Abstract: There are three main ways of categorizing capital in banking operations: accounting, regulatory and economic capital. However, the 2008-2009 global crisis has shown that none of these categories adequately reflects the real risks of bank operations, especially in light of the failures Bear Stearns, Lehman Brothers or Northern Rock. This paper deals with the economic capital allocation of global banks. In theory, economic capital should reflect the real risks of a bank and should be publicly available. Yet, as discovered during the global financial crisis, even when economic capital information was publicly disclosed, the underlying assumptions rendered the information useless. Specifically, some global banks that reported relatively high levels of economic capital before the crisis went bankrupt or had to be bailed-out by their government. And, only 15 out of 50 global banks reported their economic capital during the 2007-2010 period. In this paper, we analyze the changes in reported bank economic capital disclosure during this period. We conclude that relative shares of credit and business risks increased in 2010 compared to 2007, while both operational and market risks decreased their shares on the total economic capital of top-rated global banks. Generally speaking, higher levels of disclosure and transparency of bank operations are required to obtain more confidence from stakeholders. Moreover, additional risks such as liquidity risks should be included in these disclosures.
Abstract: Minimization methods for training feed-forward networks with Backpropagation are compared. Feedforward network training is a special case of functional minimization, where no explicit model of the data is assumed. Therefore due to the high dimensionality of the data, linearization of the training problem through use of orthogonal basis functions is not desirable. The focus is functional minimization on any basis. A number of methods based on local gradient and Hessian matrices are discussed. Modifications of many methods of first and second order training methods are considered. Using share rates data, experimentally it is proved that Conjugate gradient and Quasi Newton?s methods outperformed the Gradient Descent methods. In case of the Levenberg-Marquardt algorithm is of special interest in financial forecasting.
Abstract: An important problem in speech research is the automatic extraction of information about the shape and dimensions of the vocal tract during real-time speech production. We have previously developed Southampton dynamic magnetic resonance imaging (SDMRI) as an approach to the solution of this problem.However, the SDMRI images are very noisy so that shape extraction is a major challenge. In this paper, we address the problem of tongue shape extraction, which poses difficulties because this is a highly deforming non-parametric shape. We show that combining active shape models with the dynamic Hough transform allows the tongue shape to be reliably tracked in the image sequence.
Abstract: Cutting fluids, usually in the form of a liquid, are
applied to the chip formation zone in order to improve the cutting
conditions. Cutting fluid can be expensive and represents a biological
and environmental hazard that requires proper recycling and
disposal, thus adding to the cost of the machining operation. For
these reasons dry cutting or dry machining has become an
increasingly important approach; in dry machining no coolant or
lubricant is used. This paper discussed the effect of the dry cutting on
cutting force and tool life when machining aerospace materials
(Haynes 242) with using two different coated carbide cutting tools
(TiAlN and TiN/MT-TiCN/TiN). Response surface method (RSM)
was used to minimize the number of experiments. ParTiAlN Swarm
Optimisation (PSO) models were developed to optimize the
machining parameters (cutting speed, federate and axial depth) and
obtain the optimum cutting force and tool life. It observed that
carbide cutting tool coated with TiAlN performed better in dry
cutting compared with TiN/MT-TiCN/TiN. On other hand, TiAlN
performed more superior with using of 100 % water soluble coolant.
Due to the high temperature produced by aerospace materials, the
cutting tool still required lubricant to sustain the heat transfer from
the workpiece.
Abstract: RoboCup Rescue simulation as a large-scale Multi
agent system (MAS) is one of the challenging environments for
keeping coordination between agents to achieve the objectives
despite sensing and communication limitations. The dynamicity of
the environment and intensive dependency between actions of
different kinds of agents make the problem more complex. This point
encouraged us to use learning-based methods to adapt our decision
making to different situations. Our approach is utilizing
reinforcement leaning. Using learning in rescue simulation is one of
the current ways which has been the subject of several researches in
recent years. In this paper we present an innovative learning method
implemented for Police Force (PF) Agent. This method can cope
with the main difficulties that exist in other learning approaches.
Different methods used in the literature have been examined. Their
drawbacks and possible improvements have led us to the method
proposed in this paper which is fast and accurate. The Brain
Emotional Learning Based Intelligent Controller (BELBIC) is our
solution for learning in this environment. BELBIC is a
physiologically motivated approach based on a computational model
of amygdale and limbic system. The paper presents the results
obtained by the proposed approach, showing the power of BELBIC
as a decision making tool in complex and dynamic situation.
Abstract: The analysis is mainly concentrating on the knowledge
management literatures productivity trend which subjects as
“knowledge management" in SSCI database. The purpose what the
analysis will propose is to summarize the trend information for
knowledge management researchers since core knowledge will be
concentrated in core categories. The result indicated that the literature
productivity which topic as “knowledge management" is still
increasing extremely and will demonstrate the trend by different
categories including author, country/territory, institution name,
document type, language, publication year, and subject area. Focus on
the right categories, you will catch the core research information. This
implies that the phenomenon "success breeds success" is more
common in higher quality publications.
Abstract: Although many researchers have studied the flow
hydraulics in compound channels, there are still many complicated problems in determination of their flow rating curves. Many different
methods have been presented for these channels but extending them
for all types of compound channels with different geometrical and
hydraulic conditions is certainly difficult. In this study, by aid of nearly 400 laboratory and field data sets of geometry and flow rating
curves from 30 different straight compound sections and using artificial neural networks (ANNs), flow discharge in compound channels was estimated. 13 dimensionless input variables including relative depth, relative roughness, relative width, aspect ratio, bed
slope, main channel side slopes, flood plains side slopes and berm
inclination and one output variable (flow discharge), have been used
in ANNs. Comparison of ANNs model and traditional method
(divided channel method-DCM) shows high accuracy of ANNs model results. The results of Sensitivity analysis showed that the relative depth with 47.6 percent contribution, is the most effective input parameter for flow discharge prediction. Relative width and
relative roughness have 19.3 and 12.2 percent of importance, respectively. On the other hand, shape parameter, main channel and
flood plains side slopes with 2.1, 3.8 and 3.8 percent of contribution, have the least importance.
Abstract: Existing image-based virtual reality applications
allow users to view image-based 3D virtual environment in a more
interactive manner. User could “walkthrough"; looks left, right, up
and down and even zoom into objects in these virtual worlds of
images. However what the user sees during a “zoom in" is just a
close-up view of the same image which was taken from a distant.
Thus, this does not give the user an accurate view of the object from
the actual distance. In this paper, a simple technique for zooming in
an object in a virtual scene is presented. The technique is based on
the 'hotspot' concept in existing application. Instead of navigation
between two different locations, the hotspots are used to focus into
an object in the scene. For each object, several hotspots are created.
A different picture is taken for each hotspot. Each consecutive
hotspot created will take the user closer to the object. This will
provide the user with a correct of view of the object based on his
proximity to the object. Implementation issues and the relevance of
this technique in potential application areas are highlighted.
Abstract: In this paper, the residual stress of thermal spray
coatings in gas turbine component by curvature method has been
studied. The samples and shaft were coated by hard WC-12Co
cermets using high velocity oxy fuel (HVOF) after preparation in
same conditions. The curvature of coated samples was measured by
using of coordinate measurement machine (CMM). The metallurgical
and Tribological studies has been made on the coated shaft using
optical microscopy and scanning electron microscopy (SEM)
Abstract: This research documents a qualitative study of
selected Native Americans who have successfully graduated from
mainstream higher education institutions. The research framework
explored the Bicultural Identity Formation Model as a means of
understanding the expressions of the students' adaptations to
mainstream education. This approach lead to an awareness of how
the participants in the study used specific cultural and social
strategies to enhance their educational success and also to an
awareness of how they coped with cultural dissonance to achieve a
new academic identity. Research implications impact a larger
audience of bicultural, foreign, or international students experiencing
cultural dissonance.
Abstract: Bandung city center can be deemed as economic, social and cultural center. However the city center suffers from deterioration. The retail activities tend to shift outward the city center. Numerous idyllic residences changed into business premises in two villages situated in the north part of the city during 1990s, especially after a new highway and flyover opened. According to space syntax theory, the pattern of spatial integration in the urban grid is a prime determinant of movement patterns in the system. The syntactic analysis results show the flyover has insignificant influence on street network in the city center. However the flyover has been generating a major difference in the new commercial area since it has become relatively as strategic as the city center. Besides street network, local government policy, rapid private motorization and particular condition of each site also played important roles in encouraging the current commercial areas to flourish.
Abstract: The aim of this investigation is to study the
performance of the new generation of the PVD coated grade and to
map the influence of cutting conditions on the tool life in milling of
ADI (Austempered Ductile Iron). The results show that chipping is
the main wear mechanism which determines the tool life in dry
condition and notch wear in wet condition for this application. This
due to the different stress mechanisms and preexisting cracks in the
coating. The wear development shows clearly that the new PVD
coating (C20) has the best ability to delay the chipping growth. It
was also found that a high content of Al in the new coating (C20)
was especially favorable compared to a TiAlN multilayer with lower
Al content (C30) or CVD coating. This is due to fine grains and low
compressive stress level in the coating which increase the coating
ability to withstand the mechanical and thermal impact. It was also
found that the use of coolant decreases the tool life with 70-80%
compare to dry milling.
Abstract: The purpose of this paper is to summarize the
following protection of scouring countermeasures by using
Bentonite-Enhanced Sand (BES) mixtures. The concept of
underground improvement is being used in this study to reduce the
void of the sand. The sand bentonite mixture was used to bond the
ground soil conditions surrounding the pile of integral bridge. The
right composition of sand bentonite mixture was proposed based on
previous findings. The swelling effect of bentonite also was
investigated to ensure there is no adverse impact to the structure of
the integral bridge. ScourScour, another name for severe erosion,
occurs when the erosive capacity of water resulting from natural and
manmade events exceeds the ability of earth materials to resist its
effects. According to AASHTO LRFD Specifications (Section
C3.7.5), scour is the most common reason for the collapse of
highway bridges in the United States
Abstract: This paper propose a new circuit design which
monitor total leakage current during standby mode and generates the
optimal reverse body bias voltage, by using the adaptive body bias
(ABB) technique to compensate die-to-die parameter variations.
Design details of power monitor are examined using simulation
framework in 65nm and 32nm BTPM model CMOS process.
Experimental results show the overhead of proposed circuit in terms
of its power consumption is about 10 μW for 32nm technology and
about 12 μW for 65nm technology at the same power supply voltage
as the core power supply. Moreover the results show that our
proposed circuit design is not far sensitive to the temperature
variations and also process variations. Besides, uses the simple
blocks which offer good sensitivity, high speed, the continuously
feedback loop.
Abstract: The agricultural organic farming is different from
conventional farming in a way that is aimed at providing a balanced
and constructive action in agricultural systems. With the increase in
intensive agriculture, undesirable changes were being observed in
ecosystems with irreparable damage being caused to the natural
equilibrium. This is the reason for the increasing interest in organic
farming as an environment friendly agricultural production method.
In the present work three red fruits produced in organic farming were
analyzed, namely raspberry, gooseberry and blueberry. The samples
were harvested in a local farm when at plain maturation. The results
obtained allowed to conclude that the blueberry contained higher
amounts of phenolic compounds, total tannins and total anthocyanins
than raspberry and gooseberry. Furthermore, the HPLC analysis
allowed to identify monomeric anthocyanins and phenolic acids in
the three fruits studied.
Abstract: Composite nanostructures of metal
core/semiconductor shell (Au/CdS) configuration were prepared
using organometalic method. UV-Vis spectra for the Au/CdS colloids
show initially two well separated bands, corresponding to surface
plasmon of the Au core, and the exciton of CdS shell. The absorption
of CdS shell is enhanced, while the Au plasmon band is suppressed
as the shell thickness increases. The shell sizes were estimated from
the optical spectra using the effective mass approximation model
(EMA), and compared to the sizes of the Au core and CdS shell
measured by high resolution transmission electron microscope
(HRTEM). The changes in the absorption features are discussed in
terms of gradual increase in the coupling strength of the Au core
surface plasmon and the exciton in the CdS. leading to charge
transfer and modification of electron oscillation in Au core.
Abstract: We describe a novel method for removing noise (in wavelet domain) of unknown variance from microarrays. The method is based on the following procedure: We apply 1) Bidimentional Discrete Wavelet Transform (DWT-2D) to the Noisy Microarray, 2) scaling and rounding to the coefficients of the highest subbands (to obtain integer and positive coefficients), 3) bit-slicing to the new highest subbands (to obtain bit-planes), 4) then we apply the Systholic Boolean Orthonormalizer Network (SBON) to the input bit-plane set and we obtain two orthonormal otput bit-plane sets (in a Boolean sense), we project a set on the other one, by means of an AND operation, and then, 5) we apply re-assembling, and, 6) rescaling. Finally, 7) we apply Inverse DWT-2D and reconstruct a microarray from the modified wavelet coefficients. Denoising results compare favorably to the most of methods in use at the moment.
Abstract: Synthetic aperture radar (SAR) imaging usually
requires echo data collected continuously pulse by pulse with certain
bandwidth. However in real situation, data collection or part of signal
spectrum can be interrupted due to various reasons, i.e. there will be
gaps in spatial spectrum. In this case we need to find ways to fill out
the resulted gaps and get image with defined resolution. In this paper
we introduce our work on how to apply iterative spatially variant
apodization (Super-SVA) technique to extrapolate the spatial
spectrum in both azimuthal and range directions so as to fill out the
gaps and get correct radar image.
Abstract: The wireless mesh networks (WMNs) are emerging technology in wireless networking as they can serve large scale high speed internet access. Due to its wireless multi-hop feature, wireless mesh network is prone to suffer from many attacks, such as denial of service attack (DoS). We consider a special case of DoS attack which is selective forwarding attack (a.k.a. gray hole attack). In such attack, a misbehaving mesh router selectively drops the packets it receives rom its predecessor mesh router. It is very hard to detect that packet loss is due to medium access collision, bad channel quality or because of selective forwarding attack. In this paper, we present a review of detection algorithms of selective forwarding attack and discuss their advantage & disadvantage. Finally we conclude this paper with open research issues and challenges.
Abstract: Multiple-Input-Multiple-Output (MIMO) is one of the most important communication techniques that allow wireless systems to achieve higher data rate. To overcome the practical difficulties in implementing Dirty Paper Coding (DPC), various suboptimal MIMO Broadcast (MIMO-BC) scheduling algorithms are employed which choose the best set of users among all the users. In this paper we discuss such a sub-optimal MIMO-BC scheduling algorithm which employs antenna selection at the receiver side. The channels for the users considered here are not Identical and Independent Distributed (IID) so that users at the receiver side do not get equal opportunity for communication. So we introduce a method of applying weights to channels of the users which are not IID in such a way that each of the users gets equal opportunity for communication. The effect of weights on overall sum-rate achieved by the system has been investigated and presented.