Search results for: negative interest rates
2474 Net Interest Margin of Cooperative Banks in Low Interest Rate Environment
Authors: Karolína Vozková, Matěj Kuc
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This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.
Keywords: Cooperative banks, performance, negative interest rates, risk management.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10432473 The Correlation of Economic Variables on Domestic Investment
Authors: Amirreza Attarzadeh
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This paper aims to investigate the relationship between economic variables, e.g., inflation rate, interest rate, trade openness and the growth rate of GDP, with domestic investment. The present study also draws on conceptual economy related theories to verify the negative effect of interest rates on domestic investment. However, trade openness and growth rate had a positive correlation, and the inflation rate may have a positive or negative impact on domestic investment.
Keywords: Inflation rate, growth rate of GDP, interest rate, trade openness, domestic investment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13952472 Interest Rate Fluctuation Effect on Commercial Bank’s Fixed Fund Deposit in Nigeria
Authors: Okolo Chimaobi Valentine
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Commercial banks in Nigeria adopted many strategies to attract fresh deposits including the use of high deposit rate. However, pricing of banking services moved in favor of the banks at the expense of customers, resulting in their seeking other investment alternatives rather than saving their money in the bank. Both deposit and lending rates were greatly influenced by the Central Bank of Nigeria (CBN) decision on interest rate. Therefore, commercial bank effort to attract deposits via manipulation of her rates was greatly limited, otherwise the banks will be giving out more than it earned. The study aimed at examining the relationship between interest rate and fixed fund deposit of commercial banks, how policy-controlled interest rate affected commercial bank’s fixed fund deposit The researcher employed ordinary least square technique, using, multiple linear regression, unrestricted vector auto-regression, correlation matrix test, granger causality and impulse response graph in the analysis. Commercial bank’s interest rates affected commercial bank’s fixed fund deposit significantly while policy-controlled interest rate did not significantly transmit through the commercial bank’s interest rates to affect fixed fund deposit. While commercial banks seek creative ways to expand their fixed fund deposit, policy authorities in Nigeria should better coordinate interest rate fluctuation and induce competition in the entire financial sector.Keywords: Commercial bank, fixed fund deposit, fluctuation effects, interest rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36012471 The Impact of the Interest Rates on Investments in the Context of Financial Crisis
Authors: Joanna Stawska
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The main objective of this article is to examine the impact of interest rates on investments in Poland in the context of financial crisis. The paper also investigates the dependence of bank loans to enterprises on interbank market rates. The article studies the impact of interbank market rate on the level of investments in Poland. Besides, this article focuses on the research of the correlation between the level of corporate loans and the amount of investments in Poland in order to determine the indirect impact of central bank interest rates through the transmission mechanism of monetary policy on the real economy. To achieve the objective we have used econometric and statistical research methods like: econometric model and Pearson correlation coefficient. This analysis suggests that the central bank reference rate inversely proportionally affects the level of investments in Poland and this dependence is moderate. This is also important issue because it is related to preparing of Poland to accession to euro area. The research is important from both theoretical and empirical points of view. The formulated conclusions and recommendations determine the practical significance of the paper which may be used in the decision making process of monetary and economic authorities of the country.Keywords: Central bank, financial crisis, interest rate, investments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15952470 Ruin Probabilities with Dependent Rates of Interest and Autoregressive Moving Average Structures
Authors: Fenglong Guo, Dingcheng Wang
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This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15252469 Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market
Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić
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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15002468 Duration Analysis of New Firms in the Banking Industry
Authors: Jesus Orbe, Vicente Nunez-Anton
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This paper studies the duration or survival time of commercial banks active in the Moscovian three month Rouble deposits market, during the 1994-1997 period. The privatization process of the Russian commercial banking industry, after the 1988 banking reform, caused a massive entry of new banks followed by a period of high rates of exit. As a consequence, many firms went bankrupt without refunding their deposits. Therefore, both for the banks and for the banks- depositors, it is of interest to analyze which are the significant characteristics that motivate the exit or the closing of the bank. We propose a different methodology based on penalized weighted least squares which represents a very general, flexible and innovative approach for this type of analysis. The more relevant results are that smaller banks exit sooner, banks that enter the market in the last part of the study have shorter durations. As expected, the more experienced banks have a longer duration in the market. In addition, the mean survival time is lower for banks which offer extreme interest rates.
Keywords: Banking, censored, duration, Kaplan-Meier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15482467 The Effect of User Comments on Traffic Application Usage
Authors: I. Gokasar, G. Bakioglu
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With the unprecedented rates of technological improvements, people start to solve their problems with the help of technological tools. According to application stores and websites in which people evaluate and comment on the traffic apps, there are more than 100 traffic applications which have different features with respect to their purpose of usage ranging from the features of traffic apps for public transit modes to the features of traffic apps for private cars. This study focuses on the top 30 traffic applications which were chosen with respect to their download counts. All data about the traffic applications were obtained from related websites. The purpose of this study is to analyze traffic applications in terms of their categorical attributes with the help of developing a regression model. The analysis results suggest that negative interpretations (e.g., being deficient) does not lead to lower star ratings of the applications. However, those negative interpretations result in a smaller increase in star rate. In addition, women use higher star rates than men for the evaluation of traffic applications.
Keywords: Traffic App, real–time information, traffic congestion, regression analysis, dummy variables.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11782466 The Optimal Public Debt Ceiling in Taiwan: A Simulation Approach
Authors: Ho Yuan-Hong, Hunag Chiung-Ju
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This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a debt/GDP ratio of 0.2, increases in the debt/GDP ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the debt/GDP ratio is greater than 40%, the welfare will be negative and result in welfare loss.Keywords: Debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23902465 Survival Model for Partly Interval-Censored Data with Application to Anti D in Rhesus D Negative Studies
Authors: F. A. M. Elfaki, Amar Abobakar, M. Azram, M. Usman
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This paper discusses regression analysis of partly interval-censored failure time data, which is occur in many fields including demographical, epidemiological, financial, medical and sociological studies. For the problem, we focus on the situation where the survival time of interest can be described by the additive hazards model in the present of partly interval-censored. A major advantage of the approach is its simplicity and it can be easily implemented by using R software. Simulation studies are conducted which indicate that the approach performs well for practical situations and comparable to the existing methods. The methodology is applied to a set of partly interval-censored failure time data arising from anti D in Rhesus D negative studies.
Keywords: Anti D in Rhesus D negative, Cox’s model, EM algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16932464 Time Map
Authors: A. Peveri
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The interaction of mass will determine the curvature of space-time, may determine that events proceed at different rates of time at each point in space, so each has a corresponding gravitational potential time. So we can find different values of gravity (g), corresponding to different times (t), thus making a "map of time in space." The space-time is curved by present mass, causing a force of attraction towards the body, but if you invest the curvature of space-time, we find that this field is repulsive: Obtaining negative gravitational forces and positive gravitational forces respectively.
Keywords: Space-time, time, positive gravitation, negative gravitation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15192463 Metal Berthelot Tubes with Windows for Observing Cavitation under Static Negative Pressure
Authors: K. Hiro, Y. Imai, T. Sasayama
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Cavitation under static negative pressure is not revealed well. The Berthelot method to generate such negative pressure can be a means to study cavitation inception. In this study, metal Berthelot tubes built in observation windows are newly developed and are checked whether high static negative pressure is generated or not. Negative pressure in the tube with a pair of a corundum plate and an aluminum gasket increased with temperature cycles. The trend was similar to that as reported before.
Keywords: Berthelot method, negative pressure, cavitation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10562462 Moment Estimators of the Parameters of Zero-One Inflated Negative Binomial Distribution
Authors: Rafid Saeed Abdulrazak Alshkaki
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In this paper, zero-one inflated negative binomial distribution is considered, along with some of its structural properties, then its parameters were estimated using the method of moments. It is found that the method of moments to estimate the parameters of the zero-one inflated negative binomial models is not a proper method and may give incorrect conclusions.Keywords: Zero one inflated models, negative binomial distribution, moments estimator, non-negative integer sampling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10962461 A Note on Negative Hypergeometric Distribution and Its Approximation
Authors: S. B. Mansuri
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In this paper, at first we explain about negative hypergeometric distribution and its properties. Then we use the w-function and the Stein identity to give a result on the poisson approximation to the negative hypergeometric distribution in terms of the total variation distance between the negative hypergeometric and poisson distributions and its upper bound.Keywords: Negative hypergeometric distribution, Poisson distribution, Poisson approximation, Stein-Chen identity, w-function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30872460 Learning to Recommend with Negative Ratings Based on Factorization Machine
Authors: Caihong Sun, Xizi Zhang
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Rating prediction is an important problem for recommender systems. The task is to predict the rating for an item that a user would give. Most of the existing algorithms for the task ignore the effect of negative ratings rated by users on items, but the negative ratings have a significant impact on users’ purchasing decisions in practice. In this paper, we present a rating prediction algorithm based on factorization machines that consider the effect of negative ratings inspired by Loss Aversion theory. The aim of this paper is to develop a concave and a convex negative disgust function to evaluate the negative ratings respectively. Experiments are conducted on MovieLens dataset. The experimental results demonstrate the effectiveness of the proposed methods by comparing with other four the state-of-the-art approaches. The negative ratings showed much importance in the accuracy of ratings predictions.
Keywords: Factorization machines, feature engineering, negative ratings, recommendation systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9412459 Discrimination of Modes of Double- and Single-Negative Grounded Slab
Authors: R. Borghol, T. Aguili
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In this paper, we investigate theoretically the waves propagation in a lossless double-negative grounded slab (DNG). This study is performed by the Transverse Resonance Method (TRM). The proper or improper nature of real and complex modes is observed. They are highly dependent on metamaterial parameters, i.e. ɛr-negative, µr-negative, or both. Numerical results provided that only the proper complex modes (i.e., leaky modes) exist in DNG slab, and only the improper complex modes exist in single-negative grounded slab.
Keywords: Double-negative grounded slab, real and complex modes, single-negative grounded slab, transverse resonance method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9612458 A Redesigned Pedagogy in Introductory Programming Reduces Failure and Withdrawal Rates by Half
Authors: Said C. Fares, Mary A. Fares
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It is well documented that introductory computer programming courses are difficult and that failure rates are high. The aim of this project was to reduce the high failure and withdrawal rates in learning to program. This paper presents a number of changes in module organization and instructional delivery system in teaching CS1. Daily out of class help sessions and tutoring services were applied, interactive lectures and laboratories, online resources, and timely feedback were introduced. Five years of data of 563 students in 21 sections was collected and analyzed. The primary results show that the failure and withdrawal rates were cut by more than half. Student surveys indicate a positive evaluation of the modified instructional approach, overall satisfaction with the course and consequently, higher success and retention rates.
Keywords: Failure Rate, Interactive Learning, Student engagement, CS1.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17782457 A Panel Cointegration Analysis for Macroeconomic Determinants of International Housing Market
Authors: Mei-Se Chien, Chien-Chiang Lee, Sin-Jie Cai
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The main purpose of this paper is to investigate thelong-run equilibrium and short-run dynamics of international housing prices when macroeconomic variables change. We apply the Pedroni’s, panel cointegration, using the unbalanced panel data analysis of 33 countries over the period from 1980Q1 to 2013Q1, to examine the relationships among house prices and macroeconomic variables. Our empirical results of panel data cointegration tests support the existence of a cointegration among these macroeconomic variables and house prices. Besides, the empirical results of panel DOLS further present that a 1% increase in economic activity, long-term interest rates, and construction costs cause house prices to respectively change 2.16%, -0.04%, and 0.22% in the long run.Furthermore, the increasing economic activity and the construction cost would cause strongerimpacts on the house prices for lower income countries than higher income countries.The results lead to the conclusion that policy of house prices growth can be regarded as economic growth for lower income countries. Finally, in America region, the coefficient of economic activity is the highest, which displays that increasing economic activity causes a faster rise in house prices there than in other regions. There are some special cases whereby the coefficients of interest rates are significantly positive in America and Asia regions.
Keywords: House prices, Macroeconomic Variables, Panel cointegration, Dynamic OLS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 51722456 Effect of 2wt% Cu Addition on the Tensile Properties and Fracture Behavior of Peak Aged Al-6Si-0.5Mg-2Ni Alloy at Various Strain Rates
Authors: A. Hossain, A. S. W. Kurny, M. A. Gafur
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Effect of 2wt% Cu addition on tensile properties and fracture behavior of Al-6Si-0.5Mg-2Ni alloy at various strain rates were studied. The solution treated Al-6Si-0.5Mg-2Ni (-2Cu) alloys, were aged isochronally for 1 hour at temperatures up to 300oC. The uniaxial tension test was carried out at strain rate ranging from 10-4s-1 to 10-2s-1 in order to investigate the strain rate dependence of tensile properties. Tensile strengths were found to increase with ageing temperature and the maximum being attained ageing for 1 hr at 225oC (peak aged condition). Addition of 2wt% Cu resulted in an increase in tensile properties at all strain rates. Evaluation of tensile properties at three different strain rates (10-4, 10-3 and 10-2 s-1) showed that strain rates affected the tensile properties significantly. At higher strain rates the strength was better but ductility was poor. Microstructures of broken specimens showed that both the void coalescence and the interface debonding affect the fracture behavior of the alloys
Keywords: Al-Si-Mg-Ni-Cu alloy, tensile properties, strain rate, SEM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19522455 To Be Smooth of The Interest and Output of Accepted Companies Stock at Negotiable Paper Exchange of Tehran
Authors: Mohammad Hadi Zohdi, Mohamad Reza Dalvand, Maryam Zohdi
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In this research relationship between to be smooth the interest and output of accepted companies stock at negotiable paper exchange of Tehran is studied. Static community capacity included 363 companies member of negotiable paper exchange of Tehran that 54 companies were, by considering research limitation, selected from 2004 to 2009. Needed data for model test in librarian method was chosen from RAH AVARDE NOVIN informative banks, TADBIR and collecting needed data was selected from Tehran negotiable paper exchange archive. Given results show that in spite of belief among people based on companies have more smooth interest have more output, but resulted outcomes of test-done reveals that there is no relation between smooth interest and stock output.Keywords: Smooth interest, interest fluctuation, interest level, output average, cost capital
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12402454 Korean Men’s Interest in Gonzo Pornography and Use of Condoms
Authors: Chyng Sun
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This brief report examines correlations between Korean men’s interest in gonzo pornography, perceptions of pornography’s functional value, and use of condoms. The report found that, neither a higher interest in gonzo or the perception that pornography is a source of sexual information was directly related to condom utilization. However, interest in gonzo pornography interacted with pornography perceptions to predict condomless sex. The findings suggest that Korean men who 1) had higher interest in viewing gonzo pornography, and 2) had a tendency to view pornography as a source of sexual information, are more likely to have sex without condoms. That is, when viewers consider pornography to be a form of sexual education, they are more likely to use the learned pornographic script to inform their sexual behavior.Keywords: Korean, male, pornography, sexuality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11932453 Negative Pressure Waves in Hydraulic Systems
Authors: Fuad H. Veliev
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Negative pressure phenomenon appears in many thermodynamic, geophysical and biophysical processes in the Nature and technological systems. For more than 100 years of the laboratory researches beginning from F. M. Donny’s tests, the great values of negative pressure have been achieved. But this phenomenon has not been practically applied, being only a nice lab toy due to the special demands for the purity and homogeneity of the liquids for its appearance. The possibility of creation of direct wave of negative pressure in real heterogeneous liquid systems was confirmed experimentally under the certain kinetic and hydraulic conditions. The negative pressure can be considered as the factor of both useful and destroying energies. The new approach to generation of the negative pressure waves in impure, unclean fluids has allowed the creation of principally new energy saving technologies and installations to increase the effectiveness and efficiency of different production processes. It was proved that the negative pressure is one of the main factors causing hard troubles in some technological and natural processes. Received results emphasize the necessity to take into account the role of the negative pressure as an energy factor in evaluation of many transient thermohydrodynamic processes in the Nature and production systems.
Keywords: Liquid systems, negative pressure, temperature, wave, metastable state.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26942452 Methods of Estimating the Equilibrium Real Effective Exchange Rate (REER)
Authors: Pavla Ruzickova, Petr Teply
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There are many debates now regarding undervalued and overvalued currencies currently traded on the world financial market. This paper contributes to these debates from a theoretical point of view. We present the three most commonly used methods of estimating the equilibrium real effective exchange rate (REER): macroeconomic balance approach, external sustainability approach and equilibrium real effective exchange rate approach in the reduced form. Moreover, we discuss key concepts of the calculation of the real exchange rate (RER) based on applied explanatory variables: nominal exchange rates, terms of trade and tradable and non-tradable goods. Last but not least, we discuss the three main driving forces behind real exchange rates movements which include terms of trade, relative productivity growth and the interest rate differential.Keywords: real exchange rate, real effective exchange rate, foreign exchange, terms of trade
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24892451 Analysis of Behaviour of Real Estate Rates in India- A Case Study of Pune City
Authors: Sayali Sandbhor, Ravindra Bapat, N. B. Chaphalkar
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Decisions for investment, buying and selling of properties depend upon the market value of that property. Issues arise in arriving at the actual value of the property as well as computing the rate of returns from the estate. Addressing valuation related issues through an understanding of behavior of real property rates provide the means to explore the quality of past decisions and to make valid future decisions. Pune, an important city in India, has witnessed a high rate of growth in past few years. Increased demand for housing and investment in properties has led to increase in the rates of real estate. An attempt has been made to study the change and behavior of rates of real estate and factors influencing the same in Pune city.
Keywords: Real estate, valuation, property rates, trend analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 91712450 Comparing Spontaneous Hydrolysis Rates of Activated Models of DNA and RNA
Authors: Mohamed S. Sasi, Adel M. Mlitan, Abdulfattah M. Alkherraz
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This research project aims to investigate difference in relative rates concerning phosphoryl transfer relevant to biological catalysis of DNA and RNA in the pH-independent reactions. Activated Models of DNA and RNA for alkyl-aryl phosphate diesters (with 4-nitrophenyl as a good leaving group) have successfully been prepared to gather kinetic parameters. Eyring plots for the pH– independent hydrolysis of 1 and 2 were established at different temperatures in the range 100–160 °C. These measurements have been used to provide a better estimate for the difference in relative rates between the reactivity of DNA and RNA cleavage. Eyring plot gave an extrapolated rate of kH2O = 1 × 10-10 s -1 for 1 (RNA model) and 2 (DNA model) at 25°C. Comparing the reactivity of RNA model and DNA model shows that the difference in relative rates in the pH-independent reactions is surprisingly very similar at 25°. This allows us to obtain chemical insights into how biological catalysts such as enzymes may have evolved to perform their current functions.
Keywords: DNA & RNA Models, Relative Rates, Reactivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23962449 Estimation of Relative Self-Localization Based On Natural Landmark and an Improved SURF
Authors: Xing Xiong, Byung-Jae Choi
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It is important for an autonomous mobile robot to know where it is in any time in an indoor environment. In this paper, we design a relative self-localization algorithm. The algorithm compare the interest point in two images and compute the relative displacement and orientation to determent the posture. Firstly, we use the SURF algorithm to extract the interest points of the ceiling. Second, in order to reduce amount of calculation, a replacement SURF is used to extract orientation and description of the interest points. At last, according to the transformation of the interest points in two images, the relative self-localization of the mobile robot will be estimated greatly.Keywords: Relative Self-Localization Posture, SURF, Natural Landmark, Interest Point.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15732448 Negative Pressures of Ca. -20 MPA for Water Enclosed into a Metal Berthelot Tube under a Vacuum Condition
Authors: K. Hiro, Y. Imai, M. Tanji, H. Deguchi, K. Hatari
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Negative pressures of liquids have been expected to contribute many kinds of technology. Nevertheless, experiments for subjecting liquids which have not too small volumes to negative pressures are difficult even now. The reason of the difficulties is because the liquids tend to generate cavities easily. In order to remove cavitation nuclei, an apparatus for enclosing water into a metal Berthelot tube under vacuum conditions was developed. By using the apparatus, negative pressures for water rose to ca. -20 MPa. This is the highest value for water in metal Berthelot tubes. Results were explained by a traditional crevice model. KeywordsKeywords: Berthelot method, negative pressure, cavitation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10692447 Forecasting Stock Indexes Using Bayesian Additive Regression Tree
Authors: Darren Zou
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Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.
Keywords: Bayesian, Forecast, Stock, BART.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7342446 BER Performance of UWB Modulations through S-V Channel Model
Authors: Risanuri Hidayat
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BER analysis of Impulse Radio Ultra Wideband (IRUWB) pulse modulations over S-V channel model is proposed in this paper. The UWB pulse is Gaussian monocycle pulse modulated using Pulse Amplitude Modulation (PAM) and Pulse Position Modulation (PPM). The channel model is generated from a modified S-V model. Bit-error rate (BER) is measured over several of bit rates. The result shows that all modulation are appropriate for both LOS and NLOS channel, but PAM gives better performance in bit rates and SNR. Moreover, as standard of speed has been given for UWB, the communication is appropriate with high bit rates in LOS channel.
Keywords: IR-UWB, S-V Channel Model, LOS NLOS, PAM, PPM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23462445 Negative Selection as a Means of Discovering Unknown Temporal Patterns
Authors: Wanli Ma, Dat Tran, Dharmendra Sharma
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The temporal nature of negative selection is an under exploited area. In a negative selection system, newly generated antibodies go through a maturing phase, and the survivors of the phase then wait to be activated by the incoming antigens after certain number of matches. These without having enough matches will age and die, while these with enough matches (i.e., being activated) will become active detectors. A currently active detector may also age and die if it cannot find any match in a pre-defined (lengthy) period of time. Therefore, what matters in a negative selection system is the dynamics of the involved parties in the current time window, not the whole time duration, which may be up to eternity. This property has the potential to define the uniqueness of negative selection in comparison with the other approaches. On the other hand, a negative selection system is only trained with “normal" data samples. It has to learn and discover unknown “abnormal" data patterns on the fly by itself. Consequently, it is more appreciate to utilize negation selection as a system for pattern discovery and recognition rather than just pattern recognition. In this paper, we study the potential of using negative selection in discovering unknown temporal patterns.
Keywords: Artificial Immune Systems, ComputationalIntelligence, Negative Selection, Pattern Discovery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1664