2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER)最新文献_第9页

Efficiency analysis of classic risk minimizing portfolios 经典风险最小化投资组合的效率分析

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504311

Miloš Kopa, T. Tichý

{"title":"Efficiency analysis of classic risk minimizing portfolios","authors":"Miloš Kopa, T. Tichý","doi":"10.1109/CHUSER.2012.6504311","DOIUrl":"https://doi.org/10.1109/CHUSER.2012.6504311","url":null,"abstract":"Portfolio selection problem is one of the most important issues within financial risk management and decision making. It concerns both, financial institutions and their regulator/supervisor bodies. A very challenging question in this context is whether there is some impact of alternative dependency/concordance measures on the efficiency of optimal portfolios. Therefore, the alternative ways of portfolio comparisons were developed, among them a stochastic dominance approach is one of the most popular one. In particular, the definition of the second-order stochastic dominance (SSD) relation uses comparisons of either twice cumulative distribution functions or expected utilities. Alternatively, one can define SSD relation using cumulative quantile functions or conditional value at risk. The task of this paper is therefore to examine and analyze the SSD efficiency of min-var portfolios that are selected on the basis of alternative concordance matrices set up on the basis of either Spearman rho or Kendall tau. It is empirically documented that only Pearson measure in Markowitz model identified a portfolio that can be of interest for at least one risk averse investor. Moreover, a portfolio based on Kendall measure is very poor (at least in terms of SSD efficiency).","PeriodicalId":444674,"journal":{"name":"2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER)","volume":"75 6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115075068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Prediction of slope failures using bivariate statistical based index of entropy model 基于二元统计熵指数模型的边坡失稳预测

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504340

O. Althuwaynee, B. Pradhan, A. R. Mahmud, Z. Yusoff

{"title":"Prediction of slope failures using bivariate statistical based index of entropy model","authors":"O. Althuwaynee, B. Pradhan, A. R. Mahmud, Z. Yusoff","doi":"10.1109/CHUSER.2012.6504340","DOIUrl":"https://doi.org/10.1109/CHUSER.2012.6504340","url":null,"abstract":"The main objective of this research is to evaluate the spatial prediction of potential slope failures in Kuala Lumpur and surrounding areas using an index of entropy based statistical model. Based on potential information of entropy method (IoE), subjective weights were calculated for fourteen landslide conditioning factors used in this study such as, (slope, aspect, curvature, altitude, surface roughness, lithology, distance from faults, NDVI (normalized difference vegetation index), land cover, distance from drainage, distance from road, SPI (stream power index), soil type and precipitation). A landslide inventory map of the study area was produced using previous reports and aerial photographs interpretation aided with extensive field survey and total of 220 main scarps were identified. Out of this, 153 (70%) landslide locations were used to build the IoE model, while remaining 66 (30%) landslide locations were used for validation purpose. For validation, the area under the curve (AUC) was used to quantify the predictive performance of the employed IoE model. The validation results show that the prediction accuracy of the model is 0.80 (80%) and the success rate equals to 0.81 (81%) that consider fine indicator of the reliability of bivariate model based IoE model employed in this study.","PeriodicalId":444674,"journal":{"name":"2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123038065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 11

Parametric study on failure analysis of composite laminate under uniaxial tensile loading 复合材料层合板单轴拉伸破坏分析参数化研究

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504424

M. Rahim, N. Rahimi, A. Hussain, J. Mahmud, Mazuki Musa

引用次数: 4

Elastic response of integral bridge under Malaysian low intensity earthquake 马来西亚低烈度地震作用下整体桥梁的弹性响应

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504344

Muhammad Umar Zulkefli

引用次数: 0

An empirical analysis of linkage between the construction and manufacturing sectors of Malaysia (2000–2010) 马来西亚建筑业与制造业联动的实证分析(2000-2010)

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504398

R. Khan, Z. Ghazali, M. S. Liew

{"title":"An empirical analysis of linkage between the construction and manufacturing sectors of Malaysia (2000–2010)","authors":"R. Khan, Z. Ghazali, M. S. Liew","doi":"10.1109/CHUSER.2012.6504398","DOIUrl":"https://doi.org/10.1109/CHUSER.2012.6504398","url":null,"abstract":"Construction and manufacturing are the key sectors of Malaysian economy. These sectors play significant role in socio economic development of Malaysia, generate substantial amount of revenue for Malaysian economy and provide employment opportunities to number of skilled, semi-skilled, unskilled, educated and uneducated people. Construction and manufacturing sectors are greatly interlinked with each other through their backward and forward linkages. The purpose of this study is to measures the causal relationship and linkage between construction and manufacturing sectors of Malaysia by using sophisticated econometric approach. Granger causality test and the vector auto regression (VAR) technique is used to determine the causal relationship between the two sectors and measure the effect of changes in output of one sector on the output of other sector. The results of the study show that there is strong correlation and bidirectional causal relationship exists between the construction and manufacturing sector of Malaysia during the study period 2000–2010. The construction sector takes approximately 21 months to respond the impact of shocks coming from manufacturing sector while the manufacturing sector responding time is 15 months.","PeriodicalId":444674,"journal":{"name":"2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER)","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115245301","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Electrodeposition of hydroxyapatite (HAp) coatings on etched titanium mesh substrate 羟基磷灰石(HAp)涂层在蚀刻钛网基体上的电沉积

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504417

N. Isa, Y. Mohd, N. Yury

{"title":"Electrodeposition of hydroxyapatite (HAp) coatings on etched titanium mesh substrate","authors":"N. Isa, Y. Mohd, N. Yury","doi":"10.1109/CHUSER.2012.6504417","DOIUrl":"https://doi.org/10.1109/CHUSER.2012.6504417","url":null,"abstract":"This study was carried out in order to investigate the formation of hydroxyapatite (HAp) coatings on etched Ti mesh substrate using electrodeposition technique. The coatings were deposited from solution containing CaCl2 and NH4H2PO4 (with Ca/P ratio being 1.67) by maintaining cathodic potentials for − 0.8 V and − 1.5 V vs Ag/AgCl for 30 min at 80 °C. On the other hand, chitosan solution was also added into bath solution to study its effect on coatings morphology. The surface morphology and the elemental compositions of the Ti surface before and after deposition were observed by FESEM and EDAX, respectively. Etching process has changed the morphology of the Ti surface from smooth to rough surface. HAp coatings deposited at − 0.8 V and − 1.5 V have similar morphology with flower-like structure. However, the coatings are more dense and compact when deposited at higher potential (i.e.: − 1.5 V). When chitosan was added into bath solution, the morphological structure of the coating was significantly changed from flower-like structure to flake-like structure interconnected with net-like structure of chitosan.","PeriodicalId":444674,"journal":{"name":"2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER)","volume":"94 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124746816","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Secondary students' perfectionism and their response to different programming learning tools 中学生的完美主义及其对不同编程学习工具的反应

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504380

Mohamad Osman, Siew-Phaik Loke, M. N. Zakaria, A. Downe

{"title":"Secondary students' perfectionism and their response to different programming learning tools","authors":"Mohamad Osman, Siew-Phaik Loke, M. N. Zakaria, A. Downe","doi":"10.1109/CHUSER.2012.6504380","DOIUrl":"https://doi.org/10.1109/CHUSER.2012.6504380","url":null,"abstract":"In this study, we examined the effect of perfectionism on learning programming using different computer applications, and the levels of motivational and attainment. Three representative multimedia-oriented programming tools are used: Visual Basic Express, Scratch and a 2D-Programmable PyGame Based Computer Game. A total of 591 of secondary school students located in Perak region were sampled. The respondents were categorized according to the degree of perfectionisms using the Frost Multidimensional Perfectionisms Scale (FMPS). We found that there were significant differences in both motivational and attainment levels between different programming learning tools. Specifically, for both low-positive and high-positive perfectionist groups, the students who use Scratch and PyGame tend to score high in the motivational and attainment variables when compared to the Visual Basic Express. Scratch and PyGame seem to be more attractive and thus make learning programming more effective. Our findings provide insights to educators in schools who are selecting and using appropriate software for teaching programming courses.","PeriodicalId":444674,"journal":{"name":"2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123625652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 5

Biofilm formation and susceptibility towards antimicrobial agents in local clinical isolates of staphylococcus epidermidis 表皮葡萄球菌局部临床分离株的生物膜形成及对抗菌药物的敏感性

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504441

A. Abdul-Aziz, S. Mohamad, S. Mustakim

引用次数: 0

MG49-KOH-PC alkaline gel polymer electrolytes membrane for supercapacitors MG49-KOH-PC碱性凝胶聚合物电解质超级电容器膜

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504387

Z. Mahmud, N. Zaki, R. Subban, A. M. Ali, M. Yahya

引用次数: 3

Improved visible light photocatalytic activity of TiO2 nano powder by Ce3+ doping Ce3+掺杂提高了TiO2纳米粉体的可见光催化活性

2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER) Pub Date : 2012-12-01 DOI: 10.1109/CHUSER.2012.6504411

Siti Zulaikha Suhaili, U. S. Jais

引用次数: 2