Search results for: John Michael Russo

Authors: Manu Krishnan, Phil Jacoby

Abstract:

In this paper, we discuss the paradigm shift in bank capital from the “gone concern" to the “going concern" mindset. We then propose a methodology for pricing a product of this shift called Contingent Capital Notes (“CoCos"). The Merton Model can determine a price for credit risk by using the firm-s equity value as a call option on those assets. Our pricing methodology for CoCos also uses the credit spread implied by the Merton Model in a subsequent derivative form created by John Hull et al . Here, a market implied asset volatility is calculated by using observed market CDS spreads. This implied asset volatility is then used to estimate the probability of triggering a predetermined “contingency event" given the distanceto- trigger (DTT). The paper then investigates the effect of varying DTTs and recovery assumptions on the CoCo yield. We conclude with an investment rationale.

Keywords: CoCo, Contingent capital, Bank Capital, Tier1 Capital

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Authors: Majid Forghani, Michael Khachay

Abstract:

In genetics, the impact of neighboring amino acids on a target site is referred as the nearest-neighbor effect or simply neighbor effect. In this paper, a new method called wavelet particle decomposition representing the one-dimensional neighbor effect using wavelet packet decomposition is proposed. The main idea lies in known dependence of wavelet packet sub-bands on location and order of neighboring samples. The method decomposes the value of a signal sample into small values called particles that represent a part of the neighbor effect information. The results have shown that the information obtained from the particle decomposition can be used to create better model variables or features. As an example, the approach has been applied to improve the correlation of test and reference sequence distance with titer in the hemagglutination inhibition assay.

Keywords: Antigenic variants, neighbor effect, wavelet packet, wavelet particle decomposition.

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Authors: Michael Todinov, Eberechi Weli

Abstract:

The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool for solving the optimal risk reduction problem in the railway industry. 

Keywords: Optimisation, railway risk reduction, budget constraints, dynamic programming.

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Authors: Arpiruk Hokpunna, Michael Manhart

Abstract:

We present a Large-Eddy simulation of a vortex cell with circular shaped. The results show that the flow field can be sub divided into four important zones, the shear layer above the cavity, the stagnation zone, the vortex core in the cavity and the boundary layer along the wall of the cavity. It is shown that the vortex core consits of solid body rotation without much turbulence activity. The vortex is mainly driven by high energy packets that are driven into the cavity from the stagnation point region and by entrainment of fluid from the cavity into the shear layer. The physics in the boundary layer along the cavity-s wall seems to be far from that of a canonical boundary layer which might be a crucial point for modelling this flow.

Keywords: Turbulent flow, Large eddy simulations, boundary layer and cavity flow, vortex cell flow.

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Authors: M. Michael Gromiha, Y. Yabuki, K. Imai, P. Horton, K. Fukui

Abstract:

We have developed a database for membrane protein functions, which has more than 3000 experimental data on functionally important amino acid residues in membrane proteins along with sequence, structure and literature information. Further, we have proposed different methods for identifying membrane proteins based on their functions: (i) discrimination of membrane transport proteins from other globular and membrane proteins and classifying them into channels/pores, electrochemical and active transporters, and (ii) β-signal for the insertion of mitochondrial β-barrel outer membrane proteins and potential targets. Our method showed an accuracy of 82% in discriminating transport proteins and 68% to classify them into three different transporters. In addition, we have identified a motif for targeting β-signal and potential candidates for mitochondrial β-barrel membrane proteins. Our methods can be used as effective tools for genome-wide annotations.

Keywords: Membrane proteins, database, transporters, discrimination, β-signal.

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Authors: James Kuria, John Kihiu

Abstract:

A mathematical model for determining the overall efficiency of a multistage tractor gearbox including all gear, lubricant, surface finish related parameters and operating conditions is presented. Sliding friction, rolling friction and windage losses were considered as the main sources of power loss in the gearing system. A computer code in FORTRAN was developed to simulate the model. Sliding friction contributes about 98% of the total power loss for gear trains operating at relatively low speeds (less than 2000 rpm input speed). Rolling frictional losses decrease with increased load while windage losses are only significant for gears running at very high speeds (greater than 3000 rpm). The results also showed that the overall efficiency varies over the path of contact of the gear meshes ranging between 94% to 99.5%.

Keywords: Efficiency, multistage gear train, rolling friction, slidingfriction, windage losses.

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Authors: Phoenix Lawhon Isler, John Merson, David Roser

Abstract:

Urban water management in Australia faces increasing pressure to deal with the challenges of droughts, growing population and the climate change uncertainty. Addressing these challenges is an opportunity to incorporate the parallel goals of sustainable water management and climate change adaptation through holistic, non-technical means. This paper presents case studies from Perth and Sydney which show how despite robust adaptation plans and experience, recent efforts to 'drought proof' cities have focused on supply-side measures (i.e. desalination), rather than rethinking how water is used and managing demand. The trend towards desalination as a climate adaptation measure raises questions about the sustainability of urban water futures in Australia.

Keywords: Climate change adaptation, desalination, drought management, sustainable urban water management.

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Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

In this study a neural network (NN) was proposed to predict the sorption of binary mixture of copper-cobalt ions into clinoptilolite as ion-exchanger. The configuration of the backpropagation neural network giving the smallest mean square error was three-layer NN with tangent sigmoid transfer function at hidden layer with 10 neurons, linear transfer function at output layer and Levenberg-Marquardt backpropagation training algorithm. Experiments have been carried out in the batch reactor to obtain equilibrium data of the individual sorption and the mixture of coppercobalt ions. The obtained modeling results have shown that the used of neural network has better adjusted the equilibrium data of the binary system when compared with the conventional sorption isotherm models.

Keywords: Adsorption isotherm, binary system, neural network; sorption

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Authors: John Kabuba, Hilary Rutto

Abstract:

Ion exchange is one of the methods used to remove heavy metal such as copper and cobalt from wastewaters. Parameters affecting the ion-exchange of copper and cobalt aqueous solutions using clinoptilolite are the objectives of this study. Synthetic solutions were prepared with the concentration of 0.02M, 0.06M and 0.1M. The cobalt solution was maintained to 0.02M while varying the copper solution to the above stated concentrations. The clinoptilolite was activated with HCl and H₂SO₄ for removal efficiency. The pHs of the solutions were found to be acidic hence enhancing the copper and cobalt removal. The natural clinoptilolite performance was also found to be lower compared to the HCl and H₂SO₄ activated one for the copper removal ranging from 68% to 78% of Cu²⁺ uptake with the natural clinoptilolite to 66% to 51% with HCl and H₂SO₄ respectively. It was found that the activated clinoptilolite removed more copper and cobalt than the natural one and found that the electronegativity of the metal plays a role in the metal removal and the clinoptilolite selectivity.

Keywords: Clinoptilolite, cobalt and copper, Ion-exchange, mass dosage, pH.

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Authors: Michael G. Danikas, Ramanujam Sarathi, Pavlos Ramnalis, Stefanos L. Nalmpantis

Abstract:

This paper investigates the influence of various parameters on the behaviour of water droplets on polymeric surfaces under high electric fields. An inclined plane test was carried out to understand the droplet behaviour in strong electric field. Parameters such as water droplet conductivity, droplet volume, polymeric surface roughness and droplet positioning with respect to the electrodes were studied. The flashover voltage is affected by all aforementioned parameters. The droplet positioning is in some cases more vital than the droplet volume. Surface damages were analysed using Scanning Electron Microscopy (SEM) studies and by Energy dispersive X-ray Analysis (EDAX). It is observes that magnitude of discharge have direct influence on amount of surface da

Keywords: Water droplet, polymeric surface, hydrophobicity, partial discharges, SEM, EDAX.

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Authors: Cheng-Lung Huang, Han-Yu Chien, Michael Conyette

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Social bookmarking is an environment in which the user gradually changes interests over time so that the tag data associated with the current temporal period is usually more important than tag data temporally far from the current period. This implies that in the social tagging system, the newly tagged items by the user are more relevant than older items. This study proposes a novel recommender system that considers the users- recent tag preferences. The proposed system includes the following stages: grouping similar users into clusters using an E-M clustering algorithm, finding similar resources based on the user-s bookmarks, and recommending the top-N items to the target user. The study examines the system-s information retrieval performance using a dataset from del.icio.us, which is a famous social bookmarking web site. Experimental results show that the proposed system is better and more effective than traditional approaches.

Keywords: Recommender systems, Social bookmarking, Tag

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Authors: Abdulrahim Shamayleh, John Fowler, Muhong Zhang

Abstract:

Operating rooms are important assets for hospitals as they generate the largest revenue and, at the same time, produce the largest cost for hospitals. The model presented in this paper helps make capacity planning decisions on the combination of open operating rooms (ORs) and estimated overtime to satisfy the allocated OR time to each specialty. The model combines both decisions on determining the amount of OR time to open and to allocate to different surgical specialties. The decisions made are based on OR costs, overutilization and underutilization costs, and contribution margins from allocating OR time. The results show the importance of having a good estimate of specialty usage of OR time to determine the amount of needed capacity and highlighted the tradeoff that the OR manager faces between opening more ORs versus extending the working time of the ORs already in use.

Keywords: capacity planning, contribution margins, operating room, overutilization

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Authors: Achraf El Allali, John R. Rose

Abstract:

A number of competing methodologies have been developed to identify genes and classify DNA sequences into coding and non-coding sequences. This classification process is fundamental in gene finding and gene annotation tools and is one of the most challenging tasks in bioinformatics and computational biology. An information theory measure based on mutual information has shown good accuracy in classifying DNA sequences into coding and noncoding. In this paper we describe a species independent iterative approach that distinguishes coding from non-coding sequences using the mutual information measure (MIM). A set of sixty prokaryotes is used to extract universal training data. To facilitate comparisons with the published results of other researchers, a test set of 51 bacterial and archaeal genomes was used to evaluate MIM. These results demonstrate that MIM produces superior results while remaining species independent.

Keywords: Coding Non-coding Classification, Entropy, GeneRecognition, Mutual Information.

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Authors: Hanadi Mubarak AL-Mubaraki, Michael Busler

Abstract:

In the context of business incubation (BI) as strategic enablers, this paper critically reviews the literature relating to the strategic benefits of BI in the Middle East. The taxonomy of BI benefits in the strategic elements on 1) type, 2) financial model, 3) services, 4) objectives, 5) number of clients, 6) number of graduates, and 7) jobs creation. Understanding the importance of BI benefits can be significant in the economic development although most incubators lead to diversify the economy. Thus, taxonomies of the benefits of BI are produced from both the academic literature and published case studies. In this way, a classification of strategic benefits elements as they relate to incubators has been developed to provide a greater understanding of the benefits needed to obtain a specific element. The result of this paper is Business incubators is aimed entrepreneurship, jobs creation, research commercialization and profitable enterprises in Middle Eastern countries.

Keywords: Economic Development, Incubators, Middle East, Strategic.

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Authors: Darren Thompson, Philip Morrow, Bryan Scotney, John Winder

Abstract:

Patients with diabetes are susceptible to chronic foot wounds which may be difficult to manage and slow to heal. Diagnosis and treatment currently rely on the subjective judgement of experienced professionals. An objective method of tissue assessment is required. In this paper, a data fusion approach was taken to wound tissue classification. The supervised Maximum Likelihood and unsupervised Multi-Modal Expectation Maximisation algorithms were used to classify tissues within simulated wound models by weighting the contributions of both colour and 3D depth information. It was found that, at low weightings, depth information could show significant improvements in classification accuracy when compared to classification by colour alone, particularly when using the maximum likelihood method. However, larger weightings were found to have an entirely negative effect on accuracy.

Keywords: Classification, data fusion, diabetic foot, stereophotogrammetry, tissue colour.

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Authors: Tahir Majeed, Michael Handschuh, René Meier

Abstract:

Rheumatoid Arthritis patients have swelling and pain in joints of the hand. The regions where the patient feels pain also show increased body temperature. Thermal cameras can be used to detect the rise in temperature of the affected regions. To monitor the progression of Rheumatoid Arthritis, patients must visit the clinic regularly for scanning and examination. After scanning and evaluation, the dosage of the medicine is regulated accordingly. To monitor the disease progression over time, the correlation of the images between different visits must be established. It has been observed that the thermal measurements do not remain the same over time, even within a single scanning, when low-cost thermal cameras are used. In some situations, temperatures can vary as much as 2◦C within the same scanning sequence. In this paper, it has been shown that although the absolute temperature varies over time, the relative difference between different regions remains similar. Results have been computed over four scanning sequences and are presented.

Keywords: Relative thermal difference, rheumatoid arthritis, thermal imaging, thermal sensors.

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Authors: Meichen Lee, Michael K. H. Leung

Abstract:

In recent years, visible-light activated photocatalysis has become a major field of intense researches for the higher efficiency of solar energy utilizations. Many attempts have been made on the modification of wide band gap semiconductors, while more and more efforts emphasize on cost-effective synthesis of visible-light activated catalysts. In this work, BiOBr nanoplates with band gap of visible-light range are synthesized through a promising microwave solvothermal method. The treatment time period and temperature dependent BiOBr nanosheets of various particle sizes are investigated through SEM. BiOBr synthesized under the condition of 160°C for 60 mins shows the most uniform particle sizes around 311 nm and the highest surface-to-volume ratio on account of its smallest average particle sizes compared with others. It exhibits the best photocatalytic behavior among all samples in RhB degradation.

Keywords: Microwave solvothermal process, nanoplates, solar energy, visible-light photocatalysis.

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Authors: Widodo Budiharto, Michael Yoseph Ricky, Ro'fah Nur Rachmawati

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The rapid development of the BlackBerry games industry and its development goals were not just for entertainment, but also used for educational of students interactively. Unfortunately the development of adaptive educational games on BlackBerry in Indonesian language that interesting and entertaining for learning process is very limited. This paper shows the research of development of novel adaptive educational games for students who can adjust the difficulty level of games based on the ability of the user, so that it can motivate students to continue to play these games. We propose a method where these games can adjust the level of difficulty, based on the assessment of the results of previous problems using neural networks with three inputs in the form of percentage correct, the speed of answer and interest mode of games (animation / lessons) and 1 output. The experimental results are presented and show the adaptive games are running well on mobile devices based on BlackBerry platform

Keywords: Adaptive games, neural networks, mobile games, BlackBerry

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Authors: Walid S. Alfuhaid, Saud A. Alghamdi, John M. Watkins, M. Edwin Sawan

Abstract:

Designing a controller for stochastic decentralized interconnected large scale systems usually involves a high degree of complexity and computation ability. Noise, observability, and controllability of all system states, connectivity, and channel bandwidth are other constraints to design procedures for distributed large scale systems. The quasi-steady state model investigated in this paper is a reduced order model of the original system using singular perturbation techniques. This paper results in an optimal control synthesis to design an observer based feedback controller by standard stochastic control theory techniques using Linear Quadratic Gaussian (LQG) approach and Kalman filter design with less complexity and computation requirements. Numerical example is given at the end to demonstrate the efficiency of the proposed method.

Keywords: Decentralized, optimal control, output, singular perturb.

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Authors: Mohammad D. H. Beg, John O. Akindoyo, Suriati Ghazali, Abdullah A. Mamun

Abstract:

In this study, composites were fabricated from oil palm empty fruit bunch fiber and poly(lactic) acid by extrusion followed by injection moulding. Surface of the fiber was pre-treated by ultrasound in an alkali medium and treatment efficiency was investigated by scanning electron microscopy (SEM) analysis and Fourier transforms infrared spectrometer (FTIR). Effect of fiber treatment on composite was characterized by tensile strength (TS), tensile modulus (TM) and impact strength (IS). Furthermore, biostrong impact modifier was incorporated into the treated fiber composite to improve its impact properties. Mechanical testing showed an improvement of up to 23.5% and 33.6% respectively for TS and TM of treated fiber composite above untreated fiber composite. On the other hand incorporation of impact modifier led to enhancement of about 20% above the initial IS of the treated fiber composite.

Keywords: Fiber treatment, impact modifier, natural fibers, ultrasound.

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Authors: Michael Grigutsch, Marco Kennemann, Peter Nyhuis

Abstract:

Due to the recovering global economy, enterprises are increasingly focusing on logistics. Investing in logistic measures for a production generates a large potential for achieving a good starting point within a competitive field. Unlike during the global economic crisis, enterprises are now challenged with investing available capital to maximize profits. In order to be able to create an informed and quantifiably comprehensible basis for a decision, enterprises need an adequate model for logistically and monetarily evaluating measures in production. The Collaborate Research Centre 489 (SFB 489) at the Institute for Production Systems (IFA) developed a Logistic Information System which provides support in making decisions and is designed specifically for the forging industry. The aim of a project that has been applied for is to now transfer this process in order to develop a universal approach to logistically and monetarily evaluate measures in production.

Keywords: Measures in Production, Logistic Operating Curves, Transfer Functions, Production Logistics

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Authors: Michael T. Miller, G. David Gearhart

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Shared governance is an important element in higher education decision making. Through the joint decision making process, faculty members are provided an opportunity to help shape the future of an institution while increasing support for decisions that are made. Presidents, those leaders who are legally bound to guide their institutions, must find ways to collaborate effectively with faculty members in making decisions, and the first step in this process is understanding when and how presidents and faculty leaders interact. In the current study, a national sample of college presidents reported their preparation for the presidency, their perceptions of the functions of a faculty senate, and ultimately, the locations for important interactions between presidents and faculty senates. Results indicated that presidents, regardless of their preparation, found official functions to be the most important for communicating, although, those presidents with academic backgrounds were more likely to perceive faculty senates as having a role in all aspects of an institutions management.

Keywords: College faculty, college president, faculty senate, leadership.

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Authors: John N. Ellinas, Panagiotis Kenterlis

Abstract:

The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The current paper presents an approach for still image digital watermarking in which the watermark embedding process employs the wavelet transform and incorporates Human Visual System (HVS) characteristics. The sensitivity of a human observer to contrast with respect to spatial frequency is described by the Contrast Sensitivity Function (CSF). The strength of the watermark within the decomposition subbands, which occupy an interval on the spatial frequencies, is adjusted according to this sensitivity. Moreover, the watermark embedding process is carried over the subband coefficients that lie on edges where distortions are less noticeable. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency.

Keywords: Image watermarking, wavelet transform, human visual system, contrast sensitivity function.

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Authors: Michael W. Markowitz

Abstract:

A central element of higher education today is the “core” or “general education” curriculum: that configuration of courses that often encompasses the essence of liberal arts education. Ensuring that such offerings reflect the mission and values of the institution is a challenge faced by most college and universities, often more than once. This paper presents an action model of program planning designed to structure the processes of developing, implementing and revising core curricula in a manner consistent with key institutional goals and objectives. Through presentation of a case study from a university in the United States, the elements of needs assessment, stakeholder investment and collaborative compromise are shown as key components of a planning strategy that can produce a general education program that is comprehensive, academically rigorous, assessable, and mission consistent. The paper concludes with recommendations for both the implementation and evaluation of such programs in practice.

Keywords: Academic assessment, academic program planning, curriculum development, general education reform.

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Authors: Mohammed S. ALSaidi, John P. Mo

Abstract:

Modern engineering assets are complex and very high in value. They are expected to function for years to come, with ability to handle the change in technology and ageing modification. The aging of an engineering asset and continues increase of vendors and contractors numbers forces the asset operation management (or Owner) to design an asset system which can capture these changes. Furthermore, an accurate performance measurement and risk evaluation processes are highly needed. Therefore, this paper explores the nature of the asset management system performance evaluation for an engineering asset based on the System Support Engineering (SSE) principles. The research work explores the asset support system from a range of perspectives, interviewing managers from across a refinery organization. The factors contributing to complexity of an asset management system are described in context which clusters them into several key areas. It is proposed that SSE framework may then be used as a tool for analysis and management of asset. The paper will conclude with discussion of potential application of the framework and opportunities for future research.

Keywords: Asset management, performance, evaluation.

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Authors: Dubbale Daniel A., Tsutsumi J., Michael J. Bendewald

Abstract:

Addis Ababa is a seat of African Union (AU), United Nations Economic Commission for Africa (UN-ECA) and hundreds of embassies and consular representatives. Addis Ababa is one of the highest capitals in the world with an average 2400 meters above sea level. It is dichotomous city with a blend of modern high-rise and deteriorating slum quarters. Water supply and sanitation, waste management and housing are continuing to be serious problems. Forest wood based domestic energy use as well as uncontrolled emissions from mobile and fixed sources has endangered the state of the urban environment. Analysis based on satellite imagery has revealed the deteriorating urban environment within the last three decades. The recently restructured city administration has brought improvements in the condition of the urban environment. However, the overwhelming size of the challenges faced by the city dwarfed their fairly good results.

Keywords: Addis Ababa, Urban environment, Slum, Housing, Relocation

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Authors: Nina Robson, Kenneth John Faller II, Vishalkumar Ahir, Mustafa Mhawesh, Reza Langari

Abstract:

This paper describes the development of a model of an impaired human arm performing a reaching motion, which will be used to predict hand path trajectories for people with reduced arm joint mobility. Assuming that the arm was in contact with a surface during the entire movement, the contact conditions at the initial and final task locations were determined and used to generate the entire trajectory. The model was validated by comparing it to experimental data, which simulated an arm joint impairment by physically constraining the joint motion with a brace. Future research will include using the model in the development of physical training protocols that avoid early recruitment of “healthy” Degrees-Of-Freedom (DOF) for reaching motions, thus facilitating an Active Range-Of-Motion Recovery (AROM) for a particular impaired joint.

Keywords: Higher order kinematic specifications, human motor coordination, impaired movement, kinematic synthesis.

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Authors: Alexander Schulz, Ingrid Rottensteiner, Manfred Neumann, Michael Wehse, Johann Wassermann

Abstract:

Self-sensing estimates the air gap within an electro magnetic path by analyzing the bearing coil current and/or voltage waveform. The self-sensing concept presented in this paper has been developed within the research project “Active Magnetic Bearings with Supreme Reliability" and is used for position sensor fault detection. Within this new concept gap calculation is carried out by an alldigital analysis of the digitized coil current and voltage waveform. For analysis those time periods within the PWM period are used, which give the best results. Additionally, the concept allows the digital compensation of nonlinearities, for example magnetic saturation, without degrading signal quality. This increases the accuracy and robustness of the air gap estimation and additionally reduces phase delays. Beneath an overview about the developed concept first measurement results are presented which show the potential of this all-digital self-sensing concept.

Keywords: digital signal analysis, active magnetic bearing, reliability, fault detection.

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Authors: Abdulrahman S. Alturki, John S. Loomis

Abstract:

This paper discusses a corner detection algorithm for camera calibration. Calibration is a necessary step in many computer vision and image processing applications. Robust corner detection for an image of a checkerboard is required to determine intrinsic and extrinsic parameters. In this paper, an algorithm for fully automatic and robust X-corner detection is presented. Checkerboard corner points are automatically found in each image without user interaction or any prior information regarding the number of rows or columns. The approach represents each X-corner with a quadratic fitting function. Using the fact that the X-corners are saddle points, the coefficients in the fitting function are used to identify each corner location. The automation of this process greatly simplifies calibration. Our method is robust against noise and different camera orientations. Experimental analysis shows the accuracy of our method using actual images acquired at different camera locations and orientations.

Keywords: Camera Calibration, Corner Detector, Saddle Points, X-Corners.

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Authors: John Walton, Vishal Parikh

Abstract:

Contact centres have been exemplars of scientific management in the discipline of operations management for more than a decade now. With the movement of industries from a resource based economy to knowledge based economy businesses have started to realize the customer eccentricity being the key to sustainability amidst high velocity of the market. However, as technologies have converged and advanced, so have the contact centres. Contact Centres have redirected the supply chains and the concept of retailing is highly diminished due to over exaggeration of cost reduction strategies. In conditions of high environmental velocity together with services featuring considerable information intensity contact centres will require up to date and enlightened agents to satisfy the demands placed upon them by those requesting their services. In this paper we examine salient factors such as Power Distance, Knowledge structures and the dynamics of job specialisation and enlargement to suggest critical success factors in the domain of contact centres.

Keywords: Post Taylorism, Knowledge Management, Power Distance, Organisational Learning

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