Search results for: complexity by interaction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5432

Search results for: complexity by interaction

1832 Partial Least Square Regression for High-Dimentional and High-Correlated Data

Authors: Mohammed Abdullah Alshahrani

Abstract:

The research focuses on investigating the use of partial least squares (PLS) methodology for addressing challenges associated with high-dimensional correlated data. Recent technological advancements have led to experiments producing data characterized by a large number of variables compared to observations, with substantial inter-variable correlations. Such data patterns are common in chemometrics, where near-infrared (NIR) spectrometer calibrations record chemical absorbance levels across hundreds of wavelengths, and in genomics, where thousands of genomic regions' copy number alterations (CNA) are recorded from cancer patients. PLS serves as a widely used method for analyzing high-dimensional data, functioning as a regression tool in chemometrics and a classification method in genomics. It handles data complexity by creating latent variables (components) from original variables. However, applying PLS can present challenges. The study investigates key areas to address these challenges, including unifying interpretations across three main PLS algorithms and exploring unusual negative shrinkage factors encountered during model fitting. The research presents an alternative approach to addressing the interpretation challenge of predictor weights associated with PLS. Sparse estimation of predictor weights is employed using a penalty function combining a lasso penalty for sparsity and a Cauchy distribution-based penalty to account for variable dependencies. The results demonstrate sparse and grouped weight estimates, aiding interpretation and prediction tasks in genomic data analysis. High-dimensional data scenarios, where predictors outnumber observations, are common in regression analysis applications. Ordinary least squares regression (OLS), the standard method, performs inadequately with high-dimensional and highly correlated data. Copy number alterations (CNA) in key genes have been linked to disease phenotypes, highlighting the importance of accurate classification of gene expression data in bioinformatics and biology using regularized methods like PLS for regression and classification.

Keywords: partial least square regression, genetics data, negative filter factors, high dimensional data, high correlated data

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1831 Knowledge Based Behaviour Modelling and Execution in Service Robotics

Authors: Suraj Nair, Aravindkumar Vijayalingam, Alexander Perzylo, Alois Knoll

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In the last decade robotics research and development activities have grown rapidly, especially in the domain of service robotics. Integrating service robots into human occupied spaces such as homes, offices, hospitals, etc. has become increasingly worked upon. The primary motive is to ease daily lives of humans by taking over some of the household/office chores. However, several challenges remain in systematically integrating such systems in human shared work-spaces. In addition to sensing and indoor-navigation challenges, programmability of such systems is a major hurdle due to the fact that the potential user cannot be expected to have knowledge in robotics or similar mechatronic systems. In this paper, we propose a cognitive system for service robotics which allows non-expert users to easily model system behaviour in an underspecified manner through abstract tasks and objects associated with them. The system uses domain knowledge expressed in the form of an ontology along with logical reasoning mechanisms to infer all the missing pieces of information required for executing the tasks. Furthermore, the system is also capable of recovering from failed tasks arising due to on-line disturbances by using the knowledge base and inferring alternate methods to execute the same tasks. The system is demonstrated through a coffee fetching scenario in an office environment using a mobile robot equipped with sensors and software capabilities for autonomous navigation and human-interaction through natural language.

Keywords: cognitive robotics, reasoning, service robotics, task based systems

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1830 Macroeconomic Implications of Artificial Intelligence on Unemployment in Europe

Authors: Ahmad Haidar

Abstract:

Modern economic systems are characterized by growing complexity, and addressing their challenges requires innovative approaches. This study examines the implications of artificial intelligence (AI) on unemployment in Europe from a macroeconomic perspective, employing data modeling techniques to understand the relationship between AI integration and labor market dynamics. To understand the AI-unemployment nexus comprehensively, this research considers factors such as sector-specific AI adoption, skill requirements, workforce demographics, and geographical disparities. The study utilizes a panel data model, incorporating data from European countries over the last two decades, to explore the potential short-term and long-term effects of AI implementation on unemployment rates. In addition to investigating the direct impact of AI on unemployment, the study also delves into the potential indirect effects and spillover consequences. It considers how AI-driven productivity improvements and cost reductions might influence economic growth and, in turn, labor market outcomes. Furthermore, it assesses the potential for AI-induced changes in industrial structures to affect job displacement and creation. The research also highlights the importance of policy responses in mitigating potential negative consequences of AI adoption on unemployment. It emphasizes the need for targeted interventions such as skill development programs, labor market regulations, and social safety nets to enable a smooth transition for workers affected by AI-related job displacement. Additionally, the study explores the potential role of AI in informing and transforming policy-making to ensure more effective and agile responses to labor market challenges. In conclusion, this study provides a comprehensive analysis of the macroeconomic implications of AI on unemployment in Europe, highlighting the importance of understanding the nuanced relationships between AI adoption, economic growth, and labor market outcomes. By shedding light on these relationships, the study contributes valuable insights for policymakers, educators, and researchers, enabling them to make informed decisions in navigating the complex landscape of AI-driven economic transformation.

Keywords: artificial intelligence, unemployment, macroeconomic analysis, european labor market

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1829 Critical Evaluation of the Transformative Potential of Artificial Intelligence in Law: A Focus on the Judicial System

Authors: Abisha Isaac Mohanlal

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Amidst all suspicions and cynicism raised by the legal fraternity, Artificial Intelligence has found its way into the legal system and has revolutionized the conventional forms of legal services delivery. Be it legal argumentation and research or resolution of complex legal disputes; artificial intelligence has crept into all legs of modern day legal services. Its impact has been largely felt by way of big data, legal expert systems, prediction tools, e-lawyering, automated mediation, etc., and lawyers around the world are forced to upgrade themselves and their firms to stay in line with the growth of technology in law. Researchers predict that the future of legal services would belong to artificial intelligence and that the age of human lawyers will soon rust. But as far as the Judiciary is concerned, even in the developed countries, the system has not fully drifted away from the orthodoxy of preferring Natural Intelligence over Artificial Intelligence. Since Judicial decision-making involves a lot of unstructured and rather unprecedented situations which have no single correct answer, and looming questions of legal interpretation arise in most of the cases, discretion and Emotional Intelligence play an unavoidable role. Added to that, there are several ethical, moral and policy issues to be confronted before permitting the intrusion of Artificial Intelligence into the judicial system. As of today, the human judge is the unrivalled master of most of the judicial systems around the globe. Yet, scientists of Artificial Intelligence claim that robot judges can replace human judges irrespective of how daunting the complexity of issues is and how sophisticated the cognitive competence required is. They go on to contend that even if the system is too rigid to allow robot judges to substitute human judges in the recent future, Artificial Intelligence may still aid in other judicial tasks such as drafting judicial documents, intelligent document assembly, case retrieval, etc., and also promote overall flexibility, efficiency, and accuracy in the disposal of cases. By deconstructing the major challenges that Artificial Intelligence has to overcome in order to successfully invade the human- dominated judicial sphere, and critically evaluating the potential differences it would make in the system of justice delivery, the author tries to argue that penetration of Artificial Intelligence into the Judiciary could surely be enhancive and reparative, if not fully transformative.

Keywords: artificial intelligence, judicial decision making, judicial systems, legal services delivery

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1828 Comparison of Monte Carlo Simulations and Experimental Results for the Measurement of Complex DNA Damage Induced by Ionizing Radiations of Different Quality

Authors: Ifigeneia V. Mavragani, Zacharenia Nikitaki, George Kalantzis, George Iliakis, Alexandros G. Georgakilas

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Complex DNA damage consisting of a combination of DNA lesions, such as Double Strand Breaks (DSBs) and non-DSB base lesions occurring in a small volume is considered as one of the most important biological endpoints regarding ionizing radiation (IR) exposure. Strong theoretical (Monte Carlo simulations) and experimental evidence suggests an increment of the complexity of DNA damage and therefore repair resistance with increasing linear energy transfer (LET). Experimental detection of complex (clustered) DNA damage is often associated with technical deficiencies limiting its measurement, especially in cellular or tissue systems. Our groups have recently made significant improvements towards the identification of key parameters relating to the efficient detection of complex DSBs and non-DSBs in human cellular systems exposed to IR of varying quality (γ-, X-rays 0.3-1 keV/μm, α-particles 116 keV/μm and 36Ar ions 270 keV/μm). The induction and processing of DSB and non-DSB-oxidative clusters were measured using adaptations of immunofluorescence (γH2AX or 53PB1 foci staining as DSB probes and human repair enzymes OGG1 or APE1 as probes for oxidized purines and abasic sites respectively). In the current study, Relative Biological Effectiveness (RBE) values for DSB and non-DSB induction have been measured in different human normal (FEP18-11-T1) and cancerous cell lines (MCF7, HepG2, A549, MO59K/J). The experimental results are compared to simulation data obtained using a validated microdosimetric fast Monte Carlo DNA Damage Simulation code (MCDS). Moreover, this simulation approach is implemented in two realistic clinical cases, i.e. prostate cancer treatment using X-rays generated by a linear accelerator and a pediatric osteosarcoma case using a 200.6 MeV proton pencil beam. RBE values for complex DNA damage induction are calculated for the tumor areas. These results reveal a disparity between theory and experiment and underline the necessity for implementing highly precise and more efficient experimental and simulation approaches.

Keywords: complex DNA damage, DNA damage simulation, protons, radiotherapy

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1827 Differentiated Instruction for All Learners: Strategies for Full Inclusion

Authors: Susan Dodd

Abstract:

This presentation details the methodology for teachers to identify and support a population of students who have historically been overlooked in regards to their educational needs. The twice exceptional (2e) student is a learner who is considered gifted and also has a learning disability, as defined by the Individuals with Disabilities Education Act (IDEA). Many of these students remain underserved throughout their educational careers because their exceptionalities may mask each other, resulting in a special population of students who are not achieving to their fullest potential. There are three common scenarios that may make the identification of a 2e student challenging. First, the student may have been identified as gifted, and her disability may go unnoticed. She could also be considered an under-achiever, or she may be able to compensate for her disability under the school works becomes more challenging. In the second scenario, the student may be identified as having a learning disability and is only receiving remedial services where his giftedness will not be highlighted. His overall IQ scores may be misleading because they were impacted by his learning disability. In the third scenario, the student is able to compensate for her ability well enough to maintain average scores, and she goes undetected as both gifted and learning disabled. Research in the area identifies the complexity involved in identifying 2e students, and how multiple forms of assessment are required. It is important for teachers to be aware of the common characteristics exhibited by many 2e students, so these learners can be identified and appropriately served. Once 2e students have been identified, teachers are then challenged to meet the varying needs of these exceptional learners. Strength-based teaching entails simultaneously providing gifted instruction as well as individualized accommodations for those students. Research in this field has yielded strategies that have proven helpful for teaching 2e students, as well as other students who may be struggling academically. Differentiated instruction, while necessary in all classrooms, is especially important for 2e students, as is encouragement for academic success. Teachers who take the time to really know their students will have a better understanding of each student’s strengths and areas for growth, and therefore tailor instruction to extend the intellectual capacities for optimal achievement. Teachers should also understand that some learning activities can prove very frustrating to students, and these activities can be modified based on individual student needs. Because 2e students can often become discouraged by their learning challenges, it is especially important for teachers to assist students in recognizing their own strengths and maintaining motivation for learning. Although research on the needs of 2e students has spanned across two decades, this population remains underserved in many educational institutions. Teacher awareness of the identification of and the support strategies for 2e students is critical for their success.

Keywords: gifted, learning disability, special needs, twice exceptional

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1826 High-Temperature Behavior of Boiler Steel by Friction Stir Processing

Authors: Supreet Singh, Manpreet Kaur, Manoj Kumar

Abstract:

High temperature corrosion is an imperative material degradation method experienced in thermal power plants and other energy generation sectors. Metallic materials such as ferritic steels have special properties such as easy fabrication and machinibilty, low cost, but a serious drawback of these materials is the worsening in properties initiating from the interaction with the environments. The metallic materials do not endure higher temperatures for extensive period of time because of their poor corrosion resistance. Friction Stir Processing (FSP), has emerged as the potent surface modification means and control of microstructure in thermo mechanically heat affecting zones of various metal alloys. In the current research work, FSP was done on the boiler tube of SA 210 Grade A1 material which is regularly used by thermal power plants. The strengthening of SA210 Grade A1 boiler steel through microstructural refinement by Friction Stir Processing (FSP) and analyze the effect of the same on high temperature corrosion behavior. The high temperature corrosion performance of the unprocessed and the FSPed specimens were evaluated in the laboratory using molten salt environment of Na₂SO₄-82%Fe₂(SO₄). The unprocessed and FSPed low carbon steel Gr A1 evaluation was done in terms of microstructure, corrosion resistance, mechanical properties like hardness- tensile. The in-depth characterization was done by EBSD, SEM/EDS and X-ray mapping analyses with an aim to propose the mechanism behind high temperature corrosion behavior of the FSPed steel.

Keywords: boiler steel, characterization, corrosion, EBSD/SEM/EDS/XRD, friction stir processing

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1825 Creative Application of Cognitive Linguistics and Communicative Methods to Eliminate Common Learners' Mistakes in Academic Essay Writing

Authors: Ekaterina Lukianchenko

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This article sums up a six-year experience of teaching English as a foreign language to over 900 university students at MGIMO (Moscow University of International Relations, Russia), all of them native speakers of Russian aged 16 to 23. By combining modern communicative approach to teaching with cognitive linguistics theories, one can deal more effectively with deeply rooted mistakes which particular students have of which conventional methods have failed to eliminate. If language items are understood as concepts and frames, and classroom activities as meaningful parts of language competence development, this might help to solve such problems as incorrect use of words, unsuitable register, and confused tenses - as well as logical or structural mistakes, and even certain psychological issues concerning essay writing. Along with classic teaching methods, such classroom practice includes plenty of interaction between students - playing special classroom games aimed at eliminating particular mistakes, working in pairs and groups, integrating all skills in one class. The main conclusions that the author of the experiment makes consist in an assumption that academic essay writing classes demand a balanced plan. This should not only include writing as such, but additionally feature elements of listening, reading, speaking activities specifically chosen according to the skills and language students will need to write the particular type of essay.

Keywords: academic essay writing, creative teaching, cognitive linguistics, competency-based approach, communicative language teaching, frame, concept

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1824 Design of a Permanent Magnet Based Focusing Lens for a Miniature Klystron

Authors: Kumud Singh, Janvin Itteera, Priti Ukarde, Sanjay Malhotra, P. PMarathe, Ayan Bandyopadhay, Rakesh Meena, Vikram Rawat, L. M. Joshi

Abstract:

Application of Permanent magnet technology to high frequency miniature klystron tubes to be utilized for space applications improves the efficiency and operational reliability of these tubes. But nevertheless the task of generating magnetic focusing forces to eliminate beam divergence once the beam crosses the electrostatic focusing regime and enters the drift region in the RF section of the tube throws several challenges. Building a high quality magnet focusing lens to meet beam optics requirement in cathode gun and RF interaction region is considered to be one of the critical issues for these high frequency miniature tubes. In this paper, electromagnetic design and particle trajectory studies in combined electric and magnetic field for optimizing the magnetic circuit using 3D finite element method (FEM) analysis software is presented. A rectangular configuration of the magnet was constructed to accommodate apertures for input and output waveguide sections and facilitate coupling of electromagnetic fields into the input klystron cavity and out from output klystron cavity through coupling loops. Prototype lenses have been built and have been tested after integration with the klystron tube. We discuss the design requirements and challenges, and the results from beam transmission of the prototype lens.

Keywords: beam transmission, Brillouin, confined flow, miniature klystron

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1823 Radioprotective Effects of Selenium and Vitamin-E against 6Mv X-Rays in Human Volunteers Blood Lymphocytes by Micronuclei Assay

Authors: Vahid Changizi, Aram Rostami, Akbar Mosavi

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Purpose of study: Critical macromolecules of cells such as DNA are in exposure to damage of free radicals that induced from interaction of ionizing radiation with biological systems. Selenium and vitamin-E are natural compound that has been shown to be a direct free radical scavenger. The aim of this study was to investigate the in vivo/in vitro radioprotective effect of selenium and vitamin-E separately and synergistically against genotoxicity induced by 6MV x-rays irradiation in cultured blood lymphocytes from 15 human volunteers. Methods: Fifteen volunteers were divided in three groups include A, B and C. These groups were given slenium(800 IU), vitamin-E(100 mg) and selenium(400 IU) + vitamin-E(50 mg), respectively. Peripheral blood samples were collected from each group before(0 hr) and 1, 2 and 3 hr after selenium and vitamin-E administration (separately and synergistically). Then the blood samples were irradiated to 200 cGy of 6 Mv x-rays. After that, lymphocyte samples were cultured with mitogenic stimulation to determine the chromosomal aberrations wih micronucleus assay in cytokinesis-blocked binucleated cells. Results: The lymphocytes in the blood samples collected at 1 hr after ingestion selenium and vitamin-E, exposed in vitro to x-rays exhibited a significant decrease in the incidence of micronuclei, compared with control group at 0 hr. The maximum protection and decrease in frequency of micronuclei(50%) was observed at 1 hr after administration of selenium and vitamin-E synergistically. Conclusion: The data suggest that ingestion of selenium and vitamin-E as a radioprotector substances before exposures may reduce genetic damage caused by x-rays irradiation.

Keywords: x-rays, selenium, vitamin-e, lymphocyte, micronuclei

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1822 The Effect of Wool Mulch on Plant Development in the Light of Soil Physical and Soil Biological Conditions

Authors: Katalin Juhos, Enikő Papdi, Flórián Kovács, Vasileios P. Vasileiadis, Andrea Veres

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Mulching techniques can be a solution for better utilization of precipitation and irrigation water and for mitigating soil degradation and drought damages. Waste fibres as alternative biodegradable mulch materials are increasingly coming to the fore. The effect of wool mulch (WM) on water use efficiency of pepper seedlings were investigated in different soil types (sand, clay loam, peat) in a pot experiment. Two semi-field experiments were also set up to investigate the effect of WM-plant interaction on sweet pepper yield in comparison with agro-textile and straw mulches. Soil parameters (moisture, temperature, DHA, β-glucosidase enzymes, permanganate-oxidizable carbon) were measured during the growing season. The effect of WM on yield and biomass was more significant with less frequent irrigation and the greater the water capacity of soils. The microbiological activity was significantly higher in the presence of plants, because of the water retention of WM, the metabolic products of roots and the more balanced soil temperature caused by plants. On the sandy soil, the straw mulch had a significantly better effect on microbiological parameters and yields than the agro-textile and WM. WM is a sustainable practice for improving soil biological parameters and water use efficiency on soils with a higher water capacity.

Keywords: β-glucosidase, DHA enzyme activity; labile carbon, straw mulch; plastic mulch, evapotranspira-tion coefficient, soil temperature

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1821 A Sui Generis Technique to Detect Pathogens in Post-Partum Breast Milk Using Image Processing Techniques

Authors: Yogesh Karunakar, Praveen Kandaswamy

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Mother’s milk provides the most superior source of nutrition to a child. There is no other substitute to the mother’s milk. Postpartum secretions like breast milk can be analyzed on the go for testing the presence of any harmful pathogen before a mother can feed the child or donate the milk for the milk bank. Since breast feeding is one of the main causes for transmission of diseases to the newborn, it is mandatory to test the secretions. In this paper, we describe the detection of pathogens like E-coli, Human Immunodeficiency Virus (HIV), Hepatitis B (HBV), Hepatitis C (HCV), Cytomegalovirus (CMV), Zika and Ebola virus through an innovative method, in which we are developing a unique chip for testing the mother’s milk sample. The chip will contain an antibody specific to the target pathogen that will show a color change if there are enough pathogens present in the fluid that will be considered dangerous. A smart-phone camera will then be acquiring the image of the strip and using various image processing techniques we will detect the color development due to antigen antibody interaction within 5 minutes, thereby not adding to any delay, before the newborn is fed or prior to the collection of the milk for the milk bank. If the target pathogen comes positive through this method, then the health care provider can provide adequate treatment to bring down the number of pathogens. This will reduce the postpartum related mortality and morbidity which arises due to feeding infectious breast milk to own child.

Keywords: postpartum, fluids, camera, HIV, HCV, CMV, Zika, Ebola, smart-phones, breast milk, pathogens, image processing techniques

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1820 Influence of Canola Oil and Lysine Supplementation Diets on Growth Performance and Fatty Acid Composition of Meat in Broiler Chicks

Authors: Ali Kiani, Seyed Davod. Sharifi, Shokoufeh Ghazanfari

Abstract:

A study was conducted to evaluate the effects of diets containing different levels of lysine and canola oil on growth performance and fatty acid composition of meat of broilers chicks. 240-day old Ross broiler chicks were used in a 3×2 factorial arrangement with canola oil (1, 3, and 5%) and lysine (recommended, and 25% more than recommended by Ross broiler manual) in completely randomized design with four replicates and 10 birds per each. The experimental diets were iso-caloric and iso-nitrogenous. Feed intake and body weight gain were recorded at the end of starter (10 d), grower (24 d) and finisher (42 d) periods, and feed conversion ratio was calculated. The results showed that the weight gain of chickens fed diets containing 5% canola oil were greater than those of birds fed on other diets (P<0.05). The dietary lysine had significant effect on feed intake and diets with 25% more than recommended, increased feed intake significantly (P<0.05). The canola oil×lysine interaction effects on performance were not significant. Among all treatment birds, those fed diets containing 5% canola oil had the highest meristic acid and oleic acid content in their meat. Broilers fed diets containing 3 or 5% canola oil possessed the higher content of linolenic acid and lower content of arachidonic acid in their meat (P<0.05). The results of the present experiment indicated that the diets containing canola oil (5%) and lysine at 25% higher than requirement, improve the growth performance, carcass and breast yield of broiler, and increase the accumulation of Omega-3 fatty acids in breast meat.

Keywords: broiler, canola oil. lysine, fatty acid

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1819 Improving Functionality of Radiotherapy Department Through: Systemic Periodic Clinical Audits

Authors: Kamal Kaushik, Trisha, Dandapni, Sambit Nanda, A. Mukherjee, S. Pradhan

Abstract:

INTRODUCTION: As complexity in radiotherapy practice and processes are increasing, there is a need to assure quality control to a greater extent. At present, no international literature available with regards to the optimal quality control indicators for radiotherapy; moreover, few clinical audits have been conducted in the field of radiotherapy. The primary aim is to improve the processes that directly impact clinical outcomes for patients in terms of patient safety and quality of care. PROCEDURE: A team of an Oncologist, a Medical Physicist and a Radiation Therapist was formed for weekly clinical audits of patient’s undergoing radiotherapy audits The stages for audits include Pre planning audits, Simulation, Planning, Daily QA, Implementation and Execution (with image guidance). Errors in all the parts of the chain were evaluated and recorded for the development of further departmental protocols for radiotherapy. EVALUATION: The errors at various stages of radiotherapy chain were evaluated and recorded for comparison before starting the clinical audits in the department of radiotherapy and after starting the audits. It was also evaluated to find the stage in which maximum errors were recorded. The clinical audits were used to structure standard protocols (in the form of checklist) in department of Radiotherapy, which may lead to further reduce the occurrences of clinical errors in the chain of radiotherapy. RESULTS: The aim of this study is to perform a comparison between number of errors in different part of RT chain in two groups (A- Before Audit and B-After Audit). Group A: 94 pts. (48 males,46 female), Total no. of errors in RT chain:19 (9 needed Resimulation) Group B: 94 pts. (61 males,33 females), Total no. of errors in RT chain: 8 (4 needed Resimulation) CONCLUSION: After systematic periodic clinical audits percentage of error in radiotherapy process reduced more than 50% within 2 months. There is a great need in improving quality control in radiotherapy, and the role of clinical audits can only grow. Although clinical audits are time-consuming and complex undertakings, the potential benefits in terms of identifying and rectifying errors in quality control procedures are potentially enormous. Radiotherapy being a chain of various process. There is always a probability of occurrence of error in any part of the chain which may further propagate in the chain till execution of treatment. Structuring departmental protocols and policies helps in reducing, if not completely eradicating occurrence of such incidents.

Keywords: audit, clinical, radiotherapy, improving functionality

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1818 Peer-Review as a Means to Improve Students' Translation Skills

Authors: Bahia Braktia, Ahlem Ghamri

Abstract:

Years ago, faculties and administrators realized that students entering college were not prepared for the academic sphere; however, as a type of collaborative learning, peer-review gave students a social context in which they could learn more efficiently. Peer-review has proven its effectiveness in higher education. Numerous studies have been conducted on peer review and its effects on the quality of students’ writing, and several publications recommended peer-review as part of the feedback process. Student writers showed a tendency towards making significant meaning-level revisions and surface-level revisions. Last but not least, studies reported that peer-review helps students develop their self-assessment skills as well as critical thinking. The use of peer-review has become well known and widely adopted to the L2 classroom environment. However, little is known about peer review on translation students. The purpose of this study was to investigate the students' perspective on peer-review, and whether this method affected the quality of their translation. A mixed method design was adopted. Students were requested to translate two texts from Arabic into English, and they gave and received structured feedback to their classmates' translations. A survey was administered, followed by semi-structured interviews, to examine the students' attitudes toward peer-review. The results of the study showed that peer-review was considered a good proofreading method for most students. The students also showed a positive attitude toward it, and they reported that they benefited from the interaction with their peers. The findings implied that the inclusion of peer-review can be an effective pedagogical practice for teaching translation and writing to foreign language learners.

Keywords: language teaching, feedback, peer-review, translation

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1817 Saving the Decolonized Subject from Neglected Tropical Diseases: Public Health Campaign and Household-Centred Sanitation in Colonial West Africa, 1900-1960

Authors: Adebisi David Alade

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In pre-colonial West Africa, the deadliness of the climate vis-a- vis malaria and other tropical diseases to Europeans turned the region into the “white man’s grave.” Thus, immediately after the partition of Africa in 1885, civilisatrice and mise en valeur not only became a pretext for the establishment of colonial rule; from a medical point of view, the control and possible eradication of disease in the continent emerged as one of the first concerns of the European colonizers. Though geared toward making Africa exploitable, historical evidence suggests that some colonial Water, Sanitation and Hygiene (WASH) policies and projects reduced certain tropical diseases in some West African communities. Exploring some of these disease control interventions by way of historical revisionism, this paper challenges the orthodox interpretation of colonial sanitation and public health measures in West Africa. This paper critiques the deployment of race and class as analytical tools for the study of colonial WASH projects, an exercise which often reduces the complexity and ambiguity of colonialism to the binary of colonizer and the colonized. Since West Africa presently ranks high among regions with Neglected Tropical Diseases (NTDs), it is imperative to decentre colonial racism and economic exploitation in African history in order to give room for Africans to see themselves in other ways. Far from resolving the problem of NTDs by fiat in the region, this study seeks to highlight important blind spots in African colonial history in an attempt to prevent post-colonial African leaders from throwing away the baby with the bath water. As scholars researching colonial sanitation and public health in the continent rarely examine its complex meaning and content, this paper submits that the outright demonization of colonial rule across space and time continues to build ideological wall between the present and the past which not only inhibit fruitful borrowing from colonial administration of West Africa, but also prevents a wide understanding of the challenges of WASH policies and projects in most West African states.

Keywords: colonial rule, disease control, neglected tropical diseases, WASH

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1816 mm-Wave Wearable Edge Computing Module Hosted by Printed Ridge Gap Waveguide Structures: A Physical Layer Study

Authors: Matthew Kostawich, Mohammed Elmorsy, Mohamed Sayed Sifat, Shoukry Shams, Mahmoud Elsaadany

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6G communication systems represent the nominal future extension of current wireless technology, where its impact is extended to touch upon all human activities, including medical, security, and entertainment applications. As a result, human needs are allocated among the highest priority aspects of the system design and requirements. 6G communications is expected to replace all the current video conferencing with interactive virtual reality meetings involving high data-rate transmission merged with massive distributed computing resources. In addition, the current expansion of IoT applications must be mitigated with significant network changes to provide a reasonable Quality of Service (QoS). This directly implies a high demand for Human-Computer Interaction (HCI) through mobile computing modules in future wireless communication systems. This article proposes the utilization of a Printed Ridge Gap Waveguide (PRGW) to host the wearable nodes. To the best of our knowledge, we propose for the first time a physical layer analysis within the context of a complete architecture. A thorough study is provided on the impact of the distortion of the guiding structure on the overall system performance. The proposed structure shows small latency and small losses, highlighting its compatibility with future applications.

Keywords: ridge gap waveguide, edge computing module, 6G, multimedia IoT applications

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1815 Exercise and Geriatric Depression: a Scoping Review of the Research Evidence

Authors: Samira Mehrabi

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Geriatric depression is a common late-life mental health disorder that increases morbidity and mortality. It has been shown that exercise is effective in alleviating symptoms of geriatric depression. However, inconsistencies across studies and lack of optimal dose-response of exercise for improving geriatric depression have made it challenging to draw solid conclusions on the effectiveness of exercise in late-life depression. Purpose: To further investigate the moderators of the effectiveness of exercise on geriatric depression across the current body of evidence. Methods: Based on the Arksey and O’Malley framework, an extensive search strategy was performed by exploring PubMed, Scopus, Sport Discus, PsycInfo, ERIC, and IBSS without limitations in the time frame. Eight systematic reviews with empirical results that evaluated the effect of exercise on depression among people aged ≥ 60 years were identified and their individual studies were screened for inclusion. One additional study was found through the hand searching of reference lists. After full-text screening and applying inclusion and exclusion criteria, 21 studies were retained for inclusion. Results: The review revealed high variability in characteristics of the exercise interventions and outcome measures. Sample characteristics, nature of comparators, main outcome assessment, and baseline severity of depression also varied notably. Mind-body and aerobic exercises were found to significantly reduce geriatric depression. However, results on the relationship between resistance training and improvements in geriatric depression were inconsistent, and results of the intensity-related antidepressant effects of exercise interventions were mixed. Extensive use of self-reported questionnaires for the main outcome assessment and lack of evidence on the relationship between depression severity and observed effects were of the other important highlights of the review. Conclusion: Several literature gaps were found regarding the potential effect modifiers of exercise and geriatric depression. While acknowledging the complexity of establishing recommendations on the exercise variables and geriatric depression, future studies are required to understand the interplay and threshold effect of exercise for treating geriatric depression.

Keywords: exercise, geriatric depression, healthy aging, older adults, physical activity intervention, scoping review

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1814 Functionalized Single Walled Carbon Nanotubes: Targeting, Cellular Uptake, and Applications in Photodynamic Therapy

Authors: Prabhavathi Sundaram, Heidi Abrahamse

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In recent years, nanotechnology coupled with photodynamic therapy (PDT) has received considerable attention in terms of improving the effectiveness of drug delivery in cancer therapeutics. The development of functionalized single-walled carbon nanotubes (SWCNTs) has become revolutionary in targeted photosensitizers delivery since it improves the therapeutic index of drugs. The objective of this study was to prepare, characterize and evaluate the potential of functionalized SWCNTs using hyaluronic acid and loading it with photosensitizer and to effectively target colon cancer cells. The single-walled carbon nanotubes were covalently functionalized with hyaluronic acid and the loaded photosensitizer by non-covalent interaction. The photodynamic effect of SWCNTs is detected under laser irradiation in vitro. The hyaluronic acid-functionalized nanocomposites had a good affinity with CD44 receptors, and it avidly binds on to the surface of CACO-2 cells. The cellular uptake of nanocomposites was studied using fluorescence microscopy using lyso tracker. The anticancer activity of nanocomposites was analyzed in CACO-2 cells using different studies such as cell morphology, cell apoptosis, and nuclear morphology. The combined effect of nanocomposites and PDT improved the therapeutic effect of cancer treatment. The study suggested that the nanocomposites and PDT have great potential in the treatment of colon cancer.

Keywords: colon cancer, hyaluronic acid, single walled carbon nanotubes, photosensitizers, photodynamic therapy

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1813 Response of Summer Sesame to Irrigation Regimes and Nitrogen Levels

Authors: Kalpana Jamdhade, Anita Chorey, Bharti Tijare, V. M. Bhale

Abstract:

A field experiment was conducted during summer season of 2011 at Agronomy research farm, Dr. PDKV, Akola, to study the effect of irrigation regime and nitrogen levels on growth and productivity of summer sesame. The experiment was laid out in split plot Design in which three irrigation scheduling on the basis of IW/CPE ratio viz., irrigation at 0.6, 0.8 and 1.0 IW/CPE ratios (I1, I2 and I3, respectively) and one irrigation scheduling based on critical growth stages of sesame (I4), in main plot and three nitrogen levels 0, 30 and 60 kg N ha-1 (N0, N1 and N2, respectively) in subplot. The result showed that plant height, number of leaves plant-1, leaf area and dry matter accumulation were maximum in irrigation scheduling at 1.0 IW/CPE ratio, which significantly superior over 0.6 IW/CPE ratio and irrigation at critical growth stages but were statistically at par with irrigation at 0.8 IW/CPE ratio. Nitrogen levels, application of 60 kg N ha-1 was recorded significantly superior all growth parameters over treatment 30 kg N ha-1 and 0 kg N ha-1. In case of yield attributes viz., No. of capsules plant-1, Test wt., grain yield and Stalk yield (qha-1) were maximum in irrigation scheduling at 1.0 IW/CPE ratio and were significantly superior over 0.8 IW/CPE ratio, 0.6 IW/CPE ratio and irrigation at critical growth stages. Application of 60 kg N ha-1 increased all yield attributing characters over application of 30 and 0 kg N ha-1. In case of economics of crop same trend was found and the highest B:C ration was obtained in irrigation scheduling at 1.0 IW/CPE ratio. Whereas, application of 30 kg N ha-1 was recorded highest B:C ration over application of 60 and 0 kg N ha-1. Interaction effect of irrigation and nitrogen levels were found to be non significant in summer season.

Keywords: irrigation regimes, nitrogen levels, summer sesame, agricultural technology

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1812 Self-Efficacy in Online Vocal Learning: Current Situation, Influencing Factors and Optimization Strategies

Authors: Tianyou Wang

Abstract:

Students' own intrinsic motivation is the main source of energy for learning activities, and their self-efficacy becomes a key factor affecting the learning effect. In today's increasingly common situation of online vocal music teaching, virtualized teaching scenarios have brought a considerable impact on students' personal efficacy. Since personal efficacy is the result of the interaction between environmental factors and subject characteristics, an empirical study was conducted to investigate the changes in students' self-efficacy, influencing factors, and characteristics in online vocal teaching scenarios based on the three dimensions of teachers, students, and technology. One hundred valid questionnaires were studied through a quantitative survey. The results showed that students' personal efficacy was significantly lower in online learning environments compared to offline vocal teaching and showed significant differences due to factors such as gender and class type; students' self-efficacy in online vocal teaching was significantly affected by factors such as technological environment, teaching style, and information technology ability. Based on the results of the study, it is recommended to pay attention to inquiry and practice in the teaching design, use singing projects as the teaching organization, grasp the learning process with the orientation of problem-solving, push the applicable vocal music teaching resources in time, lead students to explore and refine the problems and push students to learn independently according to the goals and plans.

Keywords: vocal pedagogy, self-efficacy, online learning, intrinsic motivation, information technology

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1811 World War II Vaccination Scheme as a Determinant of Gender-Specific Differences in Anti-Tetanus Antibody Levels in the British Elderly Population

Authors: Myrto Vlazaki

Abstract:

Tetanus is a non-transmissible, preventable bacterial disease with high mortality. In the U.K., the demographic group systematically accounting for a large proportion of the infections notified to the authorities over the years have been the elderly (> 60 years old). The 2009 seroepidemiological study for tetanus in England reports a gender-age interaction for the +70, with males having significantly higher anti-tetanus antibody levels than females. A systematic review of the literature was carried out to characterise: I. the seroepidemiology of tetanus in economically developed countries with similar immunisation schemes to the U.K., introduced in the 1960’s. II. the factors leading to differential vaccine uptake between males and females in 1910-1945 (corresponding to ages of 60-95 in 2005). III. the immune response elicited by anti-tetanus immunisation in males and females IV. the value of catch-up immunisation in the elderly Similar age- and gender- differences in anti-tetanus antibody levels are noted in other countries. Gender differences in immune responses elicited by vaccination are not consistent with the finding that elder females are less well protected against tetanus compared to their male counterparts. Attention is drawn to the selective anti-tetanus immunisation scheme introduced in the U.K. in 1938, specific to the World War II conscripts. The age-specific immunity gap observed amongst the +70 could be explained as the by-product of that early scheme targetting mostly males. Introducing anti-tetanus vaccination in the +70 in the U.K. could help bridge the immunity gap between males and females and reduce the overall tetanus susceptibility of this age group.

Keywords: elderly, immunisation, gender-specific differences, seroepidemiology, tetanus, World War II

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1810 Engineering a Tumor Extracellular Matrix Towards an in vivo Mimicking 3D Tumor Microenvironment

Authors: Anna Cameron, Chunxia Zhao, Haofei Wang, Yun Liu, Guang Ze Yang

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Since the first publication in 1775, cancer research has built a comprehensive understanding of how cellular components of the tumor niche promote disease development. However, only within the last decade has research begun to establish the impact of non-cellular components of the niche, particularly the extracellular matrix (ECM). The ECM, a three-dimensional scaffold that sustains the tumor microenvironment, plays a crucial role in disease progression. Cancer cells actively deregulate and remodel the ECM to establish a tumor-promoting environment. Recent work has highlighted the need to further our understanding of the complexity of this cancer-ECM relationship. In vitro models use hydrogels to mimic the ECM, as hydrogel matrices offer biological compatibility and stability needed for long term cell culture. However, natural hydrogels are being used in these models verbatim, without tuning their biophysical characteristics to achieve pathophysiological relevance, thus limiting their broad use within cancer research. The biophysical attributes of these gels dictate cancer cell proliferation, invasion, metastasis, and therapeutic response. Evaluating the three most widely used natural hydrogels, Matrigel, collagen, and agarose gel, the permeability, stiffness, and pore-size of each gel were measured and compared to the in vivo environment. The pore size of all three gels fell between 0.5-6 µm, which coincides with the 0.1-5 µm in vivo pore size found in the literature. However, the stiffness for hydrogels able to support cell culture ranged between 0.05 and 0.3 kPa, which falls outside the range of 0.3-20,000 kPa reported in the literature for an in vivo ECM. Permeability was ~100x greater than in vivo measurements, due in large part to the lack of cellular components which impede permeation. Though, these measurements prove important when assessing therapeutic particle delivery, as the ECM permeability decreased with increasing particle size, with 100 nm particles exhibiting a fifth of the permeability of 10 nm particles. This work explores ways of adjusting the biophysical characteristics of hydrogels by changing protein concentration and the trade-off, which occurs due to the interdependence of these factors. The global aim of this work is to produce a more pathophysiologically relevant model for each tumor type.

Keywords: cancer, extracellular matrix, hydrogel, microfluidic

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1809 Mathematical Study of CO₂ Dispersion in Carbonated Water Injection Enhanced Oil Recovery Using Non-Equilibrium 2D Simulator

Authors: Ahmed Abdulrahman, Jalal Foroozesh

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CO₂ based enhanced oil recovery (EOR) techniques have gained massive attention from major oil firms since they resolve the industry's two main concerns of CO₂ contribution to the greenhouse effect and the declined oil production. Carbonated water injection (CWI) is a promising EOR technique that promotes safe and economic CO₂ storage; moreover, it mitigates the pitfalls of CO₂ injection, which include low sweep efficiency, early CO₂ breakthrough, and the risk of CO₂ leakage in fractured formations. One of the main challenges that hinder the wide adoption of this EOR technique is the complexity of accurate modeling of the kinetics of CO₂ mass transfer. The mechanisms of CO₂ mass transfer during CWI include the slow and gradual cross-phase CO₂ diffusion from carbonated water (CW) to the oil phase and the CO₂ dispersion (within phase diffusion and mechanical mixing), which affects the oil physical properties and the spatial spreading of CO₂ inside the reservoir. A 2D non-equilibrium compositional simulator has been developed using a fully implicit finite difference approximation. The material balance term (k) was added to the governing equation to account for the slow cross-phase diffusion of CO₂ from CW to the oil within the gird cell. Also, longitudinal and transverse dispersion coefficients have been added to account for CO₂ spatial distribution inside the oil phase. The CO₂-oil diffusion coefficient was calculated using the Sigmund correlation, while a scale-dependent dispersivity was used to calculate CO₂ mechanical mixing. It was found that the CO₂-oil diffusion mechanism has a minor impact on oil recovery, but it tends to increase the amount of CO₂ stored inside the formation and slightly alters the residual oil properties. On the other hand, the mechanical mixing mechanism has a huge impact on CO₂ spatial spreading (accurate prediction of CO₂ production) and the noticeable change in oil physical properties tends to increase the recovery factor. A sensitivity analysis has been done to investigate the effect of formation heterogeneity (porosity, permeability) and injection rate, it was found that the formation heterogeneity tends to increase CO₂ dispersion coefficients, and a low injection rate should be implemented during CWI.

Keywords: CO₂ mass transfer, carbonated water injection, CO₂ dispersion, CO₂ diffusion, cross phase CO₂ diffusion, within phase CO2 diffusion, CO₂ mechanical mixing, non-equilibrium simulation

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1808 Dehydration of Glycerol to Acrolein with Solid Acid Catalysts

Authors: Lin Huang, Bo Wang, Armando Borgna

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Dehydration of glycerol to acrolein was conducted with solid acid catalysts in liquid phase in a batch reactor and in gas phase in a fix-bed reactor, respectively. In the liquid-phase reaction, ZSM-5, H3PO4-modified ZSM-5 and heteropolyacids including H3PW12O40•xH2O (HPW) and Cs2.5H0.5PW12O40 (CsPW) were studied as catalysts. High temperatures and high boiling point solvents such as sulfolane improved the selectivity to acrolein through suppressing the formation of polyglycerols and coke. Catalytic results and temperature-programmed desorption of ammonia showed that the yield of acrolein increased with increasing catalyst acidity within the range of weak acid strength. Weak acid sites favored the selectivity to acrolein whereas strong acid sites promoted the formation of coke. ZSM-5 possessing only acid sites led to a high acrolein yield, while heteropolyacid catalysts with strong acid sites produced a low acrolein yield. In the gas-phase reaction, HPW and CsPW supported on metal oxides such as SiO2, γ-Al2O3, SiO2-Al2O3, ZrO2 and silicate TUD-1 were studied as catalysts. HPW/TUD-1 was most active for the production of acrolein, followed by HPW/SiO2. An acrolein yield of 61 % was obtained over HPW/TUD-1. X-ray diffraction study suggested that HPW and CsPW were stable and more dispersed on SiO2, silicate TUD-1 and SiO2-Al2O3. It was found that the structures of HPW and CsPW were destroyed by interaction with γ-Al2O3 and ZrO2. Compared to CsPW/TUD-1, the higher acrolein yield with HPW/TUD-1 may be attributed to more Brønsted acid sites on HPW/TUD-1, based on preliminary pyridine adsorption IR study.

Keywords: dehydration, glycerol, acrolein, solid acid catalysts, gas-phase, liquid-phase

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1807 Gender Differences in Negotiation: Considering the Usual Driving Forces

Authors: Claude Alavoine, Ferkan Kaplanseren

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Negotiation is a specific form of interaction based on communication in which the parties enter into deliberately, each with clear but different interests or goals and a mutual dependency towards a decision due to be taken at the end of the confrontation. Consequently, negotiation is a complex activity involving many different disciplines from the strategic aspects and the decision making process to the evaluation of alternatives or outcomes and the exchange of information. While gender differences can be considered as one of the most researched topic within negotiation studies, empirical works and theory present many conflicting evidences and results about the role of gender in the process or the outcome. Furthermore, little interest has been shown over gender differences in the definition of what is negotiation, its essence or fundamental elements. Or, as differences exist in practices, it might be essential to study if the starting point of these discrepancies does not come from different considerations about what is negotiation and what will encourage the participants in their strategic decisions. Some recent and promising experiments made with diverse groups show that male and female participants in a common and shared situation barely consider the same way the concepts of power, trust or stakes which are largely considered as the usual driving forces of any negotiation. Furthermore, results from Human Resource self-assessment tests display and confirm considerable differences between individuals regarding essential behavioral dimensions like capacity to improvise and to achieve, aptitude to conciliate or to compete and orientation towards power and group domination which are also part of negotiation skills. Our intention in this paper is to confront these dimensions with negotiation’s usual driving forces in order to build up new paths for further research.

Keywords: negotiation, gender, trust, power, stakes, strategies

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1806 Comparing Student Performance on Paper-Based versus Computer-Based Formats of Standardized Tests

Authors: Jin Koo

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During the coronavirus pandemic, there has been a further increasing demand for computer-based tests (CBT), and now it has become an important test mode. The main purpose of this study is to investigate the comparability of student scores obtained from computerized-based formats of a standardized test in the two subject areas of reading and mathematics. Also, this study investigates whether there is an interaction effect between test modes of CBT and paper-based tests (PBT) and gender/ability level in each subject area. The test used in this study is a multiple-choice standardized test for students in grades 8-11. For this study, data were collected during four test administrations: 2015-16, 2017-18, and 2020-21. This research used a one-factor between-subjects ANOVA to compute the PBT and CBT groups’ test means for each subject area (reading and mathematics). Also, 2-factor between-subjects ANOVAs were conducted to investigate examinee characteristics: gender (male and female), ethnicity (African-American, Asian, Hispanic, multi-racial, and White), and ability level (low, average, and high-ability groups). The author found that students’ test scores in the two subject areas varied across CBT and PBT by gender and ability level, meaning that gender, ethnicity, and ability level were related to the score difference. These results will be discussed according to the current testing systems. In addition, this study’s results will open up to school teachers and test developers the possible influence that gender, ethnicity, and ability level have on a student’s score based on whether they take the CBT or PBT.

Keywords: ability level, computer-based, gender, paper-based, test

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1805 Influence of Smoking on Fine And Ultrafine Air Pollution Pm in Their Pulmonary Genetic and Epigenetic Toxicity

Authors: Y. Landkocz, C. Lepers, P.J. Martin, B. Fougère, F. Roy Saint-Georges. A. Verdin, F. Cazier, F. Ledoux, D. Courcot, F. Sichel, P. Gosset, P. Shirali, S. Billet

Abstract:

In 2013, the International Agency for Research on Cancer (IARC) classified air pollution and fine particles as carcinogenic to humans. Causal relationships exist between elevated ambient levels of airborne particles and increase of mortality and morbidity including pulmonary diseases, like lung cancer. However, due to a double complexity of both physicochemical Particulate Matter (PM) properties and tumor mechanistic processes, mechanisms of action remain not fully elucidated. Furthermore, because of several common properties between air pollution PM and tobacco smoke, like the same route of exposure and chemical composition, potential mechanisms of synergy could exist. Therefore, smoking could be an aggravating factor of the particles toxicity. In order to identify some mechanisms of action of particles according to their size, two samples of PM were collected: PM0.03 2.5 and PM0.33 2.5 in the urban-industrial area of Dunkerque. The overall cytotoxicity of the fine particles was determined on human bronchial cells (BEAS-2B). Toxicological study focused then on the metabolic activation of the organic compounds coated onto PM and some genetic and epigenetic changes induced on a co-culture model of BEAS-2B and alveolar macrophages isolated from bronchoalveolar lavages performed in smokers and non-smokers. The results showed (i) the contribution of the ultrafine fraction of atmospheric particles to genotoxic (eg. DNA double-strand breaks) and epigenetic mechanisms (eg. promoter methylation) involved in tumor processes, and (ii) the influence of smoking on the cellular response. Three main conclusions can be discussed. First, our results showed the ability of the particles to induce deleterious effects potentially involved in the stages of initiation and promotion of carcinogenesis. The second conclusion is that smoking affects the nature of the induced genotoxic effects. Finally, the in vitro developed cell model, using bronchial epithelial cells and alveolar macrophages can take into account quite realistically, some of the existing cell interactions existing in the lung.

Keywords: air pollution, fine and ultrafine particles, genotoxic and epigenetic alterations, smoking

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1804 Exploring the Process of Change in the Identity Constructs of Adolescents Exposed to Family Violence

Authors: Charlene Petersen, Herman Grobler, Karel Botha

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Exposure to family violence has an impact on adolescent development, more specifically the identity process. This article explores the process of change in identity constructs of adolescents’ exposed to family violence in a Cape Town community in South Africa. In order to understand the process of identity formation the article explores and describes how the meaning that these adolescents give to family violence can contribute to change in their identity constructs. A mixed method approached was used in the study. A psycho-education strategy was implemented as the intervention and pretest-post-test scales were used to assess for change after the intervention process. Twelve participants were purposely selected for the study and included both male and female adolescents with ages ranging from 15 to 18 years from three secondary schools. The research data for this article were mainly extracted from the pre-test post-test design and the psycho-education strategy of the overall research study. The research results of the psycho-education strategy were thematically analyzed and a statistical procedure was used to measure for significant change within pre-test-post-test scales. The research merely refers to the outcome of psycho-education strategy and how it correlates with the outcome of the pre-test post-test design. Adolescents’ exposure to a psycho-education strategy, as well the pre-test post-test findings reveal a change within identity construct in terms of how they perceive themselves and interaction with others in the context of family violence.

Keywords: process of change in adolescent identity, family violence, psycho-education strategy, pre and post assessment

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1803 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

Procedia PDF Downloads 159