Search results for: smoothed dissipative particle dynamics
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4486

Search results for: smoothed dissipative particle dynamics

1096 Adaptable Buildings for More Sustainable Housing: Energy Life Cycle Analysis

Authors: Rafael Santos Fischer, Aloísio Leoni Schmid, Amanda Dalla-Bonna

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The life cycle analysis and the energy life cycle analysis are useful design support tools when sustainability becomes imperative. The final phase of buildings life cycle is probably the least known, on which less knowledge is available. In the Brazilian building industry, the lifespan of a building design rarely is treated as a definite design parameter. There is rather a common sense attitude to take any building demands as permanent, and to take for granted that buildings solutions are durable and solid. Housing, being a permanent issue in any society, presents a real challenge to the choice of a design lifespan. In Brazilian history, there was a contrast of the native solutions of collective, non-durable houses built by several nomadic tribes, and the stone and masonry buildings introduced by the sedentary Portuguese conquerors. Durable buildings are commonly associated with welfare. However, social dynamics makes traditional families of both parents and children be just one of several possible arrangements. In addition, a more liberal attitude towards family leads to an increase in the number of people living in alternative arrangements. Japan is an example of country where houses have been made intentionally ephemeral since the half of 20th century. The present article presents the development of a flexible housing design solution on the basis of the Design Science Research approach. A comparison in terms of energy life cycle shows how flexibility and dematerialization may point at a feasible future for housing policies in Brazil.

Keywords: adaptability, adaptable building, embodied energy, life cyclce analysis, social housing

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1095 NanoFrazor Lithography for advanced 2D and 3D Nanodevices

Authors: Zhengming Wu

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NanoFrazor lithography systems were developed as a first true alternative or extension to standard mask-less nanolithography methods like electron beam lithography (EBL). In contrast to EBL they are based on thermal scanning probe lithography (t-SPL). Here a heatable ultra-sharp probe tip with an apex of a few nm is used for patterning and simultaneously inspecting complex nanostructures. The heat impact from the probe on a thermal responsive resist generates those high-resolution nanostructures. The patterning depth of each individual pixel can be controlled with better than 1 nm precision using an integrated in-situ metrology method. Furthermore, the inherent imaging capability of the Nanofrazor technology allows for markerless overlay, which has been achieved with sub-5 nm accuracy as well as it supports stitching layout sections together with < 10 nm error. Pattern transfer from such resist features below 10 nm resolution were demonstrated. The technology has proven its value as an enabler of new kinds of ultra-high resolution nanodevices as well as for improving the performance of existing device concepts. The application range for this new nanolithography technique is very broad spanning from ultra-high resolution 2D and 3D patterning to chemical and physical modification of matter at the nanoscale. Nanometer-precise markerless overlay and non-invasiveness to sensitive materials are among the key strengths of the technology. However, while patterning at below 10 nm resolution is achieved, significantly increasing the patterning speed at the expense of resolution is not feasible by using the heated tip alone. Towards this end, an integrated laser write head for direct laser sublimation (DLS) of the thermal resist has been introduced for significantly faster patterning of micrometer to millimeter-scale features. Remarkably, the areas patterned by the tip and the laser are seamlessly stitched together and both processes work on the very same resist material enabling a true mix-and-match process with no developing or any other processing steps in between. The presentation will include examples for (i) high-quality metal contacting of 2D materials, (ii) tuning photonic molecules, (iii) generating nanofluidic devices and (iv) generating spintronic circuits. Some of these applications have been enabled only due to the various unique capabilities of NanoFrazor lithography like the absence of damage from a charged particle beam.

Keywords: nanofabrication, grayscale lithography, 2D materials device, nano-optics, photonics, spintronic circuits

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1094 The Impact of COVID-19 Waste on Aquatic Organisms: Nano/microplastics and Molnupiravir in Salmo trutta Embryos and Lervae

Authors: Živilė Jurgelėnė, Vitalijus Karabanovas, Augustas Morkvėnas, Reda Dzingelevičienė, Nerijus Dzingelevičius, Saulius Raugelė, Boguslaw Buszewski

Abstract:

The short- and long-term effects of COVID-19 antiviral drug molnupiravir and micro/nanoplastics on the early development of Salmo trutta were investigated using accumulation and exposure studies. Salmo trutta were used as standardized test organisms in toxicity studies of COVID-19 waste contaminants. The 2D/3D imaging was performed using confocal fluorescence spectral imaging microscopy to assess the uptake, bioaccumulation, and distribution of molnupiravir and micro/nanoplastics complex in live fish. Our study results demonstrated that molnupiravir may interact with a micro/nanoplastics and modify their spectroscopic parameters and toxicity to S. trutta embryos and larvae. The 0.2 µm size microplastics at a concentration of 10 mg/L were found to be stable in aqueous media than 0.02 µm, and 2 µm sizes polymeric particles. This study demonstrated that polymeric particles can adsorb molnupiravir that are present in mixtures and modify the accumulation of molnupiravir in Salmo trutta embryos and larvae. In addition, 2D/3D confocal fluorescence imaging showed that the single polymeric particle hardly accumulates and couldn't penetrate outer tissues of the tested organism. However, co-exposure micro/nanoplastics and molnupiravir could significantly enhance the polymeric particles capability of accumulating on surface tissues and penetrating surface tissue of fish in early development. Exposure to molnupiravir at 2 g/L concentration and co-exposure to micro/nanoplastics and molnupiravir did not bring about survival changes in in the early stages of Salmo trutta development, but we observed the reduction in heart rate and decrease in gill ventilation. The statistical analysis confirmed that micro/nanoplastics used in combination with molnupiravir enhance the toxicity of the latter micro/nanoplastics to embryos and larvae. This research has received funding from the European Regional Development Fund (project No 13.1.1-LMT-K-718-05-0014) under a grant agreement with the Research Council of Lithuania (LMTLT), and it was funded as part of the European Union’s measure in response to the COVID-19 pandemic.

Keywords: fish, micro/nanoplastics, molnupiravir, toxicity

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1093 Enhanced Performance of Perovskite Solar Cells by Modifying Interfacial Properties Using MoS2 Nanoflakes

Authors: Kusum Kumari, Ramesh Banoth, V. S. Reddy Channu

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Organic-inorganic perovskite solar cells (PrSCs) have emerged as a promising solar photovoltaic technology in terms of realizing high power conversion efficiency (PCE). However, their limited lifetime and poor device stability limits their commercialization in future. In this regard, interface engineering of the electron transport layer (ETL) using 2D materials have been currently used owing to their high carrier mobility, high thermal stability and tunable work function, which in turn enormously impact the charge carrier dynamics. In this work, we report an easy and effective way of simultaneously enhancing the efficiency of PrSCs along with the long-term stability through interface engineering via the incorporation of 2D-Molybdenum disulfide (2D-MoS₂, few layered nanoflakes) in mesoporous-Titanium dioxide (mp-TiO₂)scaffold electron transport buffer layer, and using poly 3-hexytheophene (P3HT) as hole transport layers. The PSCs were fabricated in ambient air conditions in device configuration, FTO/c-TiO₂/mp-TiO₂:2D-MoS₂/CH3NH3PbI3/P3HT/Au, with an active area of 0.16 cm². The best device using c-TiO₂/mp-TiO₂:2D-MoS₂ (0.5wt.%) ETL exhibited a substantial increase in PCE ~13.04% as compared to PCE ~8.75% realized in reference device fabricated without incorporating MoS₂ in mp-TiO₂ buffer layer. The incorporation of MoS₂ nanoflakes in mp-TiO₂ ETL not only enhances the PCE to ~49% but also leads to better device stability in ambient air conditions without encapsulation (retaining PCE ~86% of its initial value up to 500 hrs), as compared to ETLs without MoS₂.

Keywords: perovskite solar cells, MoS₂, nanoflakes, electron transport layer

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1092 Levels and Determinants of Experiencing Violence during Pregnancy among Adolescent Women - The Case of Southern Africa

Authors: Sibusiso Mkwananzi

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The health of mother and child remain at risk among pregnant adolescents. Nevertheless, these are placed in even greater jeopardy when an expectant adolescent experiences violence. This paper sought to explore the levels and determinants of expecting adolescents in five Southern African countries. The study used the most recent (2010/2015) nationally representative demographic health survey (DHS) data from Malawi, Mozambique, Namibia, Zambia, and Zimbabwe. The highest levels of violence during pregnancy occurred amongst adolescent females living in Zimbabwe at 11.4%, followed by Zambia (8.3%) and Namibia (7.7%). Lowest levels were seen in Mozambique at 3.6%. Additionally, the determinants of experiencing violence during pregnancy included educational attainment, marital status, wealth and place of residence. Expectant adolescents that had a higher likelihood of experiencing violence were married and lived predominantly in rural settings. Higher risk was also associated with lower acquisition of education and poverty. These results show a very similar pattern to the risk factors associated with early pregnancy in the region. The predictors point to issues of possible lowered empowerment amongst younger women in their relationships and the structural challenges faced by this fledgling group. Nevertheless, addressing these dynamics could go a long way in not only decreasing the likelihood of unwanted motherhood at this early stage of the life course, but indeed even ensuring the prevention of violence during wanted early pregnancy. This would lead to improved levels of maternal and child health despite younger maternal age and aid in achieving a number of sustainable development goals.

Keywords: adolescents, determinants, Southern Africa, violence during pregnancy

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1091 Molecular Engineering of High-Performance Nanofiltration Membranes from Intrinsically Microporous Poly (Ether-Ether-Ketone)

Authors: Mahmoud A. Abdulhamid

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Poly(ether-ether-ketone) (PEEK) has received increased attention due to its outstanding performance in different membrane applications including gas and liquid separation. However, it suffers from a semi-crystalline morphology, bad solubility and low porosity. To fabricate membranes from PEEK, the usage of harsh acid such as sulfuric acid is essential, regardless its hazardous properties. In this work, we report the molecular design of poly(ether-ether-ketones) (iPEEKs) with intrinsic porosity character, by incorporating kinked units into PEEK backbone such as spirobisindane, Tröger's base, and triptycene. The porous polymers were used to fabricate stable membranes for organic solvent nanofiltration application. To better understand the mechanism, we conducted molecular dynamics simulations to evaluate the possible interactions between the polymers and the solvents. Notable enhancement in separation performance was observed confirming the importance of molecular engineering of high-performance polymers. The iPEEKs demonstrated good solubility in polar aprotic solvents, a high surface area of 205–250 m² g⁻¹, and excellent thermal stability. Mechanically flexible nanofiltration membranes were prepared from N-methyl-2-pyrrolidone dope solution at iPEEK concentrations of 19–35 wt%. The molecular weight cutoff of the membranes was fine-tuned in the range of 450–845 g mol⁻¹ displaying 2–6 fold higher permeance (3.57–11.09 L m⁻² h⁻¹ bar⁻¹) than previous reports. The long-term stabilities were demonstrated by a 7 day continuous cross-flow filtration.

Keywords: molecular engineering, polymer synthesis, membrane fabrication, liquid separation

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1090 A Three-Dimensional (3D) Numerical Study of Roofs Shape Impact on Air Quality in Urban Street Canyons with Tree Planting

Authors: Bouabdellah Abed, Mohamed Bouzit, Lakhdar Bouarbi

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The objective of this study is to investigate numerically the effect of roof shaped on wind flow and pollutant dispersion in a street canyon with one row of trees of pore volume, Pvol = 96%. A three-dimensional computational fluid dynamics (CFD) model for evaluating air flow and pollutant dispersion within an urban street canyon using Reynolds-averaged Navier–Stokes (RANS) equations and the k-Epsilon EARSM turbulence model as close of the equation system. The numerical model is performed with ANSYS-CFX code. Vehicle emissions were simulated as double line sources along the street. The numerical model was validated against the wind tunnel experiment. Having established this, the wind flow and pollutant dispersion in urban street canyons of six roof shapes are simulated. The numerical simulation agrees reasonably with the wind tunnel data. The results obtained in this work, indicate that the flow in 3D domain is more complicated, this complexity is increased with presence of tree and variability of the roof shapes. The results also indicated that the largest pollutant concentration level for two walls (leeward and windward wall) is observed with the upwind wedge-shaped roof. But the smallest pollutant concentration level is observed with the dome roof-shaped. The results also indicated that the corners eddies provide additional ventilation and lead to lower traffic pollutant concentrations at the street canyon ends.

Keywords: street canyon, pollutant dispersion, trees, building configuration, numerical simulation, k-Epsilon EARSM

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1089 Interpretation and Prediction of Geotechnical Soil Parameters Using Ensemble Machine Learning

Authors: Goudjil kamel, Boukhatem Ghania, Jlailia Djihene

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This paper delves into the development of a sophisticated desktop application designed to calculate soil bearing capacity and predict limit pressure. Drawing from an extensive review of existing methodologies, the study meticulously examines various approaches employed in soil bearing capacity calculations, elucidating their theoretical foundations and practical applications. Furthermore, the study explores the burgeoning intersection of artificial intelligence (AI) and geotechnical engineering, underscoring the transformative potential of AI- driven solutions in enhancing predictive accuracy and efficiency.Central to the research is the utilization of cutting-edge machine learning techniques, including Artificial Neural Networks (ANN), XGBoost, and Random Forest, for predictive modeling. Through comprehensive experimentation and rigorous analysis, the efficacy and performance of each method are rigorously evaluated, with XGBoost emerging as the preeminent algorithm, showcasing superior predictive capabilities compared to its counterparts. The study culminates in a nuanced understanding of the intricate dynamics at play in geotechnical analysis, offering valuable insights into optimizing soil bearing capacity calculations and limit pressure predictions. By harnessing the power of advanced computational techniques and AI-driven algorithms, the paper presents a paradigm shift in the realm of geotechnical engineering, promising enhanced precision and reliability in civil engineering projects.

Keywords: limit pressure of soil, xgboost, random forest, bearing capacity

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1088 Seawater Intrusion in the Coastal Aquifer of Wadi Nador (Algeria)

Authors: Abdelkader Hachemi & Boualem Remini

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Seawater intrusion is a significant challenge faced by coastal aquifers in the Mediterranean basin. This study aims to determine the position of the sharp interface between seawater and freshwater in the aquifer of Wadi Nador, located in the Wilaya of Tipaza, Algeria. A numerical areal sharp interface model using the finite element method is developed to investigate the spatial and temporal behavior of seawater intrusion. The aquifer is assumed to be homogeneous and isotropic. The simulation results are compared with geophysical prospection data obtained through electrical methods in 2011 to validate the model. The simulation results demonstrate a good agreement with the geophysical prospection data, confirming the accuracy of the sharp interface model. The position of the sharp interface in the aquifer is found to be approximately 1617 meters from the sea. Two scenarios are proposed to predict the interface position for the year 2024: one without pumping and the other with pumping. The results indicate a noticeable retreat of the sharp interface position in the first scenario, while a slight decline is observed in the second scenario. The findings of this study provide valuable insights into the dynamics of seawater intrusion in the Wadi Nador aquifer. The predicted changes in the sharp interface position highlight the potential impact of pumping activities on the aquifer's vulnerability to seawater intrusion. This study emphasizes the importance of implementing measures to manage and mitigate seawater intrusion in coastal aquifers. The sharp interface model developed in this research can serve as a valuable tool for assessing and monitoring the vulnerability of aquifers to seawater intrusion.

Keywords: seawater, intrusion, sharp interface, Algeria

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1087 Hospitality and Migration within the Canadian Social Fabric: Guest and Host Factors in Manitoba

Authors: Nathalie Piquemal, Faiçal Zellama, Bathélemy Bolivar, Leyla Sall

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Canada defines itself as a country of immigration and a multicultural nation, ideologically, politically and programmatically (in terms of its integration practices). As such, principles of hospitality may seem, at first glance, incontestable, given the convergence of the views of the majority of Canadian politicians on the need to welcome, each year, a significant number of immigrants and to offer them the hospitality that facilitates their transition to Canadian citizenship. However, immigrants are welcomed in a Canadian societal context in which power and resources are unevenly distributed, resulting in complex social relationships between hosts and newcomers. Qualitative data obtained from newcomers in Winnipeg, Manitoba, Canada, focuses on experiences of hospitality, with special attention to host-guest social and power dynamics, contested policies on foreign credential and micro spaces of belongingin a multicultural context. The act of welcoming a newcomer is inherently shaped by both macropolitical structures and everyday relational practices that can lead to experiences of belonging, marginalisation, empowerment and/or disempowerment depending on economic agenda, humanitarian and humanistic orientations. We first explore the extent to which immigrants experience hospitality in relation to unequal distribution of power and resources as well as cultural discontinuities. We then examine ways in which immigrants have been able to find sanctuaries of hospitality within their own ethnocultural communities. Finally, we discuss the complexity of hospitality in a multicultural context and offer critical insights on host factors that may produce, develop and nurture hospitable environments.

Keywords: migration, hospitality, diversity, culture, race

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1086 Enhancing Coaching Development in South African Women’s Rugby: Insights from Coaches and Players on Effectiveness

Authors: Jocelyn Solomons, Sheree Bekker, Ryan Groom, Wilbur Kraak

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Sports coaching is marked by inherent elements of complexity. Coaches constantly encounter ambiguity, as they are unable to have complete certainty regarding the perspectives and expectations of stakeholders. Moreover, the coaching environment is characterised by its dynamic nature and intricate micro-political dynamics which further add to the complexity that coaches must navigate. This research study offers a unique perspective on the practical manifestation of coaching effectiveness in the South African (SA) context, where the sport is in its early stages of development. With a predominant presence of male coaches training female players and players originating from diverse sporting backgrounds, including a majority of those who commence their rugby careers at the university level, this exploration, along with practical recommendations, becomes essential. It allows for a nuanced understanding of coaching practices within a rugby system that concurrently focuses on development and high performance. By integrating the views of both players and coaches, insights are gained that extend traditional assessments, enabling a comprehensive understanding of coaching effectiveness and its implications in this evolving Women’s Rugby landscape. Through semi-structured interviews, the research delves into their assessments of coaching strategies, methodologies, and outcomes, aiming to understand coaching efficacy and its impact on player development. The findings contribute to a nuanced understanding of coaching effectiveness, paving the way for evidence-based recommendations to enhance coaching development and positively impact the sport's growth and success in SA.

Keywords: women’s rugby, coaching effectiveness, coaching, rugby, coaching education

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1085 Impacts of Sociological Dynamics on Entomophagy Practice and Food Security in Nigeria

Authors: O. B. Oriolowo, O. J. John

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Empirical findings have shown insects to be nutritious and good source of food for man. However, human food preferences are not only determined by nutritional values of food consumed but, more importantly, by sociology and economic pressure. This study examined the interrelation between science and sociology in sustaining the acceptance of entomophagy among college students to combat food insecurity. A twenty items five Likert scale, College Students Entomophagy Questionnaire (CSEQ), was used to elucidate information from the respondents. The reliability coefficient was obtained to be 0.91 using Spearman-Brown Prophecy formula. Three research questions and three hypotheses were raised. Also, quantitative nutritional analysis of few insects and some established conventional protein sources were undertaking in order to compare their nutritional status. The data collected were analyzed using descriptive statistics of percentages and inferential statistics of correlation and Analysis of Variance (ANOVA). The results obtained showed that entomophagy has cultural heritage among different tribes in Nigeria and is an acceptable practice; it cuts across every social stratum and is practiced among both major religions. Moreover, insects compared favourably in term of nutrient contents when compared with the conventional animal protein sources analyzed. However, there is a gradual decline in the practice of entomophagy among students, which may be attributed to the influence of western civilization. This study, therefore, recommended an intensification of research and enlightenment of people on the usefulness of entomophagy so as to preserve its cultural heritage as well as boost human food security.

Keywords: entomophagy, food security, malnutrition, poverty alleviation, sociology

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1084 Numerical Simulation of the Flowing of Ice Slurry in Seawater Pipe of Polar Ships

Authors: Li Xu, Huanbao Jiang, Zhenfei Huang, Lailai Zhang

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In recent years, as global warming, the sea-ice extent of North Arctic undergoes an evident decrease and Arctic channel has attracted the attention of shipping industry. Ice crystals existing in the seawater of Arctic channel which enter the seawater system of the ship with the seawater were found blocking the seawater pipe. The appearance of cooler paralysis, auxiliary machine error and even ship power system paralysis may be happened if seriously. In order to reduce the effect of high temperature in auxiliary equipment, seawater system will use external ice-water to participate in the cooling cycle and achieve the state of its flow. The distribution of ice crystals in seawater pipe can be achieved. As the ice slurry system is solid liquid two-phase system, the flow process of ice-water mixture is very complex and diverse. In this paper, the flow process in seawater pipe of ice slurry is simulated with fluid dynamics simulation software based on k-ε turbulence model. As the ice packing fraction is a key factor effecting the distribution of ice crystals, the influence of ice packing fraction on the flowing process of ice slurry is analyzed. In this work, the simulation results show that as the ice packing fraction is relatively large, the distribution of ice crystals is uneven in the flowing process of the seawater which has such disadvantage as increase the possibility of blocking, that will provide scientific forecasting methods for the forming of ice block in seawater piping system. It has important significance for the reliability of the operating of polar ships in the future.

Keywords: ice slurry, seawater pipe, ice packing fraction, numerical simulation

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1083 A Geogpraphic Overview about Offshore Energy Cleantech in Portugal

Authors: Ana Pego

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Environmental technologies were developed for decades. Clean technologies emerged a few years ago. In these perspectives, the use of cleantech technologies has become very important due the fact of new era of environmental feats. As such, the market itself has become more competitive, more collaborative towards a better use of clean technologies. This paper shows the importance of clean technologies in offshore energy sector in Portuguese market, its localization and its impact on economy. Clean technologies are directly related with renewable cluster and concomitant with economic and social resource optimization criteria, geographic aspects, climate change and soil features. Cleantech is related with regional development, socio-technical transitions in organisations. There are an economical and social combinations which allow specialisation of regions in activities, higher employment, reduce of energy costs, local knowledge spillover and, business collaboration and competitiveness. The methodology used will be quantitative (IO matrix for Portugal 2013) and qualitative (questionnaires to stakeholders). The mix of both methodologies will confirm whether the use of technologies will allow a positive impact on economic and social variables used on this model. It is expected a positive impact on Portuguese economy both in investment and employment taking in account the localization of offshore renewable activities. This means that the importance of offshore renewable investment in Portugal has a few points which should be pointed out: the increase of specialised employment, localization of specific activities in territory, and increase of value added in certain regions. The conclusion will allow researchers and organisation to compare the Portuguese model to other European regions in order to a better use of natural and human resources.

Keywords: cleantech, economic impact, localisation, territory dynamics

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1082 Quantifying Meaning in Biological Systems

Authors: Richard L. Summers

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The advanced computational analysis of biological systems is becoming increasingly dependent upon an understanding of the information-theoretic structure of the materials, energy and interactive processes that comprise those systems. The stability and survival of these living systems are fundamentally contingent upon their ability to acquire and process the meaning of information concerning the physical state of its biological continuum (biocontinuum). The drive for adaptive system reconciliation of a divergence from steady-state within this biocontinuum can be described by an information metric-based formulation of the process for actionable knowledge acquisition that incorporates the axiomatic inference of Kullback-Leibler information minimization driven by survival replicator dynamics. If the mathematical expression of this process is the Lagrangian integrand for any change within the biocontinuum then it can also be considered as an action functional for the living system. In the direct method of Lyapunov, such a summarizing mathematical formulation of global system behavior based on the driving forces of energy currents and constraints within the system can serve as a platform for the analysis of stability. As the system evolves in time in response to biocontinuum perturbations, the summarizing function then conveys information about its overall stability. This stability information portends survival and therefore has absolute existential meaning for the living system. The first derivative of the Lyapunov energy information function will have a negative trajectory toward a system's steady state if the driving force is dissipating. By contrast, system instability leading to system dissolution will have a positive trajectory. The direction and magnitude of the vector for the trajectory then serves as a quantifiable signature of the meaning associated with the living system’s stability information, homeostasis and survival potential.

Keywords: meaning, information, Lyapunov, living systems

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1081 Cryptographic Resource Allocation Algorithm Based on Deep Reinforcement Learning

Authors: Xu Jie

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As a key network security method, cryptographic services must fully cope with problems such as the wide variety of cryptographic algorithms, high concurrency requirements, random job crossovers, and instantaneous surges in workloads. Its complexity and dynamics also make it difficult for traditional static security policies to cope with the ever-changing situation. Cyber Threats and Environment. Traditional resource scheduling algorithms are inadequate when facing complex decision-making problems in dynamic environments. A network cryptographic resource allocation algorithm based on reinforcement learning is proposed, aiming to optimize task energy consumption, migration cost, and fitness of differentiated services (including user, data, and task security) by modeling the multi-job collaborative cryptographic service scheduling problem as a multi-objective optimized job flow scheduling problem and using a multi-agent reinforcement learning method, efficient scheduling and optimal configuration of cryptographic service resources are achieved. By introducing reinforcement learning, resource allocation strategies can be adjusted in real-time in a dynamic environment, improving resource utilization and achieving load balancing. Experimental results show that this algorithm has significant advantages in path planning length, system delay and network load balancing and effectively solves the problem of complex resource scheduling in cryptographic services.

Keywords: cloud computing, cryptography on-demand service, reinforcement learning, workflow scheduling

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1080 User-Perceived Quality Factors for Certification Model of Web-Based System

Authors: Jamaiah H. Yahaya, Aziz Deraman, Abdul Razak Hamdan, Yusmadi Yah Jusoh

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One of the most essential issues in software products is to maintain it relevancy to the dynamics of the user’s requirements and expectation. Many studies have been carried out in quality aspect of software products to overcome these problems. Previous software quality assessment models and metrics have been introduced with strengths and limitations. In order to enhance the assurance and buoyancy of the software products, certification models have been introduced and developed. From our previous experiences in certification exercises and case studies collaborating with several agencies in Malaysia, the requirements for user based software certification approach is identified and demanded. The emergence of social network applications, the new development approach such as agile method and other varieties of software in the market have led to the domination of users over the software. As software become more accessible to the public through internet applications, users are becoming more critical in the quality of the services provided by the software. There are several categories of users in web-based systems with different interests and perspectives. The classifications and metrics are identified through brain storming approach with includes researchers, users and experts in this area. The new paradigm in software quality assessment is the main focus in our research. This paper discusses the classifications of users in web-based software system assessment and their associated factors and metrics for quality measurement. The quality model is derived based on IEEE structure and FCM model. The developments are beneficial and valuable to overcome the constraints and improve the application of software certification model in future.

Keywords: software certification model, user centric approach, software quality factors, metrics and measurements, web-based system

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1079 How Best Mentors mentor: A Metadiscursive Study of Mentoring Styles in Teacher Education

Authors: Cissy Li

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Mentorship is a commonly used strategy for career development that has obvious benefits for students in undergraduate pre-service teacher training programs. In contrast to teaching practicum, which generally involves pedagogical supervision and performance evaluation by teachers, mentorship is more focused on sharing experiences, supporting challenges, and nurturing skills in order to promote personal and professional growth. To empower pre-service teachers and prepare them for potential challenges in the context of local English language teaching (ELT), an alumni mentoring program was established in the framework of communities of practice (CoP), with the mentors being in-service graduates working in local schools and mentees being students on the teacher-training programme in a Hong Kong university. By triangulating audio transcripts of mentoring sessions delivered by three top mentors with data from questionnaire responses and mentor logs, this paper examines the mentoring styles of the three best mentors from the metadiscursive perspective. It was found that, in a community of practice, mentors who may seem to enjoy a relative more dominant position, in fact, had to strategically and pragmatically employ metadiscursive resources to manage relationships with the mentees and organize talks in the mentoring process. Other attributing factors for a successful mentoring session include mentor personality and prior mentorship experiences, nature of the activities in the session, and group dynamics. This paper concludes that it is the combination of all the factors that constitute a particular mentoring style. The findings have implications for mentoring programs in teacher preparation.

Keywords: mentoring, teacher education, mentoring style, metadiscourse

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1078 A Comprehensive Study of Spread Models of Wildland Fires

Authors: Manavjit Singh Dhindsa, Ursula Das, Kshirasagar Naik, Marzia Zaman, Richard Purcell, Srinivas Sampalli, Abdul Mutakabbir, Chung-Horng Lung, Thambirajah Ravichandran

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These days, wildland fires, also known as forest fires, are more prevalent than ever. Wildfires have major repercussions that affect ecosystems, communities, and the environment in several ways. Wildfires lead to habitat destruction and biodiversity loss, affecting ecosystems and causing soil erosion. They also contribute to poor air quality by releasing smoke and pollutants that pose health risks, especially for individuals with respiratory conditions. Wildfires can damage infrastructure, disrupt communities, and cause economic losses. The economic impact of firefighting efforts, combined with their direct effects on forestry and agriculture, causes significant financial difficulties for the areas impacted. This research explores different forest fire spread models and presents a comprehensive review of various techniques and methodologies used in the field. A forest fire spread model is a computational or mathematical representation that is used to simulate and predict the behavior of a forest fire. By applying scientific concepts and data from empirical studies, these models attempt to capture the intricate dynamics of how a fire spreads, taking into consideration a variety of factors like weather patterns, topography, fuel types, and environmental conditions. These models assist authorities in understanding and forecasting the potential trajectory and intensity of a wildfire. Emphasizing the need for a comprehensive understanding of wildfire dynamics, this research explores the approaches, assumptions, and findings derived from various models. By using a comparison approach, a critical analysis is provided by identifying patterns, strengths, and weaknesses among these models. The purpose of the survey is to further wildfire research and management techniques. Decision-makers, researchers, and practitioners can benefit from the useful insights that are provided by synthesizing established information. Fire spread models provide insights into potential fire behavior, facilitating authorities to make informed decisions about evacuation activities, allocating resources for fire-fighting efforts, and planning for preventive actions. Wildfire spread models are also useful in post-wildfire mitigation strategies as they help in assessing the fire's severity, determining high-risk regions for post-fire dangers, and forecasting soil erosion trends. The analysis highlights the importance of customized modeling approaches for various circumstances and promotes our understanding of the way forest fires spread. Some of the known models in this field are Rothermel’s wildland fuel model, FARSITE, WRF-SFIRE, FIRETEC, FlamMap, FSPro, cellular automata model, and others. The key characteristics that these models consider include weather (includes factors such as wind speed and direction), topography (includes factors like landscape elevation), and fuel availability (includes factors like types of vegetation) among other factors. The models discussed are physics-based, data-driven, or hybrid models, also utilizing ML techniques like attention-based neural networks to enhance the performance of the model. In order to lessen the destructive effects of forest fires, this initiative aims to promote the development of more precise prediction tools and effective management techniques. The survey expands its scope to address the practical needs of numerous stakeholders. Access to enhanced early warning systems enables decision-makers to take prompt action. Emergency responders benefit from improved resource allocation strategies, strengthening the efficacy of firefighting efforts.

Keywords: artificial intelligence, deep learning, forest fire management, fire risk assessment, fire simulation, machine learning, remote sensing, wildfire modeling

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1077 Islamisation and Actor Networking in Halal Tourism: A Case Study in Central Java, Indonesia

Authors: Hariyadi, Rili Windiasih

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Halal tourism is a recent global phenomenon that emerged out of the needs of Muslim tourists. However, works on halal tourism rarely discuss the connection of it to the rising religiosity in Indonesia since halal tourism has been mostly studied in the sphere of tourism, business, and management studies. A few works on the increase of Islamic expressions in Indonesia do mention the recent booming of non-mandatory pilgrimage to Mecca and the emergence of sharia compliant accommodation, yet they do not go into details on the issue. To our best knowledge, there is a lack of more critical, cultural political studies on halal tourism in which the paper attempts to fill in. The paper is a result of fieldwork research in Central Java, Indonesia. The study focuses on sacred sites for pilgrimage and sharia-compliant hotels. It combines in-depth interviews and participatory observation methods to gather the data. It is important for us to take a look at the network of halal tourism actors (businessperson, local government, clerics, etc.) in Central Java, how they conceive halal tourism, and how their networking shape halal tourism discourses, policies, and practices. Despite having numerous Islamic pilgrimage places and being designated by the Ministry of Tourism as one of 12 Muslim friendly tourist destinations, the province is not yet widely recognised as the main destination for halal tourism as it is known as the place for more secular, nationalist groups rather than for more Islamic oriented ones. However, in some of its municipalities, there is increasingly more attention to develop halal tourism. In this study, we found out that the development of halal tourism in Central Java connected to dynamics of Islamisation and ideological competition as well as the influence of the more pragmatist businesspersons in a 'nationalist province' in Indonesia.

Keywords: actor networking, halal tourism, Islamisation, Indonesia

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1076 Nanoemulsion Formulation of Ethanolic Extracts of Propolis and Its Antioxidant Activity

Authors: Rachmat Mauludin, Dita Sasri Primaviri, Irda Fidrianny

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Propolis contains several antioxidant compounds which can be used in topical application to protect skin against free radical, prevent skin cancer and skin aging. Previous study showed that 70% ethanolic extract of propolis (EEP) provided the greatest antioxidant activity. Since EEP has very small solubility in water, the extract was prepared in nanoemulsion (NE). Nanoemulsion is chosen as cosmetic dosage forms according to its properties namely to decrease the risk of skin’s irritation, increase penetration, prolong its time to remain in our skin, and improve stability. Propolis was extracted using reflux methods and concentrated using rotavapor. EEP was characterized with several tests such as phytochemical screening, density, and antioxidant activity using DPPH method. Optimation of total surfactant, co-surfactant, oil, and amount of EEP that can be included in NE were required to get the best NE formulation. The evaluations included to organoleptic observation, globul size, polydispersity index, morphology using TEM, viscosity, pH, centrifuge, stability, Freeze and Thaw test, radical scavenging activity using DPPH method, and primary irritation test. The yield extracts was 11.12% from raw propolis contained of steroid/triterpenoid, flavonoid, and saponin based on phytochemical screening. EEP had the value of DPPH scavenging activity 61.14% and IC50 0.41629 ppm. The best NE formulation consisted of 26.25% Kolliphor RH40; 8.75% glycerine; 5% rice bran oil; and 3% EEP. NE was transparant, had globul size of 21.9 nm; polydispersity index of 0.338; and pH of 5.67. Based on TEM morphology, NE was almost spherical and has particle size below 50 nm. NE propolis revealed to be physically stable after stability test within 63 days at 25oC, centrifuged for 30 mins at 13.000 rpm, and passed 6 cycles of Freeze and Thaw test without separated. NE propolis reduced 58% of free radical DPPH similar to antioxidant activity of the original extracts. Antioxidant activity of NE propolis is relatively stable after stored for 6 weeks. NE Propolis was proven to be safe by primary irritation test with the value of primary irritation index (OECD) was 0. The best formulation for NE propolis contained of 26.25% Kolliphor RH40; 8.75% glycerine; 5% rice bran oil; and 3% EEP with globul size of 21.9 nm and polydispersity index of 0.338. NE propolis was stable and had antioxidant activity similar to EEP.

Keywords: propolis, antioxidant, nanoemulsion, irritation test

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1075 Analysis of Rainfall and Malaria Trends in Limpopo Province, South Africa

Authors: Abiodun M. Adeola, Hannes Rautenbach, Gbenga J. Abiodun, Thabo E. Makgoale, Joel O. Botai, Omolola M. Adisa, Christina M. Botai

Abstract:

There was a surge in malaria morbidity as well as mortality in 2016/2017 malaria season in malaria-endemic regions of South Africa. Rainfall is a major climatic driver of malaria transmission and has potential use for predicting malaria. Annual and seasonal trends and cross-correlation analyses were performed on time series of monthly total rainfall (derived from interpolated weather station data) and monthly malaria cases in five districts of Limpopo Province for the period of 1998 to 2017. The time series analysis indicated that an average of 629.5mm of rainfall was received over the period of study. The rainfall has an annual variation of about 0.46%. Rainfall amount varies among the five districts, with the north-eastern part receiving more rainfall. Spearman’s correlation analysis indicated that total monthly rainfall with one to two months lagged effect is significant in malaria transmission in all the five districts. The strongest correlation is noticed in Mopani (r=0.54; p-value = < 0.001), Vhembe (r=0.53; p-value = < 0.001), Waterberg (r=0.40; p-value = < 0.001), Capricorn (r=0.37; p-value = < 0.001) and lowest in Sekhukhune (r=0.36; p-value = < 0.001). More particularly, malaria morbidity showed a strong relationship with an episode of rainfall above 5-year running means of rainfall of 400 mm. Both annual and seasonal analyses showed that the effect of rainfall on malaria varied across the districts and it is seasonally dependent. Adequate understanding of climatic variables dynamics annually and seasonally is imperative in seeking answers to malaria morbidity among other factors, particularly in the wake of the sudden spike of the disease in the province.

Keywords: correlation, malaria, rainfall, seasonal, trends

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1074 A Study on Adsorption Ability of MnO2 Nanoparticles to Remove Methyl Violet Dye from Aqueous Solution

Authors: Zh. Saffari, A. Naeimi, M. S. Ekrami-Kakhki, Kh. Khandan-Barani

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The textile industries are becoming a major source of environmental contamination because an alarming amount of dye pollutants are generated during the dyeing processes. Organic dyes are one of the largest pollutants released into wastewater from textile and other industrial processes, which have shown severe impacts on human physiology. Nano-structure compounds have gained importance in this category due their anticipated high surface area and improved reactive sites. In recent years several novel adsorbents have been reported to possess great adsorption potential due to their enhanced adsorptive capacity. Nano-MnO2 has great potential applications in environment protection field and has gained importance in this category because it has a wide variety of structure with large surface area. The diverse structures, chemical properties of manganese oxides are taken advantage of in potential applications such as adsorbents, sensor catalysis and it is also used for wide catalytic applications, such as degradation of dyes. In this study, adsorption of Methyl Violet (MV) dye from aqueous solutions onto MnO2 nanoparticles (MNP) has been investigated. The surface characterization of these nano particles was examined by Particle size analysis, Scanning Electron Microscopy (SEM), Fourier Transform Infrared (FTIR) spectroscopy and X-Ray Diffraction (XRD). The effects of process parameters such as initial concentration, pH, temperature and contact duration on the adsorption capacities have been evaluated, in which pH has been found to be most effective parameter among all. The data were analyzed using the Langmuir and Freundlich for explaining the equilibrium characteristics of adsorption. And kinetic models like pseudo first- order, second-order model and Elovich equation were utilized to describe the kinetic data. The experimental data were well fitted with Langmuir adsorption isotherm model and pseudo second order kinetic model. The thermodynamic parameters, such as Free energy of adsorption (ΔG°), enthalpy change (ΔH°) and entropy change (ΔS°) were also determined and evaluated.

Keywords: MnO2 nanoparticles, adsorption, methyl violet, isotherm models, kinetic models, surface chemistry

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1073 Dendrimer-Encapsulated N, Pt Co-Doped TiO₂ for the Photodegration of Contaminated Wastewater

Authors: S. K. M. Nzaba, H. H. Nyoni, B. Ntsendwana, B. B. Mamba, A. T. Kuvarega

Abstract:

Azo dye effluents, released into water bodies are not only toxic to the ecosystem but also pose a serious impact on human health due to the carcinogenic and mutagenic effects of the compounds present in the dye discharge. Conventional water treatment methods such as adsorption, flocculation/coagulation and biological processes are not effective in completely removing most of the dyes and their natural degradation by-products. Advanced oxidation processes (AOPs) have proven to be effective technologies for complete mineralization of these recalcitrant pollutants. Therefore, there is a need for new technology that can solve the problem. Thus, this study examined the photocatalytic degradation of an azo dye brilliant black (BB) using non-metal/metal codoped TiO₂. N, Pt co-doped TiO₂ photocatalysts were prepared by a modified sol-gel method using amine-terminated polyamidoamine dendrimer generation 0 (PAMAM G0), amine-terminated polyamidoamine dendrimer generation 1 ( PAMAM G1) and hyperbranched polyethyleneimine (HPEI) as templates and source of nitrogen. Structural, morphological, and textural properties were evaluated using scanning electron microscopy coupled to energy dispersive X-ray spectroscopy (SEM/EDX), high-resolution transmission electron microscopy (HRTEM), X-ray diffraction spectroscopy (XRD), X-ray photoelectron spectroscopy (XPS), thermal gravimetric analysis (TGA), Fourier- transform infrared (FTIR), Raman spectroscopy (RS), photoluminescence (PL) and ultra-violet /visible spectroscopy (UV-Vis). The synthesized photocatalysts exhibited lower band gap energies as compared to the Degussa P-25 revealing a red shift in band gap towards the visible light absorption region. Photocatalytic activity of N, Pt co-doped TiO₂ was measured by the reaction of photocatalytic degradation of brilliant black (BB) dye. The N, metal codoped TiO₂ containing 0.5 wt. % of the metal consisted mainly of the anatase phase as confirmed by XRD results of all three samples, with a particle size range of 13–30 nm. The particles were largely spherical and shifted the absorption edge well into the visible region. Band gap reduction was more pronounced for the N, Pt HPEI (Pt 0.5 wt. %) codoped TiO₂ compared to PAMAM G0 and PAMAM G1. Consequently, codoping led to an enhancement in the photocatalytic activity of the materials for the degradation of brilliant black (BB).

Keywords: codoped TiO₂, dendrimer, photodegradation, wastewater

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1072 Innovative Business Models in the Era of Digital Tourism: Examining Their Impact on International Travel, Local Businesses, and Residents’ Quality of Life

Authors: Madad Ali

Abstract:

In the contemporary landscape of international travel, the infusion of digital technologies has given rise to innovative business models that are reshaping the dynamics of tourism. This research delves into the transformative potential of these novel business models within the realm of digital tourism and their multifaceted impact on local businesses, residents' quality of life, and the overall travel experience. The study focuses on the captivating backdrop of Yunnan Province, China, renowned for its rich cultural heritage and diverse ethnic minorities, to uncover the intricate nuances of this phenomenon. The primary objectives of this research encompass the identification and categorization of emerging business models facilitated by digital technologies, their implications on tourist engagement, and their integration into the operations of local businesses. By employing a mixed-methods approach, blending qualitative techniques like interviews and content analysis with quantitative tools such as surveys and data analysis, the study provides a comprehensive evaluation of these business models' effects on various dimensions of the tourism landscape. The distinctiveness of this research lies in its exclusive focus on Yunnan Province, China. By concentrating on Yunnan Province, the research contributes exceptional insights into the interplay between digital tourism, ethnic diversity, cultural heritage, and sustainable development. The study's outcomes hold significance for both scholarly discourse and the stakeholders involved in shaping the region's tourism strategies.

Keywords: business model, digital tourism, international travel, local businesses, quality of life

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1071 Legal Contestation of Non-Legal Norms: The Case of Humanitarian Intervention Norm between 1999 and 2018

Authors: Nazli Ustunes Demirhan

Abstract:

Norms of any nature are subject to pressures of change throughout their lifespans, as they are interpreted and re-interpreted every time they are used rhetorically or practically by international actors. The inevitable contestation of different interpretations may lead to an erosion of the norm, as well as to its strengthening. This paper aims to question the role of formal legality on the change of norm strength, using a norm contestation framework and a multidimensional norm strength conceptualization. It argues that the role of legality is not necessarily linked to the formal legal characteristics of a norm, but is about the legality of the contestation processes. In order to demonstrate this argument, the paper examines the evolutionary path of the humanitarian intervention norm as a case study. Humanitarian intervention, as a norm of very low formal legal characteristics, has been subject to numerous cycles of contestation, demonstrating a fluctuating pattern of norm strength. With the purpose of examining the existence and role of legality in the selected contestation periods from 1999 to 2017, this paper uses process tracing method with a detailed document analysis on the Security Council documents; including decisions, resolutions, meeting minutes, press releases as well as individual country statements. Through the empirical analysis, it is demonstrated that the legality of the contestation processes has a positive effect at least on the authoritativeness dimension of norm strength. This study tries to contribute to the developing dialogue between international relations (IR) and internal law (IL) disciplines with its better-tuned understanding of legality. It connects to further questions in IR/IL nexus, relating to the value added of norm legality, and politics of legalization as well as better international policies for norm reinforcement.

Keywords: humanitarian intervention, legality, norm contestation, norm dynamics, responsibility to protect

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1070 Effect of Climate Change on Groundwater Recharge in a Sub-Humid Sub-Tropical Region of Eastern India

Authors: Suraj Jena, Rabindra Kumar Panda

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The study region of the reported study was in Eastern India, having a sub-humid sub-tropical climate and sandy loam soil. The rainfall in this region has wide temporal and spatial variation. Due to lack of adequate surface water to meet the irrigation and household demands, groundwater is being over exploited in that region leading to continuous depletion of groundwater level. Therefore, there is an obvious urgency in reversing the depleting groundwater level through induced recharge, which becomes more critical under the climate change scenarios. The major goal of the reported study was to investigate the effects of climate change on groundwater recharge and subsequent adaptation strategies. Groundwater recharge was modelled using HELP3, a quasi-two-dimensional, deterministic, water-routing model along with global climate models (GCMs) and three global warming scenarios, to examine the changes in groundwater recharge rates for a 2030 climate under a variety of soil and vegetation covers. The relationship between the changing mean annual recharge and mean annual rainfall was evaluated for every combination of soil and vegetation using sensitivity analysis. The relationship was found to be statistically significant (p<0.05) with a coefficient of determination of 0.81. Vegetation dynamics and water-use affected by the increase in potential evapotranspiration for large climate variability scenario led to significant decrease in recharge from 49–658 mm to 18–179 mm respectively. Therefore, appropriate conjunctive use, irrigation schedule and enhanced recharge practices under the climate variability and land use/land cover change scenarios impacting the groundwater recharge needs to be understood properly for groundwater sustainability.

Keywords: Groundwater recharge, climate variability, Land use/cover, GCM

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1069 Voices and Cries Across the Generations: British Bangladeshis’ Responses to Combat and Resist Stigmatisation

Authors: Mubassir Hussain

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British Bangladeshis are one of the most marginalised and lowest socioeconomic groups in the UK. Their silent hardships have crystallised the stigma surrounding them. Understanding the intimate workings of this stigma can unravel its profound psychological impact, which has hindered their social and economic progress and slowly taken them out of the ‘victim’ mindset. Although community-based studies have been conducted to understand the nuances of British Bangladeshis’ stigma experiences, these examinations are broad and touch only the surface. They do not investigate the private family dynamics behind closed doors, how family members feel and engage with stigma or the use and justification of their responses. The main objectives of this qualitative research are to observe how attitudes towards stigma differ across generations, analyse the variety and frequency of reactions across age cohorts, gender, and social class, and examine how their actions and identities shape their responses. This data will be collected through embedded ethnography and analysed using qualitative software. Through this analysis, the research hypothesises that the older generation will engage more in the ‘isolation’, ‘not responding’, and ‘management of the self’ response categories, whereas the subsequent generations will employ ‘confrontation’, ‘demonstrating competence’, and ‘management of the self’ reactions. From these findings, the study anticipates an assortment of compelling and diverse responses and effects. Ultimately, the family members and community are responsible for their own futures and have the power to make these life-altering changes. Their collective experiences and values shape how individuals perceive and respond to stigma, racism, Islamophobia and discrimination through either silence, resilience or confrontation.

Keywords: British Bangladeshi, stigma, racism, discrimination, Islamophobia, responses

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1068 A Comprehensive Analysis of the Rheological Properties of Polymer Hydrogels in Order to Explore Their Potential for Practical Utilization in Industries

Authors: Raana Babadi Fathipour

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Hydrogels are three-dimensional structures formed by the interweaving of polymeric materials, possessing the remarkable ability to imbibe copious amounts of water. Numerous methodologies have been devised for examining and understanding the properties of these synthesized gels. Amongst them, spectroscopic techniques such as ultraviolet/visible (UV/Vis) and Fourier-transform infrared (FTIR) spectroscopy offer a glimpse into molecular and atomic aspects. Additionally, diffraction methods like X-ray diffraction (XRD) enable one to measure crystallinity within the gel's structure, while microscopy tools encompassing scanning electron microscopy (SEM) and transmission electron microscopy (TEM) provide insights into surface texture and morphology. Furthermore, rheology serves as an invaluable tool for unraveling the viscoelastic behavior inherent in hydrogels—a parameter crucial not only to numerous industries, including pharmaceuticals, cosmetics, food processing, agriculture and water treatment, but also pivotal to related fields of research. Likewise, the ultimate configuration of the product is contingent upon its characterization at a microscopic scale in order to comprehend the intricacies of the hydrogel network's structure and interaction dynamics in response to external forces. Within this present scrutiny, our attention has been devoted to unraveling the intricate rheological tendencies exhibited by materials founded on synthetic, natural, and semi-synthetic hydrogels. We also explore their practical utilization within various facets of everyday life from an industrial perspective.

Keywords: rheology, hydrogels characterization, viscoelastic behavior, application

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1067 The Log S-fbm Nested Factor Model

Authors: Othmane Zarhali, Cécilia Aubrun, Emmanuel Bacry, Jean-Philippe Bouchaud, Jean-François Muzy

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The Nested factor model was introduced by Bouchaud and al., where the asset return fluctuations are explained by common factors representing the market economic sectors and residuals (noises) sharing with the factors a common dominant volatility mode in addition to the idiosyncratic mode proper to each residual. This construction infers that the factors-residuals log volatilities are correlated. Here, we consider the case of a single factor where the only dominant common mode is a S-fbm process (introduced by Peng, Bacry and Muzy) with Hurst exponent H around 0.11 and the residuals having in addition to the previous common mode idiosyncratic components with Hurst exponents H around 0. The reason for considering this configuration is twofold: preserve the Nested factor model’s characteristics introduced by Bouchaud and al. and propose a framework through which the stylized fact reported by Peng and al. is reproduced, where it has been observed that the Hurst exponents of stock indices are large as compared to those of individual stocks. In this work, we show that the Log S-fbm Nested factor model’s construction leads to a Hurst exponent of single stocks being the ones of the idiosyncratic volatility modes and the Hurst exponent of the index being the one of the common volatility modes. Furthermore, we propose a statistical procedure to estimate the Hurst factor exponent from the stock returns dynamics together with theoretical guarantees, with good results in the limit where the number of stocks N goes to infinity. Last but not least, we show that the factor can be seen as an index constructed from the single stocks weighted by specific coefficients.

Keywords: hurst exponent, log S-fbm model, nested factor model, small intermittency approximation

Procedia PDF Downloads 47