpus. This hybrid model enhances decision-making through context-rich insights, drawing from the most current and relevant information, thereby enabling GRC officers to maintain a proactive compliance stance. Our methodology aligns with the latest advances in neural network fine-tuning, providing a granular, token-level application of retrieved information to inform and generate compliance narratives. By employing RAG, we exhibit a scalable solution that can adapt to novel regulatory challenges and cybersecurity threats, offering GRC officers a robust, predictive tool that augments their expertise. The granular application of RAG’s dual structure not only improves compliance and risk management protocols but also informs the development of compliance narratives with pinpoint accuracy. It underscores AI’s emerging role in strategic risk mitigation and proactive policy formation, positioning GRC officers to anticipate and navigate the complexities of regulatory evolution confidently.

Keywords: Retrieval Augmented Generation, Governance Risk and Compliance, Cybersecurity, AI-driven Compliance, Risk Management, Generative AI.

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Authors: Mulugeta Shegaze, Mekitie Wondafrash, Alemayehu A. Alemayehu, Shikur Mohammed, Zewdu Shewangezaw, Mukerem Abdo, Gebresilasea Gendisha

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Background: The 2004 World Health Assembly called for specific actions to halt the overweight and obesity epidemic that is currently penetrating urban populations in the developing world. Adolescents require particular attention due to their vulnerability to develop obesity and the fact that adolescent weight tracks strongly into adulthood. However, there is scarcity of information on the modifiable risk factors to be targeted for primary intervention among urban adolescents in Ethiopia. This study was aimed at determining the magnitude and risk factors of overweight and obesity among high school adolescents in Addis Ababa. Methods: An institution-based cross-sectional study was conducted in February and March 2014 on 456 randomly selected adolescents from 20 high schools in Addis Ababa city.  Demographic data and other risk factors of overweight and obesity were collected using self-administered structured questionnaire, whereas anthropometric measurements of weight and height were taken using calibrated equipment and standardized techniques. The WHO STEPS instrument for chronic disease risk was applied to assess dietary habit and physical activity. Overweight and obesity status was determined based on BMI-for-age percentiles of WHO 2007 reference population. Results: The prevalence rates of overweight, obesity, and overall overweight/ obesity among high school adolescents in Addis Ababa were 9.7% (95%CI = 6.9-12.4%), 4.2% (95%CI = 2.3-6.0%), and 13.9% (95%CI = 10.6-17.1%), respectively. Overweight/obesity prevalence was highest among female adolescents, in private schools, and in the higher wealth category. In multivariable regression model, being female [AOR(95%CI) = 5.4(2.5,12.1)], being from private school [AOR(95%CI) = 3.0(1.4,6.2)], having >3 regular meals [AOR(95%CI) = 4.0(1.3,13.0)], consumption of sweet foods [AOR(95%CI) = 5.0(2.4,10.3)] and spending >3 hours/day sitting [AOR(95%CI) = 3.5(1.7,7.2)] were found to increase overweight/ obesity risk, whereas high Total Physical Activity level [AOR(95%CI) = 0.21(0.08,0.57)] and better nutrition knowledge [AOR(95%CI) = 0.160.07,0.37)] were found protective. Conclusions: More than one in ten of the high school adolescents were affected by overweight/obesity with dietary habit and physical activity are important modifiable risk factors. Well-tailored nutrition education program targeting lifestyle change should be initiated with more emphasis to female adolescents and students in private schools.

Keywords: Adolescents, NCDs, overweight, obesity.

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Authors: Jacqueline R. T. Alipo-on, Francesca I. F. Escobar, Myles J. T. Tan, Hezerul Abdul Karim, Nouar AlDahoul

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Electrocardiogram (ECG) signal analysis and processing are crucial in the diagnosis of cardiovascular diseases which are considered as one of the leading causes of mortality worldwide. However, the traditional rule-based analysis of large volumes of ECG data is time-consuming, labor-intensive, and prone to human errors. With the advancement of the programming paradigm, algorithms such as machine learning have been increasingly used to perform an analysis on the ECG signals. In this paper, various deep learning algorithms were adapted to classify five classes of heart beat types. The dataset used in this work is the synthetic MIT-Beth Israel Hospital (MIT-BIH) Arrhythmia dataset produced from generative adversarial networks (GANs). Various deep learning models such as ResNet-50 convolutional neural network (CNN), 1-D CNN, and long short-term memory (LSTM) were evaluated and compared. ResNet-50 was found to outperform other models in terms of recall and F1 score using a five-fold average score of 98.88% and 98.87%, respectively. 1-D CNN, on the other hand, was found to have the highest average precision of 98.93%.

Keywords: Heartbeat classification, convolutional neural network, electrocardiogram signals, ECG signals, generative adversarial networks, long short-term memory, LSTM, ResNet-50.

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Authors: Osa D Egonwa

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In the 21^st century, the disciplinary boundaries of past centuries that we often create through mainstream art historical classification, techniques and sources may have been eroded by visual culture, which seems to provide a more inclusive umbrella for the new ways artists go about the creative process and its resultant commodities. Over the past four decades, artists in Africa have resorted to new materials, techniques and themes which have affected our ways of research on these artists and their art. Frontline artists such as El Anatsui, Yinka Shonibare, Erasmus Onyishi are demonstrating that any material is just suitable for artistic expression. Most of times, these materials come with their own techniques/effects and visual syntax: a combination of materials compounds techniques, formal aesthetic indexes, halo effects, and iconography. This tends to challenge the categories and we lean on to view, think and talk about them. This renders our main stream art historical research methods inadequate, thus suggesting new discursive concepts, terms and theories. This paper proposed the Africanist eclectic methods derived from the dual framework of Masquerade Theory and What Comes Behind Six is More Than Seven. This paper shares thoughts/research on art historical methods, terminological re-alignments on classification/source data, presentational format and interpretation arising from the emergent trends in our subject. The outcome provides useful tools to mediate new thoughts and experiences in recent African art and visual culture.

Keywords: Art Historical Methods, Classifications, Concepts , Re-alignment.

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Authors: N. Borjalilu, P. Rabiei, A. Enjoo

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Flight Data Monitoring (FDM) program assists an operator in aviation industries to identify, quantify, assess and address operational safety risks, in order to improve safety of flight operations. FDM is a powerful tool for an aircraft operator integrated into the operator’s Safety Management System (SMS), allowing to detect, confirm, and assess safety issues and to check the effectiveness of corrective actions, associated with human errors. This article proposes a model for safety risk assessment level of flight data in a different aspect of event focus based on fuzzy set values. It permits to evaluate the operational safety level from the point of view of flight activities. The main advantages of this method are proposed qualitative safety analysis of flight data. This research applies the opinions of the aviation experts through a number of questionnaires Related to flight data in four categories of occurrence that can take place during an accident or an incident such as: Runway Excursions (RE), Controlled Flight Into Terrain (CFIT), Mid-Air Collision (MAC), Loss of Control in Flight (LOC-I). By weighting each one (by F-TOPSIS) and applying it to the number of risks of the event, the safety risk of each related events can be obtained.

Keywords: F-TOPSIS, fuzzy set, FDM, flight safety.

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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: W. Kultangwattana, K. Somkantha, P. Phuangsuwan

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This paper presents a technique for diagnosis of the abdominal aorta aneurysm in magnetic resonance imaging (MRI) images. First, our technique is designed to segment the aorta image in MRI images. This is a required step to determine the volume of aorta image which is the important step for diagnosis of the abdominal aorta aneurysm. Our proposed technique can detect the volume of aorta in MRI images using a new external energy for snakes model. The new external energy for snakes model is calculated from Law-s texture. The new external energy can increase the capture range of snakes model efficiently more than the old external energy of snakes models. Second, our technique is designed to diagnose the abdominal aorta aneurysm by Bayesian classifier which is classification models based on statistical theory. The feature for data classification of abdominal aorta aneurysm was derived from the contour of aorta images which was a result from segmenting of our snakes model, i.e., area, perimeter and compactness. We also compare the proposed technique with the traditional snakes model. In our experiment results, 30 images are trained, 20 images are tested and compared with expert opinion. The experimental results show that our technique is able to provide more accurate results than 95%.

Keywords: Adbominal Aorta Aneurysm, Bayesian Classifier, Snakes Model, Texture Feature.

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

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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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Authors: Mahmoud Elmezain, Ayoub Al-Hamadi, Bernd Michaelis

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Hand gesture is an active area of research in the vision community, mainly for the purpose of sign language recognition and Human Computer Interaction. In this paper, we propose a system to recognize alphabet characters (A-Z) and numbers (0-9) in real-time from stereo color image sequences using Hidden Markov Models (HMMs). Our system is based on three main stages; automatic segmentation and preprocessing of the hand regions, feature extraction and classification. In automatic segmentation and preprocessing stage, color and 3D depth map are used to detect hands where the hand trajectory will take place in further step using Mean-shift algorithm and Kalman filter. In the feature extraction stage, 3D combined features of location, orientation and velocity with respected to Cartesian systems are used. And then, k-means clustering is employed for HMMs codeword. The final stage so-called classification, Baum- Welch algorithm is used to do a full train for HMMs parameters. The gesture of alphabets and numbers is recognized using Left-Right Banded model in conjunction with Viterbi algorithm. Experimental results demonstrate that, our system can successfully recognize hand gestures with 98.33% recognition rate.

Keywords: Gesture Recognition, Computer Vision & Image Processing, Pattern Recognition.

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Authors: D. A. K. S. Gunaratna, N. D. Kodikara, H. L. Premaratne

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Automatic currency note recognition invariably depends on the currency note characteristics of a particular country and the extraction of features directly affects the recognition ability. Sri Lanka has not been involved in any kind of research or implementation of this kind. The proposed system “SLCRec" comes up with a solution focusing on minimizing false rejection of notes. Sri Lankan currency notes undergo severe changes in image quality in usage. Hence a special linear transformation function is adapted to wipe out noise patterns from backgrounds without affecting the notes- characteristic images and re-appear images of interest. The transformation maps the original gray scale range into a smaller range of 0 to 125. Applying Edge detection after the transformation provided better robustness for noise and fair representation of edges for new and old damaged notes. A three layer back propagation neural network is presented with the number of edges detected in row order of the notes and classification is accepted in four classes of interest which are 100, 500, 1000 and 2000 rupee notes. The experiments showed good classification results and proved that the proposed methodology has the capability of separating classes properly in varying image conditions.

Keywords: Artificial intelligence, linear transformation and pattern recognition.

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Authors: Htay Htay Yi, Zin May Aye

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Network security is role of the ICT environment because malicious users are continually growing that realm of education, business, and then related with ICT. The network security contravention is typically described and examined centrally based on a security event management system. The firewalls, Intrusion Detection System (IDS), and Intrusion Prevention System are becoming essential to monitor or prevent of potential violations, incidents attack, and imminent threats. In this system, the firewall rules are set only for where the system policies are needed. Dataset deployed in this system are derived from the testbed environment. The traffic as in DoS and PortScan traffics are applied in the testbed with firewall and IDS implementation. The network traffics are classified as normal or attacks in the existing testbed environment based on six machine learning classification methods applied in the system. It is required to be tested to get datasets and applied for DoS and PortScan. The dataset is based on CICIDS2017 and some features have been added. This system tested 26 features from the applied dataset. The system is to reduce false positive rates and to improve accuracy in the implemented testbed design. The system also proves good performance by selecting important features and comparing existing a dataset by machine learning classifiers.

Keywords: False negative rate, intrusion detection system, machine learning methods, performance.

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Authors: Dewan Md. Farid, Nouria Harbi, Suman Ahmmed, Md. Zahidur Rahman, Chowdhury Mofizur Rahman

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Network security attacks are the violation of information security policy that received much attention to the computational intelligence society in the last decades. Data mining has become a very useful technique for detecting network intrusions by extracting useful knowledge from large number of network data or logs. Naïve Bayesian classifier is one of the most popular data mining algorithm for classification, which provides an optimal way to predict the class of an unknown example. It has been tested that one set of probability derived from data is not good enough to have good classification rate. In this paper, we proposed a new learning algorithm for mining network logs to detect network intrusions through naïve Bayesian classifier, which first clusters the network logs into several groups based on similarity of logs, and then calculates the prior and conditional probabilities for each group of logs. For classifying a new log, the algorithm checks in which cluster the log belongs and then use that cluster-s probability set to classify the new log. We tested the performance of our proposed algorithm by employing KDD99 benchmark network intrusion detection dataset, and the experimental results proved that it improves detection rates as well as reduces false positives for different types of network intrusions.

Keywords: Clustering, detection rate, false positive, naïveBayesian classifier, network intrusion detection.

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Authors: Talal Alshammari, Nasser Alshammari, Mohamed Sedky, Chris Howard

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With the widespread adoption of the Internet-connected devices, and with the prevalence of the Internet of Things (IoT) applications, there is an increased interest in machine learning techniques that can provide useful and interesting services in the smart home domain. The areas that machine learning techniques can help advance are varied and ever-evolving. Classifying smart home inhabitants’ Activities of Daily Living (ADLs), is one prominent example. The ability of machine learning technique to find meaningful spatio-temporal relations of high-dimensional data is an important requirement as well. This paper presents a comparative evaluation of state-of-the-art machine learning techniques to classify ADLs in the smart home domain. Forty-two synthetic datasets and two real-world datasets with multiple inhabitants are used to evaluate and compare the performance of the identified machine learning techniques. Our results show significant performance differences between the evaluated techniques. Such as AdaBoost, Cortical Learning Algorithm (CLA), Decision Trees, Hidden Markov Model (HMM), Multi-layer Perceptron (MLP), Structured Perceptron and Support Vector Machines (SVM). Overall, neural network based techniques have shown superiority over the other tested techniques.

Keywords: Activities of daily living, classification, internet of things, machine learning, smart home.

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Authors: M. Govindarajan, R. M.Chandrasekaran

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Text data mining is a process of exploratory data analysis. Classification maps data into predefined groups or classes. It is often referred to as supervised learning because the classes are determined before examining the data. This paper describes proposed radial basis function Classifier that performs comparative crossvalidation for existing radial basis function Classifier. The feasibility and the benefits of the proposed approach are demonstrated by means of data mining problem: direct Marketing. Direct marketing has become an important application field of data mining. Comparative Cross-validation involves estimation of accuracy by either stratified k-fold cross-validation or equivalent repeated random subsampling. While the proposed method may have high bias; its performance (accuracy estimation in our case) may be poor due to high variance. Thus the accuracy with proposed radial basis function Classifier was less than with the existing radial basis function Classifier. However there is smaller the improvement in runtime and larger improvement in precision and recall. In the proposed method Classification accuracy and prediction accuracy are determined where the prediction accuracy is comparatively high.

Keywords: Text Data Mining, Comparative Cross-validation, Radial Basis Function, runtime, accuracy.

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Authors: Krzysztof J. Czarnocki, F. Silveira, E. Czarnocka, K. Szaniawska

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Research background: Problems related to the occupational health and decreasing level of safety occur commonly in the construction industry. Important factor in the occupational safety in construction industry is scaffold use. All scaffolds used in construction, renovation, and demolition shall be erected, dismantled and maintained in accordance with safety procedure. Increasing demand for new construction projects unfortunately still is linked to high level of occupational accidents. Therefore, it is crucial to implement concrete actions while dealing with scaffolds and risk assessment in construction industry, the way on doing assessment and liability of assessment is critical for both construction workers and regulatory framework. Unfortunately, professionals, who tend to rely heavily on their own experience and knowledge when taking decisions regarding risk assessment, may show lack of reliability in checking the results of decisions taken. Purpose of the article: The aim was to indicate crucial parameters that could be modeling with Risk Assessment Model (RAM) use for improving both building enterprise productivity and/or developing potential and safety climate. The developed RAM could be a benefit for predicting high-risk construction activities and thus preventing accidents occurred based on a set of historical accident data. Methodology/Methods: A RAM has been developed for assessing risk levels as various construction process stages with various work trades impacting different spheres of enterprise activity. This project includes research carried out by teams of researchers on over 60 construction sites in Poland and Portugal, under which over 450 individual research cycles were carried out. The conducted research trials included variable conditions of employee exposure to harmful physical and chemical factors, variable levels of stress of employees and differences in behaviors and habits of staff. Genetic modeling tool has been used for developing the RAM. Findings and value added: Common types of trades, accidents, and accident causes have been explored, in addition to suitable risk assessment methods and criteria. We have found that the initial worker stress level is more direct predictor for developing the unsafe chain leading to the accident rather than the workload, or concentration of harmful factors at the workplace or even training frequency and management involvement.

Keywords: Civil engineering, occupational health, productivity, safety climate.

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Authors: A. Faro, D. Giordano, F. Maiorana

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Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optimize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is able to automatically suggest a strategy to optimize the number of classes optimization, but also support both tree classifications and semi-lattice organizations of the classes to give to the users the possibility of passing from one class to the ones with which it has some aspects in common. Examples of using tree and semi-lattice classifications are given to illustrate advantages and problems. The tool is applied to classify macroeconomic data that report the most developed countries- import and export. It is possible to classify the countries based on their economic behaviour and use the tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation. Possible interrelationships between the classes and their meaning are also discussed.

Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, Cluster interpretation.

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Authors: Udeme O. Ini, Edikan E. Akpanibah

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This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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Authors: V. Balanica, W. I. D. Rae, M. Caramihai, S. Acho, C. P. Herbst

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Mammographic images and data analysis to facilitate modelling or computer aided diagnostic (CAD) software development should best be done using a common database that can handle various mammographic image file formats and relate these to other patient information. This would optimize the use of the data as both primary reporting and enhanced information extraction of research data could be performed from the single dataset. One desired improvement is the integration of DICOM file header information into the database, as an efficient and reliable source of supplementary patient information intrinsically available in the images. The purpose of this paper was to design a suitable database to link and integrate different types of image files and gather common information that can be further used for research purposes. An interface was developed for accessing, adding, updating, modifying and extracting data from the common database, enhancing the future possible application of the data in CAD processing. Technically, future developments envisaged include the creation of an advanced search function to selects image files based on descriptor combinations. Results can be further used for specific CAD processing and other research. Design of a user friendly configuration utility for importing of the required fields from the DICOM files must be done.

Keywords: Database Integration, Mammogram Classification, Tumour Classification, Computer Aided Diagnosis.

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Authors: Jaya Mahar Maligan, Teti Estiasih, Joni Kusnadi

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Structured phospholipids from commercial soybean lecithin with oil enriched omega-3 fatty acid form by product of tuna canning is alternative procedure to provides the stability of omega-3 fatty acid structure and increase these bioactive function in metabolism. Best treatment condition was obtain in 18 hours acidolysis reaction with 30% enzyme concentration, which EPADHA incorporation level was 127,47 mg/g and incorporation percentage of EPA-DHA was 51,04% at phospholipids structure. This structured phospolipids could reduce atherosclerosis risk in male Sprague dawley rat. Provision of structured phospholipids has significant effect (α = 0.05) on changes in lipid profile, intima-media thickness of aorta rats (male Sprague dawley) fed atherogenic diet. Structured phospholipids intake can lower total cholesterol 78.36 mg/dL, total triglycerides 94,57 mg/dL, LDL levels 87.08 mg/dL and increased HDL level as much as 12,64 mg/dL in 10 weeks cares. Structured phospholipids intake also can prevent the thickening of the intima-media layer of the aorta.

Keywords: Structured phospholipids, commercial soybean lecithin, omega-3 fatty acid, atherosclerosis risk.

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Authors: Dejana Bouillet, Vlatka Domović

Abstract:

Both policymakers and researchers recognize that participating in early childhood education and care (ECEC) is useful for all children, especially for those who are exposed to the high risk of social exclusion. Social exclusion of children is understood as a multidimensional construct including economic, social, cultural, health, and other aspects of disadvantage and deprivation, which individually or combined can have an unfavorable effect on the current life and development of a child, as well as on the child’s development and on disadvantaged life chances in adult life. ECEC institutions should be able to promote educational approaches that portray developmental, cultural, language, and other diversity amongst children. However, little is known about the ways in which Croatian ECEC institutions recognize and respect the diversity of children and their families and how they respond to their educational needs. That is why this paper is dedicated to the analysis of the capacities of ECEC professionals to respond to the demands of educational needs of this very diverse group of children and their families. The results obtained in the frame of the project “Models of response to educational needs of children at risk of social exclusion in ECEC institutions,” funded by the Croatian Science Foundation, will be presented. The research methodology arises from explanations of educational processes and risks of social exclusion as a complex and heterogeneous phenomenon. The preliminary results of the qualitative data analysis of educational practices regarding capacities to identify and appropriately respond to the requirements of children at risk of social exclusion will be presented. The data have been collected by interviewing educational staff in 10 Croatian ECEC institutions (n = 10). The questions in the interviews were related to various aspects of inclusive institutional policy, culture, and practices. According to the analysis, it is possible to conclude that Croatian ECEC professionals are still faced with great challenges in the process of implementation of inclusive policies, culture, and practices. There are several baselines of this conclusion. The interviewed educational professionals are not familiar enough with the whole complexity and diversity of needs of children at risk of social exclusion, and the ECEC institutions do not have enough resources to provide all interventions that these children and their families need.

Keywords: children at risk of social exclusion, ECEC professionals, inclusive policies, culture and practices, interpretative phenomenological analysis

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Authors: Eakarat Boonreang

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The past two decades, Thailand faced the natural disasters, for instance, Gay typhoon in 1989, tsunami in 2004, and huge flood in 2011. The disaster management in Thailand was improved both structure and mechanism for cope with the natural disaster since 2007. However, the natural disaster management in Thailand has various problems, for examples, cooperation between related an organizations have not unity, inadequate resources, the natural disaster management of public sectors not proactive, people has not awareness the risk of the natural disaster, and communities did not participate in the natural disaster management. Objective of this study is to find the methods for capacity building in the natural disaster management of Thailand. The concept and information about the capacity building and the natural disaster management of Thailand were reviewed and analyzed by classifying and organizing data. The result found that the methods for capacity building in the natural disaster management of Thailand should be consist of 1) link operation and information in the natural disaster management between nation, province, local and community levels, 2) enhance competency and resources of public sectors which relate to the natural disaster management, 3) establish proactive natural disaster management both planning and implementation, 4) decentralize the natural disaster management to local government organizations, 5) construct public awareness in the natural disaster management to community, 6) support Community Based Disaster Risk Management (CBDRM) seriously, and 7) emphasis on participation in the natural disaster management of all stakeholders.

Keywords: Capacity Building, Community Based Disaster Risk Management, Natural Disaster Management, Thailand.

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Authors: Liping Jing, Michael K. Ng, Tieyong Zeng

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Microarray data profiles gene expression on a whole genome scale, therefore, it provides a good way to study associations between gene expression and occurrence or progression of cancer. More and more researchers realized that microarray data is helpful to predict cancer sample. However, the high dimension of gene expressions is much larger than the sample size, which makes this task very difficult. Therefore, how to identify the significant genes causing cancer becomes emergency and also a hot and hard research topic. Many feature selection algorithms have been proposed in the past focusing on improving cancer predictive accuracy at the expense of ignoring the correlations between the features. In this work, a novel framework (named by SGS) is presented for stable gene selection and efficient cancer prediction . The proposed framework first performs clustering algorithm to find the gene groups where genes in each group have higher correlation coefficient, and then selects the significant genes in each group with Bayesian Lasso and important gene groups with group Lasso, and finally builds prediction model based on the shrinkage gene space with efficient classification algorithm (such as, SVM, 1NN, Regression and etc.). Experiment results on real world data show that the proposed framework often outperforms the existing feature selection and prediction methods, say SAM, IG and Lasso-type prediction model.

Keywords: Gene Selection, Cancer Prediction, Lasso, Clustering, Classification.

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Authors: Lily Ingsrisawang, Supawadee Ingsriswang, Saisuda Somchit, Prasert Aungsuratana, Warawut Khantiyanan

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This paper presents the methodology from machine learning approaches for short-term rain forecasting system. Decision Tree, Artificial Neural Network (ANN), and Support Vector Machine (SVM) were applied to develop classification and prediction models for rainfall forecasts. The goals of this presentation are to demonstrate (1) how feature selection can be used to identify the relationships between rainfall occurrences and other weather conditions and (2) what models can be developed and deployed for predicting the accurate rainfall estimates to support the decisions to launch the cloud seeding operations in the northeastern part of Thailand. Datasets collected during 2004-2006 from the Chalermprakiat Royal Rain Making Research Center at Hua Hin, Prachuap Khiri khan, the Chalermprakiat Royal Rain Making Research Center at Pimai, Nakhon Ratchasima and Thai Meteorological Department (TMD). A total of 179 records with 57 features was merged and matched by unique date. There are three main parts in this work. Firstly, a decision tree induction algorithm (C4.5) was used to classify the rain status into either rain or no-rain. The overall accuracy of classification tree achieves 94.41% with the five-fold cross validation. The C4.5 algorithm was also used to classify the rain amount into three classes as no-rain (0-0.1 mm.), few-rain (0.1- 10 mm.), and moderate-rain (>10 mm.) and the overall accuracy of classification tree achieves 62.57%. Secondly, an ANN was applied to predict the rainfall amount and the root mean square error (RMSE) were used to measure the training and testing errors of the ANN. It is found that the ANN yields a lower RMSE at 0.171 for daily rainfall estimates, when compared to next-day and next-2-day estimation. Thirdly, the ANN and SVM techniques were also used to classify the rain amount into three classes as no-rain, few-rain, and moderate-rain as above. The results achieved in 68.15% and 69.10% of overall accuracy of same-day prediction for the ANN and SVM models, respectively. The obtained results illustrated the comparison of the predictive power of different methods for rainfall estimation.

Keywords: Machine learning, decision tree, artificial neural network, support vector machine, root mean square error.

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Authors: Hyun-Koo Kim, Ju H. Park, Ho-Youl Jung

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This paper presents an effective traffic lights recognition method at the daytime. First, Potential Traffic Lights Detector (PTLD) use whole color source of YCbCr channel image and make each binary image of green and red traffic lights. After PTLD step, Shape Filter (SF) use to remove noise such as traffic sign, street tree, vehicle, and building. At this time, noise removal properties consist of information of blobs of binary image; length, area, area of boundary box, etc. Finally, after an intermediate association step witch goal is to define relevant candidates region from the previously detected traffic lights, Adaptive Multi-class Classifier (AMC) is executed. The classification method uses Haar-like feature and Adaboost algorithm. For simulation, we are implemented through Intel Core CPU with 2.80 GHz and 4 GB RAM and tested in the urban and rural roads. Through the test, we are compared with our method and standard object-recognition learning processes and proved that it reached up to 94 % of detection rate which is better than the results achieved with cascade classifiers. Computation time of our proposed method is 15 ms.

Keywords: Traffic Light Detection, Multi-class Classification, Driving Assistance System, Haar-like Feature, Color SegmentationMethod, Shape Filter

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Authors: Nabhan Hamadneh, Michael Dixon, Peter Cole, David Murray

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This work presents the Risk Threshold RED (RTRED) congestion control strategy for TCP networks. In addition to the maximum and minimum thresholds in existing RED-based strategies, we add a third dropping level. This new dropping level is the risk threshold which works with the actual and average queue sizes to detect the immediate congestion in gateways. Congestion reaction by RTRED is on time. The reaction to congestion is neither too early, to avoid unfair packet losses, nor too late to avoid packet dropping from time-outs. We compared our novel strategy with RED and ARED strategies for TCP congestion handling using a NS-2 simulation script. We found that the RTRED strategy outperformed RED and ARED.

Keywords: AQM, congestion control, RED, TCP.

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