Search results for: mathematical data analysis.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 14018

Search results for: mathematical data analysis.

12458 Indicators as Early Warning Signal Performance to Solve Underlying Safety Problem before They Emerge as Accident Risks

Authors: Benson Chizubem

Abstract:

Because of the severe hazards that substantially impact workers' lives and assets lost, the oil and gas industry has established a goal of establishing zero occurrences or accidents in operations. Using leading indicators to measure and assess an organization's safety performance is a proactive approach to safety management. Also, it will provide early warning signals to solve inherent safety issues before they lead to an accident in the study industry. The analysis of these indicators' performance was based on a questionnaire-based methodology. A total number of 1000 questionnaires were disseminated to the workers, of which 327 were returned to the researcher team. The data collected were analysed to evaluate their safety perceptions on indicators performance. Data analysis identified safety training, safety system, safety supervision, safety rules and procedures, safety auditing, strategies and policies, management commitment, safety meeting and safety behaviour, as potential leading indicators that are capable of measuring organizational safety performance and as capable of providing early warning signals of weak safety area in an operational environment. The findings of this study have provided safety researchers and industrial safety practitioners with helpful information on the improvement of the existing safety monitoring process in the oil and gas industry, both locally and globally, as proactive actions.

Keywords: Early warning, safety, accident risks, oil and gas industry.

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12457 Mathematical Model of Dengue Disease with the Incubation Period of Virus

Authors: P. Pongsumpun

Abstract:

Dengue virus is transmitted from person to person through the biting of infected Aedes Aegypti mosquitoes. DEN-1, DEN-2, DEN-3 and DEN-4 are four serotypes of this virus. Infection with one of these four serotypes apparently produces permanent immunity to it, but only temporary cross immunity to the others. The length of time during incubation of dengue virus in human and mosquito are considered in this study. The dengue patients are classified into infected and infectious classes. The infectious human can transmit dengue virus to susceptible mosquitoes but infected human can not. The transmission model of this disease is formulated. The human population is divided into susceptible, infected, infectious and recovered classes. The mosquito population is separated into susceptible, infected and infectious classes. Only infectious mosquitoes can transmit dengue virus to the susceptible human. We analyze this model by using dynamical analysis method. The threshold condition is discussed to reduce the outbreak of this disease.

Keywords: Transmission model, intrinsic incubation period, extrinsic incubation period, basic reproductive number, equilibriumstates, local stability.

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12456 A Bi-Objective Stochastic Mathematical Model for Agricultural Supply Chain Network

Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

Abstract:

Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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12455 Flexible, Adaptable and Scaleable Business Rules Management System for Data Validation

Authors: Kashif Kamran, Farooque Azam

Abstract:

The policies governing the business of any organization are well reflected in her business rules. The business rules are implemented by data validation techniques, coded during the software development process. Any change in business policies results in change in the code written for data validation used to enforce the business policies. Implementing the change in business rules without changing the code is the objective of this paper. The proposed approach enables users to create rule sets at run time once the software has been developed. The newly defined rule sets by end users are associated with the data variables for which the validation is required. The proposed approach facilitates the users to define business rules using all the comparison operators and Boolean operators. Multithreading is used to validate the data entered by end user against the business rules applied. The evaluation of the data is performed by a newly created thread using an enhanced form of the RPN (Reverse Polish Notation) algorithm.

Keywords: Business Rules, data validation, multithreading, Reverse Polish Notation

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12454 Empirical Analytical Modelling of Average Bond Stress and Anchorage of Tensile Bars in Reinforced Concrete

Authors: Maruful H. Mazumder, Raymond I. Gilbert

Abstract:

The design specifications for calculating development and lapped splice lengths of reinforcement in concrete are derived from a conventional empirical modelling approach that correlates experimental test data using a single mathematical equation. This paper describes part of a recently completed experimental research program to assess the effects of different structural parameters on the development length requirements of modern high strength steel reinforcing bars, including the case of lapped splices in large-scale reinforced concrete members. The normalized average bond stresses for the different variations of anchorage lengths are assessed according to the general form of a typical empirical analytical model of bond and anchorage. Improved analytical modelling equations are developed in the paper that better correlate the normalized bond strength parameters with the structural parameters of an empirical model of bond and anchorage.

Keywords: Bond stress, Development length, Lapped splice length, Reinforced concrete.

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12453 Spatial Data Mining by Decision Trees

Authors: S. Oujdi, H. Belbachir

Abstract:

Existing methods of data mining cannot be applied on spatial data because they require spatial specificity consideration, as spatial relationships. This paper focuses on the classification with decision trees, which are one of the data mining techniques. We propose an extension of the C4.5 algorithm for spatial data, based on two different approaches Join materialization and Querying on the fly the different tables. Similar works have been done on these two main approaches, the first - Join materialization - favors the processing time in spite of memory space, whereas the second - Querying on the fly different tables- promotes memory space despite of the processing time. The modified C4.5 algorithm requires three entries tables: a target table, a neighbor table, and a spatial index join that contains the possible spatial relationship among the objects in the target table and those in the neighbor table. Thus, the proposed algorithms are applied to a spatial data pattern in the accidentology domain. A comparative study of our approach with other works of classification by spatial decision trees will be detailed.

Keywords: C4.5 Algorithm, Decision trees, S-CART, Spatial data mining.

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12452 Affine Projection Algorithm with Variable Data-Reuse Factor

Authors: ChangWoo Lee, Young Kow Lee, Sung Jun Ban, SungHoo Choi, Sang Woo Kim

Abstract:

This paper suggests a new Affine Projection (AP) algorithm with variable data-reuse factor using the condition number as a decision factor. To reduce computational burden, we adopt a recently reported technique which estimates the condition number of an input data matrix. Several simulations show that the new algorithm has better performance than that of the conventional AP algorithm.

Keywords: Affine projection algorithm, variable data-reuse factor, condition number, convergence rate, misalignment.

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12451 Geotechnical Characteristics of Miocenemarl in the Region of Medea North-South Highway, Algeria

Authors: Y. Yongli, M. H. Aissa

Abstract:

The purpose of this paper aims for a geotechnical analysis based on experimental physical and mechanical characteristics of Miocene marl situated at Medea region in Algeria. More than 150 soil samples were taken in the investigation part of the North-South Highway which extends over than 53 km from Chiffa in the North to Berrouaghia in the South of Algeria. The analysis of data in terms of Atterberg limits, plasticity index, and clay content reflects an acceptable correlation justified by a high coefficient of regression which was compared with the previous works in the region. Finally, approximated equations that serve as a guideline for geotechnical design locally have been suggested.

Keywords: Correlation, geotechnical properties, Miocene marl, north-south highway.

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12450 Impact of Grade Sensitivity on Learning Motivation and Academic Performance

Authors: Salwa Aftab, Sehrish Riaz

Abstract:

The objective of this study was to check the impact of grade sensitivity on learning motivation and academic performance of students and to remove the degree of difference that exists among students regarding the cause of their learning motivation and also to gain knowledge about this matter since it has not been adequately researched. Data collection was primarily done through the academic sector of Pakistan and was depended upon the responses given by students solely. A sample size of 208 university students was selected. Both paper and online surveys were used to collect data from respondents. The results of the study revealed that grade sensitivity has a positive relationship with the learning motivation of students and their academic performance. These findings were carried out through systematic correlation and regression analysis.

Keywords: Academic performance, correlation, grade sensitivity, learning motivation, regression.

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12449 Performance Evaluation of Data Mining Techniques for Predicting Software Reliability

Authors: Pradeep Kumar, Abdul Wahid

Abstract:

Accurate software reliability prediction not only enables developers to improve the quality of software but also provides useful information to help them for planning valuable resources. This paper examines the performance of three well-known data mining techniques (CART, TreeNet and Random Forest) for predicting software reliability. We evaluate and compare the performance of proposed models with Cascade Correlation Neural Network (CCNN) using sixteen empirical databases from the Data and Analysis Center for Software. The goal of our study is to help project managers to concentrate their testing efforts to minimize the software failures in order to improve the reliability of the software systems. Two performance measures, Normalized Root Mean Squared Error (NRMSE) and Mean Absolute Errors (MAE), illustrate that CART model is accurate than the models predicted using Random Forest, TreeNet and CCNN in all datasets used in our study. Finally, we conclude that such methods can help in reliability prediction using real-life failure datasets.

Keywords: Classification, Cascade Correlation Neural Network, Random Forest, Software reliability, TreeNet.

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12448 Fault Detection via Stability Analysis for the Hybrid Control Unit of HEVs

Authors: Kyogun Chang, Yoon Bok Lee

Abstract:

Fault detection determines faultexistence and detecting time. This paper discusses two layered fault detection methods to enhance the reliability and safety. Two layered fault detection methods consist of fault detection methods of component level controllers and system level controllers. Component level controllers detect faults by using limit checking, model-based detection, and data-driven detection and system level controllers execute detection by stability analysis which can detect unknown changes. System level controllers compare detection results via stability with fault signals from lower level controllers. This paper addresses fault detection methods via stability and suggests fault detection criteria in nonlinear systems. The fault detection method applies tothe hybrid control unit of a military hybrid electric vehicleso that the hybrid control unit can detect faults of the traction motor.

Keywords: Two Layered Fault Detection, Stability Analysis, Fault-Tolerant Control

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12447 Software Reengineering Tool for Traffic Accident Data

Authors: Jagdeep Kaur, Parvinder S. Sandhu, Birinderjit Singh, Amit Verma, Sanyam Anand

Abstract:

In today-s hip hop world where everyone is running short of time and works hap hazardly,the similar scene is common on the roads while in traffic.To do away with the fatal consequences of such speedy traffics on rushy lanes, a software to analyse and keep account of the traffic and subsequent conjestion is being used in the developed countries. This software has being implemented and used with the help of a suppprt tool called Critical Analysis Reporting Environment.There has been two existing versions of this tool.The current research paper involves examining the issues and probles while using these two practically. Further a hybrid architecture is proposed for the same that retains the quality and performance of both and is better in terms of coupling of components , maintainence and many other features.

Keywords: Critical Analysis Reporting Environment, coupling, hybrid architecture etc.

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12446 Rotor Flow Analysis using Animplicit Harmonic Balance Method

Authors: D. Im, S. Choi, H. Kwon, S. H. Park, J. H. Kwon

Abstract:

This paper is an extension of a previous work where a diagonally implicit harmonic balance method was developed and applied to simulate oscillatory motions of pitching airfoil and wing. A more detailed study on the accuracy, convergence, and the efficiency of the method is carried out in the current paperby varying the number of harmonics in the solution approximation. As the main advantage of the method is itsusage for the design optimization of the unsteady problems, its application to more practical case of rotor flow analysis during forward flight is carried out and compared with flight test data and time-accurate computation results.

Keywords: Design optimization, Implicit harmonic balancemethod, number of harmonics, rotor flows

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12445 Lower Bound of Time Span Product for a General Class of Signals in Fractional Fourier Domain

Authors: Sukrit Shankar, Chetana Shanta Patsa, Jaydev Sharma

Abstract:

Fractional Fourier Transform is a generalization of the classical Fourier Transform which is often symbolized as the rotation in time- frequency plane. Similar to the product of time and frequency span which provides the Uncertainty Principle for the classical Fourier domain, there has not been till date an Uncertainty Principle for the Fractional Fourier domain for a generalized class of finite energy signals. Though the lower bound for the product of time and Fractional Fourier span is derived for the real signals, a tighter lower bound for a general class of signals is of practical importance, especially for the analysis of signals containing chirps. We hence formulate a mathematical derivation that gives the lower bound of time and Fractional Fourier span product. The relation proves to be utmost importance in taking the Fractional Fourier Transform with adaptive time and Fractional span resolutions for a varied class of complex signals.

Keywords: Fractional Fourier Transform, uncertainty principle, Fractional Fourier Span, amplitude, phase.

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12444 A New Fuzzy DSS/ES for Stock Portfolio Selection using Technical and Fundamental Approaches in Parallel

Authors: H. Zarei, M. H. Fazel Zarandi, M. Karbasian

Abstract:

A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Keywords: Stock Portfolio Selection, Fuzzy Rule-Base ExpertSystems, Financial Decision Support Systems, Technical Analysis, Fundamental Analysis.

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12443 Applying a Noise Reduction Method to Reveal Chaos in the River Flow Time Series

Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. Noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: Chaotic behavior, wavelet, noise reduction, river flow.

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12442 On the Analysis of Localization Accuracy of Wireless Indoor Positioning Systems using Cramer's Rule

Authors: Kriangkrai Maneerat, Chutima Prommak

Abstract:

This paper presents an analysis of the localization accuracy of indoor positioning systems using Cramer-s rule via IEEE 802.15.4 wireless sensor networks. The objective is to study the impact of the methods used to convert the received signal strength into the distance that is used to compute the object location in the wireless indoor positioning system. Various methods were tested and the localization accuracy was analyzed. The experimental results show that the method based on the empirical data measured in the non line-of-sight (NLOS) environment yield the highest localization accuracy; with the minimum error distance less than 3 m.

Keywords: Indoor positioning systems, localization accuracy, wireless networks, Cramer's rule.

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12441 The Effect of Drying Conditions on the Presence of Volatile Compounds in Cranberries

Authors: Karina Ruse, Martins Sabovics, Tatjana Rakcejeva, Lija Dukalska, Ruta Galoburda, Laima Berzina

Abstract:

the research was accomplished on fresh in Latvia wild growing cranberries and cranberry cultivars. The aim of the study was to evaluate effect of pretreatment method and drying conditions on the volatile compounds composition in cranberries. Berries pre-treatment methods were: perforation, halving and steam-blanching. The berries before drying in a cabinet drier were pre-treated using all three methods, in microwave vacuum drier – using a steam-blanching and halving. Volatile compounds in cranberries were analysed using GC-MS of extracts obtained by SPME. During present research 21 various volatile compounds were detected in fresh cranberries: the cultivar 'Steven' - 15, 'Bergman' and 'Early black' – 13, 'Ben Lear' and 'Pilgrim' – 11 and wild cranberries – 14 volatile compounds. In dried cranberries 20 volatile compounds were detected. Mathematical data processing allows drawing a conclusion that there exists the significant influence of cranberry cultivar, pre-treatment method and drying condition on volatile compounds in berries and new volatile compound formation.

Keywords: volatile compounds, cranberries, convective drier, microwave-vacuum drier

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12440 Generating Concept Trees from Dynamic Self-organizing Map

Authors: Norashikin Ahmad, Damminda Alahakoon

Abstract:

Self-organizing map (SOM) provides both clustering and visualization capabilities in mining data. Dynamic self-organizing maps such as Growing Self-organizing Map (GSOM) has been developed to overcome the problem of fixed structure in SOM to enable better representation of the discovered patterns. However, in mining large datasets or historical data the hierarchical structure of the data is also useful to view the cluster formation at different levels of abstraction. In this paper, we present a technique to generate concept trees from the GSOM. The formation of tree from different spread factor values of GSOM is also investigated and the quality of the trees analyzed. The results show that concept trees can be generated from GSOM, thus, eliminating the need for re-clustering of the data from scratch to obtain a hierarchical view of the data under study.

Keywords: dynamic self-organizing map, concept formation, clustering.

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12439 Fuzzy Clustering of Categorical Attributes and its Use in Analyzing Cultural Data

Authors: George E. Tsekouras, Dimitris Papageorgiou, Sotiris Kotsiantis, Christos Kalloniatis, Panagiotis Pintelas

Abstract:

We develop a three-step fuzzy logic-based algorithm for clustering categorical attributes, and we apply it to analyze cultural data. In the first step the algorithm employs an entropy-based clustering scheme, which initializes the cluster centers. In the second step we apply the fuzzy c-modes algorithm to obtain a fuzzy partition of the data set, and the third step introduces a novel cluster validity index, which decides the final number of clusters.

Keywords: Categorical data, cultural data, fuzzy logic clustering, fuzzy c-modes, cluster validity index.

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12438 DEA Method for Evaluation of EU Performance

Authors: M. Staníčková

Abstract:

The paper deals with an application of quantitative analysis – the Data Envelopment Analysis (DEA) method to performance evaluation of the European Union Member States, in the reference years 2000 and 2011. The main aim of the paper is to measure efficiency changes over the reference years and to analyze a level of productivity in individual countries based on DEA method and to classify the EU Member States to homogeneous units (clusters) according to efficiency results. The theoretical part is devoted to the fundamental basis of performance theory and the methodology of DEA. The empirical part is aimed at measuring degree of productivity and level of efficiency changes of evaluated countries by basic DEA model – CCR CRS model, and specialized DEA approach – the Malmquist Index measuring the change of technical efficiency and the movement of production possibility frontier. Here, DEA method becomes a suitable tool for setting a competitive/uncompetitive position of each country because there is not only one factor evaluated, but a set of different factors that determine the degree of economic development.

Keywords: CCR CRS model, cluster analysis, DEA method, efficiency, EU, Malmquist index, performance.

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12437 Social Movements and the Diffusion of Tactics and Repertoires: Activists' Network in Anti-globalism Movement

Authors: Kyoko Tominaga

Abstract:

Non-Government Organizations (NGOs), Non-Profit Organizations (NPOs), Social Enterprises and other actors play an important role in political decisions in governments at the international levels. Especially, such organizations’ and activists’ network in civil society is quite important to effect to the global politics. To solve the complex social problems in global era, diverse actors should corporate each other. Moreover, network of protesters is also contributes to diffuse tactics, information and other resources of social movements.

Based on the findings from the study of International Trade Fairs (ITFs), the author analyzes the network of activists in anti-globalism movement. This research focuses the transition of 54 activists’ whole network in the “protest event” against 2008 G8 summit in Japan. Their network is examined at the three periods: Before protest event phase, during protest event phase and after event phase. A mixed method is used in this study: the author shows the hypothesis from social network analysis and evaluates that with interview data analysis. This analysis gives the two results. Firstly, the more protesters participate to the various events during the protest event, the more they build the network. After that, active protesters keep their network as well. From interview data, we can understand that the active protesters can build their network and diffuse the information because they communicate with other participants and understand that diverse issues are related. This paper comes to same conclusion with previous researches: protest events activate the network among the political activists. However, some participants succeed to build their network, others do not. “Networked” activists are participated in the various events for short period of time and encourage the diffusion of information and tactics of social movements.

Keywords: Social Movement, Global Justice Movement, Tactics, Diffusion.

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12436 A Superior Delay Estimation Model for VLSI Interconnect in Current Mode Signaling

Authors: Sunil Jadav, Rajeevan Chandel Munish Vashishath

Abstract:

Today’s VLSI networks demands for high speed. And in this work the compact form mathematical model for current mode signalling in VLSI interconnects is presented.RLC interconnect line is modelled using characteristic impedance of transmission line and inductive effect. The on-chip inductance effect is dominant at lower technology node is emulated into an equivalent resistance. First order transfer function is designed using finite difference equation, Laplace transform and by applying the boundary conditions at the source and load termination. It has been observed that the dominant pole determines system response and delay in the proposed model. The novel proposed current mode model shows superior performance as compared to voltage mode signalling. Analysis shows that current mode signalling in VLSI interconnects provides 2.8 times better delay performance than voltage mode. Secondly the damping factor of a lumped RLC circuit is shown to be a useful figure of merit.

Keywords: Current Mode, Voltage Mode, VLSI Interconnect.

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12435 An Evaluation of the Opportunities and Challenges of Wi-Fi Adoption in Malaysian Institutions

Authors: Subrahmanyam Kodukula, Nurbiya Maimaiti

Abstract:

There have been many variations of technologies that helped educators in teaching & learning. From the past research it is evident that Information Technology significantly increases student participation and interactivity in the classrooms. This research started with a aim to find whether adoption of Wi-Fi environment by Malaysian Higher Educational Institutions (HEI) can benefit students and staff equally. The study was carried out in HEI-s of Klang Valley, Malaysia and the data is gathered through paper based surveys. A sample size of 237 units were randomly selected from 5 higher educational institutions in the Klang Valley using the Stratified Random sampling method and from the analysis of the data, it was found that the implementation of wireless technologies in HEIs have created lot of opportunities and also challenges.

Keywords: Wired Technologies, Wireless Classroom, HEI, Dense User Environment.

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12434 Weighted Data Replication Strategy for Data Grid Considering Economic Approach

Authors: N. Mansouri, A. Asadi

Abstract:

Data Grid is a geographically distributed environment that deals with data intensive application in scientific and enterprise computing. Data replication is a common method used to achieve efficient and fault-tolerant data access in Grids. In this paper, a dynamic data replication strategy, called Enhanced Latest Access Largest Weight (ELALW) is proposed. This strategy is an enhanced version of Latest Access Largest Weight strategy. However, replication should be used wisely because the storage capacity of each Grid site is limited. Thus, it is important to design an effective strategy for the replication replacement task. ELALW replaces replicas based on the number of requests in future, the size of the replica, and the number of copies of the file. It also improves access latency by selecting the best replica when various sites hold replicas. The proposed replica selection selects the best replica location from among the many replicas based on response time that can be determined by considering the data transfer time, the storage access latency, the replica requests that waiting in the storage queue and the distance between nodes. Simulation results utilizing the OptorSim show our replication strategy achieve better performance overall than other strategies in terms of job execution time, effective network usage and storage resource usage.

Keywords: Data grid, data replication, simulation, replica selection, replica placement.

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12433 Data Analysis Techniques for Predictive Maintenance on Fleet of Heavy-Duty Vehicles

Authors: Antonis Sideris, Elias Chlis Kalogeropoulos, Konstantia Moirogiorgou

Abstract:

The present study proposes a methodology for the efficient daily management of fleet vehicles and construction machinery. The application covers the area of remote monitoring of heavy-duty vehicles operation parameters, where specific sensor data are stored and examined in order to provide information about the vehicle’s health. The vehicle diagnostics allow the user to inspect whether maintenance tasks need to be performed before a fault occurs. A properly designed machine learning model is proposed for the detection of two different types of faults through classification. Cross validation is used and the accuracy of the trained model is checked with the confusion matrix.

Keywords: Fault detection, feature selection, machine learning, predictive maintenance.

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12432 Net Fee and Commission Income Determinants of European Cooperative Banks

Authors: Karolína Vozková, Matěj Kuc

Abstract:

Net fee and commission income is one of the key elements of a bank’s core income. In the current low-interest rate environment, this type of income is gaining importance relative to net interest income. This paper analyses the effects of bank and country specific determinants of net fee and commission income on a set of cooperative banks from European countries in the 2007-2014 period. In order to do that, dynamic panel data methods (system Generalized Methods of Moments) were employed. Subsequently, alternative panel data methods were run as robustness checks of the analysis. Strong positive impact of bank concentration on the share of net fee and commission income was found, which proves that cooperative banks tend to display a higher share of fee income in less competitive markets. This is probably connected with the fact that they stick with their traditional deposit-taking and loan-providing model and fees on these services are driven down by the competitors. Moreover, compared to commercial banks, cooperatives do not expand heavily into non-traditional fee bearing services under competition and their overall fee income share is therefore decreasing with the increased competitiveness of the sector.

Keywords: Cooperative banking, dynamic panel data models, net fee, commission income, system GMM.

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12431 Factors Influencing Bank Profitability of Czech Banks and Their International Parent Companies

Authors: Libena Cernohorska

Abstract:

The goal of this paper is to specify factors influencing the profitability of selected banks. Next, a model will be created to help establish variables that have a demonstrable influence on the development of the selected banks' profitability ratios. Czech banks and their international parent companies were selected for analyzing profitability. Banks categorized as large banks (according to the Czech National Bank's system, which ranks banks according to balance sheet total) were selected to represent the Czech banks. Two ratios, the return on assets ratio (ROA) and the return on equity ratio (ROE) are used to assess bank profitability. Six endogenous and four external indicators were selected from among other factors that influence bank profitability. The data analyzed were for 2001–2013. First, correlation analysis, which was supposed to eliminate correlated values, was conducted. A large number of correlated values were established on the basis of this analysis. The strongly correlated values were omitted. Despite this, the subsequent regression analysis of profitability for the individual banks that were selected did not confirm that the selected variables influenced their profitability. The studied factors' influence on bank profitability was demonstrated only for Ceskoslovenska Obchodni Banka and Société Générale using regression analysis. For Československa Obchodni Banka, it was demonstrated that inflation level and the amount of the central bank's interest rate influenced the return on assets ratio and that capital adequacy and market concentration influenced the return on equity ratio for Société Générale.

Keywords: Banks, profitability, regression analysis, ROA, ROE.

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12430 A Proposal of an Automatic Formatting Method for Transforming XML Data

Authors: Zhe JIN, Motomichi TOYAMA

Abstract:

PPX(Pretty Printer for XML) is a query language that offers a concise description method of formatting the XML data into HTML. In this paper, we propose a simple specification of formatting method that is a combination description of automatic layout operators and variables in the layout expression of the GENERATE clause of PPX. This method can automatically format irregular XML data included in a part of XML with layout decision rule that is referred to DTD. In the experiment, a quick comparison shows that PPX requires far less description compared to XSLT or XQuery programs doing same tasks.

Keywords: PPX, Irregular XML data, Layout decision rule, HTML.

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12429 Scholar Index for Research Performance Evaluation Using Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

This paper aims to present an objective quantitative methodology on how to evaluate individual’s scholarly research output using multiple criteria decision analysis. A multiple criteria decision making analysis (MCDMA) methodological process is adopted to build a multiple criteria evaluation model. With the introduction of the scholar index, which gives significant information about a researcher's productivity and the scholarly impact of his or her publications in a single number (s is the number of publications with at least s citations); cumulative research citation index; the scholar index is included in the citation databases to cover the multidimensional complexity of scholarly research performance and to undertake objective evaluations with scholar index. The scholar index, one of publication activity indexes, is analyzed by considering it to be the most appropriate sciencemetric indicator which allows to smooth over many drawbacks of scholarly output assessment by mere calculation of the number of publications (quantity) and citations (quality). Hence, this study includes a set of indicators-based scholar index to be used for evaluating scholarly researchers. Google Scholar open science database was used to assess and discuss scholarly productivity and impact of researchers. Based on the experiment of computing the scholar index, and its derivative indexes for a set of researchers on open research database platform, quantitative methods of assessing scholarly research output were successfully considered to rank researchers. The proposed methodology considers the ranking, and the selection of data on which a scholarly research performance evaluation was based, the analysis of the data, and the presentation of the multiple criteria analysis results.

Keywords: Multiple Criteria Decision Making Analysis, MCDMA, Research Performance Evaluation, Scholar Index, h index, Science Citation Index, Science Efficiency, Cumulative Citation Index, Sciencemetrics

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