Search results for: Idris Othman
149 Islamic Corporate Social Responsibility, Corporate Reputation and Performance
Authors: Roshayani Arshad, Suaini Othman, Rohana Othman
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This study examines the effect of Islamic Corporate Social Responsibility disclosure and on corporate reputation as well as performance. These relationships are examined based on content analysis of of annual reports of 17 Islamic banks in Malaysia for 2008, 2009 and 2010. Results of this study provide evidence that CSR activities communicated in corporate annual reports are significantly positively related with corporate reputation as well as firm performance. These results indicate that CSR activities and disclosure from Islamic perspectives are equally important business strategies in creating continuous superior performance for organisations. In addition, it also highlights that organisations need to develop a stakeholder orientation particularly in an environment of increasing pressure from jurisdictions dominated by Islamic stakeholders on organisations engaging in Islamic products to increase their social responsibilities from the Islamic perspectives.Keywords: Islamic Corporate Social Responsibility, Corporate Reputation, Firm Performance, Islamic Banks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5657148 Hazard Contributing Factors Classification for Petrol Fuel Station
Authors: Mirza Munir Ahmed, S.R.M. Kutty, Mohd Faris Khamidi, Idris Othman, Azmi Mohd Shariff
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Petrol Fuel Station (PFS) has potential hazards to the people, asset, environment and reputation of an operating company. Fire hazards, static electricity air pollution evoked by aliphatic and aromatic organic compounds are major causes of accident/incident occurrence at fuel station. Activities such as carelessness, maintenance, housekeeping, slips trips and falls, transportation hazard, major and minor injuries, robbery and snake bites has a potential to create unsafe conditions. The level of risk of these hazards varies according to location and country. The emphasis on safety considerations by the government is variable all around the world. Developed countries safety records are much better as compared to developing countries safety statistics. There is no significant approach available to highlight the unsafe acts and unsafe conditions during operation and maintenance of fuel station. Fuel station is the most commonly available facilities that contain flammable and hazardous materials. Due to continuous operation of fuel station they pose various hazards to people, environment and assets of an organization. To control these hazards, there is a need for specific approach. PFS operation is unique as compared to other businesses. For smooth operations it demands an involvement of operating company, contractor and operator group. This study will focus to address hazard contributing factors that have a potential to make PFS operation risky. One year data collected, 902 activities analyzed, comparisons were made to highlight significant contributing factors. The study will provide help and assistance to PFS outlet marketing companies to make their fuel station operation safer. It will help health safety and environment (HSE) professionals to arrest the gap available related to safety matters at PFS.Keywords: Accident, Contributing factors, carelessness, fire, explosion, injuries.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7383147 Accountability Issues and Challenges: The Scenario for Malaysian Cooperative Movement
Authors: Maslinawati Mohamad, Intan Waheedah Othman, Arun Mohamed
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This paper discusses the issues and challenges concerning the issues of accountability and regulation systems of cooperative movement in Malaysia.Keywords: Cooperative movement, compliance, transparency, issues.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6180146 Design and Implementation of TMS320C31 DSP and FPGA for Conventional Direct Torque Control (DTC) of Induction Machines
Authors: C. L. Toh, N. R. N. Idris, A. H. M. Yatim
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This paper introduces a new digital logic design, which combines the DSP and FPGA to implement the conventional DTC of induction machine. The DSP will be used for floating point calculation whereas the FPGA main task is to implement the hysteresis-based controller. The emphasis is on FPGA digital logic design. The simulation and experimental results are presented and summarized.Keywords: DTC, DSP, FPGA, induction machine
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1982145 Reputation and Transparency of Cooperative Movement in Malaysia
Authors: Maslinawati Mohamad, Intan Waheedah Othman
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This paper studies the reputation and transparency of cooperative movement in Malaysia.
Keywords: Cooperative movement, reputation, transparency, web presence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2944144 Performance Evaluation of Low Density Parity Check Codes
Authors: Othman O. Khalifa, Sheroz khan, Mohamad Zaid, Muhamad Nawawi
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This paper mainly about the study on one of the widely used error correcting codes that is Low parity check Codes (LDPC). In this paper, the Regular LDPC code has been discussed The LDPC codes explained in this paper is about the Regular Binary LDPC codes or the Gallager.Keywords: LDPC, channel coding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2823143 Performance Evaluation of GPS \ INS Main Integration Approach
Authors: Othman Maklouf, Ahmed Adwaib
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This paper introduces a comparative study between the main GPS\INS coupling schemes, this will include the loosely coupled and tightly coupled configurations, several types of situations and operational conditions, in which the data fusion process is done using Kalman filtering. This will include the importance of sensors calibration as well as the alignment of the strap down inertial navigation system. The limitations of the inertial navigation systems are investigated.
Keywords: GPS, INS, Kalman Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2800142 Effect of a Magnetic Field on the Onset of Marangoni Convection in a Micropolar Fluid
Authors: Mohd Nasir Mahmud, Ruwaidiah Idris, Ishak Hashim
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With the presence of a uniform vertical magnetic field and suspended particles, thermocapillary instability in a horizontal liquid layer is investigated. The resulting eigenvalue is solved by the Galerkin technique for various basic temperature gradients. It is found that the presence of magnetic field always has a stability effect of increasing the critical Marangoni number.
Keywords: Marangoni convection, Magnetic field, Micropolar fluid, Non-uniform thermal gradient, Thermocapillary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636141 Development of Gas Chromatography Model: Propylene Concentration Using Neural Network
Authors: Areej Babiker Idris Babiker, Rosdiazli Ibrahim
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Gas chromatography (GC) is the most widely used technique in analytical chemistry. However, GC has high initial cost and requires frequent maintenance. This paper examines the feasibility and potential of using a neural network model as an alternative whenever GC is unvailable. It can also be part of system verification on the performance of GC for preventive maintenance activities. It shows the performance of MultiLayer Perceptron (MLP) with Backpropagation structure. Results demonstrate that neural network model when trained using this structure provides an adequate result and is suitable for this purpose. cm.Keywords: Analyzer, Levenberg-Marquardt, Gas chromatography, Neural network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1766140 Work Engagement of Malaysian Nurses: Exploring the Impact of Hope and Resilience
Authors: Noraini Othman, Aizzat Mohd Nasurdin
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The purpose of this study was to investigate the relationship between hope and resilience with work engagement. A total of 422 staff nurses working in three public hospitals in Peninsular Malaysia participated in this study. Statistical results using regression analysis revealed that hope and resilience were positively related to work engagement. Possible reasons for these findings, as well as their implications and future research directions are discussed.
Keywords: hope, nurses, resilience, work engagement
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3751139 Knowledge Relationship Model among User in Virtual Community
Authors: Fariba Haghbin, Othman Bin Ibrahim, Mohammad Reza Attarzadeh Niaki
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With the development of virtual communities, there is an increase in the number of members in Virtual Communities (VCs). Many join VCs with the objective of sharing their knowledge and seeking knowledge from others. Despite the eagerness of sharing knowledge and receiving knowledge through VCs, there is no standard of assessing ones knowledge sharing capabilities and prospects of knowledge sharing. This paper developed a vector space model to assess the knowledge sharing prospect of VC users.Keywords: Knowledge sharing network, Virtual community, knowledge relationship, Vector Space Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1339138 Detection of Breast Cancer in the JPEG2000 Domain
Authors: Fayez M. Idris, Nehal I. AlZubaidi
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Breast cancer detection techniques have been reported to aid radiologists in analyzing mammograms. We note that most techniques are performed on uncompressed digital mammograms. Mammogram images are huge in size necessitating the use of compression to reduce storage/transmission requirements. In this paper, we present an algorithm for the detection of microcalcifications in the JPEG2000 domain. The algorithm is based on the statistical properties of the wavelet transform that the JPEG2000 coder employs. Simulation results were carried out at different compression ratios. The sensitivity of this algorithm ranges from 92% with a false positive rate of 4.7 down to 66% with a false positive rate of 2.1 using lossless compression and lossy compression at a compression ratio of 100:1, respectively.Keywords: Breast cancer, JPEG2000, mammography, microcalcifications.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1575137 EEG Spikes Detection, Sorting, and Localization
Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah
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This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2548136 Power Quality Evaluation of Electrical Distribution Networks
Authors: Mohamed Idris S. Abozaed, Suliman Mohamed Elrajoubi
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Researches and concerns in power quality gained significant momentum in the field of power electronics systems over the last two decades globally. This sudden increase in the number of concerns over power quality problems is a result of the huge increase in the use of non-linear loads. In this paper, power quality evaluation of some distribution networks at Misurata - Libya has been done using a power quality and energy analyzer (Fluke 437 Series II). The results of this evaluation are used to minimize the problems of power quality. The analysis shows the main power quality problems that exist and the level of awareness of power quality issues with the aim of generating a start point which can be used as guidelines for researchers and end users in the field of power systems.
Keywords: Power Quality Disturbances, Power Quality Evaluation, Statistical Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3197135 Toxicity of Copper and Cadmium to Freshwater Fishes
Authors: M. Shuhaimi-Othman, Y. Nadzifah, A.K. Ahmad
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Two freshwater fishes, Rasbora sumatrana (Cyprinidae) and Poecilia reticulata (guppy) (Poeciliidae) were exposed for a four-day period in the laboratory condition to a range of copper (Cu) and cadmium (Cd) concentrations. Mortality was assessed and median lethal concentrations (LC50) were calculated. LC50 increased with decrease in mean exposure times for both metals. For R. sumatrana, LC50s for 24, 48, 72 and 96 hours for Cu were 54.2, 30.3, 18.9 and 5.6 μg/L and for Cd 1440.2, 459.3, 392.3 and 101.6 μg/L respectively. For P. reticulata, LC50s for 24, 48, 72 and 96 hours for Cu were 348.9, 145.4, 61.3 and 37.9 μg/L and for Cd 8205.6, 2827.1, 405.8 and 168.1 μg/L, respectively. Results indicated that the Cu was more toxic than Cd to both fishes (Cu>Cd) and R. sumatrana was more sensitive than P. reticulata to the metals.Keywords: Acute, heavy metals, LT50, toxicity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3730134 Treatment of Wool Scouring Waste Using Anaerobic Digestion with and without Chemicals Addition
Authors: M. Z. Othman
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The aim of this study was to investigate the effectiveness of anaerobic digestion for the treatment of wool scouring wastes. The experiments design comprised three ratios of waste (W) to seed(S) (W:S) of 25:75, 50:50 and 75:25, corresponding to 1.9. 1.7 and 1.5g tCOD/g TS, respectively, with or without chemicals addition. NH4Cl was added to the reactors as a source for nitrogen to achieve C:N:P of 420:14:3. A cationic flocculent was added at 0.5 and 0.75% to enhance flocculation of sludge. The results showed that the reactors that received W:S at a ratio of 25:75 produced the largest volume of biogas. The final soluble COD (sCOD) was below the limits for discharge to the sewer system.Keywords: Anaerobic digestion, wool processing waste, organicloading, biogas.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2145133 A New Approach for Controlling Overhead Traveling Crane Using Rough Controller
Authors: Mazin Z. Othman
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This paper presents the idea of a rough controller with application to control the overhead traveling crane system. The structure of such a controller is based on a suggested concept of a fuzzy logic controller. A measure of fuzziness in rough sets is introduced. A comparison between fuzzy logic controller and rough controller has been demonstrated. The results of a simulation comparing the performance of both controllers are shown. From these results we infer that the performance of the proposed rough controller is satisfactory.
Keywords: Accuracy measure, Fuzzy Logic Controller (FLC), Overhead Traveling Crane (OTC), Rough Set Theory (RST), Roughness measure
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1702132 Using Heuristic Rules from Sentence Decomposition of Experts- Summaries to Detect Students- Summarizing Strategies
Authors: Norisma Idris, Sapiyan Baba, Rukaini Abdullah
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Summarizing skills have been introduced to English syllabus in secondary school in Malaysia to evaluate student-s comprehension for a given text where it requires students to employ several strategies to produce the summary. This paper reports on our effort to develop a computer-based summarization assessment system that detects the strategies used by the students in producing their summaries. Sentence decomposition of expert-written summaries is used to analyze how experts produce their summary sentences. From the analysis, we identified seven summarizing strategies and their rules which are then transformed into a set of heuristic rules on how to determine the summarizing strategies. We developed an algorithm based on the heuristic rules and performed some experiments to evaluate and support the technique proposed.Keywords: Summarizing strategies, heuristic rules, sentencedecomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1784131 Cooperative Movements in Malaysia: The Issue of Governance
Authors: Intan Waheedah Othman, Maslinawati Mohamad, Azizah Abdullah
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Cooperative organizations in Malaysia are going through a phase of rapid growth. They are seen by the government as another crucial vehicle to drive and boost up the country-s economical development and growth. Hence, the issue of cooperative governance is of great importance. Unlike literatures on corporate governance for public listed companies-, literatures on governance for social enterprises, in particular the cooperative organizations are still at the early stage in Malaysia and very scant in number. This paper will look into current practices as well as issues and challenges related to cooperative governance. The need for a better solution towards forming best practices of cooperative governance framework appears imperative in deterring cases of mismanagement and fraud.Keywords: Cooperative, Governance, Issues, Malaysia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4979130 Representing Data without Lost Compression Properties in Time Series: A Review
Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan
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Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.
Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1620129 The Nature of Intelligence and Its Forms: An Ontological-Modeling Approach
Authors: Husam El-Asfour, Fateh Adhnouss, Kenneth McIsaac, AbdulMutalib Wahaishi, Raafat Aburukba, Idris El-Feghia
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Although intelligence is commonly referred to as the observable behavior in various fields and domains, it must also be shown how it develops by exhibiting multiple forms and without observing the inherent behavior. There have been several official and informal definitions of intelligence in various areas; however, no scientific agreement on a definition has been agreed upon. There must be a single definition, structure, and precise modeling for articulating how intelligence is perceived by people and machines in order to comprehend intelligence. Another key challenge is defining the different environment types based on the integral elements (agents) and their possible interactions. On the basis of conceptualization, this paper proposes a formal model for defining and developing intelligence. Forms of intelligence are derived from an ontological view, and thus intelligence is defined, described, and modeled based on the various types of environments.
Keywords: Intelligence, forms, transformation, conceptualization, ontological view.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 418128 Dichotomous Logistic Regression with Leave-One-Out Validation
Authors: Sin Yin Teh, Abdul Rahman Othman, Michael Boon Chong Khoo
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In this paper, the concepts of dichotomous logistic regression (DLR) with leave-one-out (L-O-O) were discussed. To illustrate this, the L-O-O was run to determine the importance of the simulation conditions for robust test of spread procedures with good Type I error rates. The resultant model was then evaluated. The discussions included 1) assessment of the accuracy of the model, and 2) parameter estimates. These were presented and illustrated by modeling the relationship between the dichotomous dependent variable (Type I error rates) with a set of independent variables (the simulation conditions). The base SAS software containing PROC LOGISTIC and DATA step functions can be making used to do the DLR analysis.Keywords: Dichotomous logistic regression, leave-one-out, testof spread.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2069127 Development Partitioning Intervalwise Block Method for Solving Ordinary Differential Equations
Authors: K.H.Khairul Anuar, K.I.Othman, F.Ishak, Z.B.Ibrahim, Z.Majid
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Solving Ordinary Differential Equations (ODEs) by using Partitioning Block Intervalwise (PBI) technique is our aim in this paper. The PBI technique is based on Block Adams Method and Backward Differentiation Formula (BDF). Block Adams Method only use the simple iteration for solving while BDF requires Newtonlike iteration involving Jacobian matrix of ODEs which consumes a considerable amount of computational effort. Therefore, PBI is developed in order to reduce the cost of iteration within acceptable maximum errorKeywords: Adam Block Method, BDF, Ordinary Differential Equations, Partitioning Block Intervalwise
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1669126 Cascade Kalman Filter Configuration for Low Cost IMU/GPS Integration in Car Navigation Like Robot
Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla
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This paper introduces a low cost INS/GPS algorithm for land vehicle navigation application. The data fusion process is done with an extended Kalman filter in cascade configuration mode. In order to perform numerical simulations, MATLAB software has been developed. Loosely coupled configuration is considered. The results obtained in this work demonstrate that a low-cost INS/GPS navigation system is partially capable of meeting the performance requirements for land vehicle navigation. The relative effectiveness of the kalman filter implementation in integrated GPS/INS navigation algorithm is highlighted. The paper also provides experimental results; field test using a car is carried out.Keywords: GPS, INS, IMU, Kalman filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3849125 Direct Block Backward Differentiation Formulas for Solving Second Order Ordinary Differential Equations
Authors: Zarina Bibi Ibrahim, Mohamed Suleiman, Khairil Iskandar Othman
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In this paper, a direct method based on variable step size Block Backward Differentiation Formula which is referred as BBDF2 for solving second order Ordinary Differential Equations (ODEs) is developed. The advantages of the BBDF2 method over the corresponding sequential variable step variable order Backward Differentiation Formula (BDFVS) when used to solve the same problem as a first order system are pointed out. Numerical results are given to validate the method.Keywords: Backward Differentiation Formula, block, secondorder.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2023124 Security Management System of Cellular Communication: Case Study
Authors: Othman O. Khalifa, Abdulrazzag Aburas, A. Al Bagul, Meftah Hrairi, Muhammad Shahril bin Shahbuddin, Harman bin Mat Kasa
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Cellular communication is being widely used by all over the world. The users of handsets are increasing due to the request from marketing sector. The important aspect that has to be touch in this paper is about the security system of cellular communication. It is important to provide users with a secure channel for communication. A brief description of the new GSM cellular network architecture will be provided. Limitations of cellular networks, their security issues and the different types of attacks will be discussed. The paper will go over some new security mechanisms that have been proposed by researchers. Overall, this paper clarifies the security system or services of cellular communication using GSM. Three Malaysian Communication Companies were taken as Case study in this paper.Keywords: GSM, Security systems, SIM CARD, IMSI, Authentication.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2491123 Performance of Membrane Bioreactor (MBR) in High Phosphate Wastewater
Authors: Aida Isma M. I., Putri Razreena A. R., Rozita Omar, Azni Idris
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This study presents the performance of membrane bioreactor in treating high phosphate wastewater. The laboratory scale MBR was operated at permeate flux of 25 L/m2.h with a hollow fiber membrane (polypropylene, approx. pore size 0.01 - 0.2 μm) at hydraulic retention time (HRT) of 12 hrs. Scanning electron microscopy (SEM) and energy diffusive X-ray (EDX) analyzer were used to characterize the membrane foulants. Results showed that the removal efficiencies of COD, TSS, NH3-N and PO4 3- were 93, 98, 80 and 30% respectively. On average 91% of influent soluble microbial products (SMP) were eliminated, with the eliminations of polysaccharides mostly above 80%. The main fouling resistance was cake resistance. It should be noted that SMP were found in major portions of mixed liquor that played a relatively significant role in membrane fouling. SEM and EDX analyses indicated that the foulants covering the membrane surfaces comprises not only organic substances but also inorganic elements including Mg, Ca, Al, K and P.Keywords: Membrane bioreactor (MBR), membrane fouling, phosphates, soluble microbial products (SMP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3370122 Hit-or-Miss Transform as a Tool for Similar Shape Detection
Authors: Osama Mohamed Elrajubi, Idris El-Feghi, Mohamed Abu Baker Saghayer
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This paper describes an identification of specific shapes within binary images using the morphological Hit-or-Miss Transform (HMT). Hit-or-Miss transform is a general binary morphological operation that can be used in searching of particular patterns of foreground and background pixels in an image. It is actually a basic operation of binary morphology since almost all other binary morphological operators are derived from it. The input of this method is a binary image and a structuring element (a template which will be searched in a binary image) while the output is another binary image. In this paper a modification of Hit-or-Miss transform has been proposed. The accuracy of algorithm is adjusted according to the similarity of the template and the sought template. The implementation of this method has been done by C language. The algorithm has been tested on several images and the results have shown that this new method can be used for similar shape detection.
Keywords: Hit-or/and-Miss Operator/Transform, HMT, binary morphological operation, shape detection, binary images processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5127121 Implied Adjusted Volatility by Leland Option Pricing Models: Evidence from Australian Index Options
Authors: Mimi Hafizah Abdullah, Hanani Farhah Harun, Nik Ruzni Nik Idris
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With the implied volatility as an important factor in financial decision-making, in particular in option pricing valuation, and also the given fact that the pricing biases of Leland option pricing models and the implied volatility structure for the options are related, this study considers examining the implied adjusted volatility smile patterns and term structures in the S&P/ASX 200 index options using the different Leland option pricing models. The examination of the implied adjusted volatility smiles and term structures in the Australian index options market covers the global financial crisis in the mid-2007. The implied adjusted volatility was found to escalate approximately triple the rate prior the crisis.
Keywords: Implied adjusted volatility, Financial crisis, Leland option pricing models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2945120 Development of Neural Network Prediction Model of Energy Consumption
Authors: Maryam Jamela Ismail, Rosdiazli Ibrahim, Idris Ismail
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In the oil and gas industry, energy prediction can help the distributor and customer to forecast the outgoing and incoming gas through the pipeline. It will also help to eliminate any uncertainties in gas metering for billing purposes. The objective of this paper is to develop Neural Network Model for energy consumption and analyze the performance model. This paper provides a comprehensive review on published research on the energy consumption prediction which focuses on structures and the parameters used in developing Neural Network models. This paper is then focused on the parameter selection of the neural network prediction model development for energy consumption and analysis on the result. The most reliable model that gives the most accurate result is proposed for the prediction. The result shows that the proposed neural network energy prediction model is able to demonstrate an adequate performance with least Root Mean Square Error.Keywords: Energy Prediction, Multilayer Feedforward, Levenberg-Marquardt, Root Mean Square Error (RMSE)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2642