Search results for: the term structure of interest rates

Authors: F.Saadi, A.Aboudi Asl

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In this paper, the dynamic analysis of fuel storage tanks has been studied and some equations are presented for the created fluid waves due to storage tank motions. Also, the equations for finite elements of fluid and structure interactions, and boundary conditions dominant on structure and fluid, were researched. In this paper, a numerical simulation is performed for the dynamic analysis of a storage tank contained a fluid. This simulation has carried out by ANSYS software, using FSI solver (Fluid and Structure Interaction solver), and by considering the simulated fluid dynamic motions due to earthquake loading, based on velocities and movements of structure and fluid according to all boundary conditions dominant on structure and fluid.

Keywords: fluid and structure interactions, finite elementmethod, ANSYS – FSI

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Authors: M. Nassereddine, J. Rizk, G. Nasserddine

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Performing High Voltage (HV) tasks with a multi craft work force create a special set of safety circumstances. This paper aims to present vital information relating to when it is acceptable to use a single or a two-layer soil structure. Also it discusses the implication of the high voltage infrastructure on the earth grid and the safety of this implication under a single or a two-layer soil structure. A multiple case study is investigated to show the importance of using the right soil resistivity structure during the earthing system design.

Keywords: Earth Grid, EPR, High Voltage, Soil Resistivity Structure, Step Voltage, Touch Voltage.

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Authors: F. Javier Benitez, Juan Luis Acero, Francisco J. Real, Gloria Roldan, Francisco Casas

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The degradation of selected pharmaceuticals in some water matrices was studied by using several chemical treatments. The pharmaceuticals selected were the beta-blocker metoprolol, the nonsteroidal anti-inflammatory naproxen, the antibiotic amoxicillin, and the analgesic phenacetin; and their degradations were conducted by using UV radiation alone, ozone, Fenton-s reagent, Fenton-like system, photo-Fenton system, and combinations of UV radiation and ozone with H2O2, TiO2, Fe(II), and Fe(III). The water matrices, in addition to ultra-pure water, were a reservoir water, a groundwater, and two secondary effluents from two municipal WWTP. The results reveal that the presence of any second oxidant enhanced the oxidation rates, with the systems UV/TiO2 and O3/TiO2 providing the highest degradation rates. It is also observed in most of the investigated oxidation systems that the degradation rate followed the sequence: amoxicillin > naproxen > metoprolol > phenacetin. Lower rates were obtained with the pharmaceuticals dissolved in natural waters and secondary effluents due to the organic matter present which consume some amounts of the oxidant agents.

Keywords: Pharmaceuticals, UV radiation, ozone, advancedoxidation processes, water matrices, degradation rates

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Authors: Mohammad Hadi Bordbar, Timo Hyppänen

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The radiative exchange method is introduced as a numerical method for the simulation of radiative heat transfer in an absorbing, emitting and isotropically scattering media. In this method, the integro-differential radiative balance equation is solved by using a new introduced concept for the exchange factor. Even though the radiative source term is calculated in a mesh structure that is coarser than the structure used in computational fluid dynamics, calculating the exchange factor between different coarse elements by using differential integration elements makes the result of the method close to that of integro-differential radiative equation. A set of equations for calculating exchange factors in two and threedimensional Cartesian coordinate system is presented, and the method is used in the simulation of radiative heat transfer in twodimensional rectangular case and a three-dimensional simple cube. The result of using this method in simulating different cases is verified by comparing them with those of using other numerical radiative models.

Keywords: Exchange factor, Numerical simulation, Thermal radiation.

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Authors: Hamed Alipour-Banaei, Farhad Mehdizadeh

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We report the design and characterization of ultra high quality factor filter based on one-dimensional photonic-crystal Thue- Morse sequence structure. The behavior of aperiodic array of photonic crystal structure is numerically investigated and we show that by changing the angle of incident wave, desired wavelengths could be tuned and a tunable filter is realized. Also it is shown that high quality factor filter be achieved in the telecommunication window around 1550 nm, with a device based on Thue-Morse structure. Simulation results show that the proposed structure has a quality factor more than 100000 and it is suitable for DWDM communication applications.

Keywords: Thue-Morse, filter, quality factor.

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Authors: Shervin Khazaeli, Shahab Haj-zamani

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Recently, advanced geotechnical engineering problems related to soil movement, particle loss, and modeling of local failure (i.e. discontinua) as well as modeling the in-contact structures (i.e. continua) are of the great interest among researchers. The aim of this research is to meet the requirements with respect to the modeling of the above-mentioned two different domains simultaneously. To this end, a coupled numerical method is introduced based on Discrete Element Method (DEM) and eXtended-Finite Element Method (X-FEM). In the coupled procedure, DEM is employed to capture the interactions and relative movements of soil particles as discontinua, while X-FEM is utilized to model in-contact structures as continua, which may consist of different types of discontinuities. For verification purposes, the new coupled approach is utilized to examine benchmark problems including different contacts between/within continua and discontinua. Results are validated by comparison with those of existing analytical and numerical solutions. This study proves that extended-finite-discrete element method can be used to robustly analyze not only contact problems, but also other types of discontinuities in continua such as (i) crack formations and propagations, (ii) voids and bimaterial interfaces, and (iii) combination of previous cases. In essence, the proposed method can be used vastly in advanced soil-structure interaction problems to investigate the micro and macro behaviour of the surrounding soil and the response of the embedded structure that contains discontinuities.

Keywords: Contact problems, discrete element method, extended-finite element method, soil-structure interaction.

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Authors: Ε. Giovanis

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In this paper we apply an Adaptive Network-Based Fuzzy Inference System (ANFIS) with one input, the dependent variable with one lag, for the forecasting of four macroeconomic variables of US economy, the Gross Domestic Product, the inflation rate, six monthly treasury bills interest rates and unemployment rate. We compare the forecasting performance of ANFIS with those of the widely used linear autoregressive and nonlinear smoothing transition autoregressive (STAR) models. The results are greatly in favour of ANFIS indicating that is an effective tool for macroeconomic forecasting used in academic research and in research and application by the governmental and other institutions

Keywords: Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models

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Authors: Abdelhacine Gouasmia, Abdelhamid Belkhiri, Allaeddine Athmani

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The objective of this paper is to evaluate the effects of soil-structure interaction (SSI) on the modal characteristics and on the dynamic response of current structures. The objective is on the overall behaviour of a real structure of five storeys reinforced concrete (R/C) building typically encountered in Algeria. Sensitivity studies are undertaken in order to study the effects of frequency content of the input motion, frequency of the soil-structure system, rigidity and depth of the soil layer on the dynamic response of such structures. This investigation indicated that the rigidity of the soil layer is the predominant factor in soil-structure interaction and its increases would definitely reduce the deformation in the R/C structure. On the other hand, increasing the period of the underlying soil will cause an increase in the lateral displacements at story levels and create irregularity in the distribution of story shears. Possible resonance between the frequency content of the input motion and soil could also play an important role in increasing the structural response.

Keywords: Direct method, finite element method, foundation, R/C frame, soil-structure interaction.

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Authors: Firas M. Tuaimah

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This paper presents an Artificial Neural Network based approach for short-term load forecasting and exactly for two days ahead. Two seasons have been discussed for Iraqi power system, namely summer and winter; the hourly load demand is the most important input variables for ANN based load forecasting. The recorded daily load profile with a lead time of 1-48 hours for July and December of the year 2012 was obtained from the operation and control center that belongs to the Ministry of Iraqi electricity.

The results of the comparison show that the neural network gives a good prediction for the load forecasting and for two days ahead.

Keywords: Short-Term Load Forecasting, Artificial Neural Networks, Back propagation learning.

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Authors: G. V. Byrd, B. B. Ghaley, E. Hayashi

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In urban farming, research and innovation are taking place at an unprecedented pace, and soilless growing technologies are emerging at different rates motivated by different objectives in various parts of the world. Local food production is ultimately a main objective everywhere, but adoption rates and expressions vary with socio-economic drivers. Herein, the status of hydroponics and aquaponics is summarized for four countries with diverse socio-economic settings: Europe (Denmark), Asia (Japan and Nepal) and North America (US). In Denmark, with a strong environmental ethic, soilless growing is increasing in urban agriculture because it is considered environmentally friendly. In Japan, soil-based farming is being replaced with commercial plant factories using advanced technology such as complete environmental control and computer monitoring. In Nepal, where rapid loss of agricultural land is occurring near cities, dozens of hydroponics and aquaponics systems have been built in the past decade, particularly in “non-traditional” sites such as roof tops to supplement family food. In the US, where there is also strong interest in locally grown fresh food, backyard and commercial systems have proliferated. Nevertheless, soilless growing is still in the research and development and early adopter stages, and the broad contribution of hydroponics and aquaponics to food security is yet to be fully determined. Nevertheless, current adoption of these technologies in diverse environments in different socio-economic settings highlights the potential contribution to food security with social and environmental benefits which contribute to several Sustainable Development Goals.

Keywords: Aquaponics, hydroponics, soilless agriculture, urban agriculture.

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Authors: Ho Yuan-Hong, Hunag Chiung-Ju

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This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a debt/GDP ratio of 0.2, increases in the debt/GDP ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the debt/GDP ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: Debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization.

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Authors: Apidet Booranawong

Abstract:

In an original directed diffusion routing protocol, a sink requests sensing data from a source node by flooding interest messages to the network. Then, the source finds the sink by sending exploratory data messages to all nodes that generate incoming interest messages. This protocol signaling can cause heavy traffic in the network, an interference of the radio signal, collisions, great energy consumption of sensor nodes, etc. According to this research problem, this paper investigates the effect of sending interest and exploratory data messages on the performance of directed diffusion routing protocol. We demonstrate the research problem occurred from employing directed diffusion protocol in mobile wireless environments. For this purpose, we perform a set of experiments by using NS2 (network simulator 2). The radio propagation models; Two-ray ground reflection with and without shadow fading are included to investigate the effect of signaling. The simulation results show that the number of times of sent and received protocol signaling in the case of sending interest and exploratory data messages are larger than the case of sending other protocol signals, especially in the case of shadowing model. Additionally, the number of exploratory data message is largest in one round of the protocol procedure.

Keywords: Directed diffusion, Flooding, Interest message, Exploratory data message, Radio propagation model.

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Authors: Bharatendra Rai

Abstract:

Sequences of words in text data have long-term dependencies and are known to suffer from vanishing gradient problem when developing deep learning models. Although recurrent networks such as long short-term memory networks help overcome this problem, achieving high text classification performance is a challenging problem. Convolutional recurrent networks that combine advantages of long short-term memory networks and convolutional neural networks, can be useful for text classification performance improvements. However, arriving at suitable hyperparameter values for convolutional recurrent networks is still a challenging task where fitting of a model requires significant computing resources. This paper illustrates the advantages of using convolutional recurrent networks for text classification with the help of statistically planned computer experiments for hyperparameter tuning. 

Keywords: Convolutional recurrent networks, hyperparameter tuning, long short-term memory networks, Tukey honest significant differences

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Authors: Ahmet Denker

Abstract:

The trend in the world of Information Technology (IT) is getting increasingly large and difficult projects rather than smaller and easier. However, the data on large-scale IT project success rates provide cause for concern. This paper seeks to answer why large-scale IT projects are different from and more difficult than other typical engineering projects. Drawing on the industrial experience, a compilation of the conditions that influence failure is presented. With a view to improve success rates solutions are suggested.

Keywords: Software engineering, software economics, project management, large-scale projects.

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Authors: Meor O. Hamzah, Seyed R. Omranian, Ali Jamshidi, Mohd R M. Hasan

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This paper characterizes the effects of artificial short term aging in the laboratory on the rheological properties of virgin 80/100 penetration grade asphalt binder. After several years in service, asphalt mixture started to deteriorate due to aging. Aging is a complex physico-chemical phenomenon that influences asphalt binder rheological properties causing a deterioration in asphalt mixture performance. To ascertain asphalt binder aging effects, the virgin, artificially aged and extracted asphalt binder were tested via the Rolling Thin film Oven (RTFO), Dynamic Shear Rheometer (DSR) and Rotational Viscometer (RV). A comparative study between laboratory and field aging conditions were also carried out. The results showed that the specimens conditioned for 85 minutes inside the RTFO was insufficient to simulate the actual short term aging caused that took place in the field under Malaysian field conditions

Keywords: Asphalt binder, Short term aging, Rheological properties, Viscosity, Temperature susceptibility.

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Authors: Vinko Vidučić, Ljiljana Vidučić, Damir Boras

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The goals of the research include the determination of the characteristics of SMEs finance in Croatia, as well as the determination of indirect growth rates of the information model of the entrepreneurs` perception of business environment. The research results show that cost of finance and access to finance are most important constraining factor in setting up and running the business of small entrepreneurs in Croatia. Furthermore, small entrepreneurs in Croatia are significantly dissatisfied with the administrative barriers although relatively to a lesser extent than was the case in the pre crisis time. High collateral requirement represents the main characteristic of bank lending concerning SMEs followed by long credit elaboration process. Formulated information model has defined the individual impact of indirect growth rates of the remaining variables on the model’s specific variable.

Keywords: Business environment, information model, indirect growth rates, SME finance.

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Authors: Shaharin A. Sulaiman, Malcolm Lawes

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Combustion of sprays is of technological importance, but its flame behavior is not fully understood. Furthermore, the multiplicity of dependent variables such as pressure, temperature, equivalence ratio, and droplet sizes complicates the study of spray combustion. Fundamental study on the influence of the presence of liquid droplets has revealed that laminar flames within aerosol mixtures more readily become unstable than for gaseous ones and this increases the practical burning rate. However, fundamental studies on turbulent flames of aerosol mixtures are limited particularly those under near mono-dispersed droplet conditions. In the present work, centrally ignited expanding flames at near atmospheric pressures are employed to quantify the burning rates in gaseous and aerosol flames. Iso-octane-air aerosols are generated by expansion of the gaseous pre-mixture to produce a homogeneously distributed suspension of fuel droplets. The effects of the presence of droplets and turbulence velocity in relation to the burning rates of the flame are also investigated.

Keywords: Burning Rate, Droplets, Flames, Turbulent

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Authors: Weng Ian Ho, Seng Fat Wong

Abstract:

In recent years, Radio Frequency Identification (RFID) is followed with interest by many researches, especially for the purpose of indoor positioning as the innate properties of RFID are profitable for achieving it. A lot of algorithms or schemes are proposed to be used in the RFID-based positioning system, but most of them are lack of environmental consideration and it induces inaccuracy of application. In this research, a lot of algorithms and schemes of RFID indoor positioning are discussed to see whether effective or not on application, and some rules are summarized for achieving accurate positioning. On the other hand, a new term “Noise Factor" is involved to describe the signal loss between the target and the obstacle. As a result, experimental data can be obtained but not only simulation; and the performance of the positioning system can be expressed substantially.

Keywords: Indoor positioning, LANDMARC, noise factors, RFID.

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Authors: Amin Lotfi Eghlim, Mehran pourgholi

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Explosion occurs due to sudden release of energy. Common examples of explosion include chemical, atomic, heat, and pressure tank (due to ignition) explosions. Petroleum, gas, and petrochemical industries operations are threatened by natural risks and processes. Fires and explosions are the greatest process risks which cause financial damages. This study aims at designing a single-floor structure for the control room of a petroleum refinery to be resistant against gas explosion loads, and the information related to the structure specifications have been provided regarding the fact that the structure is made on the ground's surface. In this research, the lateral stiffness of single pile is calculated by SPPLN.FOR computer program, and its value for 13624 KN/m single pile has been assessed. The analysis used due to the loading conditions, is dynamic nonlinear analysis with direct integration method.

Keywords: Gas Explosion Load, Petroleum Refinery, Single-Floor Structure

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Authors: S. S. Mishra

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In this paper, an attempt is made to compute the total optimal cost of interdependent queuing system with controllable arrival rates as an important performance measure of the system. An example of application has also been presented to exhibit the use of the model. Finally, numerical demonstration based on a computing algorithm and variational effects of the model with the help of the graph have also been presented.

Keywords: Computing, Controllable arrival rate, Optimum performance measure.

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Authors: Ines Hamdi, Mohamed Ben Ahmed

Abstract:

The understanding of the system level of biological behavior and phenomenon variously needs some elements such as gene sequence, protein structure, gene functions and metabolic pathways. Challenging problems are representing, learning and reasoning about these biochemical reactions, gene and protein structure, genotype and relation between the phenotype, and expression system on those interactions. The goal of our work is to understand the behaviors of the interactions networks and to model their evolution in time and in space. We propose in this study an ontological meta-model for the knowledge representation of the genetic regulatory networks. Ontology in artificial intelligence means the fundamental categories and relations that provide a framework for knowledge models. Domain ontology's are now commonly used to enable heterogeneous information resources, such as knowledge-based systems, to communicate with each other. The interest of our model is to represent the spatial, temporal and spatio-temporal knowledge. We validated our propositions in the genetic regulatory network of the Aarbidosis thaliana flower

Keywords: Ontological model, spatio-temporal modeling, Genetic Regulatory Networks (GRNs), knowledge representation.

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Authors: B. Rebekka, B. Malarkodi

Abstract:

This paper describes an approach to detect the transmitted signals for 2×2 Multiple Input Multiple Output (MIMO) setup using roulette wheel based ant colony optimization technique. The results obtained are compared with classical zero forcing and least mean square techniques. The detection rates achieved using this technique are consistently larger than the one achieved using classical methods for 50 number of attempts with two different antennas transmitting the input stream from a user. This paves the path to use alternative techniques to improve the throughput achieved in advanced networks like Long Term Evolution (LTE) networks.

Keywords: MIMO, ant colony optimization, roulette wheel, soft computing, LTE.

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Authors: Fauziah Hanim Tafri, Zarinah Hamid, Ahamed Kameel Mydin Meera, Mohd Azmi Omar

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This paper examines the relationship between financial risks and profitability of the conventional and Islamic banks in Malaysia for the period between 1996 and 2005. The measures of profitability that have been used in the study are the return on equity (ROE) and return on assets (ROA) while the financial risks are credit risk, interest rate risk and liquidity risks. This study employs panel data regression analysis of Generalised Least Squares of fixed effects and random effects models. It was found that credit risk has a significant impact on ROA and ROE for the conventional as well as the Islamic banks. The relationship between interest rate risk and ROE were found to be weakly significant for the conventional banks and insignificant for the Islamic banks. The effect of interest rate risk on ROA is significant for the conventional banks. Liquidity risk was found to have an insignificant impact on both profitability measures.

Keywords: Credit risk, interest rate risk, liquidity risk, market risk, profitability.

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Authors: Mazila Md-Yusuf, Fauziah Mohamad Yunus, Nur Zahraatul Lail Md Supaat

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Capital structure is one of the most important financial decisions in corporate financing strategy. It involves the choice of debt and equity level in financing a company-s operations. This study aims to investigate whether the capital structure choice of Malaysian electrical and electronic manufacturing companies that are listed in the Bursa Malaysia can be explained by factors that have been found by most studies as dominant determinants of capital structure (company size, profitability, asset tangibility, liquidity and growth). Using debt ratio as the proxy for capital structure and applying pooled ordinary least square multiple regression estimation, the results showed that on average, Malaysian electrical and electronic manufacturing companies used less debt in funding their business operations. The findings also showed that size and asset tangibility has a significant positive relationship with debt level, while liquidity has a negative significant relationship with leverage.

Keywords: Capital structure, capital structure theories, leverage, manufacturing companies.

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Authors: Jae Kyung Ha, Yong-Hak Kim

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The Internet has become an indispensable part of our lives. Witnessing recent web-based mass collaboration, e.g. Wikipedia, people are questioning whether the Internet has made fundamental changes to the society or whether it is merely a hyperbolic fad. It has long been assumed that collective action for a certain goal yields the problem of free-riding, due to its non-exclusive and non-rival characteristics. Then, thanks to recent technological advances, the on-line space experienced the following changes that enabled it to produce public goods: 1) decrease in the cost of production or coordination 2) externality from networked structure 3) production function which integrates both self-interest and altruism. However, this research doubts the homogeneity of on-line mass collaboration and argues that a more sophisticated and systematical approach is required. The alternative that we suggest is to connect the characteristics of the goal to the motivation. Despite various approaches, previous literature fails to recognize that motivation can be structurally restricted by the characteristic of the goal. First we draw a typology of on-line mass collaboration with 'the extent of expected beneficiary' and 'the existence of externality', and then we examine each combination of motivation using Benkler-s framework. Finally, we explore and connect such typology with its possible dominant participating motivation.

Keywords: On-line cooperation, typology, mass collaboration, motivation, wikinomics.

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Authors: Buntheng Chhorn, WooYoung Jung

Abstract:

Large-scale swing has been used in entertainment and performance, especially in circus, for a very long time. To increase the safety of this type of structure, a thorough analysis for displacement and bearing stress was performed for an extreme condition where a full cycle swing occurs. Different masses, ranging from 40 kg to 220 kg, and velocities were applied on the swing. Then, based on the solution of differential dynamics equation, swing velocity response to harmonic force was obtained. Moreover, the resistance capacity was estimated based on ACI steel structure design guide. Subsequently, numerical analysis was performed in ABAQUS to obtain the stress on each frame of the swing. Finally, the analysis shows that the expansion of swing structure frame section was required for mass bigger than 150kg.

Keywords: Swing structure, displacement, bearing stress, dynamic loads response, finite element analysis.

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Authors: Nebi Gedik, Ayten Atasoy

Abstract:

This paper investigates successful sub-bands of wave atom transform via classification of mammograms, when the coefficients of sub-bands are used as features. A computer-aided diagnosis system is constructed by using wave atom transform, support vector machine and k-nearest neighbor classifiers. Two-class classification is studied in detail using two data sets, separately. The successful sub-bands are determined according to the accuracy rates, coefficient numbers, and sensitivity rates.

Keywords: Breast cancer, wave atom transform, SVM, k-NN.

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Authors: Ali Zazoua, Anis Zazoua, Ahcen Taleb, Nicole Jaffrezic-Renault

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Although oil-based drilling fluids are of paramount practical and economical interest, they represent a serious source of pollution, once released into the environment as drill cuttings. The aim of this study is to assess the capability of isolated microorganisms to degrade gasoil fuel. The commonly used physicochemical and biodegradation remediation techniques of petroleum contaminated soil were both investigated. The study revealed that natural biodegradation is favorable. Even though, the presence of heavy metals, the moisture level of (8.55%) and nutrient deficiencies put severe constrains on microorganisms- survival ranges inhibiting the biodegradation process. The selected strains were able to degrade the diesel fuel at significantly high rates (around 98%).

Keywords: Biodegradation, Gasoil, Pollution, Microbial strains, Hydrocarbon, soil pollution

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Authors: A. Ismaeel, C. S. Wang, D. S. Xu

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The γ-TiAl based Ti-Al-Mn-Nb alloys were fabricated by selective laser melting (SLM) on the TC4 substrate. The microstructures of the alloys were investigated in detail. The results reveal that the alloy without electromagnetic stirring (EMS) consists of γ-TiAl phase with tetragonal structure and α2-Ti3Al phase with hcp structure, while the alloy with applied EMS consists of γ-TiAl, α2-Ti3Al and α-Ti with hcp structure, and the morphological structure of the alloy without EMS which exhibits near lamellar structure and the alloy with EMS shows duplex structure, the alloy without EMS shows some microcracks and pores while they are not observed in the alloy without EMS. The microhardness and wear resistance values decrease with applied EMS.

Keywords: Selective laser melting, γ-TiAl based alloys, microstructure, properties, electromagnetic stirring.

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Authors: Christiono Utomo, Arazi Idrus

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Value-based group decision is very complicated since many parties involved. There are different concern caused by differing preferences, experiences, and background. Therefore, a support system is required to enable each stakeholder to evaluate and rank the solution alternatives before engaging into negotiation with the other stakeholders. The support system is based on combination between value-based analysis, multi criteria group decision making based on satisfying options, and negotiation process based on coalition formation. This paper presents the group decision and negotiation on the selection of suitable material for a support bridge structure involving three decision makers, who are an estate manager, a project manager, and an engineer. There are three alternative solutions for the material of the support bridge structure, which are (a1) steel structure, (a2) reinforced concrete structure and (a3) wooden structure.

Keywords: Value-based, group decision, negotiation support, construction.

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