Abstract: Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.
Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.
Abstract: The paper deals with the minimax design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using infinite impulse response (IIR) digital all-pass filters (DAFs). Based on the theory of two-channel QMF banks using two IIR DAFs, the design problem is appropriately formulated to result in an appropriate Chebyshev approximation for the desired group delay responses of the IIR DAFs and the magnitude response of the low-pass analysis filter. Through a frequency sampling and iterative approximation method, the design problem can be solved by utilizing a weighted least squares approach. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.
Abstract: Steady incompressible couple stress fluid flow through two dimensional symmetric channel with stenosis is investigated. The flow consisting of a core region to be a couple stress fluid and a peripheral layer of plasma (Newtonian fluid). Assuming the stenosis to be mild, the equations governing the flow of the proposed model are solved using the slip boundary condition and closed form expressions for the flow characteristics (the dimensionless resistance to flow and wall shear stress at the maximum height of stenosis) are derived. The effects of various parameters on these flow variables have been studied. It is observed that the resistance to flow as well as the wall shear stress increase with the height of stenosis, viscosity ratio and Darcy number. However, the trend is reversed as the slip and the couple stress parameter increase.
Abstract: Error correcting codes are used for detection and correction of errors in digital communication system. Error correcting coding is based on appending of redundancy to the information message according to a prescribed algorithm. Reed Solomon codes are part of channel coding and withstand the effect of noise, interference and fading. Galois field arithmetic is used for encoding and decoding reed Solomon codes. Galois field multipliers and linear feedback shift registers are used for encoding the information data block. The design of Reed Solomon encoder is complex because of use of LFSR and Galois field arithmetic. The purpose of this paper is to design and implement Reed Solomon (255, 239) encoder with optimized and lesser number of Galois Field multipliers. Symmetric generator polynomial is used to reduce the number of GF multipliers. To increase the capability toward error correction, convolution interleaving will be used with RS encoder. The Design will be implemented on Xilinx FPGA Spartan II.
Abstract: Psychoacoustics has become a potential area of research due to the growing interest of both laypersons and medical and mental health professionals. Non invasive brain computer interface like Electroencephalography (EEG) is widely being used in this field. An attempt has been made in this paper to examine the response of EEG signals to acoustic stimuli further analyzing the brain electrical activity. The real time EEG is acquired for 6 participants using a cost effective and portable EMOTIV EEG neuro headset. EEG data analysis is further done using EMOTIV test bench, EDF browser and EEGLAB (MATLAB Tool) application software platforms. Spectral analysis of acquired neural signals (AF3 channel) using these software platforms are clearly indicative of increased brain activity in various bands. The inferences drawn from such an analysis have significant correlation with subject’s subjective reporting of the experiences. The results suggest that the methodology adopted can further be used to assist patients with sleeping and depressive disorders.
Abstract: This paper presents the design, implementation and evaluation of a micro-network, or Network-on-Chip (NoC), based on a generic pipeline router architecture. The router is designed to efficiently support traffic generated by multimedia applications on embedded multi-core systems. It employs a simplest routing mechanism and implements the round-robin scheduling strategy to resolve output port contentions and minimize latency. A virtual channel flow control is applied to avoid the head-of-line blocking problem and enhance performance in the NoC. The hardware design of the router architecture has been implemented at the register transfer level; its functionality is evaluated in the case of the two dimensional Mesh/Torus topology, and performance results are derived from ModelSim simulator and Xilinx ISE 9.2i synthesis tool. An example of a multi-core image processing system utilizing the NoC structure has been implemented and validated to demonstrate the capability of the proposed micro-network architecture. To reduce complexity of the image compression and decompression architecture, the system use image processing algorithm based on classical discrete cosine transform with an efficient zonal processing approach. The experimental results have confirmed that both the proposed image compression scheme and NoC architecture can achieve a reasonable image quality with lower processing time.
Abstract: In this work we study the thermodynamic behavior of some ventilated facades under summer operating conditions in Southern Spain. Under these climatic conditions, indoor comfort implies a high energetic demand due to high temperatures that usually are reached in this season in the considered geographical area.
The aim of this work is to determine if during summer operating conditions in Southern Spain, ventilated façades provide some energy saving compared to the non-ventilated façades and to deduce their behavior patterns in terms of energy efficiency.
The modelization of the air flow in the channel has been performed by using Navier-Stokes equations for thermodynamic flows. Numerical simulations have been carried out with a 2D Finite Element approach.
This way, we analyze the behavior of ventilated façades under different weather conditions as variable wind, variable temperature and different levels of solar irradiation.
CFD computations show the combined effect of the shading of the external wall and the ventilation by the natural convection into the air gap achieve a reduction of the heat load during the summer period. This reduction has been evaluated by comparing the thermodynamic performances of two ventilated and two unventilated façades with the same geometry and thermophysical characteristics.
Abstract: In this paper we use low frequency noise analysis to understand and map the current conduction path in a multi gate junctionless FinFET. The device used in this study behaves as a gated resistor and shows excellent short channel effect suppression due to its multi gate structure. Generally for a bulk conduction device like the junctionless device studied in this work, the low frequency noise can be modelled using the mobility fluctuation model; however for this device we can also see the effect of carrier fluctuations on the LFN characteristic. The noise characteristic at different gate bias and also the possible location of the traps is explained.
Abstract: This paper presents device simulations on the vertical silicon nanowire tunneling FET (VSiNW TFET). Simulations show that a narrow nanowire and thin gate oxide is required for good performance, which is expected even for conventional MOSFETs. The gate length also needs to be more than the nanowire diameter to prevent short channel effects. An effect more unique to TFET is the need for abrupt source to channel junction, which is shown to improve the performance. The ambipolar effect suppression by reducing drain doping concentration is also explored and shown to have little or no effect on performance.
Abstract: Heterogeneous repolarization causes dispersion of the T-wave and has been linked to arrhythmogenesis. Such heterogeneities appear due to differential expression of ionic currents in different regions of the heart, both in healthy and diseased animals and humans. Mice are important animals for the study of heart diseases because of the ability to create transgenic animals. We used our previously reported model of mouse ventricular myocytes to develop 2D mouse ventricular tissue model consisting of 14,000 cells (apical or septal ventricular myocytes) and to study the stability of action potential propagation and Ca2+ dynamics. The 2D tissue model was implemented as a FORTRAN program code for highperformance multiprocessor computers that runs on 36 processors. Our tissue model is able to simulate heterogeneities not only in action potential repolarization, but also heterogeneities in intracellular Ca2+ transients. The multicellular model reproduced experimentally observed velocities of action potential propagation and demonstrated the importance of incorporation of realistic Ca2+ dynamics for action potential propagation. The simulations show that relatively sharp gradients of repolarization are predicted to exist in 2D mouse tissue models, and they are primarily determined by the cellular properties of ventricular myocytes. Abrupt local gradients of channel expression can cause alternans at longer pacing basic cycle lengths than gradual changes, and development of alternans depends on the site of stimulation.
Abstract: Today advertising is actively penetrating into many spheres of our lives. We cannot imagine the existence of a lot of economic activities without advertising. That mostly concerns trade and services. Everyone of us should look better into the everyday communication and carefully consider the amount and the quality of the information we receive as well as its influence on our behaviour. Special attention should be paid to the young generation. Theoretical and practical research has proved the ever growing influence of information (especially the one contained in advertising) on a society; on its economics, culture, religion, politics and even people-s private lives and behaviour. Children have plenty of free time and, therefore, see a lot of different advertising. Though education of children is in the hands of parents and schools, advertising makers and customers should think with responsibility about the selection of time and transmission channels of child targeted advertising. The purpose of the present paper is to investigate the influence of advertising upon consumer views and behaviour of children in different age groups. The present investigation has clarified the influence of advertising as a means of information on a certain group of society, which in the modern information society is the most vulnerable – children. In this paper we assess children-s perception and their understanding of advertising.
Abstract: In this paper we introduce an effective ECG compression algorithm based on two dimensional multiwavelet transform. Multiwavelets offer simultaneous orthogonality, symmetry and short support, which is not possible with scalar two-channel wavelet systems. These features are known to be important in signal processing. Thus multiwavelet offers the possibility of superior performance for image processing applications. The SPIHT algorithm has achieved notable success in still image coding. We suggested applying SPIHT algorithm to 2-D multiwavelet transform of2-D arranged ECG signals. Experiments on selected records of ECG from MIT-BIH arrhythmia database revealed that the proposed algorithm is significantly more efficient in comparison with previously proposed ECG compression schemes.
Abstract: We show that in a two-channel sampling series expansion
of band-pass signals, any finitely many missing samples can
always be recovered via oversampling in a larger band-pass region.
We also obtain an analogous result for multi-channel oversampling
of harmonic signals.
Abstract: Multi-Radio Multi-Channel (MRMC) systems are key to power control problems in wireless mesh networks (WMNs). In this paper, we present asynchronous multiple-state based power control for MRMC WMNs. First, WMN is represented as a set of disjoint Unified Channel Graphs (UCGs). Second, each network interface card (NIC) or radio assigned to a unique UCG adjusts transmission power using predicted multiple interaction state variables (IV) across UCGs. Depending on the size of queue loads and intra- and inter-channel states, each NIC optimizes transmission power locally and asynchronously. A new power selection MRMC unification protocol (PMMUP) is proposed that coordinates interactions among radios. The efficacy of the proposed method is investigated through simulations.
Abstract: Offset mismatch, gain mismatch, and time-skew error between time-interleaved channels limit the performance of time-interleaved analog-to-digital converters (TIADC). This paper focused on the time-skew error. A new technique for calibrating time-skew error in M-channels TIADC is described, and simulation results are also presented.
Abstract: As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.
Abstract: In this paper we present a study of the impact of connection schemes on the performance of iterative decoding of Generalized Parallel Concatenated block (GPCB) constructed from one step majority logic decodable (OSMLD) codes and we propose a new connection scheme for decoding them. All iterative decoding connection schemes use a soft-input soft-output threshold decoding algorithm as a component decoder. Numerical result for GPCB codes transmitted over Additive White Gaussian Noise (AWGN) channel are provided. It will show that the proposed scheme is better than Hagenauer-s scheme and Lucas-s scheme [1] and slightly better than the Pyndiah-s scheme.
Abstract: This paper aims to present the design, fabrication and test of a novel piezoelectric actuated, check-valves embedded micropump having the advantages of miniature size, light weight and low power consumption. This device is designed to pump gases and liquids with the capability of performing the self-priming and bubble-tolerant work mode by maximizing the stroke volume of the membrane as well as the compression ratio via minimization of the dead volume of the micropump chamber and channel. By experiment apparatus setup, we can get the real-time values of the flow rate of micropump, the displacement of the piezoelectric actuator and the deformation of the check valve, simultaneously. The micropump with check valve 0.4 mm in thickness obtained higher output performance under the sinusoidal waveform of 120 Vpp. The micropump achieved the maximum pumping rates of 42.2 ml/min and back pressure of 14.0 kPa at the corresponding frequency of 28 and 20 Hz. The presented micropump is able to pump gases with a pumping rate of 196 ml/min at operating frequencies of 280 Hz under the sinusoidal waveform of 120 Vpp.
Abstract: In order to better understand the performance of
screen channel liquid acquisition devices (LADs) in liquid oxygen (LOX), a computational fluid dynamics (CFD) simulation of LOX passing through a LAD screen channel was conducted. In the
simulation, the screen is taken as a 'porous jump' where the pressure
drop across the screen depends on the incoming velocity and is formulated by Δp = Av + Bv2
. The CFD simulation reveals the importance of the pressure losses due to the flow entering from
across the screen and impacting and merging with the channel flow
and the vortices in the channel to the cumulative flow resistance. In fact, both the flow resistance of flows impact and mergence and the
resistance created by vortices are much larger than the friction and dynamic pressure losses in the channel and are comparable to the
flow resistance across the screen. Therefore, these resistances in the
channel must be considered as part of the evaluation for the LAD
channel performance. For proper operation of a LAD in LOX these resistances must be less than the bubble point pressure for the screen
channel in LOX. The simulation also presents the pressure and velocity distributions within the LAD screen channel, expanding the understanding of the fluid flow characteristics within the channel.
Abstract: The migration of a deformable drop in simple shear
flow at finite Reynolds numbers is investigated numerically by
solving the full Navier-Stokes equations using a finite
difference/front tracking method. The objectives of this study are to
examine the effectiveness of the present approach to predict the
migration of a drop in a shear flow and to investigate the behavior of
the drop migration with different drop sizes and non-unity viscosity
ratios. It is shown that the drop deformation depends strongly on the
capillary number, so that; the proper non-dimensional number for the
interfacial tension is the capillary number. The rate of migration
increased with increasing the drop radius. In other words, the
required time for drop migration to the centreline decreases. As the
viscosity ratio increases, the drop rotates more slowly and the
lubrication force becomes stronger. The increased lubrication force
makes it easier for the drop to migrate to the centre of the channel.
The migration velocity of the drop vanishes as the drop reaches the
centreline under viscosity ratio of one and non-unity viscosity ratios.
To validate the present calculations, some typical results are
compared with available experimental and theoretical data.