Search results for: risk factor model

Authors: Hachmi Ben Ameur, Jean Luc Prigent

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We propose an extension of the CPPI method, which is based on conditional floors. In this framework, we examine in particular the TIPP and margin based strategies. These methods allow keeping part of the past gains and protecting the portfolio value against future high drawdowns of the financial market. However, as for the standard CPPI method, the investor can benefit from potential market rises. To control the risk of such strategies, we introduce both Value-at-Risk (VaR) and Expected Shortfall (ES) risk measures. For each of these criteria, we show that the conditional floor must be higher than a lower bound. We illustrate these results, for a quite general ARCH type model, including the EGARCH (1,1) as a special case.

Keywords: CPPI, conditional floor, ARCH, VaR, expected ehortfall

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Authors: Muhamad Saiful Bahri Yusoff

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This study aimed to evaluate the construct, convergent, and discriminant validity of the Secondary School Stressor Questionnaire (3SQ) as well as to evaluate its internal consistency among adolescents in Malaysian secondary schools. A cross-sectional study was conducted on 700 secondary school students in five secondary schools. Stratified random sampling was used to select schools and participants. The confirmatory factor analysis was performed by AMOS to examine construct, convergent, and discriminant validity. The reliability analysis was performed by SPSS to determine internal consistency. The results showed that the original six-factor model with 44 items failed to achieve acceptable values of the goodness of fit indices, suggesting poor model fit. The new five-factor model of 3SQ with 22 items demonstrated acceptable level of goodness of fit indices to signify a model fit. The overall Cronbach’s alpha value for the new version 3SQ was 0.93, while the five constructs ranged from 0.68 to 0.94. The composite reliability values of each construct ranged between 0.68 and 0.93, indicating satisfactory to high level of convergent validity. Our study did not support the construct validity of the original version of 3SQ. We found the new version 3SQ showed more convincing evidence of validity and reliability to measure stressors of adolescents. Continued research is needed to verify and maximize the psychometric credentials of 3SQ across countries.

Keywords: stressors, adolescents, secondary school students, 3SQ, psychometric properties

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Authors: Dipak Sonawane, Sudarshan Daga, Somesh Gupta

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Quantitative risk assessment (QRA) is a very precise and consistent approach to defining the likelihood, consequence and severity of a major incident/accident. A variety of hazardous cargoes in bulk, such as hydrocarbons and flammable/toxic chemicals, are handled at various ports. It is well known that most of the operations are hazardous, having the potential of damaging property, causing injury/loss of life and, in some cases, the threat of environmental damage. In order to ensure adequate safety towards life, environment and property, the application of scientific methods such as QRA is inevitable. By means of these methods, comprehensive hazard identification, risk assessment and appropriate implementation of Risk Control measures can be carried out. In this paper, the authors, based on their extensive experience in Risk Analysis for ports and harbors, have exhibited how QRA can be used in practice to minimize and contain risk to tolerable levels. A specific case involving the operation for unloading of hydrocarbon at a port is presented. The exercise provides confidence that the method of QRA, as proposed by the authors, can be used appropriately for the identification of hazards and risk assessment of Ports and Terminals.

Keywords: quantitative risk assessment, hazard assessment, consequence analysis, individual risk, societal risk

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Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: Ezgi Nevruz, Kasirga Yildirak, Ashis SenGupta

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Comparing or ranking risks is the main motivating factor behind the human trait of making choices. Cumulative prospect theory (CPT) is a preference theory approach that evaluates perception and bias in decision making under risk and uncertainty. We aim to investigate the aggregate claims of different risk classes in terms of their comparability and amenability to ordering when the impact of risk perception is considered. For this aim, we prioritize the aggregate claims taken as actuarial risks by using various stochastic ordering relations. In order to prioritize actuarial risks, we use stochastic relations such as stochastic dominance and stop-loss dominance that are proposed in the frame of partial order theory. We take into account the dependency of the individual claims exposed to similar environmental risks. At first, we modify the zero-utility premium principle in order to obtain a solution for the stop-loss premium under CPT. Then, we propose a stochastic stop-loss dominance of the aggregate claims and find a relation between the stop-loss dominance and the first-order stochastic dominance under the dependence assumption by using properties of the familiar as well as some emerging multivariate claim distributions.

Keywords: cumulative prospect theory, partial order theory, risk perception, stochastic dominance, stop-loss dominance

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Dib Imane, Chettah Wahid, Khedidja Abdelhamid

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The plain of Gadaïne - Ain Yaghout, located in the wilaya of Batna (Eastern Algeria), experiences intensive human activities, particularly in agricultural practices which are accompanied by an increasing use of chemical fertilizers and manure. These activities lead to a degradation of the quality of water resources. In order to protect the quality of groundwater in this plain and formulate effective strategies to mitigate or avoid any contamination of groundwater, a risk assessment using the European method known as “COSTE Action 620” was applied to the mio-. plio-quaternary aquifer of this plain. Risk assessment requires the identification of existing dangers and their potential impact on groundwater by using a system of evaluation and weighting. In addition, it also requires the integration of the hydrogeological factors that influence the movement of contaminants by means of the intrinsic vulnerability maps of groundwater, which were produced according to the modified DRASTIC method. The overall danger on the plain ranges from very low to high. Farms containing stables, houses detached from the public sewer system, and sometimes manure piles were assigned a weighting factor expressing the highest degree of harmfulness; this created a medium to high danger index. Large areas for agricultural practice and grazing are characterized, successively, by low to very low danger. Therefore, the risks present at the study site are classified according to a range from medium to very high-risk intensity. These classes successively represent 3%, 49%, and 0.2% of the surface of the plain. Cultivated land and farms present a high to very high level of risk successively. In addition, with the exception of the salt mine, which presents a very high level of risk, the gas stations and cemeteries, as well as the railway line, represent a high level of risk.

Keywords: semi-arid, quality of water resources, risk assessment, vulnerability, contaminants

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Authors: Mostafa Kazemi, Zahra N. Farkhani

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This paper proposes an integrated Data Envelopment Analysis (DEA) and Variance Inflation Factor (VIF) model for measuring the technical efficiency of decision making units. The model is validated using a set of 69% sales representatives’ dairy products. The analysis is done in two stages, in the first stage, VIF technique is used to distinguish independent effective factors of resellers, and in the second stage we used DEA for measuring efficiency for both constant and variable return to scales status. Further DEA is used to examine the utilization of environmental factors on efficiency. Results of this paper indicated an average managerial efficiency of 83% in the whole sales representatives’ dairy products. In addition, technical and scale efficiency were counted 96% and 80% respectively. 38% of sales representative have the technical efficiency of 100% and 72% of the sales representative in terms of managerial efficiency are quite efficient.High levels of relative efficiency indicate a good condition for sales representative efficiency.

Keywords: data envelopment analysis (DEA), relative efficiency, sales representatives’ dairy products, variance inflation factor (VIF)

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Authors: Khaled R. Khater

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The weight of the SPT hammer is standard (0.623kN). The locally manufacturer drilling rigs use hammers, sometimes deviating off the standard weight. This affects the field measured blow counts (Nf) consequentially, affecting most of correlations previously obtained, as they were obtained based on standard hammer weight. The literature presents energy corrections factor (η2) to be applied to the SPT total input energy. This research investigates the effect of the hammer weight variation, as a single parameter, on the field measured blow counts (Nf). The outcome is a correction factor (ηk), equation, and correction chart. They are recommended to adjust back the measured misleading (Nf) to the standard one as if the standard hammer is used. This correction is very important to be done in such cases where a non-standard hammer is being used because the bore logs in any geotechnical report should contain true and representative values (Nf), let alone the long records of correlations, already in hand. The study here-in is achieved by using laboratory physical model to simulate the SPT dripping hammer mechanism. It is designed to allow different hammer weights to be used. Also, it is manufactured to avoid and eliminate the energy loss sources. This produces a transmitted efficiency up to 100%.

Keywords: correction factors, hammer weight, physical model, standard penetration test

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Authors: Zubier Arfan, Paul Johnson

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The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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Authors: Syed Sameer Aga, Saniya Nissar

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The Xeroderma pigmentosum group D gene (XPD) plays a key role in nucleotide excision repair (NER) pathway of the damaged DNA. Genetic polymorphisms in the coding region of the XPD gene may alter DNA repair capacity of the protein and hence can modulate the risk of colorectal cancer (CRC) risk. The aim of the study was to determine the genetic association of XPD Lys751Gln polymorphism with the risk of colorectal cancer (CRC) development. 120 CRC patients and 160 normal controls were assessed for genotype frequencies of XPD Lys751Gln polymorphism using PCR-RFLP technique. We observed a significant association (p < 0.05) between the XPD Lys751Gln polymorphism and the risk of developing CRC (p < 0.05). Additionally, Gln/Gln genotype of the XPD gene doubled the risk for the development of CRC [p < 0.05; OR=2.25 95% CI (1.07-4.7)]. Our results suggest that there is a significant association between the XPD Lys751Gln polymorphism and the risk of CRC.

Keywords: colorectal cancer, polymorphism, RFLP, DNA Repair, NER, XPD

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Authors: Korbi Fakhri

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The management of assets and liability is a vital task for every bank as far as a good direction allows its stability; however, a bad running forewarns its disappearance. Equity of a bank is among the most important rubrics in the liability side because, actually, these funds ensure three notably primordial functions for the survival of the bank. From one hand, equity is useful to bankroll the investments and cover the unexpected losses. From another hand, they attract the fund lessors since they inspire trust. So we are going to tackle some points including whether equity of the Islamic banks are oversized. In spite of the efforts made on the subject, the relationship between the capital and the deficiency probability has not been defined with certainty. In this article, we have elaborated a study over the nature of financial intermediation in Islamic banks by comparison to those of conventional ones. We have found a striking difference between two kinds of intermediation. We tried, from another side, to study the relationship between the capital level and deficiency risk relying on econometric model, and we have obtained a positive and significant relation between the capital and the deficiency risk for the conventional banks. This means that when the capital of these banks increases, the deficiency risk increases as well. In return, since the Islamic banks are constrained to respect the Sharia Committee as well as customers’ demands who may, in certain contracts, choose to invest their capitals in projects they are interested in. These constraints have as effects to reduce the deficiency risk even when the capital increases.

Keywords: Islamic bank, conventional bank, deficiency risk, financial intermediation

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Authors: Gampel Alexander, Mazzuchi Thomas, Sarkani Shahram

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The cybersecurity landscape is constantly evolving, and organizations must adapt to the changing threat environment to protect their assets. The implementation of the NIST Risk Management Framework (RMF) has become critical in ensuring the security and safety of industrial control and automation systems. However, cybersecurity professionals are facing challenges in implementing RMF, leading to systems operating without authorization and being non-compliant with regulations. The current approach to RMF implementation based on business practices is limited and insufficient, leaving organizations vulnerable to cyberattacks resulting in the loss of personal consumer data and critical infrastructure details. To address these challenges, this research proposes a Model-Based Systems Engineering (MBSE) approach to implementing cybersecurity controls and assessing risk through the RMF process. The study emphasizes the need to shift to a modeling approach, which can streamline the RMF process and eliminate bloated structures that make it difficult to receive an Authorization-To-Operate (ATO). The study focuses on the practical application of MBSE in industrial control and automation systems to improve the security and safety of operations. It is concluded that MBSE can be used to solve the implementation challenges of the NIST RMF process and improve the security of industrial control and automation systems. The research suggests that MBSE provides a more effective and efficient method for implementing cybersecurity controls and assessing risk through the RMF process. The future work for this research involves exploring the broader applicability of MBSE in different industries and domains. The study suggests that the MBSE approach can be applied to other domains beyond industrial control and automation systems.

Keywords: authorization-to-operate (ATO), industrial control systems (ICS), model-based system’s engineering (MBSE), risk management framework (RMF)

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Authors: Leonard Simoni, Ilir Alimehmeti, Ervina Shirka, Endri Hasimi, Ndricim Kallashi, Verona Beka, Suerta Kabili, Artan Goda

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Background: Diabetes Mellitus type 2, small vessel calibre, stented length of vessel, complex lesion morphology, and prior bypass surgery have resulted risk factors for In-Stent Restenosis (ISR). However, there are some contradictory results about body mass index (BMI) as a risk factor for ISR. Purpose: We want to identify clinical, lesional and procedural factors that can predict clinical ISR in our patients. Methods: Were enrolled 759 patients who underwent first-time elective PCI with Bare Metal Stents (BMS) from September 2011 to December 2013 in our Department of Cardiology and followed them for at least 1.5 years with a median of 862 days (2 years and 4 months). Only the patients re-admitted with ischemic heart disease underwent control coronary angiography but no routine angiographic control was performed. Patients were categorized in ISR and non-ISR groups and compared between them. Multivariate analysis - Binary Logistic Regression: Forward Conditional Method was used to identify independent predictive risk factors. P was considered statistically significant when <0.05. Results: ISR compared to non-ISR individuals had a significantly lower BMI (25.7±3.3 vs. 26.9±3.7, p=0.004), higher risk anatomy (LM + 3-vessel CAD) (23% vs. 14%, p=0.03), higher number of stents/person used (2.1±1.1 vs. 1.75±0.96, p=0.004), greater length of stents/person used (39.3±21.6 vs. 33.3±18.5, p=0.01), and a lower use of clopidogrel and ASA (together) (95% vs. 99%, p=0.012). They also had a higher, although not statistically significant, prevalence of Diabetes Mellitus (42% vs. 32%, p=0.072) and a greater number of treated vessels (1.36±0.5 vs. 1.26±0.5, p=0.08). In the multivariate analysis, Diabetes Mellitus type 2 and multiple stents used were independent predictors risk factors for In-Stent Restenosis, OR 1.66 [1.03-2.68], p=0.039, and OR 1.44 [1.16-1.78,] p=0.001, respectively. On the other side higher BMI and use of clopidogrel and ASA together resulted protective factors OR 0.88 [0.81-0.95], p=0.001 and OR 0.2 [0.06-0.72] p=0.013, respectively. Conclusion: Diabetes Mellitus and multiple stents are strong predictive risk factors, whereas the use of clopidogrel and ASA together are protective factors for clinical In-Stent Restenosis. Paradoxically High BMI is a protective factor for In-stent Restenosis, probably related to a larger diameter of vessels and consequently a larger diameter of stents implanted in these patients. Further studies are needed to clarify this finding.

Keywords: body mass index, diabetes mellitus, in-stent restenosis, percutaneous coronary intervention

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Authors: Choppala Pratheek, Vineet Ahuja

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Background: Crohn's disease (CD) recurrence following surgery is a common challenge, and current detection methods rely on risk factors identified in Western populations. This study aimed to investigate the risk factors and rates of postoperative CD recurrence in a tuberculosis-endemic region like India. Retrospective data was collected from a structured database from a specialty IBD clinic by reviewing case files from January 2005 to December 2021. Inclusion criteria involved CD patients diagnosed based on the ECCO-ESGAR consensus guidelines, who had undergone at least one intestinal resection and had a minimum follow-up period of one year at the IBD clinic. Results: A total of 90 patients were followed up for a median period of 45 months (IQR, 20.75 - 72.00). Out of the 90 patients, 61 received ATT prior to surgery, with a mean delay in diagnosis of 2.5 years, although statistically non-significant (P=0.078). Clinical recurrence occurred in 50% of patients, with the cumulative rate increasing from 13.3% at one year to 40% at three years. Among 63 patients who underwent endoscopy, 65.7% showed evidence of endoscopic recurrence, with the cumulative rate increasing from 31.7% at one year to 55.5% at four years. Smoking was identified as a significant risk factor for early endoscopic recurrence (P=0.001) by Cox regression analysis, but no other risk factors were identified. Initiating post-operative medications prior to clinical recurrence delayed its onset (P=0.004). Subgroup analysis indicated that endoscopic monitoring aided in the early identification of recurrence (P=0.001). The findings contribute to enhancing post-operative CD management strategies in such regions where the disease burden is escalating.

Keywords: crohns, post operative, tuberculosis-endemic, risk factors

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Authors: Sukaesi Marianti

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This study aims to develop the Relational Mobility Scale for the Indonesian population and to investigate its psychometric properties. New items of the scale were created taking into account the Indonesian population which consists of two parallel forms (A and A’). This study uses 30 newly orchestrated items while keeping in mind the characteristics of the targeted population. The scale was administered to 433 public high school students in Malang, Indonesia. Construct validity of its factor structure was demonstrated using exploratory factor analysis and confirmatory factor analysis. The result exhibits that he model fits the data, and that the delayed alternate form method shows acceptable result. Results yielded that 21 items of the three-dimensional Relational Mobility Scale is suitable for measuring relational mobility in high school students of Indonesian population.

Keywords: confirmatory factor analysis, delayed alternate form, Indonesian population, relational mobility scale

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Authors: Geraldine G. Granados Vazquez

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Every human being is exposed to the risk of dying; wherein some of them are more susceptible than others depending on the cause. Therefore, the cause could be the hazard to die that a group or individual has, making this irreversible damage the condition of vulnerability. Risk is a dynamic concept; which means that it depends on the environmental, social, economic and political conditions. Thus vulnerability may only be evaluated in terms of relative parameters. This research is focusing specifically on building a model that evaluate the risk or propensity of death in past urban societies in connection with the everyday life of individuals, considering that death can be a consequence of two coexisting issues: hazard and the deterioration of the resistance to destruction. One of the most important discussions in bioarchaeology refers to health and life conditions in ancient groups; the researchers are looking for more flexible models that evaluate these topics. In that way, this research proposes a theoretical-methodological model that assess the vulnerability of death in past urban groups. This model pretends to be useful to evaluate the risk of death, considering their sociohistorical context, and their intrinsic biological features. This theoretical and methodological model, propose four areas to assess vulnerability. The first three areas use statistical methods or quantitative analysis. While the last and fourth area, which corresponds to the embodiment, is based on qualitative analysis. The four areas and their techniques proposed are a) Demographic dynamics. From the distribution of age at the time of death, the analysis of mortality will be performed using life tables. From here, four aspects may be inferred: population structure, fertility, mortality-survival, and productivity-migration, b) Frailty. Selective mortality and heterogeneity in frailty can be assessed through the relationship between characteristics and the age at death. There are two indicators used in contemporary populations to evaluate stress: height and linear enamel hypoplasias. Height estimates may account for the individual’s nutrition and health history in specific groups; while enamel hypoplasias are an account of the individual’s first years of life, c) Inequality. Space reflects various sectors of society, also in ancient cities. In general terms, the spatial analysis uses measures of association to show the relationship between frail variables and space, d) Embodiment. The story of everyone leaves some evidence on the body, even in the bones. That led us to think about the dynamic individual's relations in terms of time and space; consequently, the micro analysis of persons will assess vulnerability from the everyday life, where the symbolic meaning also plays a major role. In sum, using some Mesoamerica examples, as study cases, this research demonstrates that not only the intrinsic characteristics related to the age and sex of individuals are conducive to vulnerability, but also the social and historical context that determines their state of frailty before death. An attenuating factor for past groups is that some basic aspects –such as the role they played in everyday life– escape our comprehension, and are still under discussion.

Keywords: bioarchaeology, frailty, Mesoamerica, vulnerability

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Authors: Fatemeh Abdollahi, Mehran Zarghami, Jamshid Yazdani Jarati, Mun-Sunn Lye

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Fathers may be at risk of depression during the postpartum period. Some studies have been reported maternal depression is the key predictor of paternal postpartum depression (PPD). This study aimed to explore this association. Using a cross-sectional study design, 591 couples referring to primary health centers at 2-8 weeks postpartum (during 2017) were recruited. Couples screened for depression using Edinburgh Postnatal Depression Scale (EPDS). Data on socio-demographic characteristics and psychosocial factors was also gathered. Paternal PPD was analyzed in relation to maternal PPD and other related factors using multiple regressions. The prevalence of Paternal and maternal postpartum depression was 15.7% (93) and 31.8% (188), respectively. The regression model showed that there was increased risk of PPD in fathers whose wives experienced PPD [OR=1.15, (95%CI: 1.04-1.27)], who had a lower state of general health [OR=1.21, (95%CI: 1.11-1.33)], who experienced increased number of life events [OR=1.42, (95%CI: 1.01-1.2.00)], and who were at older age [OR=1.20, (95%CI: 1.05- 1.36)]. Also, there was a decreased risk of depression in fathers with more children compared with those with fewer children [OR=0.20, (95%CI: 0.07-0.53)]. Maternal PPD and psychosocial risk factors were the strong predictors of parental PPD. Being grown up in a family with two depressed parents are an important issue for children and needs futher research and attention.

Keywords: Father, Mother, Postpartum depression, Risk factors

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Authors: Zakieh Rostamzadeh, Zahra Shirmohammadi

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Human cytomegalovirus is a species of the cytomegalovirus family of viruses, which in turn is a member of the viral family known as herpesviridae or herpesviruses. Although they may be found throughout the body, HCMV infections are frequently associated with the salivary glands. HCMV infection is typically unnoticed in healthy people, but can be life-threatening for the immunocompromised such as HIV-infected persons, organ transplant recipients, or newborn infants. After infection, HCMV has an ability to remain latent within the body over long periods. Cytomegalovirus (CMV) causes infection in immunocompromised, hemophilia patients and those who received blood transfusion frequently. This study aimed at determining the prevalence of cytomegalovirus (CMV) antibodies in hemophilia patients. Materials and Methods: A retrospective observational study was carried out in Urmia, North West of Iran. The study population comprised a sample of 50 hemophilic patients born after 1985 and have received blood factors in West Azerbaijan. The exclusion criteria include: drug abusing, high risk sexual contacts, vertical transmission of mother to fetus and suspicious needling. All samples were evaluated with the method of ELISA, with a certain kind of kit and by a certain laboratory. Results: Fifty hemophiliacs from 250 patients registered with Urmia Hemophilia Society were enrolled in the study including 43 (86%) male, and 7 (14%) female. The mean age of patients was 10.3 years, range 3 to 25 years. None of patients had risk factors mentioned above. Among our studied population, 34(68%) had hemophilia A, 1 (2%) hemophilia B, 8 (16%) VWF, 3(6%) factor VII deficiency, 1 (2%) factor V deficiency, 1 (2%) factor X deficiency, 1 (2%). Sera of 50 Hemodialysis patients were investigated for CMV-specific immunoglobulin G (IgG) and IgM. % 91.89 patients were anti-CMV IgG positive and %40.54 was seropositive for anti-CMV IgM. 37.8% patient had serological evidence of reactivation and 2.7% of patients had the primary infection. Discussion: There was no relationship between the antibody titer and: drug abusing, high risk sexual contacts, vertical transmission of mother to fetus and suspicious needling.

Keywords: bioinformatics, biomedicine, cytomegalovirus, immunocompromise

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Authors: Ali Sagiroglu, Sema Noyan Alacali, Guray Arslan

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This paper presents a study on the influence of the safety factor in the concrete contribution to shear strength of high-strength concrete (HSC) beams according to TS500. In TS500, the contribution of concrete to shear strength is obtained by reducing diagonal cracking strength with a safety factor of 0.8. It was investigated that the coefficient of 0.8 considered in determining the contribution of concrete to the shear strength corresponds to which value of failure probability. Also, the changes in the reduction factor depending on different coefficients of variation of concrete were examined.

Keywords: reinforced concrete, beam, shear strength, failure probability, safety factor

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Authors: Tejasvi Parupudi, Mochen Li, Lakshya Mittal, Ignacio G. Camarillo, Raji Sundararajan

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With breast cancer becoming a global pandemic, it is very important to assess a woman’s risk profile accurately in a timely manner. Providing an estimate of the risk of developing breast cancer to a woman gives her an opportunity to consider options to decrease this risk. Women at low risk may be suggested yearly screenings whereas women with a high risk of developing breast cancer would be candidates for aggressive surveillance. Fortunately, there is a set of risk factors that are used to predict the probability of a woman being diagnosed with breast cancer in the future. Studying risk factors and understanding how they correlate to cancer is important for early diagnosis, prevention and reducing mortality rates. The effect of crucial risk factors among black and white women was compared in this study. The various risk factors analyzed include breast density, age, cancer in a first-degree relative, menopausal status, body mass index (BMI) and prior breast cancer diagnosis, etc. Breast density, age at first full-term birth and BMI were utilized in this study as important risk factors for the comparison of incidence rates between women of black and white races in the USA. Understanding the differences could lead to the development of solutions to reduce disparity in mortality rates among black women by improving overall access to care.

Keywords: big data, breast cancer, risk factors, incidence rates, mortality, race

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Authors: Kylie Mueller, Nijole Bernaitis, Shailendra Anoopkumar-Dukie

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Background: Vitamin K antagonists particularly warfarin is the most frequently used oral medication for deep vein thrombosis (DVT) treatment and prophylaxis. Time in therapeutic range (TITR) of the international normalised ratio (INR) is widely accepted as a measure to assess the quality of warfarin therapy. Multiple factors can affect warfarin control and the subsequent adverse outcomes including thromboembolic and bleeding events. Predictor models have been developed to assess potential contributing factors and measure the individual risk of these adverse events. These predictive models have been validated in atrial fibrillation (AF) patients, however, there is a lack of literature on whether these can be successfully applied to other warfarin users including DVT patients. Therefore, the aim of the study was to assess the ability of these risk models (HAS BLED and CHADS2) to predict haemorrhagic and ischaemic incidences in DVT patients treated with warfarin. Methods: A retrospective analysis of DVT patients receiving warfarin management by a private pathology clinic was conducted. Data was collected from November 2007 to September 2014 and included demographics, medical and drug history, INR targets and test results. Patients receiving continuous warfarin therapy with an INR reference range between 2.0 and 3.0 were included in the study with mean TITR calculated using the Rosendaal method. Bleeding and thromboembolic events were recorded and reported as incidences per patient. The haemorrhagic risk model HAS BLED and ischaemic risk model CHADS2 were applied to the data. Patients were then stratified into either the low, moderate, or high-risk categories. The analysis was conducted to determine if a correlation existed between risk assessment tool and patient outcomes. Data was analysed using GraphPad Instat Version 3 with a p value of <0.05 considered to be statistically significant. Patient characteristics were reported as mean and standard deviation for continuous data and categorical data reported as number and percentage. Results: Of the 533 patients included in the study, there were 268 (50.2%) female and 265 (49.8%) male patients with a mean age of 62.5 years (±16.4). The overall mean TITR was 78.3% (±12.7) with an overall haemorrhagic incidence of 0.41 events per patient. For the HAS BLED model, there was a haemorrhagic incidence of 0.08, 0.53, and 0.54 per patient in the low, moderate and high-risk categories respectively showing a statistically significant increase in incidence with increasing risk category. The CHADS2 model showed an increase in ischaemic events according to risk category with no ischaemic events in the low category, and an ischaemic incidence of 0.03 in the moderate category and 0.47 high-risk categories. Conclusion: An increasing haemorrhagic incidence correlated to an increase in the HAS BLED risk score in DVT patients treated with warfarin. Furthermore, a greater incidence of ischaemic events occurred in patients with an increase in CHADS2 category. In an Australian population of DVT patients, the HAS BLED and CHADS2 accurately predicts incidences of haemorrhage and ischaemic events respectively.

Keywords: anticoagulant agent, deep vein thrombosis, risk assessment, warfarin

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Authors: Ping Xu, Gregory T. Golm, Guanghan (Frank) Liu

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In the presence of competing events, traditional survival analysis may not be appropriate and can result in biased estimates, as it assumes independence between competing events and the event of interest. Instead, competing risk analysis should be considered to correctly estimate the survival probability of the event of interest and the hazard ratio between treatment groups. The COVID-19 pandemic has provided a potential source of competing risks in clinical trials, as participants in trials may experienceCOVID-related competing events before the occurrence of the event of interest, for instance, death due to COVID-19, which can affect the incidence rate of the event of interest. We have performed simulation studies to compare multiple competing risk analysis models, including the cumulative incidence function, the sub-distribution hazard function, and the cause-specific hazard function, to the traditional survival analysis model under various scenarios. We also provide a general recommendation on conducting competing risk analysis in randomized clinical trials during the era of the COVID-19 pandemic based on the extensive simulation results.

Keywords: competing risk, survival analysis, simulations, randomized clinical trial, COVID-19 pandemic

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Authors: Siqing Guan, Fumiyo Oshima, Eiji Shimizu, Nozomi Tomita, Toru Takahashi, Hiroaki Kumano

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Risk factors for social anxiety in autism spectrum conditions involve executive attention, emotion regulation, and thought regulation as processes of cognitive dysregulation. Social camouflaging behaviors as strategies used to mask and/or compensate for autism characteristics during social interactions in autism spectrum conditions have also been emphasized. However, the role of cognitive dysregulation and social camouflaging related to social anxiety in autism spectrum conditions has not been clarified. Whether these factors are specific to social anxiety in autism spectrum conditions or common to social anxiety independent of autism spectrum conditions needs to be clarified. Here, we explored risk factors specific to social anxiety in autism spectrum conditions and general risk factors for social anxiety independent of autism spectrum conditions. From the Japanese participants in early adulthood (age=18~39) of the online survey in Japan, those who exceeded the Japanese version Autism-Spectrum Quotient cutoff (33 points or more )were divided into the autism spectrum conditions group (ASC; N=255, mean age=32.08, SD age=5.16)and those who did not exceed the cutoff were divided into the non-autism spectrum conditions group (Non-ASC; N=255, mean age=31.70, SD age=5.09). Using the Japanese versions of the Social Phobia Scale, the Social Interaction Anxiety Scale, and the Short Fear of Negative Evaluation Scale, a composite score for social anxiety was calculated using a method of principal. We also measured emotional control difficulties using the Difficulties in Emotion Regulation Scale, executive attention using the Effortful Control Scale for Adults, rumination using the Rumination-Reflection Questionnaire, and worry using the Penn State Worry Questionnaire. This study was passed through the review of the Ethics Committee. No conflicts of interest. Multiple regression analysis with forced entry method was used to predict social anxiety in the ASC and non-ASC groups separately, based on executive attention, emotion dysregulation, worry, rumination, and social camouflage. In the ASC group, emotion dysregulation (β=.277, p<.001), worry (β=.162, p<.05), assimilation (β=.308, p<.001) and masking (β=.275, p<.001) were significant predictors of social anxiety (F (7,247) = 45.791, p <.001, R2=.565). In the non-ASC groups,emotion dysregulation (β=.171, p<.05), worry (β=.344，p <.001), assimilation (β=.366,p <.001) and executive attention (β=-.132,p <.05) were significant predictors of social anxiety (F (7,207) =47.333, p <.001, R2=.615).The findings suggest that masking was shown to be a risk factor for social anxiety specific to autism spectrum conditions, while emotion dysregulation, worry, and assimilation were shown to be common risk factors for social anxiety, regardless of autism spectrum conditions. In addition, executive attention is a risk factor for social anxiety without autism spectrum conditions.

Keywords: autism spectrum, cognitive control, social anxiety, social camouflaging

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Authors: C. M. Mat Isa, H. Mohd Saman, S. R. Mohd Nasir, A. Jaapar

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International market expansion involves a strategic process of market entry decision through which a firm expands its operation from domestic to the international domain. Hence, entry timing choices require the needs to balance the early entry risks and the problems in losing opportunities as a result of late entry into a new market. Questionnaire surveys administered to 115 Malaysian construction firms operating in 51 countries worldwide have resulted in 39.1 percent response rate. Factor analysis was used to determine the most significant factors affecting entry timing choices of the firms to penetrate the international market. A logistic regression analysis used to examine the firms’ entry timing choices, indicates that the model has correctly classified 89.5 per cent of cases as late movers. The findings reveal that the most significant factor influencing the construction firms’ choices as late movers was the firm factor related to the firm’s international experience, resources, competencies and financing capacity. The study also offers valuable information to construction firms with intention to internationalize their businesses.

Keywords: factors, early movers, entry timing choices, late movers, logistic regression model, principal axis factorial analysis, Malaysian construction firms

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Authors: Daniel Mokatsanyane, Johnny Jansen Van Rensburg

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This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class.

Keywords: water derivatives, commodity market, nasdaq veles california water Index (NQH2O, water price, risk management

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Authors: Thitaporn Thoopputra, Tipaporn Pongmesa, Shuchuen Li

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Aims: To evaluate the application of non-invasive diabetes risk assessment tool in community pharmacy setting. Methods: Thai diabetes risk score was applied to assess individuals at risk of developing type 2 diabetes. Interactive computer-based risk screening (IT) and paper-based risk screening (PT) tools were applied. Participants aged over 25 years with no known diabetes were recruited in six participating pharmacies. Results: A total of 187 clients, mean aged (+SD) was 48.6 (+10.9) years. 35% were at high risk. The mean value of willingness-to-pay for the service fee in IT group was significantly higher than PT group (p=0.013). No significant difference observed for the satisfaction between groups. Conclusions: Non-invasive risk assessment tool, whether paper-based or computerized-based can be applied in community pharmacy to support the enhancing role of pharmacists in chronic disease management. Long term follow up is needed to determine the impact of its application in clinical, humanistic and economic outcomes.

Keywords: community pharmacy, intervention, prevention, risk assessment, type 2 diabetes

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Authors: Amit Kumar Verma

Abstract:

The present study deals with fire prediction model in Terai Arc Landscape, one of the most dramatic ecosystems in Asia where large, wide-ranging species such as tiger, rhinos, and elephant will thrive while bringing economic benefits to the local people. Forest fires cause huge economic and ecological losses and release considerable quantities of carbon into the air and is an important factor inflating the global burden of carbon emissions. Forest fire is an important factor of behavioral cum ecological habit of tiger in wild. Post fire changes i.e. micro and macro habitat directly affect the tiger habitat or land. Vulnerability of fire depicts the changes in microhabitat (humus, soil profile, litter, vegetation, grassland ecosystem). Microorganism like spider, annelids, arthropods and other favorable microorganism directly affect by the forest fire and indirectly these entire microorganisms are responsible for the development of tiger (Panthera tigris) habitat. On the other hand, fire brings depletion in prey species and negative movement of tiger from wild to human- dominated areas, which may leads the conflict i.e. dangerous for both tiger & human beings. Early forest fire prediction through mapping the risk zones can help minimize the fire frequency and manage forest fires thereby minimizing losses. Satellite data plays a vital role in identifying and mapping forest fire and recording the frequency with which different vegetation types are affected. Thematic hazard maps have been generated by using IDW technique. A prediction model for fire occurrence is developed for TAL. The fire occurrence records were collected from state forest department from 2000 to 2014. Disciminant function models was used for developing a prediction model for forest fires in TAL, random points for non-occurrence of fire have been generated. Based on the attributes of points of occurrence and non-occurrence, the model developed predicts the fire occurrence. The map of predicted probabilities classified the study area into five classes very high (12.94%), high (23.63%), moderate (25.87%), low(27.46%) and no fire (10.1%) based upon the intensity of hazard. model is able to classify 78.73 percent of points correctly and hence can be used for the purpose with confidence. Overall, also the model works correctly with almost 69% of points. This study exemplifies the usefulness of prediction model of forest fire and offers a more effective way for management of forest fire. Overall, this study depicts the model for conservation of tiger’s natural habitat and forest conservation which is beneficial for the wild and human beings for future prospective.

Keywords: fire prediction model, forest fire hazard, GIS, landsat, MODIS, TAL

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Authors: Senthuran Manoharan, Rathesan Sivagananalingam

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One of the main issues in system security is Authentication. Authentication can be defined as the process of recognizing the user's identity and it is the most important step in the access control process to safeguard data/resources from being accessed by unauthorized users. The static method of authentication cannot ensure the genuineness of the user. Due to this reason, more innovative authentication mechanisms came into play. At first two factor authentication was introduced and later, multi-factor authentication was introduced to enhance the security of the system. It also had some issues and later, adaptive authentication was introduced. In this research paper, the design of an adaptive authentication engine was put forward. The user risk profile was calculated based on the user parameters and then the user was challenged with a suitable authentication method.

Keywords: authentication, adaptive authentication, machine learning, security

Procedia PDF Downloads 246

Authors: Stefano Zappacosta, Cristiano Bove, Maria Carmela Marinelli, Paola di Lauro, Katarina Spasenovic, Lorenzo Ostano, Giuseppe Aiello, Marco Pietrosanto

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This paper proposes a novel neural network approach for assessing flood hazard mapping. The core of the model is a machine learning component fed by frequency ratios, namely statistical correlations between flood event occurrences and a selected number of topographic properties. The proposed hybrid model can be used to classify four different increasing levels of hazard. The classification capability was compared with the flood hazard mapping River Basin Plans (PAI) designed by the Italian Institute for Environmental Research and Defence, ISPRA (Istituto Superiore per la Protezione e la Ricerca Ambientale). The study area of Piemonte, an Italian region, has been considered without loss of generality. The frequency ratios may be used as a standalone block to model the flood hazard mapping. Nevertheless, the mixture with a neural network improves the classification power of several percentage points, and may be proposed as a basic tool to model the flood hazard map in a wider scope.

Keywords: flood modeling, hazard map, neural networks, hydrogeological risk, flood risk assessment

Procedia PDF Downloads 176