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Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov switching models / Tan Chia Yen
No full textMotivated by the large price fluctuations and excessive volatility observed in cryptocurrency market, this research aims to model and forecast the volatility dynamics of cryptocurrencies. First, we adopt Bai and Perron (2003) multiple change point model by incorporating exogenous variables to determine the number and location of change points in the price series, return series and squared return series of Cryptocurrency Index, Cryptocurrency Index 30, and the top ten cryptocurrencies that are ranked according to market capitalisation. Results show that change points occur very frequently in the price series, followed by squared return series and return series. The change points are consistently observed in the periods from December 2017 to April 2018. Following these findings, we propose to use time-varying transition probability Markov-switching GARCH (TV-MSGARCH) models incorporated with logarithmic trading volume and Google searches series respectively as the exogenous variables to model the volatility dynamics of Bitcoin, Ethereum, Ripple, Bitcoin Cash and EOS. Extensive comparisons are carried out to compare the modelling and forecasting performances of the proposed model with the benchmark volatility models, which are the GARCH, GJRGARCH, TGARCH and MSGARCH. All of the volatility models are incorporated with three different error distributions, namely, normal, Student-t and generalised error. Results reveal that, regardless of error distributions, TV-MSGARCH models always predominate other volatility models for in-sample model fitting which are compared based on Akaike information criteria. Also, the Filardo’s weighted transition probabilities are also computed to assess the marginal contributions of time-varying transition probabilities of TV-MSGARCH models. Furthermore, it has been discovered that TV-MSGARCH model generally offers the best out-of-sample forecast evaluated based on quasi-likelihood loss function and assessed by using Hansen’s model confidence set. Lastly, different levels of long and short positions of value-at-risk for GARCH model, GJRGARCH model, TGARCH model, MSGARCH model and TV-MSGARCH models, all incorporated with Student-t distribution, are calculated and tested using several backtests
Adaptation of the medical ethics teaching questionnaire for the use of Taiwanese medical students: A developmental study / Lee Jing Ning
No full textMedical ethics is among one of the most important competencies in medical
education and formal physicians' training. In the past decades, medical ethics education
has become a priority within medical education institutions worldwide. In Taiwan,
medical ethics was included in the undergraduate medical curricula since 1995. However,
students� view upon graduation revealed that they were still lacked confidence about
beginning their residency program due to limited understanding of ethical values. Taiwan,
as a country with unique cultural belief in the traditional Confucian principles that
emphasizes the virtue of �filial piety� and family cohesion in medical decision-making is
lacking Taiwanese studies that can represent students� view on current undergraduate
ethics education.
However, most of the existing survey instruments found in previous literature
were written in English language. As for Taiwan that had showed "low proficiency" in
the English First's (EF's) global English Proficiency Index (EPI), the high English
proficiency level required to complete these survey instrument may cause reading
difficulties among Taiwanese students. The research objectives of this study were to
translate and adapt the Traditional Chinese version of a validated medical ethics education
questionnaire for the use of medical students in Taiwan.
The Tahra et al.�s (2017) questionnaire was selected due to its comprehensiveness
in exploring students� preferences toward medical ethics education. The questionnaire
with a total of 69 items was translated according to a simplified version of the Functional
Assessment of Chronic Illness in Therapy (FACIT) translation methodology, including
forward and back translation, comparing the back translation to source, expert reviewing,
and cognitive debriefing.
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The translations were carefully revised when they revealed difficulty in
understanding or showed high possibilities of causing misunderstanding. We also
identified numerous challenges at the stage of expert reviews, including influence of
idiomatic phrases, wording mistakes, subtle semantic difference of possible translations,
morphology of language, and the ambiguity of translated Items. At the stage of cognitive
interviews, respondents reflected that further interpretation is needed to better understand
some of the questions, while some questions were asked to be deleted due to repetition or
irrationality.
This study completed the first translation of an authoritative English version of
medical ethics teaching questionnaire to its Traditional Chinese version following a
multiple steps translation methodology to ensure that the translated items are conceptually
equivalent to its English source and are culturally adapted to the Taiwanese environment.
The availability of this translation version will increase related research among the
Taiwanese healthcare educators. Future work including psychometric testing on the
translated questionnaire among the general population of Taiwan was suggested to create
a final version of the survey instrument
Organic and non-organic semiconductor materials for pulsed fiber laser generation in 1.55-micron region / Farina Saffa Mohamad Samsamnun
No full textThis thesis demonstrated several types of Erbium-doped fiber lasers (EDFLs) based on newly developed organic and inorganic semiconductor material as saturable absorbers (SAs). Six new materials; Gallium nitride (GaN), Silicon (Si), Poly (3-hexylthiophene-2,5-diyl) Regioregular (P3HT), Tris (8-hydroxyquinolinato) Aluminium (Alq3), Poly [2- methoxy-5-(2-ethylhexyloxy)-1,4-phenylenevinylene] (MEH-PPV) and Poly (9- vinylcarbazole) (PVK) were successfully explored to generate Q-switched and modelocked pulses operating at 1.55-micron region. For instance, by slotting in the prepared Alq3 thin film in between two fiber ferrules in the EDFL cavity, Q-switched laser operating at 1560 nm was obtained with the highest pulse energy of 73.21 nJ. As the pump power was increased from 45 mW to 98 mW, the repetition rate of the Q-switched EDFL increased from 70.42 kHz to 91.24 kHz while the pulse width reduced from 4.48 μs to 3.26 μs. By inserting an additional SMF into the laser cavity to tailor the dispersion characteristic and nonlinearity, the mode-locked pulses were successfully generated with these SAs. For instance, a stable soliton mode-locked fiber laser was also realized by adding 100 m long SMF in the EDFL cavity configured with PVK SA. At the maximum pump power of 187 mW, the laser generated a pulse train with a repetition rate of 1.866 MHz, pulse energy of 2.00 nJ, pulse width of 2.81 ps and output power of 3.75 mW. The mode-locked laser had a high SNR of 63.10 dB, which indicates an excellent stability of the pulses. However, the P3HT based mode-locked laser produced the shortest pulse width of 2.62 ps. This work introduces a new application of organic and inorganic semiconductor material to nonlinear photonics, emphasizing the application of these materials in Q-switched and mode-locked fiber lasers
Numerical study on the performance and flow characteristic of wind using invelox system / Siti Sarah Ramani @ Abdullah
No full textIn recent years, power generated by wind turbine has been gaining a lot of interest because of the growing concerns of climate change. Since power generated by wind turbine is proportional to the rotor size and the cube of the wind’s velocity, wind turbine has grown massive in size. To build these gigantic devices, large amount of capital needs to be invested. The challenge facing in the wind power world is to build an efficient device that minimizes the size and cost and maximizes the power output. A wind power technology that may be able to do this is the ducted wind turbine. A ducted wind turbine uses a ducted system to capture wind and increase its velocity, which enables the wind turbine to generate more electricity.
Initially the flow through a simple Invelox was simulated and the results validated with the developer’s results. The developed Invelox model was then analyzed with inclusion of a wind turbine to achieve a wind speed of 11.90 m/s at venturi section giving a speed ratio of 1.72. The performance of Invelox system was analyzed with wind flows from 8 different directions (0˚, 45˚, 60˚, 90˚, 120˚, 135˚, 150˚, 180˚) with respect to turbine axis. It is observed that higher speed ratios are achieved in all case expect 135˚ and 225˚ angles. Highest wind speed ratio of 2.014 is achieve
Examining factors influencing behavioural intention of managers in fraudulent financial reporting: Evidence from Pakistan / Riaz Ahmed
No full textThe modern business world is substantially full of risks and challenges that the global crimes and illegal financial activities are growing rapidly. All the stakeholders such as the owners, shareholders, investors, and regulators have raised much concern over increasing number of corporate scandals. The growth of irregular accounting transactions, business scandals, and fraudulent financial reporting has developed a milieu of mistrust among the businesses and their stakeholders while making financial reporting decisions. It is essential to understand the fundamental factors related to unethical financial reporting intentions of corporate managers. This study aims to (1) examine the influence of managers� attitudes towards their behavior intention in fraudulent financial reporting, (2) examine the influence of subjective norms towards managers� behavior intention in fraudulent financial reporting, (3) examine the influence of perceived behavioral control towards managers� behavior intention in fraudulent financial reporting, (4) examine whether religiosity moderate the relationships between managers� attitudes, subjective norms, perceived behavioral control, and behavior intention in fraudulent financial reporting and (5) examine whether perceived organizational support (POS) moderate the relationships between managers� attitudes, subjective norms, perceived behavioral control, and behavior intention in fraudulent financial reporting.
The theoretical root that framed this study is the Theory of Planned Behavior (TPB) which provides for an examination of a respondent�s attitudes, subjective norms, and perceived behavioral control in the development of the intention to perform a specific behavior. The population of this study is the managerial positions especially finance and accounting managers who are working in Pakistani public and private companies listed at Karachi Stock Exchange. The sample from this population developed a suitable representation of experienced and professional managers.
This study applied a quantitative research design to collect data from the respondents. A survey questionnaire was distributed among 400 respondents, out of which 229 complete and usable responses were received. These responses measured the strength of the respondent�s favorable or unfavorable opinions concerning TPB�s related constructs (three exogenous constructs - attitude, subjective norm, and perceived behavioral control, and the endogenous construct of intention), religiosity, and perceived organizational support.
The partial least squares structural equation modelling (PLS-SEM) technique was applied to examine the proposed research framework by using Smart PLS. This study followed the two-steps analytical approach suggested by Anderson and Gerbing (1988) and Hair et al. (2005). First, a confirmatory factor analysis (CFA) was performed to test the constructs validity in the measurement model. Then structural model was assessed to examine the hypothesized the relationship between variables.
The results suggest that attitude toward behavior, subjective norms, and perceived behavior control have significant influences on the behavioral intention of managers to violate IFRS to meet earnings prediction. In addition, the findings suggest that subjective norm is the strongest predictor of intention. Surprisingly, the moderation effects of religiosity and POS are found to be insignificant. The findings of this research contribute to existing fraudulent financial reporting literature by empirically proving the relationships between the elements that influence the behavioral intention of managers to commit corporate fraud. Thus, this study provides an insight for the top executives to encourage the managers on ethical decision making that may help alleviate unethical behavior as well as risks of fraud in an organization
Pre-collision safety risk assessment using multi-body simulation / Eko Deprianto
No full textRoad accident has become an alarming phenomenon across the country. Its
negative impact does not only include loss of lives but also affects the economy. Hence,
road safety assessment has become a crucial preventive measure. Several assessment
studies have been developed and implemented. However, they are mostly conducted in
the post-accident level, in which the accident has already taken place. A study using a
vehicle dynamic simulation is then proposed to assess the accident at the post-accident
level. In order to check its effectiveness, two accident-prone locations were chosen, its
road segments are then generated into a simulated environment. Several combinations
of the simulation parameters are then introduced to the simulation, such as road
geometries, road profile, road condition, vehicle type, and driving characteristic. The
outcome is then analyzed through visual observation and data analysis. Based on the
study conducted, the crash report data obtained from the accident-prone location has
almost similar output when the simulation parameter input matched with the crash data.
An apparent visual indication, such as a vehicle crashing event, can also be seen from
the simulation result. The vehicle dynamic data gives promising results by showing
prediction in the form of an erratic response before failing. The vehicle dynamic
response parameters are, namely, roll and lateral acceleration. It is concluded that this
road safety assessment method can successfully replicate the actual type of accident that
happens in the accident-prone location. Translating the actual road profile into a
simulation form can be considered successful since it can imitate the particular road
profile. The vehicle responses of roll and lateral acceleration can be used as a safety
assessment key indicator in identifying the point of failure of a road stretch.
Implementing similar methods to other road segments will result in the ability to find
the dangerous combination of parameters used as a countermeasure for the particular
road segment
Microstructure and mechanical properties of porous copper and copper brazed with cu-based filler metal / Mian Muhammad Sami
No full textIn recent time, the heat dissipation rate of electronics increased due to the high volumetric power density they experience. In such circumstances, cooling devices with high heat transfer performance are required. Therefore, adopting porous metal can be critical in applications requiring thermal management due to its large internal surface area and high permeability for fluids. The cooling system can be composed of porous copper to enhance heat transfer making it suitable for replacement in active cooling systems, such as heat sink and heat exchanger. Effective joining of porous copper (Cu) to a copper substrate is significant when considering porous copper in the design of active cooling systems. In this research, brazing is conducted to join porous copper to a copper substrate using one piece of filler metal placed at the base side to join the base and the top side. Only one piece of filler is used to prevent the brazing material from entirely filling the cells. This method of joining two sides of metal using a single piece of filler metal with porous copper in the middle has not been studied previously. The influence of brazing parameters on the microstructural and mechanical properties of copper brazed with porous copper using amorphous filler metal (Cu-9.7Sn-5.7Ni-7P) is investigated. Brazing was done in a tube furnace equipped with a heating controller and argon gas. The brazing temperatures used in this experiment were 660 °C, 680 °C and 700 °C. The holding time was 5, 10 and 15 min. After brazing, the microstructure characterization was performed using Scanning Electron Microscope equipped with Electron Dispersive X-ray Spectroscope. To confirm the microstructure results, further analysis was conducted with X-Ray Diffractometer. It was observed that, after increasing holding time and temperature, voids or cracks were not visible in the overall bonded region. High diffusion of filler metal was also observed at porous copper surface. The diffusion between copper (Cu), nickel (Ni), tin (Sn) and phosphorus (P) created strong interactions. The EDS analysis revealed that phosphorus and nickel were
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the main elements contributing to the microstructure formation. The microstructure of the brazed joints changed with increasing holding time and the diffusion of P-rich and Ni-rich phases to the upper side of the joint was observed. The element Sn completely diffused from the bonding area into the base metal due to the lower melting temperature. A further analysis was conducted to investigate the mechanical properties of porous copper and joint interface by conducting hardness and compression tests. The phases formed reduced the ductility of copper due to surface hardening effects at the brazed joint interface and porous copper. It was noticed that the rigidity of porous copper increases with increasing holding time and temperature. This is due to the diffusion of elements from the brazing filler metal into the porous copper surface. The rigidity of porous copper after brazing is vital to ensure minimal deformation of porous copper during cooling device servicing, an integral feature of prospect product development
An improved clipped sub-histogram equalization technique using optimized local contrast factor for mammogram image analysis / Nurshafira Hazim Chan
No full textMammography has been known worldwide as the most common imaging modalities utilized for early detection of breast cancer. The mammographic images produced are in greyscale, however they often produced poor contrast images, non-uniform illumination, and the image often contain artefacts and noise. These limitations can be overcame during the pre-processing stage by improving the image enhancement process. Therefore, in this research an optimized enhancement framework is developed where the local contrast factor is manipulated to preserve details of the image. This technique aims to improve the overall image visibility without altering histogram of the original image, which will affect the segmentation and classification processes. Unwanted pixel removal is performed in the image histogram at early stage to increase the efficiency of mean histogram calculation. Then, the histogram is separated into two partitions to allow histogram clipping process to be conducted individually for underexposed and overexposed areas. Consequently, the local contrast factor optimization is conducted to preserve the image details. The proposed method is tested on 322 MIAS database images, and the results from the proposed method are compared with other methods such as HE, CLAHE, DPPLHE, BPPLHE, and QPLBHE by the quantitative measurement of peak signal-to-noise ratio (PSNR), structural similarity index (SSIM), average contrast (AC), and average entropy (AE) difference. The results portrayed that the proposed method yield better quality over the others with highest peak signal-to-noise ratio of 32.676. In addition, in terms of qualitative analysis, the proposed method depicted better lesion segmentation with smoother shape of the lesion
Association between life course social determinants of health and metabolic syndrome among female secondary school teachers in Johor / Mohammad Fadzly Marzuki
No full textMetabolic syndrome, a cluster of multiple risk factors, is known to increase the risk of
cardiovascular diseases, diabetes, and certain cancers. Poor health behaviours such as
poor dietary intake and physical activities are known risk factors of metabolic syndrome.
However, very little is known if the social determinants of health throughout the life�course are associated with metabolic syndrome. The study aimed to explore the
association between life-course social determinants of health and metabolic syndrome.
The cross-sectional study involved female secondary school teachers living in the state
of Johor, Malaysia. The study used available data from the Clustering of Lifestyle risk
factors and understanding its association with Stress on health and wellbeing among
school teachers in Malaysia (CLUSTer) project by the which was collected in 2013 (visit
I). The data extracted were adulthood social determinants of health data
(sociodemographic, menopausal and nulliparous, marital status, depression, anxiety and
stress scale (DASS 21), fasting blood sugar and fasting lipid profile (triglyceride, low�density lipoprotein, and high-density lipoproteins), and anthropometric measurements
(abdominal circumference, height and weight). Additional data of childhood social
determinant of health were collected by the researcher using a questionnaire survey form
by visiting the participants in 2017 (visit II). Childhood components comprised parent’s
socioeconomic status, ownership of car and houses, individual childhood health status,
housing aspect, negative life events, and birth weight. Latent class analysis (LCA) was
used to classify the childhood social determinants of health. The association between
metabolic syndrome and social determinants of health was assessed using a weighted
multiple logistic regression modelling. LCA was done using MPlus version 7 and
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multiple logistic regression modelling was done using Stata MP 15. A total of 1,185
female participants were included in the analyses. Older than 30 years (30-39: OR: 2.25,
95%: 1.02, 4.98; 40-49: OR 4.32, 95% CI: 1.98, 9.46; 50 and above: OR: 6.33, 95% CI:
2.65, 15.14), Malays (OR: 2.83; 95% CI: 1.31, 6.12) and Indians (OR: 4.73; 95% CI:
1.70, 13.15) when compared to Chinese, widowed and divorced (OR: 4.29; 95% CI: 1.06,
17.32), women with no children (OR: 2.08; 95% CI: 1.32, 3.27) and living in
overcrowded house during early childhood (OR: 2.45 95% CI: 1.37, 4.38) had increased
odds of metabolic syndrome in the model. The clustered childhood social determinant of
health class for both each and whole childhood periods were not associated with
metabolic syndrome. Preventing metabolic syndrome did not only involve addressing
health behaviour. Emphasis should be given to groups that may have experienced adverse
life-course social determinants of health.
Keyword: Metabolic syndrome, social determinants of health, structural, intermediary,
determinants, life-course, intergenerational, latent class analysis
Drug repositioning based on centrality measures of drug side effects network / Keng Ying Ying
No full textDrug repositioning, the process of discovering new therapeutic uses of existing drugs, is an alternative to the risky, costly, and time-consuming traditional drug discovery process. Based on the hypothesis that drugs with similar side effects may share similar therapeutic indications, a network of drugs is constructed based on their side-effect similarities. Then, for a target disease of concern, the potential drug candidates that may be repurposed for treating it can be identified from among the network neighbors of the existing drugs approved for the disease. By applying three classic centrality measures – degree, closeness, and betweenness – to rank the drugs in the network, we observe that the drug candidates identified from among the neighbors of the top central drugs approved for our target diseases are more consistent with clinical interests as indicated by the record of clinical trials related to the diseases, when compared to the candidates identified from the neighbors= of their random and peripheral counterparts. The present work indicates that network positions of drugs have a role in repurposing their neighbors and hence should be taken into account in finding new uses of drugs