Frontier Project Research Articles

Spack-Based Packaging and Development for HEP

The art event-based analysis framework is used by multiple Intensity Frontier and other experiments and projects in High Energy Physics (HEP). A system of tools and scripts based around a Fermilab-originated package management system called UNIX Product Support (UPS) has evolved to provide development, packaging, release management, and distribution of the art suite, related experimental software and external dependencies in relocatable binary form. The existing system has limitations in environments such as macOS with System Integrity Protection (SIP) enabled and the various High Performance Computing (HPC) systems that the field of HEP is increasingly looking to leverage. This has led to a search for other ways of providing experiments with a packaging and build system that meets their needs. We describe our efforts to develop a packaging and release management system based on the Spack HPC package management tool to replace the existing UPS-based system. We additionally describe a companion system: SpackDev and cetmodules, allowing simultaneous development of multiple HEP software packages in a consistent environment. A successful implementation of the intended system would have applicability across HEP rather than merely to the users of the art framework.

Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output

The aim of this study is to assess mutual fund (MF) performance in a multi-dimensional framework with ethical level as one of its performance measures. MF overall management process is conceptualised as a serially linked two-stage process with operational management and portfolio management as the first and second stage processes. Recognising that corporate policy on ethical issues may reflect medium- to long-term commitment and may guide MF portfolio construction, ethical level is modelled as a non-discretionary output at the operational management stage. Under this performance appraisal framework, network data envelopment analysis (DEA) output-oriented models are formulated to compute overall and stage-level performance. A DEA model to determine frontier projection of inefficient MFs is also developed. Application of the proposed DEA models is demonstrated using a sample of large U.S. equity MFs as a case study.

Assessing R&D efficiency using a two-stage dynamic DEA model: A case study of research institutes in the Chinese Academy of Sciences

Abstract Various studies have been devoted to the evaluation of the research and development (R&D) performances of universities and research institutes. However, existing studies tend to focus on static systems, that is, systems with no intertemporal effect. To tackle this issue, this study attempts to assess relative R&D efficiency of institutes from a dynamic perspective. The unified two-stage model proposed by Kao (2017) made a contribution to combining division efficiencies in the multiplier form with frontier projections in the envelopment form in a unified framework. We develop his model in a dynamic framework into which the effects of carry-over activities are embedded across the period. If the dynamic effects in the efficiency measures are not considered, the results will be biased. This is one of the few studies to examine dynamic effects within the framework of the R&D process. Our analysis is based on samples of 17 research institutes in the Chinese Academy of Sciences over the period of 2012–2015. When compared with the proposed data envelope analysis (DEA) model, results show that the static DEA model may underestimate the R&D efficiency scores. The institutes experienced significant improvements in system efficiency, mainly due to the improvements in transfer efficiency. However, there is still much room for improvement in transferring scientific and technological (S&T) achievements. We also find that the resource scale played an important role in influencing basic research. Finally, the projections of inefficient institutes indicate that most institutes had insufficient carry-over inputs (newly approved projects and management cost) based on the average four-year values, and existing slack resources for managers to improve the future performance.

Primal-dual correspondence and frontier projections in two-stage network DEA models

The standard data envelopment analysis (DEA) procedure involves solving a pair of two types of models, multiplier model and envelopment model, and one of the most interesting features of DEA is that these two types of models are equivalent due to duality in linear programming. However, while several prominent network DEA models have been proposed in the literature in multiplier and/or envelopment forms, it is still doubtful or unclear whether and how the same primal-dual correspondence can be retained between the two types of network DEA models as in the standard DEA. To address this issue, we develop an axiomatic derivation of some two-stage network DEA models in this paper focusing on the basic two-stage serial process structure. We define the production possibility set for the basic two-stage serial process based upon some reasonable axiomatic properties. Subsequently we develop envelopment network DEA models using different distance measures, which are then shown to result in well-known existing two-stage network DEA models in the multiplier form.

A Measurement Way of the Container Terminal Efficiency among Korea and China by Using the Two-Stage Network Models(Frontier Projection and Centralized)

A Measurement Way of the Container Terminal Efficiency among Korea and China by Using the Two-Stage Network Models(Frontier Projection and Centralized)

Designing an Information Infrastructure for Policy Integration of Spatial Planning and Flood Risk Management

The policy integration of spatial planning and flood risk management is a promising approach to mitigate flooding. Scholars indicate that the absence of appropriate information base and technological capacity is among the factors impeding this integration. This study found that what needs to be improved is the access to geographic information and geographic technologies by individual policy makers, rather than the ownership of such resources by one organisation as a whole. Based on this finding, we designed the goals and functions for a Spatially Integrated Policy Infrastructure (SIPI) which shares not only geographic information but also models and analysis tools. A prototype of SIPI was also developed as an illustration of the selected functions of this SIPI. The design of SIPI is consistent with other frontier studies and projects in the field of GIS and planning. The development process also provides experience for future studies and development of infrastructures that aim at supporting policy integration.

Efficiency measurement and frontier projection identification for general two-stage systems in data envelopment analysis

The multiplier and envelopment models in data envelopment analysis (DEA) have a primal-dual relationship, and produce the same efficiency measure for a decision making unit (DMU). In addition to measuring efficiency, the multiplier model is able to identify the production frontier facets defined by the DMUs being evaluated, and the envelopment model is able to identify the projection point, based on which the efficiencies are measured. For general two-stage systems where the whole operation of the system is divided into two smaller operations carried out by two divisions connected in series, the multiplier model is generally used to measure division efficiencies, and the envelopment model is used to identify the projection point. This paper shows that the projection point identified by the envelopment model is not the one used by the multiplier model to measure the division efficiencies for general two-stage systems. Based on the primal-dual relationship of the two models, the envelopment model is reformulated to be able to obtain the projection point and measure the division efficiencies at the same time. The input- and output-orientation of the two divisions lead to four forms of the model. A case of measuring the innovation efficiency of thirty-five countries is used to illustrate the characteristics of this model and its differences from the multiplier model.

An image encryption scheme based on three-dimensional Brownian motion and chaotic system**Project supported by the National Natural Science Foundation of China (Grant Nos. 41571417 and 61305042), the National Science Foundation of the United States (Grant Nos. CNS-1253424 and ECCS-1202225), the Science and Technology Foundation of Henan Province, China (Grant No. 152102210048), the Foundation and Frontier Project of Henan Province, China

At present, many chaos-based image encryption algorithms have proved to be unsafe, few encryption schemes permute the plain images as three-dimensional (3D) bit matrices, and thus bits cannot move to any position, the movement range of bits are limited, and based on them, in this paper we present a novel image encryption algorithm based on 3D Brownian motion and chaotic systems. The architecture of confusion and diffusion is adopted. Firstly, the plain image is converted into a 3D bit matrix and split into sub blocks. Secondly, block confusion based on 3D Brownian motion (BCB3DBM) is proposed to permute the position of the bits within the sub blocks, and the direction of particle movement is generated by logistic-tent system (LTS). Furthermore, block confusion based on position sequence group (BCBPSG) is introduced, a four-order memristive chaotic system is utilized to give random chaotic sequences, and the chaotic sequences are sorted and a position sequence group is chosen based on the plain image, then the sub blocks are confused. The proposed confusion strategy can change the positions of the bits and modify their weights, and effectively improve the statistical performance of the algorithm. Finally, a pixel level confusion is employed to enhance the encryption effect. The initial values and parameters of chaotic systems are produced by the SHA 256 hash function of the plain image. Simulation results and security analyses illustrate that our algorithm has excellent encryption performance in terms of security and speed.

Comments: The Supply/Demand Balance

Editor's column Layoffs have slowed, some companies posted profits in the third quarter, and there is even talk of a coming oil shortage that would cause oil prices to spike. But there is generally no consensus on what the oil market has in store over the next 1–2 years. At a recent industry gathering in London, Saudi Arabia’s Energy Minister Khalid al-Falih said the market was recovering from its severe 2-year decline, with global supply and demand becoming rebalanced, which will raise oil prices. “We are now at the end of a considerable downturn,” he said. But whether OPEC can reach, or keep, a production agreement is unclear. Although North American unconventional output has been unprecedented over the past few years, OPEC’s course of action over the next year “will define whether the industry will experience a slow and smooth recovery to a sustainable price equilibrium, or a period of underinvestment leading to a volatile and high oil price,” says consultancy Wood Mackenzie. “Even if the recent provisional deal produces minimal results, OPEC Gulf countries will ultimately need to cut production if operators expect prices to recover in the next 3 years.” Third-quarter company earnings were mixed, with some service companies and operators finally posting profits after severely cutting costs. Shell and BP reported third-quarter profits after shedding jobs and slashing expenses, rebounding from 2 years of losses. Both companies said they believe supply and demand are coming back into balance and expressed cautious optimism about 2017. But profits at -ExxonMobil, Chevron, Statoil, and other majors were not as positive. Halliburton finally turned the corner on profitability in the quarter but other service companies such as -Schlumberger did not. Many oil executives are warning that the lack of investment caused by the downturn will lead to a severe oil supply shortfall in just a few years and, with it, a sharp price increase. That also may suggest that they believe that the oil price recovery will be so gradual that it will not spur any rapid rise in upstream spending. But although upstream investment has fallen sharply, a supply shortage is not necessarily imminent. Much of the upstream spending that has been curtailed, says Amy Myers Jaffe, an energy expert and executive director for energy and sustainability at the University of California at Davis, was from high-cost, frontier projects such as the Arctic. With budgets tight, spending may be directed instead to surer plays such as the Permian Basin in west Texas, with a focus on existing fields, which will lead to first oil production more quickly. Investment continues to flood into the Permian, and the US Geological Survey last month upgraded its reserve estimates for the Wolfcamp shale in the Midland Basin portion of the Permian. If OPEC continues to worry about losing market share and operators become more disciplined in their upstream spending, the shortfall may not materialize.

A novel color image encryption algorithm based on genetic recombination and the four-dimensional memristive hyperchaotic system**Project supported by the National Natural Science Foundation of China (Grant Nos. 61203094 and 61305042), the Natural Science Foundation of the United States (Grant Nos. CNS-1253424 and ECCS-1202225), the Science and Technology Foundation of Henan Province, China (Grant No. 152102210048), the Foundation and Frontier Project

Recently, many image encryption algorithms based on chaos have been proposed. Most of the previous algorithms encrypt components R, G, and B of color images independently and neglect the high correlation between them. In the paper, a novel color image encryption algorithm is introduced. The 24 bit planes of components R, G, and B of the color plain image are obtained and recombined into 4 compound bit planes, and this can make the three components affect each other. A four-dimensional (4D) memristive hyperchaotic system generates the pseudorandom key streams and its initial values come from the SHA 256 hash value of the color plain image. The compound bit planes and key streams are confused according to the principles of genetic recombination, then confusion and diffusion as a union are applied to the bit planes, and the color cipher image is obtained. Experimental results and security analyses demonstrate that the proposed algorithm is secure and effective so that it may be adopted for secure communication.

福井予想とNew Frontier Project学際研究

福井予想とNew Frontier Project学際研究

Business excellence: the managerial and value-creation efficiencies of the insurance companies

The competitive global environment today has brought with it profound challenges, leading to excessive risk-taking behaviour by insurance companies. These companies require retaining their performance at high levels, while dealing with risk-taking behaviour. Following this, performance evaluation has emerged as a fundamental building block of total quality management and business excellence for an organisation. Hence, this paper aims to decompose the overall performance of an insurer into two efficiency components, managerial efficiency and value-creation efficiency, where risk management activities are embedded in the efficiency evaluation. This paper applies a network data envelopment analysis model to evaluate the performance of 30 Malaysian insurers for the period 2008–2012. The performance analysis indicates that the average overall efficiency of the insurance sector in Malaysia was approximately 63.5%, largely attributed to value-creation efficiency. The frontier projection analysis reveals that Malaysian insurers should enhance their managerial ability by substantially reducing their input quantities. Finally, through a managerial decision-making matrix, only nine insurers are classified as having high levels of both managerial and value-creation efficiencies. Significant differences in managerial efficiency and value-creation efficiency among insurers suggest that decision-makers in insurance companies of Malaysia seem to have directed resources to address the specific inefficiency types.

In-depth Characterization of Silicon Nanowire Field-Effect Transistor (SiNW-FET) for Neural Recording and Direct Performance Comparison with Passive MEA

In-depth Characterization of Silicon Nanowire Field-Effect Transistor (SiNW-FET) for Neural Recording and Direct Performance Comparison with Passive MEA

The impact of earnings management on the performance of ASEAN banks

Southeast Asian financial liberalization policies have enthused both performance evaluation (a pro) and earnings management (a con). Using a sample of ASEAN commercial banks for the period 2007–2014, this study decomposes their banking performance into managerial and profitability efficiencies. An efficiency analysis reveals that Singaporean banks obtained the highest overall and profitability efficiencies, while Bruneian banks had the lowest rates of banking performance. In the stage of managerial efficiency, the most inefficient banks are those of the Philippines, whereas the greatest level is related to Malaysian banks. A frontier projection analysis suggests that Singaporean banks and Malaysian banks are generally more efficient in managing their expenditures and long-term assets in generating income in the long run. With respect to the con, a regression analysis indicates that loan loss provisions are negatively related to banking performance. Overall, it is advisable that policy makers with oversight function should promote performance evaluation from a multidimensional perspective, and keep an eye on estimates of loan loss provisions at banks over years because increases/decreases in loan loss provisions mean decreases/increases in net income or return on assets.

Frontier projection and efficiency decomposition in two-stage processes with slacks-based measures

In the prior literature on measuring the efficiency of two-stage processes, there are both radial and non-radial methods of efficiency measurement. In some cases, non-radial methods which allow all inputs, intermediate measures and outputs to change non-proportionally are more appropriate than radial methods, but they do not ensure stage efficiency or allow for the efficiency decomposition of two-stage processes. Based on slacks-based measure (SBM), this paper develops both envelopment-based and multiplier-based models to obtain simultaneously both the frontier projection and the efficiency decomposition. Specifically, we propose the variable intermediate measures SBM (VSBM) model to evaluate the system efficiency of two-stage processes and consider the following three properties of the VSBM model: 1) we derive the efficient DEA frontier projection based on the VSBM model; 2) we address potential conflicts in this model with respect to the intermediate measures; 3) we prove that the system inefficiency is equivalent to the sum of inefficiencies of the two stages. Furthermore, we derive the efficiency decomposition of two-stage processes based on the dual of the VSBM model. Finally, we apply our proposed approach to real data of US commercial banks, and extend our approach to settings in which the assumption of variable returns to scale (VRS) holds or there are more general network structures.

Proof of the Asymptotic Linearity Theorem Extension Conjecture (ALTEC)

The Asymptotic Linearity Theorem, which proves the Fukui conjecture in a broader context, plays a significant role in the repeat space theory, which is the central unifying theory in the first and the second generation Fukui Project. Proving the Asymptotic Linearity Theorem Extension Conjecture (ALTEC) is a fundamental problem in the repeat space theory. In the present paper, we give a proof of the ALTEC using inwardly repeating fractal structures of some functions used in Matrix Art from the Niagara Project, which is part of the second generation Fukui Project. In recent years, the Niagara Project has been extended to the broader project of Science-Art Multi-angle Network, and the second generation Fukui Project is also called the New Frontier Project.

Exploring the benchmarks of the Taiwanese investment trust corporations: Management and investment efficiency perspectives

Through an additive efficiency decomposition (AED) approach in data envelopment analysis (DEA), we evaluate the management and investment efficiencies of Investment Trust Corporations (ITCs) in Taiwan for the period 2007–2011. Furthermore, the AED-DEA and a network-based ranking approach in DEA are jointly used to rank and identify ITCs that can be treated as benchmarks. Frontier projections for ITCs are also highlighted. In general, our results demonstrate that the sample ITCs have higher investment efficiency than the management efficiency. Foreign ITCs appear to be the most efficient ones as compared to local ITCs and financial-holding ITCs. Finally, we construct a competitive map to help mutual fund managers improve their operating performance, resource allocation, and investment strategy formulation.

A note on two-stage network DEA model: Frontier projection and duality

In Chen, Cook, Kao, and Zhu (2013), it is demonstrated, as a network DEA pitfall, that while the multiplier and envelopment DEA models are dual models and equivalent under the standard DEA, such is not necessarily true for the two types of network DEA models in deriving divisional efficiency scores and frontier projections. As a reaction to this work, we demonstrate that the duality in the standard DEA naturally migrates to the two-stage network DEA. Formulas are developed to obtain frontier projections and divisional efficiency scores using a DEA model's and its dual solutions. The case of Taiwanese non-life insurance companies is revisited using the newly developed approach.

Cost minimizing target setting heuristics for making inefficient decision-making units efficient

A problem of increasing the efficiencies of inefficient decision-making units (DMUs) with known marginal costs of reducing inputs is considered. It is shown that the problem is difficult to solve exactly, and has exponential computational complexity. Two heuristics (Heuristic-I and Heuristic-II) that consider cost minimizing DEA frontier projections for inefficient DMUs are proposed. The proposed heuristics are tested by using several simulated and real-world datasets with linear and Fibonacci marginal input reduction costs. The results of the proposed heuristics are compared with traditional cost insensitive DEA frontier projections, and it is shown that Heuristic-I results in approximately 18–58% lower costs.

Assessing the prevalence of malnutrition in tribal children using MUAC as a screening tool

Children malnutrition is a major public health problem in India. Malnutrition has the maximum impact on children living in rural and tribal areas. Various anthropometric indices such as weight–for-age, height-for-age, weight-for- height and Body Mass Index (BMI) are used to assess the nutritional status of the children. Mid-upper-arm circumference (MUAC) is being used as an alternative to traditional measurements like height and weight, particularly in emergency settings. The World Health Organization (WHO) has recommended MUAC to be used as an independent diagnostic criterion for assessing severe acute malnutrition among children. A total of 4502 children between 6-59 months of age were screened over a period of 12 months, in seven Medicins Sans Frontiers (MSF) Project mobile clinic sites located in states of Andhra Pradesh and Chhattisgarh border areas in India. MUAC was measured with MSF-designed fiber optic measuring tapes. In general, the overall prevalence of malnutrition among 6-59 months children was 15.2%. However the prevalence of malnutrition was higher among children of 6-23 months age group (25.8%) as compared to children of 24-59 months (5.4%). Despite various national nutritional intervention programs have been in operation for about four decades, the malnutrition remains very high particularly among the children living in hilly and remote tribal villages.