Search results for: Efficiency Index of Audit Committee.

Authors: Rohani Salleh, Mishaliny Sivadahasan Nair, Haryanni Harun

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High employee turnover rate in Malaysia-s retail industry has become a major issue that needs to be addressed. This study determines the levels of job satisfaction, organizational commitment, and turnover intention of employees in a retail company in Malaysia. The relationships between job satisfaction and organizational commitment on turnover intention are also investigated. A questionnaire was developed using Job Descriptive Index, Organizational Commitment Questionnaire, and Lee and Mowday-s turnover intention items and data were collected from 62 respondents. The findings suggested that the respondents were moderately satisfied with job satisfaction facets such as promotion, work itself, co-workers, and supervisors but were unsatisfied with salary. They also had moderate commitment level with considerably high intention to leave the organization. All satisfaction facets (except for co-workers) and organizational commitment were significantly and negatively related to turnover intention. Based on the findings, retention strategies of retail employees were proposed.

Keywords: Job satisfaction, organizational commitment, retail employees, turnover intention.

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Authors: R. Manaffar, R. Maleki, S. Zare, N. Agh, S. Soltanian, B. Sehatnia, P. Sorgeloos, P. Bossier, G. Van Stappen

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Artemia is one of the most conspicuous invertebrates associated with aquaculture. It can be considered as a model organism, offering numerous advantages for comprehensive and multidisciplinary studies using morphologic or molecular methods. Since DNA extraction is an important step of any molecular experiment, a new and a rapid method of DNA extraction from adult Artemia was described in this study. Besides, the efficiency of this technique was compared with two widely used alternative techniques, namely Chelex® 100 resin and SDS-chloroform methods. Data analysis revealed that the new method is the easiest and the most cost effective method among the other methods which allows a quick and efficient extraction of DNA from the adult animal.

Keywords: APD, Artemia, DNA extraction, Molecularexperiments

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Authors: Julian Becker, Wiebke Hartmann, Sebastian Bertsch, Johannes Nywlt, Matthias Schmidt

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In order to ensure a high service level industrial enterprises have to maintain safety-stock that directly influences the economic efficiency at the same time. This paper analyses established mathematical methods to calculate safety-stock. Therefore, the performance measured in stock and service level is appraised and the limits of several methods are depicted. Afterwards, a new dynamic approach is presented to gain an extensive method to calculate safety-stock that also takes the knowledge of future volatility into account.

Keywords: Inventory dimensioning, material requirement planning, safety-stock calculation.

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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Recently, crystal growth technologies have made progress by the requirement for the high quality of crystal materials. To control the crystal growth dynamics actively by external forces is useuful for reducing composition non-uniformity. In this study, a control method based on model predictive control using thermal inputs is proposed for crystal growth dynamics of semiconductor materials. The control system of crystal growth dynamics considered here is governed by the continuity, momentum, energy, and mass transport equations. To establish the control method for such thermal fluid systems, we adopt model predictive control known as a kind of optimal feedback control in which the control performance over a finite future is optimized with a performance index that has a moving initial time and terminal time. The objective of this study is to establish a model predictive control method for crystal growth dynamics of semiconductor materials.

Keywords: Model predictive control, optimal control, crystal growth, process control.

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Authors: Jose J.CarreñoZagarra, Rodolfo Villamizar Mejía

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This work describes a CACSD tool for automatic design of robust controllers for hydraulic turbines. The tool calculates the optimal
 controller using the MATLAB hinfopt function and it serves as a practical and effective solution for the laborious task of designing a different controller for each type of turbine and generator, and different parameters and conditions of the plant. Results of the simulation of a generating unit subject to parameters variation show the accuracy and efficiency of the obtained robust controllers.

Keywords: Robust Control, Hydroelectric System Turbine, Control H∞, CACSD

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Authors: Asmatullah Chaudhry, Anwar M. Mirza

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We present a general comparison of punctual kriging based image restoration for different neighbourhood sizes. The formulation of the technique under consideration is based on punctual kriging and fuzzy concepts for image restoration in spatial domain. Three different neighbourhood windows are considered to estimate the semivariance at different lags for studying its effect in reduction of negative weights resulted in punctual kriging, consequently restoration of degraded images. Our results show that effect of neighbourhood size higher than 5x5 on reduction in negative weights is insignificant. In addition, image quality measures, such as structure similarity indices, peak signal to noise ratios and the new variogram based quality measures; show that 3x3 window size gives better performance as compared with larger window sizes.

Keywords: Image restoration, punctual kriging, semi-variance, structure similarity index, negative weights in punctual kriging.

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Authors: Zhenyu Zhao, Lei You

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The numerical analytic continuation of a function f(z) = f(x + iy) on a strip is discussed in this paper. The data are only given approximately on the real axis. The periodicity of given data is assumed. A truncated Fourier spectral method has been introduced to deal with the ill-posedness of the problem. The theoretic results show that the discrepancy principle can work well for this problem. Some numerical results are also given to show the efficiency of the method.

Keywords: Analytic continuation, ill-posed problem, regularization method Fourier spectral method, the discrepancy principle.

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Authors: Rym Zouari, Sami Ben Amar, Abdelwaheb Dogui

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This paper presents an experimental characterization of the anisotropic mechanical behavior of 4 textile woven fabrics with different weaves (Twill 3, Plain, Twill4 and Satin 4) by off-axis tensile testing. These tests are applied according seven directions oriented by 15° increment with respect to the warp direction. Fixed and articulated jaws are used. Analysis of experimental results is done through global (Effort/Elongation curves) and local scales. Global anisotropy was studied from the Effort/Elongation curves: shape, breaking load (Frup), tensile elongation (EMT), tensile energy (WT) and linearity index (LT). Local anisotropy was studied from the measurement of strain tensor components in the central area of the specimen as a function of testing orientation and effort: longitudinal strain ɛ_L, transverse strain ɛ_T and shearing ɛ_LT. The effect of used jaws is also analyzed.

Keywords: Anisotropy, Off-axis tensile test, strain fields, Textile woven fabric.

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Authors: Saimir Heta, Ilma Robo, Nevila Alliu, Tea Meta

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Background: Plasma levels of inflammatory markers are the expression of the infectious wastes of existing periodontitis, as well as of existing inflammation everywhere in the body. Materials and Methods: The study consists of the clinical part of the measurement of inflammatory markers of 23 patients diagnosed with chronic periodontitis and the recording of parental periodontal parameters of patient periodontal status: hemorrhage index and probe values, before and 7-10 days after non-surgical periodontal treatment. Results: The level of fibrinogen drops according to the categorization of disease progression, active and passive, with the biggest % (18%-30%) at the fluctuation 10-20 mg/d. Fluctuations in fibrinogen level according to the age of patients in the range 0-10 mg/dL under 40 years and over 40 years was 13%-26%, in the range 10-20 mg/dL was 26%-22%, in the 20-40 mg/dL was 9%-4%. Conclusions: Non-surgical periodontal treatment significantly reduces the level of non-inflammatory markers in the blood. Oral health significantly reduces the potential source for periodontal bacteria, with the potential of promoting thromboembolism, through interaction between thrombocytes.

Keywords: Chronic periodontitis, atherosclerosis, risk factor, inflammatory markers.

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Authors: Rahib H. Abiyev

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In this paper the application of neuro-fuzzy system for equalization of channel distortion is considered. The structure and operation algorithm of neuro-fuzzy equalizer are described. The use of neuro-fuzzy equalizer in digital signal transmission allows to decrease training time of parameters and decrease the complexity of the network. The simulation of neuro-fuzzy equalizer is performed. The obtained result satisfies the efficiency of application of neurofuzzy technology in channel equalization.

Keywords: Neuro-fuzzy system, noise equalization, neuro-fuzzy equalizer, neural system.

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Authors: Payman Davoodi-Nasab, Ahmad Rahbar-Kelishami, Jaber Safdari, Hossein Abolghasemi

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The high purity rare earth elements (REEs) have been vastly used in the field of chemical engineering, metallurgy, nuclear energy, optical, magnetic, luminescence and laser materials, superconductors, ceramics, alloys, catalysts, and etc. Neodymium is one of the most abundant rare earths. By development of a neodymium–iron–boron (Nd–Fe–B) permanent magnet, the importance of neodymium has dramatically increased. Solvent extraction processes have many operational limitations such as large inventory of extractants, loss of solvent due to the organic solubility in aqueous solutions, volatilization of diluents, etc. One of the promising methods of liquid membrane processes is emulsion liquid membrane (ELM) which offers an alternative method to the solvent extraction processes. In this work, a study on Nd extraction through multi-walled carbon nanotubes (MWCNTs) assisted ELM using response surface methodology (RSM) has been performed. The ELM composed of diisooctylphosphinic acid (CYANEX 272) as carrier, MWCNTs as nanoparticles, Span-85 (sorbitan triooleate) as surfactant, kerosene as organic diluent and nitric acid as internal phase. The effects of important operating variables namely, surfactant concentration, MWCNTs concentration, and treatment ratio were investigated. Results were optimized using a central composite design (CCD) and a regression model for extraction percentage was developed. The 3D response surfaces of Nd(III) extraction efficiency were achieved and significance of three important variables and their interactions on the Nd extraction efficiency were found out. Results indicated that introducing the MWCNTs to the ELM process led to increasing the Nd extraction due to higher stability of membrane and mass transfer enhancement. MWCNTs concentration of 407 ppm, Span-85 concentration of 2.1 (%v/v) and treatment ratio of 10 were achieved as the optimum conditions. At the optimum condition, the extraction of Nd(III) reached the maximum of 99.03%.

Keywords: Emulsion liquid membrane, extraction of neodymium, multi-walled carbon nanotubes, response surface method.

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Authors: S.G.Venkatesh, S.K.Ayyaswamy, G.Hariharan

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In this paper, we present a framework to determine Haar solutions of Bratu-type equations that are widely applicable in fuel ignition of the combustion theory and heat transfer. The method is proposed by applying Haar series for the highest derivatives and integrate the series. Several examples are given to confirm the efficiency and the accuracy of the proposed algorithm. The results show that the proposed way is quite reasonable when compared to exact solution.

Keywords: Haar wavelet method, Bratu's problem, boundary value problems, initial value problems, adomain decomposition method.

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Authors: C. Kocatepe, E. Taslak, C. F. Kumru, O. Arıkan

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While choosing insulating oil, characteristic features such as thermal cooling, endurance, efficiency and being environment-friendly should be considered. Mineral oils are referred as petroleum-based oil. In this study, vegetable oils investigated as an alternative insulating liquid to mineral oil. Dissipation factor, breakdown voltage, relative dielectric constant and resistivity changes with the frequency and voltage of mineral, rapeseed and nut oils were measured. Experimental studies were performed according to ASTM D924 and IEC 60156 standards.

Keywords: Breakdown voltage, dielectric dissipation factor, mineral oil, vegetable oils.

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Authors: Shazia Javed, Noor Atinah Ahmad

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In this paper an efficient incomplete factorization preconditioner is proposed for the Least Mean Squares (LMS) adaptive filter. The proposed preconditioner is approximated from a priori knowledge of the factors of input correlation matrix with an incomplete strategy, motivated by the sparsity patter of the upper triangular factor in the QRD-RLS algorithm. The convergence properties of IPLMS algorithm are comparable with those of transform domain LMS(TDLMS) algorithm. Simulation results show efficiency and robustness of the proposed algorithm with reduced computational complexity.

Keywords: Autocorrelation matrix, Cholesky's factor, eigenvalue spread, Markov input.

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Authors: Bashar Al-Shboul, Sung-Hyon Myaeng

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K-Means (KM) is considered one of the major algorithms widely used in clustering. However, it still has some problems, and one of them is in its initialization step where it is normally done randomly. Another problem for KM is that it converges to local minima. Genetic algorithms are one of the evolutionary algorithms inspired from nature and utilized in the field of clustering. In this paper, we propose two algorithms to solve the initialization problem, Genetic Algorithm Initializes KM (GAIK) and KM Initializes Genetic Algorithm (KIGA). To show the effectiveness and efficiency of our algorithms, a comparative study was done among GAIK, KIGA, Genetic-based Clustering Algorithm (GCA), and FCM [19].

Keywords: Clustering, Genetic Algorithms, K-means.

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Authors: Y. Abdelrazig, A. Ghanem

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Construction projects are information intensive in nature and involve many activities that are related to each other. Wireless technologies can be used to improve the accuracy and timeliness of data collected from construction sites and shares it with appropriate parties. Nonetheless, the construction industry tends to be conservative and shows hesitation to adopt new technologies. A main concern for owners, contractors or any person in charge on a job site is the cost of the technology in question. Wireless technologies are not cheap. There are a lot of expenses to be taken into consideration, and a study should be completed to make sure that the importance and savings resulting from the usage of this technology is worth the expenses. This research attempts to assess the effectiveness of using the appropriate wireless technologies based on criteria such as performance, reliability, and risk. The assessment is based on a utility function model that breaks down the selection issue into alternatives attribute. Then the attributes are assigned weights and single attributes are measured. Finally, single attribute are combined to develop one single aggregate utility index for each alternative.

Keywords: Analytic Hierarchy Process, Utility Function, Wireless Technologies, construction management.

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Authors: Yaşar Önal, Aydın Akın

Abstract:

This study was conducted Ismailoglu grape type (Vitis vinifera L.) and its vine which was aged 15 was grown on its own root in a vegetation period of 2013 in Nevşehir province in Turkey. In this research, it was investigated whether the applications of Control (C), 1/3 cluster tip reduction (1/3 CTR), shoot tip reduction (STR), 1/3 CTR + STR, TKI-HUMAS (TKI-HM) (Soil) (S), TKIHM (Foliar) (F), TKI-HM (S + F), 1/3 CTR + TKI-HM (S), 1/3 CTR + TKI-HM (F), 1/3 CTR + TKI-HM (S+F), STR + TKI-HM (S), STR + TKI-HM (F), STR + TKI-HM (S + F), 1/3 CTR + STR+TKI-HM (S), 1/3 CTR + STR + TKI-HM (F), 1/3 CTR + STR + TKI-HM (S + F) on yield and yield components of Ismailoglu grape type. The results were obtained as the highest fresh grape yield (16.15 kg/vine) with TKI-HM (S), as the highest cluster weight (652.39 g) with 1/3 CTR + STR, as the highest 100 berry weight (419.07 g) with 1/3 CTR + STR + TKI-HM (F), as the highest maturity index (44.06) with 1/3 CTR, as the highest must yield (810.00 ml) with STR + TKI-HM (F), as the highest intensity of L* color (42.04) with TKIHM (S + F), as the highest intensity of a* color (2.60) with 1/3 CTR + TKI-HM (S), as the highest intensity of b* color (7.16) with 1/3 CTR + TKI-HM (S) applications. To increase the fresh grape yield of Ismailoglu grape type can be recommended TKI-HM (S) application.

Keywords: 1/3 cluster tip reduction, shoot tip reduction, TKIHumas application, yield and yield Components.

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Authors: Ali Gholami

Abstract:

In this research the Preparation of Land use map of scanner LISS III satellite data, belonging to the IRS in the Aghche region in Isfahan province, is studied carefully. For this purpose, the IRS satellite images of August 2008 and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. Therefore, the GPS and Erdas Imaging software were used and three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed. In each of these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods in separation of land preparation use, the visual interpretation of the map was used. Finally, regional visits of 150 points were noted at random and no error was observed. It shows that the map prepared by visual interpretation is in high accuracy. Although the probable errors due to visual interpretation and geometric correction might happen but the desired accuracy of the map which is more than 85 percent is reliable.

Keywords: Land use map, Aghche Region, Erdas Imagine, satellite images

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Authors: A. Mitra, Y. V. Subba Rao, S. R. M. Prasanna

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This paper proposes a new approach for image encryption using a combination of different permutation techniques. The main idea behind the present work is that an image can be viewed as an arrangement of bits, pixels and blocks. The intelligible information present in an image is due to the correlations among the bits, pixels and blocks in a given arrangement. This perceivable information can be reduced by decreasing the correlation among the bits, pixels and blocks using certain permutation techniques. This paper presents an approach for a random combination of the aforementioned permutations for image encryption. From the results, it is observed that the permutation of bits is effective in significantly reducing the correlation thereby decreasing the perceptual information, whereas the permutation of pixels and blocks are good at producing higher level security compared to bit permutation. A random combination method employing all the three techniques thus is observed to be useful for tactical security applications, where protection is needed only against a casual observer.

Keywords: Encryption, Permutation, Good key, Combinationalpermutation, Pseudo random index generator.

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Authors: Atefeh Pourshafie, Mohsen. Saniei, S. S. Mortazavi, A. Saeedian

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In this paper optimal capacitor placement problem has been formulated in a restructured distribution network. In this scenario the distribution network operator can consider reactive energy also as a service that can be sold to transmission system. Thus search for optimal location, size and number of capacitor banks with the objective of loss reduction, maximum income from selling reactive energy to transmission system and return on investment for capacitors, has been performed. Results is influenced with economic value of reactive energy, therefore problem has been solved for various amounts of it. The implemented optimization technique is genetic algorithm. For any value of reactive power economic value, when reverse of investment index increase and change from zero or negative values to positive values, the threshold value of selling reactive power has been obtained. This increasing price of economic parameter is reasonable until the network losses is less than loss before compensation.

Keywords: capacitor placement, deregulated electric market, distribution network optimization.

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Authors: Achim Kampker, Heiner H. Heimes, Mathias Ordung, Christoph Lienemann, Ansgar Hollah, Nemanja Sarovic

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Electric cars with their fast innovation cycles and their disruptive character offer a high degree of freedom regarding innovative design for remanufacturing. Remanufacturing increases not only the resource but also the economic efficiency by a prolonged product life time. The reduced power train wear of electric cars combined with high manufacturing costs for batteries allow new business models and even second life applications. Modular and intermountable designed battery packs enable the replacement of defective or outdated battery cells, allow additional cost savings and a prolongation of life time. This paper discusses opportunities for future remanufacturing value chains of electric cars and their battery components and how to address their potentials with elaborate designs. Based on a brief overview of implemented remanufacturing structures in different industries, opportunities of transferability are evaluated. In addition to an analysis of current and upcoming challenges, promising perspectives for a sustainable electric car circular economy enabled by design for remanufacturing are deduced. Two mathematical models describe the feasibility of pursuing a circular economy of lithium ion batteries and evaluate remanufacturing in terms of sustainability and economic efficiency. Taking into consideration not only labor and material cost but also capital costs for equipment and factory facilities to support the remanufacturing process, cost benefit analysis prognosticate that a remanufacturing battery can be produced more cost-efficiently. The ecological benefits were calculated on a broad database from different research projects which focus on the recycling, the second use and the assembly of lithium ion batteries. The results of this calculations show a significant improvement by remanufacturing in all relevant factors especially in the consumption of resources and greenhouse warming potential. Exemplarily suitable design guidelines for future remanufacturing lithium ion batteries, which consider modularity, interfaces and disassembly, are used to illustrate the findings. For one guideline, potential cost improvements were calculated and upcoming challenges are pointed out.

Keywords: Circular economy, electric mobility, lithium ion batteries, remanufacturing.

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Authors: Essam Al Daoud

Abstract:

Gradient boosting methods have been proven to be a very important strategy. Many successful machine learning solutions were developed using the XGBoost and its derivatives. The aim of this study is to investigate and compare the efficiency of three gradient methods. Home credit dataset is used in this work which contains 219 features and 356251 records. However, new features are generated and several techniques are used to rank and select the best features. The implementation indicates that the LightGBM is faster and more accurate than CatBoost and XGBoost using variant number of features and records.

Keywords: Gradient boosting, XGBoost, LightGBM, CatBoost, home credit.

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Authors: N. M. Kamoh, M. C. Soomiyol

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In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.

Keywords: Shifted Legendre polynomials, third order block method, discrete method, convergent.

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Authors: Pavel Y. Tabakov

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An accurate optimal design of laminated composite structures may present considerable difficulties due to the complexity and multi-modality of the functional design space. The Big Bang – Big Crunch (BB-BC) optimization method is a relatively new technique and has already proved to be a valuable tool for structural optimization. In the present study the exceptional efficiency of the method is demonstrated by an example of the lay-up optimization of multilayered anisotropic cylinders based on a three-dimensional elasticity solution. It is shown that, due to its simplicity and speed, the BB-BC is much more efficient for this class of problems when compared to the genetic algorithms.

Keywords: Big Bang – Big Crunch method, optimization, composite laminates, pressure vessel.

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Authors: Ali Salem Bin Samma, Rosalina Abdul Salam

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Representation and description of object shapes by the slopes of their contours or borders are proposed. The idea is to capture the essence of the features that make it easier for a shape to be stored, transmitted, compared and recognized. These features must be independent of translation, rotation and scaling of the shape. A approach is proposed to obtain high performance, efficiency and to merge the boundaries into sequence of straight line segments with the fewest possible segments. Evaluation on the performance of the proposed method is based on its comparison with established method of object shape description.

Keywords: Shape description, Shape representation and Slope.

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Authors: Kwok W. Mui, Ling T. Wong, Chin T. Cheung, Ho C. Yu

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Based on an indoor environmental quality (IEQ) index established by previous work that indicates the overall IEQ acceptance from the prospect of an occupant in residential buildings in terms of four IEQ factors - thermal comfort, indoor air quality, visual and aural comforts, this study develops a user-friendly IEQ calculator for iOS and Android users to calculate the occupant acceptance and compare the relative performance of IEQ in apartments. “IEQ calculator” is easy to use and it preliminarily illustrates the overall indoor environmental quality on the spot. Users simply input indoor parameters such as temperature, number of people and windows are opened or closed for the mobile application to calculate the scores in four areas: the comforts of temperature, brightness, noise and indoor air quality. The calculator allows the prediction of the best IEQ scenario on a quantitative scale. Any indoor environments under the specific IEQ conditions can be benchmarked against the predicted IEQ acceptance range. This calculator can also suggest how to achieve the best IEQ acceptance among a group of residents. 

Keywords: Calculator, indoor environmental quality (IEQ), residential buildings, 5-star benchmarks.

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Authors: Meng-Cong Zheng, Yu-Sheng Chen

Abstract:

The meeting behavior is a pervasive kind of interaction, which often occurs between the passenger and the shuttle. However, the meeting point set up at the Taoyuan International Airport is too far from the entry-exit, often causing passengers to stop searching near the entry-exit. When the number of people waiting for the rush hour increases, it often results in chaos in the waiting area. This study tried to find out what is the key factor to promote the rapid finding of each other between the passengers and the pick-ups. Then we implemented several design proposals to improve the meeting behavior of passengers and pick-ups based on behavior mapping and post-occupancy evaluation to enhance their meeting efficiency in unfamiliar environments. The research base is the reception hall of the second terminal of Taoyuan International Airport. Behavioral observation and mapping are implemented on the entry of inbound passengers into the welcome space, including the crowd distribution of the people who rely on the separation wall in the waiting area, the behavior of meeting and the interaction between the inbound passengers and the pick-ups. Then we redesign the space planning and signage design based on post-occupancy evaluation to verify the effectiveness of space plan and signage design. This study found that passengers ignore existing meeting-point designs which are placed on distant pillars at both ends. The position of the screen affects the area where the receiver is stranded, causing the pick-ups to block the passenger's moving line. The pick-ups prefer to wait where it is easy to watch incoming passengers and where it is closest to the mode of transport they take when leaving. Large visitors tend to gather next to landmarks, and smaller groups have a wide waiting area in the lobby. The location of the meeting point chosen by the pick-ups is related to the view of the incoming passenger. Finally, this study proposes an improved design of the meeting point, setting the traffic information in it, so that most passengers can see the traffic information when they enter the country. At the same time, we also redesigned the pick-ups desk to improve the efficiency of passenger meeting.

Keywords: Meeting point design, post-occupancy evaluation, behavioral mapping, international airport.

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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: Zhengsheng Wang, Xiangyong Ji, Yong Du

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The projection methods, usually viewed as the methods for computing eigenvalues, can also be used to estimate pseudospectra. This paper proposes a kind of projection methods for computing the pseudospectra of large scale matrices, including orthogonalization projection method and oblique projection method respectively. This possibility may be of practical importance in applications involving large scale highly nonnormal matrices. Numerical algorithms are given and some numerical experiments illustrate the efficiency of the new algorithms.

Keywords: Pseudospectra, eigenvalue, projection method, Arnoldi, IOM(q)

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Authors: Ireneusz Majsterek, Anna Merecz, Agnieszka Sliwinska, Marcin Kosmalski, Jacek Kasznicki, Jozef Drzewoski

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Oxidative stress is considered to be the cause for onset and the progression of type 2 diabetes mellitus (T2DM) and complications including neuropathy. It is a deleterious process that can be an important mediator of damage to cell structures: protein, lipids and DNA. Data suggest that in patients with diabetes and diabetic neuropathy DNA repair is impaired, which prevents effective removal of lesions. Objective: The aim of our study was to evaluate the association of the hOGG1 (326 Ser/Cys) and XRCC1 (194 Arg/Trp, 399 Arg/Gln) gene polymorphisms whose protein is involved in the BER pathway with DNA repair efficiency in patients with diabetes type 2 and diabetic neuropathy compared to the healthy subjects. Genotypes were determined by PCR-RFLP analysis in 385 subjects, including 117 with type 2 diabetes, 56 with diabetic neuropathy and 212 with normal glucose metabolism. The polymorphisms studied include codon 326 of hOGG1 and 194, 399 of XRCC1 in the base excision repair (BER) genes. Comet assay was carried out using peripheral blood lymphocytes from the patients and controls. This test enabled the evaluation of DNA damage in cells exposed to hydrogen peroxide alone and in the combination with the endonuclease III (Nth). The results of the analysis of polymorphism were statistically examination by calculating the odds ratio (OR) and their 95% confidence intervals (95% CI) using the ¤ç2-tests. Our data indicate that patients with diabetes mellitus type 2 (including those with neuropathy) had higher frequencies of the XRCC1 399Arg/Gln polymorphism in homozygote (GG) (OR: 1.85 [95% CI: 1.07-3.22], P=0.3) and also increased frequency of 399Gln (G) allele (OR: 1.38 [95% CI: 1.03-1.83], P=0.3). No relation to other polymorphisms with increased risk of diabetes or diabetic neuropathy. In T2DM patients complicated by neuropathy, there was less efficient repair of oxidative DNA damage induced by hydrogen peroxide in both the presence and absence of the Nth enzyme. The results of our study suggest that the XRCC1 399 Arg/Gln polymorphism is a significant risk factor of T2DM in Polish population. Obtained data suggest a decreased efficiency of DNA repair in cells from patients with diabetes and neuropathy may be associated with oxidative stress. Additionally, patients with neuropathy are characterized by even greater sensitivity to oxidative damage than patients with diabetes, which suggests participation of free radicals in the pathogenesis of neuropathy.

Keywords: Diabetic neuropathy, oxidative stress, gene polymorphisms, oxidative DNA damage.

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