Search results for: information theory
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5223

Search results for: information theory

4983 The Quality of Accounting Information of Private Companies in the Czech Republic

Authors: Kateřina Struhařová

Abstract:

The paper gives the evidence of quality of accounting information of Czech private companies. In general the private companies in the Czech Republic do not see the benefits of providing accounting information of high quality. Based on the research of financial statements of entrepreneurs and companies in Zlin region it was confirmed that the quality of accounting information differs among the private entities and that the major impact on the accounting information quality has the fact if the financial statements are audited as well as the size of the entity. Also the foreign shareholders and lenders have some impact on the accounting information quality.

Keywords: Accounting information quality, Financial Statements, Czech Republic.

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4982 ISCS (Information Security Check Service) for the Safety and Reliability of Communications

Authors: Jong-Whoi Shin, Jin-Tae Lee, Sang-Soo Jang, Jae-II Lee

Abstract:

Recent widespread use of information and communication technology has greatly changed information security risks that businesses and institutions encounter. Along with this situation, in order to ensure security and have confidence in electronic trading, it has become important for organizations to take competent information security measures to provide international confidence that sensitive information is secure. Against this backdrop, the approach to information security checking has come to an important issue, which is believed to be common to all countries. The purpose of this paper is to introduce the new system of information security checking program in Korea and to propose synthetic information security countermeasures under domestic circumstances in order to protect physical equipment, security management and technology, and the operation of security check for securing services on ISP(Internet Service Provider), IDC(Internet Data Center), and e-commerce(shopping malls, etc.)

Keywords: Information Security Check Service, safety criteria, object enterpriser.

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4981 Evaluation Method for Information Security Levels of CIIP (Critical Information Infrastructure Protection)

Authors: Soon-Tai Park, Jong-Whoi Shin, Bog-Ki Min, Ik-Sub Lee, Gang-Shin Lee, Jae-Il Lee

Abstract:

As the information age matures, major social infrastructures such as communication, finance, military and energy, have become ever more dependent on information communication systems. And since these infrastructures are connected to the Internet, electronic intrusions such as hacking and viruses have become a new security threat. Especially, disturbance or neutralization of a major social infrastructure can result in extensive material damage and social disorder. To address this issue, many nations around the world are researching and developing various techniques and information security policies as a government-wide effort to protect their infrastructures from newly emerging threats. This paper proposes an evaluation method for information security levels of CIIP (Critical Information Infrastructure Protection), which can enhance the security level of critical information infrastructure by checking the current security status and establish security measures accordingly to protect infrastructures effectively.

Keywords: Information Security Evaluation Methodology, Critical Information Infrastructure Protection.

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4980 The Role of Online Videos in Undergraduate Casual-Leisure Information Behaviors

Authors: Nei-Ching Yeh

Abstract:

This study describes undergraduate casual-leisure information behaviors relevant to online videos. Diaries and in-depth interviews were used to collect data. Twenty-four undergraduates participated in this study (9 men, 15 women; all were aged 18–22 years). This study presents a model of casual-leisure information behaviors and contributes new insights into user experience in casual-leisure settings, such as online video programs, with implications for other information domains.

Keywords: Casual-leisure information behaviors, information behavior, online videos, role.

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4979 Legal Theories Underpinning Access to Justice for Victims of Sexual Violence in Refugee Camps in Africa

Authors: O. E. Eberechi, G. P. Stevens

Abstract:

Legal theory has been referred to as the explanation of why things do or do not happen. It also describes situations and why they ensue. It provides a normative framework by which things are regulated and a foundation for the establishment of legal mechanisms/institutions that can bring about a desired change in a society. Furthermore, it offers recommendations in resolving practical problems and describes what the law is, what the law ought to be and defines the legal landscape generally. Some legal theories provide a universal standard, e.g. human rights, while others are capable of organizing and streamlining the collective use, and, by extension, bring order to society. Legal theory is used to explain how the world works and how it does not work. This paper will argue for the application of the principles of legal theory in the achievement of access to justice for female victims of sexual violence in refugee camps in Africa through the analysis of legal theories underpinning the access to justice for these women. It is a known fact that female refugees in camps in Africa often experience some form of sexual violation. The perpetrators of these incidents may never be apprehended, prosecuted, convicted or sentenced. Where prosecution does occur, the perpetrators are either acquitted as a result of poor investigation, inept prosecution, a lack of evidence, or the case may be dismissed owing to tardiness on the part of the prosecutor, which accounts for the culture of impunity in refugee camps. In other words, victims do not have access to the justice that could ameliorate the plight of the victims. There is, thus, a need for a legal framework that will facilitate access to justice for these victims. This paper will start with an introduction, and be followed by the definition of legal theory, its functions and its application in law. Secondly, it will provide a brief explanation of the problems faced by female refugees who are victims of sexual violence in refugee camps in Africa. Thirdly, it will embark on an analysis of theories which will be a help to an understanding of the precarious situation of female refugees, why they are violated, the need for access to justice for these victims, and the principles of legal theory in its usefulness in resolving access to justice for these victims.

Keywords: Access to justice, underpinning legal theory, refugee, sexual violence.

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4978 Theory of Fractions in College Algebra Course

Authors: Alexander Y. Vaninsky

Abstract:

The paper compares the treatment of fractions in a typical undergraduate college curriculum and in abstract algebra textbooks. It stresses that the main difference is that the undergraduate curriculum treats equivalent fractions as equal, and this treatment eventually leads to paradoxes and impairs the students- ability to perceive ratios, proportions, radicals and rational exponents adequately. The paper suggests a simplified version of rigorous theory of fractions suitable for regular college curriculum.

Keywords: Fractions, mathematics curriculum, mathematics education, teacher preparation

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4977 Evaluating the Effectiveness of the Use of Scharmer’s Theory-U Model in Action-Learning-Based Leadership Development Program

Authors: Donald C. Lantu, Henndy Ginting, M. Yorga Permana, Dany M. A. Ramdlany

Abstract:

We constructed a training program for top-talents of a Bank with Scharmer Theory-U as the model. In this training program, we implemented the action learning perspective, as it is claimed to be the most effective one currently available. In the process, participants were encouraged to be more involved, especially compared to traditional lecturing. The goal of this study is to assess the effectiveness of this particular training. The program consists of six days non-residential workshop within two months. Between each workshop, the participants were involved in the works of action learning group. They were challenged by dealing with the real problem related to their tasks at work. The participants of the program were 30 best talents who were chosen according to their yearly performance. Using paired difference statistical test in the behavioral assessment, we found that the training was not effective to increase participants’ leadership competencies. For the future development program, we suggested to modify the goals of the program toward the next stage of development.

Keywords: Action learning, behaviour, leadership development, Theory-U.

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4976 Evolution of the Hydrogen Atom: An Alternative to the Big Bang Theory

Authors: Ghassan H. Halasa

Abstract:

Elementary particles are created in pairs of equal and opposite momentums at a reference frame at the speed of light. The speed of light reference frame is viewed as a point in space as observed by observer at rest. This point in space is the bang location of the big bang theory. The bang in the big bang theory is not more than sustained flow of pairs of positive and negative elementary particles. Electrons and negative charged elementary particles are ejected from this point in space at velocities faster than light, while protons and positively charged particles obtain velocities lower than light. Subsonic masses are found to have real and positive charge, while supersonic masses are found to be negative and imaginary indicating that the two masses are of different entities. The electron-s super-sonic speed, as viewed by rest observer was calculated and found to be less than the speed of light and is little higher than the electron speed in Bohr-s orbit. The newly formed hydrogen gas temperature was found to be in agreement with temperatures found on newly formed stars. Universe expansion was found to be in agreement. Partial mass and charge elementary particles and particles with momentum only were explained in the context of this theoretical approach.

Keywords: Evolution of Matter, Multidimensional spaces, relativity, Big Bang Theory

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4975 Adaptive Nonlinear Backstepping Control

Authors: Sun Lim, Bong-Seok Kim

Abstract:

This paper presents an adaptive nonlinear position controller with velocity constraint, capable of combining the input-output linearization technique and Lyapunov stability theory. Based on the Lyapunov stability theory, the adaptation law of the proposed controller is derived along with the verification of the overall system-s stability. Computer simulation results demonstrate that the proposed controller is robust and it can ensure transient stability of BLDCM, under the occurrence of a large sudden fault.

Keywords: BLDC Motor Control, Backstepping Control, Adaptive nonlinear control

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4974 Improve of Evaluation Method for Information Security Levels of CIIP (Critical Information Infrastructure Protection)

Authors: Dong-Young Yoo, Jong-Whoi Shin, Gang Shin Lee, Jae-Il Lee

Abstract:

As the disfunctions of the information society and social development progress, intrusion problems such as malicious replies, spam mail, private information leakage, phishing, and pharming, and side effects such as the spread of unwholesome information and privacy invasion are becoming serious social problems. Illegal access to information is also becoming a problem as the exchange and sharing of information increases on the basis of the extension of the communication network. On the other hand, as the communication network has been constructed as an international, global system, the legal response against invasion and cyber-attack from abroad is facing its limit. In addition, in an environment where the important infrastructures are managed and controlled on the basis of the information communication network, such problems pose a threat to national security. Countermeasures to such threats are developed and implemented on a yearly basis to protect the major infrastructures of information communication. As a part of such measures, we have developed a methodology for assessing the information protection level which can be used to establish the quantitative object setting method required for the improvement of the information protection level.

Keywords: Information Security Evaluation Methodology, Critical Information Infrastructure Protection.

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4973 U.S. Supreme Court Decision Making in the Area of Religion, 1987-2011

Authors: Joseph Ignagni, Rebecca E. Deen

Abstract:

There are many views on how human decision makers behave. In this work, the Justices of the United States Supreme Court will be viewed in terms of constrained maximization and cognitivecybernetic theory. This paper will integrate research in such fields as law, political science, psychology, economics and decision making theory. It will be argued that due to its heavy workload, the Supreme Court is forced to make decisions in a boundedly rational manner. The ideas and theory put forward here will be tested in the area of the Court’s decisions involving religion. Therefore, the cases involving the U.S. Constitution’s Free Exercise Clause and Establishment Clause will be analyzed. Also, variables such as the U.S. government’s involvement in these cases will be considered. The years to be studied will be 1987-2011.

Keywords: Establishment Clause, Free Exercise Clause, U.S. Constitution, U.S. Supreme Court.

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4972 Information Technologies in Automotive Assembly Industry in Thailand

Authors: Jirarat Teeravaraprug, Usawadee Inklay

Abstract:

This paper gave an attempt in prioritizing information  technologies that organizations should give concentration. The case  study was organizations in the automotive assembly industry in  Thailand. Data were first collected to gather all information  technologies known and used in the automotive assembly industry in  Thailand. Five experts from the industries were surveyed based on  the concept of fuzzy DEMATEL. The information technologies were  categorized into six groups, which were communication, transaction,  planning, organization management, warehouse management, and  transportation. The cause groups of information technologies for each  group were analyzed and presented. Moreover, the relationship  between the used and the significant information technologies was  given. Discussions based on the used information technologies and  the research results are given.

 

Keywords: Information technology, automotive assembly industry, fuzzy DEMATEL.

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4971 Motivation and Expectation of Developers on Green Construction: A Conceptual View

Authors: Nurul Diyana, A., Zainul Abidin, N.

Abstract:

Social cognitive theory explains the power to inaugurate change is determined by the mutual influence of personal proclivity and social factors which will shape ones- motivations and expectations. In construction industry, green concept offers an opportunity to leave a lighter footprint on the environment. This opportunity, however, has not been fully grasped by many countries. As such, venturing into green construction for many practitioners would be their maiden experience. Decision to venture into new practice such as green construction will be influenced by certain drivers. This paper explores these drivers which is further expanded into motivational factors and later becomes the platform upon which expectation for green construction stands. This theoretical concept of motivation and expectations, which is adapted from social cognitive theory, focus on developers- view because of their crucial role in green application. This conceptual framework, which serves as the basis for further research, will benefit the industry as it elucidate cognitive angles to attract more new entrants to green business.

Keywords: Developers, Green Construction, Motivation, Expectation, Social Cognitive Theory.

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4970 Multivariable Control of Smart Timoshenko Beam Structures Using POF Technique

Authors: T.C. Manjunath, B. Bandyopadhyay

Abstract:

Active Vibration Control (AVC) is an important problem in structures. One of the ways to tackle this problem is to make the structure smart, adaptive and self-controlling. The objective of active vibration control is to reduce the vibration of a system by automatic modification of the system-s structural response. This paper features the modeling and design of a Periodic Output Feedback (POF) control technique for the active vibration control of a flexible Timoshenko cantilever beam for a multivariable case with 2 inputs and 2 outputs by retaining the first 2 dominant vibratory modes using the smart structure concept. The entire structure is modeled in state space form using the concept of piezoelectric theory, Timoshenko beam theory, Finite Element Method (FEM) and the state space techniques. Simulations are performed in MATLAB. The effect of placing the sensor / actuator at 2 finite element locations along the length of the beam is observed. The open loop responses, closed loop responses and the tip displacements with and without the controller are obtained and the performance of the smart system is evaluated for active vibration control.

Keywords: Smart structure, Timoshenko theory, Euler-Bernoulli theory, Periodic output feedback control, Finite Element Method, State space model, Vibration control, Multivariable system, Linear Matrix Inequality

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4969 Suitable Partner Node Selection and Resource Allocation in Cooperative Wireless Communication Using the Trade-Off Game

Authors: Oluseye A. Adeleke, Mohd. F. M. Salleh

Abstract:

The performance of any cooperative communication system depends largely on the selection of a proper partner. Another important factor to consider is an efficient allocation of resource like power by the source node to help it in forwarding information to the destination. In this paper, we look at the concepts of partner selection and resource (power) allocation for a distributed communication network. A type of non-cooperative game referred to as Trade-Off game is employed so as to jointly consider the utilities of the source and relay nodes, where in this case, the source is the node that requires help with forwarding of its information while the partner is the node that is willing to help in forwarding the source node’s information, but at a price. The approach enables the source node to maximize its utility by selecting a partner node based on (i) the proximity of the partner node to the source and destination nodes, and (ii) the price the partner node will charge for the help being rendered. Our proposed scheme helps the source locate and select the relay nodes at ‘better’ locations and purchase power optimally from them. It also aids the contending relay nodes maximize their own utilities as well by asking proper prices. Our game scheme is seen to converge to unique equilibrium.

Keywords: Cooperative communication, game theory, node, power allocation, trade-off, utility.

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4968 Managing the Information System Life Cycle in Construction and Manufacturing

Authors: Carlos J. Costa, Manuela Aparício

Abstract:

In this paper we present the information life cycle and analyze the importance of managing the corporate application portfolio across this life cycle. The approach presented here corresponds not just to the extension of the traditional information system development life cycle. This approach is based in the generic life cycle. In this paper it is proposed a model of an information system life cycle, supported in the assumption that a system has a limited life. But, this limited life may be extended. This model is also applied in several cases; being reported here two examples of the framework application in a construction enterprise and in a manufacturing enterprise.

Keywords: Information systems/technology, information systems life cycle, organization engineering, information economics.

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4967 Dynamic Response of Nano Spherical Shell Subjected to Termo-Mechanical Shock Using Nonlocal Elasticity Theory

Authors: J. Ranjbarn, A. Alibeigloo

Abstract:

In this paper, we present an analytical method for analysis of nano-scale spherical shell subjected to thermo-mechanical shocks based on nonlocal elasticity theory. Thermo-mechanical properties of nano shpere is assumed to be temperature dependent. Governing partial differential equation of motion is solved analytically by using Laplace transform for time domain and power series for spacial domain. The results in Laplace domain is transferred to time domain by employing the fast inverse Laplace transform (FLIT) method. Accuracy of present approach is assessed by comparing the the numerical results with the results of published work in literature. Furtheremore, the effects of non-local parameter and wall thickness on the dynamic characteristics of the nano-sphere are studied.

Keywords: Nano-scale spherical shell, nonlocal elasticity theory, thermomechanical shock.

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4966 Aesthetics and Robotics: Which Form to give to the Human-Like Robot?

Authors: B. Tondu, N. Bardou

Abstract:

The recent development of humanoid robots has led robot designers to imagine a great variety of anthropomorphic forms for human-like machine. Which form is the best ? We try to answer this question from a double meaning of the anthropomorphism : a positive anthropomorphism corresponing to the realization of an effective anthropomorphic form object and a negative one corresponding to our natural tendency in certain circumstances to give human attributes to non-human beings. We postulate that any humanoid robot is concerned by both these two anthropomorphism kinds. We propose to use gestalt theory and Heider-s balance theory in order to analyze how negative anthropomorphism can influence our perception of human-like robots. From our theoretical approach we conclude that an “even shape" as defined by gestalt theory is not a sufficient condition for a good integration of future humanoid robots into a human community. Aesthetic perception of the robot cannot be splitted from a social perception : a humanoid robot, any how the efforts made for improving its appearance, could be rejected if it is devoted to a task with too high affective implications.

Keywords: Robot appearance, humanoid robot, uncanny valley, human-robot-interaction.

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4965 Developing a Viral Artifact to Improve Employees’ Security Behavior

Authors: Stefan Bauer, Josef Frysak

Abstract:

According to the scientific information management literature, the improper use of information technology (e.g. personal computers) by employees are one main cause for operational and information security loss events. Therefore, organizations implement information security awareness programs to increase employees’ awareness to further prevention of loss events. However, in many cases these information security awareness programs consist of conventional delivery methods like posters, leaflets, or internal messages to make employees aware of information security policies. We assume that a viral information security awareness video might be more effective medium than conventional methods commonly used by organizations. The purpose of this research is to develop a viral video artifact to improve employee security behavior concerning information technology.

Keywords: Information Security Awareness, Delivery Methods, Viral Videos, Employee Security Behavior.

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4964 Knowledge Sharing Behavior in E-Communities: from the Perspective of Transaction Cost Theory

Authors: Teresa L. Ju, Szu-Yuan Sun, Pei-Ju Chao, Chang-Yao Wu

Abstract:

This study aims to examine the factors affecting knowledge sharing behavior in knowledge-based electronic communities (e-communities) because quantity and quality of knowledge shared among the members play a critical role in the community-s sustainability. Past research has suggested three perspectives that may affect the quantity and quality of knowledge shared: economics, social psychology, and social ecology. In this study, we strongly believe that an economic perspective may be suitable to validate factors influencing newly registered members- knowledge contribution at the beginning of relationship development. Accordingly, this study proposes a model to validate the factors influencing members- knowledge sharing based on Transaction Cost Theory. By doing so, we may empirically test our hypotheses in various types of e-communities to determine the generalizability of our research models.

Keywords: Electronic community, individual behavior, knowledge sharing, transaction cost theory.

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4963 Modeling and FOS Feedback Based Control of SISO Intelligent Structures with Embedded Shear Sensors and Actuators

Authors: T. C. Manjunath, B. Bandyopadhyay

Abstract:

Active vibration control is an important problem in structures. The objective of active vibration control is to reduce the vibrations of a system by automatic modification of the system-s structural response. In this paper, the modeling and design of a fast output sampling feedback controller for a smart flexible beam system embedded with shear sensors and actuators for SISO system using Timoshenko beam theory is proposed. FEM theory, Timoshenko beam theory and the state space techniques are used to model the aluminum cantilever beam. For the SISO case, the beam is divided into 5 finite elements and the control actuator is placed at finite element position 1, whereas the sensor is varied from position 2 to 5, i.e., from the nearby fixed end to the free end. Controllers are designed using FOS method and the performance of the designed FOS controller is evaluated for vibration control for 4 SISO models of the same plant. The effect of placing the sensor at different locations on the beam is observed and the performance of the controller is evaluated for vibration control. Some of the limitations of the Euler-Bernoulli theory such as the neglection of shear and axial displacement are being considered here, thus giving rise to an accurate beam model. Embedded shear sensors and actuators have been considered in this paper instead of the surface mounted sensors and actuators for vibration suppression because of lot of advantages. In controlling the vibration modes, the first three dominant modes of vibration of the system are considered.

Keywords: Smart structure, Timoshenko beam theory, Fast output sampling feedback control, Finite Element Method, State space model, SISO, Vibration control, LMI

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4962 The Analysis of Secondary Case Studies as a Starting Point for Grounded Theory Studies: An Example from the Enterprise Software Industry

Authors: Abilio Avila, Orestis Terzidis

Abstract:

A fundamental principle of Grounded Theory (GT) is to prevent the formation of preconceived theories. This implies the need to start a research study with an open mind and to avoid being absorbed by the existing literature. However, to start a new study without an understanding of the research domain and its context can be extremely challenging. This paper presents a research approach that simultaneously supports a researcher to identify and to focus on critical areas of a research project and prevent the formation of prejudiced concepts by the current body of literature. This approach comprises of four stages: Selection of secondary case studies, analysis of secondary case studies, development of an initial conceptual framework, development of an initial interview guide. The analysis of secondary case studies as a starting point for a research project allows a researcher to create a first understanding of a research area based on real-world cases without being influenced by the existing body of theory. It enables a researcher to develop through a structured course of actions a firm guide that establishes a solid starting point for further investigations. Thus, the described approach may have significant implications for GT researchers who aim to start a study within a given research area.

Keywords: Grounded theory, qualitative research, secondary case studies, secondary data analysis, interview guide.

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4961 Degeneracy of MIS under the Conditions of Instability: A Mathematical Formulation

Authors: Nazar Younis, Raied Salman

Abstract:

It has been always observed that the effectiveness of MIS as a support tool for management decisions degenerate after time of implementation, despite the substantial investments being made. This is true for organizations at the initial stages of MIS implementations, manual or computerized. A survey of a sample of middle to top managers in business and government institutions was made. A large ratio indicates that the MIS has lost its impact on the day-to-day operations, and even the response lag time expands sometimes indefinitely. The data indicates an infant mortality phenomenon of the bathtub model. Reasons may be monotonous nature of MIS delivery, irrelevance, irreverence, timeliness, and lack of adequate detail. All those reasons collaborate to create a degree of degeneracy. We investigate and model as a bathtub model the phenomenon of MIS degeneracy that inflicts the MIS systems and renders it ineffective. A degeneracy index is developed to identify the status of the MIS system and possible remedies to prevent the onset of total collapse of the system to the point of being useless.

Keywords: MIS, management theory, information technology, information systems, IS, organizational environment, organizations, degeneracy, organizational change.

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4960 Analysis of the Learners’ Responses of the Adjusted Rorschach Comprehensive System: Critical Psychological Perspective

Authors: Mokgadi Moletsane-Kekae, Robert Kananga Mukuna

Abstract:

The study focused on the analysis of the Adjusted Rorschach Comprehensive System’s responses. The objective of this study is to analyse the participants’ response rate of the Adjusted Rorschach Comprehensive System with regards to critical psychology approach. The use of critical psychology theory in this study was crucial because it responds to the current inadequate western theory or practice in the field of psychology. The study adopted a qualitative approach and a case study design. The study was grounded on interpretivist paradigm. The sample size comprised six learners (three boys and three girls, aged of 14 years) from historically disadvantaged school in the Western Cape, South Africa. The Adjusted Rorschach Comprehensive System (ARCS) administration procedure, biographical information, semi-structured interviews, and observation were used to collect data. Data was analysed using thematic framework. The study found out that, factors that increased the response rates during the administration of ARCS were, language, seating arrangement, drawing, viewing, and describing. The study recommended that, psychological test designers take into consideration the philosophy or worldviews of the local people for whom the test is designed to minimize low response rates.

Keywords: Adjusted Rorschach comprehensive system, critical psychology, learners, responses.

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4959 Application of Generalized Stochastic Petri Nets(GSPN) in Modeling and Evaluating a Resource Sharing Flexible Manufacturing System

Authors: Aryanejad Mir Bahador Goli, Zahra Honarmand Shah Zileh

Abstract:

In most study fields, a phenomenon may not be studied directly but it will be examined indirectly by phenomenon model. Making an accurate model of system, there is attained new information from modeled phenomenon without any charge, danger, etc... there have been developed more solutions for describing and analyzing the recent complicated systems but few of them have analyzed the performance in the range of system description. Petri nets are of limited solutions which may make such union. Petri nets are being applied in problems related to modeling and designing the systems. Theory of Petri nets allow a system to model mathematically by a Petri net and analyzing the Petri net can then determine main information of modeled system-s structure and dynamic. This information can be used for assessing the performance of systems and suggesting corrections in the system. In this paper, beside the introduction of Petri nets, a real case study will be studied in order to show the application of generalized stochastic Petri nets in modeling a resource sharing production system and evaluating the efficiency of its machines and robots. The modeling tool used here is SHARP software which calculates specific indicators helping to make decision.

Keywords: Flexible manufacturing system, generalizedstochastic Petri nets, Markov chain, performance evaluation.

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4958 An Application of Extreme Value Theory as a Risk Measurement Approach in Frontier Markets

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

Abstract:

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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4957 The Invariant Properties of Two-Port Circuits

Authors: Alexandr A. Penin

Abstract:

Application of projective geometry to the theory of two-ports and cascade circuits with a load change is considered. The equations linking the input and output of a two-port are interpreted as projective transformations which have the invariant as a cross-ratio of four points. This invariant has place for all regime parameters in all parts of a cascade circuit. This approach allows justifying the definition of a regime and its change, to calculate a circuit without explicitly finding the aparameters, to transmit accurately an analogue signal through the unstable two-port.

Keywords: Circuit regime, geometric circuit theory, projective geometry, two-port.

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4956 Time-Derivative Estimation of Noisy Movie Data using Adaptive Control Theory

Authors: Soon-Hyun Park, Takami Matsuo

Abstract:

This paper presents an adaptive differentiator of sequential data based on the adaptive control theory. The algorithm is applied to detect moving objects by estimating a temporal gradient of sequential data at a specified pixel. We adopt two nonlinear intensity functions to reduce the influence of noises. The derivatives of the nonlinear intensity functions are estimated by an adaptive observer with σ-modification update law.

Keywords: Adaptive estimation, parameter adjustmentlaw, motion detection, temporal gradient, differential filter.

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4955 The Effects of Various Boundary Conditions on Thermal Buckling of Functionally Graded Beamwith Piezoelectric Layers Based on Third order Shear Deformation Theory

Authors: O. Miraliyari

Abstract:

This article attempts to analyze functionally graded beam thermal buckling along with piezoelectric layers applying based on the third order shearing deformation theory considering various boundary conditions. The beam properties are assumed to vary continuously from the lower surface to the upper surface of the beam. The equilibrium equations are derived using the total potential energy equations, Euler equations, piezoelectric material constitutive equations and third order shear deformation theory assumptions. In order to fulfill such an aim, at first functionally graded beam with piezoelectric layers applying the third order shearing deformation theory along with clamped -clamped boundary conditions are thoroughly analyzed, and then following making sure of the correctness of all the equations, the very same beam is analyzed with piezoelectric layers through simply-simply and simply-clamped boundary conditions. In this article buckling critical temperature for functionally graded beam is derived in two different ways, without piezoelectric layer and with piezoelectric layer and the results are compared together. Finally, all the conclusions obtained will be compared and contrasted with the same samples in the same and distinguished conditions through tables and charts. It would be noteworthy that in this article, the software MAPLE has been applied in order to do the numeral calculations.

Keywords: Thermal buckling, functionally graded beam, piezoelectric layer, various boundary conditions.

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4954 Research and Development of Net-Centric Information Sharing Platform

Authors: Xiaoqing Wang, Fang Youyuan, Zheng Yanxing, Gu Tianyang, Zong Jianjian, Tong Jinrong

Abstract:

Compared with traditional distributed environment, the net-centric environment brings on more demanding challenges for information sharing with the characteristics of ultra-large scale and strong distribution, dynamic, autonomy, heterogeneity, redundancy. This paper realizes an information sharing model and a series of core services, through which provides an open, flexible and scalable information sharing platform.

Keywords: Net-centric environment, Information sharing, Metadata registry and catalog, Cross-domain data access control.

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