• Issue 1 (2017)
• Issue 2 (2017)

Complex system modeling and platform implementation for financial risk management in energy markets

JUSPN, volume-08 , Issue 2 (2017), PP 21 - 27

Published: 20 Nov 2016

DOI: 10.5383/JUSPN.08.02.004

by Oscar Manco, Oscar Botero, Santiago Medina from oscar.manco-lopez@u-pec.fr Université Paris - Est Creteil Paris, France oscar.botero@telecom-em.eu Institute Mines Telecom Paris, France smedina@unal.edu.co Universidad Nacional de Colombia, Colombia

Abstract: Energy markets are in constant evolution and transformation. The dynamics have rapidly changed and both private companies and governments require appropriate tools and systems for management and monitoring. We propose a new approach to measure and manage energy trading financial risk. The approach is twofold: first we use complex modeling to represent the context and second, we implemented an information system to provide risk management tools anytime, anywhere. More in detail, we modeled trading agent’s interactions and observe in advance scenarios that could jeopardize the system equilibrium. We then find the optimal balance for energy trading. From an academic point of view, we contrasted techniques like Nash Equilibrium and Game theory and from a practical experience; we developed a software platform in partnership with the government regulator entity in Colombia XM. read more... read less...

Keywords: Complex systems, risk management, service platform, optimization

From Relational Database to Big Data: Converting Relational to graph database, MOOC database as example

JUSPN, volume-08 , Issue 2 (2017), PP 15 - 20

Published: 20 Nov 2016

DOI: 10.5383/JUSPN.08.02.003

by Yemna Sayeb, Radhouane Ayari, Sarra Naceur, Henda Ben Ghezala from University of Manouba, RIADI, National School of computer science, Manouba campus, Manouba 2010, Tunisia

Abstract: Existing graph database management systems provide an efficient solution to data storage where graph models are widely used, the conversion of an existing application from a relational to graph data can be convenient but it is usually a hard task for database administrators. In this work, we propose a conversion tool from a relational to graph database. The approach supports the conversion of the schema and the data. read more... read less...

Keywords: NoSQL, Migration, Relational Database, Graph database.

Bankruptcy prediction and risk scoring using Hybrid Discriminant Neural Networks

JUSPN, volume-08 , Issue 2 (2017), PP 01 - 06

Published: 26 Nov 2016

DOI: 10.5383/JUSPN.08.02.001

by Fatima zahra Azayite, Said Achchab from National School for Computer Science and Systems analysis, Mohammed V University of Rabat, Morocco

Abstract: Determining the firm risk failure using financial statements has been one of the most interesting subjects for investors and decision makers. The discriminant variables that can be selected to predict firm health influence significantly the accuracy of the models especially if we have a missing data available. We developed a hybrid model of neural networks to study the risk of failure of Moroccan firms taking into account the data availability and reliability. Based on a three-step analysis, this methodology combines discriminant analysis, multilayer neural network and self-organizing-maps. This hybrid model considers the firms’ behaviour during three years to predict risk failure. It is qualified as a dynamic model because it adapts to financial environment and data availability. The model outperforms Discriminant analysis and gives a visual monitoring tool to supervise a firms’ portfolio read more... read less...

Keywords: Neural networks; Bankruptcy prediction; Self Organizing Maps; risk scoring

Experimental Derivation of the Thermal Coefficients and Performance Observations of Heated Platforms in 3D Printing

JUSPN, volume-08 , Issue 1 (2017), PP 27 - 31

Published: 20 Nov 2016

DOI: 10.5383/JUSPN.08.01.004

by Andrew Rictor, Bryan Riley from School of Electrical Engineering and Computer Science, Ohio University, Athens, Ohio, 45701, USA School of Electrical Engineering and Computer Science, Ohio University, Athens, Ohio, 45701, USA

Abstract: Rapid prototyping and additive manufacturing through 3D printing has significantly impacted business, industrial, and research activities as a rapidly emerging technology whose significance continues to grow. This new technology has been shown to lower the manufacturing costs in a wide array of applications that range in diversity from manufacturing nuclear power plant components to multi materials, and fabricating tissues and organs for human bodies to carbon fiber reinforced parts at unprecedented rates for private jets [1]. The investigation of several heated platforms under operating conditions forms the basis for this paper from which the thermal coefficients of each product are experimentally derived. From this testing and derivation, intriguing observations regarding each platforms performance is presented. read more... read less...

Keywords: 3D Printing, Additive Manufacturing (AM), Fused Deposition Modeling (FDM), Manual Modeling Process, Heat Transfer, Thermodynamics, Thermal Coefficient

A Model transformation from computing independent model to platform independent model in model driven architecture

JUSPN, volume-08 , Issue 1 (2017), PP 19 - 26

Published: 19 Nov 2016

DOI: 10.5383/JUSPN.08.01.003

by Yassine Rhazali, Youssef Hadi, Abdelaziz Mouloudi from Ibn tofail University, Kenitra, Morocco

Abstract: This paper presents a new methodology to master models transformation from CIM to PIM in accord with MDA approach. Our improved approach is founded on creation a good CIM level, through well-chosen rules, for facilitating models transformation to PIM level. However, we establish a rich PIM models via use case diagram, state diagram, class and package diagram. Next, we describe a set of transformation rules to ensure a semi-automatic transformation from CIM to PIM. Our method conform MDA approach by taking into consideration the business dimension in the CIM level, since, we present this level by using activity diagram who is a standard of business process modeling. Nevertheless, we use UML into PIM in our proposal, because UML is recommended by MDA in this level. read more... read less...

Keywords: MDA, computer model, CIM, PIM, business process modeling, model transformation, computer modeling, business models

Ambient Technology in Vehicles: The Risks and Benefits

JUSPN, volume-08 , Issue 1 (2017), PP 11 - 18

Published: 19 Nov 2016

DOI: 10.5383/JUSPN.08.01.002

by Ahmad Bennakhi, Maytham Safar from Kuwait University, Kuwait City, Safat PO Box 5969, Kuwait, Kuwait University, Kuwait City, Safat PO Box 5969, Kuwait

Abstract: This paper is aimed towards studying, compiling, and analyzing the recent advances and risks of the current ambient technology that is present in modern day cars. The progression of sophisticated technologies inside cars make them an even more comfortable and entertaining place to be in especially during commutes to work, but recent security threats and distractions have been uncovered with the upsurge usage of new technologies. The future of car’s interfaces is an issue since driverless cars are taking the scene by storm. This study also includes a survey that senses the people’s use of car technologies when driving. read more... read less...

Keywords: Ambient Intelligence, Car Interface, Voice Recognition, Driving Distractions, Vehicle Cyber Security, Internet of Things.

A Categorical Approach to Verifying Concurrency between Design and Implementation

JUSPN, volume-08 , Issue 1 (2017), PP 07 - 13

Published: 20 Nov 2016

DOI: 10.5383/JUSPN.08.02.002

by Ming Zhu, Peter Grogono, Olga Ormandjieva, Heng Kuang from College of Computer Science and Technology, Shandong University of Technology, Zibo, China, 255049, Department of Computer Science and Software Engineering, Concordia University, Montreal, Canada, H3G 1M8, Huawei Canada, Markham, Canada, L3R 5B4

Abstract: The process-oriented design and implementation of concurrent systems have important advantages. However, it is challenging to verify the consistency of process communications between the design and the implementation. To deal with such a challenge, we construct a formal framework for designing, implementing and verifying the consistency of process communications. In this framework, we use Failures in Communicating Sequential Processes (CSP), Erasmus and Category Theory as the foundation. The framework is illustrated by using a running example. Several algorithms are designed for constructing categorical structures in the framework. read more... read less...

Keywords: Concurrent System, Verification, Category Theory, Failures, CSP, Process-Oriented Programming.

Software Quality Assessment Algorithm Based on Fuzzy Logic

JUSPN, volume-08 , Issue 1 (2017), PP 01 - 09

Published: 19 Nov 2016

DOI: 10.5383/JUSPN.08.01.001

by Madjid Karaa, Olfa Lamouchib, Amar Ramdane-Cherif from LISV Laboratory, University of Versailles St-Quentin-en-Yveline, 0-2 avenue de l’Europe, 7840 Velizy, France

Abstract: In this paper an attempt has been made to provide a new global evaluation approach of a specified software quality model extracted from a generic software quality model using an instantiation procedure. The evaluation is based on data extracted from an ambient distributed system composed of fusion and fission agents connected to input/output services. These data are linked to the appropriate metrics of our software quality model and we use quality factors stated in ISO standards and different models of researchers represented under an ontology. We use equivalent relations to link criteria that have the same meaning and fuzzy logic approach to evaluate the entire software quality model. Our work presents the following contributions: (i) creating a generic software quality model based on several existing software quality standards and formalized under ontology concepts (ii) proposing an instantiation algorithm to extract specified software quality model from a generic software quality models (iii) proposing a new global evaluation approach of the specified software quality model using two processes, the first one executes metrics related to sensors data and the second one uses the result of the first process using fuzzy logic approach evaluating the entire specified software quality model and end up with a final numerical result (iv) adding the variability of metric variables algorithm to determine the impact of a possible variation of one criterion on others and avoid their penalization. This can help to conduct a trade-off-analysis in the proposed quality evaluation approach. read more... read less...

Keywords: quality models, quality evaluation, quality measurement, metrics