Approaches to Determining Optimal Asset Structure for a Commercial Bank

Every commercial bank optimises its asset portfolio depending on the profitability of assets and chosen or imposed constraints. This paper proposes and applies a stylized model for optimising banks' asset and liability structure, reflecting profitability of different asset categories and their risks as well as costs associated with different liability categories and reserve requirements. The level of detail for asset and liability categories is chosen to create a suitably parsimonious model and to include the most important categories in the model. It is shown that the most appropriate optimisation criterion for the model is the maximisation of the ratio of net interest income to assets. The maximisation of this ratio is subject to several constraints. Some are accounting identities or dictated by legislative requirements; others vary depending on the market objectives for a particular bank. The model predicts variable amount of assets allocated to loan provision.

Synchrotron X-ray based Investigation of Fe and Zn Atoms in Tissue Samples at Different Growth Stages

The zinc and iron environments in different growth stages have been studied with EXAFS and XANES with Brookhaven Synchrotron Light Source. Tissue samples included meat, organ, vegetable, leaf, and yeast. The project studied the EXAFS and XANES of tissue samples using Zn and Fe K-edges. Duck embryo samples show that brain and intestine would contain shorter EXFAS determined Zn-N/O bond; as with the cases of fresh yeast versus reconstituted live yeast and green leaf versus yellow leaf. The XANES Fourier transform characteristic-length would be useful as a functionality index for selected types of tissue samples in various physical states. The extension to the development of functional synchrotron imaging for tissue engineering application based on spectroscopic technique is discussed.

A New Approach for Fingerprint Classification based on Minutiae Distribution

The paper describes a new approach for fingerprint classification, based on the distribution of local features (minute details or minutiae) of the fingerprints. The main advantage is that fingerprint classification provides an indexing scheme to facilitate efficient matching in a large fingerprint database. A set of rules based on heuristic approach has been proposed. The area around the core point is treated as the area of interest for extracting the minutiae features as there are substantial variations around the core point as compared to the areas away from the core point. The core point in a fingerprint has been located at a point where there is maximum curvature. The experimental results report an overall average accuracy of 86.57 % in fingerprint classification.

Peakwise Smoothing of Data Models using Wavelets

Smoothing or filtering of data is first preprocessing step for noise suppression in many applications involving data analysis. Moving average is the most popular method of smoothing the data, generalization of this led to the development of Savitzky-Golay filter. Many window smoothing methods were developed by convolving the data with different window functions for different applications; most widely used window functions are Gaussian or Kaiser. Function approximation of the data by polynomial regression or Fourier expansion or wavelet expansion also gives a smoothed data. Wavelets also smooth the data to great extent by thresholding the wavelet coefficients. Almost all smoothing methods destroys the peaks and flatten them when the support of the window is increased. In certain applications it is desirable to retain peaks while smoothing the data as much as possible. In this paper we present a methodology called as peak-wise smoothing that will smooth the data to any desired level without losing the major peak features.

Mathematical Modeling of SISO based Timoshenko Structures – A Case Study

This paper features the mathematical modeling of a single input single output based Timoshenko smart beam. Further, this mathematical model is used to design a multirate output feedback based discrete sliding mode controller using Bartoszewicz law to suppress the flexural vibrations. The first 2 dominant vibratory modes is retained. Here, an application of the discrete sliding mode control in smart systems is presented. The algorithm uses a fast output sampling based sliding mode control strategy that would avoid the use of switching in the control input and hence avoids chattering. This method does not need the measurement of the system states for feedback as it makes use of only the output samples for designing the controller. Thus, this methodology is more practical and easy to implement.

Cr, Fe and Se Contents of the Turkish Black and Green Teas and the Effect of Lemon Addition

Tea is consumed by a big part of the world-s population. It has an enormous importance for the Turkish culture. Nearly it is brewed every morning and evening at the all houses. Also it is consumed with lemon wedge. Habitual drinking of tea infusions may significantly contribute to daily dietary requirements of elements. Different instrumental techniques are used for determination of these elements. But atomic and mass spectroscopic methods are preferred most. In these study chromium, iron and selenium contents after the hot water brewing of black and green tea were determined by Optical Emission Spectroscopy (ICP-OES). Furthermore, effect of lemon addition on chromium, iron and selenium concentration tea infusions is investigated. Results of the investigation showed that concentration of chromium, iron and selenium increased in black tea with lemon addition. On the other hand only selenium is increased with lemon addition in green tea. And iron concentration is not detected in green tea but its concentration is determined as 1.420 ppm after lemon addition.

Universal Method for Timetable Construction based on Evolutionary Approach

Timetabling problems are often hard and timeconsuming to solve. Most of the methods of solving them concern only one problem instance or class. This paper describes a universal method for solving large, highly constrained timetabling problems from different domains. The solution is based on evolutionary algorithm-s framework and operates on two levels – first-level evolutionary algorithm tries to find a solution basing on given set of operating parameters, second-level algorithm is used to establish those parameters. Tabu search is employed to speed up the solution finding process on first level. The method has been used to solve three different timetabling problems with promising results.

Integrated Approaches to Enhance Aggregate Production Planning with Inventory Uncertainty Based On Improved Harmony Search Algorithm

This work presents a multiple objective linear programming (MOLP) model based on the desirability function approach for solving the aggregate production planning (APP) decision problem upon Masud and Hwang-s model. The proposed model minimises total production costs, carrying or backordering costs and rates of change in labor levels. An industrial case demonstrates the feasibility of applying the proposed model to the APP problems with three scenarios of inventory levels. The proposed model yields an efficient compromise solution and the overall levels of DM satisfaction with the multiple combined response levels. There has been a trend to solve complex planning problems using various metaheuristics. Therefore, in this paper, the multi-objective APP problem is solved by hybrid metaheuristics of the hunting search (HuSIHSA) and firefly (FAIHSA) mechanisms on the improved harmony search algorithm. Results obtained from the solution of are then compared. It is observed that the FAIHSA can be used as a successful alternative solution mechanism for solving APP problems over three scenarios. Furthermore, the FAIHSA provides a systematic framework for facilitating the decision-making process, enabling a decision maker interactively to modify the desirability function approach and related model parameters until a good optimal solution is obtained with proper selection of control parameters when compared.

Computer Aided X-Ray Diffraction Intensity Analysis for Spinels: Hands-On Computing Experience

The mineral having chemical compositional formula MgAl2O4 is called “spinel". The ferrites crystallize in spinel structure are known as spinel-ferrites or ferro-spinels. The spinel structure has a fcc cage of oxygen ions and the metallic cations are distributed among tetrahedral (A) and octahedral (B) interstitial voids (sites). The X-ray diffraction (XRD) intensity of each Bragg plane is sensitive to the distribution of cations in the interstitial voids of the spinel lattice. This leads to the method of determination of distribution of cations in the spinel oxides through XRD intensity analysis. The computer program for XRD intensity analysis has been developed in C language and also tested for the real experimental situation by synthesizing the spinel ferrite materials Mg0.6Zn0.4AlxFe2- xO4 and characterized them by X-ray diffractometry. The compositions of Mg0.6Zn0.4AlxFe2-xO4(x = 0.0 to 0.6) ferrites have been prepared by ceramic method and powder X-ray diffraction patterns were recorded. Thus, the authenticity of the program is checked by comparing the theoretically calculated data using computer simulation with the experimental ones. Further, the deduced cation distributions were used to fit the magnetization data using Localized canting of spins approach to explain the “recovery" of collinear spin structure due to Al3+ - substitution in Mg-Zn ferrites which is the case if A-site magnetic dilution and non-collinear spin structure. Since the distribution of cations in the spinel ferrites plays a very important role with regard to their electrical and magnetic properties, it is essential to determine the cation distribution in spinel lattice.

Energy Absorption and Axial Tearing Behaviour of Metallic Tubes Using Angled Dies: Experimental and Numerical Simulation

This paper concerns about the experimental and numerical investigations of energy absorption and axial tearing behaviour of aluminium 6060 circular thin walled tubes under static axial compression. The tubes are received in T66 heat treatment condition with fixed outer diameter of 42mm, thickness of 1.5mm and length of 120mm. The primary variables are the conical die angles (15°, 20° and 25°). Numerical simulations are carried on ANSYS/LS-DYNA software tool, for investigating the effect of friction between the tube and the die.

Magnesium Borate Synthesis by Microwave Method Using MgCl2.6H2O and H3BO3

There are many kinds of metal borates found not only in nature but also synthesized in the laboratory such as magnesium borates. Due to its excellent properties, as remarkable ceramic materials, they have also application areas in anti-wear and friction reducing additives as well as electro-conductive treating agents. The synthesis of magnesium borate powders can be fulfilled simply with two different methods, hydrothermal and thermal synthesis. Microwave assisted method, also another way of producing magnesium borate, can be classified into thermal synthesis because of using the principles of solid state synthesis. It also contributes producing particles with small size and high purity in nano-size material synthesize. In this study the production of magnesium borates, are aimed using MgCl2.6H2O and H3BO3. The identification of both starting materials and products were made by the equipments of, X-Ray Diffraction (XRD) and Fourier Transform Infrared Spectroscopy (FT-IR). After several synthesis steps magnesium borates were synthesized and characterized by XRD and FT-IR, as well.

Metaphorical Perceptions of Middle School Students Regarding Computer Games

The computer, among the most important inventions of the twentieth century, has become an increasingly important component in our everyday lives. Computer games also have become increasingly popular among people day-by-day, owing to their features based on realistic virtual environments, audio and visual features, and the roles they offer players. In the present study, the metaphors students have for computer games are investigated, as well as an effort to fill the gap in the literature. Students were asked to complete the sentence—‘Computer game is like/similar to….because….’— to determine the middle school students’ metaphorical images of the concept for ‘computer game’. The metaphors created by the students were grouped in six categories, based on the source of the metaphor. These categories were ordered as ‘computer game as a means of entertainment’, ‘computer game as a beneficial means’, ‘computer game as a basic need’, ‘computer game as a source of evil’, ‘computer game as a means of withdrawal’, and ‘computer game as a source of addiction’, according to the number of metaphors they included.

System Identification Based on Stepwise Regression for Dynamic Market Representation

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

The Association of Matrix Metalloproteinase-3 Gene -1612 5A/6A Polymorphism with Susceptibility to Coronary Artery Stenosis in an Iranian Population

Matrix metalloproteinase-3 (MMP3) is key member of the MMP family, and is known to be present in coronary atherosclerotic. Several studies have demonstrated that MMP-3 5A/6A polymorphism modify each transcriptional activity in allele specific manner. We hypothesized that this polymorphism may play a role as risk factor for development of coronary stenosis. The aim of our study was to estimate MMP-3 (5A/6A) gene polymorphism on interindividual variability in risk for coronary stenosis in an Iranian population.DNA was extracted from white blood cells and genotypes were obtained from coronary stenosis cases (n=95) and controls (n=100) by PCR (polymerase chain reaction) and restriction fragment length polymorphism techniques. Significant differences between cases and controls were observed for MMP3 genotype frequencies (X2=199.305, p< 0.001); the 6A allele was less frequently seen in the control group, compared to the disease group (85.79 vs. 78%, 6A/6A+5A/6A vs. 5A/5A, P≤0.001). These data imply the involvement of -1612 5A/6A polymorphism in coronary stenosis, and suggest that probably the 6A/6A MMP-3 genotype is a genetic susceptibility factor for coronary stenosis.

Mirror Neuron System Study on Elderly Using Dynamic Causal Modeling fMRI Analysis

Dynamic Causal Modeling (DCM) functional Magnetic Resonance Imaging (fMRI) is a promising technique to study the connectivity among brain regions and effects of stimuli through modeling neuronal interactions from time-series neuroimaging. The aim of this study is to study characteristics of a mirror neuron system (MNS) in elderly group (age: 60-70 years old). Twenty volunteers were MRI scanned with visual stimuli to study a functional brain network. DCM was employed to determine the mechanism of mirror neuron effects. The results revealed major activated areas including precentral gyrus, inferior parietal lobule, inferior occipital gyrus, and supplementary motor area. When visual stimuli were presented, the feed-forward connectivity from visual area to conjunction area was increased and forwarded to motor area. Moreover, the connectivity from the conjunction areas to premotor area was also increased. Such findings can be useful for future diagnostic process for elderly with diseases such as Parkinson-s and Alzheimer-s.

Genetic Combined with a Simplex Algorithm as an Efficient Method for the Detection of a Depressed Ellipsoidal Flaw using the Boundary Element Method

The present work encounters the solution of the defect identification problem with the use of an evolutionary algorithm combined with a simplex method. In more details, a Matlab implementation of Genetic Algorithms is combined with a Simplex method in order to lead to the successful identification of the defect. The influence of the location and the orientation of the depressed ellipsoidal flaw was investigated as well as the use of different amount of static data in the cost function. The results were evaluated according to the ability of the simplex method to locate the global optimum in each test case. In this way, a clear impression regarding the performance of the novel combination of the optimization algorithms, and the influence of the geometrical parameters of the flaw in defect identification problems was obtained.

Adaptive Total Variation Based on Feature Scale

The widely used Total Variation de-noising algorithm can preserve sharp edge, while removing noise. However, since fixed regularization parameter over entire image, small details and textures are often lost in the process. In this paper, we propose a modified Total Variation algorithm to better preserve smaller-scaled features. This is done by allowing an adaptive regularization parameter to control the amount of de-noising in any region of image, according to relative information of local feature scale. Experimental results demonstrate the efficient of the proposed algorithm. Compared with standard Total Variation, our algorithm can better preserve smaller-scaled features and show better performance.

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space

The objective of this research is to calculate the optimal inventory lot-sizing for each supplier and minimize the total inventory cost which includes joint purchase cost of the products, transaction cost for the suppliers, and holding cost for remaining inventory. Genetic algorithms (GAs) are applied to the multi-product and multi-period inventory lot-sizing problems with supplier selection under storage space. Also a maximum storage space for the decision maker in each period is considered. The decision maker needs to determine what products to order in what quantities with which suppliers in which periods. It is assumed that demand of multiple products is known over a planning horizon. The problem is formulated as a mixed integer programming and is solved with the GAs. The detailed computation results are presented.

Geochemistry of Cenozoic Basaltic Rocksaround Liuhe National Geopark, Jiangsu Province, Eastern China: Petrogenesis and Mantle Source

Cenozoic basalts found in Jiangsu province of eastern China include tholeiites and alkali basalts. The present paper analyzed the major, trace elements, rare earth elements of these Cenozoic basalts and combined with Sr-Nd isotopic compositions proposed by Chen et al. (1990)[1] in the literatures to discuss the petrogenesis of these basalts and the geochemical characteristics of the source mantle. Based on major, trace elements and fractional crystallization model established by Brooks and Nielsen (1982)[2] we suggest that the basaltic magma has experienced olivine + clinopyroxene fractionation during its evolution. The chemical compositions of basaltic rocks from Jiangsu province indicate that these basalts may belong to the same magmatic system. Spidergrams reveal that Cenozoic basalts from Jiangsu province have geochemical characteristics similar to those of ocean island basalts(OIB). The slight positive Nb and Ti anomalies found in basaltic rocks of this study suggest the presence of Ti-bearing minerals in the mantle source and these Ti-bearing minerals had contributed to basaltic magma during partial melting, indicating a metasomatic event might have occurred before the partial melting. Based on the Sr vs. Nd isotopic ratio plots, we suggest that Jiangsu basalts may be derived from partial melting of mantle source which may represent two-end members mixing of DMM and EM-I. Some Jiangsu basaltic magma may be derived from partial melting of EM-I heated by the upwelling asthenospheric mantle or asthenospheric diapirism.

Towards Development of Solution for Business Process-Oriented Data Analysis

This paper proposes a modeling methodology for the development of data analysis solution. The Author introduce the approach to address data warehousing issues at the at enterprise level. The methodology covers the process of the requirements eliciting and analysis stage as well as initial design of data warehouse. The paper reviews extended business process model, which satisfy the needs of data warehouse development. The Author considers that the use of business process models is necessary, as it reflects both enterprise information systems and business functions, which are important for data analysis. The Described approach divides development into three steps with different detailed elaboration of models. The Described approach gives possibility to gather requirements and display them to business users in easy manner.