On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Investigation of the Impacts of Large-Scale Wind Power Penetration on the Angle and Voltage Stability of Power Systems

The complexity of power systems has increased in recent years due to the operation of existing transmission lines closer to their limits, using flexible AC transmission system (FACTS) devices, and also due to the increased penetration of new types of generators that have more intermittent characteristics and lower inertial response, such as wind generators. This changing nature of a power system has considerable effect on its dynamic behaviors resulting in power swings, dynamic interactions between different power system devices, and less synchronized coupling. This paper presents some analyses of this changing nature of power systems and their dynamic behaviors to identify critical issues that limit the large-scale integration of wind generators and FACTS devices. In addition, this paper addresses some general concerns toward high compensations in different grid topologies. The studies in this paper are conducted on the New England and New York power system model under both small and large disturbances. From the analyses, it can be concluded that high compensation can reduce the security limits under certain operating conditions, and the modes related to operating slip and shaft stiffness are critical as they may limit the large-scale integration of wind generation.

Video transmission over wireless channel

This work has been realized by the author in his PhD course in Electrical, Computer Science and Telecommunication at the University of Bologna, Faculty of Engineering, Italy. All the documentation here reported is a summary of years of work, under the supervision of Prof. Oreste Andrisano, coordinator of Wireless Communication Laboratory - WiLab, in Bologna. The subject of this thesis is the transmission of video in a context of heterogeneous network, and in particular, using a wireless channel. All the instrumentation that has been used for the characterization of the telecommunication systems belongs to CNR (National Research Council), CNIT (Italian Inter- University Center), and DEIS (Dept. of Electrical, Computer Science, and Systems). From November 2009 to July 2010, the author spent his time abroad, working in collaboration with DLR - German Aerospace Center in Munich, Germany, on channel coding area, developing a general purpose decoder machine to decode a huge family of iterative codes. A patent concerning Doubly Generalized-Low Density Parity Check codes has been produced by the author as well as some important scientic papers, published on IEEE journals and conferences.

Vision-based Proximity Detection in Retinal Surgery

In retinal surgery, surgeons face difficulties such as indirect visualization of surgical targets, physiological tremor, and lack of tactile feedback, which increase the risk of retinal damage caused by incorrect surgical gestures. In this context, intraocular proximity sensing has the potential to overcome current technical limitations and increase surgical safety. In this paper, we present a system for detecting unintentional collisions between surgical tools and the retina using the visual feedback provided by the opthalmic stereo microscope. Using stereo images, proximity between surgical tools and the retinal surface can be detected when their relative stereo disparity is small. For this purpose, we developed a system comprised of two modules. The first is a module for tracking the surgical tool position on both stereo images. The second is a disparity tracking module for estimating a stereo disparity map of the retinal surface. Both modules were specially tailored for coping with the challenging visualization conditions in retinal surgery. The potential clinical value of the proposed method is demonstrated by extensive testing using a silicon phantom eye and recorded rabbit in vivo data.

Large scale multiphysics modeling of neurites

Situado en el límite entre Ingeniería, Informática y Biología, la mecánica computacional de las neuronas aparece como un nuevo campo interdisciplinar que potencialmente puede ser capaz de abordar problemas clínicos desde una perspectiva diferente. Este campo es multiescala por naturaleza, yendo desde la nanoescala (como, por ejemplo, los dímeros de tubulina) a la macroescala (como, por ejemplo, el tejido cerebral), y tiene como objetivo abordar problemas que son complejos, y algunas veces imposibles, de estudiar con medios experimentales. La modelización computacional ha sido ampliamente empleada en aplicaciones Neurocientíficas tan diversas como el crecimiento neuronal o la propagación de los potenciales de acción compuestos. Sin embargo, en la mayoría de los enfoques de modelización hechos hasta ahora, la interacción entre la célula y el medio/estímulo que la rodea ha sido muy poco explorada. A pesar de la tremenda importancia de esa relación en algunos desafíos médicos—como, por ejemplo, lesiones traumáticas en el cerebro, cáncer, la enfermedad del Alzheimer—un puente que relacione las propiedades electrofisiológicas-químicas y mecánicas desde la escala molecular al nivel celular todavía no existe. Con ese objetivo, esta investigación propone un marco computacional multiescala particularizado para dos escenarios respresentativos: el crecimiento del axón y el acomplamiento electrofisiológicomecánico de las neuritas. En el primer caso, se explora la relación entre los constituyentes moleculares del axón durante su crecimiento y sus propiedades mecánicas resultantes, mientras que en el último, un estímulo mecánico provoca deficiencias funcionales a nivel celular como consecuencia de sus alteraciones electrofisiológicas-químicas. La modelización computacional empleada en este trabajo es el método de las diferencias finitas, y es implementada en un nuevo programa llamado Neurite. Aunque el método de los elementos finitos es también explorado en parte de esta investigación, el método de las diferencias finitas tiene la flexibilidad y versatilidad necesaria para implementar mode los biológicos, así como la simplicidad matemática para extenderlos a simulaciones a gran escala con un coste computacional bajo. Centrándose primero en el efecto de las propiedades electrofisiológicas-químicas sobre las propiedades mecánicas, una versión adaptada de Neurite es desarrollada para simular la polimerización de los microtúbulos en el crecimiento del axón y proporcionar las propiedades mecánicas como función de la ocupación de los microtúbulos. Después de calibrar el modelo de crecimiento del axón frente a resultados experimentales disponibles en la literatura, las características mecánicas pueden ser evaluadas durante la simulación. Las propiedades mecánicas del axón muestran variaciones dramáticas en la punta de éste, donde el cono de crecimiento soporta las señales químicas y mecánicas. Bansándose en el conocimiento ganado con el modelo de diferencias finitas, y con el objetivo de ir de 1D a 3D, este esquema preliminar pero de una naturaleza innovadora allana el camino a futuros estudios con el método de los elementos finitos. Centrándose finalmente en el efecto de las propiedades mecánicas sobre las propiedades electrofisiológicas- químicas, Neurite es empleado para relacionar las cargas mecánicas macroscópicas con las deformaciones y velocidades de deformación a escala microscópica, y simular la propagación de la señal eléctrica en las neuritas bajo carga mecánica. Las simulaciones fueron calibradas con resultados experimentales publicados en la literatura, proporcionando, por tanto, un modelo capaz de predecir las alteraciones de las funciones electrofisiológicas neuronales bajo cargas externas dañinas, y uniendo lesiones mecánicas con las correspondientes deficiencias funcionales. Para abordar simulaciones a gran escala, aunque otras arquitecturas avanzadas basadas en muchos núcleos integrados (MICs) fueron consideradas, los solvers explícito e implícito se implementaron en unidades de procesamiento central (CPU) y unidades de procesamiento gráfico (GPUs). Estudios de escalabilidad fueron llevados acabo para ambas implementaciones mostrando resultados prometedores para casos de simulaciones extremadamente grandes con GPUs. Esta tesis abre la vía para futuros modelos mecánicos con el objetivo de unir las propiedades electrofisiológicas-químicas con las propiedades mecánicas. El objetivo general es mejorar el conocimiento de las comunidades médicas y de bioingeniería sobre la mecánica de las neuronas y las deficiencias funcionales que aparecen de los daños producidos por traumatismos mecánicos, como lesiones traumáticas en el cerebro, o enfermedades neurodegenerativas como la enfermedad del Alzheimer. ABSTRACT Sitting at the interface between Engineering, Computer Science and Biology, Computational Neuron Mechanics appears as a new interdisciplinary field potentially able to tackle clinical problems from a new perspective. This field is multiscale by nature, ranging from the nanoscale (e.g., tubulin dimers) to the macroscale (e.g., brain tissue), and aims at tackling problems that are complex, and sometime impossible, to study through experimental means. Computational modeling has been widely used in different Neuroscience applications as diverse as neuronal growth or compound action potential propagation. However, in the majority of the modeling approaches done in this field to date, the interactions between the cell and its surrounding media/stimulus have been rarely explored. Despite of the tremendous importance of such relationship in several medical challenges—e.g., traumatic brain injury (TBI), cancer, Alzheimer’s disease (AD)—a bridge between electrophysiological-chemical and mechanical properties of neurons from the molecular scale to the cell level is still lacking. To this end, this research proposes a multiscale computational framework particularized for two representative scenarios: axon growth and electrophysiological-mechanical coupling of neurites. In the former case, the relation between the molecular constituents of the axon during its growth and its resulting mechanical properties is explored, whereas in the latter, a mechanical stimulus provokes functional deficits at cell level as a consequence of its electrophysiological-chemical alterations. The computational modeling approach chosen in this work is the finite difference method (FDM), and was implemented in a new program called Neurite. Although the finite element method (FEM) is also explored as part of this research, the FDM provides the necessary flexibility and versatility to implement biological models, as well as the mathematical simplicity to extend them to large scale simulations with a low computational cost. Focusing first on the effect of electrophysiological-chemical properties on the mechanical proper ties, an adaptation of Neurite was developed to simulate microtubule polymerization in axonal growth and provide the axon mechanical properties as a function of microtubule occupancy. After calibrating the axon growth model against experimental results available in the literature, the mechanical characteristics can be tracked during the simulation. The axon mechanical properties show dramatic variations at the tip of the axon, where the growth cone supports the chemical and mechanical signaling. Based on the knowledge gained from the FDM scheme, and in order to go from 1D to 3D, this preliminary yet novel scheme paves the road for future studies with FEM. Focusing then on the effect of mechanical properties on the electrophysiological-chemical properties, Neurite was used to relate macroscopic mechanical loading to microscopic strains and strain rates, and simulate the electrical signal propagation along neurites under mechanical loading. The simulations were calibrated against experimental results published in the literature, thus providing a model able to predict the alteration of neuronal electrophysiological function under external damaging load, and linking mechanical injuries to subsequent acute functional deficits. To undertake large scale simulations, although other state-of-the-art architectures based on many integrated cores (MICs) were considered, the explicit and implicit solvers were implemented for central processing units (CPUs) and graphics processing units (GPUs). Scalability studies were done for both implementations showing promising results for extremely large scale simulations with GPUs. This thesis opens the avenue for future mechanical modeling approaches aimed at linking electrophysiological- chemical properties to mechanical properties. Its overarching goal is to enhance the bioengineering and medical communities knowledge on neuronal mechanics and functional deficits arising from damages produced by direct mechanical insults, such as TBI, or neurodegenerative evolving illness, such as AD.

NOR network transduction procedures : "merging of gates" and "substitution of gates" for fan-in and fan-out restricted networks, NETTRA-G3-FIFO and NETTRA-PG1-FIFO /

"December 1974."--T.p.

A study of parallel one's complement arithmetic units with separate carry or borrow storage /

Vita.

Hierarchical associative memories for parallel computation /

"This report reproduces a thesis of the same title submitted to the Department of Electrical Engineering, Massachusetts Institute of Technology, in partial fulfillment of the requirements for the degree of Doctor of Philosophy, May 1970."--p. 2