Credit Spread Changes and Volatility Spillover Effects

The purpose of this paper is to investigate the influence of a number of variables on the conditional mean and conditional variance of credit spread changes. The empirical analysis in this paper is conducted within the context of bivariate GARCH-in- Mean models, using the so-called BEKK parameterization. We show that credit spread changes are determined by interest-rate and equityreturn variables, which is in line with theory as provided by the structural models of default. We also identify the credit spread change volatility as an important determinant of credit spread changes, and provide evidence on the transmission of volatility between the variables under study.

Functional Near Infrared Spectroscope for Cognition Brain Tasks by Wavelets Analysis and Neural Networks

Brain Computer Interface (BCI) has been recently increased in research. Functional Near Infrared Spectroscope (fNIRs) is one the latest technologies which utilize light in the near-infrared range to determine brain activities. Because near infrared technology allows design of safe, portable, wearable, non-invasive and wireless qualities monitoring systems, fNIRs monitoring of brain hemodynamics can be value in helping to understand brain tasks. In this paper, we present results of fNIRs signal analysis indicating that there exist distinct patterns of hemodynamic responses which recognize brain tasks toward developing a BCI. We applied two different mathematics tools separately, Wavelets analysis for preprocessing as signal filters and feature extractions and Neural networks for cognition brain tasks as a classification module. We also discuss and compare with other methods while our proposals perform better with an average accuracy of 99.9% for classification.

Multiple Sequence Alignment Using Optimization Algorithms

Proteins or genes that have similar sequences are likely to perform the same function. One of the most widely used techniques for sequence comparison is sequence alignment. Sequence alignment allows mismatches and insertion/deletion, which represents biological mutations. Sequence alignment is usually performed only on two sequences. Multiple sequence alignment, is a natural extension of two-sequence alignment. In multiple sequence alignment, the emphasis is to find optimal alignment for a group of sequences. Several applicable techniques were observed in this research, from traditional method such as dynamic programming to the extend of widely used stochastic optimization method such as Genetic Algorithms (GAs) and Simulated Annealing. A framework with combination of Genetic Algorithm and Simulated Annealing is presented to solve Multiple Sequence Alignment problem. The Genetic Algorithm phase will try to find new region of solution while Simulated Annealing can be considered as an alignment improver for any near optimal solution produced by GAs.

Vibration of Functionally Graded Cylindrical Shells under Effects Free-free and Clamed-clamped Boundary Conditions

In the present work, study of the vibration of thin cylindrical shells made of a functionally gradient material (FGM) composed of stainless steel and nickel is presented. Material properties are graded in the thickness direction of the shell according to volume fraction power law distribution. The objective is to study the natural frequencies, the influence of constituent volume fractions and the effects of boundary conditions on the natural frequencies of the FG cylindrical shell. The study is carried out using third order shear deformation shell theory. The analysis is carried out using Hamilton's principle. The governing equations of motion of FG cylindrical shells are derived based on shear deformation theory. Results are presented on the frequency characteristics, influence of constituent volume fractions and the effects of free-free and clamped-clamped boundary conditions.

Increasing Fishery Economic Added Value through Post Fishing Program: Cold Storage Program

The purpose of this paper is to guide the effort in improving the economic added value of Indonesian fisheries product through post fishing program, which is cold storage program. Indonesia's fisheries potential has been acknowledged by the world. FAO (2009) stated that Indonesia is one of the tenth highest producers of fishery products in the world. Based on BPS (Statistics Indonesia data), the national fisheries production in 2011 reached 5.714 million tons, which 93.55% came from marine fisheries and 6.45% from open waters. Indonesian territory consist of 2/3 of Indonesian waters, has given enormous benefits for Indonesia, especially fishermen. To improve the economic level of fishermen requires efforts to develop fisheries business unit. On of the efforts is by improving the quality of products which are marketed in the regional and international levels. It is certainly need the support of the existence of various fishery facilities (infrastructure to superstructure), one of which is cold storage. Given the many benefits of cold storage as a means of processing of fishery resources, Indonesia Maritime Security Coordinating Board (IMSCB) as one of the maritime institutions for maritime security and safety, has a program to empower the coastal community through encourages the development of cold storage in the middle and lower fishery business unit. The development of cold storage facilities which able to run its maximum role requires synergistic efforts of various parties.

Application of He-s Amplitude Frequency Formulation for a Nonlinear Oscillator with Fractional Potential

In this paper, He-s amplitude frequency formulation is used to obtain a periodic solution for a nonlinear oscillator with fractional potential. By calculation and computer simulations, compared with the exact solution shows that the result obtained is of high accuracy.

An Approach for Reducing the End-to-end Delay and Increasing Network Lifetime in Mobile Adhoc Networks

Mobile adhoc network (MANET) is a collection of mobile devices which form a communication network with no preexisting wiring or infrastructure. Multiple routing protocols have been developed for MANETs. As MANETs gain popularity, their need to support real time applications is growing as well. Such applications have stringent quality of service (QoS) requirements such as throughput, end-to-end delay, and energy. Due to dynamic topology and bandwidth constraint supporting QoS is a challenging task. QoS aware routing is an important building block for QoS support. The primary goal of the QoS aware protocol is to determine the path from source to destination that satisfies the QoS requirements. This paper proposes a new energy and delay aware protocol called energy and delay aware TORA (EDTORA) based on extension of Temporally Ordered Routing Protocol (TORA).Energy and delay verifications of query packet have been done in each node. Simulation results show that the proposed protocol has a higher performance than TORA in terms of network lifetime, packet delivery ratio and end-to-end delay.

Extraction of Fetal Heart Rate and Fetal Heart Rate Variability from Mother's ECG Signal

This paper describes a new method for extracting the fetal heart rate (fHR) and the fetal heart rate variability (fHRV) signal non-invasively using abdominal maternal electrocardiogram (mECG) recordings. The extraction is based on the fundamental frequency (Fourier-s) theorem. The fundamental frequency of the mother-s electrocardiogram signal (fo-m) is calculated directly from the abdominal signal. The heart rate of the fetus is usually higher than that of the mother; as a result, the fundamental frequency of the fetal-s electrocardiogram signal (fo-f) is higher than that of the mother-s (fo-f > fo-m). Notch filters to suppress mother-s higher harmonics were designed; then a bandpass filter to target fo-f and reject fo-m is implemented. Although the bandpass filter will pass some other frequencies (harmonics), we have shown in this study that those harmonics are actually carried on fo-f, and thus have no impact on the evaluation of the beat-to-beat changes (RR intervals). The oscillations of the time-domain extracted signal represent the RR intervals. We have also shown in this study that zero-to-zero evaluation of the periods is more accurate than the peak-to-peak evaluation. This method is evaluated both on simulated signals and on different abdominal recordings obtained at different gestational ages.

Long- term Irrigation with Dairy Factory Wastewater Influences Soil Quality

The effects of irrigation with dairy factory wastewater on soil properties were investigated at two sites that had received irrigation for > 60 years. Two adjoining paired sites that had never received DFE were also sampled as well as another seven fields from a wider area around the factory. In comparison with paired sites that had not received effluent, long-term wastewater irrigation resulted in an increase in pH, EC, extractable P, exchangeable Na and K and ESP. These changes were related to the use of phosphoric acid, NaOH and KOH as cleaning agents in the factory. Soil organic C content was unaffected by DFE irrigation but the size (microbial biomass C and N) and activity (basal respiration) of the soil microbial community were increased. These increases were attributed to regular inputs of soluble C (e.g. lactose) present as milk residues in the wastewater. Principal component analysis (PCA) of the soils data from all 11sites confirmed that the main effects of DFE irrigation were an increase in exchangeable Na, extractable P and microbial biomass C, an accumulation of soluble salts and a liming effect. PCA analysis of soil bacterial community structure, using PCR-DGGE of 16S rDNA fragments, generally separated individual sites from one another but did not group them according to irrigation history. Thus, whilst the size and activity of the soil microbial community were increased, the structure and diversity of the bacterial community remained unaffected.

Hexagonal Honeycomb Sandwich Plate Optimization Using Gravitational Search Algorithm

Honeycomb sandwich panels are increasingly used in the construction of space vehicles because of their outstanding strength, stiffness and light weight properties. However, the use of honeycomb sandwich plates comes with difficulties in the design process as a result of the large number of design variables involved, including composite material design, shape and geometry. Hence, this work deals with the presentation of an optimal design of hexagonal honeycomb sandwich structures subjected to space environment. The optimization process is performed using a set of algorithms including the gravitational search algorithm (GSA). Numerical results are obtained and presented for a set of algorithms. The results obtained by the GSA algorithm are much better compared to other algorithms used in this study.

Application of Central Composite Design Based Response Surface Methodology in Parameter Optimization and on Cellulase Production Using Agricultural Waste

Response Surface Methodology (RSM) is a powerful and efficient mathematical approach widely applied in the optimization of cultivation process. Cellulase enzyme production by Trichoderma reesei RutC30 using agricultural waste rice straw and banana fiber as carbon source were investigated. In this work, sequential optimization strategy based statistical design was employed to enhance the production of cellulase enzyme through submerged cultivation. A fractional factorial design (26-2) was applied to elucidate the process parameters that significantly affect cellulase production. Temperature, Substrate concentration, Inducer concentration, pH, inoculum age and agitation speed were identified as important process parameters effecting cellulase enzyme synthesis. The concentration of lignocelluloses and lactose (inducer) in the cultivation medium were found to be most significant factors. The steepest ascent method was used to locate the optimal domain and a Central Composite Design (CCD) was used to estimate the quadratic response surface from which the factor levels for maximum production of cellulase were determined.

Stator-Flux-Oriented Based Encoderless Direct Torque Control for Synchronous Reluctance Machines Using Sliding Mode Approach

In this paper a sliding-mode torque and flux control is designed for encoderless synchronous reluctance motor drive. The sliding-mode plus PI controllers are designed in the stator-flux field oriented reference frame which is able to track the mentioned reference signals with a minimum pulsations in the state condition. In addition, with these controllers a fast dynamic response is also achieved for the drive system. The proposed control scheme is robust subject to parameters variation except to stator resistance. To solve this problem a simple estimator is used for on-line detecting of this parameter. Moreover, the rotor position and speed are estimated by on-line obtaining of the stator-flux-space vector. The effectiveness and capability of the proposed control approach is verified by both the simulation and experimental results.

Interfacial Layer Effect on Novel p-Ni1-xO:Li/n-Si Heterojunction Solar Cells

This study fabricates p-type Ni1−xO:Li/n-Si heterojunction solar cells (P+/n HJSCs) by using radio frequency (RF) magnetron sputtering and investigates the effect of substrate temperature on photovoltaic cell properties. Grazing incidence x-ray diffraction, four point probe, and ultraviolet-visible-near infrared discover the optoelectrical properties of p-Ni1-xO thin films. The results show that p-Ni1-xO thin films deposited at 300 oC has the highest grain size (22.4 nm), average visible transmittance (~42%), and electrical resistivity (2.7 Ωcm). However, the conversion efficiency of cell is shown only 2.33% which is lower than the cell (3.39%) fabricated at room temperature. This result can be mainly attributed to interfacial layer thickness (SiOx) reduces from 2.35 nm to 1.70 nm, as verified by high-resolution transmission electron microscopy.

Supportability Analysis in LCI Environment

Starting from the basic pillars of the supportability analysis this paper queries its characteristics in LCI (Life Cycle Integration) environment. The research methodology contents a review of modern logistics engineering literature with the objective to collect and synthesize the knowledge relating to standards of supportability design in e-logistics environment. The results show that LCI framework has properties which are in fully compatibility with the requirement of simultaneous logistics support and productservice bundle design. The proposed approach is a contribution to the more comprehensive and efficient supportability design process. Also, contributions are reflected through a greater consistency of collected data, automated creation of reports suitable for different analysis, as well as the possibility of their customization according with customer needs. In addition to this, convenience of this approach is its practical use in real time. In a broader sense, LCI allows integration of enterprises on a worldwide basis facilitating electronic business.

From F2F to Online Sessions: Changing Pattern of Instructions in Open and Distance Learning in India

This paper presents an assessment study conducted among the distance learners in India. Open and distance learning systems have traveled a long way since its inception and its journey has witnessed the evolution and adoption of different generations of technology. This study focuses on the distant learners in India. Sampling for this study has been derived from the mass enrollment from Tamil Nadu area, a southern state of India. Learners were chosen from dual mode universities, private universities, Tamil Nadu Open University and IGNOU. The main focus of the study is to examine the coverage and appropriation of students support services and learning aids. It explores two aspects: the facilities available and the awareness and use of such services. It includes, self-learning materials, face-to-face counseling, multimedia learning materials, website, e-learning, radio and television services etc. While exploring the student-s perspective on these learning aspects, it is important to understand the perspectives of the teachers. Two different interests are visible among the teachers. Majority of the teachers support faceto- face counseling. However, the young teachers are in favour of online learning and multimedia supports in teaching. Through the awareness is somewhat high, the actual participation in online is very low. This is due to the inadequate infrastructure as well as the traditional attitudes of the teachers. Still the face-to-face sessions remain popular than online.

Extraction of Craniofacial Landmarks for Preoperative to Intraoperative Registration

This paper presents the automated methods employed for extracting craniofacial landmarks in white light images as part of a registration framework designed to support three neurosurgical procedures. The intraoperative space is characterised by white light stereo imaging while the preoperative plan is performed on CT scans. The registration aims at aligning these two modalities to provide a calibrated environment to enable image-guided solutions. The neurosurgical procedures can then be carried out by mapping the entry and target points from CT space onto the patient-s space. The registration basis adopted consists of natural landmarks (eye corner and ear tragus). A 5mm accuracy is deemed sufficient for these three procedures and the validity of the selected registration basis in achieving this accuracy has been assessed by simulation studies. The registration protocol is briefly described, followed by a presentation of the automated techniques developed for the extraction of the craniofacial features and results obtained from tests on the AR and FERET databases. Since the three targeted neurosurgical procedures are routinely used for head injury management, the effect of bruised/swollen faces on the automated algorithms is assessed. A user-interactive method is proposed to deal with such unpredictable circumstances.

The Effects of Speed on the Performance of Routing Protocols in Mobile Ad-hoc Networks

Mobile ad hoc network is a collection of mobile nodes communicating through wireless channels without any existing network infrastructure or centralized administration. Because of the limited transmission range of wireless network interfaces, multiple "hops" may be needed to exchange data across the network. Consequently, many routing algorithms have come into existence to satisfy the needs of communications in such networks. Researchers have conducted many simulations comparing the performance of these routing protocols under various conditions and constraints. One question that arises is whether speed of nodes affects the relative performance of routing protocols being studied. This paper addresses the question by simulating two routing protocols AODV and DSDV. Protocols were simulated using the ns-2 and were compared in terms of packet delivery fraction, normalized routing load and average delay, while varying number of nodes, and speed.

Synthetic Transmit Aperture Method in Medical Ultrasonic Imaging

The work describes the use of a synthetic transmit aperture (STA) with a single element transmitting and all elements receiving in medical ultrasound imaging. STA technique is a novel approach to today-s commercial systems, where an image is acquired sequentially one image line at a time that puts a strict limit on the frame rate and the amount of data needed for high image quality. The STA imaging allows to acquire data simultaneously from all directions over a number of emissions, and the full image can be reconstructed. In experiments a 32-element linear transducer array with 0.48 mm inter-element spacing was used. Single element transmission aperture was used to generate a spherical wave covering the full image region. The 2D ultrasound images of wire phantom are presented obtained using the STA and commercial ultrasound scanner Antares to demonstrate the benefits of the SA imaging.

A Completed Adaptive De-mixing Algorithm on Stiefel Manifold for ICA

Based on the one-bit-matching principle and by turning the de-mixing matrix into an orthogonal matrix via certain normalization, Ma et al proposed a one-bit-matching learning algorithm on the Stiefel manifold for independent component analysis [8]. But this algorithm is not adaptive. In this paper, an algorithm which can extract kurtosis and its sign of each independent source component directly from observation data is firstly introduced.With the algorithm , the one-bit-matching learning algorithm is revised, so that it can make the blind separation on the Stiefel manifold implemented completely in the adaptive mode in the framework of natural gradient.

Structural Behaviour of Partially Filled Steel Grid Composite Deck

In order to apply partially filled steel grid composite deck as the horizontal supporting structure of various kinds of infrastructures, the variation of its flexural strength according to design parameters such as cross and longitudinal bars constituting the steel grid and the type of shear connection is evaluated and compared experimentally. The result shows that the design sensitivity of the deck to the spacing of the cross bars is insignificant in the case of structure with low risk of punching failure or without load distribution problem. By means of shear connection composed by transverse rebar and longitudinal bar without additional shear stud bolts, the complete interaction between steel grid and concrete slab is able to be achieved and the composite deck can develop its bending resistance capacity.