Search results for: Knowledge-based Information Models

Authors: M. Yosofi, S. Ezeddini, A. Ollivier, V. Lavaste, C. Mayousse

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Additive manufacturing processes have changed significantly in a wide range of industries and their application progressed from rapid prototyping to production of end-use products. However, their environmental impact is still a rather open question. In order to support the growth of this technology in the industrial sector, environmental aspects should be considered and predictive models may help monitor and reduce the environmental footprint of the processes. This work presents predictive models based on a previously developed methodology for the environmental impact evaluation combined with a technical and economical assessment. Here we applied the methodology to the Fused Deposition Modeling process. First, we present the predictive models relative to different types of machines. Then, we present a decision-making tool designed to identify the optimum manufacturing strategy regarding technical, economic, and environmental criteria.

Keywords: Additive manufacturing, decision-makings, environmental impact, predictive models.

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Authors: Petr Seďa

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This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom

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The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. Previous work established that the Ward-style artificial neural network (ANN) is a suitable tool for developing such models. The current research focused on developing ANN models with reduced average prediction error by increasing the number of distinct observations used in training, adding additional input terms that describe the date of an observation, increasing the duration of prior weather data included in each observation, and reexamining the number of hidden nodes used in the network. Models were created to predict air temperature at hourly intervals from one to 12 hours ahead. Each ANN model, consisting of a network architecture and set of associated parameters, was evaluated by instantiating and training 30 networks and calculating the mean absolute error (MAE) of the resulting networks for some set of input patterns. The inclusion of seasonal input terms, up to 24 hours of prior weather information, and a larger number of processing nodes were some of the improvements that reduced average prediction error compared to previous research across all horizons. For example, the four-hour MAE of 1.40°C was 0.20°C, or 12.5%, less than the previous model. Prediction MAEs eight and 12 hours ahead improved by 0.17°C and 0.16°C, respectively, improvements of 7.4% and 5.9% over the existing model at these horizons. Networks instantiating the same model but with different initial random weights often led to different prediction errors. These results strongly suggest that ANN model developers should consider instantiating and training multiple networks with different initial weights to establish preferred model parameters.

Keywords: Decision support systems, frost protection, fruit, time-series prediction, weather modeling

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Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

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Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows drawing conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stageby- stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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Authors: Katalina Grigorova, Kaloyan Mironov

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The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: Business process modeling, business process modeling standards, workflow patterns, converting models.

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Authors: Yu-Chi Shiue, Jyong Lin, Shih-Chang Chen

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With the increase of economic behavior and the upgrade of living standar, the ratio for people in Taiwan who own automobiles and motorcycles have recently increased with multiples. Therefore, parking issues will be a big challenge to facilitate traffic network and ensure urban life quality. The Parking Guidance and Information System is one of important systems for Advanced Traveler Information Services (ATIS). This research proposes a parking guidance and information system which integrates GPS and 3G network for a map on the Geographic Information System to solution inadequate of roadside information kanban. The system proposed in this study mainly includes Parking Host, Parking Guidance and Information Server, Geographic Map and Information System as well as Parking Guidance and Information Browser. The study results show this system can increase driver-s efficiency to find parking space and efficiently enhance parking convenience in comparison with roadside kanban system.

Keywords: Geographic Information System, 3G, GPS, parkinginformation

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Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

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Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

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Authors: Mingaleva Zhanna, Kapuskina Tatiana

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The article touches upon questions of information security in Russian Economy. It covers theoretical bases of information security and causes of its development. The theory is proved by the analysis of business activities and the main tendencies of information security development. Perm region has been chosen as the bases for the analysis, being the fastestdeveloping region that uses methods of information security in managing it economy. As a result of the study the authors of the given article have formulated their own vision of the problem of information security in various branches of economy and stated prospects of information security development and its growing role in Russian economy

Keywords: security of business, management of information security, institutional analyses.

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Authors: Siriporn Poolsuwan

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This research aims to explore the information needs, information usages, and problems of information usage of the older people club’s members in Dusit district, Bangkok. There are 12 clubs and 746 club’s members in this district. The research results use for older person service in this district. Data is gathered from 252 club’s members by using questionnaires. The quantitative approach uses in research by percentage, means and standard deviation. The results are as follows (1) The older people need Information for entertainment, occupation and academic in the field of short story, computer work, and religion and morality. (2) The participants use Information from various sources. (3) The Problem of information usage is their language skills because of the older people’s literacy problem.

Keywords: Information Behavior, Older Person, Information Seeking.

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Authors: Marcel Chevalier, Léo Dupont, Sylvain Marié, Frédérique Roffet, Elena Stolyarova, William Templier, Costin Vasile

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Industrial end users are currently facing an increasing need to reduce the risk of unexpected failures and optimize their maintenance. This calls for both short-term analysis and long-term ageing anticipation. At Schneider Electric, we tackle those two issues using both Machine Learning and First Principles models. Machine learning models are incrementally trained from normal data to predict expected values and detect statistically significant short-term deviations. Ageing models are constructed from breaking down physical systems into sub-assemblies, then determining relevant degradation modes and associating each one to the right kinetic law. Validating such anomaly detection and maintenance models is challenging, both because actual incident and ageing data are rare and distorted by human interventions, and incremental learning depends on human feedback. To overcome these difficulties, we propose to simulate physics, systems and humans – including asset maintenance operations – in order to validate the overall approaches in accelerated time and possibly choose between algorithmic alternatives.

Keywords: Degradation models, ageing, anomaly detection, soft sensor, incremental learning.

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Authors: V. D. Thi, M. Li, M. Khelifa, M. El Ganaoui, Y. Rogaume

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This paper presents a two-dimensional model to study the heat and moisture transfer through porous building materials. Dynamic and static coupled models of heat and moisture transfer in porous material under low temperature are presented and the coupled models together with variable initial and boundary conditions have been considered in an analytical way and using the finite element method. The resulting coupled model is converted to two nonlinear partial differential equations, which is then numerically solved by an implicit iterative scheme. The numerical results of temperature and moisture potential changes are compared with the experimental measurements available in the literature. Predicted results demonstrate validation of the theoretical model and effectiveness of the developed numerical algorithms. It is expected to provide useful information for the porous building material design based on heat and moisture transfer model.

Keywords: Finite element method, heat transfer, moisture transfer, porous materials, wood.

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Authors: M. K. Pradhan, C. K. Biswas,

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In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.

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Authors: Altynbek Moshkalov

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Along with the basic features of students\' culture information, with its widely usage oriented on implementation of the new information technologies in educational process that determines the search for ways of pointing to the similarity of interdisciplinary connections content, aims and objectives of the study. In this regard, the article questions about students\' information culture, and also presented information about the aims and objectives of the information culture process among students. In the formation of a professional interest in relevant information, which is an opportunity to assist in informing the professional activities of the essence of effective use of interactive methods and innovative technologies in the learning process. The result of the experiment proves the effectiveness of the information culture process of students in training the system of higher education based on the credit technology. The main purpose of this paper is a comprehensive review of students\' information culture.

Keywords: Information culture, methods of information culture of students, educational system of the credit technology, distance learning, information of interest, information and communication technologies and tools.

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Authors: Nahla H. Alaswadko, Rayya A. Hassan, Bayar N. Mohammed

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Empirical deterministic models have been developed to predict roughness progression of heavy duty spray sealed pavements for a dataset representing rural arterial roads. The dataset provides a good representation of the relevant network and covers a wide range of operating and environmental conditions. A sample with a large size of historical time series data for many pavement sections has been collected and prepared for use in multilevel regression analysis. The modelling parameters include road roughness as performance parameter and traffic loading, time, initial pavement strength, reactivity level of subgrade soil, climate condition, and condition of drainage system as predictor parameters. The purpose of this paper is to report the approaches adopted for models development and validation. The study presents multilevel models that can account for the correlation among time series data of the same section and to capture the effect of unobserved variables. Study results show that the models fit the data very well. The contribution and significance of relevant influencing factors in predicting roughness progression are presented and explained. The paper concludes that the analysis approach used for developing the models confirmed their accuracy and reliability by well-fitting to the validation data.

Keywords: Roughness progression, empirical model, pavement performance, heavy duty pavement.

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Authors: Vassilios Moussas, Dimos N. Pantazis, Panagiotis Stratakis

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The aim of this paper is to present the optimization methodology developed in the frame of a Coastal Transport Information System. The system will be used for the effective design of coastal transportation lines and incorporates subsystems that implement models, tools and techniques that may support the design of improved networks. The role of the optimization and decision subsystem is to provide the user with better and optimal scenarios that will best fulfill any constrains, goals or requirements posed. The complexity of the problem and the large number of parameters and objectives involved led to the adoption of an evolutionary method (Genetic Algorithms). The problem model and the subsystem structure are presented in detail, and, its support for simulation is also discussed.

Keywords: Coastal transport, modeling, optimization.

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Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman

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This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.

Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models

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Authors: Angelo Corallo, Maria Elena Latino, Marta Menegoli

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Agri-food value chain involves various stakeholders with different roles. All of them abide by national and international rules and leverage marketing strategies to advance their products. Food products and related processing phases carry with it a big mole of data that are often not used to inform final customer. Some data, if fittingly identified and used, can enhance the single company, and/or the all supply chain creates a math between marketing techniques and voluntary traceability strategies. Moreover, as of late, the world has seen buying-models’ modification: customer is careful on wellbeing and food quality. Food citizenship and food democracy was born, leveraging on transparency, sustainability and food information needs. Internet of Things (IoT) and Analytics, some of the innovative technologies of Industry 4.0, have a significant impact on market and will act as a main thrust towards a genuine ‘4.0 change’ for agriculture. But, realizing a traceability system is not simple because of the complexity of agri-food supply chain, a lot of actors involved, different business models, environmental variations impacting products and/or processes, and extraordinary climate changes. In order to give support to the company involved in a traceability path, starting from business model analysis and related business process a Framework to Manage Product Data in Agri-Food Supply Chain for Voluntary Traceability was conceived. Studying each process task and leveraging on modeling techniques lead to individuate information held by different actors during agri-food supply chain. IoT technologies for data collection and Analytics techniques for data processing supply information useful to increase the efficiency intra-company and competitiveness in the market. The whole information recovered can be shown through IT solutions and mobile application to made accessible to the company, the entire supply chain and the consumer with the view to guaranteeing transparency and quality.

Keywords: Agriculture 4.0, agri-food supply chain, Industry 4.0, voluntary traceability.

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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Authors: Muhammad Afzal, Cao Yihua, Zhao Ming

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The present work describes a computational study of aerodynamic characteristics of GLC305 airfoil clean and with 16.7 min ice shape (rime 212) and 22.5 min ice shape (glaze 944).The performance of turbulence models SA, Kε, Kω Std, and Kω SST model are observed against experimental flow fields at different Mach numbers 0.12, 0.21, 0.28 in a range of Reynolds numbers 3x106, 6x106, and 10.5x106 on clean and iced aircraft airfoil GLC305. Numerical predictions include lift, drag and pitching moment coefficients at different Mach numbers and at different angle of attacks were done. Accuracy of solutions with respect to the effects of turbulence models, variation of Mach number, initial conditions, grid resolution and grid spacing near the wall made the study much sensitive. Navier Stokes equation based computational technique is used. Results are very close to the experimental results. It has seen that SA and SST models are more efficient than Kε and Kω standard in under study problem.

Keywords: Aerodynamics, Airfoil GLC305, Iced Airfoil, Turbulence Model

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Authors: Ε. Giovanis

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In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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Authors: K. M. Ngcobo, S. D. Eyono Obono

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Science and technology has a major impact on many societal domains such as communication, medicine, food, transportation, etc. However, this dominance of modern technology can have a negative unintended impact on indigenous systems, and in particular on indigenous foods. This problem serves as a motivation to this study whose aim is to examine the perceptions of learners on the usefulness of Information and Communication Technologies (ICTs) for learning about indigenous foods. This aim will be subdivided into two types of research objectives. The design and identification of theories and models will be achieved using literature content analysis. The objective on the empirical testing of such theories and models will be achieved through the survey of Hospitality studies learners from different schools in the iLembe and Umgungundlovu Districts of the South African Kwazulu-Natal province. SPSS is used to quantitatively analyze the data collected by the questionnaire of this survey using descriptive statistics and Pearson correlations after the assessment of the validity and the reliability of the data. The main hypothesis behind this study is that there is a connection between the demographics of learners, their perceptions on the usefulness of ICTs for learning about indigenous foods, and the following personality and eLearning related theories constructs: Computer self-efficacy, Trust in ICT systems, and Conscientiousness; as suggested by existing studies on learning theories. This hypothesis was fully confirmed by the survey conducted by this study except for the demographic factors where gender and age were not found to be determinant factors of learners’ perceptions on the usefulness of ICTs for learning about indigenous foods.

Keywords: E-learning, Indigenous Foods, Information and Communication Technologies, Learning Theories, Personality.

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Authors: Namchul Do, Gyeongseok Chae

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This paper proposes a framework for product development including hardware and software components. It provides separation of hardware dependent software, modifications of current product development process, and integration of software modules with existing product configuration models and assembly product structures. In order to decide the dependent software, the framework considers product configuration modules and engineering changes of associated software and hardware components. In order to support efficient integration of the two different hardware and software development, a modified product development process is proposed. The process integrates the dependent software development into product development through the interchanges of specific product information. By using existing product data models in Product Data Management (PDM), the framework represents software as modules for product configurations and software parts for product structure. The framework is applied to development of a robot system in order to show its effectiveness.

Keywords: HW and SW Development Integration, ProductDevelopment with Software.

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Authors: Sylvie Ratté, Wilfried Njomgue, Pierre-André Ménard

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In this paper, we present symbolic recognition models to extract knowledge characterized by document structures. Focussing on the extraction and the meticulous exploitation of the semantic structure of documents, we obtain a meaningful contextual tagging corresponding to different unit types (title, chapter, section, enumeration, etc.).

Keywords: Information retrieval, document structures, symbolic grammars.

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Authors: H. Buluthan Cetintas

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Corporate identity, which has several advantages such that the employees become integrated with their corporations, corporation is distinguished from its competitors and it is recognized by the masses, is the total of the distinctive corporate features that and corporation has. That the information takes part in production as a more important component than labor and capital has required that the corporations are reorganized as information-based. Therefore, information and its management have reached a basic and prevalent position in having sustainable competitive advantage. Thanks to the information management which regulates the information and makes it reachable and available, information will be produced in line with a specific purpose in the corporations and be used in all the corporate processes. As an auxiliary power for increase in the economic potential, efficiency and productivity of the corporation, corporate identity consists of four components. These are corporate philosophy, corporate design, corporate behavior and corporate communication. In this study, the effects of the information management on corporate identity are discussed from the point of these four elements.

Keywords: Corporate identity, information management.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

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In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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Authors: Masoud Sadeghian, Alireza Fatehi

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One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.

Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.

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Authors: D.O. Omondi, M.K. Walingo, G.M. Mbagaya, L.O.A. Othuon

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Many studies have applied the Theory of Planned Behavior (TPB) in predicting health behaviors among unique populations. However, a new paradigm is emerging where focus is now directed to modification and expansion of the TPB model rather than utilization of the traditional theory. This review proposes new models modified from the Theory of Planned Behavior and suggest an appropriate study design that can be used to test the models within physical activity and dietary practice domains among Type 2 diabetics in Kenya. The review was conducted by means of literature search in the field of nutrition behavior, health psychology and mixed methods using predetermined key words. The results identify pre-intention and post intention gaps within the TPB model that need to be filled. Additional psychosocial factors are proposed to be included in the TPB model to generate new models and the efficacy of these models tested using mixed methods design.

Keywords: Physical activity, diet, Type 2 diabetes, behaviorchange theory, model.

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Authors: Micheal Olaolu Arowolo, Muhammad Azam, Fei He, Mihail Popescu, Dong Xu

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As the quantity of biological articles rises, so does the number of biological route figures. Each route figure shows gene names and relationships. Manually annotating pathway diagrams is time-consuming. Advanced image understanding models could speed up curation, but they must be more precise. There is rich information in biological pathway figures. The first step to performing image understanding of these figures is to recognize gene names automatically. Classical optical character recognition methods have been employed for gene name recognition, but they are not optimized for literature mining data. This study devised a method to recognize an image bounding box of gene name as a photo using deep Siamese neural network models to outperform the existing methods using ResNet, DenseNet and Inception architectures, the results obtained about 84% accuracy.

Keywords: Biological pathway, gene identification, object detection, Siamese network, ResNet.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Jaehun Joo, Mie-jung Kim, Ismatilla Normatov, Lyunhwa Kim

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The purpose of this paper is to analyze determinants of information security affecting adoption of the Web-based integrated information systems (IIS). We introduced Web-based information systems which are designed to formulate strategic plans for Peruvian government. Theoretical model is proposed to test impact of organizational factors (deterrent efforts and severity; preventive efforts) and individual factors (information security threat; security awareness) on intentions to proactively use the Web-based IIS .Our empirical study results highlight that deterrent efforts and deterrent severity have no significant influence on the proactive use intentions of IIS, whereas, preventive efforts play an important role in proactive use intentions of IIS. Thus, we suggest that organizations need to do preventive efforts by introducing various information security solutions, and try to improve information security awareness while reducing the perceived information security threats.

Keywords: Information security, Deterrent efforts, deterrentseverity, preventive efforts, information security awareness, information security threats, integrated information systems

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