Search results for: data loss prevention

Authors: Yoshiaki Shikata, Nobutane Hanayama

Abstract:

We present a prioritized, limited multi-server processor sharing (PS) system where each server has various capacities, and N (≥2) priority classes are allowed in each PS server. In each prioritized, limited server, different service ratio is assigned to each class request, and the number of requests to be processed is limited to less than a certain number. Routing strategies of such prioritized, limited multi-server PS systems that take into account the capacity of each server are also presented, and a performance evaluation procedure for these strategies is discussed. Practical performance measures of these strategies, such as loss probability, mean waiting time, and mean sojourn time, are evaluated via simulation. In the PS server, at the arrival (or departure) of a request, the extension (shortening) of the remaining sojourn time of each request receiving service can be calculated by using the number of requests of each class and the priority ratio. Utilising a simulation program which executes these events and calculations, the performance of the proposed prioritized, limited multi-server PS rule can be analyzed. From the evaluation results, most suitable routing strategy for the loss or waiting system is clarified.

Keywords: Processor sharing, multi-server, various capacity, N priority classes, routing strategy, loss probability, mean sojourn time, mean waiting time, simulation.

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Authors: M. Amoura, M. Alloti, A. Mouassi, N. Zeraibi

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Heat transfer behavior of three different types of nanofluids flowing through a horizontal tube under laminar regime has been investigated numerically. The wall of tube is maintained at constant temperature. Al₂O₃-water, CuO-water and TiO₂-water are used with different Reynolds number and different volume fraction. The numerical results of heat transfer indicate that the Nusselt number of nanofluids is larger than that of the base fluid. The Pressure loss coefficient decreases by increasing Reynolds number for all types of nanofluids. Results of Nusselt number enhancement and pressure loss coefficient enhancement indicate that Al₂O₃ nanoparticules give the best results in term of thermal-hydrolic properties.

Keywords: Heat transfer, Laminar flow, Nanofluid, Numerical study.

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Authors: Jihyun Song, Kyeongjoo Kim, Minsoo Lee

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Due to the development of information technology and wireless Internet technology, various data are being generated in various fields. These data are advantageous in that they provide real-time information to the users themselves. However, when the data are accumulated and analyzed, more various information can be extracted. In addition, development and dissemination of boards such as Arduino and Raspberry Pie have made it possible to easily test various sensors, and it is possible to collect sensor data directly by using database application tools such as MySQL. These directly collected data can be used for various research and can be useful as data for data mining. However, there are many difficulties in using the board to collect data, and there are many difficulties in using it when the user is not a computer programmer, or when using it for the first time. Even if data are collected, lack of expert knowledge or experience may cause difficulties in data analysis and visualization. In this paper, we aim to construct a library for sensor data collection and analysis to overcome these problems.

Keywords: Clustering, data mining, DBSCAN, k-means, k-medoids, sensor data.

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Authors: Anchana Khemphila, Veera Boonjing

Abstract:

In this study, the Multi-Layer Perceptron (MLP)with Back-Propagation learning algorithm are used to classify to effective diagnosis Parkinsons disease(PD).It-s a challenging problem for medical community.Typically characterized by tremor, PD occurs due to the loss of dopamine in the brains thalamic region that results in involuntary or oscillatory movement in the body. A feature selection algorithm along with biomedical test values to diagnose Parkinson disease.Clinical diagnosis is done mostly by doctor-s expertise and experience.But still cases are reported of wrong diagnosis and treatment. Patients are asked to take number of tests for diagnosis.In many cases,not all the tests contribute towards effective diagnosis of a disease.Our work is to classify the presence of Parkinson disease with reduced number of attributes.Original,22 attributes are involved in classify.We use Information Gain to determine the attributes which reduced the number of attributes which is need to be taken from patients.The Artificial neural networks is used to classify the diagnosis of patients.Twenty-Two attributes are reduced to sixteen attributes.The accuracy is in training data set is 82.051% and in the validation data set is 83.333%.

Keywords: Data mining, classification, Parkinson disease, artificial neural networks, feature selection, information gain.

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Authors: Mihails Kulikovs, Ernests Petersons

Abstract:

Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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Authors: Syed Iftikhar Hussain Shah, Vasilis Peristeras, Ioannis Magnisalis

Abstract:

Organizations, including governments, generate (big) data that are high in volume, velocity, veracity, and come from a variety of sources. Public Administrations are using (big) data, implementing base registries, and enforcing data sharing within the entire government to deliver (big) data related integrated services, provision of insights to users, and for good governance. Government (Big) data ecosystem actors represent distinct entities that provide data, consume data, manipulate data to offer paid services, and extend data services like data storage, hosting services to other actors. In this research work, we perform a systematic literature review. The key objectives of this paper are to propose a robust definition of government (big) data ecosystem and a classification of government (big) data ecosystem actors and their roles. We showcase a graphical view of actors, roles, and their relationship in the government (big) data ecosystem. We also discuss our research findings. We did not find too much published research articles about the government (big) data ecosystem, including its definition and classification of actors and their roles. Therefore, we lent ideas for the government (big) data ecosystem from numerous areas that include scientific research data, humanitarian data, open government data, industry data, in the literature.

Keywords: Big data, big data ecosystem, classification of big data actors, big data actors roles, definition of government (big) data ecosystem, data-driven government, eGovernment, gaps in data ecosystems, government (big) data, public administration, systematic literature review.

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Authors: S. Behnam Asl, H. Sadeghi Naeini, L. Sadat Ensaniat, R. Khorshidian, S. Alipour, S. Behnam Asl

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Nowadays the construction industry is growing specially among developing counties. Iran also has a critical role in these industries in terms of workers disorders. Work-related musculoskeletal disorders (WMSDs) assign 7% of the whole diseases in the society, which make some limitations. One of the main factors, which are ended to WMSDs, is awkward posture. Steel bar bending is considered as one of the prominent performance among construction workers. In this case study we conducted to find the major tasks of bar benders and the most important related risk factors. This study was carried out among twenty workers (18-45 years) as our volunteer samples in some construction sites with less than 6 floors in two regions of Tehran municipality. The data was gathered through in depth observation, interview and questionnaire. Also postural analysis was done by OWAS. In another part of study we used NMQ for gathering some data about psychosocial effects of work related disorders. Our findings show that 64% of workers were not aware of work risks, also about 59% of workers had troubles in their wrists, hands, and especially among workers who worked in steel bar bending. In 46% cases low back pain were prevalence. Considering with gathered data and results, awkward postures and long term tasks and its duration are known as the main risk factors in WMSDs among construction workers, so work-rest schedule and also tools design should be considered to make an ergonomic condition for the mentioned workers.

Keywords: Bar benders, construction workers, musculoskeletal disorders (WMSDs), OWAS method.

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Authors: Insung Jung, Gi-Nam Wang

Abstract:

In this paper, we present user pattern learning algorithm based MDSS (Medical Decision support system) under ubiquitous. Most of researches are focus on hardware system, hospital management and whole concept of ubiquitous environment even though it is hard to implement. Our objective of this paper is to design a MDSS framework. It helps to patient for medical treatment and prevention of the high risk patient (COPD, heart disease, Diabetes). This framework consist database, CAD (Computer Aided diagnosis support system) and CAP (computer aided user vital sign prediction system). It can be applied to develop user pattern learning algorithm based MDSS for homecare and silver town service. Especially this CAD has wise decision making competency. It compares current vital sign with user-s normal condition pattern data. In addition, the CAP computes user vital sign prediction using past data of the patient. The novel approach is using neural network method, wireless vital sign acquisition devices and personal computer DB system. An intelligent agent based MDSS will help elder people and high risk patients to prevent sudden death and disease, the physician to get the online access to patients- data, the plan of medication service priority (e.g. emergency case).

Keywords: Neural network, U-healthcare, MDSS, CAP, DSS.

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Authors: A. Chinig, J. Zbitou, A. Errkik, L. Elabdellaoui, A. Tajmouati, A. Tribak, M. Latrach

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This paper presents a new structure of microstrip band pass filter (BPF) based on coupled stepped impedance resonators. Each filter consists of two coupled stepped impedance resonators connected to microstrip feed lines. The coupled junction is utilized to connect the two BPFs to the antenna. This two band pass filters are designed and simulated to operate for the digital communication system (DCS) and Industrial Scientific and Medical (ISM) bands at 1.8 GHz and 2.45 GHz respectively. The proposed circuit presents good performances with an insertion loss lower than 2.3 dB and isolation between the two channels greater than 21 dB. The prototype of the optimized diplexer have been investigated numerically by using ADS Agilent and verified with CST microwave software.

Keywords: Band Pass Filter, coupled junction, coupled stepped impedance resonators, diplexer, insertion loss, isolation.

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Authors: N. Seladji-Hassaine, L. Merad, S.M. Meriah, F.T. Bendimerad

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UWB is a very attractive technology for many applications. It provides many advantages such as fine resolution and high power efficiency. Our interest in the current study is the use of UWB radar technique in microwave medical imaging systems, especially for early breast cancer detection. The Federal Communications Commission FCC allowed frequency bandwidth of 3.1 to 10.6 GHz for this purpose. In this paper we suggest an UWB Bowtie slot antenna with enhanced bandwidth. Effects of varying the geometry of the antenna on its performance and bandwidth are studied. The proposed antenna is simulated in CST Microwave Studio. Details of antenna design and simulation results such as return loss and radiation patterns are discussed in this paper. The final antenna structure exhibits good UWB characteristics and has surpassed the bandwidth requirements.

Keywords: Ultra Wide Band (UWB), microwave imaging system, Bowtie antenna, return loss, impedance bandwidth enhancement.

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Authors: K. Kasiri, M. J. Dehghani

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In this paper we propose a blind algorithm for peakto- average power ratio (PAPR) reduction in OFDM systems, based on selected mapping (SLM) algorithm as a distortionless method. The main drawback of the conventional SLM technique is the need for transmission of several side information bits, for each data block, which results in loss in data rate transmission. In the proposed method some special number of carriers in the OFDM frame is reserved to be rotated with one of the possible phases according to the number of phase sequence blocks in SLM algorithm. Reserving some limited number of carriers wont effect the reduction in PAPR of OFDM signal. Simulation results show using ML criteria at the receiver will lead to the same system-performance as the conventional SLM algorithm, while there is no need to send any side information to the receiver.

Keywords: Orthogonal Frequency Division Multiplexing(OFDM), Peak-to-Average Power Ratio (PAPR), Selected Mapping(SLM), Blind SLM (BSLM).

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Authors: Fares Jnaid, Riyad Aboutaha

Abstract:

In this paper, a nonlinear Finite Element Analysis (FEA) was carried out using ANSYS software to build a model able of predicting the behavior of Reinforced Concrete (RC) beams with unbonded reinforcement. The FEA model was compared to existing experimental data by other researchers. The existing experimental data consisted of 16 beams that varied from structurally sound beams to beams with unbonded reinforcement with different unbonded lengths and reinforcement ratios. The model was able to predict the ultimate flexural strength, load-deflection curve, and crack pattern of concrete beams with unbonded reinforcement. It was concluded that when the when the unbonded length is less than 45% of the span, there will be no decrease in the ultimate flexural strength due to the loss of bond between the steel reinforcement and the surrounding concrete regardless of the reinforcement ratio. Moreover, when the reinforcement ratio is relatively low, there will be no decrease in ultimate flexural strength regardless of the length of unbond.

Keywords: FEA, ANSYS, Unbond, Strain.

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Authors: Y. Galerkin, A. Rekstin, K. Soldatova

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Universal modeling method well proven for industrial compressors was applied for design of the high flow rate supersonic stage. Results were checked by ANSYS CFX and NUMECA Fine Turbo calculations. The impeller appeared to be very effective at transonic flow velocities. Stator elements efficiency is acceptable at design Mach numbers too. Their loss coefficient versus inlet flow angle performances correlates well with Universal modeling prediction. The impeller demonstrates ability of satisfactory operation at design flow rate. Supersonic flow behavior in the impeller inducer at the shroud blade to blade surface Φ des deserves additional study.

Keywords: Centrifugal compressor stage, supersonic impeller, inlet flow angle, loss coefficient, return channel, shock wave, vane diffuser.

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Authors: M Ahmadigorji, A. Abbaspour, A Rajabi-Ghahnavieh, M. Fotuhi- Firuzabad

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DG application has received increasing attention during recent years. The impact of DG on various aspects of distribution system operation, such as reliability and energy loss, depend highly on DG location in distribution feeder. Optimal DG placement is an important subject which has not been fully discussed yet. This paper presents an optimization method to determine optimal DG placement, based on a cost/worth analysis approach. This method considers technical and economical factors such as energy loss, load point reliability indices and DG costs, and particularly, portability of DG. The proposed method is applied to a test system and the impacts of different parameters such as load growth rate and load forecast uncertainty (LFU) on optimum DG location are studied.

Keywords: Distributed generation, optimal placement, cost/worthanalysis, customer interruption cost, Dynamic programming

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Authors: Mirjana Ruppel, Rajendra Persad, Amit Bahl, Sanja Dogramadzi, Chris Melhuish, Lyndon Smith

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Multimodal image registration is a profoundly complex task which is why deep learning has been used widely to address it in recent years. However, two main challenges remain: Firstly, the lack of ground truth data calls for an unsupervised learning approach, which leads to the second challenge of defining a feasible loss function that can compare two images of different modalities to judge their level of alignment. To avoid this issue altogether we implement a generative adversarial network consisting of two registration networks GAB, GBA and two discrimination networks DA, DB connected by spatial transformation layers. GAB learns to generate a deformation field which registers an image of the modality B to an image of the modality A. To do that, it uses the feedback of the discriminator DB which is learning to judge the quality of alignment of the registered image B. GBA and DA learn a mapping from modality A to modality B. Additionally, a cycle-consistency loss is implemented. For this, both registration networks are employed twice, therefore resulting in images ˆA, ˆB which were registered to ˜B, ˜A which were registered to the initial image pair A, B. Thus the resulting and initial images of the same modality can be easily compared. A dataset of liver CT and MRI was used to evaluate the quality of our approach and to compare it against learning and non-learning based registration algorithms. Our approach leads to dice scores of up to 0.80 ± 0.01 and is therefore comparable to and slightly more successful than algorithms like SimpleElastix and VoxelMorph.

Keywords: Multimodal image registration, GAN, cycle consistency, deep learning.

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Authors: Younies Mahmoud, Mai Mabrouk, Elsayed Sallam

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Analyzing DNA microarray data sets is a great challenge, which faces the bioinformaticians due to the complication of using statistical and machine learning techniques. The challenge will be doubled if the microarray data sets contain missing data, which happens regularly because these techniques cannot deal with missing data. One of the most important data analysis process on the microarray data set is feature selection. This process finds the most important genes that affect certain disease. In this paper, we introduce a technique for imputing the missing data in microarray data sets while performing feature selection.

Keywords: DNA microarray, feature selection, missing data, bioinformatics.

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Authors: M. Sumida

Abstract:

An experimental investigation was performed on pulp liquid flow in straight ducts with a square cross section. Fully developed steady flow was visualized and the fiber concentration was obtained using a light-section method developed by the author et al. The obtained results reveal quantitatively, in a definite form, the distribution of the fiber concentration. From the results and measurements of pressure loss, it is found that the flow characteristics of pulp liquid in ducts can be classified into five patterns. The relationships among the distributions of mean and fluctuation of fiber concentration, the pressure loss and the flow velocity are discussed, and then the features for each pattern are extracted. The degree of nonuniformity of the fiber concentration, which is indicated by the standard deviation of its distribution, is decreased from 0.3 to 0.05 with an increase in the velocity of the tested pulp liquid from 0.4 to 0.8%.

Keywords: Fiber Concentration, Flow Characteristic, Pulp Liquid, Straight Duct.

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Authors: Ju-Young Kim, Tae-Heon Moon, Jung-Hun Cho

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Urban regeneration projects have been actively promoted in Korea. In particular, Jeonju Hanok Village is evaluated as one of representative cases in terms of utilizing local cultural heritage sits in the urban regeneration project. However, recently, there has been a growing concern in this area, due to the ‘gentrification’, caused by the excessive commercialization and surging tourists. This trend was changing land and building use and resulted in the loss of identity of the region. In this regard, this study analyzed the land use transformation between 2010 and 2016 to identify the commercialization trend in Jeonju Hanok Village. In addition, it conducted SNS big data analysis on Jeonju Hanok Village from February 14th, 2016 to March 31st, 2016 to identify visitors’ awareness of the village. The study results demonstrate that rapid commercialization was underway, unlikely the initial intention, so that planners and officials in city government should reconsider the project direction and rebuild deliberate management strategies. This study is meaningful in that it analyzed the land use transformation and SNS big data to identify the current situation in urban regeneration area. Furthermore, it is expected that the study results will contribute to the vitalization of regeneration area.

Keywords: Land use, SNS, text mining, urban regeneration.

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Authors: Petr Vcelak, Jana Kleckova

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Our Medicine-oriented research is based on a medical data set of real patients. It is a security problem to share patient private data with peoples other than clinician or hospital staff. We have to remove person identification information from medical data. The medical data without private data are available after a de-identification process for any research purposes. In this paper, we introduce an universal automatic rule-based de-identification application to do all this stuff on an heterogeneous medical data. A patient private identification is replaced by an unique identification number, even in burnedin annotation in pixel data. The identical identification is used for all patient medical data, so it keeps relationships in a data. Hospital can take an advantage of a research feedback based on results.

Keywords: DASTA, De-identification, DICOM, Health Level Seven, Medical data, OCR, Personal data

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Authors: Mohammad Syuhaimi Ab-Rahman, Boon Chuan Ng, Norshilawati Mohamad Ibrahim, Sahbudin Shaari

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This paper describes the development of a 16-ports optical code division multiple access (OCDMA) encoder prototype based on Arrayed Waveguide Grating (AWG) and optical switches. It is potentially to provide a high security for data transmission due to all data will be transmitted in binary code form. The output signals from AWG are coded with a binary code that given to an optical switch before it signal modulate with the carrier and transmitted to the receiver. The 16-ports encoder used 16 double pole double throw (DPDT) toggle switches to control the polarization of voltage source from +5 V to -5 V for 16 optical switches. When +5 V is given, the optical switch will give code '1' and vice versa. The experimental results showed the insertion loss, crosstalk, uniformity, and optical signal-noise-ratio (OSNR) for the developed prototype are <12 dB, 9.77 dB, <1.63dB, and ≥20dB.

Keywords: AWG, encoder, OCDMA, optical switch.

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Authors: Batel Noureddine, Mehenni Mohamed, Kouadik Smain

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In a transcutanious inductive coupling of a biomedical implant, a new formula is given for the study of the Radio Frequency power attenuation by the biological tissue. The loss of the signal power is related to its interaction with the biological tissue and the composition of this one. A confrontation with the practical measurements done with a synthetic muscle into a Faraday cage, allowed a checking of the obtained theoretical results. The supply/data transfer systems used in the case of biomedical implants, can be well dimensioned by taking in account this type of power attenuation.

Keywords: Biological tissue, coupled coils, implanted device, power attenuation.

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Authors: Suwicha Chankapoe, Nattawat Winya, Narupon Pittayaprasertkul

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In order to determine the performance and key design parameters of rocket, the erosion of nozzle throat during solid rocket motor burning have to be calculated. This study aims to predict the nozzle throat erosion in solid rocket motors according to the thrust profile of motor in operating conditions and develop a model for optimum performance of rocket. We investigate the throat radius change in the static test programs. The standard method and thrust coefficient  are used for adjusting into the ideal performance for conical nozzles. Pressure and thrust data acquired from the tests are analyzed to determine the instantaneous nozzle throat diameter variation throughout the test duration. The result shows good agreement of calculated correlation comparing with measured erosion rate data showing agreement within 1.6 mm/s. Nozzle thrust coefficient loss is found approximately 24% form nozzle throat erosion during burning.

Keywords: Erosion, nozzle throat, thrust coefficient.

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Authors: Alireza Dehghani Pilehvarani, Mojtaba Hakimzadeh, Mohammad Jafari Far, Reza Sedaghati

Abstract:

Distributed Generation (DG) can help in reducing the cost of electricity to the costumer, relieve network congestion and provide environmentally friendly energy close to load centers. Its capacity is also scalable and it provides voltage support at distribution level. Hence, DG placement and penetration level is an important problem for both the utility and DG owner. DG allocation and capacity determination is a nonlinear optimization problem. The objective function of this problem is the minimization of the total loss of the distribution system. Also high levels of penetration of DG are a new challenge for traditional electric power systems. This paper presents a new methodology for the optimal placement of DG and penetration level of DG in distribution system based on General Algebraic Modeling System (GAMS) and Genetic Algorithm (GA).

Keywords: Distributed Generation, Location, Loss Reduction, Distribution Network, GA, GAMS.

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Authors: Masahiro Kuzunishi, Tetsuya Furukawa, Ke Lu

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Classifying data hierarchically is an efficient approach to analyze data. Data is usually classified into multiple categories, or annotated with a set of labels. To analyze multi-labeled data, such data must be specified by giving a set of labels as a semantic range. There are some certain purposes to analyze data. This paper shows which multi-labeled data should be the target to be analyzed for those purposes, and discusses the role of a label against a set of labels by investigating the change when a label is added to the set of labels. These discussions give the methods for the advanced analysis of multi-labeled data, which are based on the role of a label against a semantic range.

Keywords: Classification Hierarchies, Data Analysis, Multilabeled Data, Orders of Sets of Labels

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Authors: Ahmed Mahmoudi, Imen Mejri, Mohamed A. Abbassi, Ahmed Omri

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A new algorithm based on the lattice Boltzmann method (LBM) is proposed as a potential solver for one-dimensional heat and mass transfer for isothermal carbonization of wood particles. To check the validity of this algorithm, the LBM results have been compared with the published data and a good agreement is obtained. Then, the model is used to study the effect of reactor temperature and particle size on the evolution of the local temperature and mass loss inside the wood particle.

Keywords: Lattice Boltzmann Method, pyrolysis, conduction, carbonization.

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Authors: James Kuria, John Kihiu

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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: Nils Ischdonat

Abstract:

The accomplished study is based on the appointment and identification of ageing effects and according to this absorption of moisture of aircraft cabin components over the life-cycle. In the first step of the study ceiling panels from same age and from the same aircraft cabin have been examined according to weight changes depending on the position in the aircraft cabin. In the second step of the study different aged ceiling panels have been examined concerning deflection, weight changes and the acoustic sound transmission loss. To prove the assumption of water absorption within the study and with the theoretical background from literature and scientific papers, an older test panel was exposed extreme thermal conditions (humidity and temperature) within a climate chamber to show that there is a general ingress of water to cabin components and that this ingress of water leads to the change of different mechanical properties.

Keywords: Aircraft Cabin, water ingress, ageing effects, sound transmission loss

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Authors: W. Benaatou, A. Latif

Abstract:

In this document we studied more in detail the Performances of the vertical handover in the networks WLAN, WiMAX, UMTS before studying of it the Procedure of Handoff Vertical, the whole buckled by simulations putting forward the performances of the handover in the heterogeneous networks. The goal of Vertical Handover is to carry out several accesses in real-time in the heterogeneous networks. This makes it possible a user to use several networks (such as WLAN UMTS andWiMAX) in parallel, and the system to commutate automatically at another basic station, without disconnecting itself, as if there were no cut and with little loss of data as possible.

Keywords: Vertical handoff, WLAN, UMTS, WIMAX, Heterogeneous.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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Authors: B. Malekynia

Abstract:

The anomalous generation of plasma blocks by interaction of petawatt-picosecond laser pulses permits side-on ignition of uncompressed solid fusion fuel following an improved application of the hydrodynamic Chu-model for deuterium-tritium. The new possibility of side-on laser ignition depends on accelerated ions and produced ions beams of high energy particles by the nonlinear ponderomotive force of the laser pulse in the plasma block, a re-evaluation of the early hydrodynamic analysis for ignition of inertial fusion by including inhibition factor, collective effect of stopping power of alpha particles and the energy loss rate reabsorption to plasma by the protons of plasma blocks being reduced by about a factor 40.

Keywords: Block ignition, Charged particles, Reabsorption, Skin layer ponderomotive acceleration.

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