Search results for: risk measurement.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2118

Search results for: risk measurement.

1908 Power Transformer Risk-Based Maintenance by Optimization of Transformer Condition and Transformer Importance

Authors: Kitti Leangkrua

Abstract:

This paper presents a risk-based maintenance strategy of a power transformer in order to optimize operating and maintenance costs. The methodology involves the study and preparation of a database for the collection the technical data and test data of a power transformer. An evaluation of the overall condition of each transformer is performed by a program developed as a result of the measured results; in addition, the calculation of the main equipment separation to the overall condition of the transformer (% HI) and the criteria for evaluating the importance (% ImI) of each location where the transformer is installed. The condition assessment is performed by analysis test data such as electrical test, insulating oil test and visual inspection. The condition of the power transformer will be classified from very poor to very good condition. The importance is evaluated from load criticality, importance of load and failure consequence. The risk matrix is developed for evaluating the risk of each power transformer. The high risk power transformer will be focused firstly. The computerized program is developed for practical use, and the maintenance strategy of a power transformer can be effectively managed.

Keywords: Asset management, risk-based maintenance, power transformer, health index.

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1907 A Survey on Usage and Diffusion of Project Risk Management Techniques and Software Tools in the Construction Industry

Authors: Muhammad Jamaluddin Thaheem, Alberto De Marco

Abstract:

The area of Project Risk Management (PRM) has been extensively researched, and the utilization of various tools and techniques for managing risk in several industries has been sufficiently reported. Formal and systematic PRM practices have been made available for the construction industry. Based on such body of knowledge, this paper tries to find out the global picture of PRM practices and approaches with the help of a survey to look into the usage of PRM techniques and diffusion of software tools, their level of maturity, and their usefulness in the construction sector. Results show that, despite existing techniques and tools, their usage is limited: software tools are used only by a minority of respondents and their cost is one of the largest hurdles in adoption. Finally, the paper provides some important guidelines for future research regarding quantitative risk analysis techniques and suggestions for PRM software tools development and improvement.

Keywords: Construction industry, Project risk management, Software tools, Survey study.

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1906 Further Development in Predicting Post-Earthquake Fire Ignition Hazard

Authors: Pegah Farshadmanesh, Jamshid Mohammadi, Mehdi Modares

Abstract:

In nearly all earthquakes of the past century that resulted in moderate to significant damage, the occurrence of postearthquake fire ignition (PEFI) has imposed a serious hazard and caused severe damage, especially in urban areas. In order to reduce the loss of life and property caused by post-earthquake fires, there is a crucial need for predictive models to estimate the PEFI risk. The parameters affecting PEFI risk can be categorized as: 1) factors influencing fire ignition in normal (non-earthquake) condition, including floor area, building category, ignitability, type of appliance, and prevention devices, and 2) earthquake related factors contributing to the PEFI risk, including building vulnerability and earthquake characteristics such as intensity, peak ground acceleration, and peak ground velocity. State-of-the-art statistical PEFI risk models are solely based on limited available earthquake data, and therefore they cannot predict the PEFI risk for areas with insufficient earthquake records since such records are needed in estimating the PEFI model parameters. In this paper, the correlation between normal condition ignition risk, peak ground acceleration, and PEFI risk is examined in an effort to offer a means for predicting post-earthquake ignition events. An illustrative example is presented to demonstrate how such correlation can be employed in a seismic area to predict PEFI hazard.

Keywords: Fire risk, post-earthquake fire ignition (PEFI), risk management, seismicity.

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1905 Knowledge Impact on Measurement: A Conceptual Metric for Evaluating Performance Improvement (PI) at the Kuwait Institute for Scientific Research (KISR)

Authors: AlMatrouk H. S., Juszczak M. D.

Abstract:

Research and development R&D work involves enormous amount of work that has to do with data measurement and collection. This process evolves as new information is fed, new technologies are utilized, and eventually new knowledge is created by the stakeholders i.e., researchers, clients, and end-users. When new knowledge is created, procedures of R&D work should evolve and produce better results within improved research skills and improved methods of data measurements and collection. This measurement improvement should then be benchmarked against a metric that should be developed at the organization. In this paper, we are suggesting a conceptual metric for R&D work performance improvement (PI) at the Kuwait Institute for Scientific Research (KISR). This PI is to be measured against a set of variables in the suggested metric, which are more closely correlated to organizational output, as opposed to organizational norms. The paper also mentions and discusses knowledge creation and management as an addedvalue to R&D work and measurement improvement. The research methodology followed in this work is qualitative in nature, based on a survey that was distributed to researchers and interviews held with senior researchers at KISR. Research and analyses in this paper also include looking at and analyzing KISR-s literature.

Keywords: Knowledge Creation, Performance Improvement (PI), Conceptual Metric, Knowledge Management (KM) addedvalue.

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1904 Health Risk Assessment of Heavy Metals in the Contaminated and Uncontaminated Soils

Authors: S. A. Nta

Abstract:

Application of health risk assessment methods is important in order to comprehend the risk of human exposure to heavy metals and other dangerous pollutants. Four soil samples were collected at distances of 10, 20, 30 m and the control 100 m away from the dump site at depths of 0.3, 0.6 and 0.9 m. The collected soil samples were examined for Zn, Cu, Pb, Cd and Ni using standard methods. The health risks via the main pathways of human exposure to heavy metal were detected using relevant standard equations. Hazard quotient was calculated to determine non-carcinogenic health risk for each individual heavy metal. Life time cancer risk was calculated to determine the cumulative life cancer rating for each exposure pathway. The estimated health risk values for adults and children were generally lower than the reference dose. The calculated hazard quotient for the ingestion, inhalation and dermal contact pathways were less than unity. This means that there is no detrimental concern to the health on human exposure to heavy metals in contaminated soil. The life time cancer risk 5.4 × 10-2 was higher than the acceptable threshold value of 1 × 10-4 which is reflected to have significant health effects on human exposure to heavy metals in contaminated soil. Good hygienic practices are recommended to ease the potential risk to children and adult who are exposed to contaminated soils. Also, the local authorities should be made aware of such health risks for the purpose of planning the management strategy accordingly.

Keywords: Health risk assessment, pollution, heavy metals, soil.

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1903 Lookup Table Reduction and Its Error Analysis of Hall Sensor-Based Rotation Angle Measurement

Authors: Young-San Shin, Seongsoo Lee

Abstract:

Hall sensor is widely used to measure rotation angle. When the Hall voltage is measured for linear displacement, it is converted to angular displacement using arctangent function, which requires a large lookup table. In this paper, a lookup table reduction technique is presented for angle measurement. When the input of the lookup table is small within a certain threshold, the change of the outputs with respect to the change of the inputs is relatively small. Thus, several inputs can share same output, which significantly reduce the lookup table size. Its error analysis was also performed, and the threshold was determined so as to maintain the error less than 1°. When the Hall voltage has 11-bit resolution, the lookup table size is reduced from 1,024 samples to 279 samples.

Keywords: Hall sensor, angle measurement, lookup table, arctangent.

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1902 Development of Greenhouse Analysis Tools for Home Agriculture Project

Authors: M. Amir Abas, M. Dahlui

Abstract:

This paper presents the development of analysis tools for Home Agriculture project. The tools are required for monitoring the condition of greenhouse which involves two components: measurement hardware and data analysis engine. Measurement hardware is functioned to measure environment parameters such as temperature, humidity, air quality, dust and etc while analysis tool is used to analyse and interpret the integrated data against the condition of weather, quality of health, irradiance, quality of soil and etc. The current development of the tools is completed for off-line data recorded technique. The data is saved in MMC and transferred via ZigBee to Environment Data Manager (EDM) for data analysis. EDM converts the raw data and plot three combination graphs. It has been applied in monitoring three months data measurement for irradiance, temperature and humidity of the greenhouse..

Keywords: Monitoring, Environment, Greenhouse, Analysis tools

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1901 Financial Instrument with High Investment Risk on the Warsaw Stock Exchange

Authors: Piotr Prewysz-Kwinto

Abstract:

The market of financial instruments with high risk is developing very dynamically in recent years and attracts more and more interest of investors. It consists essentially of two groups of instruments, i.e. derivatives and exchange traded product (ETP), and each year new types are introduced and offered to investors. The aim of this paper is to present the principles concerning financial instruments with high investment risk available on the Warsaw Stock Exchange (WSE), because they have quite complex constructions, and to evaluate the development of this market. In order to achieve this aim, statistical data from 2014-2016 was analyzed. The results confirm that the financial instruments with high investment risk available on the WSE constitute a diversified and the most numerous group of financial instruments and attract the most interest of investors. Responsible investing requires, however, a good knowledge of how they work and how they can generate profit to not expose oneself to unexpected losses.

Keywords: Derivatives, exchange traded products, financial instruments, financial market, risk, stock exchange.

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1900 Exploring the Effect of Accounting Information on Systematic Risk: An Empirical Evidence of Tehran Stock Exchange

Authors: Mojtaba Rezaei, Elham Heydari

Abstract:

This paper highlights the empirical results of analyzing the correlation between accounting information and systematic risk. This association is analyzed among financial ratios and systematic risk by considering the financial statement of 39 companies listed on the Tehran Stock Exchange (TSE) for five years (2014-2018). Financial ratios have been categorized into four groups and to describe the special features, as representative of accounting information we selected: Return on Asset (ROA), Debt Ratio (Total Debt to Total Asset), Current Ratio (current assets to current debt), Asset Turnover (Net sales to Total assets), and Total Assets. The hypotheses were tested through simple and multiple linear regression and T-student test. The findings illustrate that there is no significant relationship between accounting information and market risk. This indicates that in the selected sample, historical accounting information does not fully reflect the price of stocks.

Keywords: Accounting information, market risk, systematic risk, efficient market hypothesis, EMH, Tehran Stock Exchange, TSE.

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1899 Mining Implicit Knowledge to Predict Political Risk by Providing Novel Framework with Using Bayesian Network

Authors: Siavash Asadi Ghajarloo

Abstract:

Nowadays predicting political risk level of country has become a critical issue for investors who intend to achieve accurate information concerning stability of the business environments. Since, most of the times investors are layman and nonprofessional IT personnel; this paper aims to propose a framework named GECR in order to help nonexpert persons to discover political risk stability across time based on the political news and events. To achieve this goal, the Bayesian Networks approach was utilized for 186 political news of Pakistan as sample dataset. Bayesian Networks as an artificial intelligence approach has been employed in presented framework, since this is a powerful technique that can be applied to model uncertain domains. The results showed that our framework along with Bayesian Networks as decision support tool, predicted the political risk level with a high degree of accuracy.

Keywords: Bayesian Networks, Data mining, GECRframework, Predicting political risk.

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1898 Risk Level Evaluation for Power System Facilities in Smart Grid

Authors: Sung-Hun Lee, Yun-Seong Lee, Jin-O Kim

Abstract:

Reliability Centered Maintenance(RCM) is one of most widely used methods in the modern power system to schedule a maintenance cycle and determine the priority of inspection. In order to apply the RCM method to the Smart Grid, a precedence study for the new structure of rearranged system should be performed due to introduction of additional installation such as renewable and sustainable energy resources, energy storage devices and advanced metering infrastructure. This paper proposes a new method to evaluate the priority of maintenance and inspection of the power system facilities in the Smart Grid using the Risk Priority Number. In order to calculate that risk index, it is required that the reliability block diagram should be analyzed for the Smart Grid system. Finally, the feasible technical method is discussed to estimate the risk potential as part of the RCM procedure.

Keywords: Expert System, FMECA, Fuzzy Theory, Reliability Centered Maintenance, Risk Priority Number

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1897 Development of Highly Sensitive System for Measurement and Monitoring of Small Impacts

Authors: Priyanka Guin, Dibyendu Chatterjee, Arijit Roy

Abstract:

Developing electronic system for detecting low energy impacts using open source hardware such as Arduino is challenging. A highly efficient loadcell is designed and fabricated. A commercial polyvinylidene fluoride (PVDF) piezoelectric film is used as primary sensor for sensing small impacts. Without modifying hardware, the Arduino board is configured by programming to capture the signal from the film sensor with a resolution better than 1.1 mV. By our system, impact energy as low as 1.8 µJ (corresponds to impact force of 39.9 mN) is reliably and monitored. In the linear zone, sensitivity of the system found to be as high as 20.7 kV/J or 3.3 V/N with a measurement frequency of 500 Hz. The various characteristics such as linearity, hysteresis, repeatability and spectrum analysis are discussed. After calibration, measurements of unknown impact energy and impact force are investigated and results are found to agree well.

Keywords: Arduino, impact energy, impact force, measurement system, PVDF film sensor.

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1896 An Enhance of the Energy Effectiveness of the Convectors Used for Heating or Cooling

Authors: K. Fraňa, M. Müller, F. Lemfeld

Abstract:

The objective of this paper is to present a research study of the convectors that are used for heating or cooling of the living room or industrial halls. The key points are experimental measurement and comprehensive numerical simulation of the flow coming throughout the part of the convector such as heat exchanger, input from the fan etc.. From the obtained results, the components of the convector are optimized in sense to increase thermal power efficiency due to improvement of heat convection or reduction of air drag friction. Both optimized aspects are leading to the more effective service conditions and to energy saving. The significant part of the convector research is a design of the unique measurement laboratory and adopting measure techniques. The new laboratory provides possibility to measure thermal power efficiency and other relevant parameters under specific service conditions of the convectors.

Keywords: Heating, cooling, floor convectors, large eddy simulation, measurement techniques.

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1895 The System for Root Canal Length Measurement Based on Multifrequency Impedance Method

Authors: Zheng Zhang, Xin Chen, Guoqing Ding

Abstract:

Electronic apex locators (EAL) has been widely used clinically for measuring root canal working length with high accuracy, which is crucial for successful endodontic treatment. In order to maintain high accuracy in different measurement environments, this study presented a system for root canal length measurement based on multifrequency impedance method. This measuring system can generate a sweep current with frequencies from 100 Hz to 1 MHz through a direct digital synthesizer. Multiple impedance ratios with different combinations of frequencies were obtained and transmitted by an analog-to-digital converter and several of them with representatives will be selected after data process. The system analyzed the functional relationship between these impedance ratios and the distance between the file and the apex with statistics by measuring plenty of teeth. The position of the apical foramen can be determined by the statistical model using these impedance ratios. The experimental results revealed that the accuracy of the system based on multifrequency impedance ratios method to determine the position of the apical foramen was higher than the dual-frequency impedance ratio method. Besides that, for more complex measurement environments, the performance of the system was more stable.

Keywords: Root canal length, apex locator, multifrequency impedance, sweep frequency.

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1894 Different Ergonomic Exposure Risk and Infrared Thermal Temperature on Low Back

Authors: Sihao Lin, Bo Shen, Xuexiang Dai, Xuyan Xu, Zhenyi Wu, Xianzhe Zeng

Abstract:

Infrared Thermography (IRT) has been little documented in the objective measurement of ergonomic exposure. We aimed to examine the association between different ergonomic exposures and low back skin temperature measured by IRT. A total of 114 subjects among sedentary students, sports students and cleaning workers were selected as different ergonomic exposure levels. Low back skin temperature was measured by IRT before and post ergonomic exposure. Ergonomic exposure was assessed by Quick Exposure Check (QEC) and quantitative scores were calculated on the low back. Multiple regressions were constructed to examine the possible associations between ergonomic risk exposures and the skin temperature over the low back. Compared to the two student groups, clean workers had significantly higher ergonomic exposure scores on the low back. The low back temperature variations were different among the three groups. The temperature decreased significantly among students with ergonomic exposure (P < 0.01), while it increased among cleaning workers. With adjustment of confounding, the post-exposure temperature and the temperature changes after exposure showed a significantly negative association with ergonomic exposure scores. For maximum temperature, one increasing ergonomic score decreased -0.23 °C (95% CI -0.37, -0.10) of temperature after ergonomic exposure over the low back. There was a significant association between ergonomic exposures and infrared thermal temperature over low back. IRT could be used as an objective assessment of ergonomic exposure on the low back.

Keywords: Ergonomic exposure, infrared thermography, musculoskeletal disorders, skin temperature, low back.

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1893 Comparison between Deterministic and Probabilistic Stability Analysis, Featuring Consequent Risk Assessment

Authors: Isabela Moreira Queiroz

Abstract:

Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management. 

Keywords: Probabilistic methods, risk assessment, risk management, slope stability.

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1892 Continuity Planning in Supply Chain Networks: Degrees of Freedom and Application in the Risk Management Process

Authors: Marco Bötel, Tobias Gelau, Wendelin Gross

Abstract:

Supply chain networks are frequently hit by unplanned events which lead to disruptions and cause operational and financial consequences. It is neither possible to avoid disruption risk entirely, nor are network members able to prepare for every possible disruptive event. Therefore a continuity planning should be set up which supports effective operational responses in supply chain networks in times of emergencies. In this research network related degrees of freedom which determine the options for responsive actions are derived from interview data. The findings are further embedded into a common risk management process. The paper provides support for researchers and practitioners to identify the network related options for responsive actions and to determine the need for improving the reaction capabilities.

Keywords: Supply Chain Risk Management, Business Continuity Planning, Degrees of Freedom, Risk Management Process, Mitigation Measures.

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1891 From Risk/Security Analysis via Timespace to a Model of Human Vulnerability and Human Security

Authors: Anders Troedsson

Abstract:

For us humans, risk and insecurity are intimately linked to vulnerabilities - where there is vulnerability, there is potentially risk and insecurity. Reducing vulnerability through compensatory measures means decreasing the likelihood of a certain external event be qualified as a risk/threat/assault, and thus also means increasing the individual’s sense of security. The paper suggests that a meaningful way to approach the study of risk/ insecurity is to organize thinking about the vulnerabilities that external phenomena evoke in humans as perceived by them. Such phenomena are, through a set of given vulnerabilities, potentially translated into perceptions of "insecurity." An ontological discussion about salient timespace characteristics of external phenomena as perceived by humans, including such which potentially can be qualified as risk/threat/assault, leads to the positing of two dimensions which are central for describing what in the paper is called the essence of risk/threat/assault. As is argued, such modeling helps analysis steer free of the subjective factor which is intimately connected to human perception and which mediates between phenomena “out there” potentially identified as risk/threat/assault, and their translation into an experience of security or insecurity. A proposed set of universally given vulnerabilities are scrutinized with the help of the two dimensions, resulting in a modeling effort featuring four realms of vulnerabilities which together represent a dynamic whole. This model in turn informs modeling on human security.

Keywords: Human vulnerabilities, human security, inert-immediate, material-immaterial, timespace.

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1890 Approach of Measuring System Analyses for Automotive Part Manufacturing

Authors: S. Homrossukon, S. Sansureerungsigun

Abstract:

This work aims to introduce an efficient and to standardize the measuring system analyses for automotive industrial. The study started by literature reviewing about the management and analyses measurement system. The approach of measuring system management, then, was constructed. Such approach was validated by collecting the current measuring system data using the equipments of interest including vernier caliper and micrometer. Their accuracy and precision of measurements were analyzed. Finally, the measuring system was improved and evaluated. The study showed that vernier did not meet its measuring characteristics based on the linearity whereas all equipments were lacking of the measuring precision characteristics. Consequently, the causes of measuring variation via the equipments of interest were declared. After the improvement, it was found that their measuring performance could be accepted as the standard required. Finally, the standardized approach for analyzing the measuring system of automotive was concluded.

Keywords: Automotive part manufacturing measurement, measuring accuracy, measuring precision, measurement system analyses.

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1889 Optimal Placement of Phasor Measurement Units Using Gravitational Search Method

Authors: Satyendra Pratap Singh, S. P. Singh

Abstract:

This paper presents a methodology using Gravitational Search Algorithm for optimal placement of Phasor Measurement Units (PMUs) in order to achieve complete observability of the power system. The objective of proposed algorithm is to minimize the total number of PMUs at the power system buses, which in turn minimize installation cost of the PMUs. In this algorithm, the searcher agents are collection of masses which interact with each other using Newton’s laws of gravity and motion. This new Gravitational Search Algorithm based method has been applied to the IEEE 14-bus, IEEE 30-bus and IEEE 118-bus test systems. Case studies reveal optimal number of PMUs with better observability by proposed method.

Keywords: Gravitational Search Algorithm (GSA), Law of Motion, Law of Gravity, Observability, Phasor Measurement Unit.

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1888 FPGA based Relative Distance Measurement using Stereo Vision Technology

Authors: Manasi Pathade, Prachi Kadam, Renuka Kulkarni, Tejas Teredesai

Abstract:

In this paper, we propose a novel concept of relative distance measurement using Stereo Vision Technology and discuss its implementation on a FPGA based real-time image processor. We capture two images using two CCD cameras and compare them. Disparity is calculated for each pixel using a real time dense disparity calculation algorithm. This algorithm is based on the concept of indexed histogram for matching. Disparity being inversely proportional to distance (Proved Later), we can thus get the relative distances of objects in front of the camera. The output is displayed on a TV screen in the form of a depth image (optionally using pseudo colors). This system works in real time on a full PAL frame rate (720 x 576 active pixels @ 25 fps).

Keywords: Stereo Vision, Relative Distance Measurement, Indexed Histogram, Real time FPGA Image Processor

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1887 Risk Management Analysis: An Empirical Study Using Bivariate GARCH

Authors: Chin Wen Cheong

Abstract:

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Keywords: multivariate ARCH, structural change, value at risk.

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1886 Perceived Risks in Business-to-Consumer Online Contracts: An Empirical Study in Saudi Arabia

Authors: Shaya Alshahrani

Abstract:

Perceived risks play a major role in consumer intentions, behaviors, attitudes, and decisions about online shopping in the KSA. This paper investigates the influence of six perceived risk dimensions on Saudi consumers: product risk, information risk, financial risk, privacy and security risk, delivery risk, and terms and conditions risk empirically. To ensure the success of this study, a random survey was distributed to reflect the consumers’ perceived risk and to enable the generalization of the results. Data were collected from 323 respondents in the Kingdom of Saudi Arabia (KSA): 50 who had never shopped online and 273 who had done so. The results indicated that all six risks influenced the respondents’ perceptions of online shopping. The non-online shoppers perceived financial and delivery risks as the most significant barriers to online shopping. This was followed closely by performance, information, and privacy and security risks. Terms and conditions were perceived as less significant. The online consumers considered delivery and performance risks to be the most significant influences on internet shopping. This was followed closely by information and terms and conditions. Financial and privacy and security risks were perceived as less significant. This paper argues that introducing adequate legal solutions to addressing related problems arising from this study is an urgent need. This may enhance consumer trust in the KSA online market, increase consumers’ intentions regarding online shopping, and improve consumer protection.

Keywords: Perceived risk, consumer protection, online shopping, Saudi Arabia, online contracts, e-commerce.

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1885 Radar Hydrology: New Z/R Relationships for Klang River Basin Malaysia based on Rainfall Classification

Authors: R. Suzana, T. Wardah, A.B. Sahol Hamid

Abstract:

The use of radar in Quantitative Precipitation Estimation (QPE) for radar-rainfall measurement is significantly beneficial. Radar has advantages in terms of high spatial and temporal condition in rainfall measurement and also forecasting. In Malaysia, radar application in QPE is still new and needs to be explored. This paper focuses on the Z/R derivation works of radarrainfall estimation based on rainfall classification. The works developed new Z/R relationships for Klang River Basin in Selangor area for three different general classes of rain events, namely low (<10mm/hr), moderate (>10mm/hr, <30mm/hr) and heavy (>30mm/hr) and also on more specific rain types during monsoon seasons. Looking at the high potential of Doppler radar in QPE, the newly formulated Z/R equations will be useful in improving the measurement of rainfall for any hydrological application, especially for flood forecasting.

Keywords: Radar, Quantitative Precipitation Estimation, Z/R development, flood forecasting

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1884 Risk Management in Islamic Banks: A Case Study of the Faisal Islamic Bank of Egypt

Authors: Mohamed Saad Ahmed Hussien

Abstract:

This paper discusses the risk management in Islamic banks and aims to determine the difference in the practices and methods of risk management in those banks compared to the conventional banks, and to make a case study of the biggest Islamic bank in Egypt (Faisal Islamic Bank of Egypt) to identify the most important financial risks faced and how to manage those risks. It was found that Islamic banks face two types of risks. The first type is similar to the risks in conventional banks; the second type is the additional risks which facing the Islamic banks only as a result of some Islamic modes of financing. With regard to the risk management, Islamic banks such as conventional banks applied the regulatory rules issued by the Central Banks and the Basel Committee; Islamic banks also applied the instructions and procedures issued by the Islamic Financial Services Board (IFSB). Also, Islamic banks are similar to the conventional banks in the practices and methods which they use to manage the risks. And there are some factors that may affect the risk management in Islamic banks, such as the size of the bank and the efficiency of the administration and the staff of the bank.

Keywords: Conventional banks, Faisal Islamic Bank of Egypt, Islamic banks, risk management.

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1883 Spatial Correlation of Channel State Information in Real LoRa Measurement

Authors: Ahmed Abdelghany, Bernard Uguen, Christophe Moy, Dominique Lemur

Abstract:

The Internet of Things (IoT) is developed to ensure monitoring and connectivity within different applications. Thus, it is critical to study the channel propagation characteristics in Low Power Wide Area Network (LPWAN), especially LoRaWAN. In this paper, an in-depth investigation of the reciprocity between the uplink and downlink Channel State Information (CSI) is done by performing an outdoor measurement campaign in the area of Campus Beaulieu in Rennes. At each different location, the CSI reciprocity is quantified using the Pearson Correlation Coefficient (PCC) which shows a very high linear correlation between the uplink and downlink CSI. This reciprocity feature could be utilized for the physical layer security between the node and the gateway. On the other hand, most of the CSI shapes from different locations are highly uncorrelated with each other. Hence, it can be anticipated that this could achieve significant localization gain by utilizing the frequency hopping in the LoRa systems to get access to a wider band.

Keywords: IoT, LPWAN, LoRa, RSSI, effective signal power, onsite measurement, smart city, channel reciprocity.

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1882 Determination of the Bank's Customer Risk Profile: Data Mining Applications

Authors: Taner Ersoz, Filiz Ersoz, Seyma Ozbilge

Abstract:

In this study, the clients who applied to a bank branch for loan were analyzed through data mining. The study was composed of the information such as amounts of loans received by personal and SME clients working with the bank branch, installment numbers, number of delays in loan installments, payments available in other banks and number of banks to which they are in debt between 2010 and 2013. The client risk profile was examined through Classification and Regression Tree (CART) analysis, one of the decision tree classification methods. At the end of the study, 5 different types of customers have been determined on the decision tree. The classification of these types of customers has been created with the rating of those posing a risk for the bank branch and the customers have been classified according to the risk ratings.

Keywords: Client classification, loan suitability, risk rating, CART analysis, decision tree.

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1881 Swine Flu Transmission Model in Risk and Non-Risk Human Population

Authors: P. Pongsumpun

Abstract:

The Swine flu outbreak in humans is due to a new strain of influenza A virus subtype H1N1 that derives in part from human influenza, avian influenza, and two separated strains of swine influenza. It can be transmitted from human to human. A mathematical model for the transmission of Swine flu is developed in which the human populations are divided into two classes, the risk and non-risk human classes. Each class is separated into susceptible, exposed, infectious, quarantine and recovered sub-classes. In this paper, we formulate the dynamical model of Swine flu transmission and the repetitive contacts between the people are also considered. We analyze the behavior for the transmission of this disease. The Threshold condition of this disease is found and numerical results are shown to confirm our theoretical predictions.

Keywords: Mathematical model, Steady state, Swine flu, threshold condition.

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1880 Underwriting Risks as Determinants of Insurance Cycles: Case of Croatia

Authors: D. Jakovčević, M. Mihelja Žaja

Abstract:

The purpose of this paper is to analyze the influence and relative share of underwriting risks in explaining the variation in insurance cycles in subsequent periods. Through the insurance contracts they underwrite, insurance companies assume risks. Underwriting risks include pricing risk, reserve risk, reinsurance risk and occurrence risk. These risks pose major risks for property and liability insurers, and therefore their impact on the insurance cycle is important. The main goal of this paper is to determine the relative proportion of underwriting risks in explaining the variation of insurance cycle. In order to fulfill the main goal of the paper vector autoregressive model, VAR, will be applied.

Keywords: Insurance cycle, insurance risks, combined ratio, Republic of Croatia.

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1879 Direct Measurement of Electromagnetic Thrust of Electrodeless Helicon Plasma Thruster Using Magnetic Nozzle

Authors: Takahiro Nakamura, Kenji Takahashi, Hiroyuki Nishida, Shunjiro Shinohara, Takeshi Matsuoka, Ikkoh Funaki, Takao Tanikawa, Tohru Hada

Abstract:

In order to realize long-lived electric propulsion systems, we have been investigating an electrodeless plasma thruster. In our concept, a helicon plasma is accelerated by the magnetic nozzle for the thrusts production. In addition, the electromagnetic thrust can be enhanced by the additional radio-frequency rotating electric field (REF) power in the magnetic nozzle. In this study, a direct measurement of the electromagnetic thrust and a probe measurement have been conducted using a laboratory model of the thruster under the condition without the REF power input. Fromthrust measurement, it is shown that the thruster produces a sub-milli-newton order electromagnetic thrust force without the additional REF power. The thrust force and the density jump are observed due to the discharge mode transition from the inductive coupled plasma to the helicon wave excited plasma. The thermal thrust is theoretically estimated, and the total thrust force, which is a sum of the electromagnetic and the thermal thrust force and specific impulse are calculated to be up to 650 μN (plasma production power of 400 W, Ar gas mass flow rate of 1.0 mg/s) and 210 s (plasma production power of 400 W, Ar gas mass flow rate of 0.2 mg/s), respectively.

Keywords: Electric propulsion, Helicon plasma, Lissajous acceleration, Thrust stand.

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