Search results for: Factor Analysis.

Authors: Tang Wei, Yang Xiaofeng, Gui Yewei, Du Yanxia

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Complex lifting entry was selected for precise landing performance during the Mars Science Laboratory entry. This study aims to develop the three-dimensional numerical method for precise computation and the surface panel method for rapid engineering prediction. Detailed flow field analysis for Mars exploration mission was performed by carrying on a series of fully three-dimensional Navier-Stokes computations. The static aerodynamic performance was then discussed, including the surface pressure, lift and drag coefficient, lift-to-drag ratio with the numerical and engineering method. Computation results shown that the shock layer is thin because of lower effective specific heat ratio, and that calculated results from both methods agree well with each other, and is consistent with the reference data. Aerodynamic performance analysis shows that CG location determines trim characteristics and pitch stability, and certain radially and axially shift of the CG location can alter the capsule lifting entry performance, which is of vital significance for the aerodynamic configuration design and inner instrument layout of the Mars entry capsule.

Keywords: Mars entry capsule, static aerodynamics, computational fluid dynamics, hypersonic.

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Authors: Jung-Lo Park, Sung-Sik Kim, Sun-Young Choi, Ju-Hyung Kim, Jae-Jun Kim

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Sub-prime mortgage crisis which began in the US is regarded as the most economic crisis since the Great Depression in the early 20th century. Especially, hidden problems on efficient operation of a business were disclosed at a time and many financial institutions went bankrupt and filed for court receivership. The collapses of physical market lead to bankruptcy of manufacturing and construction businesses. This study is to analyze dynamic efficiency of construction businesses during the five years at the turn of the global financial crisis. By discovering the trend and stability of efficiency of a construction business, this study-s objective is to improve management efficiency of a construction business in the ever-changing construction market. Variables were selected by analyzing corporate information on top 20 construction businesses in Korea and analyzed for static efficiency in 2008 and dynamic efficiency between 2006 and 2010. Unlike other studies, this study succeeded in deducing efficiency trend and stability of a construction business for five years by using the DEA/Window model. Using the analysis result, efficient and inefficient companies could be figured out. In addition, relative efficiency among DMU was measured by comparing the relationship between input and output variables of construction businesses. This study can be used as a literature to improve management efficiency for companies with low efficiency based on efficiency analysis of construction businesses.

Keywords: Construction Company, DEA, DEA/Window, Efficiency Analysis

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Authors: Shaila Ahmed, Raghu Prasad Rao Metpally, Sreedhara Sangadala, Boojala Vijay B Reddy

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Bone growth factors, such as Bone Morphogenic Protein-2 (BMP-2) have been approved by the FDA to replace grafting for some surgical interventions, but the high dose requirement limits its use in patients. Noggin, an extracellular protein, blocks the effect of BMP-2 by binding to BMP. Preventing the BMP-2/noggin interaction will help increase the free concentration of BMP-2 and therefore should enhance its efficacy to induce bone formation. The work presented here involves computational design of novel small molecule inhibitory agents of BMP-2/noggin interaction, based on our current understanding of BMP-2, and its known putative ligands (receptors and antagonists). A successful acquisition of such an inhibitory agent of BMP-2/noggin interaction would allow clinicians to reduce the dose required of BMP-2 protein in clinical applications to promote osteogenesis. The available crystal structures of the BMPs, its receptors, and the binding partner noggin were analyzed to identify the critical residues involved in their interaction. In presenting this study, LUDI de novo design method was utilized to perform virtual screening of a large number of compounds from a commercially available library against the binding sites of noggin to identify the lead chemical compounds that could potentially block BMP-noggin interaction with a high specificity.

Keywords: Transforming growth factor-beta, Bone morphogenic proteins, Noggin, LUDI de novo design method, CAP small molecules.

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Authors: Alka Obadić

Abstract:

The research concentrates on the role of tourism in generating female employment and on impact of gender discrimination in tourism sector. Unfortunately, in many countries there are still some barriers to the inclusion of women at all hierarchical levels of tourism labor market. Research analysis focuses on EU countries where tourism is a main employer of women. The analysis shows that women represent over third persons employed in the non-financial business economy and almost two thirds in core tourism activities. Women's gross hourly earnings in accommodation and food services were below those of men in the European Union and only countries who recorded increase of gender pay gap from the beginning of crisis are Bulgaria and Croatia. Women in tourism industry are still overrepresented in lower status jobs with fewer opportunities for career progression and are often treated unequally.

Keywords: Employment, gender discrimination, tourism, women’s participation.

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Authors: Jatinderkumar R. Saini, Apurva A. Desai

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In recent times, the problem of Unsolicited Bulk Email (UBE) or commonly known as Spam Email, has increased at a tremendous growth rate. We present an analysis of survey based on classifications of UBE in various research works. There are many research instances for classification between spam and non-spam emails but very few research instances are available for classification of spam emails, per se. This paper does not intend to assert some UBE classification to be better than the others nor does it propose any new classification but it bemoans the lack of harmony on number and definition of categories proposed by different researchers. The paper also elaborates on factors like intent of spammer, content of UBE and ambiguity in different categories as proposed in related research works of classifications of UBE.

Keywords: E-mail, Scams, Spam Email, Unsolicited Bulk Email(UBE)

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Authors: Jacqueline R. T. Alipo-on, Francesca I. F. Escobar, Myles J. T. Tan, Hezerul Abdul Karim, Nouar AlDahoul

Abstract:

Electrocardiogram (ECG) signal analysis and processing are crucial in the diagnosis of cardiovascular diseases which are considered as one of the leading causes of mortality worldwide. However, the traditional rule-based analysis of large volumes of ECG data is time-consuming, labor-intensive, and prone to human errors. With the advancement of the programming paradigm, algorithms such as machine learning have been increasingly used to perform an analysis on the ECG signals. In this paper, various deep learning algorithms were adapted to classify five classes of heart beat types. The dataset used in this work is the synthetic MIT-Beth Israel Hospital (MIT-BIH) Arrhythmia dataset produced from generative adversarial networks (GANs). Various deep learning models such as ResNet-50 convolutional neural network (CNN), 1-D CNN, and long short-term memory (LSTM) were evaluated and compared. ResNet-50 was found to outperform other models in terms of recall and F1 score using a five-fold average score of 98.88% and 98.87%, respectively. 1-D CNN, on the other hand, was found to have the highest average precision of 98.93%.

Keywords: Heartbeat classification, convolutional neural network, electrocardiogram signals, ECG signals, generative adversarial networks, long short-term memory, LSTM, ResNet-50.

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Authors: H. López-Moreno, A. Rodríguez-Sánchez, C. Viñas-Arrebola, C. Porras-Amores

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The ventilated façade has great advantages when compared to traditional façades as it reduces the air conditioning thermal loads due to the stack effect induced by solar radiation in the air chamber. Optimizing energy consumption by using a ventilated façade can be used not only in newly built buildings but also it can be implemented in existing buildings, opening the field of implementation to energy building retrofitting works. In this sense, the following three prototypes of façade where designed, built and further analyzed in this research: non-ventilated façade (NVF); slightly ventilated façade (SLVF) and strongly ventilated façade (STVF). The construction characteristics of the three facades are based on the Spanish regulation of building construction “Technical Building Code”. The façades have been monitored by type-k thermocouples in a representative day of the summer season in Madrid (Spain). Moreover, an analysis of variance (ANOVA) with repeated measures, studying the thermal lag in the ventilated and no-ventilated façades has been designed. Results show that STVF façade presents higher levels of thermal inertia as the thermal lag reduces up to 17% (daily mean) compared to the non-ventilated façade. In addition, the statistical analysis proves that an increase of the ventilation holes size in STVF façades can improve the thermal lag significantly (p >0.05) when compared to the SLVF façade.

Keywords: Energy efficiency, experimental study, statistical analysis, thermal behavior, ventilated façade.

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Authors: Ming-Wen Hsu, Yaw-Kuang Chen, Che-Ming Chiang, Shin-Ku Lee

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This research explores visitor-s expectations of service quality in intelligent living space showroom – Living 3.0 in Taiwan. Based on the five dimensions of PZB service quality, a specialist questionnaire is utilized to establish a complete service quality evaluation framework for Living 3.0. In this research, analysis hierarchy process (AHP) is applied to find the relative weights among the criteria. Finally, the service quality evaluation framework and evaluation results can be used as a guide for Living 3.0 proprietors to review, improve, and enhance service planning and service qualities in the future.

Keywords: Analysis Hierarchy Process (AHP), Service quality, Intelligent living space.

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Authors: Abhishek Soni, Bhagat Singh

Abstract:

Perfect restoration of fractured distal femur has been a challenging task for the medical practitioners. In the present study, model of a fractured bone has been created using the scan data of the damaged bone. Thereafter, customized implant of Stainless Steel (SS-316L) for this fractured femur bone is modeled using the reverse engineering approach. Clinical set-up is prepared by assembling all the models together. Stress and deformation analysis of this clinical set-up has been performed in order to check the load bearing capacity and intactness of the joint. From this analysis, it has been inferred that the stresses and deformation developed due to the static load of the person is within the permissible limits.

Keywords: Biomechanical evaluations, customized implant, reverse engineering, stainless steel alloy.

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Authors: Sanjay Baburao Kulkarni

Abstract:

Exact solution of an unsteady flow of elastico-viscous fluid through a porous media in a tube of ellipsoidal cross section under the influence of constant pressure gradient has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of ellipsoidal cross section by taking into account of the porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K) and elastico-viscosity parameter (β), which depends on the Non-Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter and the porosity parameter of the bounding surface has significant effect on the velocity parameter.

Keywords: Elastico-viscous fluid, Ellipsoidal cross-section, Porous media, Second order fluids.

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Authors: N. Akhavan, Sh. Tavousi Tafreshi, A. Ghasemi

Abstract:

Seismic behavior of irregular structures through the past decades indicate that the stated buildings do not have appropriate performance. Among these subjects, the current paper has investigated the behavior of special steel moment frame with different configuration of soft storey vertically. The analyzing procedure has been evaluated with respect to incremental dynamic analysis (IDA), and numeric process was carried out by OpenSees finite element analysis package. To this end, nine 2D steel frames, with different numbers of stories and irregularity positions, which were subjected to seven pairs of ground motion records orthogonally with respect to Ibarra-Krawinkler deterioration model, have been investigated. This paper aims at evaluating the response of two-dimensional buildings incorporating soft storey which subjected to bi-directional seismic excitation. The IDAs were implemented for different stages of PGA with various ground motion records, in order to determine maximum inter-storey drift ratio. According to statistical elements and fracture range (standard deviation), the vulnerability or exceedance from above-mentioned cases has been examined. For this reason, fragility curves for different placement of soft storey in the first, middle and the last floor for 4, 8, and 16 storey buildings have been generated and compared properly.

Keywords: Special steel moment frame, soft storey, incremental dynamic analysis, fragility curve.

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Authors: P.J. Du Toit, P. Janse Van Vuuren , S. Le Roux , E. Henning, M. Kleynhans, H.C. Terblanche, D. Crafford, C. Grobbelaar, P.S. Wood, C.C. Grant, L. Fletcher

Abstract:

Introduction: Visual performance is an important factor in sport excellence. Visual involvement in a sport varies according to environmental demands associated with that sport. These environmental demands are matched by a task specific motor response. The purpose of this study was to determine if sport specific exercises will improve the visual performance of male rugby players, in order to achieve maximal results on the sports field. Materials & Methods: Twenty six adult male rugby players, aged 16-22, were chosen as subjects. In order to evaluate the effect of sport specific exercises on visual skills, a pre-test - post-test experimental group design was adopted for the study. Results: Significant differences (p≤0.05) were seen in the focussing, tracking, vergence, sequencing, eye-hand coordination and visualisation components Discussion & Conclusions: Sport specific exercises improved visual skills in rugby players which may provide them with an advantage over their opponents. This study suggests that these training programs and participation in regular on-line EyeDrills sports vision exercises (www.eyedrills.co.za) aimed at improving the athlete-s visual coordination, concentration, focus, hand-eye co-ordination, anticipation and motor response should be incorpotated in the rugby players exercise regime.

Keywords: Rugby players, sport specific exercises, visual skills.

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Authors: Gi-Ryun Park, Gye-Wan Moon, Dong-Hoon Yang

Abstract:

This study aims to explore the positive effects of self-leadership and innovative behavior that'd been proven in the existing researches proactively and understand the regulation effects of smartphone addiction which has recently become an issue in Korea. This study conducted a convenient sampling of college students attending the four colleges located at Daegu. A total of 210 questionnaires in 5-point Likert scale were distributed to college students. Among which, a total of 200 questionnaires were collected for our final analysis data. Both correlation analysis and regression analysis were carried out to verify those questionnaires through SPSS 20.0. As a result, college students' self-leadership had a significantly positive impact on innovative behavior (B= .210, P= .003). In addition, it is found that the relationship between self-leadership and innovative behavior can be adjusted depending on the degree of smartphone addiction in college students (B= .264, P= .000). This study could first understand the negative effects of smartphone addiction and find that if students' self-leadership is improved in terms of self-management and unnecessary use of smartphone is controlled properly, innovative behavior can be improved. In addition, this study is significant in that it attempts to identify a new impact of smartphone addiction with the recent environmental changes, unlike the existing researches that'd been carried out from the perspective of organizational behavior theory.

Keywords: Innovative Behavior, Revolutionary Behavior, Self-leadership, Smartphone Addiction.

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Authors: Gitanjali Devi, Kandarpa Kumar Sarma, Pranayee Datta, Anjana Kakoti Mahanta

Abstract:

Cosmic showers, from their places of origin in space, after entering earth generate secondary particles called Extensive Air Shower (EAS). Detection and analysis of EAS and similar High Energy Particle Showers involve a plethora of experimental setups with certain constraints for which soft-computational tools like Artificial Neural Network (ANN)s can be adopted. The optimality of ANN classifiers can be enhanced further by the use of Multiple Classifier System (MCS) and certain data - dimension reduction techniques. This work describes the performance of certain data dimension reduction techniques like Principal Component Analysis (PCA), Independent Component Analysis (ICA) and Self Organizing Map (SOM) approximators for application with an MCS formed using Multi Layer Perceptron (MLP), Recurrent Neural Network (RNN) and Probabilistic Neural Network (PNN). The data inputs are obtained from an array of detectors placed in a circular arrangement resembling a practical detector grid which have a higher dimension and greater correlation among themselves. The PCA, ICA and SOM blocks reduce the correlation and generate a form suitable for real time practical applications for prediction of primary energy and location of EAS from density values captured using detectors in a circular grid.

Keywords: EAS, Shower, Core, ANN, Location.

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Authors: Gomaa N. Abdel-Rahman, Nadia R. A. Nassar, Yehia A. Heikal, Mahmoud A. M. Abou-Donia, Mohamed B. M. Ahmed, Mohamed Fadel

Abstract:

Storage stability is the important factor of baker's yeast quality. Effect of the storage period (fifteen days) on storage sugars and cell viability of baker's yeast, produced from three S. cerevisiae strains (FC-620, FH-620, and FAT-12) as comparison with baker's yeast produced by S. cerevisae F-707 (original strain of baker's yeast factory) were investigated. Studied trehalose and glycogen content ranged from 10.19 to 14.79 % and from 10.05 to 10.69 % (d.w.), respectively before storage. The trehalose and glycogen content of all strains was decreased by increasing the storage period with no significant differences between the reduction rates of trehalose. Meanwhile, reduction rates of glycogen had significant differences between different strains, where the FH-620 and FC-620 strains had lowest rates as 18.12 and 20.70 %, respectively. Also, total viable cells and gassing power of all strains were decreased by increasing the storage period. FH-620 and FC-620 strains had the lowest values of reduction rates as an indicator of storage resistant. Where the reduction rates in total viable cells of FH-620 and FC-620 strains were 22.05 and 24.70%, respectively, while the reduction rates of gassing power were 20.90 and 24.30%, in the same order. On other hand, FAT-12 strain was more sensitive to storage as compared to original strain, where the reduction rates were 35.60 and 35.75%, respectively for total viable cells and gassing power.

Keywords: Baker’s yeast, trehalose, glycogen, gassing power.

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Authors: Seddeq E. Ghrare, Salahaddin M. Shreef

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Medical image modalities such as computed tomography (CT), magnetic resonance imaging (MRI), ultrasound (US), X-ray are adapted to diagnose disease. These modalities provide flexible means of reviewing anatomical cross-sections and physiological state in different parts of the human body. The raw medical images have a huge file size and need large storage requirements. So it should be such a way to reduce the size of those image files to be valid for telemedicine applications. Thus the image compression is a key factor to reduce the bit rate for transmission or storage while maintaining an acceptable reproduction quality, but it is natural to rise the question of how much an image can be compressed and still preserve sufficient information for a given clinical application. Many techniques for achieving data compression have been introduced. In this study, three different MRI modalities which are Brain, Spine and Knee have been compressed and reconstructed using wavelet transform. Subjective and objective evaluation has been done to investigate the clinical information quality of the compressed images. For the objective evaluation, the results show that the PSNR which indicates the quality of the reconstructed image is ranging from (21.95 dB to 30.80 dB, 27.25 dB to 35.75 dB, and 26.93 dB to 34.93 dB) for Brain, Spine, and Knee respectively. For the subjective evaluation test, the results show that the compression ratio of 40:1 was acceptable for brain image, whereas for spine and knee images 50:1 was acceptable.

Keywords: Medical Image, Magnetic Resonance Imaging, Image Compression, Discrete Wavelet Transform, Telemedicine.

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Authors: Hanaa T. El-Madany, Faten H. Fahmy, Ninet M. A. El-Rahman, Hassen T. Dorrah

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Designing and implementing intelligent systems has become a crucial factor for the innovation and development of better products of space technologies. A neural network is a parallel system, capable of resolving paradigms that linear computing cannot. Field programmable gate array (FPGA) is a digital device that owns reprogrammable properties and robust flexibility. For the neural network based instrument prototype in real time application, conventional specific VLSI neural chip design suffers the limitation in time and cost. With low precision artificial neural network design, FPGAs have higher speed and smaller size for real time application than the VLSI and DSP chips. So, many researchers have made great efforts on the realization of neural network (NN) using FPGA technique. In this paper, an introduction of ANN and FPGA technique are briefly shown. Also, Hardware Description Language (VHDL) code has been proposed to implement ANNs as well as to present simulation results with floating point arithmetic. Synthesis results for ANN controller are developed using Precision RTL. Proposed VHDL implementation creates a flexible, fast method and high degree of parallelism for implementing ANN. The implementation of multi-layer NN using lookup table LUT reduces the resource utilization for implementation and time for execution.

Keywords: Spacecraft, neural network, FPGA, VHDL.

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Authors: Minsoo Lee, Yun-mi Kim, Yearn Jeong Kim, Yoon-kyung Lee, Hyejung Yoon

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Biological data has several characteristics that strongly differentiate it from typical business data. It is much more complex, usually large in size, and continuously changes. Until recently business data has been the main target for discovering trends, patterns or future expectations. However, with the recent rise in biotechnology, the powerful technology that was used for analyzing business data is now being applied to biological data. With the advanced technology at hand, the main trend in biological research is rapidly changing from structural DNA analysis to understanding cellular functions of the DNA sequences. DNA chips are now being used to perform experiments and DNA analysis processes are being used by researchers. Clustering is one of the important processes used for grouping together similar entities. There are many clustering algorithms such as hierarchical clustering, self-organizing maps, K-means clustering and so on. In this paper, we propose a clustering algorithm that imitates the ecosystem taking into account the features of biological data. We implemented the system using an Ant-Colony clustering algorithm. The system decides the number of clusters automatically. The system processes the input biological data, runs the Ant-Colony algorithm, draws the Topic Map, assigns clusters to the genes and displays the output. We tested the algorithm with a test data of 100 to1000 genes and 24 samples and show promising results for applying this algorithm to clustering DNA chip data.

Keywords: Ant colony system, biological data, clustering, DNA chip.

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Authors: A. Danbaba

Abstract:

Samurai Sudoku consists of five Sudoku square designs each having nine treatments in each row (column or sub-block) only once such the five Sudoku designs overlaps. Two or more Samurai designs can be joint together to give an extended Samurai design. In addition, two Samurai designs, each containing five Sudoku square designs, are mutually orthogonal (Graeco). If we superimpose two Samurai designs and obtained a pair of Latin and Greek letters in each row (column or sub-block) of the five Sudoku designs only once, then we have Graeco Samurai design. In this paper, simple method of constructing Samurai designs and mutually orthogonal Samurai design are proposed. In addition, linear models and methods of data analysis for the designs are proposed.

Keywords: Samurai design, Graeco samurai design, sudoku design, row or column swap.

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Authors: Chih-Hao Chen, Hsing-Chung Lee, Qingdong Ling, Hsiao-Jung Chen, Sun-Chong Wang, Li-Ching Wu, H.C. Lee

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Segmentation, filtering out of measurement errors and identification of breakpoints are integral parts of any analysis of microarray data for the detection of copy number variation (CNV). Existing algorithms designed for these tasks have had some successes in the past, but they tend to be O(N2) in either computation time or memory requirement, or both, and the rapid advance of microarray resolution has practically rendered such algorithms useless. Here we propose an algorithm, SAD, that is much faster and much less thirsty for memory – O(N) in both computation time and memory requirement -- and offers higher accuracy. The two key ingredients of SAD are the fundamental assumption in statistics that measurement errors are normally distributed and the mathematical relation that the product of two Gaussians is another Gaussian (function). We have produced a computer program for analyzing CNV based on SAD. In addition to being fast and small it offers two important features: quantitative statistics for predictions and, with only two user-decided parameters, ease of use. Its speed shows little dependence on genomic profile. Running on an average modern computer, it completes CNV analyses for a 262 thousand-probe array in ~1 second and a 1.8 million-probe array in 9 seconds

Keywords: Cancer, pathogenesis, chromosomal aberration, copy number variation, segmentation analysis.

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Authors: Rita U. Onolemhemhen, Saheed L. Bello, Akin P. Iwayemi

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The effectiveness of energy demand policy depends on identifying the key drivers of energy demand both in the short-run and the long-run. This paper examines the influence of regional differences on the link between energy demand and other explanatory variables for Nigeria, China and USA using the Vector Error Correction Model (VECM) approach. This study employed annual time series data on energy consumption (ED), real gross domestic product (GDP) per capita (RGDP), real energy prices (P) and urbanization (N) for a thirty-six-year sample period. The utilized time-series data are sourced from World Bank’s World Development Indicators (WDI, 2016) and US Energy Information Administration (EIA). Results from the study, shows that all the independent variables (income, urbanization, and price) substantially affect the long-run energy consumption in Nigeria, USA and China, whereas, income has no significant effect on short-run energy demand in USA and Nigeria. In addition, the long-run effect of urbanization is relatively stronger in China. Urbanization is a key factor in energy demand, it therefore recommended that more attention should be given to the development of rural communities to reduce the inflow of migrants into urban communities which causes the increase in energy demand and energy excesses should be penalized while energy management should be incentivized.

Keywords: Economic growth, energy demand, income, real GDP, urbanization, VECM.

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Authors: Elsayed A. Habib Elamir

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In social network analysis the mean nodal degree and density of the graph can be considered as a measure of the activity of all actors in the network and this is an important property of a graph and for making comparisons among networks. Since subjects in a family or organization are subject to common environment factors, it is prime interest to study the association between responses. Therefore, we study the distribution of the mean nodal degree and density of the graph under correlated binary units. The cross product ratio is used to capture the intra-units association among subjects. Computer program and an application are given to show the benefits of the method.

Keywords: Correlated Binary data, cross product ratio, densityof the graph, multiplicative binomial distribution.

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Authors: Tarek Fatouh, Chehab Elbelehy, Alaa Abdelsalam, Eman Elakkad, Alaa Abdelshafie

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This paper aims to explore the possibility of time compression in Engineer to Order production networks. A case study research method is used in a Norwegian shipbuilding project by implementing a value stream mapping lean tool with total cycle time as a unit of analysis. The analysis resulted in demonstrating the time deviations for the planned tasks in one of the processes in the shipbuilding project. So, authors developed a future state map by removing time wastes from value stream process.

Keywords: Engineer to order, total cycle time, value stream mapping, shipbuilding.

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Authors: Carol Anne Hargreaves

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A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market.

Keywords: Machine learning, stock market trading, logistic principal component analysis, automated stock investment system.

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Authors: Atousa Khodadadyan, Gabe Mythen, Hirbod Assa, Beverley Bishop

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Risk assessment and the knowledge provided through this process is a crucial part of any decision-making process in the management of risks and uncertainties. Failure in assessment of risks can cause inadequacy in the entire process of risk management, which in turn can lead to failure in achieving organisational objectives as well as having significant damaging consequences on populations affected by the potential risks being assessed. The choice of tools and techniques in risk assessment can influence the degree and scope of decision-making and subsequently the risk response strategy. There are various available qualitative and quantitative tools and techniques that are deployed within the broad process of risk assessment. The sheer diversity of tools and techniques available to practitioners makes it difficult for organisations to consistently employ the most appropriate methods. This tools and techniques adaptation is rendered more difficult in public risk regulation organisations due to the sensitive and complex nature of their activities. This is particularly the case in areas relating to the environment, food, and human health and safety, when organisational goals are tied up with societal, political and individuals’ goals at national and international levels. Hence, recognising, analysing and evaluating different decision support tools and techniques employed in assessing risks in public risk management organisations was considered. This research is part of a mixed method study which aimed to examine the perception of risk assessment and the extent to which organisations practise risk assessment’ tools and techniques. The study adopted a semi-structured questionnaire with qualitative and quantitative data analysis to include a range of public risk regulation organisations from the UK, Germany, France, Belgium and the Netherlands. The results indicated the public risk management organisations mainly use diverse tools and techniques in the risk assessment process. The primary hazard analysis; brainstorming; hazard analysis and critical control points were described as the most practiced risk identification techniques. Within qualitative and quantitative risk analysis, the participants named the expert judgement, risk probability and impact assessment, sensitivity analysis and data gathering and representation as the most practised techniques.

Keywords: Decision-making, public risk management organisations, risk assessment, tools and techniques.

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Authors: I. Erins, J. Erina

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The aim of this article is to assess the existing business models used by the banks operating in the CEE countries in the time period from 2006 till 2011. In order to obtain research results, the authors performed qualitative analysis of the scientific literature on bank business models, which have been grouped into clusters that consist of such components as: 1) capital and reserves; 2) assets; 3) deposits, and 4) loans. In their turn, bank business models have been developed based on the types of core activities of the banks, and have been divided into four groups: Wholesale, Investment, Retail and Universal Banks. Descriptive statistics have been used to analyse the models, determining mean, minimal and maximal values of constituent cluster components, as well as standard deviation. The analysis of the data is based on such bank variable indices as Return on Assets (ROA) and Return on Equity (ROE).

Keywords: Banks, Business model, CEE, ROA, ROE.

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Authors: Hossein Mohammadpour, Rahman Dashti

Abstract:

Power transformers are among the most important and expensive equipments in the electric power systems. Consequently the transformer protection is an essential part of the system protection. This paper presents a new method for locating transformer winding faults such as turn-to-turn, turn-to-core, turn-totransformer body, turn-to-earth, and high voltage winding to low voltage winding. In this study the current and voltage signals of input and output terminals of the transformer are measured, which the Fourier transform of measured signals and harmonic analysis determine the fault's location.

Keywords: turn-to-turn faults, short circuit, Fourier transform, harmonic analysis.

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Authors: Rodolfo Lorbieski, Silvia Modesto Nassar

Abstract:

Many supervised machine learning tasks require decision making across numerous different classes. Multi-class classification has several applications, such as face recognition, text recognition and medical diagnostics. The objective of this article is to analyze an adapted method of Stacking in multi-class problems, which combines ensembles within the ensemble itself. For this purpose, a training similar to Stacking was used, but with three levels, where the final decision-maker (level 2) performs its training by combining outputs from the tree-based pair of meta-classifiers (level 1) from Bayesian families. These are in turn trained by pairs of base classifiers (level 0) of the same family. This strategy seeks to promote diversity among the ensembles forming the meta-classifier level 2. Three performance measures were used: (1) accuracy, (2) area under the ROC curve, and (3) time for three factors: (a) datasets, (b) experiments and (c) levels. To compare the factors, ANOVA three-way test was executed for each performance measure, considering 5 datasets by 25 experiments by 3 levels. A triple interaction between factors was observed only in time. The accuracy and area under the ROC curve presented similar results, showing a double interaction between level and experiment, as well as for the dataset factor. It was concluded that level 2 had an average performance above the other levels and that the proposed method is especially efficient for multi-class problems when compared to binary problems.

Keywords: Stacking, multi-layers, ensemble, multi-class.

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of exponential stability analysis for uncertain neural networks with discrete and distributed time-varying delays. Together with a suitable augmented Lyapunov Krasovskii function, zero equalities, reciprocally convex approach and a novel sufficient condition to guarantee the exponential stability of the considered system. The several exponential stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Exponential stability, Uncertain Neural networks, LMI approach, Lyapunov-Krasovskii function, Time-varying.

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Authors: V. C. Sathish Gandhi, R. Kumaravelan, S. Ramesh, M. Venkatesan, M. Ponraj

Abstract:

Each year nearly nine hundred persons die in head injuries and over fifty thousand persons are severely injured due to non wearing of helmets. In motor cycle accidents, the human head is exposed to heavy impact loading against natural protection. In this work, an attempt has been made for analyzing the helmet with all the standard data. The simulation software ‘ANSYS’ is used to analyze the helmet with different conditions such as bottom fixed-load on top surface, bottom fixed -load on top line, side fixed –load on opposite surface, side fixed-load on opposite line and dynamic analysis. The maximum force of 19.5 kN is applied on the helmet to study the model in static and dynamic conditions. The simulation has been carried out for the static condition for the parameters like total deformation, strain energy, von-Mises stress for different cases. The dynamic analysis has been performed for the parameter like total deformation and equivalent elastic strain. The result shows that these values are concentrated in the retention portion of the helmet. These results have been compared with the standard experimental data proposed by the BIS and well within the acceptable limit.

Keywords: Helmet, Deformation, Strain energy, Equivalent elastic strain.

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