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tabular GAN</title> <meta name="description" content="Search results for: conditional tabular GAN"> <meta name="keywords" content="conditional tabular GAN"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block 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action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="conditional tabular GAN"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 286</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: conditional tabular GAN</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">286</span> Generative AI: A Comparison of Conditional Tabular Generative Adversarial Networks and Conditional Tabular Generative Adversarial Networks with Gaussian Copula in Generating Synthetic Data with Synthetic Data Vault</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Lakshmi%20Prayaga">Lakshmi Prayaga</a>, <a href="https://publications.waset.org/abstracts/search?q=Chandra%20Prayaga.%20Aaron%20Wade"> Chandra Prayaga. Aaron Wade</a>, <a href="https://publications.waset.org/abstracts/search?q=Gopi%20Shankar%20Mallu"> Gopi Shankar Mallu</a>, <a href="https://publications.waset.org/abstracts/search?q=Harsha%20Satya%20Pola"> Harsha Satya Pola</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Synthetic data generated by Generative Adversarial Networks and Autoencoders is becoming more common to combat the problem of insufficient data for research purposes. However, generating synthetic data is a tedious task requiring extensive mathematical and programming background. Open-source platforms such as the Synthetic Data Vault (SDV) and Mostly AI have offered a platform that is user-friendly and accessible to non-technical professionals to generate synthetic data to augment existing data for further analysis. The SDV also provides for additions to the generic GAN, such as the Gaussian copula. We present the results from two synthetic data sets (CTGAN data and CTGAN with Gaussian Copula) generated by the SDV and report the findings. The results indicate that the ROC and AUC curves for the data generated by adding the layer of Gaussian copula are much higher than the data generated by the CTGAN. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=synthetic%20data%20generation" title="synthetic data generation">synthetic data generation</a>, <a href="https://publications.waset.org/abstracts/search?q=generative%20adversarial%20networks" title=" generative adversarial networks"> generative adversarial networks</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20tabular%20GAN" title=" conditional tabular GAN"> conditional tabular GAN</a>, <a href="https://publications.waset.org/abstracts/search?q=Gaussian%20copula" title=" Gaussian copula"> Gaussian copula</a> </p> <a href="https://publications.waset.org/abstracts/183000/generative-ai-a-comparison-of-conditional-tabular-generative-adversarial-networks-and-conditional-tabular-generative-adversarial-networks-with-gaussian-copula-in-generating-synthetic-data-with-synthetic-data-vault" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/183000.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">82</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">285</span> Characterization of Probability Distributions through Conditional Expectation of Pair of Generalized Order Statistics</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Zubdahe%20Noor">Zubdahe Noor</a>, <a href="https://publications.waset.org/abstracts/search?q=Haseeb%20Athar"> Haseeb Athar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this article, first a relation for conditional expectation is developed and then is used to characterize a general class of distributions F(x) = 1-e^(-ah(x)) through conditional expectation of difference of pair of generalized order statistics. Some results are reduced for particular cases. In the end, a list of distributions is presented in the form of table that are compatible with the given general class. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20order%20statistics" title="generalized order statistics">generalized order statistics</a>, <a href="https://publications.waset.org/abstracts/search?q=order%20statistics" title=" order statistics"> order statistics</a>, <a href="https://publications.waset.org/abstracts/search?q=record%20values" title=" record values"> record values</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20expectation" title=" conditional expectation"> conditional expectation</a>, <a href="https://publications.waset.org/abstracts/search?q=characterization" title=" characterization"> characterization</a> </p> <a href="https://publications.waset.org/abstracts/22898/characterization-of-probability-distributions-through-conditional-expectation-of-pair-of-generalized-order-statistics" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/22898.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">460</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">284</span> Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Piotr%20Fiszeder">Piotr Fiszeder</a>, <a href="https://publications.waset.org/abstracts/search?q=Marcin%20Fa%C5%82dzi%C5%84ski"> Marcin Fałdziński</a>, <a href="https://publications.waset.org/abstracts/search?q=Peter%20Moln%C3%A1r"> Peter Molnár</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=volatility" title="volatility">volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=DCC%20model" title=" DCC model"> DCC model</a>, <a href="https://publications.waset.org/abstracts/search?q=high%20and%20low%20prices" title=" high and low prices"> high and low prices</a>, <a href="https://publications.waset.org/abstracts/search?q=range-based%20models" title=" range-based models"> range-based models</a>, <a href="https://publications.waset.org/abstracts/search?q=covariance%20forecasting" title=" covariance forecasting"> covariance forecasting</a> </p> <a href="https://publications.waset.org/abstracts/107388/combining-the-dynamic-conditional-correlation-and-range-garch-models-to-improve-covariance-forecasts" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/107388.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">183</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">283</span> CPPI Method with Conditional Floor: The Discrete Time Case</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Hachmi%20Ben%20Ameur">Hachmi Ben Ameur</a>, <a href="https://publications.waset.org/abstracts/search?q=Jean%20Luc%20Prigent"> Jean Luc Prigent</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We propose an extension of the CPPI method, which is based on conditional floors. In this framework, we examine in particular the TIPP and margin based strategies. These methods allow keeping part of the past gains and protecting the portfolio value against future high drawdowns of the financial market. However, as for the standard CPPI method, the investor can benefit from potential market rises. To control the risk of such strategies, we introduce both Value-at-Risk (VaR) and Expected Shortfall (ES) risk measures. For each of these criteria, we show that the conditional floor must be higher than a lower bound. We illustrate these results, for a quite general ARCH type model, including the EGARCH (1,1) as a special case. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=CPPI" title="CPPI">CPPI</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20floor" title=" conditional floor"> conditional floor</a>, <a href="https://publications.waset.org/abstracts/search?q=ARCH" title=" ARCH"> ARCH</a>, <a href="https://publications.waset.org/abstracts/search?q=VaR" title=" VaR"> VaR</a>, <a href="https://publications.waset.org/abstracts/search?q=expected%20ehortfall" title=" expected ehortfall"> expected ehortfall</a> </p> <a href="https://publications.waset.org/abstracts/43188/cppi-method-with-conditional-floor-the-discrete-time-case" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/43188.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">305</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">282</span> A Hazard Rate Function for the Time of Ruin</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sule%20Sahin">Sule Sahin</a>, <a href="https://publications.waset.org/abstracts/search?q=Basak%20Bulut%20Karageyik"> Basak Bulut Karageyik</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper introduces a hazard rate function for the time of ruin to calculate the conditional probability of ruin for very small intervals. We call this function the force of ruin (FoR). We obtain the expected time of ruin and conditional expected time of ruin from the exact finite time ruin probability with exponential claim amounts. Then we introduce the FoR which gives the conditional probability of ruin and the condition is that ruin has not occurred at time t. We analyse the behavior of the FoR function for different initial surpluses over a specific time interval. We also obtain FoR under the excess of loss reinsurance arrangement and examine the effect of reinsurance on the FoR. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conditional%20time%20of%20ruin" title="conditional time of ruin">conditional time of ruin</a>, <a href="https://publications.waset.org/abstracts/search?q=finite%20time%20ruin%20probability" title=" finite time ruin probability"> finite time ruin probability</a>, <a href="https://publications.waset.org/abstracts/search?q=force%20of%20ruin" title=" force of ruin"> force of ruin</a>, <a href="https://publications.waset.org/abstracts/search?q=reinsurance" title=" reinsurance"> reinsurance</a> </p> <a href="https://publications.waset.org/abstracts/55648/a-hazard-rate-function-for-the-time-of-ruin" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/55648.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">406</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">281</span> Bayesian Analysis of Change Point Problems Using Conditionally Specified Priors</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Golnaz%20Shahtahmassebi">Golnaz Shahtahmassebi</a>, <a href="https://publications.waset.org/abstracts/search?q=Jose%20Maria%20Sarabia"> Jose Maria Sarabia</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this talk, we introduce a new class of conjugate prior distributions obtained from conditional specification methodology. We illustrate the application of such distribution in Bayesian change point detection in Poisson processes. We obtain the posterior distribution of model parameters using a general bivariate distribution with gamma conditionals. Simulation from the posterior is readily implemented using a Gibbs sampling algorithm. The Gibbs sampling is implemented even when using conditional densities that are incompatible or only compatible with an improper joint density. The application of such methods will be demonstrated using examples of simulated and real data. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=change%20point" title="change point">change point</a>, <a href="https://publications.waset.org/abstracts/search?q=bayesian%20inference" title=" bayesian inference"> bayesian inference</a>, <a href="https://publications.waset.org/abstracts/search?q=Gibbs%20sampler" title=" Gibbs sampler"> Gibbs sampler</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20specification" title=" conditional specification"> conditional specification</a>, <a href="https://publications.waset.org/abstracts/search?q=gamma%20conditional%20distributions" title=" gamma conditional distributions"> gamma conditional distributions</a> </p> <a href="https://publications.waset.org/abstracts/141782/bayesian-analysis-of-change-point-problems-using-conditionally-specified-priors" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/141782.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">189</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">280</span> Nonparametric Quantile Regression for Multivariate Spatial Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=S.%20H.%20Arnaud%20Kanga">S. H. Arnaud Kanga</a>, <a href="https://publications.waset.org/abstracts/search?q=O.%20Hili"> O. Hili</a>, <a href="https://publications.waset.org/abstracts/search?q=S.%20Dabo-Niang"> S. Dabo-Niang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conditional%20quantile" title="conditional quantile">conditional quantile</a>, <a href="https://publications.waset.org/abstracts/search?q=kernel" title=" kernel"> kernel</a>, <a href="https://publications.waset.org/abstracts/search?q=nonparametric" title=" nonparametric"> nonparametric</a>, <a href="https://publications.waset.org/abstracts/search?q=stationary" title=" stationary"> stationary</a> </p> <a href="https://publications.waset.org/abstracts/109937/nonparametric-quantile-regression-for-multivariate-spatial-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/109937.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">154</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">279</span> On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Amit%20Ghosh">Amit Ghosh</a>, <a href="https://publications.waset.org/abstracts/search?q=Chanchal%20Kundu"> Chanchal Kundu</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=cumulative%20past%20inaccuracy" title="cumulative past inaccuracy">cumulative past inaccuracy</a>, <a href="https://publications.waset.org/abstracts/search?q=marginal%20and%20conditional%20past%20lifetimes" title=" marginal and conditional past lifetimes"> marginal and conditional past lifetimes</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20proportional%20reversed%20hazard%20rate%20model" title=" conditional proportional reversed hazard rate model"> conditional proportional reversed hazard rate model</a>, <a href="https://publications.waset.org/abstracts/search?q=usual%20stochastic%20order" title=" usual stochastic order"> usual stochastic order</a> </p> <a href="https://publications.waset.org/abstracts/79608/on-generalized-cumulative-past-inaccuracy-measure-for-marginal-and-conditional-lifetimes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/79608.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">253</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">278</span> Estimating the Volatilite of Stock Markets in Case of Financial Crisis</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gultekin%20Gurcay">Gultekin Gurcay</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, effects and responses of stock were analyzed. This analysis was done periodically. The dimensions of the financial crisis impact on the stock market were investigated by GARCH model. In this context, S&P 500 stock market is modeled with DAX, NIKKEI and BIST100. In this way, The effects of the changing in S&P 500 stock market were examined on European and Asian stock markets. Conditional variance coefficient will be calculated through garch model. The scope of the crisis period, the conditional covariance coefficient will be analyzed comparatively. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conditional%20variance%20coefficient" title="conditional variance coefficient">conditional variance coefficient</a>, <a href="https://publications.waset.org/abstracts/search?q=financial%20crisis" title=" financial crisis"> financial crisis</a>, <a href="https://publications.waset.org/abstracts/search?q=garch%20model" title=" garch model"> garch model</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market" title=" stock market"> stock market</a> </p> <a href="https://publications.waset.org/abstracts/40843/estimating-the-volatilite-of-stock-markets-in-case-of-financial-crisis" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/40843.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">294</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">277</span> Deepnic, A Method to Transform Each Variable into Image for Deep Learning</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Nguyen%20J.%20M.">Nguyen J. M.</a>, <a href="https://publications.waset.org/abstracts/search?q=Lucas%20G."> Lucas G.</a>, <a href="https://publications.waset.org/abstracts/search?q=Brunner%20M."> Brunner M.</a>, <a href="https://publications.waset.org/abstracts/search?q=Ruan%20S."> Ruan S.</a>, <a href="https://publications.waset.org/abstracts/search?q=Antonioli%20D."> Antonioli D.</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Deep learning based on convolutional neural networks (CNN) is a very powerful technique for classifying information from an image. We propose a new method, DeepNic, to transform each variable of a tabular dataset into an image where each pixel represents a set of conditions that allow the variable to make an error-free prediction. The contrast of each pixel is proportional to its prediction performance and the color of each pixel corresponds to a sub-family of NICs. NICs are probabilities that depend on the number of inputs to each neuron and the range of coefficients of the inputs. Each variable can therefore be expressed as a function of a matrix of 2 vectors corresponding to an image whose pixels express predictive capabilities. Our objective is to transform each variable of tabular data into images into an image that can be analysed by CNNs, unlike other methods which use all the variables to construct an image. We analyse the NIC information of each variable and express it as a function of the number of neurons and the range of coefficients used. The predictive value and the category of the NIC are expressed by the contrast and the color of the pixel. We have developed a pipeline to implement this technology and have successfully applied it to genomic expressions on an Affymetrix chip. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=tabular%20data" title="tabular data">tabular data</a>, <a href="https://publications.waset.org/abstracts/search?q=deep%20learning" title=" deep learning"> deep learning</a>, <a href="https://publications.waset.org/abstracts/search?q=perfect%20trees" title=" perfect trees"> perfect trees</a>, <a href="https://publications.waset.org/abstracts/search?q=NICS" title=" NICS"> NICS</a> </p> <a href="https://publications.waset.org/abstracts/152479/deepnic-a-method-to-transform-each-variable-into-image-for-deep-learning" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/152479.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">90</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">276</span> Evidence of Conditional and Unconditional Cooperation in a Public Goods Game: Experimental Evidence from Mali</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Maria%20Laura%20Alzua">Maria Laura Alzua</a>, <a href="https://publications.waset.org/abstracts/search?q=Maria%20Adelaida%20Lopera"> Maria Adelaida Lopera</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper measures the relative importance of conditional cooperation and unconditional cooperation in a large public goods experiment conducted in Mali. We use expectations about total public goods provision to estimate a structural choice model with heterogeneous preferences. While unconditional cooperation can be captured by common preferences shared by all participants, conditional cooperation is much more heterogeneous and depends on unobserved individual factors. This structural model, in combination with two experimental treatments, suggests that leadership and group communication incentivize public goods provision through different channels. First, We find that participation of local leaders effectively changes individual choices through unconditional cooperation. A simulation exercise predicts that even in the most pessimistic scenario in which all participants expect zero public good provision, 60% would still choose to cooperate. Second, allowing participants to communicate fosters conditional cooperation. The simulations suggest that expectations are responsible for around 24% of the observed public good provision and that group communication does not necessarily ameliorate public good provision. In fact, communication may even worsen the outcome when expectations are low. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conditional%20cooperation" title="conditional cooperation">conditional cooperation</a>, <a href="https://publications.waset.org/abstracts/search?q=discrete%20choice%20model" title=" discrete choice model"> discrete choice model</a>, <a href="https://publications.waset.org/abstracts/search?q=expectations" title=" expectations"> expectations</a>, <a href="https://publications.waset.org/abstracts/search?q=public%20goods%20game" title=" public goods game"> public goods game</a>, <a href="https://publications.waset.org/abstracts/search?q=random%20coefficients%20model" title=" random coefficients model"> random coefficients model</a> </p> <a href="https://publications.waset.org/abstracts/43314/evidence-of-conditional-and-unconditional-cooperation-in-a-public-goods-game-experimental-evidence-from-mali" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/43314.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">306</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">275</span> Facial Expression Recognition Using Sparse Gaussian Conditional Random Field</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mohammadamin%20Abbasnejad">Mohammadamin Abbasnejad</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The analysis of expression and facial Action Units (AUs) detection are very important tasks in fields of computer vision and Human Computer Interaction (HCI) due to the wide range of applications in human life. Many works have been done during the past few years which has their own advantages and disadvantages. In this work, we present a new model based on Gaussian Conditional Random Field. We solve our objective problem using ADMM and we show how well the proposed model works. We train and test our work on two facial expression datasets, CK+, and RU-FACS. Experimental evaluation shows that our proposed approach outperform state of the art expression recognition. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gaussian%20Conditional%20Random%20Field" title="Gaussian Conditional Random Field">Gaussian Conditional Random Field</a>, <a href="https://publications.waset.org/abstracts/search?q=ADMM" title=" ADMM"> ADMM</a>, <a href="https://publications.waset.org/abstracts/search?q=convergence" title=" convergence"> convergence</a>, <a href="https://publications.waset.org/abstracts/search?q=gradient%20descent" title=" gradient descent"> gradient descent</a> </p> <a href="https://publications.waset.org/abstracts/26245/facial-expression-recognition-using-sparse-gaussian-conditional-random-field" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/26245.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">356</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">274</span> Surveillance Video Summarization Based on Histogram Differencing and Sum Conditional Variance</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Nada%20Jasim%20Habeeb">Nada Jasim Habeeb</a>, <a href="https://publications.waset.org/abstracts/search?q=Rana%20Saad%20Mohammed"> Rana Saad Mohammed</a>, <a href="https://publications.waset.org/abstracts/search?q=Muntaha%20Khudair%20Abbass"> Muntaha Khudair Abbass </a> </p> <p class="card-text"><strong>Abstract:</strong></p> For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=temporal%20differencing" title="temporal differencing">temporal differencing</a>, <a href="https://publications.waset.org/abstracts/search?q=video%20summarization" title=" video summarization"> video summarization</a>, <a href="https://publications.waset.org/abstracts/search?q=histogram%20differencing" title=" histogram differencing"> histogram differencing</a>, <a href="https://publications.waset.org/abstracts/search?q=sum%20conditional%20variance" title=" sum conditional variance"> sum conditional variance</a> </p> <a href="https://publications.waset.org/abstracts/54404/surveillance-video-summarization-based-on-histogram-differencing-and-sum-conditional-variance" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/54404.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">349</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">273</span> Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Souhir%20Ben%20Amor">Souhir Ben Amor</a>, <a href="https://publications.waset.org/abstracts/search?q=Heni%20Boubaker"> Heni Boubaker</a>, <a href="https://publications.waset.org/abstracts/search?q=Lotfi%20Belkacem"> Lotfi Belkacem</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=electricity%20price" title="electricity price">electricity price</a>, <a href="https://publications.waset.org/abstracts/search?q=k-factor%20GARMA" title=" k-factor GARMA"> k-factor GARMA</a>, <a href="https://publications.waset.org/abstracts/search?q=LLWNN" title=" LLWNN"> LLWNN</a>, <a href="https://publications.waset.org/abstracts/search?q=G-GARCH" title=" G-GARCH"> G-GARCH</a>, <a href="https://publications.waset.org/abstracts/search?q=forecasting" title=" forecasting"> forecasting</a> </p> <a href="https://publications.waset.org/abstracts/75361/forecasting-electricity-spot-price-with-generalized-long-memory-modeling-wavelet-and-neural-network" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/75361.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">231</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">272</span> Forward Conditional Restricted Boltzmann Machines for the Generation of Music</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Johan%20Loeckx">Johan Loeckx</a>, <a href="https://publications.waset.org/abstracts/search?q=Joeri%20Bultheel"> Joeri Bultheel</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Recently, the application of deep learning to music has gained popularity. Its true potential, however, has been largely unexplored. In this paper, a new idea for representing the dynamic behavior of music is proposed. A ”forward” conditional RBM takes into account not only preceding but also future samples during training. Though this may sound controversial at first sight, it will be shown that it makes sense from a musical and neuro-cognitive perspective. The model is applied to reconstruct music based upon the first notes and to improvise in the musical style of a composer. Different to expectations, reconstruction accuracy with respect to a regular CRBM with the same order, was not significantly improved. More research is needed to test the performance on unseen data. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=deep%20learning" title="deep learning">deep learning</a>, <a href="https://publications.waset.org/abstracts/search?q=restricted%20boltzmann%20machine" title=" restricted boltzmann machine"> restricted boltzmann machine</a>, <a href="https://publications.waset.org/abstracts/search?q=music%20generation" title=" music generation"> music generation</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20restricted%20boltzmann%20machine%20%28CRBM%29" title=" conditional restricted boltzmann machine (CRBM)"> conditional restricted boltzmann machine (CRBM)</a> </p> <a href="https://publications.waset.org/abstracts/19489/forward-conditional-restricted-boltzmann-machines-for-the-generation-of-music" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/19489.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">522</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">271</span> A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Longqing%20Li">Longqing Li</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Value-at-Risk" title="Value-at-Risk">Value-at-Risk</a>, <a href="https://publications.waset.org/abstracts/search?q=Extreme%20Value%20Theory" title=" Extreme Value Theory"> Extreme Value Theory</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20EVT" title=" conditional EVT"> conditional EVT</a>, <a href="https://publications.waset.org/abstracts/search?q=backtesting" title=" backtesting"> backtesting</a> </p> <a href="https://publications.waset.org/abstracts/49589/a-comparative-study-of-generalized-autoregressive-conditional-heteroskedasticity-garch-and-extreme-value-theory-evt-model-in-modeling-value-at-risk-var" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/49589.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">321</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">270</span> Use of Multistage Transition Regression Models for Credit Card Income Prediction</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Denys%20Osipenko">Denys Osipenko</a>, <a href="https://publications.waset.org/abstracts/search?q=Jonathan%20Crook"> Jonathan Crook</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=multinomial%20regression" title="multinomial regression">multinomial regression</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20logistic%20regression" title=" conditional logistic regression"> conditional logistic regression</a>, <a href="https://publications.waset.org/abstracts/search?q=credit%20account%20state" title=" credit account state"> credit account state</a>, <a href="https://publications.waset.org/abstracts/search?q=transition%20probability" title=" transition probability"> transition probability</a> </p> <a href="https://publications.waset.org/abstracts/19488/use-of-multistage-transition-regression-models-for-credit-card-income-prediction" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/19488.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">487</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">269</span> DeepNIC a Method to Transform Each Tabular Variable into an Independant Image Analyzable by Basic CNNs</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Nguyen%20J.%20M.">Nguyen J. M.</a>, <a href="https://publications.waset.org/abstracts/search?q=Lucas%20G."> Lucas G.</a>, <a href="https://publications.waset.org/abstracts/search?q=Ruan%20S."> Ruan S.</a>, <a href="https://publications.waset.org/abstracts/search?q=Digonnet%20H."> Digonnet H.</a>, <a href="https://publications.waset.org/abstracts/search?q=Antonioli%20D."> Antonioli D.</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Introduction: Deep Learning (DL) is a very powerful tool for analyzing image data. But for tabular data, it cannot compete with machine learning methods like XGBoost. The research question becomes: can tabular data be transformed into images that can be analyzed by simple CNNs (Convolutional Neuron Networks)? Will DL be the absolute tool for data classification? All current solutions consist in repositioning the variables in a 2x2 matrix using their correlation proximity. In doing so, it obtains an image whose pixels are the variables. We implement a technology, DeepNIC, that offers the possibility of obtaining an image for each variable, which can be analyzed by simple CNNs. Material and method: The 'ROP' (Regression OPtimized) model is a binary and atypical decision tree whose nodes are managed by a new artificial neuron, the Neurop. By positioning an artificial neuron in each node of the decision trees, it is possible to make an adjustment on a theoretically infinite number of variables at each node. From this new decision tree whose nodes are artificial neurons, we created the concept of a 'Random Forest of Perfect Trees' (RFPT), which disobeys Breiman's concepts by assembling very large numbers of small trees with no classification errors. From the results of the RFPT, we developed a family of 10 statistical information criteria, Nguyen Information Criterion (NICs), which evaluates in 3 dimensions the predictive quality of a variable: Performance, Complexity and Multiplicity of solution. A NIC is a probability that can be transformed into a grey level. The value of a NIC depends essentially on 2 super parameters used in Neurops. By varying these 2 super parameters, we obtain a 2x2 matrix of probabilities for each NIC. We can combine these 10 NICs with the functions AND, OR, and XOR. The total number of combinations is greater than 100,000. In total, we obtain for each variable an image of at least 1166x1167 pixels. The intensity of the pixels is proportional to the probability of the associated NIC. The color depends on the associated NIC. This image actually contains considerable information about the ability of the variable to make the prediction of Y, depending on the presence or absence of other variables. A basic CNNs model was trained for supervised classification. Results: The first results are impressive. Using the GSE22513 public data (Omic data set of markers of Taxane Sensitivity in Breast Cancer), DEEPNic outperformed other statistical methods, including XGBoost. We still need to generalize the comparison on several databases. Conclusion: The ability to transform any tabular variable into an image offers the possibility of merging image and tabular information in the same format. This opens up great perspectives in the analysis of metadata. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=tabular%20data" title="tabular data">tabular data</a>, <a href="https://publications.waset.org/abstracts/search?q=CNNs" title=" CNNs"> CNNs</a>, <a href="https://publications.waset.org/abstracts/search?q=NICs" title=" NICs"> NICs</a>, <a href="https://publications.waset.org/abstracts/search?q=DeepNICs" title=" DeepNICs"> DeepNICs</a>, <a href="https://publications.waset.org/abstracts/search?q=random%20forest%20of%20perfect%20trees" title=" random forest of perfect trees"> random forest of perfect trees</a>, <a href="https://publications.waset.org/abstracts/search?q=classification" title=" classification"> classification</a> </p> <a href="https://publications.waset.org/abstracts/166192/deepnic-a-method-to-transform-each-tabular-variable-into-an-independant-image-analyzable-by-basic-cnns" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/166192.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">125</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">268</span> Ankaferd Blood Stopper (ABS) Has Protective Effect on Colonic Inflammation: An in Vitro Study in Raw 264.7 and Caco-2 Cells</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Aysegul%20Alyamac">Aysegul Alyamac</a>, <a href="https://publications.waset.org/abstracts/search?q=Sukru%20Gulec"> Sukru Gulec</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Ankaferd Blood Stopper (ABS) is a plant extract used to stop bleeding caused by injuries and surgical interventions. ABS also involved in wound healing of intestinal mucosal damage due to oxidative stress and inflammation. Inflammatory Bowel Disease (IBD) is a common chronic disorder of the gastrointestinal tract that causes abdominal pain, diarrhea, and gastrointestinal bleeding, and increases the risk of colon cancer. Inflammation is an essential factor in the development of IBD. The various studies have been performed about the physiological effects of ABS; however, ABS dependent mechanism on colonic inflammation has not been elucidated. Thus, the protective effect of ABS on colonic inflammation was investigated in this study. The Caco-2 and RAW 264.7 murine macrophage cells were used as a model of in vitro colonic inflammation. RAW 264.7 cells were treated with lipopolysaccharide (LPS) for 12 hours to induce the inflammation, and a conditional medium was obtained. Caco-2 cells were treated with 15 µl/ml ABS for 4 hours, then incubated with conditional medium and the cells also were incubated with 15 µl/ml ABS and conditional medium together for 4 hours. Tumor necrosis factor alpha (TNF-α) protein levels were targeted in testing inflammatory condition and its level was significantly increased (25 fold, p<0.001) compared to the control group by using Enzyme-Linked Immunosorbent Assay (ELISA) method. The COX-2 mRNA level was used as a marker gene to show the possible anti-inflammatory effect of ABS in Caco-2 cells. RAW cells-derived conditional medium significantly (3.3 fold, p<0.001) induced cyclooxygenase-2 (COX-2) mRNA levels in Caco-2 cells. The pretreatment of Caco-2 cells caused a significant decrease (3.3 fold, p<0.001) in COX-2 mRNA levels relative to conditional medium given group. Furthermore, COX-2 mRNA level was significantly reduced (4,7 fold, p<0.001) in ABS and conditional medium treated group. These results suggest that ABS might have an anti-inflammatory effect in vitro. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ankaferd%20blood%20stopper" title="Ankaferd blood stopper">Ankaferd blood stopper</a>, <a href="https://publications.waset.org/abstracts/search?q=CaCo-2" title=" CaCo-2"> CaCo-2</a>, <a href="https://publications.waset.org/abstracts/search?q=colonic%20inflammation" title=" colonic inflammation"> colonic inflammation</a>, <a href="https://publications.waset.org/abstracts/search?q=RAW%20264.7" title=" RAW 264.7"> RAW 264.7</a> </p> <a href="https://publications.waset.org/abstracts/121210/ankaferd-blood-stopper-abs-has-protective-effect-on-colonic-inflammation-an-in-vitro-study-in-raw-2647-and-caco-2-cells" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/121210.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">146</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">267</span> VaR Estimation Using the Informational Content of Futures Traded Volume</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Amel%20Oueslati">Amel Oueslati</a>, <a href="https://publications.waset.org/abstracts/search?q=Olfa%20Benouda"> Olfa Benouda</a> </p> <p class="card-text"><strong>Abstract:</strong></p> New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Garch-EVT" title="Garch-EVT">Garch-EVT</a>, <a href="https://publications.waset.org/abstracts/search?q=value%20at%20risk" title=" value at risk"> value at risk</a>, <a href="https://publications.waset.org/abstracts/search?q=volume" title=" volume"> volume</a>, <a href="https://publications.waset.org/abstracts/search?q=volatility" title=" volatility"> volatility</a> </p> <a href="https://publications.waset.org/abstracts/56021/var-estimation-using-the-informational-content-of-futures-traded-volume" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/56021.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">285</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">266</span> Spatial Time Series Models for Rice and Cassava Yields Based on Bayesian Linear Mixed Models</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Panudet%20Saengseedam">Panudet Saengseedam</a>, <a href="https://publications.waset.org/abstracts/search?q=Nanthachai%20Kantanantha"> Nanthachai Kantanantha</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Bayesian%20method" title="Bayesian method">Bayesian method</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20mixed%20model" title=" linear mixed model"> linear mixed model</a>, <a href="https://publications.waset.org/abstracts/search?q=multivariate%20conditional%20autoregressive%20model" title=" multivariate conditional autoregressive model"> multivariate conditional autoregressive model</a>, <a href="https://publications.waset.org/abstracts/search?q=spatial%20time%20series" title=" spatial time series"> spatial time series</a> </p> <a href="https://publications.waset.org/abstracts/11875/spatial-time-series-models-for-rice-and-cassava-yields-based-on-bayesian-linear-mixed-models" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/11875.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">395</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">265</span> FMR1 Gene Carrier Screening for Premature Ovarian Insufficiency in Females: An Indian Scenario</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sarita%20Agarwal">Sarita Agarwal</a>, <a href="https://publications.waset.org/abstracts/search?q=Deepika%20Delsa%20Dean"> Deepika Delsa Dean</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Like the task of transferring photo images to artistic images, image-to-image translation aims to translate the data to the imitated data which belongs to the target domain. Neural Style Transfer and CycleGAN are two well-known deep learning architectures used for photo image-to-art image transfer. However, studies involving these two models concentrate on one-to-one domain translation, not one-to-multi domains translation. Our study tries to investigate deep learning architectures, which can be controlled to yield multiple artistic style translation only by adding a conditional vector. We have expanded CycleGAN and constructed Conditional CycleGAN for 5 kinds of categories translation. Our study found that the architecture inserting conditional vector into the middle layer of the Generator could output multiple artistic images. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=genetic%20counseling" title="genetic counseling">genetic counseling</a>, <a href="https://publications.waset.org/abstracts/search?q=FMR1%20gene" title=" FMR1 gene"> FMR1 gene</a>, <a href="https://publications.waset.org/abstracts/search?q=fragile%20x-associated%20primary%20ovarian%20insufficiency" title=" fragile x-associated primary ovarian insufficiency"> fragile x-associated primary ovarian insufficiency</a>, <a href="https://publications.waset.org/abstracts/search?q=premutation" title=" premutation"> premutation</a> </p> <a href="https://publications.waset.org/abstracts/118798/fmr1-gene-carrier-screening-for-premature-ovarian-insufficiency-in-females-an-indian-scenario" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/118798.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">131</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">264</span> Measuring Banking Systemic Risk Conditional Value-At-Risk and Conditional Coherent Expected Shortfall in Taiwan Using Vector Quantile GARCH Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ender%20Su">Ender Su</a>, <a href="https://publications.waset.org/abstracts/search?q=Kai%20Wen%20Wong"> Kai Wen Wong</a>, <a href="https://publications.waset.org/abstracts/search?q=I-Ling%20Ju"> I-Ling Ju</a>, <a href="https://publications.waset.org/abstracts/search?q=Ya-Ling%20Wang"> Ya-Ling Wang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this study, the systemic risk change of Taiwan’s banking sector is analyzed during the financial crisis. The risk expose of each financial institutions to the whole Taiwan banking systemic risk or vice versa under financial distress are measured by conditional Value-at-Risk (CoVaR) and conditional coherent expected shortfall (CoES). The CoVaR and CoES are estimated by using vector quantile autoregression (MVMQ-CaViaR) with the daily stock returns of each banks included domestic and foreign banks in Taiwan. The daily in-sample data covered the period from 05/20/2002 to 07/31/2007 and the out-of-sample period until 12/31/2013 spanning the 2008 U.S. subprime crisis, 2010 Greek debt crisis, and post risk duration. All banks in Taiwan are categorised into several groups according to their size of market capital, leverage and domestic/foreign to find out what the extent of changes of the systemic risk as the risk changes between the individuals in the bank groups and vice versa. The final results can provide a guidance to financial supervisory commission of Taiwan to gauge the downside risk in the system of financial institutions and determine the minimum capital requirement hold by financial institutions due to the sensibility changes in CoVaR and CoES of each banks. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bank%20financial%20distress" title="bank financial distress">bank financial distress</a>, <a href="https://publications.waset.org/abstracts/search?q=vector%20quantile%20autoregression" title=" vector quantile autoregression"> vector quantile autoregression</a>, <a href="https://publications.waset.org/abstracts/search?q=CoVaR" title=" CoVaR"> CoVaR</a>, <a href="https://publications.waset.org/abstracts/search?q=CoES" title=" CoES"> CoES</a> </p> <a href="https://publications.waset.org/abstracts/53814/measuring-banking-systemic-risk-conditional-value-at-risk-and-conditional-coherent-expected-shortfall-in-taiwan-using-vector-quantile-garch-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/53814.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">386</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">263</span> Estimating the Relationship between Education and Political Polarization over Immigration across Europe</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ben%20Tappin">Ben Tappin</a>, <a href="https://publications.waset.org/abstracts/search?q=Ryan%20McKay"> Ryan McKay</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The political left and right appear to disagree not only over questions of value but, also, over questions of fact—over what is true “out there” in society and the world. Alarmingly, a large body of survey data collected during the past decade suggests that this disagreement tends to be greatest among the most educated and most cognitively sophisticated opposing partisans. In other words, the data show that these individuals display the widest political polarization in their reported factual beliefs. Explanations of this polarization pattern draw heavily on cultural and political factors; yet, the large majority of the evidence originates from one cultural and political context—the United States, a country with a rather unique cultural and political history. One consequence is that widening political polarization conditional on education and cognitive sophistication may be due to idiosyncratic cultural, political or historical factors endogenous to US society—rather than a more general, international phenomenon. We examined widening political polarization conditional on education across Europe, over a topic that is culturally and politically contested; immigration. To do so, we analyzed data from the European Social Survey, a premier survey of countries in and around the European area conducted biennially since 2002. Our main results are threefold. First, we see widening political polarization conditional on education over beliefs about the economic impact of immigration. The foremost countries showing this pattern are the most influential in Europe: Germany and France. However, we also see heterogeneity across countries, with some—such as Belgium—showing no evidence of such polarization. Second, we find that widening political polarization conditional on education is a product of sorting. That is, highly educated partisans exhibit stronger within-group consensus in their beliefs about immigration—the data do not support the view that the more educated partisans are more polarized simply because the less educated fail to adopt a position on the question. Third, and finally, we find some evidence that shocks to the political climate of countries in the European area—for example, the “refugee crisis” of summer 2015—were associated with a subsequent increase in political polarization over immigration conditional on education. The largest increase was observed in Germany, which was at the centre of the so-called refugee crisis in 2015. These results reveal numerous insights: they show that widening political polarization conditional on education is not restricted to the US or native English-speaking culture; that such polarization emerges in the domain of immigration; that it is a product of within-group consensus among the more educated; and, finally, that exogenous shocks to the political climate may be associated with subsequent increases in political polarization conditional on education. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=beliefs" title="beliefs">beliefs</a>, <a href="https://publications.waset.org/abstracts/search?q=Europe" title=" Europe"> Europe</a>, <a href="https://publications.waset.org/abstracts/search?q=immigration" title=" immigration"> immigration</a>, <a href="https://publications.waset.org/abstracts/search?q=political%20polarization" title=" political polarization"> political polarization</a> </p> <a href="https://publications.waset.org/abstracts/105430/estimating-the-relationship-between-education-and-political-polarization-over-immigration-across-europe" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/105430.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">147</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">262</span> ARIMA-GARCH, A Statistical Modeling for Epileptic Seizure Prediction</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Salman%20Mohamadi">Salman Mohamadi</a>, <a href="https://publications.waset.org/abstracts/search?q=Seyed%20Mohammad%20Ali%20Tayaranian%20Hosseini"> Seyed Mohammad Ali Tayaranian Hosseini</a>, <a href="https://publications.waset.org/abstracts/search?q=Hamidreza%20Amindavar"> Hamidreza Amindavar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=epileptic%20seizure%20prediction" title="epileptic seizure prediction ">epileptic seizure prediction </a>, <a href="https://publications.waset.org/abstracts/search?q=ARIMA" title=" ARIMA"> ARIMA</a>, <a href="https://publications.waset.org/abstracts/search?q=ARCH%20and%20GARCH%20modeling" title=" ARCH and GARCH modeling"> ARCH and GARCH modeling</a>, <a href="https://publications.waset.org/abstracts/search?q=heteroskedasticity" title=" heteroskedasticity"> heteroskedasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=EEG" title=" EEG"> EEG</a> </p> <a href="https://publications.waset.org/abstracts/59028/arima-garch-a-statistical-modeling-for-epileptic-seizure-prediction" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/59028.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">406</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">261</span> Time Series Simulation by Conditional Generative Adversarial Net</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Rao%20Fu">Rao Fu</a>, <a href="https://publications.waset.org/abstracts/search?q=Jie%20Chen"> Jie Chen</a>, <a href="https://publications.waset.org/abstracts/search?q=Shutian%20Zeng"> Shutian Zeng</a>, <a href="https://publications.waset.org/abstracts/search?q=Yiping%20Zhuang"> Yiping Zhuang</a>, <a href="https://publications.waset.org/abstracts/search?q=Agus%20Sudjianto"> Agus Sudjianto</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conditional%20generative%20adversarial%20net" title="conditional generative adversarial net">conditional generative adversarial net</a>, <a href="https://publications.waset.org/abstracts/search?q=market%20and%20credit%20risk%20management" title=" market and credit risk management"> market and credit risk management</a>, <a href="https://publications.waset.org/abstracts/search?q=neural%20network" title=" neural network"> neural network</a>, <a href="https://publications.waset.org/abstracts/search?q=time%20series" title=" time series"> time series</a> </p> <a href="https://publications.waset.org/abstracts/123535/time-series-simulation-by-conditional-generative-adversarial-net" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/123535.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">143</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">260</span> Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Shay%20Kee%20Tan">Shay Kee Tan</a>, <a href="https://publications.waset.org/abstracts/search?q=Kok%20Haur%20Ng"> Kok Haur Ng</a>, <a href="https://publications.waset.org/abstracts/search?q=Jennifer%20So-Kuen%20Chan"> Jennifer So-Kuen Chan</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=range-based%20volatility" title="range-based volatility">range-based volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=correlation" title=" correlation"> correlation</a>, <a href="https://publications.waset.org/abstracts/search?q=multivariate%20CARR-return%20model" title=" multivariate CARR-return model"> multivariate CARR-return model</a>, <a href="https://publications.waset.org/abstracts/search?q=value-at-risk" title=" value-at-risk"> value-at-risk</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20value-at-risk" title=" conditional value-at-risk"> conditional value-at-risk</a> </p> <a href="https://publications.waset.org/abstracts/159359/predicting-returns-volatilities-and-correlations-of-stock-indices-using-multivariate-conditional-autoregressive-range-and-return-models" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/159359.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">99</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">259</span> The Impact of Unconditional and Conditional Conservatism on Cost of Equity Capital: A Quantile Regression Approach for MENA Countries</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Khalifa%20Maha">Khalifa Maha</a>, <a href="https://publications.waset.org/abstracts/search?q=Ben%20Othman%20Hakim"> Ben Othman Hakim</a>, <a href="https://publications.waset.org/abstracts/search?q=Khaled%20Hussainey"> Khaled Hussainey </a> </p> <p class="card-text"><strong>Abstract:</strong></p> Prior empirical studies have investigated the economic consequences of accounting conservatism by examining its impact on the cost of equity capital (COEC). However, findings are not conclusive. We assume that inconsistent results of such association may be attributed to the regression models used in data analysis. To address this issue, we re-examine the effect of different dimension of accounting conservatism: unconditional conservatism (U_CONS) and conditional conservatism (C_CONS) on the COEC for a sample of listed firms from Middle Eastern and North Africa (MENA) countries, applying quantile regression (QR) approach developed by Koenker and Basset (1978). While classical ordinary least square (OLS) method is widely used in empirical accounting research, however it may produce inefficient and bias estimates in the case of departures from normality or long tail error distribution. QR method is more powerful than OLS to handle this kind of problem. It allows the coefficient on the independent variables to shift across the distribution of the dependent variable whereas OLS method only estimates the conditional mean effects of a response variable. We find as predicted that U_CONS has a significant positive effect on the COEC however, C_CONS has a negative impact. Findings suggest also that the effect of the two dimensions of accounting conservatism differs considerably across COEC quantiles. Comparing results from QR method with those of OLS, this study throws more lights on the association between accounting conservatism and COEC. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=unconditional%20conservatism" title="unconditional conservatism">unconditional conservatism</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20conservatism" title=" conditional conservatism"> conditional conservatism</a>, <a href="https://publications.waset.org/abstracts/search?q=cost%20of%20equity%20capital" title=" cost of equity capital"> cost of equity capital</a>, <a href="https://publications.waset.org/abstracts/search?q=OLS" title=" OLS"> OLS</a>, <a href="https://publications.waset.org/abstracts/search?q=quantile%20regression" title=" quantile regression"> quantile regression</a>, <a href="https://publications.waset.org/abstracts/search?q=emerging%20markets" title=" emerging markets"> emerging markets</a>, <a href="https://publications.waset.org/abstracts/search?q=MENA%20countries" title=" MENA countries"> MENA countries</a> </p> <a href="https://publications.waset.org/abstracts/18731/the-impact-of-unconditional-and-conditional-conservatism-on-cost-of-equity-capital-a-quantile-regression-approach-for-mena-countries" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/18731.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">359</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">258</span> Volatility and Stylized Facts</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kalai%20Lamia">Kalai Lamia</a>, <a href="https://publications.waset.org/abstracts/search?q=Jilani%20Faouzi"> Jilani Faouzi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=asymmetry%20volatility" title="asymmetry volatility">asymmetry volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=clustering" title=" clustering"> clustering</a>, <a href="https://publications.waset.org/abstracts/search?q=stylised%20facts" title=" stylised facts"> stylised facts</a>, <a href="https://publications.waset.org/abstracts/search?q=leverage%20effect" title=" leverage effect"> leverage effect</a> </p> <a href="https://publications.waset.org/abstracts/30403/volatility-and-stylized-facts" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/30403.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">299</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">257</span> Analysing Techniques for Fusing Multimodal Data in Predictive Scenarios Using Convolutional Neural Networks</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Philipp%20Ruf">Philipp Ruf</a>, <a href="https://publications.waset.org/abstracts/search?q=Massiwa%20Chabbi"> Massiwa Chabbi</a>, <a href="https://publications.waset.org/abstracts/search?q=Christoph%20Reich"> Christoph Reich</a>, <a href="https://publications.waset.org/abstracts/search?q=Djaffar%20Ould-Abdeslam"> Djaffar Ould-Abdeslam</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In recent years, convolutional neural networks (CNN) have demonstrated high performance in image analysis, but oftentimes, there is only structured data available regarding a specific problem. By interpreting structured data as images, CNNs can effectively learn and extract valuable insights from tabular data, leading to improved predictive accuracy and uncovering hidden patterns that may not be apparent in traditional structured data analysis. In applying a single neural network for analyzing multimodal data, e.g., both structured and unstructured information, significant advantages in terms of time complexity and energy efficiency can be achieved. Converting structured data into images and merging them with existing visual material offers a promising solution for applying CNN in multimodal datasets, as they often occur in a medical context. By employing suitable preprocessing techniques, structured data is transformed into image representations, where the respective features are expressed as different formations of colors and shapes. In an additional step, these representations are fused with existing images to incorporate both types of information. This final image is finally analyzed using a CNN. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=CNN" title="CNN">CNN</a>, <a href="https://publications.waset.org/abstracts/search?q=image%20processing" title=" image processing"> image processing</a>, <a href="https://publications.waset.org/abstracts/search?q=tabular%20data" title=" tabular data"> tabular data</a>, <a href="https://publications.waset.org/abstracts/search?q=mixed%20dataset" title=" mixed dataset"> mixed dataset</a>, <a href="https://publications.waset.org/abstracts/search?q=data%20transformation" title=" data transformation"> data transformation</a>, <a href="https://publications.waset.org/abstracts/search?q=multimodal%20fusion" title=" multimodal fusion"> multimodal fusion</a> </p> <a href="https://publications.waset.org/abstracts/171840/analysing-techniques-for-fusing-multimodal-data-in-predictive-scenarios-using-convolutional-neural-networks" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/171840.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">123</span> </span> </div> </div> <ul class="pagination"> <li class="page-item disabled"><span class="page-link">&lsaquo;</span></li> <li class="page-item active"><span class="page-link">1</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=conditional%20tabular%20GAN&page=2">2</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=conditional%20tabular%20GAN&page=3">3</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=conditional%20tabular%20GAN&page=4">4</a></li> <li class="page-item"><a class="page-link" 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