Sovereign Credit Risk Measures

This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone crisis. In the light of the recent financial crisis, market perception of the creditworthiness of individual sovereigns has changed significantly. Before the outbreak of the financial crisis, market participants did not differentiate between credit risk born by individual states despite different levels of public indebtedness. In the proceeding of the financial crisis, the market participants became aware of the worsening fiscal situation in the European countries and started to discriminate among government issuers. Concerns about the increasing sovereign risk were reflected in surging sovereign risk premium. The main of this paper is to shed light on the characteristics of the sovereign risk with the special attention paid to the mutual relation between credit spread and the CDS premium as the main measures of the sovereign risk premium.

Application of Quality Index Method, Texture Measurements and Electronic Nose to Assess the Freshness of Atlantic Herring (Clupea harengus) Stored in Ice

Atlantic herring (Clupea harengus) is an important commercial fish and shows to be more and more demanded for human consumption. Therefore, it is very important to find good methods for monitoring the freshness of the fish in order to keep it in the best quality for human consumption. In this study, the fish was stored in ice up to 2 weeks. Quality changes during storage were assessed by the Quality Index Method (QIM), quantitative descriptive analysis (QDA) and Torry scheme, by texture measurements: puncture tests and Texture Profile Analysis (TPA) tests on texture analyzer TA.XT2i, and by electronic nose (e-nose) measurements using FreshSense instrument. Storage time of herring in ice could be estimated by QIM with ± 2 days using 5 herring per lot. No correlation between instrumental texture parameters and storage time or between sensory and instrumental texture variables was found. E-nose measurements could be use to detect the onset of spoilage.

Performance Evaluation of Data Transfer Protocol GridFTP for Grid Computing

In Grid computing, a data transfer protocol called GridFTP has been widely used for efficiently transferring a large volume of data. Currently, two versions of GridFTP protocols, GridFTP version 1 (GridFTP v1) and GridFTP version 2 (GridFTP v2), have been proposed in the GGF. GridFTP v2 supports several advanced features such as data streaming, dynamic resource allocation, and checksum transfer, by defining a transfer mode called X-block mode. However, in the literature, effectiveness of GridFTP v2 has not been fully investigated. In this paper, we therefore quantitatively evaluate performance of GridFTP v1 and GridFTP v2 using mathematical analysis and simulation experiments. We reveal the performance limitation of GridFTP v1, and quantitatively show effectiveness of GridFTP v2. Through several numerical examples, we show that by utilizing the data streaming feature, the average file transfer time of GridFTP v2 is significantly smaller than that of GridFTP v1.

Effect of Physical Contact (Hand-Holding) on Heart Rate Variability

Heart-s electric field can be measured anywhere on the surface of the body (ECG). When individuals touch, one person-s ECG signal can be registered in other person-s EEG and elsewhere on his body. Now, the aim of this study was to test the hypothesis that physical contact (hand-holding) of two persons changes their heart rate variability. Subjects were sixteen healthy female (age: 20- 26) which divided into eight sets. In each sets, we had two friends that they passed intimacy test of J.sternberg. ECG of two subjects (each set) acquired for 5 minutes before hand-holding (as control group) and 5 minutes during they held their hands (as experimental group). Then heart rate variability signals were extracted from subjects' ECG and analyzed in linear feature space (time and frequency domain) and nonlinear feature space. Considering the results, we conclude that physical contact (hand-holding of two friends) increases parasympathetic activity, as indicate by increase SD1, SD1/SD2, HF and MF power (p

Partial Oxidation of Methane in the Pulsed Compression Reactor: Experiments and Simulation

The Pulsed Compression Reactor promises to be a compact, economical and energy efficient alternative to conventional chemical reactors. In this article, the production of synthesis gas using the Pulsed Compression Reactor is investigated. This is done experimentally as well as with simulations. The experiments are done by means of a single shot reactor, which replicates a representative, single reciprocation of the Pulsed Compression Reactor with great control over the reactant composition, reactor temperature and pressure and temperature history. Simulations are done with a relatively simple method, which uses different models for the chemistry and thermodynamic properties of the species in the reactor. Simulation results show very good agreement with the experimental data, and give great insight into the reaction processes that occur within the cycle.

Movement Analysis in Parkinson's Disease

We analyze hand dexterity in Parkinson-s disease patients (PD) and control subjects using a natural manual transport task (moving an object from one place to another). Eight PD patients and ten control subjects performed the task repeatedly at maximum speed both in OFF and ON medicated status. The movement parameters and the grip and load forces were recorded by a single optoelectronic camera and force transducers built in the especially designed object. Using the force and velocity signals, ten subsequent phases of the transport movement were defined and their durations were measured. The outline of 3D optical measurement is presented to obtain more precise movement trajectory.

Simultaneous Reaction-Separation in a Microchannel Reactor with the Aid of a Guideline Structure

A microchannel with two inlets and two outlets was tested as a potential reactor to carry out two-phase catalytic phase transfer reaction with phase separation at the exit of the microchannel. The catalytic phase transfer reaction between benzyl chloride and sodium sulfide was chosen as a model reaction. The effect of operational time on the conversion was studied. By utilizing a multiphase parallel flow inside the microchannel reactor with the aid of a guideline structure, the catalytic phase reaction followed by phase separation could be ensured. The organic phase could be separated completely from one exit and part of the aqueous phase was separated purely and could be reused with slightly affecting the catalytic phase transfer reaction.

Modified Levenberg-Marquardt Method for Neural Networks Training

In this paper a modification on Levenberg-Marquardt algorithm for MLP neural network learning is proposed. The proposed algorithm has good convergence. This method reduces the amount of oscillation in learning procedure. An example is given to show usefulness of this method. Finally a simulation verifies the results of proposed method.

Sound Teaching Practices in Conducting a Physical Education Program for Persons with an Intellectual Disability

This paper presents key challenges reported by a group of Australian undergraduate Physical Education students in conducting a program for persons with an intellectual disability. Strategies adopted to address these challenges are presented together with representative feedback given by the Physical Education students at the completion of the program. The significance of the program’s findings is summarized.

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.

Learning to Order Terms: Supervised Interestingness Measures in Terminology Extraction

Term Extraction, a key data preparation step in Text Mining, extracts the terms, i.e. relevant collocation of words, attached to specific concepts (e.g. genetic-algorithms and decisiontrees are terms associated to the concept “Machine Learning" ). In this paper, the task of extracting interesting collocations is achieved through a supervised learning algorithm, exploiting a few collocations manually labelled as interesting/not interesting. From these examples, the ROGER algorithm learns a numerical function, inducing some ranking on the collocations. This ranking is optimized using genetic algorithms, maximizing the trade-off between the false positive and true positive rates (Area Under the ROC curve). This approach uses a particular representation for the word collocations, namely the vector of values corresponding to the standard statistical interestingness measures attached to this collocation. As this representation is general (over corpora and natural languages), generality tests were performed by experimenting the ranking function learned from an English corpus in Biology, onto a French corpus of Curriculum Vitae, and vice versa, showing a good robustness of the approaches compared to the state-of-the-art Support Vector Machine (SVM).

Remarks Regarding Queuing Model and Packet Loss Probability for the Traffic with Self-Similar Characteristics

Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Adherence of Alveolar Fibroblasts and Microorganisms on Titanium Implants

An implant elicits a biological response in the surrounding tissue which determines the acceptance and long-term function of the implant. Dental implants have become one of the main therapy methods in clinic after teeth lose. A successful implant is in contact with bone and soft tissue represent by fibroblasts. In our study we focused on the interaction between six different chemically and physically modified titanium implants (Tis-MALP, Tis-O, Tis- OA, Tis-OPAAE, Tis-OZ, Tis-OPAE) with alveolar fibroblasts as well as with five type of microorganisms (S. epidermis, S.mutans, S. gordonii, S. intermedius, C.albicans). The analysis of microorganism adhesion was determined by CFU (colony forming unite) and biofilm formation. The presence of α3β1 and vinculin expression on alveolar fibroblasts was demonstrated using phospho specific cell based ELISA (PACE). Alveolar fibroblasts have the highest expression of these proteins on Tis-OPAAE and Tis-OPAE. It corresponds with results from bacterial adhesion and biofilm formation and it was related to the lowest production of collagen I by alveolar fibroblasts on Tis-OPAAE titanium disc.

CScheme in Traditional Concurrency Problems

CScheme, a concurrent programming paradigm based on scheme concept enables concurrency schemes to be constructed from smaller synchronization units through a GUI based composer and latter be reused on other concurrency problems of a similar nature. This paradigm is particularly important in the multi-core environment prevalent nowadays. In this paper, we demonstrate techniques to separate concurrency from functional code using the CScheme paradigm. Then we illustrate how the CScheme methodology can be used to solve some of the traditional concurrency problems – critical section problem, and readers-writers problem - using synchronization schemes such as Single Threaded Execution Scheme, and Readers Writers Scheme.

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.

Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment

The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.

CAD Based Predictive Models of the Undeformed Chip Geometry in Drilling

Twist drills are geometrical complex tools and thus various researchers have adopted different mathematical and experimental approaches for their simulation. The present paper acknowledges the increasing use of modern CAD systems and using the API (Application Programming Interface) of a CAD system, drilling simulations are carried out. The developed DRILL3D software routine, creates parametrically controlled tool geometries and using different cutting conditions, achieves the generation of solid models for all the relevant data involved (drilling tool, cut workpiece, undeformed chip). The final data derived, consist a platform for further direct simulations regarding the determination of cutting forces, tool wear, drilling optimizations etc.

Laplace Decomposition Approximation Solution for a System of Multi-Pantograph Equations

In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.

Lagrange and Multilevel Wavelet-Galerkin with Polynomial Time Basis for Heat Equation

The Wavelet-Galerkin finite element method for solving the one-dimensional heat equation is presented in this work. Two types of basis functions which are the Lagrange and multi-level wavelet bases are employed to derive the full form of matrix system. We consider both linear and quadratic bases in the Galerkin method. Time derivative is approximated by polynomial time basis that provides easily extend the order of approximation in time space. Our numerical results show that the rate of convergences for the linear Lagrange and the linear wavelet bases are the same and in order 2 while the rate of convergences for the quadratic Lagrange and the quadratic wavelet bases are approximately in order 4. It also reveals that the wavelet basis provides an easy treatment to improve numerical resolutions that can be done by increasing just its desired levels in the multilevel construction process.

FPGA Implementation of RSA Cryptosystem

In this paper, the hardware implementation of the RSA public-key cryptographic algorithm is presented. The RSA cryptographic algorithm is depends on the computation of repeated modular exponentials. The Montgomery algorithm is used and modified to reduce hardware resources and to achieve reasonable operating speed for FPGA. An efficient architecture for modular multiplications based on the array multiplier is proposed. We have implemented a RSA cryptosystem based on Montgomery algorithm. As a result, it is shown that proposed architecture contributes to small area and reasonable speed.