Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7

Search results for: Clément Codron

7 Cash Flow Optimization on Synthetic CDOs

Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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6 Cognition of Driving Context for Driving Assistance

Authors: Manolo Dulva Hina, Clement Thierry, Assia Soukane, Amar Ramdane-Cherif

Abstract:

In this paper, we presented our innovative way of determining the driving context for a driving assistance system. We invoke the fusion of all parameters that describe the context of the environment, the vehicle and the driver to obtain the driving context. We created a training set that stores driving situation patterns and from which the system consults to determine the driving situation. A machine-learning algorithm predicts the driving situation. The driving situation is an input to the fission process that yields the action that must be implemented when the driver needs to be informed or assisted from the given the driving situation. The action may be directed towards the driver, the vehicle or both. This is an ongoing work whose goal is to offer an alternative driving assistance system for safe driving, green driving and comfortable driving. Here, ontologies are used for knowledge representation.

Keywords: Cognitive driving, intelligent transportation system, multimodal system, ontology, machine learning.

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5 Wireless Based System for Continuous Electrocardiography Monitoring during Surgery

Authors: K. Bensafia, A. Mansour, G. Le Maillot, B. Clement, O. Reynet, P. Ariès, S. Haddab

Abstract:

This paper presents a system designed for wireless acquisition, the recording of electrocardiogram (ECG) signals and the monitoring of the heart’s health during surgery. This wireless recording system allows us to visualize and monitor the state of the heart’s health during a surgery, even if the patient is moved from the operating theater to post anesthesia care unit. The acquired signal is transmitted via a Bluetooth unit to a PC where the data are displayed, stored and processed. To test the reliability of our system, a comparison between ECG signals processed by a conventional ECG monitoring system (Datex-Ohmeda) and by our wireless system is made. The comparison is based on the shape of the ECG signal, the duration of the QRS complex, the P and T waves, as well as the position of the ST segments with respect to the isoelectric line. The proposed system is presented and discussed. The results have confirmed that the use of Bluetooth during surgery does not affect the devices used and vice versa. Pre- and post-processing steps are briefly discussed. Experimental results are also provided.

Keywords: Electrocardiography, monitoring, surgery, wireless system.

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4 Cable Tension Control and Analysis of Reel Transparency for 6-DOF Haptic Foot Platform on a Cable-Driven Locomotion Interface

Authors: Martin J.-D. Otis, Thien-Ly Nguyen-Dang, Thierry Laliberte, Denis Ouellet, Denis Laurendeau, Clement Gosselin

Abstract:

A Cable-Driven Locomotion Interface provides a low inertia haptic interface and is used as a way of enabling the user to walk and interact with virtual surfaces. These surfaces generate Cartesian wrenches which must be optimized for each motorized reel in order to reproduce a haptic sensation in both feet. However, the use of wrench control requires a measure of the cable tensions applied to the moving platform. The latter measure may be inaccurate if it is based on sensors located near the reel. Moreover, friction hysteresis from the reel moving parts needs to be compensated for with an evaluation of low angular velocity of the motor shaft. Also, the pose of the platform is not known precisely due to cable sagging and mechanical deformation. This paper presents a non-ideal motorized reel design with its corresponding control strategy that aims at overcoming the aforementioned issues. A transfert function of the reel based on frequency responses in function of cable tension and cable length is presented with an optimal adaptative PIDF controller. Finally, an hybrid position/tension control is discussed with an analysis of the stability for achieving a complete functionnality of the haptic platform.

Keywords: haptic, reel, transparency, cable, tension, control

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3 Influence of Valve Lift Timing on Producer Gas Combustion and Its Modeling Using Two-Stage Wiebe Function

Authors: M. Sreedhar Babu, Vishal Garg, S. B. Akella, Shibu Clement, N. K. S Rajan

Abstract:

Producer gas is a biomass derived gaseous fuel which is extensively used in internal combustion engines for power generation application. Unlike the conventional hydrocarbon fuels (Gasoline and Natural gas), the combustion properties of producer gas fuel are much different. Therefore, setting of optimal spark time for efficient engine operation is required. Owing to the fluctuating tendency of producer gas composition during gasification process, the heat release patterns (dictating the power output and emissions) obtained are quite different from conventional fuels. It was found that, valve lift timing is yet another factor which influences the burn rate of producer gas fuel, and thus, the heat release rate of the engine. Therefore, the present study was motivated to estimate the influence of valve lift timing analytically (Wiebe model) on the burn rate of producer gas through curve fitting against experimentally obtained mass fraction burn curves of several producer gas compositions. Furthermore, Wiebe models are widely used in zero-dimensional codes for engine parametric studies and are quite popular. This study also addresses the influence of hydrogen and methane concentration of producer gas on combustion trends, which are known to cause dynamics in engine combustion.

Keywords: Combustion Duration, crank angle, mass fraction burnt, producer gas, wiebe combustion model, wide open throttle.

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2 Investigating the Demand for Short-shelf Life Food Products for SME Wholesalers

Authors: Yamini Raju, Parminder S. Kang, Adam Moroz, Ross Clement, Ashley Hopwell, Alistair Duffy

Abstract:

Accurate forecasting of fresh produce demand is one the challenges faced by Small Medium Enterprise (SME) wholesalers. This paper is an attempt to understand the cause for the high level of variability such as weather, holidays etc., in demand of SME wholesalers. Therefore, understanding the significance of unidentified factors may improve the forecasting accuracy. This paper presents the current literature on the factors used to predict demand and the existing forecasting techniques of short shelf life products. It then investigates a variety of internal and external possible factors, some of which is not used by other researchers in the demand prediction process. The results presented in this paper are further analysed using a number of techniques to minimize noise in the data. For the analysis past sales data (January 2009 to May 2014) from a UK based SME wholesaler is used and the results presented are limited to product ‘Milk’ focused on café’s in derby. The correlation analysis is done to check the dependencies of variability factor on the actual demand. Further PCA analysis is done to understand the significance of factors identified using correlation. The PCA results suggest that the cloud cover, weather summary and temperature are the most significant factors that can be used in forecasting the demand. The correlation of the above three factors increased relative to monthly and becomes more stable compared to the weekly and daily demand.

Keywords: Demand Forecasting, Deteriorating Products, Food Wholesalers, Principal Component Analysis and Variability Factors.

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1 Determination of Some Organochlorine Pesticide Residues in Vegetable and Soil Samples from Alau Dam and Gongulong Agricultural Sites, Borno State, North Eastern Nigeria

Authors: Joseph Clement Akan, Lami Jafiya, Zaynab Muhammad Chellube, Zakari Mohammed, Fanna Inna Abdulrahman

Abstract:

Five vegetables (spinach, lettuce, cabbage, tomato, and onion) were freshly harvested from the Alau Dam and Gongulong agricultural areas for the determination of some organochlorine pesticide residues (o, p-DDE, p,p’-DDD, o,p’-DDD, p,p’-DDT, α-BHC, γ-BHC, metoxichlor, lindane, endosulfan dieldrin, and aldrin.) Soil samples were also collected at different depths for the determination of the above pesticides. Samples collection and preparation were conducted using standard procedures. The concentrations of all the pesticides in the soil and vegetable samples were determined using GC/MS SHIMADZU (GC-17A) equipped with electron capture detector (ECD). The highest concentration was that of p,p’-DDD (132.4±13.45µg/g) which was observed in the leaf of cabbage, while the lowest concentration was that of p,p’-DDT (2.34µg/g) was observed in the root of spinach. Similar trends were observed at the Gongulong agricultural area, with p,p’-DDD having the highest concentration of 153.23µg/g in the leaf of cabbage, while the lowest concentration was that of p,p’-DDT (12.45µg/g) which was observed in the root of spinach. α-BHC, γ-BHC, Methoxychlor, and lindane were detected in all the vegetable samples studied. The concentrations of all the pesticides in the soil samples were observed to be higher at a depth of 21-30cm, while the lowest concentrations were observed at a depth of 0-10cm. The concentrations of all the pesticides in the vegetables and soil samples from the two agricultural sites were observed to be at alarming levels, much higher than the maximum residue limits (MRLs) and acceptable daily intake values (ADIs) .The levels of the pesticides observed in the vegetables and soil samples investigated, are of such a magnitude that calls for special attention and laws to regulate the use and circulation of such chemicals. Routine monitoring of pesticide residues in these study areas is necessary for the prevention, control and reduction of environmental pollution, so as to minimize health risks.

Keywords: Alau Dam, Gongulong, Organochlorine, Pesticide Residues, Soil, Vegetables.

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