Search results for: Object correlation

Authors: Mohammad Mousaei Sanjerehei

Abstract:

The objective of this research was to identify the vegetation-soil relationships in Nodushan arid rangelands of Yazd. 5 sites were selected for measuring the cover of plant species and soil attributes. Soil samples were taken in 0-10 and 10-80 cm layers. The species studied were Salsola tomentosa, Salsola arbuscula, Peganum harmala, Zygophylum eurypterum and Eurotia ceratoides. Canonical correspondence analysis (CCA) was used to analyze the data. Based on the CCA results, 74.9 % of vegetation-soil variation was explained by axis 1-3. Axis 1, 2 and 3 accounted for 27.2%, 24.9 % and 22.8% of variance respectively. Correlation between axis 1, 2, 3 and speciesedaphic variables were 0.995, 0.989, 0.981 respectively. Soil texture, lime, salinity and organic matter significantly influenced the distribution of these plant species. Determination of soil-vegetation relationships will be useful for managing and improving rangelands in arid and semi arid environments.

Keywords: CCA, Nodushan, Rangelands, Vegetation-soil

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Authors: Asfar Ali Khan, Ekram Husain

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Modern Society is strongly dependent on a reliable power supply. The availability of cheap and reliable supply of electrical energy is an indicator of societal welfare. Uninterrupted reliable operation of a modern power system depends to a great extent on reliable and satisfactory performance of insulators under different environmental conditions. This paper reports result of natural pollution tests that have been done at sites around city of Aligarh (India). Flashover voltage per insulation distance (FOVUID) of porcelain disc insulator for different pH values, ESDD has been recorded for proper correlation between electrical and chemical parameters. The pH of the contaminants has been suggested to be an effective pollution severity indicator and may be used as a diagnostic parameter for proper maintenance of porcelain insulators.

Keywords: Porcelain insulators, Flashover Voltage, pH value, Conductivity, ESDD.

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Authors: Aftab

Abstract:

This paper is a theory-oriented study that seeks to generalize the process through which terrorism leads to the disruption of international peace. For this, it scrutinizes 9/11 terrorism based on five analytical domains of threat—security disorder, political tensions, economic adversity, socio-ideological intolerance, and the fear and cost of counterterrorism—each of which is explored in light of specific indicators. By applying qualitative correlation method, the paper finds that terrorism immediately entails five distinct kinds of negative impacts that lead to both internal disorders caused by state weakness and global disorder caused by international tensions, which in consequence, causes international peace to be disrupted. Thus, in following inductive process, the findings of this paper help to make a general inference that terrorism is a threat to international peace. 

Keywords: Domains, global disorder, internal disorder, international peace, terrorism, threat.

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Authors: Martin Klepek

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This paper presents results of primary quantitative research on viral advertising with focus on popularity and willingness to share viral video among Czech Internet population. It starts with brief theoretical debate on viral advertising, which is used for the comparison of the results. For purpose of collecting data, online questionnaire survey was given to 384 respondents. Statistics utilized in this research included frequency, percentage, correlation and Pearson’s Chi-square test. Data was evaluated using SPSS software. The research analysis disclosed high popularity of viral advertising video among Czech Internet population but implies lower willingness to share it. Significant relationship between likability of viral video technique and age of the viewer was found.

Keywords: Internet advertising, Internet population, promotion, marketing communication, viral advertising, viral video.

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Authors: David W.S. Tai, Ren-Cheng Zhang, Sheng-Hung Chang, Chin-Pin Chen, Jia-Ling Chen

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This study reports results of a meta-analytic path analysis e-learning Acceptance Model with k = 27 studies, Databases searched included Information Sciences Institute (ISI) website. Variables recorded included perceived usefulness, perceived ease of use, attitude toward behavior, and behavioral intention to use e-learning. A correlation matrix of these variables was derived from meta-analytic data and then analyzed by using structural path analysis to test the fitness of the e-learning acceptance model to the observed aggregated data. Results showed the revised hypothesized model to be a reasonable, good fit to aggregated data. Furthermore, discussions and implications are given in this article.

Keywords: E-learning, Meta Analytic Path Analysis, Technology Acceptance Model

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Authors: G. Meccariello, L. Della Ragione

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The exposure to outdoor air pollution causes lung cancer and increases the risk of bladder cancer. Because air pollution in urban areas is mainly caused by transportation, it is necessary to evaluate pollutant exhaust emissions from vehicles during their realworld use. Nevertheless their evaluation and reduction is a key problem, especially in the cities, that account for more than 50% of world population. A particular attention was given to the slope variability along the streets during each journey performed by the instrumented vehicle. In this paper we dealt with the problem of describing a quantitatively approach for the reconstruction of GPS coordinates and altitude, in the context of correlation study between driving cycles / emission / geographical location, during an experimental campaign realized with some instrumented cars. Finally the slope analysis can be correlated to the emission and consumption values in a specific road position, and it could be evaluated its influence on their behaviour.

Keywords: Air pollution, Driving cycles, GPS signal, Slope, Emission factor, fuel consumption.

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Authors: Bruna Luisa Ramos Prado Vasques, Mariane Rembold Petraglia, Antonio Petraglia

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This paper investigates MIMO (Multiple-Input Multiple-Output) adaptive filtering techniques for the application of supervised source separation in the context of convolutive mixtures. From the observation that there is correlation among the signals of the different mixtures, an improvement in the NSAF (Normalized Subband Adaptive Filter) algorithm is proposed in order to accelerate its convergence rate. Simulation results with mixtures of speech signals in reverberant environments show the superior performance of the proposed algorithm with respect to the performances of the NLMS (Normalized Least-Mean-Square) and conventional NSAF, considering both the convergence speed and SIR (Signal-to-Interference Ratio) after convergence.

Keywords: Adaptive filtering, multirate processing, normalized subband adaptive filter, source separation.

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Authors: Aimen Batool Bint-E-Rashid, Huma Irfan

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This research aims to investigate the role of social media (Snapchat, Facebook, Twitter, etc.) in our daily lives and its implication on our everyday routine in the form of stressors. The study has been validated by a social media survey with 150 social media users belonging to various age groups. The study explores how social media can make an individual anti-social in his or her life offline. To explain the phenomenon, we have proposed and evaluated a model based on social media usage and stressors including burnout and social overload. Results, through correlation and regression tests, have revealed that with increase in social media usage, social overload and burnout also increases. Evidence for the fact that excessive social media usage causes social overload and burnout has been provided in the study.

Keywords: Burnout, emotional exhaustion, fatigue, stressors, social networking, social media, social overload.

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Authors: Thembelihle Nkonyane, Freeman Ntuli, Edison Muzenda

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The use of un-activated bentonite, and un-activated bentonite blended with limestone for the treatment of acid mine drainage (AMD) was investigated. Batch experiments were conducted in a 5 L PVC reactor. Un-activated bentonite on its own did not effectively neutralize and remove heavy metals from AMD. The final pH obtained was below 4 and the metal removal efficiency was below 50% for all the metals when bentonite solid loadings of 1, 5 and 10% were used. With un-activated bentonite (1%) blended with 1% limestone, the final pH obtained was approximately 7 and metal removal efficiencies were greater than 60% for most of the metals. The Langmuir isotherm gave the best fit for the experimental data giving correlation coefficient (R2) very close to 1. Thus, it was concluded that un-activated bentonite blended with limestone is suitable for potential applications in removing heavy metals and neutralizing AMD.

Keywords: acid mine drainage, bentonite, limestone, heavy metal removal.

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Authors: Sanghoon Kim, Sun-Tae Chung, Souhwan Jung, Seoungseon Jeon, Jaemin Kim, Seongwon Cho

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In this paper, we propose a face recognition algorithm using AAM and Gabor features. Gabor feature vectors which are well known to be robust with respect to small variations of shape, scaling, rotation, distortion, illumination and poses in images are popularly employed for feature vectors for many object detection and recognition algorithms. EBGM, which is prominent among face recognition algorithms employing Gabor feature vectors, requires localization of facial feature points where Gabor feature vectors are extracted. However, localization method employed in EBGM is based on Gabor jet similarity and is sensitive to initial values. Wrong localization of facial feature points affects face recognition rate. AAM is known to be successfully applied to localization of facial feature points. In this paper, we devise a facial feature point localization method which first roughly estimate facial feature points using AAM and refine facial feature points using Gabor jet similarity-based facial feature localization method with initial points set by the rough facial feature points obtained from AAM, and propose a face recognition algorithm using the devised localization method for facial feature localization and Gabor feature vectors. It is observed through experiments that such a cascaded localization method based on both AAM and Gabor jet similarity is more robust than the localization method based on only Gabor jet similarity. Also, it is shown that the proposed face recognition algorithm using this devised localization method and Gabor feature vectors performs better than the conventional face recognition algorithm using Gabor jet similarity-based localization method and Gabor feature vectors like EBGM.

Keywords: Face Recognition, AAM, Gabor features, EBGM.

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Authors: Estrella C. Damaris, Ingrid A. Olais, Gloria P. Uicab

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This study explores the relationship between the level of functionality and cognitive impairment in older adult women from the south-east of Mexico. It is a descriptive, cross-sectional study; performed with 172 participants in total who attended a health institute and live in Merida, Yucatan Mexico. After a non-probabilistic sampling, Barthel and Pfeiffer scales were applied. The results show statistically significant correlation between the cognitive impairment (Pfeiffer) and the levels of independence and function (Barthel) (r =0.489; p =0.001). Both determine a dependence level so they need either a little or a lot of help. Society needs that the older woman be healthy and that the professionals of mental health develop activities to prevent and rehabilitate because cognitive impairment and function are directly related with the quality of life.

Keywords: Functionality, cognition, routine activities, cognitive impairment.

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Authors: Yong-Gyu Lee, Gilwon Yoon

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Image processing for capsule endoscopy requires large memory and it takes hours for diagnosis since operation time is normally more than 8 hours. A real-time analysis algorithm of capsule images can be clinically very useful. It can differentiate abnormal tissue from health structure and provide with correlation information among the images. Bleeding is our interest in this regard and we propose a method of detecting frames with potential bleeding in real-time. Our detection algorithm is based on statistical analysis and the shapes of bleeding spots. We tested our algorithm with 30 cases of capsule endoscopy in the digestive track. Results were excellent where a sensitivity of 99% and a specificity of 97% were achieved in detecting the image frames with bleeding spots.

Keywords: bleeding, capsule endoscopy, image processing, real time analysis

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Authors: O. Castellanos Díaz, F. Schoeggl, H. W. Yarranton, M. A. Satyro, T. M. Lovestead, T. J. Bruno

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The composition, vapour pressure, and heat capacity of nine biodiesel fuels from different sources were measured. The vapour pressure of the biodiesel fuels is modeled assuming an ideal liquid phase of the fatty acid methyl esters constituting the fuel. New methodologies to calculate the vapour pressure and ideal gas and liquid heat capacities of the biodiesel fuel constituents are proposed. Two alternative optimization scenarios are evaluated: 1) vapour pressure only; 2) vapour pressure constrained with liquid heat capacity. Without physical constraints, significant errors in liquid heat capacity predictions were found whereas the constrained correlation accurately fit both vapour pressure and liquid heat capacity.

Keywords: Biodiesel fuels, Fatty acid methyl ester, Heat capacity, Modeling, Vapour pressure

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Authors: S. Rajabi, M. ArdebiliPoor, M. Shahabadi

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In this paper we propose a method for modeling the correlation between the received signals by two or more antennas operating in a multipath environment. Considering the maximum excess delay in the channel being modeled, an elliptical region surrounding both transmitter and receiver antennas is produced. A number of scatterers are randomly distributed in this region and scatter the incoming waves. The amplitude and phase of incoming waves are computed and used to obtain statistical properties of the received signals. This model has the distinguishable advantage of being applicable for any configuration of antennas. Furthermore the common PDF (Probability Distribution Function) of received wave amplitudes for any pair of antennas can be calculated and used to produce statistical parameters of received signals.

Keywords: MIMO (Multiple Input Multiple Output), SIMO (Single Input Multiple Output), GBSBEM (Geometrically Based Single Bounce Elliptical Model).

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Authors: Woo-Young Jung, Minho Kwon

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Seismic design criteria based on performance of structures have recently been adopted by practicing engineers in response to destructive earthquakes. A simple but efficient structural-analysis tool capable of predicting both the strength and ductility is needed to analyze reinforced concrete (RC) structures under such event. A three-dimensional lattice model is developed in this study to analyze torsions in high-strength RC members. Optimization techniques for determining optimal variables in each lattice model are introduced. Pure torsion tests of RC members are performed to validate the proposed model. Correlation studies between the numerical and experimental results confirm that the proposed model is well capable of representing salient features of the experimental results.

Keywords: Torsion, non-linear analysis, three-dimensional lattice, high-strength concrete.

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Authors: Marco Raciti Castelli, Ernesto Benini

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This work presents a comparison between the Annual Energy Output (AEO) of two commercial vertical-axis wind turbines (VAWTs) for a low-wind urban site: both a drag-driven and a liftdriven concepts are examined in order to be installed on top of the new Via dei Giustinelli building, Trieste (Italy). The power-curves, taken from the product specification sheets, have been matched to the wind characteristics of the selected installation site. The influence of rotor swept area and rated power on the performance of the two proposed wind turbines have been examined in detail, achieving a correlation between rotor swept area, electrical generator size and wind distribution, to be used as a guideline for the calculation of the AEO.

Keywords: Annual Energy Output, micro-generationtechnology, urban environment, Vertical-Axis Wind Turbine

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Authors: Neelima Gupta, Seema Aggarwal

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Most of the biclustering/projected clustering algorithms are based either on the Euclidean distance or correlation coefficient which capture only linear relationships. However, in many applications, like gene expression data and word-document data, non linear relationships may exist between the objects. Mutual Information between two variables provides a more general criterion to investigate dependencies amongst variables. In this paper, we improve upon our previous algorithm that uses mutual information for biclustering in terms of computation time and also the type of clusters identified. The algorithm is able to find biclusters with mixed relationships and is faster than the previous one. To the best of our knowledge, none of the other existing algorithms for biclustering have used mutual information as a similarity measure. We present the experimental results on synthetic data as well as on the yeast expression data. Biclusters on the yeast data were found to be biologically and statistically significant using GO Tool Box and FuncAssociate.

Keywords: Biclustering, mutual information.

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Authors: Ari Istiany

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The purpose of this study was to analyze relationship between gender, BMI, and lifestyle with bone mineral density (BMD) of adolescent in urban areas . The place of this study in Jakarta State University, Indonesia. The number of samples involved as many as 200 people, consisting of 100 men and 100 women. BMD was measured using Quantitative Ultrasound Bone Densitometry. While the questionnaire used to collect data on age, gender, and lifestyle (calcium intake, smoking habits, alcohol consumption, tea, coffee, sports, and sun exposure). Mean age of men and women, respectively as much as 20.7 ± 2.18 years and 21 ± 1.61 years. Mean BMD values of men was 1.084 g/cm ² ± 0.11 while women was 0.976 g/cm ² ± 0.10. Men and women with normal BMD respectively as much as 46.7% and 16.7%. Men and women affected by osteopenia respectively as much as 50% and 80%. Men and women affected by osteoporosis respectively as much as 3.3% and 3.3%. Mean BMI of men and women, respectively as much as 21.4 ± 2.07 kg/m2 and 20.9 ± 2.06 kg/m2. Mean lifestyle score of men and women , respectively as much as 71.9 ± 5.84 and 70.1 ± 5.67 (maximum score 100). Based on Spearman and Pearson Correlation test, there were relationship significantly between gender and lifestyle with BMD.

Keywords: Adolescents, Body Mass Index (BMI), Bone Mineral Density (BMD), gender, and lifestyle.

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Authors: Ali Ben Abbes, ImedRiadh Farah, Vincent Barra

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Remotely sensed data are a significant source for monitoring and updating databases for land use/cover. Nowadays, changes detection of urban area has been a subject of intensive researches. Timely and accurate data on spatio-temporal changes of urban areas are therefore required. The data extracted from multi-temporal satellite images are usually non-stationary. In fact, the changes evolve in time and space. This paper is an attempt to propose a methodology for changes detection in urban area by combining a non-stationary decomposition method and stochastic modeling. We consider as input of our methodology a sequence of satellite images I₁, I₂, … I_n at different periods (t = 1, 2, ..., n). Firstly, a preprocessing of multi-temporal satellite images is applied. (e.g. radiometric, atmospheric and geometric). The systematic study of global urban expansion in our methodology can be approached in two ways: The first considers the urban area as one same object as opposed to non-urban areas (e.g. vegetation, bare soil and water). The objective is to extract the urban mask. The second one aims to obtain a more knowledge of urban area, distinguishing different types of tissue within the urban area. In order to validate our approach, we used a database of Tres Cantos-Madrid in Spain, which is derived from Landsat for a period (from January 2004 to July 2013) by collecting two frames per year at a spatial resolution of 25 meters. The obtained results show the effectiveness of our method.

Keywords: Multi-temporal satellite image, urban growth, Non-stationarity, stochastic modeling.

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Authors: J. Ruiz-Pinales, J. J. Acosta-Reyes, A. Salazar-Garibay, R. Jaime-Rivas

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In this paper, we present a new method for incorporating global shift invariance in support vector machines. Unlike other approaches which incorporate a feature extraction stage, we first scale the image and then classify it by using the modified support vector machines classifier. Shift invariance is achieved by replacing dot products between patterns used by the SVM classifier with the maximum cross-correlation value between them. Unlike the normal approach, in which the patterns are treated as vectors, in our approach the patterns are treated as matrices (or images). Crosscorrelation is computed by using computationally efficient techniques such as the fast Fourier transform. The method has been tested on the ORL face database. The tests indicate that this method can improve the recognition rate of an SVM classifier.

Keywords: Face recognition, support vector machines, shiftinvariance, image registration.

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Authors: Shen Jian, Hu Jie, Ma Jin, Peng Ying Hong, Fang Yi, Liu Wen Hai

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Biologically inspired design inspires inventions and new technologies in the field of engineering by mimicking functions, principles, and structures in the biological domain. To deal with the obstacles of cross-domain knowledge acquisition in the existing biologically inspired design process, functional semantic clustering based on functional feature semantic correlation and environmental constraint clustering composition based on environmental characteristic constraining adaptability are proposed. A knowledge cell clustering algorithm and the corresponding prototype system is developed. Finally, the effectiveness of the method is verified by the visual prosthetic device design.

Keywords: Knowledge based engineering, biologically inspired design, knowledge cell, knowledge clustering, knowledge acquisition.

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Authors: Masoud Saeedi, Shirin Rahimi Kazerooni, Vahid Parvaresh

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Validity is an overriding consideration in language testing. If a test score is intended for a particular purpose, this must be supported through empirical evidence. This article addresses the validity of a multiple-choice achievement test (MCT). The test is administered at the end of each semester to decide about students' mastery of a course in general English. To provide empirical evidence pertaining to the validity of this test, two criterion measures were used. In so doing, a Cloze test and a C-test which are reported to gauge general English proficiency were utilized. The results of analyses show that there is a statistically significant correlation among participants' scores on the MCT, Cloze, and Ctest. Drawing on the findings of the study, it can be cautiously deduced that these tests measure the same underlying trait. However, allowing for the limitations of using criterion measures to validate tests, we cannot make any absolute claim as to the validity of this MCT test.

Keywords: C-test, cloze test, multiple-choice test, validity argument.

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Authors: Tarik H. Badi, Amer A. Boushaala

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The purpose of this study was to measure the maximal isometric strength and to investigate the effects of different handleheights and elbow angles with respect to Mid. sagittal plane on the pushing and pulling strength in vertical direction. Eight male subjects performed a series of static strength measurement for each subject. The highest isometric strength was found in pulling at shoulder height (S.H.) (Mean = 60.29 lb., SD = 16.78 lb.) and the lowest isometric strength was found also in pulling at elbow height (E.H.) (Mean = 33.06 lb., SD = 6.56 lb.). Although the isometric strengths were higher at S.H than at E.H. for both activities, the maximal isometric strengths were compared statistically. ANOVA was performed. The results of the experiment revealed that there was a significant different between handle heights. However, there were no significant different between angles and activities, also no correlation between grip strength and activities.

Keywords: Pushing and pulling, one arm, vertical direction, isometric strength.

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Authors: Dennis A. Apuan

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Categorical data based on description of the agricultural landscape imposed some mathematical and analytical limitations. This problem however can be overcome by data transformation through coding scheme and the use of non-parametric multivariate approach. The present study describes data transformation from qualitative to numerical descriptors. In a collection of 103 random soil samples over a 60 hectare field, categorical data were obtained from the following variables: levels of nitrogen, phosphorus, potassium, pH, hue, chroma, value and data on topography, vegetation type, and the presence of rocks. Categorical data were coded, and Spearman-s rho correlation was then calculated using PAST software ver. 1.78 in which Principal Component Analysis was based. Results revealed successful data transformation, generating 1030 quantitative descriptors. Visualization based on the new set of descriptors showed clear differences among sites, and amount of variation was successfully measured. Possible applications of data transformation are discussed.

Keywords: data transformation, numerical descriptors, principalcomponent analysis

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Authors: Nahid Ghasemi, Mohammad Goodarzi, Morteza Khosravi

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Simultaneous determination of multicomponents of phenol, resorcinol and catechol with a chemometric technique a PCranking artificial neural network (PCranking-ANN) algorithm is reported in this study. Based on the data correlation coefficient method, 3 representative PCs are selected from the scores of original UV spectral data (35 PCs) as the original input patterns for ANN to build a neural network model. The results obtained by iterating 8000 .The RMSEP for phenol, resorcinol and catechol with PCranking- ANN were 0.6680, 0.0766 and 0.1033, respectively. Calibration matrices were 0.50-21.0, 0.50-15.1 and 0.50-20.0 μg ml-1 for phenol, resorcinol and catechol, respectively. The proposed method was successfully applied for the determination of phenol, resorcinol and catechol in synthetic and water samples.

Keywords: Phenol, Resorcinol, Catechol, Principal componentrankingArtificial Neural Network, Chemometrics.

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Authors: Rupaban Subadar

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Performance of a dual maximal ratio combining receiver has been analyzed for M-ary coherent and non-coherent modulations over correlated Nakagami-m fading channels with nonidentical and arbitrary fading parameter. The classical probability density function (PDF) based approach is used for analysis. Expressions for outage probability and average symbol error performance for M-ary coherent and non-coherent modulations have been obtained. The obtained results are verified against the special case published results and found to be matching. The effect of the unequal fading parameters, branch correlation and unequal input average SNR on the receiver performance has been studied.

Keywords: MRC, correlated Nakagami-m fading, non-identicalfading statistics, average symbol error rate

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Authors: Kahil Amar, Boukais Said, Kezmane Ali, Hamizi Mohand, Hannachi Naceur Eddine

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The principle of the seismic performance evaluation methods is to provide a measure of capability for a building or set of buildings to be damaged by an earthquake. The common objective of many of these methods is to supply classification criteria. The purpose of this study is to present a method for assessing the seismic performance of structures, based on Pushover method; we are particularly interested in reinforced concrete frame structures, which represent a significant percentage of damaged structures after a seismic event. The work is based on the characterization of seismic movement of the various earthquake zones in terms of PGA and PGD that is obtained by means of SIMQK_GR and PRISM software and the correlation between the points of performance and the scalar characterizing the earthquakes will developed.

Keywords: Seismic performance, Pushover method, characterization of seismic motion, harmfulness of the seismic signal

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Authors: Dariush Semnani, Javad Yekrang, Hossein Ghayoor

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Concerning the measurement of friction properties of textiles and fabrics using Kawabata Evaluation System (KES), whose output is constrained to the surface friction factor of fabric, and no other data would be generated; this research has been conducted to gain information about surface roughness regarding its surface friction factor. To assess roughness properties of light nonwovens, a 3-dimensional model of a surface has been simulated with regular sinuous waves through it as an ideal surface. A new factor was defined, namely Surface Roughness Factor, through comparing roughness properties of simulated surface and real specimens. The relation between the proposed factor and friction factor of specimens has been analyzed by regression, and results showed a meaningful correlation between them. It can be inferred that the new presented factor can be used as an acceptable criterion for evaluating the roughness properties of light nonwoven fabrics.

Keywords: Surface roughness, Nonwoven, Machine vision, Image processing.

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Authors: Abdulhamit Donder, Erhan Ilhan Konukseven

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Grinding operation is performed in order to obtain desired surfaces precisely in machining process. The needed relative motion between the cutting tool and the workpiece is generally created either by the movement of the cutting tool or by the movement of the workpiece or by the movement of both of them as in our case. For all these cases, the coherence level between the movements and the interaction forces is a key influential parameter for efficient grinding. Therefore, in this work, spectral coherence analysis has been performed to investigate the coherence level between grinding interaction forces and the movement of the workpiece on our robotic-grinding experimental setup in METU Mechatronics Laboratory.

Keywords: Coherence analysis, correlation, FFT, grinding, Hanning window, machining, Piezo actuator, reverse arrangements test, spectral analysis.

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Authors: Laura Lukmanto, Harya Widiputra, Lukas

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Studies in economics domain tried to reveal the correlation between stock markets. Since the globalization era, interdependence between stock markets becomes more obvious. The Dynamic Interaction Network (DIN) algorithm, which was inspired by a Gene Regulatory Network (GRN) extraction method in the bioinformatics field, is applied to reveal important and complex dynamic relationship between stock markets. We use the data of the stock market indices from eight countries around the world in this study. Our results conclude that DIN is able to reveal and model patterns of dynamic interaction from the observed variables (i.e. stock market indices). Furthermore, it is also found that the extracted network models can be utilized to predict movement of the stock market indices with a considerably good accuracy.

Keywords: complex dynamic relationship, dynamic interaction network, interactive stock markets, stock market interdependence.

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