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Content available
Article
Publication date: 30 October 2018

Darryl Ahner and Luke Brantley

This paper aims to address the reasons behind the varying levels of volatile conflict and peace as seen during the Arab Spring of 2011 to 2015. During this time, higher rates of…

1164

Abstract

Purpose

This paper aims to address the reasons behind the varying levels of volatile conflict and peace as seen during the Arab Spring of 2011 to 2015. During this time, higher rates of conflict transition occurred than normally observed in previous studies for certain Middle Eastern and North African countries.

Design/methodology/approach

Previous prediction models decrease in accuracy during times of volatile conflict transition. Also, proper strategies for handling the Arab Spring have been highly debated. This paper identifies which countries were affected by the Arab Spring and then applies data analysis techniques to predict a country’s tendency to suffer from high-intensity, violent conflict. A large number of open-source variables are incorporated by implementing an imputation methodology useful to conflict prediction studies in the future. The imputed variables are implemented in four model building techniques: purposeful selection of covariates, logical selection of covariates, principal component regression and representative principal component regression resulting in modeling accuracies exceeding 90 per cent.

Findings

Analysis of the models produced by the four techniques supports hypotheses which propose political opportunity and quality of life factors as causations for increased instability following the Arab Spring.

Originality/value

Of particular note is that the paper addresses the reasons behind the varying levels of volatile conflict and peace as seen during the Arab Spring of 2011 to 2015 through data analytics. This paper considers various open-source, readily available data for inclusion in multiple models of identified Arab Spring nations in addition to implementing a novel imputation methodology useful to conflict prediction studies in the future.

Details

Journal of Defense Analytics and Logistics, vol. 2 no. 2
Type: Research Article
ISSN: 2399-6439

Keywords

Content available
Article
Publication date: 6 June 2022

Sarah Neumann, Darryl Ahner and Raymond R. Hill

This paper aims to examine whether changing the clustering of countries within a United States Combatant Command (COCOM) area of responsibility promotes improved forecasting of…

Abstract

Purpose

This paper aims to examine whether changing the clustering of countries within a United States Combatant Command (COCOM) area of responsibility promotes improved forecasting of conflict.

Design/methodology/approach

In this paper statistical learning methods are used to create new country clusters that are then used in a comparative analysis of model-based conflict prediction.

Findings

In this study a reorganization of the countries assigned to specific areas of responsibility are shown to provide improvements in the ability of models to predict conflict.

Research limitations/implications

The study is based on actual historical data and is purely data driven.

Practical implications

The study demonstrates the utility of the analytical methodology but carries not implementation recommendations.

Originality/value

This is the first study to use the statistical methods employed to not only investigate the re-clustering of countries but more importantly the impact of that change on analytical predictions.

Details

Journal of Defense Analytics and Logistics, vol. 6 no. 1
Type: Research Article
ISSN: 2399-6439

Keywords

Open Access
Article
Publication date: 22 March 2021

Jun Sik Kim

This paper aims to investigate the impact of uncertainty on the predictive power of term spread and its components for future stock market returns and economic activity in Korea…

Abstract

Purpose

This paper aims to investigate the impact of uncertainty on the predictive power of term spread and its components for future stock market returns and economic activity in Korea and the USA. This paper finds that the stock market’s expected excess return and growth of economic activity are positively related to the risk-neutral expectation, one of the term spread’s components, particularly during high uncertainty periods. These findings are consistent with the importance of the monetary policy by the central bank in a high uncertainty environment created by unexpected shocks. The results are robust to alternate definitions of high uncertainty periods.

Details

Journal of Derivatives and Quantitative Studies: 선물연구, vol. 29 no. 1
Type: Research Article
ISSN: 1229-988X

Keywords

Open Access
Article
Publication date: 28 July 2020

R. Shashikant and P. Chetankumar

Cardiac arrest is a severe heart anomaly that results in billions of annual casualties. Smoking is a specific hazard factor for cardiovascular pathology, including coronary heart…

2351

Abstract

Cardiac arrest is a severe heart anomaly that results in billions of annual casualties. Smoking is a specific hazard factor for cardiovascular pathology, including coronary heart disease, but data on smoking and heart death not earlier reviewed. The Heart Rate Variability (HRV) parameters used to predict cardiac arrest in smokers using machine learning technique in this paper. Machine learning is a method of computing experience based on automatic learning and enhances performances to increase prognosis. This study intends to compare the performance of logistical regression, decision tree, and random forest model to predict cardiac arrest in smokers. In this paper, a machine learning technique implemented on the dataset received from the data science research group MITU Skillogies Pune, India. To know the patient has a chance of cardiac arrest or not, developed three predictive models as 19 input feature of HRV indices and two output classes. These model evaluated based on their accuracy, precision, sensitivity, specificity, F1 score, and Area under the curve (AUC). The model of logistic regression has achieved an accuracy of 88.50%, precision of 83.11%, the sensitivity of 91.79%, the specificity of 86.03%, F1 score of 0.87, and AUC of 0.88. The decision tree model has arrived with an accuracy of 92.59%, precision of 97.29%, the sensitivity of 90.11%, the specificity of 97.38%, F1 score of 0.93, and AUC of 0.94. The model of the random forest has achieved an accuracy of 93.61%, precision of 94.59%, the sensitivity of 92.11%, the specificity of 95.03%, F1 score of 0.93 and AUC of 0.95. The random forest model achieved the best accuracy classification, followed by the decision tree, and logistic regression shows the lowest classification accuracy.

Details

Applied Computing and Informatics, vol. 19 no. 3/4
Type: Research Article
ISSN: 2634-1964

Keywords

Open Access
Article
Publication date: 12 October 2023

V. Chowdary Boppana and Fahraz Ali

This paper presents an experimental investigation in establishing the relationship between FDM process parameters and tensile strength of polycarbonate (PC) samples using the…

467

Abstract

Purpose

This paper presents an experimental investigation in establishing the relationship between FDM process parameters and tensile strength of polycarbonate (PC) samples using the I-Optimal design.

Design/methodology/approach

I-optimal design methodology is used to plan the experiments by means of Minitab-17.1 software. Samples are manufactured using Stratsys FDM 400mc and tested as per ISO standards. Additionally, an artificial neural network model was developed and compared to the regression model in order to select an appropriate model for optimisation. Finally, the genetic algorithm (GA) solver is executed for improvement of tensile strength of FDM built PC components.

Findings

This study demonstrates that the selected process parameters (raster angle, raster to raster air gap, build orientation about Y axis and the number of contours) had significant effect on tensile strength with raster angle being the most influential factor. Increasing the build orientation about Y axis produced specimens with compact structures that resulted in improved fracture resistance.

Research limitations/implications

The fitted regression model has a p-value less than 0.05 which suggests that the model terms significantly represent the tensile strength of PC samples. Further, from the normal probability plot it was found that the residuals follow a straight line, thus the developed model provides adequate predictions. Furthermore, from the validation runs, a close agreement between the predicted and actual values was seen along the reference line which further supports satisfactory model predictions.

Practical implications

This study successfully investigated the effects of the selected process parameters - raster angle, raster to raster air gap, build orientation about Y axis and the number of contours - on tensile strength of PC samples utilising the I-optimal design and ANOVA. In addition, for prediction of the part strength, regression and ANN models were developed. The selected ANN model was optimised using the GA-solver for determination of optimal parameter settings.

Originality/value

The proposed ANN-GA approach is more appropriate to establish the non-linear relationship between the selected process parameters and tensile strength. Further, the proposed ANN-GA methodology can assist in manufacture of various industrial products with Nylon, polyethylene terephthalate glycol (PETG) and PET as new 3DP materials.

Details

International Journal of Industrial Engineering and Operations Management, vol. 6 no. 2
Type: Research Article
ISSN: 2690-6090

Keywords

Open Access
Article
Publication date: 28 January 2019

Bothaina A. Al-Sheeb, A.M. Hamouda and Galal M. Abdella

The retention and success of engineering undergraduates are increasing concern for higher-education institutions. The study of success determinants are initial steps in any…

5557

Abstract

Purpose

The retention and success of engineering undergraduates are increasing concern for higher-education institutions. The study of success determinants are initial steps in any remedial initiative targeted to enhance student success and prevent any immature withdrawals. This study provides a comprehensive approach toward the prediction of student academic performance through the lens of the knowledge, attitudes and behavioral skills (KAB) model. The purpose of this paper is to aim to improve the modeling accuracy of students’ performance by introducing two methodologies based on variable selection and dimensionality reduction.

Design/methodology/approach

The performance of the proposed methodologies was evaluated using a real data set of ten critical-to-success factors on both attitude and skill-related behaviors of 320 first-year students. The study used two models. In the first model, exploratory factor analysis is used. The second model uses regression model selection. Ridge regression is used as a second step in each model. The efficiency of each model is discussed in the Results section of this paper.

Findings

The two methods were powerful in providing small mean-squared errors and hence, in improving the prediction of student performance. The results show that the quality of both methods is sensitive to the size of the reduced model and to the magnitude of the penalization parameter.

Research limitations/implications

First, the survey could have been conducted in two parts; students needed more time than expected to complete it. Second, if the study is to be carried out for second-year students, grades of general engineering courses can be included in the model for better estimation of students’ grade point averages. Third, the study only applies to first-year and second-year students because factors covered are those that are essential for students’ survival through the first few years of study.

Practical implications

The study proposes that vulnerable students could be identified as early as possible in the academic year. These students could be encouraged to engage more in their learning process. Carrying out such measurement at the beginning of the college year can provide professional and college administration with valuable insight on students perception of their own skills and attitudes toward engineering.

Originality/value

This study employs the KAB model as a comprehensive approach to the study of success predictors. The implementation of two new methodologies to improve the prediction accuracy of student success.

Details

Journal of Applied Research in Higher Education, vol. 11 no. 2
Type: Research Article
ISSN: 2050-7003

Keywords

Open Access
Article
Publication date: 9 November 2018

Daniela Pinheiro dos Reis and Katia Puente-Palacios

The purpose of this study was to identify the explanatory power of the affective, cognitive and evaluative aspects of identity with work teams in predicting team effectiveness…

9977

Abstract

Purpose

The purpose of this study was to identify the explanatory power of the affective, cognitive and evaluative aspects of identity with work teams in predicting team effectiveness, represented by the variables: satisfaction with the team, manager-assessed team performance and objective indicators of performance.

Design/methodology/approach

Data were collected from 131 work teams of a Brazilian public organization with units in all state capitals of the country. Work team identity scale, the work team satisfaction scale, the team performance scale and objective performance indicators collected based on the achievement of the goals set for the units that make up the organization were used. To test the predictive model, three regressions were conducted using the stepwise method.

Findings

Regression analysis results showed that the evaluative dimension explains about 6% of the performance assessment given by managers, whereas the affective dimension explains 63% of the satisfaction with work teams. No significant results were found for the objective performance indicators.

Originality/value

The observed findings demonstrate the pertinence of understanding the work team identity as a collective and multidimensional phenomenon, as well as the contribution of its different components in explaining variables that represent effectiveness.

Details

RAUSP Management Journal, vol. 54 no. 2
Type: Research Article
ISSN: 2531-0488

Keywords

Open Access
Article
Publication date: 27 March 2020

Agostino Valier

In the literature there are numerous tests that compare the accuracy of automated valuation models (AVMs). These models first train themselves with price data and property…

3042

Abstract

Purpose

In the literature there are numerous tests that compare the accuracy of automated valuation models (AVMs). These models first train themselves with price data and property characteristics, then they are tested by measuring their ability to predict prices. Most of them compare the effectiveness of traditional econometric models against the use of machine learning algorithms. Although the latter seem to offer better performance, there is not yet a complete survey of the literature to confirm the hypothesis.

Design/methodology/approach

All tests comparing regression analysis and AVMs machine learning on the same data set have been identified. The scores obtained in terms of accuracy were then compared with each other.

Findings

Machine learning models are more accurate than traditional regression analysis in their ability to predict value. Nevertheless, many authors point out as their limit their black box nature and their poor inferential abilities.

Practical implications

AVMs machine learning offers a huge advantage for all real estate operators who know and can use them. Their use in public policy or litigation can be critical.

Originality/value

According to the author, this is the first systematic review that collects all the articles produced on the subject done comparing the results obtained.

Details

Journal of Property Investment & Finance, vol. 38 no. 3
Type: Research Article
ISSN: 1463-578X

Keywords

Open Access
Article
Publication date: 15 March 2024

Mohammadreza Tavakoli Baghdadabad

We propose a risk factor for idiosyncratic entropy and explore the relationship between this factor and expected stock returns.

Abstract

Purpose

We propose a risk factor for idiosyncratic entropy and explore the relationship between this factor and expected stock returns.

Design/methodology/approach

We estimate a cross-sectional model of expected entropy that uses several common risk factors to predict idiosyncratic entropy.

Findings

We find a negative relationship between expected idiosyncratic entropy and returns. Specifically, the Carhart alpha of a low expected entropy portfolio exceeds the alpha of a high expected entropy portfolio by −2.37% per month. We also find a negative and significant price of expected idiosyncratic entropy risk using the Fama-MacBeth cross-sectional regressions. Interestingly, expected entropy helps us explain the idiosyncratic volatility puzzle that stocks with high idiosyncratic volatility earn low expected returns.

Originality/value

We propose a risk factor of idiosyncratic entropy and explore the relationship between this factor and expected stock returns. Interestingly, expected entropy helps us explain the idiosyncratic volatility puzzle that stocks with high idiosyncratic volatility earn low expected returns.

Details

China Accounting and Finance Review, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1029-807X

Keywords

Open Access
Article
Publication date: 13 August 2021

Habeeb Balogun, Hafiz Alaka and Christian Nnaemeka Egwim

This paper seeks to assess the performance levels of BA-GS-LSSVM compared to popular standalone algorithms used to build NO2 prediction models. The purpose of this paper is to…

1128

Abstract

Purpose

This paper seeks to assess the performance levels of BA-GS-LSSVM compared to popular standalone algorithms used to build NO2 prediction models. The purpose of this paper is to pre-process a relatively large data of NO2 from Internet of Thing (IoT) sensors with time-corresponding weather and traffic data and to use the data to develop NO2 prediction models using BA-GS-LSSVM and popular standalone algorithms to allow for a fair comparison.

Design/methodology/approach

This research installed and used data from 14 IoT emission sensors to develop machine learning predictive models for NO2 pollution concentration. The authors used big data analytics infrastructure to retrieve the large volume of data collected in tens of seconds for over 5 months. Weather data from the UK meteorology department and traffic data from the department for transport were collected and merged for the corresponding time and location where the pollution sensors exist.

Findings

The results show that the hybrid BA-GS-LSSVM outperforms all other standalone machine learning predictive Model for NO2 pollution.

Practical implications

This paper's hybrid model provides a basis for giving an informed decision on the NO2 pollutant avoidance system.

Originality/value

This research installed and used data from 14 IoT emission sensors to develop machine learning predictive models for NO2 pollution concentration.

Details

Applied Computing and Informatics, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2634-1964

Keywords

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