Integrating Indian Remote Sensing Multi-spectral Satellite and Field Data to Estimate Seagrass Cover Change in the Andaman and Nicobar Islands, India

Nobi Elavumkudi Paulose,Elangovan Dilipan,Thirunavukarassu Thangaradjou 한국해양과학기술원 2013 Ocean science journal Vol.48 No.2

Environmental resource managers and policy makers require a reliable tool to quickly assess the spatial extent of any natural resources, including seagrasses, in order to develop management plans. Even small natural or anthropogenic disturbances can cause severe changes in the distributional pattern of seagrass meadows. Satellite imageries provide a suitable means to detect and assess such changes in space and time in remote and inaccessible areas. Present study aims to understand the distribution pattern of seagrasses after the Indian Ocean Tsunami in 2004 with the help of Indian Remote Sensing satellite data and in situ ground surveys with hand held GPS. As no geospatial data bases were available for the pre-tsunami period, the changes in seagrass cover were compared with the ground estimates available in the literature and also using pre-tsunami satellite data sets. The study found severe loss of seagrasses in the northern Andaman particularly in the Interview and North reef islands and in the Nicobar group of islands including Great Nicobar and Trinket islands. The investigation revealed the presence of 2,943.38 ha of seagrass covering the entire Andaman and Nicobar islands, and that 1,619.41 ha of seagrasses had been denuded during this period. The earthquake and subsequent tsunami in 2004 was the major reason for the loss of seagrasses in these islands. The seagrass spatial map generated in the present study can be used for the development of conservation and management plans and also to restore the denuded seagrasses of this region.

Dynamic of consumer groups and response of commodity markets by principal component analysis

Nobi, Ashadun,Alam, Shafiqul,Lee, Jae Woo Elsevier 2017 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIO Vol.482 No.-

<P><B>Abstract</B></P> <P>This study investigates financial states and group dynamics by applying principal component analysis to the cross-correlation coefficients of the daily returns of commodity futures. The eigenvalues of the cross-correlation matrix in the 6-month timeframe displays similar values during 2010–2011, but decline following 2012. A sharp drop in eigenvalue implies the significant change of the market state. Three commodity sectors, energy, metals and agriculture, are projected into two dimensional spaces consisting of two principal components (PC). We observe that they form three distinct clusters in relation to various sectors. However, commodities with distinct features have intermingled with one another and scattered during severe crises, such as the European sovereign debt crises. We observe the notable change of the position of two dimensional spaces of groups during financial crises. By considering the first principal component (PC1) within the 6-month moving timeframe, we observe that commodities of the same group change states in a similar pattern, and the change of states of one group can be used as a warning for other group.</P> <P><B>Highlights</B></P> <P> <UL> <LI> The principal component analysis applied to the time series of commodity futures. </LI> <LI> The drop of the largest eigenvalue corresponds to the market crash. </LI> <LI> Groups of commodities observed during the financial crisis. </LI> </UL> </P>

Systemic risk and hierarchical transitions of financial networks

Nobi, Ashadun,Lee, Jae Woo American Institute of Physics 2017 Chaos Vol.27 No.6

Does Product Familiarity and Brand Name Order Really Matter in Country of Origin Fit Effects in Brand Alliances?

Nobi, Benjamin,Kim, Kyung-Min 한국경영컨설팅학회 2017 경영컨설팅연구 Vol.17 No.2

Entropy and scaling behaviors of international trade patterns

Nobi Ashadun,Milu Sharmin Akter,Lee Jae Woo 한국물리학회 2023 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.83 No.9

We investigate the impact of international commodities trade on economic growth of fve Asian countries including China over the last two decades. We examine the exports of eight commodity categories from 1995 to 2018. Firstly, we calculate trade entropy by considering the probability of exporting a product from one country to another. Our analysis reveals a signifcant increase in China’s trade entropy for manufactured goods primarily classifed by material, compared to other products. The strong correlation between changes in gross domestic product (GDP) and trade volume in China indicates a remarkable contribution of manufactured goods to GDP during the studied period. Additionally, we establish a power law-scaling relation between GDP and product exports over time. Notably, the growth of manufactured goods from China exhibits a super-linear relationship with GDP.

State and group dynamics of world stock market by principal component analysis

Nobi, A.,Lee, J.W. North-Holland Pub. Co 2016 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIO Vol.450 No.-

<P>We study the dynamic interactions and structural changes by a principal component analysis (PCA) to cross-correlation coefficients of global financial indices in the years 1998-2012. The variances explained by the first PC increase with time and show a drastic change during the crisis. A sharp change in PC coefficient implies a transition of market state, a situation which occurs frequently in the American and Asian indices. However, the European indices remain stable over time. Using the first two PC coefficients, we identify indices that are similar and more strongly correlated than the others. We observe that the European indices form a robust group over the observation period. The dynamics of the individual indices within the group increase in similarity with time, and the dynamics of indices are more similar during the crises. Furthermore, the group formation of indices changes position in two-dimensional spaces due to crises. Finally, after a financial crisis, the difference of PCs between the European and American indices narrows. (C) 2016 Elsevier B.V. All rights reserved.</P>

The effect of firm’s severity of unethicality on brand trust: the role of ethical self-identity and brand relationship quality

Nobi, Benjamin,Kyung-Min Kim 한국마케팅관리학회 2019 한국마케팅관리학회 학술대회 Vol.2019 No.10

In recent times consumers are becoming more conscious of how companies’ actions affect society and consumers’ interests in corporate social responsibility cannot be overemphasized. Previous research provides empirical evidence on the relationship between a firm’s unethical behavior and brand trust. Specifically, it is known that high levels of consumer perceived unethicality reduce the level of trust consumers have for the brand in question. Consumer interests and awareness of ethical issues relating to brands is fast growing which presupposes that, companies must seek to integrate ethical behaviour into their business model (Singh, J. 2016). Extant research shows that empathy is evident with consumers’ identification with ethical issues which consequently impacts their attitudes (Shaw & Shiu, 2002; Ellen, Webb & Mohr, 2006). Also, when consumers are committed or attached to a brand, this in turn influences their attitude or judgements towards the unethical actions of firms (Schmalz & Orth, 2012; Ingram, Skinner & Taylor, V. A, 2005). When consumers have a strong relationship with a brand and feel attached, they are keener to sustain that relationship because that relationship is regarded as an investment. In their study, Tsarenko & Tojib (2012) show that, after a transgression of a firm, consumers’ decision to switch service provider was attenuated by forgiveness. Due to forgiveness, Consumers are willing to continue purchasing the firms’ products even after a transgression (Tsarenko & Tojib, 2015). Thus, the present study therefore examines how other boundary conditions - brand relationship quality and ethical self-identity affect the relationship between the severity of a firm’s unethical behavior and brand trust. A theoretical framework with hypothesized relationships is developed and tested in order to answer the research questions. We predict the following based on previous studies: H1: Brand relationship quality moderates the effects of severity of unethicality on brand trust such that, when severity of unethicality is high and brand relationship quality is high, brand trust is higher than when brand relationship quality is low. H2: Ethical Self-identity moderates the relationship between severity of unethicality on brand trust such that, when severity of unethicality is high and ethical self-identity is high, brand trust is lower than when ethical self-identity is low. Data is collected from structured questionnaires resulting in 81 valid responses. Employing Analysis of variance (ANOVA), data was analysed. The results, consistent with the hypotheses, provide evidence that, ethical self-identity interact with severity of firm’s unethicality on brand trust. More to that, band relationship quality also moderated the relationship between severity of firm’s ethicality on brand trust. The study makes appropriate contribution in the domain of business ethics. From the findings of this study, important implications for managers are drawn as well as future research directions. For instance, a closer look at the interaction effects shows that, ethical self-identity represents an important consumer trait that managers must consider when they want to gain the consumers’ trust of their brand. Also, brand relationship building provides a buffer for firms in the event of an unfortunate circumstance on the part of firms.

Random Matrix Theory and Cross-correlations in Global Financial Indices and Local Stock Market Indices

Ashadun Nobi,맹성은,하경균,이재우 한국물리학회 2013 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.62 No.4

We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest eigenvectors of the cross-correlation matrix before, during, and after the global financial the crisis in the year 2008. We find that the majority of its eigenvalues fall within the RMT bounds [λ_-,λ₊], where λ_- and λ₊ are the lower and the upper bounds of the eigenvalues of random correlation matrices. The components of the eigenvectors for the largest positive eigenvalues indicate the identical financial market mode dominating the global and local indices. On the other hand, the components of the eigenvector corresponding to the second largest eigenvalue are positive and negative values alternatively. The components before the crisis change sign during the crisis, and those during the crisis change sign after the crisis. The largest inverse participation ratio (IPR) corresponding to the smallest eigenvector is higher after the crisis than during any other periods in the global and local indices. During the global financial the crisis, the correlations among the global indices and among the local stock indices are perturbed significantly. However, the correlations between indices quickly recover the trends before the crisis.

Structural Changes in the Minimal Spanning Tree and the Hierarchical Network in the Korean Stock Market around the Global Financial Crisis

Ashadun Nobi,맹성은,하정균,이재우 한국물리학회 2015 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.66 No.8

This paper considers stock prices in the Korean stock market during the 2008 global financial crisis by focusing on three time periods: before, during, and after the crisis. Complex networks are extracted from cross-correlation coefficients between the normalized logarithmic return of the stock price time series of firms. The minimal spanning trees (MSTs) and the hierarchical network (HN) are generated from cross-correlation coefficients. Before and after the crisis, securities firms are located at the center of the MST. During the crisis, however, the center of the MST changes to a firm in heavy industry and construction. During the crisis, the MST shrinks in comparison to that before and that after the crisis. This topological change in the MST during the crisis reflects a distinct effect of the global financial crisis. The cophenetic correlation coefficient increases during the crisis, indicating an increase in the hierarchical structure during in this period. When crisis hits the market, firms behave synchronously, and their correlations are higher than those during a normal period.

Super Hydrophilic Coating with Chemical and Mechanical Durability for Self-Cleaning Applications

Muhammad Nobi Hossain(호사인 무하마드 노비),Chang-Lae Kim(김창래) 대한기계학회 2022 대한기계학회 춘추학술대회 Vol.2022 No.5