Search results for: Statistical tests

Authors: Feddaoui Amina

Abstract:

Income smoothing represents an attempt on the part of the company's management to reduce variations in earnings through the manipulation of the accounting principles. In this study, we aimed to measure income smoothing practices in a sample of 30 French joint stock companies during the period (2007-2009), we used Dummy variables method and “ECKEL” model to measure income smoothing practices and Binomial test accourding to SPSS program, to confirm or refute our hypothesis. This study concluded that there are no significant statistical indicators of income smoothing practices in the sample studied of French companies during the period (2007-2009), so the income series in the same sample studied of is characterized by stability and non-volatility without any intervention of management through accounting manipulation. However, this type of accounting manipulation should be taken into account and efforts should be made by control bodies to apply Eckel model and generalize its use at the global level.

Keywords: Income, smoothing, “Eckel”, French companies.

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Authors: Xia Cui, Guang-wei Yuan, Jing-yan Yue

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A Picard-Newton iteration method is studied to accelerate the numerical solution procedure of a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. The Picard-Newton iteration is designed by adding higher-order terms of small quantity to an existing Picard iteration. The discrete functional analysis and inductive hypothesis reasoning techniques are used to overcome difficulties coming from nonlinearity and coupling, and theoretical analysis is made for the convergence and approximation properties of the iteration scheme. The Picard-Newton iteration has a quadratic convergent ratio, and its solution has second order spatial approximation and first order temporal approximation to the exact solution of the original problem. Numerical tests verify the results of the theoretical analysis, and show the Picard-Newton iteration is more efficient than the Picard iteration.

Keywords: Nonlinearity, iterative acceleration, coupled parabolic hyperbolic system, quadratic convergence, numerical analysis.

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Authors: Seon Soon Choi

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The principal purpose of this paper is to find the influence of maximum fatigue load on the probabilistic aspect of fatigue crack propagation life at a specified grown crack in magnesium alloys. The experiments of fatigue crack propagation are carried out in laboratory air under different conditions of the maximum fatigue loads to obtain the fatigue crack propagation data for the statistical analysis. In order to analyze the probabilistic aspect of fatigue crack propagation life, the goodness-of fit test for probability distribution of the fatigue crack propagation life at a specified grown crack is implemented through Anderson-Darling test. The good probability distribution of the fatigue crack propagation life is also verified under the conditions of the maximum fatigue loads.

Keywords: Fatigue crack propagation life, magnesium alloys, maximum fatigue load, probability.

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Authors: A. Armin, R. Fotouhi, W. Szyszkowski

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In this paper a 3-D finite element (FE) investigation of soil-blade interaction is described. The effects of blade’s shape and rake angle are examined both numerically and experimentally. The soil is considered as an elastic-plastic granular material with non-associated Drucker-Prager material model. Contact elements with different properties are used to mimic soil-blade sliding and soil-soil cutting phenomena. A separation criterion is presented and a procedure to evaluate the forces acting on the blade is given and discussed in detail. Experimental results were derived from tests using soil bin facility and instruments at the University of Saskatchewan. During motion of the blade, load cells collect data and send them to a computer. The measured forces using load cells had noisy signals which are needed to be filtered. The FE results are compared with experimental results for verification. This technique can be used in blade shape optimization and design of more complicated blade’s shape.

Keywords: Finite element analysis, soil-blade contact modeling, blade force, experimental results.

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Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil

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Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.

Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.

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Authors: Efendi Zaenudin, Chien-Hung Huang, Ka-Lok Ng

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Essential genes play an important role in the survival of an organism. It has been shown that cancer-associated essential genes are genes necessary for cancer cell proliferation, where these genes are potential therapeutic targets. Also, it was demonstrated that mutations of the cancer-associated essential genes give rise to the resistance of immunotherapy for patients with tumors. In the present study, we focus on studying the biological effects of the essential genes from a network perspective. We hypothesize that one can analyze a biological molecular network by decomposing it into both three-node and four-node digraphs (subgraphs). These network subgraphs encode the regulatory interaction information among the network’s genetic elements. In this study, the frequency of occurrence of the subgraph-associated essential genes in a molecular network was quantified by using the statistical parameter, odds ratio. Biological effects of subgraph-associated essential genes are discussed. In summary, the subgraph approach provides a systematic method for analyzing molecular networks and it can capture useful biological information for biomedical research.

Keywords: Biological molecular networks, essential genes, graph theory, network subgraphs.

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Authors: M. Heidari, A. Safekordi, A. Zamaniyan, E. Ganji Babakhani, M. Amanipour

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Perovskite-type membrane Ba_0.5Sr_0.5Ce_0.9Y_0.1O_3-δ (BSCY) was successfully synthesized by liquid citrate method. The hydrogen permeation and stability of BSCY perovskite-type membranes were studied at high temperatures. The phase structure of the powder was characterized by X-ray diffraction (XRD). Scanning electron microscopy (SEM) was used to characterize microstructures of the membrane sintered under various conditions. SEM results showed that increasing in sintering temperature, formed dense membrane with clear grains. XRD results for BSCY membrane that sintered in 1150 °C indicated single phase perovskite structure with orthorhombic configuration, and SEM results showed dense structure with clear grain size which is suitable for permeation tests. Partial substitution of Sr with Ba in SCY structure improved the hydrogen permeation flux through the membrane due to the larger ionic radius of Ba²⁺. BSCY membrane shows high hydrogen permeation flux of 1.6 ml/min.cm² at 900 °C and partial pressure of 0.6.

Keywords: Hydrogen separation, perovskite, proton conducting membrane.

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Authors: Petar Halachev

Abstract:

Forecasting the values of the indicators, which characterize the effectiveness of performance of organizations is of great importance for their successful development. Such forecasting is necessary in order to assess the current state and to foresee future developments, so that measures to improve the organization-s activity could be undertaken in time. The article presents an overview of the applied mathematical and statistical methods for developing forecasts. Special attention is paid to artificial neural networks as a forecasting tool. Their strengths and weaknesses are analyzed and a synopsis is made of the application of artificial neural networks in the field of forecasting of the values of different education efficiency indicators. A method of evaluation of the activity of universities using the Balanced Scorecard is proposed and Key Performance Indicators for assessment of e-learning are selected. Resulting indicators for the evaluation of efficiency of the activity are proposed. An artificial neural network is constructed and applied in the forecasting of the values of indicators for e-learning efficiency on the basis of the KPI values.

Keywords: artificial neural network, balanced scorecard, e-learning

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Authors: Wanida Suwunniponth

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The purpose of this research was to study the factors of characteristic of business, website quality and trust affected intention to use electronic payment systems for online purchasing. This survey research used questionnaire as a tool to collect the data of 300 customers who purchased online products and used an electronic payment system. The descriptive statistics and multiple regression analysis were used to analyze data. The results revealed that customers had a good opinion towards the characteristic of the business and website quality. However, they have a moderate opinion towards trust and intention to repurchase. In addition, the characteristics of the business affected the purchase intention the most, followed by website quality and the trust with statistical significance at 0.05 level. For particular, the terms of reputation, communication, information quality, perceived risk and word of mouth affected the intention to use the electronic payment system. In contrast, the terms of size, system quality and service quality did not affect intention to use an electronic payment system.

Keywords: Electronic payment, intention, online purchasing, trust.

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Authors: Benjamin Panreck, Manfred Hild

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Strain sensors based on a change in resistance are well established for the measurement of forces, stresses, or material fatigue. Within the scope of this paper, fully additive manufactured strain sensors were produced using an ink of silver nanoparticles. Their behavior was evaluated by periodic tensile tests. Printed strain sensors exhibit two advantages: Their measuring grid is adaptable to the use case and they do not need a carrier-foil, as the measuring structure can be printed directly onto a thin sprayed varnish layer on the aluminum specimen. In order to compare quality characteristics, the sensors have been manufactured using two different technologies, namely aerosoljet-printing and micropipette-dispensing. Both processes produce structures which exhibit continuous features (in contrast to what can be achieved with droplets during inkjet printing). Briefly summarized the results show that aerosoljet-printing is the preferable technology for specimen with non-planar surfaces whereas both technologies are suitable for flat specimen.

Keywords: Aerosoljet-printing, micropipette-dispensing, printed electronics, printed sensors, strain gauge.

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Authors: Philip Baillie, Stuart W. Campbell, Alexander M. Galloway, Stephen R. Cater, Norman A. McPherson

Abstract:

This study compared the mechanical and microstructural properties produced during friction stir welding (FSW) of S275 structural steel in air and underwater. Post weld tests assessed the tensile strength, micro-hardness, distortion, Charpy impact toughness and fatigue performance in each case. The study showed that there was no significant difference in the strength, hardness or fatigue life of the air and underwater specimens. However, Charpy impact toughness was shown to decrease for the underwater specimens and was attributed to a lower degree of recrystallization caused by the higher rate of heat loss experienced when welding underwater. Reduced angular and longitudinal distortion was observed in the underwater welded plate compared to the plate welded in air.

Keywords: Charpy impact toughness, distortion, fatigue, friction stir welding (FSW), micro-hardness, underwater.

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Authors: A. R. Abdul Syukor, A. W. Zularisam, Z. Ideris, M. S. Mohd Ismid, H. M. Nakmal, S. Sulaiman, A. H. Hasmanie, M. R. Siti Norsita, M. Nasrullah

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In this study, the effectiveness of an integrated aquatic plants in phytogreen zone was studied and statistical analysis for the promotional integrated phytogreen system approached was discussed. It was found that's the effectiveness of using aquatic plant such as Typha angustifolia sp., Lepironia articulata sp., Limnocharis flava sp., Monochoria vaginalis sp., Pistia stratiotes sp., and Eichhornia crassipes sp., in the conventional oxidation pond process in order to comply the standard A according to Malaysia Environmental Quality Act 1974 (Act 127); Environmental Quality (Sewage) Regulation 2009 for effluent discharge into inland water near the residential area was successfully shown. It was concluded that the integrated phtogreen system developed in this study has great potential for refurbishment wastewater in conventional oxidation pond.

Keywords: Phytoremediation, integrated phytogreen system, sewage treatment plant, oxidation pond, aquatic plants.

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Authors: Prathuang Usaborisut, Dithaporn Thungsotanon

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Soil compaction induced by a tractor towing trailer becomes a major problem associated to sugarcane productivity. Soil beneath the tractor’s tire is not only under compressing stress but also shearing stress. Therefore, in order to help to understand such effects on soil, this research aimed to determine stress state in soil and predict compaction of soil under a tractive tire. The octahedral stress ratios under the tires were higher than one and much higher under higher draft forces. Moreover, the ratio was increasing with increase of number of tire’s passage. Soil compaction model was developed using data acquired from triaxial tests. The model was then used to predict soil bulk density under tractive tire. The maximum error was about 4% at 15 cm depth under lower draft force and tended to increase with depth and draft force. At depth of 30 cm and under higher draft force, the maximum error was about 16%.

Keywords: Draft force, soil compaction model, stress state, tractive tire.

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Authors: Vivi Anggraini, Afshin Asadi, Bujang B. K. Huat

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Earth structures constructed of marine clay soils have tendency to crack. In order to improve the flexural strength and brittleness, a technique of mixing short fibers is introduced to the soil lime mixture. Coir fiber was used in this study as reinforcing elements. An experimental investigation consisting primarily of flexural tensile tests was conducted to examine the influence of coir fibers on the flexural behaviour of the reinforced soils. The test results that the coir fibers were effective in improving the flexural strength and Young’s modulus of all soils examined and ductility after peak strength for reinforced marine clay soil treated by lime. 5% lime treated soil and 1% coir fiber reinforced soil specimens’ demonstrated good strength and durability when submerged in water and retained 45% of their air-cured strengths.

Keywords: Flexural strength, Durabilty, Lime, Coir Fibers, Bending force, Ductility.

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Authors: Javier Ordorica Villalvazo, Claudia Camargo Wilson, Jesus Everardo Olguin Tiznado

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This paper presents an experimental case using sensory thermography to describe temperatures behavior on median nerve once an activity of repetitive motion was done. Thermography is a noninvasive technique without biological hazard and not harm at all times and has been applied in many experiments to seek for temperature patterns that help to understand diseases like cancer and cumulative trauma disorders (CTD’s). An infrared sensory thermography technology was developed to execute this study. Three women in good shape were selected for the repetitive motion tests for 4 days, two right-handed women and 1 left handed woman, two sensory thermographers were put on both median nerve wrists to get measures. The evaluation time was of 3 hours 30 minutes in a controlled temperature, 20 minutes of stabilization time at the beginning and end of the operation. Temperatures distributions are statistically evaluated and showed similar temperature patterns behavior.

Keywords: Median nerve, temperature, sensory thermography, wrists, CTD’s.

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Authors: P. Adibi, M. R. Ansari, S. Jafari, B. Habibpour, E. Salimi

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In this paper, the effect of gas and liquid superficial inlet velocities and for the first time the effect of liquid holdup on slug initiation position are studied experimentally. Empirical correlations are also presented based on the obtained results. The tests are conducted for three liquid holdups in a long horizontal channel with dimensions of 5cm10cm and 36m length. Usl and Usg rated as to 0.11m/s to 0.56m/s and 1.88m/s to 13m/s, respectively. The obtained results show that as αl=0.25, slug initiation position is increasing monotonically with Usl and Usg. During αl=0.50, slug initiation position is almost constant. For αl=0.75, slug initiation position is decreasing monotonically with Usl and Usg. In the case of equal void fraction of phases, generated slugs are weakly (low pressure). However, for the unequal void fraction of phases strong slugs (high pressure) are formed.

Keywords: Liquid holdup, Long horizontal channel, Slug initiation position, Superficial inlet velocity.

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Authors: M. Avinash, G. V. K. Chaitanya, Dhananjay Kumar Giri, Sarala Upadhya, B. K. Muralidhara

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Ti-6Al-4V alloy has demonstrated a high strength to weight ratio as well as good properties at high temperature. The successful application of the alloy in some important areas depends on suitable joining techniques. Friction welding has many advantageous features to be chosen for joining Titanium alloys. The present work investigates the feasibility of producing similar metal joints of this Titanium alloy by rotary friction welding method. The joints are produced at three different speeds and the performances of the welded joints are evaluated by conducting microstructure studies, Vickers Hardness and tensile tests at the joints. It is found that the weld joints produced are sound and the ductile fractures in the tensile weld specimens occur at locations away from the welded joints. It is also found that a rotational speed of 1500 RPM can produce a very good weld, with other parameters kept constant.

Keywords: Rotary friction weld, rotational speed, Ti-6Al-4V, weld structures.

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Authors: Piotr Prewysz-Kwinto

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A dynamic development of financial market is accompanied by the emergence of new products on stock exchanges which give absolutely new possibilities of investing money. Currently, the most innovative financial instruments offered to investors are exchange traded products (ETP). They can be defined as financial instruments whose price depends on the value of the underlying instrument. Thus, they offer investors a possibility of making a profit that results from the change in value of the underlying instrument without having to buy it. Currently, the Warsaw Stock Exchange offers many types of ETPs. They are investment products with full or partial capital protection, products without capital protection as well as leverage products, issued on such underlying instruments as indices, sector indices, commodity indices, prices of energy commodities, precious metals, agricultural produce or prices of shares of domestic and foreign companies. This paper presents the mechanism of functioning of ETP available on the Warsaw Stock Exchange and the results of the analysis of statistical data on these financial instruments.

Keywords: Exchange traded products, financial market, investment, stock exchange.

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Authors: S. Khoshemehry, M. J. Pourvaghar

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Inflammatory markers are known as the main predictors of cardiovascular diseases. This study aimed at determining the effect of 8 weeks of interval endurance training on hs-CRP level and some anthropometric parameters in overweight men. Following the call for participation in research project in Kashan, 73 volunteers participated in it and constituted the statistical population of the study. Then, 28 overweight young men from the age of 22 to 25 years old were randomly assigned into two groups of experimental and control group (n=14). Anthropometric and the blood sample was collected before and after the termination of the program for measuring hs-CRP. The interval endurance program was performed at 60 to 75% of maximum heart rate in 2 sessions per week for 8 weeks. Kolmogorov-Smirnov test was used to test whether two samples come from the same distribution and T-test was used to assess the difference of two groups which were statistically significant at the level of 0.05. The result indicated that there was a significant difference between the hs-RP, weight, BMI and W/H ratio of overweight men in posttest in the exercise group (P≤0.05) but not in the control group. Interval endurance training program causes decrease in hs-CRP level and anthropometric parameters.

Keywords: Interval endurance training program, hs-CRP, overweight, anthropometric.

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Authors: Chaudhuri Manoj Kumar Swain, Susmita Das

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This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.

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Authors: Ali Dehgan Moroozeh, B. Farhadi Bansouleh

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Evapotranspiration is one of the most important components of the hydrological cycle. Evapotranspiration (ETo) is an important variable in water and energy balances on the earth’s surface, and knowledge of the distribution of ET is a key factor in hydrology, climatology, agronomy and ecology studies. Many researchers have a valid relationship, which is a function of climate factors, to estimate the potential evapotranspiration presented to the plant water stress or water loss, prevent. The FAO-Penman method (PM) had been recommended as a standard method. This method requires many data and these data are not available in every area of world. So, other methods should be evaluated for these conditions. When sufficient or reliable data to solve the PM equation are not available then Hargreaves equation can be used. The Hargreaves equation (HG) requires only daily mean, maximum and minimum air temperature extraterrestrial radiation .In this study, Hargreaves method (HG) were evaluated in 12 stations in the North West region of Iran. Results of HG and M.HG methods were compared with results of PM method. Statistical analysis of this comparison showed that calibration process has had significant effect on efficiency of Hargreaves method.

Keywords: Evapotranspiration, Hargreaves equation, FAOPenman method.

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Authors: Mustafa Kaya

Abstract:

Since, it is essential to provide homeless people by the earthquake with safe, habitable accommodation repairing medium and slight levels of damage at the connection parts should be undertaken. In order to prove that a repaired connection was sufficiently strong, a precast beam to column post tensioned connection was tested in three phases. In phase one, the middle level damage was observed at 6% drift at these connections. As a result of the extra loads applied, little damage was observed. In the last phase, the four connections tested in the first phase were repaired using epoxy resin and then retested. The results from the tests on the repaired precast and the undamaged specimens showed that the repaired specimens were sufficiently strong, thus proving that repair to damaged precast beam to column post tensioned connections can be undertaken.

Keywords: Precast beam to column connection, momentresisting connection, post-tensioned connections, repair of precast connections.

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Authors: W. Sun, W. Wen, J. Lu, A. A. Becker

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In this work, methods for determining creep properties which can be used to represent the full life until failure from miniature specimen creep tests based on analytical solutions are presented. Examples used to demonstrate the application of the methods include a miniature rectangular thin beam specimen creep test under three-point bending and a miniature two-material tensile specimen creep test subjected to a steady load. Mathematical expressions for deflection and creep strain rate of the two specimens were presented for the Kachanov-Rabotnov creep damage model. On this basis, an inverse procedure was developed which has potential applications for deriving the full life creep damage constitutive properties from a very small volume of material, in particular, for various microstructure constitutive  regions, e.g. within heat-affected zones of power plant pipe weldments. Further work on validation and improvement of the method is addressed.

Keywords: Creep damage property, analytical solutions, inverse approach, miniature specimen test.

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Authors: M. Nikbakht, N. Choupani

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In this study the behavior of interlaminar fracture of carbon-epoxy thermoplastic laminated composite is investigated numerically and experimentally. Tests are performed with Arcan specimens. Testing with Arcan specimen gives the opportunity of utilizing just one kind of specimen for extracting fracture properties for mode I, mode II and different mixed mode ratios of materials with exerting load via different loading angles. Variation of loading angles in range of 0-90° made possible to achieve different mixed mode ratios. Correction factors for various conditions are obtained from ABAQUS 2D finite element models which demonstrate the finite shape of Arcan specimens used in this study. Finally, applying the correction factors to critical loads obtained experimentally, critical interlaminar fracture toughness of this type of carbon- epoxy composite has been attained.

Keywords: Fracture Mechanics, Mixed Mode, Arcan Specimen, Finite Element.

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Authors: Mohamed Adnan Landolsi, Ali F. Almutairi

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The paper addresses the problem of line-of-sight (LOS) vs. non-line-of-sight (NLOS) propagation link identification in ultra-wideband (UWB) wireless networks, which is necessary for improving the accuracy of radiolocation and positioning applications. A LOS/NLOS likelihood hypothesis testing approach is applied based on exploiting distinctive statistical features of the channel impulse response (CIR) using parameters related to the “skewness” of the CIR and its root mean square (RMS) delay spread. A log-normal fit is presented for the probability densities of the CIR parameters. Simulation results show that different environments (residential, office, outdoor, etc.) have measurable differences in their CIR parameters’ statistics, which is then exploited in determining the nature of the propagation channels. Correct LOS/NLOS channel identification rates exceeding 90% are shown to be achievable for most types of environments. Additional improvement is also obtained by combining both CIR skewness and RMS delay statistics.

Keywords: Ultra-wideband, propagation, line-of-sight, non-line-of-sight, identification.

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Authors: Veronica Diaz Quezada

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In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.

Keywords: Engineering education, errors, limits, mathematics competences, problem solving.

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Authors: S. S. Mahlangu, R. K. K. Mbaya, D. D. Delport, H. Van. Zyl

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The degrading effect due to bacterial growth on the structural integrity of concrete floor surfaces is predictable; this consequently cause development of surface micro cracks in which organisms penetrate through resulting in surface spalling. Hence, the need to develop mix design meeting the requirement of floor surfaces exposed to aggressive agent to improve certain material properties with good workability, extended lifespan and low cost is essential. In this work, tests were performed to examine the microbial activity on kitchen floor surfaces and the effect of adding admixtures. The biochemical test shows the existence of microorganisms (E.coli, Streptococcus) on newly casted structure. Of up to 6% porosity was reduced and improvement on structural integrity was observed upon adding mineral admixtures from the concrete mortar. The SEM result after 84 days of curing specimens, shows that chemical admixtures have significant role to enable retard bacterial penetration and good quality structure is achieved.

Keywords: Admixture, organisms, porosity and strength.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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Authors: C. S. Tsai, Yung-Chang Lin

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In order to upgrade the seismic resistibility of structures and enhance the functionality of an isolator, a new base isolator called the multiple trench friction pendulum system (MTFPS) is proposed in this study. The proposed MTFPS isolator is composed of a trench concave surface and several intermediate sliding plates in two orthogonal directions. Mathematical formulations have been derived to examine the characteristics of the proposed MTFPS isolator possessing multiple intermediate sliding plates. By means of mathematical formulations, it can be inferred that the natural period and damping effect of the MTFPS isolator with several intermediate sliding plates can be altered continually and controllably during earthquakes. Furthermore, results obtained from shaking table tests demonstrate that the proposed isolator provides good protection to structures for prevention of damage from strong earthquakes.

Keywords: Friction Pendulum System, Multiple Friction Pendulum System, Base Isolation, Earthquake Engineering

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Authors: Ya-Ting Carolyn Yang, Ping-Han Cheng, Shi-Hui Gilbert Chang, Terry Yuan-Fang Chen, Chih-Chieh Li

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Nanotechnology is widely applied in various areas so professionals in the related fields have to know more than nano knowledge. In the study, we focus on adopting ICT-assisted PBL in college general education to foster professionals who possess multiple abilities. The research adopted a pretest and posttest quasi-experimental design. The control group received traditional instruction, and the experimental group received ICT-assisted PBL instruction. Descriptive statistics will be used to describe the means, standard deviations, and adjusted means for the tests between the two groups. Next, analysis of covariance (ANCOVA) will be used to compare the final results of the two research groups after 6 weeks of instruction. Statistics gathered in the end of the research can be used to make contrasts. Therefore, we will see how different teaching strategies can improve students’ understanding about nanotechnology and learning skills.

Keywords: Nanotechnology, science education, project-based learning, information and communication technology.

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