Search results for: random waves

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

Abstract:

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: Felipa M. Rico

Abstract:

Linguistic oral competence plays a vital role in attaining effective communication. Since the English language is considered as universally used language and has a high demand skill needed in the work-place, mastery is the expected output from learners. To achieve this, learners should be given integrated differentiated tasks which help them develop and strengthen the expected skills. This study aimed to develop speaking instructional supplementary material to enhance the English linguistic competence of Grade 9 students in areas of pronunciation, intonation and stress, voice projection, diction and fluency. A descriptive analysis was utilized to analyze the speaking level of performance of the students in order to employ appropriate strategies. There were two sets of respondents: 178 Grade 9 students selected through a stratified sampling and chosen at random. The other set comprised English teachers who evaluated the usefulness of the devised teaching materials. A teacher conducted a speaking test and activities were employed to analyze the speaking needs of students. Observation and recordings were also used to evaluate the students’ performance. The findings revealed that the English pronunciation of the students was slightly unclear at times, but generally fair. There were lapses but generally they rated moderate in intonation and stress, because of other language interference. In terms of voice projection, students have erratic high volume pitch. For diction, the students’ ability to produce comprehensible language is limited, and as to fluency, the choice of vocabulary and use of structure were severely limited. Based on the students’ speaking needs analyses, the supplementary material devised was based on Nunan’s IM model, incorporating context of daily life and global work settings, considering the principle that language is best learned in the actual meaningful situation. To widen the mastery of skill, a rich learning environment, filled with a variety instructional material tends to foster faster acquisition of the requisite skills for sustained learning and development. The role of IM is to encourage information to stick in the learners’ mind, as what is seen is understood more than what is heard. Teachers say they found the IM “very useful.” This implied that English teachers could adopt the materials to improve the speaking skills of students. Further, teachers should provide varied opportunities for students to get involved in real life situations where they could take turns in asking and answering questions and share information related to the activities. This would minimize anxiety among students in the use of the English language.

Keywords: Fluency, intonation, instructional materials, linguistic competence, pronunciation.

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Authors: Ali Reza Vaezi, Naser Fakori Ivand, Fereshteh Azarifam

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Inter-rill erosion is the detachment and transfer of soil particles between the rills which occurs due to the impact of raindrops and the shear stress of shallow surface runoff. This erosion can be affected by some soil properties such as texture, amount of organic matter and stability of soil aggregates. Information on the temporal variation of inter-rill erosion during a rainfall event and the effect of soil properties on it can help develop better methods to soil conservation in the hillslopes. The importance of this study is especially grate in semi-arid regions, where the soil is weakly aggregated and vegetation cover is mostly poor. Therefore, this research was conducted to investigate the temporal variation of surface flow and inter-rill erosion and the effect of soil properties on it in some semi-arid soils. A field experiment was done in eight different soil textures under simulated rainfalls with uniform intensity. A total of twenty four plots were installed for eight study soils with three replicates in the form of a random complete block design along the land. The plots were 1.2 m (length) × 1 m (width) in dimensions which designed with a distance of 3 m from each other across the slope. Then, soil samples were purred into the plots. Rainfall simulation experiments were done using a designed portable simulator with an intensity of 60 mm per hour for 60 minutes. Runoff production and soil loss were measured during 1 hour time with 5-min intervals. Soil properties including particle size distribution, aggregate stability, bulk density, exchangeable sodium percentages (ESP) and hydraulic conductivity (Ks) were determined in the soil samples. Correlation and regression analysis was done to determine the effect of soil properties on runoff and inter-rill erosion. Results indicated that the study soils have lower both organic matter content and aggregate stability. The soils, except for coarse textured textures, are calcareous and with relatively higher ESP. Runoff production and soil loss did not occur in sand texture, which was associated with higher infiltration and drainage rates. A strong relationship was found between inter-rill erosion and surface runoff (R2 = 0.75, p < 0.01). The correlation analysis showed that surface runoff was significantly affected by some soil properties consisting of sand, silt, clay, bulk density, gravel, Ks, lime (calcium carbonate), and ESP. The soils with lower Ks such as fine-textured soils, produced higher surface runoff and more inter-rill erosion. In the soils, surface runoff production temporally increased during rainfall and finally reached a peak after about 25-35 min. Time to peak was very short (30 min) in fine-textured soils, especially clay, which was related to their lower infiltration rate.

Keywords: Erosion plot, rainfall simulator, soil properties, surface flow.

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Authors: Layla Mujahed

Abstract:

Amman, the capital of Jordan, is the main political, economic, social and cultural center of Jordan and beyond. The city faces multitude demographic challenges related to the unstable political situation in the surrounded countries. It has regional and local migrants who left their homes to find better life in the capital. This resulted with random and unequaled population distribution. Some districts have high population and pressure on the infrastructure and services more than other districts.Government works to resolve this challenge in compliance with 100 Cities Resilience Framework (CRF). Amman participated in this framework as a member in December 2014 to work in achieving the four goals: health and welfare, infrastructure and utilities, economy and education as well as administration and government.  Previous research studies lack in studying Amman resilient work in neighborhood scale and the population growth as resilient challenge. For that, this study focuses on Al-Thahabiah neighborhood in Shafa Badran district in Amman. This paper studies the reasons and drivers behind this population growth during the selected period in this area then provide strategies to improve the resilient work in neighborhood scale. The methodology comprises of primary and secondary data. The primary data consist of interviews with chief officer in the executive part in Great Amman Municipality and resilient officer. The secondary data consist of papers, journals, newspaper, articles and book’s reading. The other part of data consists of maps and statistical data which describe the infrastructural and social situation in the neighborhood and district level during the studying period. Based upon those data, more detailed information will be found, e.g., the centralizing position of population and the provided infrastructure for them. This will help to provide these services and infrastructure to other neighborhoods and enhance population distribution. This study develops an analytical framework to assess urban demographical time series in accordance with the criteria of CRF to make accurate detailed projections on the requirements for the future development in the neighborhood scale and organize the human requirements for affordable quality housing, employment, transportation, health and education in this neighborhood to improve the social relations between its inhabitants and the community. This study highlights on the localization of resilient work in neighborhood scale and spread the resilient knowledge related to the shortage of its research in Jordan. Studying the resilient work from population growth challenge perspective helps improve the facilities provide to the inhabitants and improve their quality of life.

Keywords: City resilience framework, CRF, demography, population growth, stakeholders, urban resilience.

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Authors: Puzanova Zhanna Vasilyevna, Larina Tatiana Igorevna, Tertyshnikova Anastasia Gennadyevna

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In this day and age, extremism in various forms of its manifestation is a real threat to the world community, the national security of a state and its territorial integrity, as well as to the constitutional rights and freedoms of citizens. Extremism, as it is known, in general terms described as a commitment to extreme views and actions, radically denying the existing social norms and rules. Supporters of extremism in the ideological and political struggles often adopt methods and means of psychological warfare, appeal not to reason and logical arguments, but to emotions and instincts of the people, to prejudices, biases, and a variety of mythological designs. They are dissatisfied with the established order and aim at increasing this dissatisfaction among the masses. Youth extremism holds a specific place among the existing forms and types of extremism. In this context in 2015, we conducted a survey among Moscow college and high school students. The aim of this study was to determine how great or small is the difference in understanding and attitudes towards extremism manifestations, inclination and readiness to take part in extremist activities and what causes this predisposition, if it exists. We performed multivariate analysis and found the Russian college and high school students' opinion about the extremism and terrorism situation in our country and also their cognition on these topics. Among other things, we showed, that the level of aggressiveness of young people were not above the average for the whole population. The survey was conducted using the questionnaire method. The sample included college and high school students in Moscow (642 and 382, respectively) by method of random selection. The questionnaire was developed by specialists of RUDN University Sociological Laboratory and included both original questions (projective questions, the technique of incomplete sentences), and the standard test Dayhoff S. to determine the level of internal aggressiveness. It is also used as an experiment, the technique of study option using of FACS and SPAFF to determine the psychotypes and determination of non-verbal manifestations of emotions. The study confirmed the hypothesis that in respondents’ opinion, the level of aggression is higher today than a few years ago. Differences were found in the understanding of and respect for such social phenomena as extremism, terrorism, and their danger and appeal for the two age groups of young people. Theory of psychotypes, SPAFF (specific affect cording system) and FACS (facial action cording system) are considered as additional techniques for the diagnosis of a tendency to extreme views. Thus, it is established that diagnostics of acceptance of extreme views among young people is possible thanks to simultaneous use of knowledge from the different fields of socio-humanistic sciences. The results of the research can be used in a comparative context with other countries and as a starting point for further research in the field, taking into account its extreme relevance.

Keywords: Extremism, youth extremism, diagnostics of extremist manifestations, forecast of behavior, Sociological polls, theory of psychotypes, FACS, SPAFF.

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Authors: Luminiţa Duţică, Gheorghe Duţică

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One of the most powerful language innovation in the twentieth century music was the heterophony–hypostasis of the vertical syntax entered into the sphere of interest of many composers, such as George Enescu, Pierre Boulez, Mauricio Kagel, György Ligeti and others. The heterophonic syntax has a history of its growth, which means a succession of different concepts and writing techniques. The trajectory of settling this phenomenon does not necessarily take into account the chronology: there are highly complex primary stages and advanced stages of returning to the simple forms of writing. In folklore, the plurimelodic simultaneities are free or random and originate from the (unintentional) differences/‘deviations’ from the state of unison, through a variety of ornaments, melismas, imitations, elongations and abbreviations, all in a flexible rhythmic and non-periodic/immeasurable framework, proper to the parlando-rubato rhythmics. Within the general framework of the multivocal organization, the heterophonic syntax in elaborate (academic) version has imposed itself relatively late compared with polyphony and homophony. Of course, the explanation is simple, if we consider the causal relationship between the sound vocabulary elements – in this case, the modalism – and the typologies of vertical organization appropriate for it. Therefore, adding up the ‘classic’ pathway of the writing typologies (monody – polyphony – homophony), heterophony - applied equally to the structures of modal, serial or synthesis vocabulary – reclaims necessarily an own macrotemporal form, in the sense of the analogies enshrined by the evolution of the musical styles and languages: polyphony→fugue, homophony→sonata. Concerned about the prospect of edifying a new musical ontology, the composer Ştefan Niculescu experienced – along with the mathematical organization of heterophony according to his own original methods – the possibility of extrapolation of this phenomenon in macrostructural plan, reaching this way to the unique form of ‘synchrony’. Founded on coincidentia oppositorum principle (involving the ‘one-multiple’ binom), the sound architecture imagined by Ştefan Niculescu consists in one (temporal) model / algorithm of articulation of two sound states: 1. monovocality state (principle of identity) and 2. multivocality state (principle of difference). In this context, the heterophony becomes an (auto)generative mechanism, with macrotemporal amplitude, strategy that will be grown by the composer, practically throughout his creation (see the works: Ison I, Ison II, Unisonos I, Unisonos II, Duplum, Triplum, Psalmus, Héterophonies pour Montreux (Homages to Enescu and Bartók etc.). For the present demonstration, we selected one of the most edifying works of Ştefan Niculescu – Simphony II, Opus dacicum – where the form of (heterophony-)synchrony acquires monumental-symphonic features, representing an emblematic case for the complexity level achieved by this type of vertical syntax in the twentieth century music.

Keywords: Heterophony, modalism, serialism, synchrony, syntax.

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Authors: Payam Mousavi, Andrew L. Stewart, Huiwen You, Aryeh F. G. Fayerman

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We present a decision-support tool to assist an operator in the detection and tracking of a suspect vehicle traveling to an unknown target destination. Multiple data sources, such as traffic cameras, traffic information, weather, etc., are integrated and processed in real-time to infer a suspect’s intended destination chosen from a list of pre-determined high-value targets. Previously, we presented our work in the detection and tracking of vehicles using traffic and airborne cameras. Here, we focus on the fusion and processing of that information to predict a suspect’s behavior. The network of cameras is represented by a directional graph, where the edges correspond to direct road connections between the nodes and the edge weights are proportional to the average time it takes to travel from one node to another. For our experiments, we construct our graph based on the greater Los Angeles subset of the Caltrans’s “Performance Measurement System” (PeMS) dataset. We propose a Bayesian approach where a posterior probability for each target is continuously updated based on detections of the suspect in the live video feeds. Additionally, we introduce the concept of ‘soft interventions’, inspired by the field of Causal Inference. Soft interventions are herein defined as interventions that do not immediately interfere with the suspect’s movements; rather, a soft intervention may induce the suspect into making a new decision, ultimately making their intent more transparent. For example, a soft intervention could be temporarily closing a road a few blocks from the suspect’s current location, which may require the suspect to change their current course. The objective of these interventions is to gain the maximum amount of information about the suspect’s intent in the shortest possible time. Our system currently operates in a human-on-the-loop mode where at each step, a set of recommendations are presented to the operator to aid in decision-making. In principle, the system could operate autonomously, only prompting the operator for critical decisions, allowing the system to significantly scale up to larger areas and multiple suspects. Once the intended target is identified with sufficient confidence, the vehicle is reported to the authorities to take further action. Other recommendations include a selection of road closures, i.e., soft interventions, or to continue monitoring. We evaluate the performance of the proposed system using simulated scenarios where the suspect, starting at random locations, takes a noisy shortest path to their intended target. In all scenarios, the suspect’s intended target is unknown to our system. The decision thresholds are selected to maximize the chances of determining the suspect’s intended target in the minimum amount of time and with the smallest number of interventions. We conclude by discussing the limitations of our current approach to motivate a machine learning approach, based on reinforcement learning in order to relax some of the current limiting assumptions.

Keywords: Autonomous surveillance, Bayesian reasoning, decision-support, interventions, patterns-of-life, predictive analytics, predictive insights.

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Authors: Sotirios Raptis

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Health and Social care (HSc) services planning and scheduling are facing unprecedented challenges, due to the pandemic pressure and also suffer from unplanned spending that is negatively impacted by the global financial crisis. Data-driven approaches can help to improve policies, plan and design services provision schedules using algorithms that assist healthcare managers to face unexpected demands using fewer resources. The paper discusses services packing using statistical significance tests and machine learning (ML) to evaluate demands similarity and coupling. This is achieved by predicting the range of the demand (class) using ML methods such as Classification and Regression Trees (CART), Random Forests (RF), and Logistic Regression (LGR). The significance tests Chi-Squared and Student’s test are used on data over a 39 years span for which data exist for services delivered in Scotland. The demands are associated using probabilities and are parts of statistical hypotheses. These hypotheses, as their NULL part, assume that the target demand is statistically dependent on other services’ demands. This linking is checked using the data. In addition, ML methods are used to linearly predict the above target demands from the statistically found associations and extend the linear dependence of the target’s demand to independent demands forming, thus, groups of services. Statistical tests confirmed ML coupling and made the prediction statistically meaningful and proved that a target service can be matched reliably to other services while ML showed that such marked relationships can also be linear ones. Zero padding was used for missing years records and illustrated better such relationships both for limited years and for the entire span offering long-term data visualizations while limited years periods explained how well patients numbers can be related in short periods of time or that they can change over time as opposed to behaviours across more years. The prediction performance of the associations were measured using metrics such as Receiver Operating Characteristic (ROC), Area Under Curve (AUC) and Accuracy (ACC) as well as the statistical tests Chi-Squared and Student. Co-plots and comparison tables for the RF, CART, and LGR methods as well as the p-value from tests and Information Exchange (IE/MIE) measures are provided showing the relative performance of ML methods and of the statistical tests as well as the behaviour using different learning ratios. The impact of k-neighbours classification (k-NN), Cross-Correlation (CC) and C-Means (CM) first groupings was also studied over limited years and for the entire span. It was found that CART was generally behind RF and LGR but in some interesting cases, LGR reached an AUC = 0 falling below CART, while the ACC was as high as 0.912 showing that ML methods can be confused by zero-padding or by data’s irregularities or by the outliers. On average, 3 linear predictors were sufficient, LGR was found competing well RF and CART followed with the same performance at higher learning ratios. Services were packed only when a significance level (p-value) of their association coefficient was more than 0.05. Social factors relationships were observed between home care services and treatment of old people, low birth weights, alcoholism, drug abuse, and emergency admissions. The work found  that different HSc services can be well packed as plans of limited duration, across various services sectors, learning configurations, as confirmed by using statistical hypotheses.

Keywords: Class, cohorts, data frames, grouping, prediction, probabilities, services.

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