Search results for: Past

Authors: Ameneh Zare, Shahin Nematzadeh, Shahla Raghibdoust, Iran Kalbassi

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Autism spectrum disorder is characterized by abnormalities in social communication, language abilities and repetitive behaviors. The present study focused on some grammatical deficits in autistic children. We evaluated the impairment of correct use of different Persian verb tenses in autistic children-s speech. Two standardized Language Test were administered then gathered data were analyzed. The main result of this study was significant difference between the mean scores of correct responses to present tense in comparison with past tense in Persian language. This study demonstrated that tense is severely impaired in autistic children-s speech. Our findings indicated those autistic children-s production of simple present/ past tense opposition to be better than production of future and past periphrastic forms (past perfect, present perfect, past progressive).

Keywords: Autism, Past, Persian Language, Present, Tense

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Authors: Haotian Wu

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This article examines the figure Zhao Tao in Jia Zhangke’s films in light of Carl Jung’s psychoanalytical theory. Zhao is a recurring aesthetic trope in Jia’s films, and the characters she plays often have an intimate relationship with the past. Nevertheless, this relationship has not been systematically investigated, especially its symbolism of the typical relationship between the past and the self in post-social China. To fill this research gap, the article will explore how Zhao’s characters discover, preserve, and adapt the past in I Wish I knew (2010), Mountains May Depart (2015), and Ash Is Purest White (2018). Through a Jungian lens, these three levels of engagement with the past will be demonstrated as corresponding with Jung’s psychoanalytical theory of self-realisation, which entails the confrontation with the shadow, the embodiment of the archetype, and individuation. Thus, by articulating a film-philosophy dialogue between Jia and Jung, this article will develop a philosophy of self-realisation based on the symbolism of Zhao. Through the reintegration of the past, the individuals can overcome the fragmentation of temporality and selfhood in the postmodern world and achieve self-realisation.

Keywords: Jia Zhangke, Jung, psychoanalysis, self-realisation.

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Authors: Karen Armstrong

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This paper offers suggestions for educators at all levels about how to better prepare our students for the future, by building on the past. The discussion begins with a summary of changes in the World Wide Web, especially as the term Web 3.0 is being heard. The bulk of the discussion is retrospective and concerned with an overview of traditional teaching and research approaches as they evolved during the 20th century beginning with those grounded in the Cartesian reality of IA Richards- (1929) Practical Criticism. The paper concludes with a proposal of five strategies which incorporate timeless elements from the past as well as cutting-edge elements from today, in order to better prepare our students for the future.

Keywords: Web 3.0, Web 2.0 IA Richards, literacy education, new literacies, technology, paradigm shifts.

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Authors: Lim Chen Kim, Tan Kian Lam, Chan Yi Chee

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This research presents a multi-modal simulation in the reconstruction of the past and the construction of present in digital cultural heritage on mobile platform. In bringing the present life, the virtual environment is generated through a presented scheme for rapid and efficient construction of 360° panoramic view. Then, acoustical heritage model and crowd model are presented and improvised into the 360° panoramic view. For the reconstruction of past life, the crowd is simulated and rendered in an old trading port. However, the keystone of this research is in a virtual walkthrough that shows the virtual present life in 2D and virtual past life in 3D, both in an environment of virtual heritage sites in George Town through mobile device. Firstly, the 2D crowd is modelled and simulated using OpenGL ES 1.1 on mobile platform. The 2D crowd is used to portray the present life in 360° panoramic view of a virtual heritage environment based on the extension of Newtonian Laws. Secondly, the 2D crowd is animated and rendered into 3D with improved variety and incorporated into the virtual past life using Unity3D Game Engine. The behaviours of the 3D models are then simulated based on the enhancement of the classical model of Boid algorithm. Finally, a demonstration system is developed and integrated with the models, techniques and algorithms of this research. The virtual walkthrough is demonstrated to a group of respondents and is evaluated through the user-centred evaluation by navigating around the demonstration system. The results of the evaluation based on the questionnaires have shown that the presented virtual walkthrough has been successfully deployed through a multi-modal simulation and such a virtual walkthrough would be particularly useful in a virtual tour and virtual museum applications.

Keywords: Boid algorithm, crowd simulation, mobile platform, Newtonian laws, virtual heritage.

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Authors: Pavan Badami, Vivek Shrivastava, Saravanan V., Nandeesh Hiremath, K. N. Seetharamu

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In the present work flow past circular cylinder and cylinder with rectangular and triangular wake splitter is studied to improve aerodynamic parameters. The Comparison of drag coefficient is tabulated for bare cylinder, cylinder with rectangular and triangular wake splitters. Flow past circular cylinder and cylinder with triangular and rectangular wake splitter is performed at Reynoldsnumber 5, 20, 40, 50,80, 100.An incompressible PISO finite volume code employing a non-staggered grid arrangement is used, a second order upwind scheme is used for convective terms. The time discretization is implicit and a Second order Crank-Nicholson scheme is employed. Length of wake splitter in both configurations is taken to be equal to diameter of cylinder. Wake length is found to be less with rectangular wake splitter when compared to bare cylinder and cylinder with triangular wake splitter. Coefficient of drag is found to be less for triangular wake splitter when compared to bare cylinder & cylinder with rectangular wake splitter.

Keywords: Coefficient of drag and pressure, CFDFLUENT, Triangular and rectangular wake splitter, wake length.

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Authors: Noor Fadiya Mohd Noor

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The hydromagnetic flow of a Maxwell fluid past a vertical stretching sheet with thermophoresis is considered. The impact of chemical reaction species to the flow is analyzed for the first time by using the homotopy analysis method (HAM). The h-curves for the flow boundary layer equations are presented graphically. Several values of wall skin friction, heat and mass transfer are obtained and discussed.

Keywords: homotopy, MHD, thermophoresis, chemical reaction, Maxwell

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Authors: Qasem M. Al-Mdallal

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This paper presents results obtained from the numerical solution for the flow past an oscillating circular cylinder at Reynolds number of 200. The frequency of oscillation was fixed to the vortex shedding frequency from a fixed cylinder, f0, while the amplitudes of oscillations were varied from to 1.1a, where a represents the radius of the cylinder. The response of the flow through the fluid forces acting on the surface of the cylinder are investigated. The lock-on phenomenon is captured at low oscillation amplitudes.

Keywords: Lock-on; streamwise oscillation; transverse oscillation; fluid forces, combined motion

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Authors: Bengü Ergüner-Tekinalp

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This study explored the correlates of forgiving historical racial offenses and the relationship between daily experiences of racism and forgiving historical racial offenses. 147 African Americans participated to the study. Results indicated that guilt attribution, distrust, need of reparations, religion, and perception of apology relate to forgiving past racial offenses. In addition the more individuals experience racism related events, the less likely they forgive the past mistreatments of African Americans.

Keywords: African Americans, forgiveness, historical offenses

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Authors: T. Rashid, T. Kechadi

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This paper is a continuation of our daily energy peak load forecasting approach using our modified network which is part of the recurrent networks family and is called feed forward and feed back multi context artificial neural network (FFFB-MCANN). The inputs to the network were exogenous variables such as the previous and current change in the weather components, the previous and current status of the day and endogenous variables such as the past change in the loads. Endogenous variable such as the current change in the loads were used on the network output. Experiment shows that using endogenous and exogenous variables as inputs to the FFFBMCANN rather than either exogenous or endogenous variables as inputs to the same network produces better results. Experiments show that using the change in variables such as weather components and the change in the past load as inputs to the FFFB-MCANN rather than the absolute values for the weather components and past load as inputs to the same network has a dramatic impact and produce better accuracy.

Keywords: Daily peak load forecasting, feed forward and feedback multi-context neural network.

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Authors: Inas Hussein

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Alice Munro is a Canadian short-story writer who has been regarded as one of the greatest writers of fiction. Owing to her great contribution to fiction, she was the first Canadian woman and the only short-story writer ever to be rewarded the Nobel Prize for Literature in 2013. Her literary works include collections of short stories and one book published as a novel. Her stories concentrate on the human condition and the human relationships as seen through the lens of daily life. The setting in most of her stories is her native Canada- small towns much similar to the one where she grew up. Her writing style is not only realistic but is also characterized by autobiographical, historical and regional features. The aim of this research is to analyze one of the key stylistic devices often adopted by Munro in her fictions: the juxtaposition of the past and the present, with reference to the title story in Munro's short story collection Too Much Happiness. The story under exploration is a brief biography of the Russian Mathematician and novelist Sophia Kovalevsky (1850 – 1891), the first woman to be appointed as a professor of Mathematics at a European University in Stockholm. Thus, the story has a historical protagonist and is set on the European continent. Munro dramatizes the severe historical and cultural constraints that hindered the career of the protagonist. A pragmatic stylistic framework is being adopted and the qualitative analysis is supported by textual reference. The stylistic analysis reveals that the juxtaposition of the past and the present is one of the distinctive features that characterize the author; in a typical Munrovian manner, the protagonist often moves between the units of time: the past, the present and, sometimes, the future. Munro's style is simple and direct but cleverly constructed and densely complicated by the presence of deeper layers and stories within the story. Findings of the research reveal that the story under investigation merits reading and analyzing. It is recommended that this story and other stories by Munro are analyzed to further explore the features of her art and style.

Keywords: Alice Munro, Too Much Happiness, juxtaposition of past and present, pragmatic stylistics.

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Authors: Kai-Long Hsiao

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In this study, an analysis has been performed for heat and mass transfer of a steady laminar boundary-layer flow of a viscous flow past a nonlinearly stretching sheet. Parameters n, Ec, k0, Sc represent the dominance of the nonlinearly effect, viscous effect, radiation effect and mass transfer effect which have presented in governing equations, respectively. The similarity transformation and the finite-difference method have been used to analyze the present problem.

Keywords: Nonlinearly stretching sheet, heat and mass transfer, radiation effect, viscous effect.

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Authors: Tarik Rashid, B. Q. Huang, M-T. Kechadi, B. Gleeson

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this paper presents an auto-regressive network called the Auto-Regressive Multi-Context Recurrent Neural Network (ARMCRN), which forecasts the daily peak load for two large power plant systems. The auto-regressive network is a combination of both recurrent and non-recurrent networks. Weather component variables are the key elements in forecasting because any change in these variables affects the demand of energy load. So the AR-MCRN is used to learn the relationship between past, previous, and future exogenous and endogenous variables. Experimental results show that using the change in weather components and the change that occurred in past load as inputs to the AR-MCRN, rather than the basic weather parameters and past load itself as inputs to the same network, produce higher accuracy of predicted load. Experimental results also show that using exogenous and endogenous variables as inputs is better than using only the exogenous variables as inputs to the network.

Keywords: Daily peak load forecasting, neural networks, recurrent neural networks, auto regressive multi-context neural network.

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Authors: Raya A. Jones

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This paper interrogates online representations of robot companions for children, including promotional material by manufacturers, media articles and technology blogs. The significance of the study lies in its contribution to understanding attitudes to robots. The prospect of childcare robots is particularly controversial ethically, and is associated with emotive arguments. The sampled material is restricted to relatively recent posts (the past three years) though the analysis identifies both continuous and changing themes across the past decade. The method extrapolates social representations theory towards examining the ways in which information about robotic products is provided for the general public. Implications for social acceptance of robot companions for the home and robot ethics are considered.

Keywords: Acceptance of robots, childcare robots, ethics, social representations.

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Authors: Laura Zizka, Gaby Probst

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The COVID-19 pandemic has affected the way Higher Education Institutions (HEIs) have given their courses. From emergency remote where all students and faculty were immediately confined to home teaching and learning, the continuing evolving sanitary situation obliged HEIs to adopt other methods of teaching and learning from blended courses that included both synchronous and asynchronous courses and activities to HyFlex models where some students were on campus while others followed the course simultaneously online. Each semester brought new challenges for HEIs and, subsequently, additional emotional reactions. This paper investigates the affective side of teaching and learning in various online modalities and its toll on students and faculty members over the past three semesters. The findings confirm that students and faculty who have more self-efficacy, flexibility, and resilience reported positive emotions and embraced the opportunities that these past semesters have offered. While HEIs have begun a new semester in an attempt to return to ‘normal’ face-to-face courses, this paper posits that there are lessons to be learned from these past three semesters. The opportunities that arose from the challenge of the pandemic should be considered when moving forward by focusing on a greater emphasis on the affective aspect of teaching and learning in HEIs worldwide. 

Keywords: affective teaching and learning, engagement, interaction, motivation, social presence

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Authors: Tanida Julvanichpong

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Exercise has been regarded as a necessary and important aspect to enhance physical performance and psychology health. Body weight statistics of students in junior high school students in Chonburi Province beyond a standard risk of obesity. Promoting exercise among Junior high school students in Chonburi Province, essential knowledge concerning factors influencing exercise is needed. Therefore, this study aims to (1) determine the levels of perceived exercise behavior, exercise behavior in the past, perceived barriers to exercise, perceived benefits of exercise, perceived self-efficacy to exercise, feelings associated with exercise behavior, influence of the family to exercise, influence of friends to exercise, and the perceived influence of the environment on exercise. (2) examine the predicting ability of each of the above factors while including personal factors (sex, educational level) for exercise behavior. Pender’s Health Promotion Model was used as a guide for the study. Sample included 652 students in junior high schools, Chonburi Provience. The samples were selected by Multi-Stage Random Sampling. Data Collection has been done by using self-administered questionnaires. Data were analyzed using descriptive statistics, Pearson’s product moment correlation coefficient, Eta, and stepwise multiple regression analysis. The research results showed that: 1. Perceived benefits of exercise, influence of teacher, influence of environmental, feelings associated with exercise behavior were at a high level. Influence of the family to exercise, exercise behavior, exercise behavior in the past, perceived self-efficacy to exercise and influence of friends were at a moderate level. Perceived barriers to exercise were at a low level. 2. Exercise behavior was positively significant related to perceived benefits of exercise, influence of the family to exercise, exercise behavior in the past, perceived self-efficacy to exercise, influence of friends, influence of teacher, influence of environmental and feelings associated with exercise behavior (p < .01, respectively) and was negatively significant related to educational level and perceived barriers to exercise (p < .01, respectively). Exercise behavior was significant related to sex (Eta = 0.243, p=.000). 3. Exercise behavior in the past, influence of the family to exercise significantly contributed 60.10 percent of the variance to the prediction of exercise behavior in male students (p < .01). Exercise behavior in the past, perceived self-efficacy to exercise, perceived barriers to exercise, and educational level significantly contributed 52.60 percent of the variance to the prediction of exercise behavior in female students (p < .01).

Keywords: Predictive factors, exercise behaviors, junior high school.

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Authors: Motahar Reza, Anadi Sankar Gupta

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An analysis is made of the flow of an incompressible viscoelastic fluid (of small memory) over a porous plate subject to suction or blowing. It is found that velocity at a point increases with increase in the elasticity in the fluid. It is also shown that wall shear stress depends only on suction and is also independent of the material of fluids. No steady solution for velocity distribution exists when there is blowing at the plate. Temperature distribution in the boundary layer is determined and it is found that temperature at a point decreases with increase in the elasticity in the fluid.

Keywords: Viscoelastic fluid, Flow past a porous plate, Heat transfer

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Authors: Hafeez Syed, Harit Naik

Abstract:

Reservoirs with high pressures and temperatures (HPHT) that were considered to be atypical in the past are now frequent targets for exploration. For downhole oilfield drilling tools and components, the temperature and pressure affect the mechanical strength. To address this issue, a finite element analysis (FEA) for 206.84 MPa (30 ksi) pressure and 165°C has been performed on the pressure housing of the measurement-while-drilling/logging-whiledrilling (MWD/LWD) density tool. The density tool is a MWD/LWD sensor that measures the density of the formation. One of the components of the density tool is the pressure housing that is positioned in the tool. The FEA results are compared with the experimental test performed on the pressure housing of the density tool. Past results show a close match between the numerical results and the experimental test. This FEA model can be used for extreme HPHT and ultra HPHT analyses, and/or optimal design changes.

Keywords: FEA, HPHT, M/LWD, Oil & Gas

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Authors: Tusharkanta Das, Tumbanath Samantara, Sukanta Kumar Sahoo

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Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.

Keywords: Heat transfer, radiation, MHD, free convection, porous medium, suction.

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Authors: Sayali Sandbhor, Ravindra Bapat, N. B. Chaphalkar

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Decisions for investment, buying and selling of properties depend upon the market value of that property. Issues arise in arriving at the actual value of the property as well as computing the rate of returns from the estate. Addressing valuation related issues through an understanding of behavior of real property rates provide the means to explore the quality of past decisions and to make valid future decisions. Pune, an important city in India, has witnessed a high rate of growth in past few years. Increased demand for housing and investment in properties has led to increase in the rates of real estate. An attempt has been made to study the change and behavior of rates of real estate and factors influencing the same in Pune city.

Keywords: Real estate, valuation, property rates, trend analysis

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Authors: T. K. Das, N. Senapatil, R. K. Dhal

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An unsteady mixed free convection MHD flow of elastic-viscous incompressible fluid past an infinite vertical porous flat plate is investigated when the presence of heat Source/sink, temperature and concentration are assumed to be oscillating with time and hall effect. The governing equations are solved by complex variable technique. The expressions for the velocity field, temperature field and species concentration are demonstrated in graphs. The effects of the Prandtl number, the Grashof number, modified Grashof number, the Schimidt number, the Hall parameter, Elastic parameter & Magnetic parameter are discussed.

Keywords: MHD, Mixed convective, Elastic-viscous incompressible, rotational, heat transfer, mass transfer, suction and injection.

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Authors: D. Cardone

Abstract:

Past earthquakes have shown that seismic events may incur large economic losses in buildings. FEMA P-58 provides engineers a practical tool for the performance seismic assessment of buildings. In this study, FEMA P-58 is applied to two typical Italian pre-1970 reinforced concrete frame buildings, characterized by plain rebars as steel reinforcement and masonry infills and partitions. Given that suitable tools for these buildings are missing in FEMA P- 58, specific fragility curves and loss functions are first developed. Next, building performance is evaluated following a time-based assessment approach. Finally, expected annual losses for the selected buildings are derived and compared with past applications to old RC frame buildings representative of the US building stock. 

Keywords: FEMA P-58, RC frame buildings, plain rebars, masonry infills, fragility functions, loss functions, expected annual loss.

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Authors: S. Sarkar, R. Mandal

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The three-dimensional incompressible flow past a rectangular open cavity is investigated, where the aspect ratio of the cavity is considered as 4. The principle objective is to use large-eddy simulation to resolve and control the large-scale structures, which are largely responsible for flow oscillations in a cavity. The flow past an open cavity is very common in aerospace applications and can be a cause of acoustic source due to hydrodynamic instability of the shear layer and its interactions with the downstream edge. The unsteady Navier-stokes equations have been solved on a staggered mesh using a symmetry-preserving central difference scheme. Synthetic jet has been used as an active control to suppress the cavity oscillations in wake mode for a Reynolds number of ReD = 3360. The effect of synthetic jet has been studied by varying the jet amplitude and frequency, which is placed at the upstream wall of the cavity. The study indicates that there exits a frequency band, which is larger than a critical value, is effective in attenuating cavity oscillations when blowing ratio is more than 1.0.

Keywords: Cavity oscillation, Large Eddy Simulation, Synthetic Jet, Flow Control, Turbulence

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Authors: Carsten Röcker

Abstract:

This paper provides an introduction into the evolution of information and communication technology and illustrates its usage in the work domain. The paper is sub-divided into two parts. The first part gives an overview over the different phases of information processing in the work domain. It starts by charting the past and present usage of computers in work environments and shows current technological trends, which are likely to influence future business applications. The second part starts by briefly describing, how the usage of computers changed business processes in the past, and presents first Ambient Intelligence applications based on identification and localization information, which are already used in the production and retail sector. Based on current systems and prototype applications, the paper gives an outlook of how Ambient Intelligence technologies could change business processes in the future.

Keywords: Ambient Intelligence, Ubiquitous Computing, Business Applications, Radio Frequency Identification (RFID).

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Authors: Carsten Röcker

Abstract:

This paper provides an introduction into the evolution of information and communication technology and illustrates its usage in the work domain. The paper is sub-divided into two parts. The first part gives an overview over the different phases of information processing in the work domain. It starts by charting the past and present usage of computers in work environments and shows current technological trends, which are likely to influence future business applications. The second part starts by briefly describing, how the usage of computers changed business processes in the past, and presents first Ambient Intelligence applications based on identification and localization information, which are already used in the production and retail sector. Based on current systems and prototype applications, the paper gives an outlook of how Ambient Intelligence technologies could change business processes in the future.

Keywords: Ambient Intelligence, Ubiquitous Computing, Business Applications, Radio Frequency Identification (RFID)

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Authors: Y. Mohammadi, H. M. Ghasemzadeh, T. B. Talari, M. A. Ghorbani

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Concrete pavement has superior durability and longer structural life than asphalt pavement. Concrete pavement requires less maintenance compared to asphalt pavement which requires maintenance and major rehabilitation. Use of the concrete pavement has been grown over the past decade in developing countries. Fibre reinforced concrete (FRC) has been successfully used in design of concrete pavement in past decade. In this research, the effect of fibre volume fraction in modulus of rupture, load-deflection, equivalent flexural strength (fe,3) and the equivalent flexural strength ratio (Re,3) has been used in different fibre volume fraction. Crimped-type flat steel fibre of size 50 x 2.0 x 0.6 mm was used with 1.0%, 1.5% and 2.0% volume fraction. Beam specimens of size 500 x 100 x 100 mm were used for flexural as well as with JCI method for analysis flexural toughness, equivalent flexural strength. It was obtained as the 2% fibre volume fractions; reduce 45% of the concrete pavement thickness.

Keywords: Concrete pavement, Equivalent flexural strength, Fibre, Load-deflection curves.

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Authors: Analise Borg, Paul Micallef

Abstract:

Over the past few years, the online multimedia collection has grown at a fast pace. Several companies showed interest to study the different ways to organise the amount of audio information without the need of human intervention to generate metadata. In the past few years, many applications have emerged on the market which are capable of identifying a piece of music in a short time. Different audio effects and degradation make it much harder to identify the unknown piece. In this paper, an audio fingerprinting system which makes use of a non-parametric based algorithm is presented. Parametric analysis is also performed using Gaussian Mixture Models (GMMs). The feature extraction methods employed are the Mel Spectrum Coefficients and the MPEG-7 basic descriptors. Bin numbers replaced the extracted feature coefficients during the non-parametric modelling. The results show that nonparametric analysis offer potential results as the ones mentioned in the literature.

Keywords: Audio fingerprinting, mapping algorithm, Gaussian Mixture Models, MFCC, MPEG-7.

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Authors: Whee Yen Wong, Kim Yeow Tshai, Chan Wai Lee

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There are various approaches to implement quality improvements. Organizations aim for a management standard which is capable of providing customers with quality assurance on their product/service via continuous process improvement. Carefully planned steps are necessary to ensure the right quality improvement methodology (QIM) and business operations are consistent, reliable and truly meet the customers' needs. This paper traces the evolution of QIM in Malaysia-s Information Technology (IT) industry in the past, current and future; and highlights some of the thought of researchers who contributed to the science and practice of quality, and identifies leading methodologies in use today. Some of the misconceptions and mistakes leading to quality system failures will also be examined and discussed. This paper aims to provide a general overview of different types of QIMs available for IT businesses in maximizing business advantages, enhancing product quality, improving process routines and increasing performance earnings.

Keywords: Evolution, Integrating and Aligning, Malaysia's Quality Improvement Methodology, Six Sigma Data Quality Management.

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Authors: Zuraida Alwadood, Adibah Shuib, Norlida Abd Hamid

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This paper presents the review of past studies concerning mathematical models for rescheduling passenger railway services, as part of delay management in the occurrence of railway disruption. Many past mathematical models highlighted were aimed at minimizing the service delays experienced by passengers during service disruptions. Integer programming (IP) and mixed-integer programming (MIP) models are critically discussed, focusing on the model approach, decision variables, sets and parameters. Some of them have been tested on real-life data of railway companies worldwide, while a few have been validated on fictive data. Based on selected literatures on train rescheduling, this paper is able to assist researchers in the model formulation by providing comprehensive analyses towards the model building. These analyses would be able to help in the development of new approaches in rescheduling strategies or perhaps to enhance the existing rescheduling models and make them more powerful or more applicable with shorter computing time.

Keywords: Mathematical modelling, Mixed-integer programming, Railway rescheduling, Service delays.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

Abstract:

In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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Authors: Kai-Long Hsiao, BorMing Lee

Abstract:

In this study, an analysis has been performed for conjugate heat and mass transfer of a steady laminar boundary-layer mixed convection of magnetic hydrodynamic (MHD) flow with radiation effect of second grade subject to suction past a stretching sheet. Parameters E Nr, Gr, Gc, Ec and Sc represent the dominance of the viscoelastic fluid heat and mass transfer effect which have presented in governing equations, respectively. The similar transformation and the finite-difference method have been used to analyze the present problem. The conjugate heat and mass transfer results show that the non-Newtonian viscoelastic fluid has a better heat transfer effect than the Newtonian fluid. The free convection with a larger r G or c G has a good heat transfer effect better than a smaller r G or c G , and the radiative convection has a good heat transfer effect better than non-radiative convection.

Keywords: Conjugate heat and mass transfer, Radiation effect, Magnetic effect, Viscoelastic fluid, Viscous dissipation, Stretchingsheet.

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