We consider the stochastic demand of an inventory system with defective items and the weekly demand, according to the Poisson process. Our objective is to formulate a Markov decision model to minimize the total expected cost, which includes production, holding, defective, and shortage. Markov decision model is formulated to describe the stochastic demand. Also, we show two strategies for disposal of defective items; the first one at the end of the week, and the second one continues during the week. The production rate represents a function of inventory, which has limited capacity. The results show a decrease in the shortage cost and increase in the production rate, in the case of disposal of defective items continues during the week.We consider the stochastic demand of an inventory system with defective items and the weekly demand, according to the Poisson process. Our objective is to formulate a Markov decision model to minimize the total expected cost, which includes production, holding, defective, and shortage. Markov decision model is formulated to describe the stochastic demand. Also, we show two strategies for disposal of defective items; the first one at the end of the week, and the second one continues during the week. The production rate represents a function of inventory, which has limited capacity. The results show a decrease in the shortage cost and increase in the production rate, in the case of disposal of defective items continues during the week.
{"title":"Stochastic demand of production-inventory system with shortage","authors":"Ali Khaleel Dhaiban, Nazrina Aziz","doi":"10.1063/1.5121034","DOIUrl":"https://doi.org/10.1063/1.5121034","url":null,"abstract":"We consider the stochastic demand of an inventory system with defective items and the weekly demand, according to the Poisson process. Our objective is to formulate a Markov decision model to minimize the total expected cost, which includes production, holding, defective, and shortage. Markov decision model is formulated to describe the stochastic demand. Also, we show two strategies for disposal of defective items; the first one at the end of the week, and the second one continues during the week. The production rate represents a function of inventory, which has limited capacity. The results show a decrease in the shortage cost and increase in the production rate, in the case of disposal of defective items continues during the week.We consider the stochastic demand of an inventory system with defective items and the weekly demand, according to the Poisson process. Our objective is to formulate a Markov decision model to minimize the total expected cost, which includes production, holding, defective, and shortage. Markov decision model is formulated to describe the stochastic demand. Also, we show two strategies for disposal of defective items; the first one at the end of the week, and the second one continues during the week. The production rate represents a function of inventory, which has limited capacity. The results show a decrease in the shortage cost and increase in the production rate, in the case of disposal of defective items continues during the week.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121717857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Mohd Azrul Anuar Zolkafi, N. Nordin, M. A. Sahar, Noor Aien Monsarip, Hayati Abd Rahman
Heart rate variability (HRV) provides information of cardiac autonomic control which indicates the interaction of sympathetic and parasympathetic nervous system. The purpose of this study was to investigate the effects of eight weeks traditional archery training on heart rate variability among sedentary lifestyle youth. Thirty-four inactive male (performed 0.05). In other hand, both groups showed non-significant difference on SDNN value after eight weeks of intervention (p > 0.05). However, the traditional archery group has showed an improvement of SDNN value meanwhile control group was declined. Eight weeks of traditional archery training programme was effective improving heart rate variability among sedentary lifestyle youth. Therefore, traditional archery could be proposed as one of the possible methods to combat poor cardiac autonomic function following sedentary lifestyle.Heart rate variability (HRV) provides information of cardiac autonomic control which indicates the interaction of sympathetic and parasympathetic nervous system. The purpose of this study was to investigate the effects of eight weeks traditional archery training on heart rate variability among sedentary lifestyle youth. Thirty-four inactive male (performed <150 minutes moderate to vigorous physical activity (MVPA)/week) were randomly assigned into two groups; traditional archery (n = 17) and control (n = 17) groups. An intervention group involved in three days weekly of traditional archery programme for eight weeks. In contrast, a control group requested to continue their regular physical activities. Measurement of HRV were assessed using baroreflex testing (15 seconds blow activities against 40mmHg sphygmomanometer followed by 15 seconds rest). Paired T-test was employed to investigate the effects of eight weeks intervention programme. Through eight weeks, the LF/HF ratio for the intervention group showe...
{"title":"Effects of eight weeks traditional archery training on heart rate variability among sedentary youth","authors":"Mohd Azrul Anuar Zolkafi, N. Nordin, M. A. Sahar, Noor Aien Monsarip, Hayati Abd Rahman","doi":"10.1063/1.5121145","DOIUrl":"https://doi.org/10.1063/1.5121145","url":null,"abstract":"Heart rate variability (HRV) provides information of cardiac autonomic control which indicates the interaction of sympathetic and parasympathetic nervous system. The purpose of this study was to investigate the effects of eight weeks traditional archery training on heart rate variability among sedentary lifestyle youth. Thirty-four inactive male (performed 0.05). In other hand, both groups showed non-significant difference on SDNN value after eight weeks of intervention (p > 0.05). However, the traditional archery group has showed an improvement of SDNN value meanwhile control group was declined. Eight weeks of traditional archery training programme was effective improving heart rate variability among sedentary lifestyle youth. Therefore, traditional archery could be proposed as one of the possible methods to combat poor cardiac autonomic function following sedentary lifestyle.Heart rate variability (HRV) provides information of cardiac autonomic control which indicates the interaction of sympathetic and parasympathetic nervous system. The purpose of this study was to investigate the effects of eight weeks traditional archery training on heart rate variability among sedentary lifestyle youth. Thirty-four inactive male (performed <150 minutes moderate to vigorous physical activity (MVPA)/week) were randomly assigned into two groups; traditional archery (n = 17) and control (n = 17) groups. An intervention group involved in three days weekly of traditional archery programme for eight weeks. In contrast, a control group requested to continue their regular physical activities. Measurement of HRV were assessed using baroreflex testing (15 seconds blow activities against 40mmHg sphygmomanometer followed by 15 seconds rest). Paired T-test was employed to investigate the effects of eight weeks intervention programme. Through eight weeks, the LF/HF ratio for the intervention group showe...","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133990360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Norakmarul Ihsan Sabtu, Rohani Matzin, Rosmawijah Jawawi, J. H. Jaidin
The study examined the use of reflective journals as a mechanism to facilitate the process of reflection. In particular, it focuses on the level of reflective thinking that the students were commonly engaged in their reflective journals. Participants of this research study comprised of 12 students who were enrolled in a foundation programme at a local university in Brunei Darussalam. The main instrument used for data collection was students’ reflective journals. Each student submitted 5 reflective journals for this research. Based on the analyses of the students’ reflective journals, it was found that the students were engaged in different levels of reflective thinking, which varied from a lower to a higher level of reflection. This study also found that there were improvements in the reflective practice among the students. This study has implication on the use of reflective journals in the teaching and learning processes in higher education.The study examined the use of reflective journals as a mechanism to facilitate the process of reflection. In particular, it focuses on the level of reflective thinking that the students were commonly engaged in their reflective journals. Participants of this research study comprised of 12 students who were enrolled in a foundation programme at a local university in Brunei Darussalam. The main instrument used for data collection was students’ reflective journals. Each student submitted 5 reflective journals for this research. Based on the analyses of the students’ reflective journals, it was found that the students were engaged in different levels of reflective thinking, which varied from a lower to a higher level of reflection. This study also found that there were improvements in the reflective practice among the students. This study has implication on the use of reflective journals in the teaching and learning processes in higher education.
{"title":"Enhancing critical reflection in higher education","authors":"Norakmarul Ihsan Sabtu, Rohani Matzin, Rosmawijah Jawawi, J. H. Jaidin","doi":"10.1063/1.5121131","DOIUrl":"https://doi.org/10.1063/1.5121131","url":null,"abstract":"The study examined the use of reflective journals as a mechanism to facilitate the process of reflection. In particular, it focuses on the level of reflective thinking that the students were commonly engaged in their reflective journals. Participants of this research study comprised of 12 students who were enrolled in a foundation programme at a local university in Brunei Darussalam. The main instrument used for data collection was students’ reflective journals. Each student submitted 5 reflective journals for this research. Based on the analyses of the students’ reflective journals, it was found that the students were engaged in different levels of reflective thinking, which varied from a lower to a higher level of reflection. This study also found that there were improvements in the reflective practice among the students. This study has implication on the use of reflective journals in the teaching and learning processes in higher education.The study examined the use of reflective journals as a mechanism to facilitate the process of reflection. In particular, it focuses on the level of reflective thinking that the students were commonly engaged in their reflective journals. Participants of this research study comprised of 12 students who were enrolled in a foundation programme at a local university in Brunei Darussalam. The main instrument used for data collection was students’ reflective journals. Each student submitted 5 reflective journals for this research. Based on the analyses of the students’ reflective journals, it was found that the students were engaged in different levels of reflective thinking, which varied from a lower to a higher level of reflection. This study also found that there were improvements in the reflective practice among the students. This study has implication on the use of reflective journals in the teaching and learning processes in higher education.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"2011 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127358347","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A. S. A. Aminuddin, N. Abu, M. M. Kasim, M. Nawawi
Data Envelopment Analysis (DEA) model usually does not consider the interaction between the decision making units (DMU). The interaction can be represented in the form of two consecutive stages in which the outputs from the precedent stage will be the inputs for the latter stage. The two consecutive stage DEA model can be represented as Non-separable DEA (NS-DEA) which integrates both desirable and undesirable output. The undesirable output unlike desirable output, indicates a higher efficiency if the output is lower or not productive. The different orientation between desirable and undesirable output may affect the efficiency score especially if it was formed in two consecutive stages. Thus, this research attempts to address four different types of dependence relationship which can occur in the formation of two consecutive stage DEA models and to investigate the impact towards the overall efficiency of the DMUs. The finding shows that the determination of positive or negative correlation between the two stages which combines both desirable and undesirable output, are more likely to be influenced by the orientation of the first precedent stage.Data Envelopment Analysis (DEA) model usually does not consider the interaction between the decision making units (DMU). The interaction can be represented in the form of two consecutive stages in which the outputs from the precedent stage will be the inputs for the latter stage. The two consecutive stage DEA model can be represented as Non-separable DEA (NS-DEA) which integrates both desirable and undesirable output. The undesirable output unlike desirable output, indicates a higher efficiency if the output is lower or not productive. The different orientation between desirable and undesirable output may affect the efficiency score especially if it was formed in two consecutive stages. Thus, this research attempts to address four different types of dependence relationship which can occur in the formation of two consecutive stage DEA models and to investigate the impact towards the overall efficiency of the DMUs. The finding shows that the determination of positive or negative correlation between the two ...
{"title":"Four types of dependence relationship in two consecutive stage data envelopment analysis model","authors":"A. S. A. Aminuddin, N. Abu, M. M. Kasim, M. Nawawi","doi":"10.1063/1.5121032","DOIUrl":"https://doi.org/10.1063/1.5121032","url":null,"abstract":"Data Envelopment Analysis (DEA) model usually does not consider the interaction between the decision making units (DMU). The interaction can be represented in the form of two consecutive stages in which the outputs from the precedent stage will be the inputs for the latter stage. The two consecutive stage DEA model can be represented as Non-separable DEA (NS-DEA) which integrates both desirable and undesirable output. The undesirable output unlike desirable output, indicates a higher efficiency if the output is lower or not productive. The different orientation between desirable and undesirable output may affect the efficiency score especially if it was formed in two consecutive stages. Thus, this research attempts to address four different types of dependence relationship which can occur in the formation of two consecutive stage DEA models and to investigate the impact towards the overall efficiency of the DMUs. The finding shows that the determination of positive or negative correlation between the two stages which combines both desirable and undesirable output, are more likely to be influenced by the orientation of the first precedent stage.Data Envelopment Analysis (DEA) model usually does not consider the interaction between the decision making units (DMU). The interaction can be represented in the form of two consecutive stages in which the outputs from the precedent stage will be the inputs for the latter stage. The two consecutive stage DEA model can be represented as Non-separable DEA (NS-DEA) which integrates both desirable and undesirable output. The undesirable output unlike desirable output, indicates a higher efficiency if the output is lower or not productive. The different orientation between desirable and undesirable output may affect the efficiency score especially if it was formed in two consecutive stages. Thus, this research attempts to address four different types of dependence relationship which can occur in the formation of two consecutive stage DEA models and to investigate the impact towards the overall efficiency of the DMUs. The finding shows that the determination of positive or negative correlation between the two ...","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"553 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116268432","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Despite minimal exchange rate exposure previously found in developed region, comprehensive study on the level of exchange rate exposure in a small open economy such as Malaysia remains scarce. Additionally, ignoring the direction of currency movement inflicts bias in estimation due to the commingling of positive and negative exposure. Hence, this paper examines the symmetric and asymmetric exchange rate exposure of 207 Malaysian non-financial firms at both aggregate and firm levels. Employing data from 1995 to 2016, the panel analysis found significant aggregate stock returns exposure to changes in the USD, mainly due to the strong US position as Malaysia’s major trading partner. Next, the firm-level analysis involving regression with GARCH(1,1) specification concludes that 35.75% of our sample firms are affected by the symmetric exposure. The higher exposure of Malaysia sample firms relative to western economies reflects the lack of hedging exercises and considerably moderate growth of derivatives market in Malaysia. In term of asymmetric exposure, there are large proportions of firms significantly affected by the USD appreciation. Inclusion of five sub-periods comprising two financial crises and pegging regime into the analyses indicates different significance levels throughout the periods. The detailed results of the study offer better insights for firm manager in making strategic decisions towards effective currency exposure management.
{"title":"Symmetric and asymmetric exchange rate exposure: Evidence from Malaysian non-financial firms","authors":"W. Suhaimi, H. A. Wahab, Rabihah Md. Sum","doi":"10.1063/1.5121133","DOIUrl":"https://doi.org/10.1063/1.5121133","url":null,"abstract":"Despite minimal exchange rate exposure previously found in developed region, comprehensive study on the level of exchange rate exposure in a small open economy such as Malaysia remains scarce. Additionally, ignoring the direction of currency movement inflicts bias in estimation due to the commingling of positive and negative exposure. Hence, this paper examines the symmetric and asymmetric exchange rate exposure of 207 Malaysian non-financial firms at both aggregate and firm levels. Employing data from 1995 to 2016, the panel analysis found significant aggregate stock returns exposure to changes in the USD, mainly due to the strong US position as Malaysia’s major trading partner. Next, the firm-level analysis involving regression with GARCH(1,1) specification concludes that 35.75% of our sample firms are affected by the symmetric exposure. The higher exposure of Malaysia sample firms relative to western economies reflects the lack of hedging exercises and considerably moderate growth of derivatives market in Malaysia. In term of asymmetric exposure, there are large proportions of firms significantly affected by the USD appreciation. Inclusion of five sub-periods comprising two financial crises and pegging regime into the analyses indicates different significance levels throughout the periods. The detailed results of the study offer better insights for firm manager in making strategic decisions towards effective currency exposure management.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"289 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115946168","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The issue of whether Malaysians are adequately prepared for costs of their future retirements has been the subject of significant debate and research over the last few years, especially for those who contributing under defined contribution (DC) plan, since the contributors under this plan are allowed in managing some portion of their savings. The contributors are allowed to withdraw or invest during contribution (working) period, according to rules and regulations. Therefore, the objective of this study is to estimate the retirement wealth adequacy of future retirees under the DC plan in Malaysia using wealth-need ratio model and simulation approach. There are four simulated wealth-need ratio models projecting with several feasible scenarios, including an optimistic scenario involving more investment activities (more-investments) and a pessimistic scenario including no or less investment activities (more-savings), based on several related assumptions. The results show that 43% of households are projected to have adequate retirement benefits under the pessimistic scenario, while 94% of households are projected to have adequate retirement benefits under the optimistic scenario. In addition, three hybrid models are constructed to provide more realistic scenarios of Malaysian population, by developing three samples with different proportions of households with more-investments, and households with more-savings. The results show that 80% of households with higher proportion of more-investments households have adequate retirement benefits, while only 65% of households with higher proportion of more-savings households have adequate retirement benefits.The issue of whether Malaysians are adequately prepared for costs of their future retirements has been the subject of significant debate and research over the last few years, especially for those who contributing under defined contribution (DC) plan, since the contributors under this plan are allowed in managing some portion of their savings. The contributors are allowed to withdraw or invest during contribution (working) period, according to rules and regulations. Therefore, the objective of this study is to estimate the retirement wealth adequacy of future retirees under the DC plan in Malaysia using wealth-need ratio model and simulation approach. There are four simulated wealth-need ratio models projecting with several feasible scenarios, including an optimistic scenario involving more investment activities (more-investments) and a pessimistic scenario including no or less investment activities (more-savings), based on several related assumptions. The results show that 43% of households are projected ...
{"title":"Projection of retirement adequacy with withdrawals and investment elements using simulation approach","authors":"R. I. Alaudin, N. Ismail","doi":"10.1063/1.5121109","DOIUrl":"https://doi.org/10.1063/1.5121109","url":null,"abstract":"The issue of whether Malaysians are adequately prepared for costs of their future retirements has been the subject of significant debate and research over the last few years, especially for those who contributing under defined contribution (DC) plan, since the contributors under this plan are allowed in managing some portion of their savings. The contributors are allowed to withdraw or invest during contribution (working) period, according to rules and regulations. Therefore, the objective of this study is to estimate the retirement wealth adequacy of future retirees under the DC plan in Malaysia using wealth-need ratio model and simulation approach. There are four simulated wealth-need ratio models projecting with several feasible scenarios, including an optimistic scenario involving more investment activities (more-investments) and a pessimistic scenario including no or less investment activities (more-savings), based on several related assumptions. The results show that 43% of households are projected to have adequate retirement benefits under the pessimistic scenario, while 94% of households are projected to have adequate retirement benefits under the optimistic scenario. In addition, three hybrid models are constructed to provide more realistic scenarios of Malaysian population, by developing three samples with different proportions of households with more-investments, and households with more-savings. The results show that 80% of households with higher proportion of more-investments households have adequate retirement benefits, while only 65% of households with higher proportion of more-savings households have adequate retirement benefits.The issue of whether Malaysians are adequately prepared for costs of their future retirements has been the subject of significant debate and research over the last few years, especially for those who contributing under defined contribution (DC) plan, since the contributors under this plan are allowed in managing some portion of their savings. The contributors are allowed to withdraw or invest during contribution (working) period, according to rules and regulations. Therefore, the objective of this study is to estimate the retirement wealth adequacy of future retirees under the DC plan in Malaysia using wealth-need ratio model and simulation approach. There are four simulated wealth-need ratio models projecting with several feasible scenarios, including an optimistic scenario involving more investment activities (more-investments) and a pessimistic scenario including no or less investment activities (more-savings), based on several related assumptions. The results show that 43% of households are projected ...","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122178567","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
After the Subprime crisis 2008, the issue of loan default has gained significant importance by regulators, bankers, academia as well as market players around the globe till today. So far, large volume of studies have been devoted in investigating several bank characteristics affecting credit risk, however lack focus has been put to specifically examine the impact of capital thresholds on credit risk level. The issue on how well capitalized banks perform in relation to non-performing loan remains unresolved especially for small developing market of Malaysia. Motivated from here, the purpose of this study is to investigate the impact of capital on non-performing loan problem under different capital thresholds from March 2010 till September 2017. Using non-dynamic panel threshold model, the study finds that capital threshold is significant in affecting the relationship between credit risk and capital level. Furthermore, there is negative relationship between capital and credit risk under large capital regime, suggesting that well-capitalized banks are having adequate resources and expertise, reflecting better risk management and improved governance in minimizing defaults.After the Subprime crisis 2008, the issue of loan default has gained significant importance by regulators, bankers, academia as well as market players around the globe till today. So far, large volume of studies have been devoted in investigating several bank characteristics affecting credit risk, however lack focus has been put to specifically examine the impact of capital thresholds on credit risk level. The issue on how well capitalized banks perform in relation to non-performing loan remains unresolved especially for small developing market of Malaysia. Motivated from here, the purpose of this study is to investigate the impact of capital on non-performing loan problem under different capital thresholds from March 2010 till September 2017. Using non-dynamic panel threshold model, the study finds that capital threshold is significant in affecting the relationship between credit risk and capital level. Furthermore, there is negative relationship between capital and credit risk under large capital regime...
{"title":"The impact of capital thresholds on credit risk: Empirical evidence on Malaysian mixed banking systems","authors":"H. A. Wahab","doi":"10.1063/1.5121075","DOIUrl":"https://doi.org/10.1063/1.5121075","url":null,"abstract":"After the Subprime crisis 2008, the issue of loan default has gained significant importance by regulators, bankers, academia as well as market players around the globe till today. So far, large volume of studies have been devoted in investigating several bank characteristics affecting credit risk, however lack focus has been put to specifically examine the impact of capital thresholds on credit risk level. The issue on how well capitalized banks perform in relation to non-performing loan remains unresolved especially for small developing market of Malaysia. Motivated from here, the purpose of this study is to investigate the impact of capital on non-performing loan problem under different capital thresholds from March 2010 till September 2017. Using non-dynamic panel threshold model, the study finds that capital threshold is significant in affecting the relationship between credit risk and capital level. Furthermore, there is negative relationship between capital and credit risk under large capital regime, suggesting that well-capitalized banks are having adequate resources and expertise, reflecting better risk management and improved governance in minimizing defaults.After the Subprime crisis 2008, the issue of loan default has gained significant importance by regulators, bankers, academia as well as market players around the globe till today. So far, large volume of studies have been devoted in investigating several bank characteristics affecting credit risk, however lack focus has been put to specifically examine the impact of capital thresholds on credit risk level. The issue on how well capitalized banks perform in relation to non-performing loan remains unresolved especially for small developing market of Malaysia. Motivated from here, the purpose of this study is to investigate the impact of capital on non-performing loan problem under different capital thresholds from March 2010 till September 2017. Using non-dynamic panel threshold model, the study finds that capital threshold is significant in affecting the relationship between credit risk and capital level. Furthermore, there is negative relationship between capital and credit risk under large capital regime...","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126408217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The construction of multiple partitions in consensus clustering with random initialization and various parameters values of clustering algorithm enable us to measure the stability of objects (points) in a cluster. The procedure to indicate stability is aided by the co-occurrences of pair objects (i,j) allocated to the same cluster in each partition. In this paper, we propose a voting-merged method - a combination of voting-based method and merging process. Our experiment with simulations and real datasets shows better performance for well-separated clusters and low degree of overlapping.The construction of multiple partitions in consensus clustering with random initialization and various parameters values of clustering algorithm enable us to measure the stability of objects (points) in a cluster. The procedure to indicate stability is aided by the co-occurrences of pair objects (i,j) allocated to the same cluster in each partition. In this paper, we propose a voting-merged method - a combination of voting-based method and merging process. Our experiment with simulations and real datasets shows better performance for well-separated clusters and low degree of overlapping.
{"title":"Stability of individual object in construction of voting-merged approach","authors":"Norin Rahayu Shamsuddin, N. Mahat","doi":"10.1063/1.5121132","DOIUrl":"https://doi.org/10.1063/1.5121132","url":null,"abstract":"The construction of multiple partitions in consensus clustering with random initialization and various parameters values of clustering algorithm enable us to measure the stability of objects (points) in a cluster. The procedure to indicate stability is aided by the co-occurrences of pair objects (i,j) allocated to the same cluster in each partition. In this paper, we propose a voting-merged method - a combination of voting-based method and merging process. Our experiment with simulations and real datasets shows better performance for well-separated clusters and low degree of overlapping.The construction of multiple partitions in consensus clustering with random initialization and various parameters values of clustering algorithm enable us to measure the stability of objects (points) in a cluster. The procedure to indicate stability is aided by the co-occurrences of pair objects (i,j) allocated to the same cluster in each partition. In this paper, we propose a voting-merged method - a combination of voting-based method and merging process. Our experiment with simulations and real datasets shows better performance for well-separated clusters and low degree of overlapping.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123161820","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Vocational Colleges nowadays have activities based on entrepreneurship education. Entrepreneurship is one of the elements of teaching and learning opportunities for teachers and students in particu...
{"title":"Entrepreneurial practice amongst lecturers of vocational college","authors":"Hanim Zainal, M. Jabor","doi":"10.1063/1.5121141","DOIUrl":"https://doi.org/10.1063/1.5121141","url":null,"abstract":"Vocational Colleges nowadays have activities based on entrepreneurship education. Entrepreneurship is one of the elements of teaching and learning opportunities for teachers and students in particu...","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"21 11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123177776","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The lower limb muscle fatigue and changes in lower limb kinematics during running and cycling indicate early signs of fall and injury risk. Past studies had analyzed the effects of running and cycl...
{"title":"Classification predictive models of running- and cycling-induced fatigue","authors":"S. Tang, W. P. Loh","doi":"10.1063/1.5121136","DOIUrl":"https://doi.org/10.1063/1.5121136","url":null,"abstract":"The lower limb muscle fatigue and changes in lower limb kinematics during running and cycling indicate early signs of fall and injury risk. Past studies had analyzed the effects of running and cycl...","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133808473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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