Risk Management Analysis: An Empirical Study Using Bivariate GARCH

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Issues in Travel Demand Forecasting

Travel demand forecasting including four travel choices, i.e., trip generation, trip distribution, modal split and traffic assignment constructs the core of transportation planning. In its current application, travel demand forecasting has associated with three important issues, i.e., interface inconsistencies among four travel choices, inefficiency of commonly used solution algorithms, and undesirable multiple path solutions. In this paper, each of the three issues is extensively elaborated. An ideal unified framework for the combined model consisting of the four travel choices and variable demand functions is also suggested. Then, a few remarks are provided in the end of the paper

Measuring the CSR Company-Stakeholder Fit

As a company competitiveness depends more and more on the relationship with its stakeholders, the topic of companystakeholder fit is becoming increasingly important. This fit affects the extent to which a stakeholder perceives CSR company commitment, values and behaviors and, therefore, stakeholder identification in a company and his/her loyalty to it. Consequently, it is important to measure the alignment or the gap between stakeholder CSR demands, values, preferences and perceptions, and the company CSR disclosed commitment, values and policies. In this paper, in order to assess the company-stakeholder fit about corporate responsibility, an innovative CSR fit positioning matrix is proposed. This matrix is based on the measurement of a company CSR disclosed commitment and stakeholder perceived and required commitment. The matrix is part of a more complex methodology based on Global Reporting Initiative (GRI) indicators, content analysis and stakeholder questionnaires. This methodology provides appropriate indications for helping companies to achieve CSR company-stakeholder fit, by leveraging both CSR commitment and communication. Moreover, it could be used by top management for comparing different companies and stakeholders, and for planning specific CSR strategies, policies and activities.

A Conceptual Framework for Supply Chain Competitiveness

The purpose of this paper is to highlight the importance of the concept of competitiveness in the supply chain and to present a conceptual framework for Supply Chain Competitiveness (SCC). The framework is based on supply chain activities, which are inputs, necessary for SCC and the benefits which are the outputs of SCC. A literature review is conducted on key supply chain competitiveness issues, its determinants, its various dimensions followed by exploration for SCC. Based on the insights gained, a conceptual framework for SCC is presented based on activities for SCC, SCC environment and outcomes of SCC. The information flow in the conceptual framework is bi-directional at all levels and the activities are interrelated in a global competitive environment. The activities include the activities of suppliers, manufacturers and distributors, giving more emphasis on manufacturers- activities. Further, implications of various factors such as economic, politicolegal, technical, socio-cultural, competition, demographic etc. are also highlighted. The SCC framework is an attempt to cover the relatively less explored area of supply chain competitiveness. It is expected that this work will further motivate researchers, academicians and practitioners to work in this area and offers conceptual help in providing a directions for supply chain competitiveness which leads to improvement in the supply chain and supply chain performance.

Study on Scheduling of the Planning Method Using the Web-based Visualization System in a Shipbuilding Block Assembly Shop

Higher productivity and less cost in the ship manufacturing process are required to maintain the international competitiveness of morden manufacturing industries. In shipbuilding, however, the Engineering To Order (ETO) production method and production process is very difficult. Thus, designs change frequently. In accordance with production, planning should be set up according to scene changes. Therefore, fixed production planning is very difficult. Thus, a scheduler must first make sketchy plans, then change the plans based on the work progress and modifications. Thus, data sharing in a shipbuilding block assembly shop is very important. In this paper, we proposed to scheduling method applicable to the shipbuilding industry and decision making support system through web based visualization system.

Generational Differences in Perception of Affective Climate Antecedents

This study aims to explore the differences and similarities in perceptions of affective climate antecedents at the workplace (intimacy, flexibility, employment stability, and team) among Japanese and Thai Generations X and Y. The samples in this study were Thai and Japanese workers who completed a work environment questionnaire and provided demographic information. Generational differences in perceptions (beliefs) of what factors contribute to affective climate were investigated using t-test analysis. Mean scores for each antecedent were ranked to determine how each generation in each group prioritized the importance of all affective climate antecedents. Japanese Generation Y perceived the importance of employment stability for affective climate of their workplaces to be significantly higher than did Japanese Generation X. Thai Generation Y considered flexibility with a higher priority than did Thai Generation X. Intimacy was perceived as highly important across generations and countries in regard to affective climate. Results suggest that managers should design workplaces for a mixture of diverse generations, resulting in a better affective climate. Differences in the importance of antecedents for affective climate among Generations X and Y in two countries were clarified. In addition, different preferences regarding work environment across Japanese Generations X and Y and Thai Generations X and Y were discussed.

TFRank: An Evaluation of Users Importance with Fractal Views in Social Networks

One of research issues in social network analysis is to evaluate the position/importance of users in social networks. As the information diffusion in social network is evolving, it seems difficult to evaluate the importance of users using traditional approaches. In this paper, we propose an evaluation approach for user importance with fractal view in social networks. In this approach, the global importance (Fractal Importance) and the local importance (Topological Importance) of nodes are considered. The basic idea is that the bigger the product of fractal importance and topological importance of a node is, the more important of the node is. We devise the algorithm called TFRank corresponding to the proposed approach. Finally, we evaluate TFRank by experiments. Experimental results demonstrate our TFRank has the high correlations with PageRank algorithm and potential ranking algorithm, and it shows the effectiveness and advantages of our approach.

An Edge Detection and Filtering Mechanism of Two Dimensional Digital Objects Based on Fuzzy Inference

The general idea behind the filter is to average a pixel using other pixel values from its neighborhood, but simultaneously to take care of important image structures such as edges. The main concern of the proposed filter is to distinguish between any variations of the captured digital image due to noise and due to image structure. The edges give the image the appearance depth and sharpness. A loss of edges makes the image appear blurred or unfocused. However, noise smoothing and edge enhancement are traditionally conflicting tasks. Since most noise filtering behaves like a low pass filter, the blurring of edges and loss of detail seems a natural consequence. Techniques to remedy this inherent conflict often encompass generation of new noise due to enhancement. In this work a new fuzzy filter is presented for the noise reduction of images corrupted with additive noise. The filter consists of three stages. (1) Define fuzzy sets in the input space to computes a fuzzy derivative for eight different directions (2) construct a set of IFTHEN rules by to perform fuzzy smoothing according to contributions of neighboring pixel values and (3) define fuzzy sets in the output space to get the filtered and edged image. Experimental results are obtained to show the feasibility of the proposed approach with two dimensional objects.

A Similarity Function for Global Quality Assessment of Retinal Vessel Segmentations

Retinal vascularity assessment plays an important role in diagnosis of ophthalmic pathologies. The employment of digital images for this purpose makes possible a computerized approach and has motivated development of many methods for automated vascular tree segmentation. Metrics based on contingency tables for binary classification have been widely used for evaluating performance of these algorithms and, concretely, the accuracy has been mostly used as measure of global performance in this topic. However, this metric shows very poor matching with human perception as well as other notable deficiencies. Here, a new similarity function for measuring quality of retinal vessel segmentations is proposed. This similarity function is based on characterizing the vascular tree as a connected structure with a measurable area and length. Tests made indicate that this new approach shows better behaviour than the current one does. Generalizing, this concept of measuring descriptive properties may be used for designing functions for measuring more successfully segmentation quality of other complex structures.

Pathology of Explanted Transvaginal Meshes

The use of polypropylene mesh devices for Pelvic Organ Prolapse (POP) spread rapidly during the last decade, yet our knowledge of the mesh-tissue interaction is far from complete. We aimed to perform a thorough pathological examination of explanted POP meshes and describe findings that may explain mechanisms of complications resulting in product excision. We report a spectrum of important findings, including nerve ingrowth, mesh deformation, involvement of detrusor muscle with neural ganglia, and polypropylene degradation. Analysis of these findings may improve and guide future treatment strategies.

A Study on the Mobile Web Generating using Element of User Experience

As mobile service's subscriber is increasing; mobile contents services are getting more and more variables. So, mobile contents development needs not only contents design but also guideline for just mobile. And when mobile contents are developed, it is important to pass the limit and restriction of the mobile. The restrictions of mobile are small browser and screen size, limited download size and uncomfortable navigation. So each contents of mobile guideline will be presented for user's usability, easy of development and consistency of rule. This paper will be proposed methodology which is each contents of mobile guideline. Mobile web will be developed by mobile guideline which I proposed.

Analysis of a Secondary Autothermal Reformer Using a Thermodynamic POX Model

Partial oxidation (POX) of light hydrocarbons (e.g. methane) is occurred in the first part of the autothermal reformer (ATR). The results of the detailed modeling of the reformer based on the thermodynamic model of the POX and 1D heterogeneous catalytic model for the fixed bed section are considered here. According to the results, the overall performance of the ATR can be improved by changing the important feed parameters.

Security Management System of Cellular Communication: Case Study

Cellular communication is being widely used by all over the world. The users of handsets are increasing due to the request from marketing sector. The important aspect that has to be touch in this paper is about the security system of cellular communication. It is important to provide users with a secure channel for communication. A brief description of the new GSM cellular network architecture will be provided. Limitations of cellular networks, their security issues and the different types of attacks will be discussed. The paper will go over some new security mechanisms that have been proposed by researchers. Overall, this paper clarifies the security system or services of cellular communication using GSM. Three Malaysian Communication Companies were taken as Case study in this paper.

Motor Imagery Signal Classification for a Four State Brain Machine Interface

Motor imagery classification provides an important basis for designing Brain Machine Interfaces [BMI]. A BMI captures and decodes brain EEG signals and transforms human thought into actions. The ability of an individual to control his EEG through imaginary mental tasks enables him to control devices through the BMI. This paper presents a method to design a four state BMI using EEG signals recorded from the C3 and C4 locations. Principle features extracted through principle component analysis of the segmented EEG are analyzed using two novel classification algorithms using Elman recurrent neural network and functional link neural network. Performance of both classifiers is evaluated using a particle swarm optimization training algorithm; results are also compared with the conventional back propagation training algorithm. EEG motor imagery recorded from two subjects is used in the offline analysis. From overall classification performance it is observed that the BP algorithm has higher average classification of 93.5%, while the PSO algorithm has better training time and maximum classification. The proposed methods promises to provide a useful alternative general procedure for motor imagery classification

Exploring the Ambiguity Resolution in Spacecraft Attitude Determination Using GNSS Phase Measurement

Attitude Determination (AD) of a spacecraft using the phase measurements of the Global Navigation Satellite System (GNSS) is an active area of research. Various attitude determination algorithms have been developed in yester years for spacecrafts using different sensors but the last two decades have witnessed a phenomenal increase in research related with GPS receivers as a stand-alone sensor for determining the attitude of satellite using the phase measurements of the signals from GNSS. The GNSS-based Attitude determination algorithms have been experimented in many real missions. The problem of AD algorithms using GNSS phase measurements has two important parts; the ambiguity resolution and the determining of attitude. Ambiguity resolution is the widely addressed topic in literature for implementing the AD algorithm using GNSS phase measurements for achieving the accuracy of millimeter level. This paper broadly overviews the different techniques for resolving the integer ambiguities encountered in AD using GNSS phase measurements.

PIIN Suppression Using Random Diagonal Code for Spectral Amplitude Coding Optical CDMA System

A new code for spectral-amplitude coding optical code-division multiple-access system is proposed called Random diagonal (RD) code. This code is constructed using code segment and data segment. One of the important properties of this code is that the cross correlation at data segment is always zero, which means that Phase Intensity Induced Noise (PIIN) is reduced. For the performance analysis, the effects of phase-induced intensity noise, shot noise, and thermal noise are considered simultaneously. Bit-error rate (BER) performance is compared with Hadamard and Modified Frequency Hopping (MFH) codes. It is shown that the system using this new code matrices not only suppress PIIN, but also allows larger number of active users compare with other codes. Simulation results shown that using point to point transmission with three encoded channels, RD code has better BER performance than other codes, also its found that at 0 dbm PIIN noise are 10-10 and 10-11 for RD and MFH respectively.

Color Image Segmentation using Adaptive Spatial Gaussian Mixture Model

An adaptive spatial Gaussian mixture model is proposed for clustering based color image segmentation. A new clustering objective function which incorporates the spatial information is introduced in the Bayesian framework. The weighting parameter for controlling the importance of spatial information is made adaptive to the image content to augment the smoothness towards piecewisehomogeneous region and diminish the edge-blurring effect and hence the name adaptive spatial finite mixture model. The proposed approach is compared with the spatially variant finite mixture model for pixel labeling. The experimental results with synthetic and Berkeley dataset demonstrate that the proposed method is effective in improving the segmentation and it can be employed in different practical image content understanding applications.

Evaluation of Groundwater Unit Hydrograph of Kavar-Maharloo Aquifer

Groundwater is one of the most important water resources in Fars province. Based on this study, 95 percent of the total annual water consumption in Fars is used for agriculture, whereas the percentages for domestic and industrial uses are 4 and 1 percent, respectively. Population growth, urban and industrial growth, and agricultural development in Fars have created a condition of water stress. In this province, farmers and other users are pumping groundwater faster than its natural replenishment rate, causing a continuous drop in groundwater tables and depletion of this resource. In this research variation of groundwater level, their effects and ways to help control groundwater levels in aquifer of the Kavar- Maharloo plains in Fars plain were evaluated .Excessive exploitation of groundwater in this aquifer caused the groundwater levels fall too fast or to unacceptable levels. The average drawdown of the groundwater level in this plain were 17 meters during 1995 to 2006. The purpose of this study is to evaluate water level changes in the Kavar-Maharloo Aquifer in the Fars province in order to determine the areas of greatest depletion, the cause of depletion, and predict the remaining life of the aquifer.

Influence of Radio Frequency Identification Technology in Logistic, Inventory Control and Supply Chain Optimization

The main aim of Supply Chain Management (SCM) is to produce, distribute, logistics and deliver goods and equipment in right location, right time, right amount to satisfy costumers, with minimum time and cost waste. So implementing techniques that reduce project time and cost, and improve productivity and performance is very important. Emerging technologies such as the Radio Frequency Identification (RFID) are now making it possible to automate supply chains in a real time manner and making them more efficient than the simple supply chain of the past for tracing and monitoring goods and products and capturing data on movements of goods and other events. This paper considers concepts, components and RFID technology characteristics by concentration of warehouse and inventories management. Additionally, utilization of RFID in the role of improving information management in supply chain is discussed. Finally, the facts of installation and this technology-s results in direction with warehouse and inventory management and business development will be presented.

Vibration Induced Fatigue Assessment in Vehicle Development Process

Improvement in CAE methods has an important role for shortening of the vehicle product development time. It is provided that validation of the design and improvements in terms of durability can be done without hardware prototype production. In recent years, several different methods have been developed in order to investigate fatigue damage of the vehicle. The intended goal among these methods is prediction of fatigue damage in a short time with reduced costs. This study developed a new fatigue damage prediction method in the automotive sector using power spectrum densities of accelerations. This study also confirmed that the weak region in vehicle can be easily detected with the method developed in this study which results were compared with conventional method.