Search results for: financial models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3089

Search results for: financial models

1379 A Quantum Algorithm of Constructing Image Histogram

Authors: Yi Zhang, Kai Lu, Ying-hui Gao, Mo Wang

Abstract:

Histogram plays an important statistical role in digital image processing. However, the existing quantum image models are deficient to do this kind of image statistical processing because different gray scales are not distinguishable. In this paper, a novel quantum image representation model is proposed firstly in which the pixels with different gray scales can be distinguished and operated simultaneously. Based on the new model, a fast quantum algorithm of constructing histogram for quantum image is designed. Performance comparison reveals that the new quantum algorithm could achieve an approximately quadratic speedup than the classical counterpart. The proposed quantum model and algorithm have significant meanings for the future researches of quantum image processing.

Keywords: Quantum Image Representation, Quantum Algorithm, Image Histogram.

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1378 An Approach for the Prediction of Cardiovascular Diseases

Authors: Nebi Gedik

Abstract:

Regardless of age or gender, cardiovascular illnesses are a serious health concern because of things like poor eating habits, stress, a sedentary lifestyle, hard work schedules, alcohol use, and weight. It tends to happen suddenly and has a high rate of recurrence. Machine learning models can be implemented to assist healthcare systems in the accurate detection and diagnosis of cardiovascular disease (CVD) in patients. Improved heart failure prediction is one of the primary goals of researchers using the heart disease dataset. The purpose of this study is to identify the feature or features that offer the best classification prediction for CVD detection. The support vector machine classifier is used to compare each feature's performance. It has been determined which feature produces the best results.

Keywords: Cardiovascular disease, feature extraction, supervised learning, support vector machine.

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1377 Modeling Methodologies for Optimization and Decision Support on Coastal Transport Information System (Co.Tr.I.S.)

Authors: Vassilios Moussas, Dimos N. Pantazis, Panagiotis Stratakis

Abstract:

The aim of this paper is to present the optimization methodology developed in the frame of a Coastal Transport Information System. The system will be used for the effective design of coastal transportation lines and incorporates subsystems that implement models, tools and techniques that may support the design of improved networks. The role of the optimization and decision subsystem is to provide the user with better and optimal scenarios that will best fulfill any constrains, goals or requirements posed. The complexity of the problem and the large number of parameters and objectives involved led to the adoption of an evolutionary method (Genetic Algorithms). The problem model and the subsystem structure are presented in detail, and, its support for simulation is also discussed.

Keywords: Coastal transport, modeling, optimization.

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1376 Project Management and Software Development Processes: Integrating PMBOK and OPEN

Authors: Maurício Covolan Rosito, Daniel Antonio Callegari, Ricardo Melo Bastos

Abstract:

Software organizations are constantly looking for better solutions when designing and using well-defined software processes for the development of their products and services. However, while the technical aspects are virtually easier to arrange, many software development processes lack more support on project management issues. When adopting such processes, an organization needs to apply good project management skills along with technical views provided by those models. This research proposes the definition of a new model that integrates the concepts of PMBOK and those available on the OPEN metamodel, helping not only process integration but also building the steps towards a more comprehensive and automatable model.

Keywords: OPEN metamodel, PMBOK metamodel, Project Management, Software Process

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1375 Modeling Concave Globoidal Cam with Swinging Roller Follower : A Case Study

Authors: Nguyen Van Tuong, Premysl Pokorny

Abstract:

This paper describes a computer-aided design for design of the concave globoidal cam with cylindrical rollers and swinging follower. Four models with different modeling methods are made from the same input data. The input data are angular input and output displacements of the cam and the follower and some other geometrical parameters of the globoidal cam mechanism. The best cam model is the cam which has no interference with the rollers when their motions are simulated in assembly conditions. The angular output displacement of the follower for the best cam is also compared with that of in the input data to check errors. In this study, Pro/ENGINEER® Wildfire 2.0 is used for modeling the cam, simulating motions and checking interference and errors of the system.

Keywords: Globoidal cam, sweep, pitch surface, modeling.

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1374 Simulation of Surge Protection for a Direct Current Circuit

Authors: Pedro Luis Ferrer Penalver, Edmundo da Silva Braga

Abstract:

In this paper, the performance of a simple surge protection for a direct current circuit was simulated. The protection circuit was developed from modified electric macro models of a gas discharge tube and a transient voltage suppressor diode. Moreover, a combination wave generator circuit was used as source of energy surges. The simulations showed that the circuit presented ensures immunity corresponding with test level IV of the IEC 61000-4-5:2014 international standard. The developed circuit can be modified to meet the requirements of any other equipment to be protected. Similarly, the parameters of the combination wave generator can be changed to provide different surge amplitudes.

Keywords: Combination wave generator, IEC 61000-4-5, Pspice simulation, surge protection.

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1373 An E-Retailing System Architecture Based on Cloud Computing

Authors: Chanchai Supaartagorn

Abstract:

E-retailing is the sale of goods online that takes place over the Internet. The Internet has shrunk the entire World. World eretailing is growing at an exponential rate in the Americas, Europe and Asia. However, e-retailing costs require expensive investment, such as hardware, software, and security systems. Cloud computing technology is internet-based computing for the management and delivery of applications and services. Cloud-based e-retailing application models allow enterprises to lower their costs with their effective implementation of e-retailing activities. In this paper, we describe the concept of cloud computing and present the architecture of cloud computing, combining the features of e-retailing. In addition, we propose a strategy for implementing cloud computing with e-retailing. Finally, we explain the benefits from the architecture.

Keywords: Architecture, cloud computing, e-retailing, internet-based.

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1372 Asset Management for Educational Buildings in Egypt

Authors: M. Abdelhamid, I. Beshara, M. Ghoneim

Abstract:

In Egypt, the concept of Asset Management (AM) is new; however, the need for applying it has become crucial because deteriorating or losing an asset is unaffordable in a developing country like Egypt. Therefore the current study focuses on educational buildings as one of the most important assets regarding planning, building, operating and maintenance expenditures. The main objective of this study is to develop a SAMF for educational buildings in Egypt. The General Authority for Educational Buildings (GAEB) was chosen as a case study of the current research as it represents the biggest governmental organization responsible for planning, operating and maintaining schools in Egypt. To achieve the research objective, structured interviews were conducted with senior managers of GAEB using a pre designed questionnaire to explore the current practice of AM. Gab analysis technique was applied against best practices compounded from a vast literature review to identify gaps between current practices and the desired one. The previous steps mainly revealed; limited knowledge about strategic asset management, no clear goals, no training, no real risk plan and lack of data, technical and financial resources. Based on the findings, a SAMF for GAEB was introduced and Framework implementation steps and assessment techniques were explained in detail.

Keywords: Strategic Asset Management, Educational Building, Framework, Gab Analysis, Developing Country.

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1371 The Use of Computer-Aided Design in Small Contractors in a Local Area of Korea

Authors: Myunghoun Jang

Abstract:

A survey of small-size contractors in Jeju was conducted to investigate college graduate's computer-aided design (CAD) competence. Most of small-size contractors use CAD software to review and update drawings submitted from an architect. This research analyzed the curriculum of the architectural engineering in several national universities. The CAD classes have 4 or 6 hours per week and use AutoCAD primarily. This paper proposes that a CAD class needs 6 hours per week, 2D drawing is the main theme in the curriculum, and exercises to make 3D models are also included in the CAD class. An improved method, for example Internet cafe and real time feedbacks using smartphones, to evaluate the reports and exercise results is necessary.

Keywords: Computer-aided design, CAD education, education improvement, small-size contractor.

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1370 Analysing the Cost of Immigrants to the National Health System in Eastern Macedonia and Thrace

Authors: T. Theodosiou, P. Polychronidou, A. G. Karasavvoglou

Abstract:

The latest years the number of immigrants at Greece has increased dramatically. Their impact on the National Health System (NHS) has not been yet thoroughly investigated. This paper analyses the cost of immigrants to the NHS hospitals of the region of Eastern Macedonia and Thrace. The data are collected from 2005 to 2011 from five different hospitals and are analysed using linear mixed effects models in order to investigate the effects of nationality and year on the cost of hospitalization and treatment. The results show that generally the Greek nationality patients have a higher mean cost of hospitalization compared to the immigrants and that there is an increasing trend for the cost except for the year 2010.

Keywords: Cost, Eastern Macedonia, Thrace, immigrants, national health system.

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1369 Effect of Different Conditions on the Sorption Behavior of Co2+ Using Celatom- ZeoliteY Composite

Authors: Salam K. Al-Nasri, SM Holmes

Abstract:

Composite of Celatom-ZeoliteY (Cel-ZY) was used to remove cobalt ion from an aqueous solution using batch mode. ZeoliteY has successfully superimposed on Celatom FW-14 surface using hydrothermal treatment .The product was synthesized as a novel of hierarchical porous material. It was observed from the results that Cel-ZY has higher ability to remove cobalt ions than the pure ZeoliteY powder (PZY) synthesized under the same conditions. Several parameters were studied in this project to investigate the effect of removal cobalt ion such as pH and initial cobalt concentration. It was clearly observed that the uptake of cobalt ions was affected with increase these parameters. The results proved that the product can be used effectively to remove Co2+ ions from wastewater as an environmentally friendly alternative.

Keywords: Adsorption, Celatom-Zeolite, Cobalt ions, Isotherm models.

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1368 Robust Variogram Fitting Using Non-Linear Rank-Based Estimators

Authors: Hazem M. Al-Mofleh, John E. Daniels, Joseph W. McKean

Abstract:

In this paper numerous robust fitting procedures are considered in estimating spatial variograms. In spatial statistics, the conventional variogram fitting procedure (non-linear weighted least squares) suffers from the same outlier problem that has plagued this method from its inception. Even a 3-parameter model, like the variogram, can be adversely affected by a single outlier. This paper uses the Hogg-Type adaptive procedures to select an optimal score function for a rank-based estimator for these non-linear models. Numeric examples and simulation studies will demonstrate the robustness, utility, efficiency, and validity of these estimates.

Keywords: Asymptotic relative efficiency, non-linear rank-based, robust, rank estimates, variogram.

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1367 The Using Artificial Neural Network to Estimate of Chemical Oxygen Demand

Authors: S. Areerachakul

Abstract:

Nowadays, the increase of human population every year results in increasing of water usage and demand. Saen Saep canal is important canal in Bangkok. The main objective of this study is using Artificial Neural Network (ANN) model to estimate the Chemical Oxygen Demand (COD) on data from 11 sampling sites. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2007-2011. The twelve parameters of water quality are used as the input of the models. These water quality indices affect the COD. The experimental results indicate that the ANN model provides a high correlation coefficient (R=0.89).

Keywords: Artificial neural network, chemical oxygen demand, estimate, surface water.

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1366 Tourist Satisfaction and Repeat Visitation; Toward a New Comprehensive Model

Authors: Ahmad Puad Mat Som, Mohammad Bader Badarneh

Abstract:

Tourism researchers have recently focused on repeat visitation as a part of destination loyalty. Different models have also considered satisfaction as the main determinant of revisit intention, while findings in many studies show it as a continuous issue. This conceptual paper attempts at evaluating recent empirical studies on satisfaction and revisit intention. Based on limitations and gaps in recent studies, the current paper suggests a new model that would be more comprehensive than those in previous studies. The new model offers new relationships between antecedents (destination image, perceived value, specific novelty seeking, and distance to destination) and both of satisfaction and revisit intention. Revisit intention in turn is suggested to be measured in a temporal approach.

Keywords: Satisfaction, revisit intention, a new model.

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1365 Aerodynamic Analysis of a Frontal Deflector for Vehicles

Authors: C. Malça, N. Alves, A. Mateus

Abstract:

This work was one of the tasks of the Manufacturing2Client project, whose objective was to develop a frontal deflector to be commercialized in the automotive industry, using new project and manufacturing methods. In this task, in particular, it was proposed to develop the ability to predict computationally the aerodynamic influence of flow in vehicles, in an effort to reduce fuel consumption in vehicles from class 3 to 8. With this aim, two deflector models were developed and their aerodynamic performance analyzed. The aerodynamic study was done using the Computational Fluid Dynamics (CFD) software Ansys CFX and allowed the calculation of the drag coefficient caused by the vehicle motion for the different configurations considered. Moreover, the reduction of diesel consumption and carbon dioxide (CO2) emissions associated with the optimized deflector geometry could be assessed.

Keywords: Aerodynamic analysis, CFD, CO2 emissions, Drag coefficient, Frontal deflector, Fuel consumption.

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1364 Methods for Business Process Simulation Based on Petri Nets

Authors: K. Shoylekova, K. Grigorova

Abstract:

The Petri nets are the first standard for business process modeling. Most probably, it is one of the core reasons why all new standards created afterwards have to be so reformed as to reach the stage of mapping the new standard onto Petri nets. The paper presents a business process repository based on a universal database. The repository provides the possibility the data about a given process to be stored in three different ways. Business process repository is developed with regard to the reformation of a given model to a Petri net in order to be easily simulated. Two different techniques for business process simulation based on Petri nets - Yasper and Woflan are discussed. Their advantages and drawbacks are outlined. The way of simulating business process models, stored in the Business process repository is shown.

Keywords: Business process repository, Petri nets, Simulation, Woflan, Yasper.

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1363 Modeling of the Process Parameters using Soft Computing Techniques

Authors: Miodrag T. Manić, Dejan I. Tanikić, Miloš S. Stojković, Dalibor M. ðenadić

Abstract:

The design of technological procedures for manufacturing certain products demands the definition and optimization of technological process parameters. Their determination depends on the model of the process itself and its complexity. Certain processes do not have an adequate mathematical model, thus they are modeled using heuristic methods. First part of this paper presents a state of the art of using soft computing techniques in manufacturing processes from the perspective of applicability in modern CAx systems. Methods of artificial intelligence which can be used for this purpose are analyzed. The second part of this paper shows some of the developed models of certain processes, as well as their applicability in the actual calculation of parameters of some technological processes within the design system from the viewpoint of productivity.

Keywords: fuzzy logic, manufacturing, neural networks

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1362 Net Interest Margin of Cooperative Banks in Low Interest Rate Environment

Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.

Keywords: Cooperative banks, performance, negative interest rates, risk management.

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1361 Integrating Blogging into Peer Assessment on College Students’ English Writing

Authors: Su-Lien Liao

Abstract:

Most of college students in Taiwan do not have sufficient English proficiency to express themselves in written English. Teachers spent a lot of time correcting the errors in students’ English writing, but the results are not satisfactory. This study aims to use blogs as a teaching and learning tool in written English. Before applying peer assessment, students should be trained to be good reviewers.  The teacher starts the course by posting the error analysis of students’ first English composition on blogs as the comment models for students. Then the students will go through the process of drafting, composing, peer response and last revision on blogs. Evaluation questionnaires and interviews will be conducted at the end of the course to see the impact and also students’ perception for the course.

Keywords: Blog, Peer assessment, English writing, Error analysis.

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1360 Big Data Strategy for Telco: Network Transformation

Authors: F. Amin, S. Feizi

Abstract:

Big data has the potential to improve the quality of services; enable infrastructure that businesses depend on to adapt continually and efficiently; improve the performance of employees; help organizations better understand customers; and reduce liability risks. Analytics and marketing models of fixed and mobile operators are falling short in combating churn and declining revenue per user. Big Data presents new method to reverse the way and improve profitability. The benefits of Big Data and next-generation network, however, are more exorbitant than improved customer relationship management. Next generation of networks are in a prime position to monetize rich supplies of customer information—while being mindful of legal and privacy issues. As data assets are transformed into new revenue streams will become integral to high performance.

Keywords: Big Data, Next Generation Networks, Network Transformation.

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1359 A Matrix Evaluation Model for Sustainability Assessment of Manufacturing Technologies

Authors: Q. Z. Yang, B. H. Chua, B. Song

Abstract:

Technology assessment is a vital part of decision process in manufacturing, particularly for decisions on selection of new sustainable manufacturing processes. To assess these processes, a matrix approach is introduced and sustainability assessment models are developed. Case studies show that the matrix-based approach provides a flexible and practical way for sustainability evaluation of new manufacturing technologies such as those used in surface coating. The technology assessment of coating processes reveals that compared with powder coating, the sol-gel coating can deliver better technical, economical and environmental sustainability with respect to the selected sustainability evaluation criteria for a decorative coating application of car wheels.

Keywords: Evaluation matrix, sustainable manufacturing, surface coating, technology assessment

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1358 Analysis of Some Solutions to Protect the Tombolo of GIENS

Authors: Yves Lacroix, Van Van Than, Didier Leandri, Pierre Liardet

Abstract:

The tombolo of Giens is located in the town of Hyères (France). We recall the history of coastal erosion, and prominent factors affecting the evolution of the western tombolo. We then discuss the possibility of stabilizing the western tombolo. Our argumentation relies on a coupled model integrating swells, currents, water levels and sediment transport. We present the conclusions of the simulations of various scenarios, including pre-existing propositions from coastal engineering offices. We conclude that beach replenishment seems to be necessary but not sufficient for the stabilization of the beach. Breakwaters reveal effective particularly in the most exposed northern area. Some solutions fulfill conditions so as to be elected as satisfactory. We give a comparative analysis of the efficiency of 14 alternatives for the protection of the tombolo.

Keywords: Breakwaters, coupled models, replenishment, silting.

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1357 The Effectiveness of Banks’ Web Sites: A Study of Turkish Banking Sector

Authors: Raif Parlakkaya, Huseyin Cetin, Duygu Irdiren

Abstract:

By the development of World Wide Web, the usage rate of Internet has rapidly grown globally; and provided a basis for the emergence of electronic business. As well as other sectors, the banking sector has adopted the use of internet with the developments in information and communication technologies. Due to the public disclosure and transparency principle of Corporate Governance, the importance of information disclosure of banks on their web sites has increased significantly. For the purpose of this study, a Bank Disclosure Attribute Index (BDAI) in Turkey has been constructed through classifying the information disclosure on banks’ web sites into general, financial, investors and corporate governance attributes. All 47 banks in Turkish Banking System have been evaluated according to the index with the aim of providing a comparison between banks. By Chi Square Test, Pearson Correlation, T-Test, and ANOVA statistical tools, it has been concluded that the majority of banks in Turkey have shared information on their web sites adequately with respect to their total index score. Although there is a positive correlation between various types of information on banks’ web sites, there is no uniformity among them. Also, no significant difference between various types of information disclosure and bank types has been observed. Compared with the total index score averages of the five largest banks in Turkey, there are some banks that need to improve the content of their web sites.

Keywords: Banking sector, public disclosure, Turkey, web site evaluation.

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1356 Encoding and Compressing Data for Decreasing Number of Switches in Baseline Networks

Authors: Mohammad Ali Jabraeil Jamali, Ahmad Khademzadeh, Hasan Asil, Amir Asil

Abstract:

This method decrease usage power (expenditure) in networks on chips (NOC). This method data coding for data transferring in order to reduces expenditure. This method uses data compression reduces the size. Expenditure calculation in NOC occurs inside of NOC based on grown models and transitive activities in entry ports. The goal of simulating is to weigh expenditure for encoding, decoding and compressing in Baseline networks and reduction of switches in this type of networks. KeywordsNetworks on chip, Compression, Encoding, Baseline networks, Banyan networks.

Keywords: Networks on chip, Compression, Encoding, Baseline networks, Banyan networks

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1355 Development of an Elastic Functionally Graded Interphase Model for the Micromechanics Response of Composites

Authors: Trevor Sabiston, Mohsen Mohammadi, Mohammed Cherkaoui, Kaan Inal

Abstract:

A new micromechanics framework is developed for long fibre reinforced composites using a single fibre surrounded by a functionally graded interphase and matrix as a representative unit cell. The unit cell is formulated to represent any number of aligned fibres by a single fibre. Using this model the elastic response of long fibre composites is predicted in all directions. The model is calibrated to experimental results and shows very good agreement in the elastic regime. The differences between the proposed model and existing models are discussed.

Keywords: Computational mechanics, functionally graded interphase, long fibre composites, micromechanics.

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1354 JREM: An Approach for Formalising Models in the Requirements Phase with JSON and NoSQL Databases

Authors: Aitana Alonso-Nogueira, Helia Estévez-Fernández, Isaías García

Abstract:

This paper presents an approach to reduce some of its current flaws in the requirements phase inside the software development process. It takes the software requirements of an application, makes a conceptual modeling about it and formalizes it within JSON documents. This formal model is lodged in a NoSQL database which is document-oriented, that is, MongoDB, because of its advantages in flexibility and efficiency. In addition, this paper underlines the contributions of the detailed approach and shows some applications and benefits for the future work in the field of automatic code generation using model-driven engineering tools.

Keywords: Conceptual modeling, JSON, NoSQL databases, requirements engineering, software development.

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1353 A Simplified Model for Mechanical Loads under Angular Misalignment and Unbalance

Authors: Úrsula B. Ferraz, Paulo F. Seixas, Webber E. Aguiar

Abstract:

This paper presents a dynamic model for mechanical loads of an electric drive, including angular misalignment and including load unbalance. The misalignment model represents the effects of the universal joint between the motor and the mechanical load. Simulation results are presented for an induction motor driving a mechanical load with angular misalignment for both flexible and rigid coupling. The models presented are very useful in the study of mechanical fault detection in induction motors, using mechanical and electrical signals already available in a drive system, such as speed, torque and stator currents.

Keywords: Angular misalignment, fault modeling, unbalance, universal joint.

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1352 The Escalation of Incivility in the Light of Social Constructions that Conceal Inequalities

Authors: J. M. B. Mendonça, M. V. S. Siqueira, A. Soares, M. A. F. Santos

Abstract:

The purpose of this article is to understand the dynamics of the increase in incivility through social relations (gender, race, class, sexual orientation, etc.), which hide inequalities in the form of treatment and opportunities within the organizational sphere. For this, we will examine works that address incivility at work, as well as studies that deviate from the mainstream, bringing more obscure organizational facets to light in connection with a critical approach to this issue. Next, some results of a bibliometric study shall be exposed, to analyze contributions connected to the theme and demonstrate gaps for future research. Then, models that facilitate reflection on the dynamics of violence shall be discussed. Finally, a broader concept of incivility in interpersonal relationships in the workplace shall be exposed considering the multiple approaches discussed.

Keywords: Incivility, inequalities, organization reflections, preventing violence.

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1351 Corporate Social Responsibility in an Experimental Market

Authors: Nikolaos Georgantzis, Efi Vasileiou

Abstract:

We present results from experimental price-setting oligopolies in which green firms undertake different levels of energy-saving investments motivated by public subsidies and demand-side advantages. We find that consumers reveal higher willingness to pay for greener sellers’ products. This observation in conjunction to the fact that greener sellers set higher prices is compatible with the use and interpretation of energy-saving behaviour as a differentiation strategy. However, sellers do not exploit the resulting advantage through sufficiently high price-cost margins, because they seem trapped into “run to stay still” competition. Regarding the use of public subsidies to energy-saving sellers we uncover an undesirable crowding-out effect of consumers’ intrinsic tendency to support green manufacturers. Namely, consumers may be less willing to support a green seller whose energy-saving strategy entails a direct financial benefit. Finally, we disentangle two alternative motivations for consumer’s attractions to pro-social firms; first, the self-interested recognition of the firm’s contribution to the public and private welfare and, second, the need to compensate a firm for the cost entailed in each pro-social action. Our results show the prevalence of the former over the latter.

Keywords: Corporate social responsibility, energy savings, public good, experiments, vertical differentiation, altruism.

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1350 Study on Applying Fuzzy AHP and GRA in Selection of Agent Construction Enterprise

Authors: Shirong Li, Huan Yan

Abstract:

To help the client to select a competent agent construction enterprise (ACE), this study aims to investigate the selection standards by using the Fuzzy Analytic Hierarchy Process (FAHP) and build an evaluation mathematical model with Grey Relational Analysis (GRA). According to the outputs of literature review, four orderly levels are established within the model, taking the consideration of various agent construction models in practice. Then, the process of applying FAHP and GRA is discussed in detailed. Finally, through a case study, this paper illustrates how to apply these methods in getting the weights of each standard and the final assessment result.

Keywords: agent construction enterprise, agent constructionmodel, fuzzy analytic hierarchy process, grey relational analysis

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