Abstract: In this paper, we consider the application of Extreme
Value Theory as a risk measurement tool. The Value at Risk, for a set
of indices, from six Stock Exchanges of Frontier markets is
calculated using the Peaks over Threshold method and the
performance of the model index-wise is evaluated using coverage
tests and loss functions. Our results show that “fattailedness” alone of
the data is not enough to justify the use of EVT as a VaR approach.
The structure of the returns dynamics is also a determining factor.
This approach works fine in markets which have had extremes
occurring in the past thus making the model capable of coping with
extremes coming up (Colombo, Tunisia and Zagreb Stock
Exchanges). On the other hand, we find that indices with lower past
than present volatility fail to adequately deal with future extremes
(Mauritius and Kazakhstan). We also conclude that using EVT alone
produces quite static VaR figures not reflecting the actual dynamics
of the data.
Abstract: There are many researches on parameters affecting seismic behavior of steel moment frames. Great deal of these researches considers cover plate connections with or without haunch and direct beam to column connection for exterior columns. Also there are experimental results for interior connections with equal beam depth on both sides but not much research has been performed on the seismic behavior of joints with unequal beam depth. Based on previous experimental results, a series of companion analyses have been set up considering different beam height and connection detailing configuration to investigate the seismic behavior of the connections. Results of this study indicate that when the differences between beams height on both side increases, use of haunch connection system leads to significant improvement in the seismic response whereas other configurations did not provide satisfying results.
Abstract: The objectives of this study are to increase tourism products and to develop family agro-tourism. The research methodology was to analyze internal and external situations according to MP-MF and the MC-STEPS principles.
The results of this study highlight following necessary improvements; extend the cycling routes, increase the number of bicycle rental shops, offer a recreation place for the elders, organize a space for the floating market products and increase tourism activities throughout the year. In ‘places or distribution channel’ we discuss the improvement of facilities, specifically the routes to facilitate elder visitors and visitors on wheelchairs and furthermore the arrangement of educational trips to relevant centers in the community. In ‘promotions’, we discuss the implementation of an “all inclusive package” were the agro-tourism program, health-conscious program and the elderly fun program converge.
Abstract: This article deals with the possibility of increasing efficiency, reliability and safety of the system for teledosimetric data collection management and their evaluation as a part of complex study for activity “Research of data collection, their measurement and evaluation with mobile and autonomous units” within project “Research of monitoring and evaluation of non-standard conditions in the area of nuclear power plants”. Possible weaknesses in existing system are identified. A study of available cluster solutions with possibility of their deploying to analysed system is presented
Abstract: The objective is to identify the contributions from the introduction of the computerized system deal within the Accounting Department of Brazilian Navy Financial Directorship and its possible effects on the budgetary and financial harvest of Brazilian Navy. The relevance lies in the fact that the management process is responsible for the continuous improvement of organizational performance through higher levels of quality in their activities. Improvements in organizational processes have direct effects on crops cost, quality, reliability, flexibility and speed. The method of study of this research is the case study. The choice of case study attended, among other demands, a need for greater flexibility to study processes related to a computerized system. The sources of evidence were used literature, documentary and direct observation. Direct observation was made by monitoring the implementation of the computerized system in the Division of Management Analysis. The main findings of the study point to the fact that the computerized system may contribute significantly to the standardization of information. There was improvement of internal processes in the division of management analysis, made possible the consolidation of a standard management and performance analysis that contribute to global homogeneity in the treatment of information essential to the process of decision making. This study has limitations related to the fact the search result be subject exclusively to the case studied, and it is impossible to generalize to other organs of government.
Abstract: Machine learning represents a set of topics dealing with the creation and evaluation of algorithms that facilitate pattern recognition, classification, and prediction, based on models derived from existing data. The data can present identification patterns which are used to classify into groups. The result of the analysis is the pattern which can be used for identification of data set without the need to obtain input data used for creation of this pattern. An important requirement in this process is careful data preparation validation of model used and its suitable interpretation. For breeders, it is important to know the origin of animals from the point of the genetic diversity. In case of missing pedigree information, other methods can be used for traceability of animal´s origin. Genetic diversity written in genetic data is holding relatively useful information to identify animals originated from individual countries. We can conclude that the application of data mining for molecular genetic data using supervised learning is an appropriate tool for hypothesis testing and identifying an individual.
Abstract: Recent changes in supply chains, especially globalization and collaboration, have created new risks for enterprises of all sizes. A variety of complex frameworks, often based on enterprise risk management strategies have been presented under the heading of Supply Chain Risk Management (SCRM). The literature on promotes the benefits of a robust SCRM strategy; however, implementing SCRM is difficult and resource demanding for Large Enterprises (LEs), and essentially out of reach for Small & Medium Enterprises (SMEs). This research debunks the idea that SCRM is necessary for all enterprises and instead proposes a simple and effective Vendor Selection Template (VST). Empirical testing and a survey of supply chain practitioners provide a measure of validation to the VST. The resulting VSTis a valuable contribution because is easy to use, provides practical results, and is sufficiently flexible to be universally applied to SMEs.
Abstract: In this paper, a new method for multi criteria decision making is represented whichspecifies a trajectory satisfying desired criteria including minimization of time. A rescue robot is defined to perform certain tasks before the arrival of rescue team, including evaluation of the probability of explosion in the area, detecting human-beings, and providing preliminary aidsin case of identifying signs of life, so that the security of the surroundings will have enhanced significantly for the individuals inside the disaster zone as well as the rescue team. The main idea behind our technique is using the Program Evaluation and Review Technique analysis along with Critical Path Method and use the Multi Criteria Decision Making (MCDM) method to decidewhich set of activities must be performed first. Since the disastrous event in one area may be well contagious to others, it is one of the robot's priorities to evaluate the relative adversity of the situation, using the above methods and prioritize its mission.
Abstract: The MyD88 is an evolutionarily conserved host-expressed adaptor protein that is essential for proper TLR/ IL1R immune-response signaling. A previously identified complete cDNA (1626 bp) of OfMyD88 comprised an ORF of 867 bp encoding a protein of 288 amino acids (32.9 kDa). The gDNA (3761 bp) of OfMyD88 revealed a quinquepartite genome organization composed of 5 exons (with the sizes of 310, 132, 178, 92 and 155 bp) separated by 4 introns. All the introns displayed splice signals consistent with the consensus GT/AG rule. A bipartite domain structure with two domains namely death domain (24-103) coded by 1st exon, and TIR domain (151-288) coded by last 3 exons were identified through in silico analysis. Moreover, homology modeling of these two domains revealed a similar quaternary folding nature between human and rock bream homologs. A comprehensive comparison of vertebrate MyD88 genes showed that they possess a 5-exonic structure.In this structure, the last three exons were strongly conserved, and this suggests that a rigid structure has been maintained during vertebrate evolution.A cluster of TATA box-like sequences were found 0.25 kb upstream of cDNA starting position. In addition, putative 5'-flanking region of OfMyD88 was predicted to have TFBS implicated with TLR signaling, including copies of NFkB1, APRF/ STAT3, Sp1, IRF1 and 2 and Stat1/2. Using qPCR technique, a ubiquitous mRNA expression was detected in liver and blood. Furthermore, a significantly up-regulated transcriptional expression of OfMyD88 was detected in head kidney (12-24 h; >2-fold), spleen (6 h; 1.5-fold), liver (3 h; 1.9-fold) and intestine (24 h; ~2-fold) post-Fla challenge. These data suggest a crucial role for MyD88 in antibacterial immunity of teleosts.
Abstract: This paper presents a differential evolution algorithm to design a robust PI and PID controllers for Load Frequency Control (LFC) of nonlinear interconnected power systems considering the boiler dynamics, Governor Dead Band (GDB), Generation Rate Constraint (GRC). Differential evolution algorithm is employed to search for the optimal controller parameters. The proposed method easily copes of with nonlinear constraints. Further the proposed controller is simple, effective and can ensure the desirable overall system performance. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic controller for the same power systems. The comparison is done using various performance measures like overshoot, settling time and standard error criteria of frequency and tie-line power deviation following a 1% step load perturbation in hydro area. It is noticed that, the dynamic performance of proposed controller is better than fuzzy logic controller. Furthermore, it is also seen that the proposed system is robust and is not affected by change in the system parameters.
Abstract: Although properly made concrete is inherently a durable material, there are many physical and chemical forces in the environment which can contribute to its deterioration. This paper deals with two aspects of concrete durability in chemical aggressive environment: degradation effect of particular aggressive exposure and role of particular mineral additives. Results of the study of leaching and acid corrosion processes in samples prepared with specific dosage of microsilica and zeolite are given in the paper.
Corrosion progress after 60-day exposition is manifested by increasing rate of both Ca and Si release, what is identified by XRF method. Kind and dosage of additions used in experiment was found to be helpful for stabilization of concrete microstructure.The lowest concentration of mean elements in leachates was observed for mixture V1 (microsilica only) unlike the V2 (microsilica + zeolite). It is surprising in the terms of recommendations of zeolite application for acid exposure. Using microsilica only seems to be more effective.
Abstract: The Finite Element Method is commonly used in the analysis of flexible manipulators to predict elastic displacements and develop joint control schemes for reducing positioning error. In order to preserve simplicity, regular geometries, ideal joints and connections are assumed. This paper presents the dynamic FE analysis of a 4- degrees of freedom open chain manipulator, intended for striking a curved 3D surface percussion musical instrument. This was done utilizing the new MultiBody Dynamics Module in COMSOL, capable of modeling the elastic behavior of a body undergoing rigid body type motion.
Abstract: This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.
Abstract: Material damages dynamic analysis is difficult to deal with different material geometry and mechanism. In addition, it is difficult to measure the dynamic behavior of cracks, debond and delamination inside the material. Different simulation methods are developed in recent years for different physical features of mechanical systems like vibration and acoustic. Nonlinear fractures are analyzed and identified for different locations in this paper. The main idea of this work is to perform dynamic analysis on different types of materials (from normal homogeneous material to complex composite laminates). Technical factors like cracks, voids, interfaces and the damages’ locations are evaluated. In this project the modal analysis is performed on different types of materials. The results could be helpful in finding modal frequencies, natural frequencies, Time domain and fast Fourier transform (FFT) in industrial applications.
Abstract: The consolidation of the European Higher Education Area (EHEA) in universities has led to significant changes in student training. This paper, part of a Teaching Innovation Project, starts from new training requirements that are fit within Undergraduate Thesis Project, a subject that culminate student learning. Undergraduate Thesis Project is current assessment system that weigh the student acquired training in university education. Students should develop a range of cross curricular competences such as public presentation of ideas, problems and solutions both orally and writing in Undergraduate Thesis Project. Specifically, we intend with our innovation proposal to provide resources that enable university students from Teacher Degree in Education Faculty of University of Extremadura (Spain) to develop the cross curricular competence of public speaking.
Abstract: Owing to the lack of synchronization between the solar energy availability and the heat demands in a specific application, the energy storing sub-system is necessary to maintain the continuity of thermal process. The present work is dealing with an active solar heating storing system in which an air solar collector is connected to storing unit where this energy is distributed and provided to the heated space in a controlled manner. The solar collector is a box type absorber where the air flows between a number of vanes attached between the collector absorber and the bottom plate. This design can improve the efficiency due to increasing the heat transfer area exposed to the flowing air, as well as the heat conduction through the metal vanes from the top absorbing surface. The storing unit is a packed bed type where the air is coming from the air collector and circulated through the bed in order to add/remove the energy through the charging / discharging processes, respectively. The major advantage of the packed bed storage is its high degree of thermal stratification. Numerical solution of the packed bed energy storage is considered through dividing the bed into a number of equal segments for the bed particles and solved the energy equation for each segment depending on the neighbor ones. The studied design and performance parameters in the developed simulation model including, particle size, void fraction, etc. The final results showed that the collector efficiency was fluctuated between 55%-61% in winter season (January) under the climatic conditions of Misurata in Libya. Maximum temperature of 52ºC is attained at the top of the bed while the lower one is 25ºC at the end of the charging process of hot air into the bed. This distribution can satisfy the required load for the most house heating in Libya.
Abstract: The main idea in this paper is using sequential pattern mining to find the information which is helpful for finding high performance solutions. By combining this information, it is defined as blocks. Using the blocks to generate artificial chromosomes (ACs) could improve the structure of solutions. Estimation of Distribution Algorithms (EDAs) is adapted to solve the combinatorial problems. Nevertheless many of these approaches are advantageous for this application, but only some of them are used to enhance the efficiency of application. Generating ACs uses patterns and EDAs could increase the diversity. According to the experimental result, the algorithm which we proposed has a better performance to solve the permutation flow-shop problems.
Abstract: This paper presents the implementation of Artificial Bees Colony (ABC) algorithm in solving Directional OverCurrent Relays (DOCRs) coordination problem for near-end faults occurring in fixed network topology. The coordination optimization of DOCRs is formulated as linear programming (LP) problem. The objective function is introduced to minimize the operating time of the associated relay which depends on the time multiplier setting. The proposed technique is to taken as a technique for comparison purpose in order to highlight its superiority. The proposed algorithms have been tested successfully on 8 bus test system. The simulation results demonstrated that the ABC algorithm which has been proved to have good search ability is capable in dealing with constraint optimization problems.
Abstract: Traditional service channel is losing its edge due to emerging service technology. To establish interaction with the clients, the service industry is using effective mechanism to give clients direct access to services with emerging technologies. Thus, as service science receives attention, special and unique consumption pattern evolves; henceforth, leading to new market mechanism and influencing attitudes toward life and consumption patterns. The market demand for customized services is thus valued due to the emphasis of personal value, and is gradually changing the demand and supply relationship in the traditional industry. In respect of interior design service, in the process of traditional interior design, a designer converts to a concrete form the concept generated from the ideas and needs dictated by a user (client), by using his/her professional knowledge and drawing tool. The final product is generated through iterations of communication and modification, which is a very time-consuming process. Although this process has been accelerated with the help of computer graphics software today, repeated discussions and confirmations with users are still required to complete the task. In consideration of what is addressed above a space user’s life model is analyzed with visualization technique to create an interaction system modeled after interior design knowledge. The space user document intuitively personal life experience in a model requirement chart, allowing a researcher to analyze interrelation between analysis documents, identify the logic and the substance of data conversion. The repeated data which is documented are then transformed into design information for reuse and sharing. A professional interior designer may sort out the correlation among user’s preference, life pattern and design specification, thus deciding the critical design elements in the process of service design.
Abstract: Genome rearrangement is an important area in computational biology and bioinformatics. The basic problem in genome rearrangements is to compute the edit distance, i.e., the minimum number of operations needed to transform one genome into another. Unfortunately, unsigned genome rearrangement problem is NP-hard. In this study an improved ant colony optimization algorithm to approximate the edit distance is proposed. The main idea is to convert the unsigned permutation to signed permutation and evaluate the ants by using Kaplan algorithm. Two new operations are added to the standard ant colony algorithm: Replacing the worst ants by re-sampling the ants from a new probability distribution and applying the crossover operations on the best ants. The proposed algorithm is tested and compared with the improved breakpoint reversal sort algorithm by using three datasets. The results indicate that the proposed algorithm achieves better accuracy ratio than the previous methods.