• Title/Summary/Keyword: normal behavior model

Search Result 423, Processing Time 0.024 seconds

Foreign Investors' Abnormal Trading Behavior in the Time of COVID-19

  • KHANTHAVIT, Anya
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.7 no.9
    • /
    • pp.63-74
    • /
    • 2020
  • This study investigates the behavior of foreign investors in the Stock Exchange of Thailand (SET) in the time of coronavirus disease 2019 (COVID-19) as to whether trading is abnormal, what strategy is followed, whether herd behavior is present, and whether the actions destabilize the market. Foreign investors' trading behavior is measured by net buying volume divided by market capitalization, whereas the stock market behavior is measured by logged return on the SET index portfolio. The data are daily from Tuesday, August 28, 2018, to Monday, May 18, 2020. The study extends the conditional-regression model in an event-study framework and extracts the unobserved abnormal trading behavior using the Kalman filtering technique. It then applies vector autoregressions and impulse responses to test for the investors' chosen strategy, herd behavior, and market destabilization. The results show that foreign investors' abnormal trading volume is negative and significant. An analysis of the abnormal trading volume with stock returns reveals that foreign investors are not positive-feedback investors, but rather, they self-herd. Although foreign investors' abnormal trading does not destabilize the market, it induces stock-return volatility of a similar size to normal trade. The methodology is new; the findings are useful for researchers, local authorities, and investors.

Stacking method of thick composite laminates considering interlaminar normal stresses (층간수직응력을 고려한 두꺼운 복합적층판의 적층방법)

  • 김동민;홍창선
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.12 no.5
    • /
    • pp.944-951
    • /
    • 1988
  • Global-Local Laminate Variational Model is utilized to investigate the characteristics of interlaminar stresses in thick composite laminates under uniform axial extension. Various laminates with different fiber orientation and stacking sequences are analyzed to observe the behavior of interlaminar normal stresses. From this result, the interlaminar normal stress distribution along the laminate interfaces is examined and discussed with an existing approximation model. The repeated stacking of Poisson's ratio symmetric sublaminates is found to be the best stacking method of thick composite laminates to reduce the interlaminar normal stresses for the prevention of the free-edge delamination.

Acyl-Homoserine lactone Quorum Sensing in Bactreria

  • Greenberg, E.Peter
    • Journal of Microbiology
    • /
    • v.38 no.3
    • /
    • pp.117-121
    • /
    • 2000
  • Recent advances in studies of bacterial gene expression and light microscopy show that cell-to cell communication and communication and community behavior are the rule rather than the exception. One type of cell-cell communication, quorum sensing in Gram-negative bacteria involves acyl-homoserine lactone signals. This type of quorum sension represents a dedicated communication system that enables a given species to sense when it has reached a critical population density. and to respond by activating expression of specific genes. The LuxR and LuxI proteins of Vibrio fisheri are the founding members of the acyl-homoserine lactone quorum sensing signal receptor and signal generator families of proteins. Acyl-homeserine lactone signaling in Pseudomonas aeruginosa is one model for the relationship between quorum sensing community behavior, and virulence. In the P. aeruginosa model. quorum sensing is required for normal biofilm maturation and virulence. There are multiple quorum-sensing circuits that control the expression of dozens of specific genes in P. aeruginosa.

  • PDF

Fracture Analysis of Concrete Cylinder by Boundary Element Method (경계요소법에 의한 콘크리트 원통형관의 파괴해석)

  • 송하원;전재홍;변근주
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 1995.10a
    • /
    • pp.171-177
    • /
    • 1995
  • Fracture mechanics does work for concrete, provided that one uses a proper, nonlinear form of fracture mechanics in which a finite nonlinear zone at fracture front is being considered. The fracture process zone is a region ahead of a traction-free crack, and the development of model of fracture process zone is most important to describe fracture phenomena in concrete. This paper is about fracture behavior of concrete cylinder under lateral pressure. Concrete cylinders were made of high strength normal connote, steel fiber reinforced concrete and steel fiber reinforced polymer-impregnated concrete and concrete and the fracture behavior such as cracking propagation and ultimate load are observed. The fracture process zone is modelled by a Dugdale-Barenblatt type model with linear tension-softening curve and are implemented to the boundary element technique for the fracture analyses of the cylinders. The experimental results are compared with analysis results and tension-softening curves for the steel fiber reinforced concrete and steel fiber reinforced polymer-impregnated concrete are obtained by back analyses.

  • PDF

Estimations of the Hysteretic Damping by Controlled Joint Flexibilities (결합부 유연성에 따른 감쇠거동에 관한 고찰 : 히스테레틱 감쇠)

  • 윤성호
    • Journal of KSNVE
    • /
    • v.9 no.2
    • /
    • pp.258-264
    • /
    • 1999
  • The purpose of this paper is to investigate the damping behavior of a flexible joint. The slip at a structrual joint is selected at the tips of two identical cantilever beams adjoining each other. Both the direction of normal force and its magnitude varies due to the global deformation of the structure from mode to mode in the friction model. The friction dependent on vibration displacements resultsin the same functional behavior of the hysteretic material damping. Linearized energy loss factors are obtained as functions of both linear and torsional spring stiffness for their groups of symmetric and anti-symmetric modes, respectively. Experimental measurements as made for comparisons with analytical estimations by controlling the magnitude of fastening torque in the fastener, Hi-Lite. Trends on damping levelsmeasured in a very common vibration test method make an excellent agreement on the estimated damping levels.

  • PDF

Abnormal Crowd Behavior Detection Using Heuristic Search and Motion Awareness

  • Usman, Imran;Albesher, Abdulaziz A.
    • International Journal of Computer Science & Network Security
    • /
    • v.21 no.4
    • /
    • pp.131-139
    • /
    • 2021
  • In current time, anomaly detection is the primary concern of the administrative authorities. Suspicious activity identification is shifting from a human operator to a machine-assisted monitoring in order to assist the human operator and react to an unexpected incident quickly. These automatic surveillance systems face many challenges due to the intrinsic complex characteristics of video sequences and foreground human motion patterns. In this paper, we propose a novel approach to detect anomalous human activity using a hybrid approach of statistical model and Genetic Programming. The feature-set of local motion patterns is generated by a statistical model from the video data in an unsupervised way. This features set is inserted to an enhanced Genetic Programming based classifier to classify normal and abnormal patterns. The experiments are performed using publicly available benchmark datasets under different real-life scenarios. Results show that the proposed methodology is capable to detect and locate the anomalous activity in the real time. The accuracy of the proposed scheme exceeds those of the existing state of the art in term of anomalous activity detection.

Crack constitutive model for the prediction of punching failure modes of fiber reinforced concrete laminar structures

  • Ventura-Gouveia, A.;Barros, Joaquim A.O.;Azevedo, Alvaro F.M.
    • Computers and Concrete
    • /
    • v.8 no.6
    • /
    • pp.735-755
    • /
    • 2011
  • The capability of a multi-directional fixed smeared crack constitutive model to simulate the flexural/punching failure modes of fiber reinforced concrete (FRC) laminar structures is discussed. The constitutive model is implemented in a computer program based on the finite element method, where the FRC laminar structures were simulated according to the Reissner-Mindlin shell theory. The shell is discretized into layers for the simulation of the membrane, bending and out-of-plane shear nonlinear behavior. A stress-strain softening diagram is proposed to reproduce, after crack initiation, the evolution of the normal crack component. The in-plane shear crack component is obtained using the concept of shear retention factor, defined by a crack-strain dependent law. To capture the punching failure mode, a softening diagram is proposed to simulate the decrease of the out-of-plane shear stress components with the increase of the corresponding shear strain components, after crack initiation. With this relatively simple approach, accurate predictions of the behavior of FRC structures failing in bending and in shear can be obtained. To assess the predictive performance of the model, a punching experimental test of a module of a façade panel fabricated with steel fiber reinforced self-compacting concrete is numerically simulated. The influence of some parameters defining the softening diagrams is discussed.

Open-slip coupled model for simulating three-dimensional bond behavior of reinforcing bars in concrete

  • Shang, Feng;An, Xuhui;Kawai, Seji;Mishima, Tetsuya
    • Computers and Concrete
    • /
    • v.7 no.5
    • /
    • pp.403-419
    • /
    • 2010
  • The bond mechanism for reinforcing bars in concrete is equivalent to the normal contact and friction between the inclined ribs and the surrounding concrete. Based on the contact density model for the computation of shear transfer across cracks, an open-slip coupled model was developed for simulating three-dimensional bond behavior for reinforcing bars in concrete. A parameter study was performed and verified by simulating pull-out experiments of extremely different boundary conditions: short bar embedment with a huge concrete cover, extremely long bar embedment with a huge concrete cover, embedded aluminum bar and short bar embedded length with an insufficient concrete cover. The bar strain effect and splitting of the concrete cover on a local bond can be explained by finite element (FE) analysis. The analysis shows that the strain effect results from a large local slip and the splitting effect of a large opening of the interface. Finally, the sensitivity of rebar geometry was also checked by FE analysis and implies that the open-slip coupled model can be extended to the case of plain bar.

Shear Transfer in Normal and High Strength Concrete (보통강도 및 고강도 콘크리트의 전단전달)

  • Oh Byung Hwan;Kim Kwang Soo;Lee Jong Hoon;Han Seung Hwan
    • Proceedings of the Korea Concrete Institute Conference
    • /
    • 2001.05a
    • /
    • pp.585-590
    • /
    • 2001
  • Cracks in concrete can submit shear forces by virtue of the roughness of their interfaces. With regard to this roughness, the crack faces play an important role. By transmitting normal and shear stress across their faces, shear cracks contribute to shear resistance. This process is called shear transfer or more generally, shear friction. Both experimental and analytical program to investigate shear transfer mechanism in normal and high strength concrete were included in this study. The parameters investigated in push-off test included the concrete strength, the presence and amounts of steel stirrups, and aggregate size. Solution procedure based on the truss model was developed to analyze the shear transfer behavior. In general, it can be seen that the analytical results agree well with results of shear transfer test.

  • PDF

A Constitutive Law for Porous Solids with Pressure-Sensitive Matrices and a Void Nucleation Model (평균수직응력에 민감한 모재를 가진 기공체의 구성식과 기공생성모델)

  • Jeong, Hyeon-Yong
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.24 no.2 s.173
    • /
    • pp.472-480
    • /
    • 2000
  • A macroscopic yield criterion for porous solids with pressure-sensitive matrices modeled by Coulomb's yield criterion was obtained by generalizing Gurson's yield criterion with consideration of the hydrostatic yield stresses for a spherical thick-walled shell and by fitting the finite element results of a voided cube. The macroscopic yield criterion is valid for negative mean normal stresses as well as for positive mean normal stresses. From the yield criterion, a plastic potential function for the porous solids was derived either for plastic normality flow or for plastic non-normality flow of pressure- sensitive matrices. In addition, the elastic relation, an evolution equation of the plastic flow stress of the matrices and an evolution equation of the void volume fraction were presented to complete a set of constitutive relations. The set of constitutive relations was implemented into a finite element code ABAQUS to analyze the material behavior of rubber-toughened epoxies. The cavitation and the deformation behavior were analyzed around a crack tip under three-point bending and around notch tips under four-point bending. In the numerical analyses, the cavitation of rubber particles was considered via a stress-controlled nucleation model. The numerical results indicate that a reasonable cavitation zone can be obtained with void nucleation controlled by the macroscopic mean normal stress, and a plastic zone is smaller around a notch tip under compression than under tension. These numerical results agree well with corresponding experimental results on the cavitation and plastic zones.