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: Red blood cells (RBCs) are among the most
commonly and intensively studied type of blood cells in cell biology.
Anemia is a lack of RBCs is characterized by its level compared to
the normal hemoglobin level. In this study, a system based image
processing methodology was developed to localize and extract RBCs
from microscopic images. Also, the machine learning approach is
adopted to classify the localized anemic RBCs images. Several
textural and geometrical features are calculated for each extracted
RBCs. The training set of features was analyzed using principal
component analysis (PCA). With the proposed method, RBCs were
isolated in 4.3secondsfrom an image containing 18 to 27 cells. The
reasons behind using PCA are its low computation complexity and
suitability to find the most discriminating features which can lead to
accurate classification decisions. Our classifier algorithm yielded
accuracy rates of 100%, 99.99%, and 96.50% for K-nearest neighbor
(K-NN) algorithm, support vector machine (SVM), and neural
network RBFNN, respectively. Classification was evaluated in highly
sensitivity, specificity, and kappa statistical parameters. In
conclusion, the classification results were obtained within short time
period, and the results became better when PCA was used.
Abstract: To solve saddle point systems efficiently, several preconditioners have been published. There are many methods for constructing preconditioners for linear systems from saddle point problems, for instance, the relaxed dimensional factorization (RDF) preconditioner and the augmented Lagrangian (AL) preconditioner are used for both steady and unsteady Navier-Stokes equations. In this paper we compare the RDF preconditioner with the modified AL (MAL) preconditioner to show which is more effective to solve Navier-Stokes equations. Numerical experiments indicate that the MAL preconditioner is more efficient and robust, especially, for moderate viscosities and stretched grids in steady problems. For unsteady cases, the convergence rate of the RDF preconditioner is slightly faster than the MAL perconditioner in some circumstances, but the parameter of the RDF preconditioner is more sensitive than the MAL preconditioner. Moreover the convergence rate of the MAL preconditioner is still quite acceptable. Therefore we conclude that the MAL preconditioner is more competitive than the RDF preconditioner. These experiments are implemented with IFISS package.
Abstract: This paper presents a car parking monitoring system using wireless sensor networks. Multiple sensor nodes and a sink node, a gateway, and a server constitute a wireless network for monitoring a parking lot. Each of the sensor nodes is equipped with a 3-axis AMR sensor and deployed in the center of a parking space. Each sensor node reads its sensor values periodically and transmits the data to the sink node if the current and immediate past sensor values show a difference exceeding a threshold value. The sensor nodes and sink node use the 448 MHz band for wireless communication. Since RF transmission only occurs when sensor values show abrupt changes, the number of RF transmission operations is reduced and battery power can be conserved. The data from the sensor nodes reach the server via the sink node and gateway. The server determines which parking spaces are taken by cars based upon the received sensor data and reference values. The reference values are average sensor values measured by each sensor node when the corresponding parking spot is not occupied by a vehicle. Because the decision making is done by the server, the computational burden of the sensor node is relieved, which helps reduce the duty cycle of the sensor node.
Abstract: Textures of AZ31 Mg alloy sheets were evaluated by using neutron diffraction method in this study. The AZ31 sheets were fabricated either by conventional casting and subsequent hot rolling or strip casting. The effect of warm rolling was investigated using the AZ31 Mg alloy sheet produced by conventional casting. Warm rolling of 30% thickness reduction per pass was possible without any side-crack at temperatures as low as 200oC under the roll speed of 30 m/min. The initial microstructure of conventionally cast specimen was found to be partially recrystallized structures. Grain refinement was found to occur actively during the warm rolling. The (0002),(10-10) (10-11),and (10-12) complete pole figures were measured using the HANARO FCD (Neutron Four Circle Diffractometer) and ODF were calculated. The major texture of all specimens can be expressed by ND//(0001) fiber texture. Texture of hot rolled specimen showed the strongest fiber component, while that of strip cast sheet seemed to be similar to random distribution.
Abstract: This paper presents the techniques for voltage control in distribution system. It is integrated in the distribution management system. Voltage is an important parameter for the control of electrical power systems. The distribution network operators have the responsibility to regulate the voltage supplied to consumer within statutory limits. Traditionally, the On-Load Tap Changer (OLTC) transformer equipped with automatic voltage control (AVC) relays is the most popular and effective voltage control device. A static synchronous compensator (STATCOM) may be equipped with several controllers to perform multiple control functions. Static Var Compensation (SVC) is regulation slopes and available margins for var dispatch. The voltage control in distribution networks is established as a centralized analytical function in this paper.
Abstract: In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point ˜xk, and then the multiplier yk is updated to get the new iterate yk+1. In order to get xk+1, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments.
Abstract: Experimental study was conducted to assess personal welding fumes exposure toward welders during an aluminum metal inert gas (MIG) process. The welding process was carried out by a welding machine attached to a Computer Numerical Control (CNC) workbench. A dummy welder was used to replicate welder during welding works and was attached with sampling pumps and filter cassettes for welding fumes sampling. Direct reading instruments to measure air velocity, humidity, temperature and particulate matter with diameter size 10µm or less (PM10) were located behind the dummy welder and parallel to the neck collar level to make sure the measured welding fumes exposure were not being influenced by other factors. Welding fumes exposure during standing and sitting position with and without the usage of local exhaust ventilation (LEV) was investigated. Welding fume samples were then digested and analyzed by using inductively coupled plasma mass spectroscopy (ICP-MS) according to ASTM D7439-08 method. The results of the study showed the welding fume exposure during sitting was lower compared to standing position. LEV helped reduce aluminum and lead exposure to acceptable levels during standing position. However during sitting position reduction of exposure was smaller. It can be concluded that welder position and the correct positioning of LEV should be implemented for effective exposure reduction.
Abstract: A crossbreeding experiment was carried out between two Egyptian strains of chickens namely Mandarah (MM) and El-Salam (SS). The two purebred strains and their reciprocal crosses (MS and SM) were used to estimate the effect of crossing on egg laying and egg quality parameters, direct additive and maternal additive effects as well as heterosis and direct heterosis percentages for studied traits. Results revealed that SM cross recorded the highest significant averages for most of egg production traits including body weight at sexual maturity (BW1), egg numbers at first 90 days, 42 weeks and 65 weeks of age (EN1, EN2 and EN3; respectively), egg weight at 90 days, 42 weeks of age (EW1 and EW2), egg mass at 90 days, 42 weeks and 65 weeks of age (EM1, EM2 and EM3; respectively), feed conversion ratio to egg production at 90 days , 42 weeks and 65 weeks of age (FCR1, FCR2 and FCR3; respectively), fertility and commercial hatchability percentages. Moreover, SM line reached the age sexual maturity (ASM) and period to the first ten eggs (Pf10 egg) at earlier age than other lines. On the other hand, crossing did not well improve egg quality parameters. Estimates and percentages of direct additive effect (GI) were negative for most of the studied traits except for EN1, EN2, EN3, FCR3, fertility, scientific and commercial hatchability percentages that were positive. But Estimates and percentages of maternal heterosis (Gm) were positive for all the studied traits of egg production, except for BW2, BW3, ASM, Pf10, FCR1, FCR2, FCR3 and scientific hatchability that were negative. Also, positive estimates and percentages of heterosis were recorded for most of egg production and egg quality traits. It was concluded that using of SS strain as a sire line and MM strain as a dam line resulting in best new commercial egg line (SM) which is of great concern for poultry breeder in Egypt.
Abstract: Remote sensing image processing, spatial data analysis through GIS approach, and analytical hierarchy process were introduced in this study for assessing the vulnerability area and inundation area due to tsunami hazard in the area of Rikuzentakata, Iwate Prefecture, Japan. Appropriate input parameters were derived from GSI DEM data, ALOS AVNIR-2, and field data. We used the parameters of elevation, slope, shoreline distance, and vegetation density. Five classes of vulnerability were defined and weighted via pairwise comparison matrix. The assessment results described that 14.35km2 of the study area was under tsunami vulnerability zone. Inundation areas are those of high and slightly high vulnerability. The farthest area reached by a tsunami was about 7.50km from the shoreline and shows that rivers act as flooding strips that transport tsunami waves into the hinterland. This study can be used for determining a priority for land-use planning in the scope of tsunami hazard risk management.
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: Activated carbons were produced from olive stones by a chemical process. The activated carbon (AC) were modified by nitric acid and used as adsorbents for the removal of methylene blue dye from aqueous solution. The activated carbons were characterized by nitrogen adsorption and enthalpy of immersion. Batch adsorption experiments were carried out to study the effect of initial different concentrations solution on dye adsorption properties. Isotherms were fitted to Langmuir model, and corresponding parameters were determined. The results showed that the increase of ration of ZnCl2 leads to increase in apparent surface areas and produces activated carbons with pore structure more developed. However, the maximum MB uptakes for all carbons were determined and correlated with activated carbons characteristics.
Abstract: The numerical simulation of fully developed gas–solid flow in a horizontal pipe is done using the eulerian-eulerian approach, also known as two fluids modeling as both phases are treated as continuum and inter-penetrating continua. The solid phase stresses are modeled using kinetic theory of granular flow (KTGF). The computed results for velocity profiles and pressure drop are compared with the experimental data. We observe that the convection and diffusion terms in the granular temperature cannot be neglected in gas solid flow simulation along a horizontal pipe. The particle-wall collision and lift also play important role in eulerian modeling. We also investigated the effect of flow parameters like gas velocity, particle properties and particle loading on pressure drop prediction in different pipe diameters. Pressure drop increases with gas velocity and particle loading. The gas velocity has the same effect ((proportional toU2 ) as single phase flow on pressure drop prediction. With respect to particle diameter, pressure drop first increases, reaches a peak and then decreases. The peak is a strong function of pipe bore.
Abstract: Currently, mathematical and computer modeling are widely used in different biological studies to predict or assess behavior of such a complex systems as a biological are. This study deals with mathematical and computer modeling of bi-substrate enzymatic reactions, which play an important role in different biochemical pathways. The main objective of this study is to represent the results from in silico investigation of bi-substrate enzymatic reactions in the presence of uncompetitive inhibitors, as well as to describe in details the inhibition effects. Four models of uncompetitive inhibition were designed using different software packages. Particularly, uncompetitive inhibitor to the first [ES1] and the second ([ES1S2]; [FS2]) enzyme-substrate complexes have been studied. The simulation, using the same kinetic parameters for all models allowed investigating the behavior of reactions as well as determined some interesting aspects concerning influence of different cases of uncompetitive inhibition. Besides, it has been shown that uncompetitive inhibitors exhibit specific selectivity depending on mechanism of bi-substrate enzymatic reaction.
Abstract: The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.
Abstract: The presented paper copes with an experimental evaluation of a model based on modified Weibull size effect theory. Classical statistical Weibull theory was modified by introducing a new parameter (correlation length lp) representing the spatial autocorrelation of a random mechanical properties of material. This size effect modification was observed on two different materials used in civil engineering: unreinforced (plain) concrete and multi-filament yarns made of alkaliresistant (AR) glass which are used for textile-reinforced concrete. The behavior under flexural, resp. tensile loading was investigated by laboratory experiments. A high number of specimens of different sizes was tested to obtain statistically significant data which were subsequently corrected and statistically processed. Due to a distortion of the measured displacements caused by the unstiff experiment device, only the maximal load values were statistically evaluated. Results of the experiments showed a decreasing strength with an increasing sample length. Size effect curves were obtained and the correlation length was fitted according to measured data. Results did not exclude the existence of the proposed new parameter lp.
Abstract: The paper describes software for remote control and measuring with new Graphical User Interface for Rohde & Schwarz instruments. Software allows remote control through Ethernet and supports basic and advanced functions for control various type of instruments like network and spectrum analyzers, power meters, signal generators and oscilloscopes. Standard Commands for Programmable Instruments (SCPI) and Virtual Instrument Software Architecture (VISA) are used for remote control and setup of instruments. Developed software is modular with user friendly graphic user interface for each instrument with automatic identification of instruments.
Abstract: The paper describes an approach for defining of k-best night vision devices based on multi-criteria mixed-integer optimization modeling. The parameters of night vision devices are considered as criteria that have to be optimized. Using different user preferences for the relative importance between parameters different choice of k-best devices can be defined. An ideal device with all of its parameters at their optimum is used to determine how far the particular device from the ideal one is. A procedure for evaluation of deviation between ideal solution and k-best solutions is presented. The applicability of the proposed approach is numerically illustrated using real night vision devices data. The proposed approach contributes to quality of decisions about choice of night vision devices by making the decision making process more certain, rational and efficient.
Abstract: Linear systems are widely used in many fields of science and engineering. In many applications, at least some of the parameters of the system are represented by fuzzy rather than crisp numbers. Therefore it is important to perform numerical algorithms or procedures that would treat general fuzzy linear systems and solve them using iterative methods. This paper aims are to solve fuzzy linear systems using four types of Jacobi based iterative methods. Four iterative methods based on Jacobi are used for solving a general n × n fuzzy system of linear equations of the form Ax = b , where A is a crisp matrix and b an arbitrary fuzzy vector. The Jacobi, Jacobi Over-Relaxation, Refinement of Jacobi and Refinement of Jacobi Over-Relaxation methods was tested to a five by five fuzzy linear system. It is found that all the tested methods were iterated differently. Due to the effect of extrapolation parameters and the refinement, the Refinement of Jacobi Over-Relaxation method was outperformed the other three methods.
Abstract: This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.