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: Transliteration is frequently used especially in writing geographic denominations, personal names (onyms) etc. Proper names (onyms) of all languages must sound similarly in translated works as well as in scientific projects and works written in mother tongue, because we can get introduced with the nation, its history, culture, traditions and other spiritual values through the onyms of that nation. Therefore it is necessary to systematize the different transliterations of onyms of foreign languages. This paper is dedicated to the problem of making the project of transliterating Kazakh onyms into Arabic. In order to achieve this goal we use scientific or practical types of transliteration. Because in this type of transliteration provides easy reading writing source language's texts in the target language without any diacritical symbols, it is limited by the target language's alphabetic system.
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: LabVIEW and SIMULINK are two most widely used
graphical programming environments for designing digital signal
processing and control systems. Unlike conventional text-based
programming languages such as C, Cµ and MATLAB, graphical
programming involves block-based code developments, allowing a
more efficient mechanism to build and analyze control systems. In
this paper a LabVIEW environment has been employed as a
graphical user interface for monitoring the operation of a controlled
distillation column, by visualizing both the closed loop performance
and the user selected control conditions, while the column dynamics
has been modeled under the SIMULINK environment. This tool has
been applied to the PID based decoupled control of a binary
distillation column. By means of such integrated environments the
control designer is able to monitor and control the plant behavior and
optimize the response when both, the quality improvement of
distillation products and the operation efficiency tasks, are
considered.
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: This paper attempts to explain response components of Electrovestibulography (EVestG) using a computer simulation of a three-canal model of the vestibular system. EVestG is a potentially new diagnostic method for Meniere's disease. EVestG is a variant of Electrocochleography (ECOG), which has been used as a standard method for diagnosing Meniere's disease - it can be used to measure the SP/AP ratio, where an SP/AP ratio greater than 0.4-0.5 is indicative of Meniere-s Disease. In EVestG, an applied head tilt replaces the acoustic stimulus of ECOG. The EVestG output is also an SP/AP type plot, where SP is the summing potential, and AP is the action potential amplitude. AP is thought of as being proportional to the size of a population of afferents in an excitatory neural firing state. A simulation of the fluid volume displacement in the vestibular labyrinth in response to various types of head tilts (ipsilateral, backwards and horizontal rotation) was performed, and a simple neural model based on these simulations developed. The simple neural model shows that the change in firing rate of the utricle is much larger in magnitude than the change in firing rates of all three semi-circular canals following a head tilt (except in a horizontal rotation). The data suggests that the change in utricular firing rate is a minimum 2-3 orders of magnitude larger than changes in firing rates of the canals during ipsilateral/backward tilts. Based on these results, the neural response recorded by the electrode in our EVestG recordings is expected to be dominated by the utricle in ipsilateral/backward tilts (It is important to note that the effect of the saccule and efferent signals were not taken into account in this model). If the utricle response dominates the EVestG recordings as the modeling results suggest, then EVestG has the potential to diagnose utricular hair cell damage due to a viral infection (which has been cited as one possible cause of Meniere's Disease).
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 presents a fuzzy multi-objective model
for a machine selection problem in a flexible manufacturing system
of a tire company. Two main objectives are minimization of an
average machine error and minimization of the total setup time.
Conventionally, the working team uses trial and error in selecting a
pressing machine for each task due to the complexity and constraints
of the problem. So, both objectives may not satisfy. Moreover, trial
and error takes a lot of time to get the final decision. Therefore, in
this research preemptive fuzzy goal programming model is developed
for solving this multi-objective problem. The proposed model can
obtain the appropriate results that the Decision Making (DM) is
satisfied for both objectives. Besides, alternative choice can be easily
generated by varying the satisfaction level. Additionally, decision
time can be reduced by using the model, which includes all
constraints of the system to generate the solutions. A numerical
example is also illustrated to show the effectiveness of the proposed
model.
Abstract: There exists an injective, information-preserving function
that maps a semantic network (i.e a directed labeled network)
to a directed network (i.e. a directed unlabeled network). The edge
label in the semantic network is represented as a topological feature
of the directed network. Also, there exists an injective function that
maps a directed network to an undirected network (i.e. an undirected
unlabeled network). The edge directionality in the directed network
is represented as a topological feature of the undirected network.
Through function composition, there exists an injective function that
maps a semantic network to an undirected network. Thus, aside from
space constraints, the semantic network construct does not have any
modeling functionality that is not possible with either a directed
or undirected network representation. Two proofs of this idea will
be presented. The first is a proof of the aforementioned function
composition concept. The second is a simpler proof involving an
undirected binary encoding of a semantic network.
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 purpose of this study was to investigate the
relationship between parent involvement and preschool disabled
children’s development. Parents of 3 year old disabled children
(N=440) and 5 year old disabled children (N=937) participating in the
Special Needs Education Longitudinal Study were interviewed or
answered the web design questionnaire about their actions in parenting
their disabled children. These children’s developments were also
evaluated by their teachers. Data were analyzed using Structural
Equation Modeling. Results were showed by tables and figures. Based
on the results, the researcher made some suggestions for future studies.
Abstract: Rutting is one of the major load-related distresses in airport flexible pavements. Rutting in paving materials develop gradually with an increasing number of load applications, usually appearing as longitudinal depressions in the wheel paths and it may be accompanied by small upheavals to the sides. Significant research has been conducted to determine the factors which affect rutting and how they can be controlled. Using the experimental design concepts, a series of tests can be conducted while varying levels of different parameters, which could be the cause for rutting in airport flexible pavements. If proper experimental design is done, the results obtained from these tests can give a better insight into the causes of rutting and the presence of interactions and synergisms among the system variables which have influence on rutting. Although traditionally, laboratory experiments are conducted in a controlled fashion to understand the statistical interaction of variables in such situations, this study is an attempt to identify the critical system variables influencing airport flexible pavement rut depth from a statistical DoE perspective using real field data from a full-scale test facility. The test results do strongly indicate that the response (rut depth) has too much noise in it and it would not allow determination of a good model. From a statistical DoE perspective, two major changes proposed for this experiment are: (1) actual replication of the tests is definitely required, (2) nuisance variables need to be identified and blocked properly. Further investigation is necessary to determine possible sources of noise in the experiment.
Abstract: During the last decade ultrafine grained (UFG) and nano-structured (NS) materials have experienced a rapid development. In this research work finite element analysis has been carried out to investigate the plastic strain distribution in equal channel angular process (ECAP). The magnitudes of Standard deviation (S. D.) and inhomogeneity index (Ci) were compared for different ECAP passes. Verification of a three-dimensional finite element model was performed with experimental tests. Finally the mechanical property including impact energy of ultrafine grained pure commercially pure Aluminum produced by severe plastic deformation method has been examined. For this aim, equal channel angular pressing die with the channel angle, outer corner angle and channel diameter of 90°, 20° and 20mm had been designed and manufactured. Commercial pure Aluminum billets were ECAPed up to four passes by route BC at the ambient temperature. The results indicated that there is a great improvement at the hardness measurement, yield strength and ultimate tensile strength after ECAP process. It is found that the magnitudes of HV reach 67HV from 21HV after the final stage of process. Also, about 330% and 285% enhancement at the YS and UTS values have been obtained after the fourth pass as compared to the as-received conditions, respectively. On the other hand, the elongation to failure and impact energy have been reduced by 23% and 50% after imposing four passes of ECAP process, respectively.
Abstract: Like other external sorting algorithms, the presented
algorithm is a two step algorithm including internal and external
steps. The first part of the algorithm is like the other similar
algorithms but second part of that is including a new easy
implementing method which has reduced the vast number of inputoutput
operations saliently. As decreasing processor operating time
does not have any effect on main algorithm speed, any improvement
in it should be done through decreasing the number of input-output
operations. This paper propose an easy algorithm for choose the
correct record location of the final list. This decreases the time
complexity and makes the algorithm faster.
Abstract: Protection system hidden failures have been identified as one of the main causes of system cascading collapse resulting to power system instability. In this paper, a systematic approach is presented in order to identify the probability of a system cascading collapse by taking into consideration the effect of protection system hidden failure. This includes the accurate calculation of the probability of hidden failure as it will provide significant impinge on the findings of the probability of system cascading collapse. The probability of a system cascading collapse is then used to identify the initial tripping of sensitive transmission lines which will contribute to a critical system cascading collapse. Based on the results obtained from this study, it is important to decide on the accurate value of the hidden failure probability as it will affect the probability of a system cascading collapse.
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: The modern world is experiencing fundamental and dynamic changes. The transformation of international relations; the end of confrontation and successive overcoming of the Cold War consequences have expanded possible international cooperation. The global nuclear conflict threat has been minimized, while a tendency to establish a unipolar world structure with the U.S. economic and power domination is growing. The current world system of international relations, apparently is secular. However, the religious beliefs of one or another nations play a certain (sometimes a key) role, both in the domestic affairs of the individual countries and in the development of bilateral ties. Political situation in Central Asia has been characterized by new factors such as international terrorism; religious extremism and radicalism; narcotrafficking and illicit arms trade of a global character immediately threaten to peace and political stability in Central Asia. The role and influence of Islamic fundamentalism is increasing; political ethnocentrism and the associated aggravation of inter-ethnic relations, the ambiguity of national interests and objectives of major geo-political groups in the Central Asian region regarding the division the political influence, emerge. This article approaches the following issues: the role of Islam in Central Asia; destabilizing factors in Central Asia; Islamic movements in Central Asia, Western Europe and the United States; the United States, Western Europe and Central Asia: religion, politics, ideology, and the US-Central Asia antiterrorism and religious extremism cooperation.
Abstract: A automatic human tracking system using mobile
agent technology is realized because a mobile agent moves in
accordance with a migration of a target person. In this paper, we
propose a method for determining the neighbor node in consideration
of the imaging range of cameras.
Abstract: Text categorization - the assignment of natural language documents to one or more predefined categories based on their semantic content - is an important component in many information organization and management tasks. Performance of neural networks learning is known to be sensitive to the initial weights and architecture. This paper discusses the use multilayer neural network initialization with decision tree classifier for improving text categorization accuracy. An adaptation of the algorithm is proposed in which a decision tree from root node until a final leave is used for initialization of multilayer neural network. The experimental evaluation demonstrates this approach provides better classification accuracy with Reuters-21578 corpus, one of the standard benchmarks for text categorization tasks. We present results comparing the accuracy of this approach with multilayer neural network initialized with traditional random method and decision tree classifiers.