Search results for: Nor Hafizah S.
10 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 29459 A Case Study of Collective Action in Fishermen's Wives Group (KUNITA), Malaysia
Authors: Nor Hafizah S., Salfarina A. G., Intan Hashimah H., Juliana A. W.
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Collective action can be an effective means for local development as well as important strategy to enhance livelihoods especially among rural people. This article explores the level of collective action among members of Fishermen-s Wives Group (KUNITA) in Malaysia. KUNITA was established by the Malaysian Fishery Development Authority (LKIM) with an objective to increase the socio-economic status of fishermen-s families. The members who are mostly the wives and daughters of fishermen are strongly encouraged by LKIM to venture into entrepreneurship activities. The objective of this research was to see the level of collective action among members in KUNITA groups in the state of Selangor. The finding shows that high level of collective action among KUNITA members is strongly based on volunteerism. However, the level of cooperation among members in the group is relatively low. The findings present significant challenges for the group in maintaining the sustainability of KUNITA organization.
Keywords: Collective action, entrepreneurship, fishermen' swives group, LKIM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19248 Comparison of Web Development Using Framework over Library
Authors: Syamsul Syafiq, Maslina Daud, Hafizah Hasan, Ahmad Zairi, Shazil Imri, Ezaini Akmar, Norbazilah Rahim
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Over recent years, web development has changed significantly. Driven largely by the rise of trends like mobiles, the world of development is rapidly evolving. The rise of the Internet makes web applications crucial nowadays. The web application has been an interface for a company and one of the ways they present their portfolio to the client. On the other hand, the web has become part of the file management system which takes over the role of paper. Due to high demand in web applications, developers are required to develop a web application that are cost-effective, secure and well coded. A framework has been proposed to develop an application rather than using library style development. The framework is helping the developer in creating the structure of a web automatically. This paper will compare the advantages and disadvantages of web development using framework against library-style development. This comparison is based on a previous research paper focusing on two main indicators, which are the impact to management and impact to the developer.
Keywords: Framework, library Style development, web application development, traditional web, static web, dynamic web.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13147 Eye-Gesture Analysis for Driver Hazard Awareness
Authors: Siti Nor Hafizah binti Mohd Zaid, Mohamed Abdel-Maguid, Abdel-Hamid Soliman
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Because road traffic accidents are a major source of death worldwide, attempts have been made to create Advanced Driver Assistance Systems (ADAS) able to detect vehicle, driver and environmental conditions that are cues for possible potential accidents. This paper presents continued work on a novel Nonintrusive Intelligent Driver Assistance and Safety System (Ni-DASS) for assessing driver attention and hazard awareness. It uses two onboard CCD cameras – one observing the road and the other observing the driver-s face. The windscreen is divided into cells and analysis of the driver-s eye-gaze patterns allows Ni-DASS to determine the windscreen cell the driver is focusing on using eye-gesture templates. Intersecting the driver-s field of view through the observed windscreen cell with subsections of the camera-s field of view containing a potential hazard allows Ni-DASS to estimate the probability that the driver has actually observed the hazard. Results have shown that the proposed technique is an accurate enough measure of driver observation to be useful in ADAS systems.Keywords: Advanced Driver Assistance Systems (ADAS), Driver Hazard Awareness, Driver Vigilance, Eye Tracking
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21816 Eye Gesture Analysis with Head Movement for Advanced Driver Assistance Systems
Authors: Siti Nor Hafizah bt Mohd Zaid, Mohamed Abdel Maguid, Abdel Hamid Soliman
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Road traffic accidents are a major cause of death worldwide. In an attempt to reduce accidents, some research efforts have focused on creating Advanced Driver Assistance Systems (ADAS) able to detect vehicle, driver and environmental conditions and to use this information to identify cues for potential accidents. This paper presents continued work on a novel Non-intrusive Intelligent Driver Assistance and Safety System (Ni-DASS) for assessing driver point of regard within vehicles. It uses an on-board CCD camera to observe the driver-s face. A template matching approach is used to compare the driver-s eye-gaze pattern with a set of eye-gesture templates of the driver looking at different focal points within the vehicle. The windscreen is divided into cells and comparison of the driver-s eye-gaze pattern with templates of a driver-s eyes looking at each cell is used to determine the driver-s point of regard on the windscreen. Results indicate that the proposed technique could be useful in situations where low resolution estimates of driver point of regard are adequate. For instance, To allow ADAS systems to alert the driver if he/she has positively failed to observe a hazard.
Keywords: Head rotation, Eye-gestures, Windscreen, Template matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17965 Comparison of Authentication Methods in Internet of Things Technology
Authors: Hafizah Che Hasan, Fateen Nazwa Yusof, Maslina Daud
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Internet of Things (IoT) is a powerful industry system, which end-devices are interconnected and automated, allowing the devices to analyze data and execute actions based on the analysis. The IoT technology leverages the technology of Radio-Frequency Identification (RFID) and Wireless Sensor Network (WSN), including mobile and sensor. These technologies contribute to the evolution of IoT. However, due to more devices are connected each other in the Internet, and data from various sources exchanged between things, confidentiality of the data becomes a major concern. This paper focuses on one of the major challenges in IoT; authentication, in order to preserve data integrity and confidentiality are in place. A few solutions are reviewed based on papers from the last few years. One of the proposed solutions is securing the communication between IoT devices and cloud servers with Elliptic Curve Cryptograhpy (ECC) based mutual authentication protocol. This solution focuses on Hyper Text Transfer Protocol (HTTP) cookies as security parameter. Next proposed solution is using keyed-hash scheme protocol to enable IoT devices to authenticate each other without the presence of a central control server. Another proposed solution uses Physical Unclonable Function (PUF) based mutual authentication protocol. It emphasizes on tamper resistant and resource-efficient technology, which equals a 3-way handshake security protocol.
Keywords: Internet of Things, authentication, PUF ECC, keyed hash scheme protocol.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17974 Visual Text Analytics Technologies for Real-Time Big Data: Chronological Evolution and Issues
Authors: Siti Azrina B. A. Aziz, Siti Hafizah A. Hamid
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New approaches to analyze and visualize data stream in real-time basis is important in making a prompt decision by the decision maker. Financial market trading and surveillance, large-scale emergency response and crowd control are some example scenarios that require real-time analytic and data visualization. This situation has led to the development of techniques and tools that support humans in analyzing the source data. With the emergence of Big Data and social media, new techniques and tools are required in order to process the streaming data. Today, ranges of tools which implement some of these functionalities are available. In this paper, we present chronological evolution evaluation of technologies for supporting of real-time analytic and visualization of the data stream. Based on the past research papers published from 2002 to 2014, we gathered the general information, main techniques, challenges and open issues. The techniques for streaming text visualization are identified based on Text Visualization Browser in chronological order. This paper aims to review the evolution of streaming text visualization techniques and tools, as well as to discuss the problems and challenges for each of identified tools.Keywords: Information visualization, visual analytics, text mining, visual text analytics tools, big data visualization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10023 An Architectural Study on the Railway Station Buildings in Malaysia during British Era, 1885-1957
Authors: Nor Hafizah Anuar, M. Gul Akdeniz
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This paper attempted on emphasize on the station buildings façade elements. Station buildings were essential part of the transportation that reflected the technology. Comparative analysis on architectural styles will also be made between the railway station buildings of Malaysia and any railway station buildings which have similarities. The Malay Peninsula which is strategically situated between the Straits of Malacca and the South China Sea makes it an ideal location for trade. Malacca became an important trading port whereby merchants from around the world stopover to exchange various products. The Portuguese ruled Malacca for 130 years (1511–1641) and for the next century and a half (1641–1824), the Dutch endeavoured to maintain an economic monopoly along the coasts of Malaya. Malacca came permanently under British rule under the Anglo-Dutch Treaty, 1824. Up to Malaysian independence in 1957, Malaya saw a great influx of Chinese and Indian migrants as workers to support its growing industrial needs facilitated by the British. The growing tin ore mining and rubber industry resulted as the reason of the development of the railways as urgency to transport it from one place to another. The existence of railway transportation becomes more significant when the city started to bloom and the British started to build grandeur buildings that have different functions; administrative buildings, town and city halls, railway stations, public works department, courts, and post offices.
Keywords: Malaysia, railway station, architectural design, façade elements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16632 Analysis of Driver Point of Regard Determinations with Eye-Gesture Templates Using Receiver Operating Characteristic
Authors: Siti Nor Hafizah binti Mohd Zaid, Mohamed Abdel-Maguid, Abdel-Hamid Soliman
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An Advance Driver Assistance System (ADAS) is a computer system on board a vehicle which is used to reduce the risk of vehicular accidents by monitoring factors relating to the driver, vehicle and environment and taking some action when a risk is identified. Much work has been done on assessing vehicle and environmental state but there is still comparatively little published work that tackles the problem of driver state. Visual attention is one such driver state. In fact, some researchers claim that lack of attention is the main cause of accidents as factors such as fatigue, alcohol or drug use, distraction and speeding all impair the driver-s capacity to pay attention to the vehicle and road conditions [1]. This seems to imply that the main cause of accidents is inappropriate driver behaviour in cases where the driver is not giving full attention while driving. The work presented in this paper proposes an ADAS system which uses an image based template matching algorithm to detect if a driver is failing to observe particular windscreen cells. This is achieved by dividing the windscreen into 24 uniform cells (4 rows of 6 columns) and matching video images of the driver-s left eye with eye-gesture templates drawn from images of the driver looking at the centre of each windscreen cell. The main contribution of this paper is to assess the accuracy of this approach using Receiver Operating Characteristic analysis. The results of our evaluation give a sensitivity value of 84.3% and a specificity value of 85.0% for the eye-gesture template approach indicating that it may be useful for driver point of regard determinations.
Keywords: Advanced Driver Assistance Systems, Eye-Tracking, Hazard Detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16321 The Effect of Physical Exercise to Level of Nuclear Factor Kappa B on Serum, Macrophages and Myocytes
Authors: Eryati Darwin, Eka Fithra Elfi, Indria Hafizah
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Background: Physical exercise induces a pattern of hormonal and immunological responses that prevent endothelial dysfunction by maintaining the availability of nitric oxide (NO). Regular and moderate exercise stimulates NO release, that can be considered as protective factor of cardiovascular diseases, while strenuous exercise induces increased levels in a number of pro-inflammatory and anti-inflammatory cytokines. Pro-inflammatory cytokines tumor necrosis factor-α (TNF-α) triggers endothelial activation which results in an increased vascular permeability. Nuclear gene factor kappa B (NF-κB) activates biological effect of TNF-α. Aim of Study: To determine the effect of physical exercise on the endothelial and skeletal muscle, we measured the level of NF-κB on rats’ serum, macrophages, and myocytes after strenuous physical exercise. Methods: 30 male Rattus norvegicus in the age of eight weeks were randomly divided into five groups (each containing six), and there were treated groups (T) and control group (C). The treated groups obtain strenuous physical exercise by ran on treadmill at 32 m/minutes for 1 hour or until exhaustion. Blood samples, myocytes of gastrocnemius muscle, and intraperitoneal macrophages were collected sequentially. There were investigated immediately, 2 hours, 6 hours, and 24 hours (T1, T2, T3, and T4) after sacrifice. The levels of NF-κB were measured by ELISA methods. Results: From our study, we found that the levels of NF-κB on myocytes in treated group from which its specimen was taken immediately (T1), 2 hours after treadmill (T2), and 6 hours after treadmill (T3) were significantly higher than control group (p<0.05), while the group from which its specimen was taken 24 hours after treadmill, was no significantly different (p>0.05). Also on macrophages, NF-κB in treated groups T1, T2, and T3 was significantly higher than control group (p<0.05), but there was no difference between T4 and control group (p>0.05). The level of serum NF-κB was not significantly different between treatment group as well as compared to control group (p>0.05). Serum NF-κB was significantly higher than the level on macrophages and myocytes (p<0.05). Conclusion: This study demonstrated that strenuous physical exercise stimulates the activation of NF-κB that plays a role in vascular inflammation and muscular damage, and may be recovered after resting period.
Keywords: Endothelial function, inflammation, NF-κB, physical exercise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1096