Abstract: Simulations are developed in this paper with usual DSGE model equations. The model is based on simplified version of Smets-Wouters equations in use at European Central Bank which implies 10 macro-economic variables: consumption, investment, wages, inflation, capital stock, interest rates, production, capital accumulation, labour and credit rate, and allows take into consideration the banking system. Throughout the simulations, this model will be used to evaluate the impact of rate shocks recounting the actions of the European Central Bank during 2008.
Abstract: The aim of this study was to examine and identify the
type of Iranian financial market in terms of being symmetrical or
asymmetrical and to measure relationship between type of market
and the market's indices. In this study, daily information on the
market-s Share Price Index, Industrial Index and Top Fifty Most
Active Companies during the years 1999-2010 has been used. In
addition, to determine type of the financial market, rate of return on
Security is taken into account. In this research, by using logistic
regression analysis methods, relationship of the market type with the
above mentioned indices have been examined. The results showed
that the type of the financial market has a positive significant
association with market share price index and Industrial Index. Index
of Top Fifty Most Active Companies is significantly associated with
type of financial market, however this relationship is inverse.
Abstract: Chikungunya virus (CHICKV) is an arboviruses belonging to family Tagoviridae and is transmitted to human through by mosquito (Aedes aegypti and Aedes albopictus) bite. A large outbreak of chikungunya has been reported in India between 2006 and 2007, along with several other countries from South-East Asia and for the first time in Europe. It was for the first time that the CHICKV outbreak has been reported with mortality from Reunion Island and increased mortality from Asian countries. CHICKV affects all age groups, and currently there are no specific drugs or vaccine to cure the disease. The need of antiviral agents for the treatment of CHICKV infection and the success of virtual screening against many therapeutically valuable targets led us to carry out the structure based drug design against Chikungunya nSP2 protease (PDB: 3TRK). Highthroughput virtual screening of publicly available databases, ZINC12 and BindingDB, has been carried out using the Openeye tools and Schrodinger LLC software packages. Openeye Filter program has been used to filter the database and the filtered outputs were docked using HTVS protocol implemented in GLIDE package of Schrodinger LLC. The top HITS were further used for enriching the similar molecules from the database through vROCS; a shape based screening protocol implemented in Openeye. The approach adopted has provided different scaffolds as HITS against CHICKV protease. Three scaffolds: Indole, Pyrazole and Sulphone derivatives were selected based on the docking score and synthetic feasibility. Derivatives of Pyrazole were synthesized and submitted for antiviral screening against CHICKV.
Abstract: Industrial robots play a vital role in automation
however only little effort are taken for the application of robots in
machining work such as Grinding, Cutting, Milling, Drilling,
Polishing etc. Robot parallel manipulators have high stiffness,
rigidity and accuracy, which cannot be provided by conventional
serial robot manipulators. The aim of this paper is to perform the
modeling and the workspace analysis of a 3 DOF Parallel
Manipulator (3 DOF PM). The 3 DOF PM was modeled and
simulated using 'ADAMS'. The concept involved is based on the
transformation of motion from a screw joint to a spherical joint
through a connecting link. This paper work has been planned to
model the Parallel Manipulator (PM) using screw joints for very
accurate positioning. A workspace analysis has been done for the
determination of work volume of the 3 DOF PM. The position of the
spherical joints connected to the moving platform and the
circumferential points of the moving platform were considered for
finding the workspace. After the simulation, the position of the joints
of the moving platform was noted with respect to simulation time and
these points were given as input to the 'MATLAB' for getting the
work envelope. Then 'AUTOCAD' is used for determining the work
volume. The obtained values were compared with analytical
approach by using Pappus-Guldinus Theorem. The analysis had been
dealt by considering the parameters, link length and radius of the
moving platform. From the results it is found that the radius of
moving platform is directly proportional to the work volume for a
constant link length and the link length is also directly proportional
to the work volume, at a constant radius of the moving platform.
Abstract: Optimum communication and performance in
Wireless Sensor Networks, constitute multi-facet challenges due to
the specific networking characteristics as well as the scarce resource
availability. Furthermore, it is becoming increasingly apparent that
isolated layer based approaches often do not meet the demands posed
by WSNs applications due to omission of critical inter-layer
interactions and dependencies. As a counterpart, cross-layer is
receiving high interest aiming to exploit these interactions and
increase network performance. However, in order to clearly identify
existing dependencies, comprehensive performance studies are
required evaluating the effect of different critical network parameters
on system level performance and behavior.This paper-s main
objective is to address the need for multi-parametric performance
evaluations considering critical network parameters using a well
known network simulator, offering useful and practical conclusions
and guidelines. The results reveal strong dependencies among
considered parameters which can be utilized by and drive future
research efforts, towards designing and implementing highly efficient
protocols and architectures.
Abstract: Occurrences of spurious crests on the troughs of large,
relatively steep second-order Stokes waves are anomalous and not an
inherent characteristic of real waves. Here, the effects of such
occurrences on the statistics described by the standard second-order
stochastic model are examined theoretically and by way of
simulations. Theoretical results and simulations indicate that when
spurious occurrences are sufficiently large, the standard model leads
to physically unrealistic surface features and inaccuracies in the
statistics of various surface features, in particular, the troughs and
thus zero-crossing heights of large waves. Whereas inaccuracies can
be fairly noticeable for long-crested waves in both deep and
shallower depths, they tend to become relatively insignificant in
directional waves.
Abstract: A registration framework for image-guided robotic
surgery is proposed for three emergency neurosurgical procedures,
namely Intracranial Pressure (ICP) Monitoring, External Ventricular
Drainage (EVD) and evacuation of a Chronic Subdural Haematoma
(CSDH). The registration paradigm uses CT and white light as
modalities. This paper presents two simulation studies for a
preliminary evaluation of the registration protocol: (1) The loci of the
Target Registration Error (TRE) in the patient-s axial, coronal and
sagittal views were simulated based on a Fiducial Localisation Error
(FLE) of 5 mm and (2) Simulation of the actual framework using
projected views from a surface rendered CT model to represent white
light images of the patient. Craniofacial features were employed as
the registration basis to map the CT space onto the simulated
intraoperative space. Photogrammetry experiments on an artificial
skull were also performed to benchmark the results obtained from the
second simulation. The results of both simulations show that the
proposed protocol can provide a 5mm accuracy for these
neurosurgical procedures.
Abstract: As the Internet technology has developed rapidly, the
number of identities (IDs) managed by each individual person has
increased and various ID management technologies have been
developed to assist users. However, most of these technologies are
vulnerable to the existing hacking methods such as phishing attacks
and key-logging. If the administrator-s password is exposed, an
attacker can access the entire contents of the stolen user-s data files in
other devices. To solve these problems, we propose here a new ID
management scheme based on a Single Password Protocol. The paper
presents the details of the new scheme as well as a formal analysis of
the method using BAN Logic.
Abstract: The aim of this study was to establish the feasibility of a minute incremental exercise testing protocol in young asthma children. Twenty-two children with clinically diagnosed mild to moderate asthma volunteered to participate. The maximum incremental exercise test was performed using a cycle ergometer with an electromagnetic braking. A warm-up unloaded for 2 minutes then the workload was started at 40 watts for 2 minutes, and then stepwise increments of 8 watts per 2 minutes were applied. The pedaling frequency was set at 50 rpm. Ventilation and gas exchange were measured with a breath-by-breath automatic metabolic measurement system. Results showed that this test was well tolerated by all asthmatic children. Most of the children reached the VO2 plateau and satisfied the criteria for maximal respiratory exchange ratio of ≥ 1. This Study demonstrated that this testing protocol was suitable for young asthmatic children.
Abstract: Recent financial international scandals around the world have led to a number of investigations into the effectiveness of corporate governance practices and audit quality. Although evidence of corporate governance practices and audit quality exists from developed economies, very scanty studies have been conducted in Egypt where corporate governance is just evolving. Therefore, this study provides evidence on the effectiveness of corporate governance practices and audit quality from a developing country. The data for analysis are gathered from the top 50 most active companies in the Egyptian Stock Exchange, covering the three year period 2007-2009. Logistic regression was used in investigating the questions that were raised in the study. Findings from the study show that board independence; CEO duality and audit committees significantly have relationship with audit quality. The results also, indicate that institutional investor and managerial ownership have no significantly relationship with audit quality. Evidence also exist that size of the company; complexity and business leverage are important factors in audit quality for companies quoted on the Egypt Stock Exchange.
Abstract: Encryption protects communication partners from
disclosure of their secret messages but cannot prevent traffic analysis
and the leakage of information about “who communicates with
whom". In the presence of collaborating adversaries, this linkability
of actions can danger anonymity. However, reliably providing
anonymity is crucial in many applications. Especially in contextaware
mobile business, where mobile users equipped with PDAs
request and receive services from service providers, providing
anonymous communication is mission-critical and challenging at the
same time. Firstly, the limited performance of mobile devices does
not allow for heavy use of expensive public-key operations which are
commonly used in anonymity protocols. Moreover, the demands for
security depend on the application (e.g., mobile dating vs. pizza
delivery service), but different users (e.g., a celebrity vs. a normal
person) may even require different security levels for the same
application. Considering both hardware limitations of mobile devices
and different sensitivity of users, we propose an anonymity
framework that is dynamically configurable according to user and
application preferences. Our framework is based on Chaum-s mixnet.
We explain the proposed framework, its configuration
parameters for the dynamic behavior and the algorithm to enforce
dynamic anonymity.
Abstract: Frequently a group of people jointly decide and authorize
a specific person as a representative in some business/poitical
occasions, e.g., the board of a company authorizes the chief executive
officer to close a multi-billion acquisition deal. In this paper, an
integrated proxy multi-signature scheme that allows anonymously
vetoable delegation is proposed. This protocol integrates mechanisms
of private veto, distributed proxy key generation, secure transmission
of proxy key, and existentially unforgeable proxy multi-signature
scheme. First, a provably secure Guillou-Quisquater proxy signature
scheme is presented, then the “zero-sharing" protocol is extended
over a composite modulus multiplicative group, and finally the above
two are combined to realize the GQ proxy multi-signature with
anonymously vetoable delegation. As a proxy signature scheme, this
protocol protects both the original signers and the proxy signer.
The modular design allows simplified implementation with less
communication overheads and better computation performance than
a general secure multi-party protocol.
Abstract: The aim of this study was to investigate the influence
of reaction temperature and wheat straw moisture content on the
pyrolysis product yields, in the temperature range of 475-575 °C.
Samples of straw with moisture contents from 1.5 wt % to 15.0 wt %
were fed to a bench scale Pyrolysis Centrifuge Reactor (PCR). The
experimental results show that the changes in straw moisture content
have no significant effect on the distribution of pyrolysis product
yields. The maximum bio-oil yields approximately 60 (wt %, on dry
ash free feedstock basis) was observed around 525 °C - 550 °C for all
straw moisture levels. The water content in the wet straw bio-oil was
the highest. The heating value of bio-oil and solid char were
measured and the percentages of its energy distribution were
calculated. The energy distributions of bio-oil, char and gas were 56-
69 % 24-33 %, and 2-19 %, respectively.
Abstract: The paper evaluates several hundred one-day-ahead
VaR forecasting models in the time period between the years 2004
and 2009 on data from six world stock indices - DJI, GSPC, IXIC,
FTSE, GDAXI and N225. The models model mean using the ARMA
processes with up to two lags and variance with one of GARCH,
EGARCH or TARCH processes with up to two lags. The models are
estimated on the data from the in-sample period and their forecasting
accuracy is evaluated on the out-of-sample data, which are more
volatile. The main aim of the paper is to test whether a model
estimated on data with lower volatility can be used in periods with
higher volatility. The evaluation is based on the conditional coverage
test and is performed on each stock index separately. The primary
result of the paper is that the volatility is best modelled using a
GARCH process and that an ARMA process pattern cannot be found
in analyzed time series.
Abstract: Mitochondria are dynamic organelles, capable to
interact with each other. While the number of mitochondria in a cell
varies, their quality and functionality depends on the operation of
fusion, fission, motility and mitophagy. Nowadays, several
researches declare as an important factor in neurogenerative diseases
the disruptions in the regulation of mitochondrial dynamics. In this
paper a stochastic model in BioAmbients calculus is presented,
concerning mitochondrial fusion and its distribution in the renewal of
mitochondrial population in a cell. This model describes the
successive and dependent stages of protein synthesis, protein-s
activation and merging of two independent mitochondria.
Abstract: Wireless LAN technologies have picked up
momentum in the recent years due to their ease of deployment, cost
and availability. The era of wireless LAN has also given rise to
unique applications like VOIP, IPTV and unified messaging.
However, these real-time applications are very sensitive to network
and handoff latencies. To successfully support these applications,
seamless roaming during the movement of mobile station has become
crucial. Nowadays, centralized architecture models support roaming
in WLANs. They have the ability to manage, control and
troubleshoot large scale WLAN deployments. This model is managed
by Control and Provision of Wireless Access Point protocol
(CAPWAP). This paper covers the CAPWAP architectural solution
along with its proposals that have emerged. Based on the literature
survey conducted in this paper, we found that the proposed
algorithms to reduce roaming latency in CAPWAP architecture do
not support seamless roaming. Additionally, they are not sufficient
during the initial period of the network. This paper also suggests
important design consideration for mobility support in future
centralized IEEE 802.11 networks.
Abstract: This paper proposes a bi-objective model for the
facility location problem under a congestion system. The idea of the
model is motivated by applications of locating servers in bank
automated teller machines (ATMS), communication networks, and so
on. This model can be specifically considered for situations in which
fixed service facilities are congested by stochastic demand within
queueing framework. We formulate this model with two perspectives
simultaneously: (i) customers and (ii) service provider. The
objectives of the model are to minimize (i) the total expected
travelling and waiting time and (ii) the average facility idle-time.
This model represents a mixed-integer nonlinear programming
problem which belongs to the class of NP-hard problems. In addition,
to solve the model, two metaheuristic algorithms including nondominated
sorting genetic algorithms (NSGA-II) and non-dominated
ranking genetic algorithms (NRGA) are proposed. Besides, to
evaluate the performance of the two algorithms some numerical
examples are produced and analyzed with some metrics to determine
which algorithm works better.
Abstract: Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.
Abstract: In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.
Abstract: In this paper, based on the past project cost and time
performance, a model for forecasting project cost performance is
developed. This study presents a probabilistic project control concept
to assure an acceptable forecast of project cost performance. In this
concept project activities are classified into sub-groups entitled
control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for
each sub-group and the project SS-Curve is obtained by summing
sub-groups- SS-Curves. In this model, project cost uncertainties are
considered through Beta distribution functions of the project
activities costs required to complete the project at every selected time
sections through project accomplishment, which are extracted from a
variety of sources. Based on this model, after a percentage of the
project progress, the project performance is measured via Earned
Value Management to adjust the primary cost probability distribution
functions. Then, accordingly the future project cost performance is
predicted by using the Monte-Carlo simulation method.