Search results for: empirical modeling

Authors: Maryam Maleki, Esther Mead, Mohammad Arani, Nitin Agarwal

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The proliferation of social media platforms like Twitter has heightened the consequences of the spread of misinformation. To understand and model the spread of misinformation, in this paper, we leveraged the SEIZ (Susceptible, Exposed, Infected, Skeptics) epidemiological model to describe the underlying process that delineates the spread of misinformation on Twitter. Compared to the other epidemiological models, this model produces broader results because it includes the additional Skeptics (Z) compartment, wherein a user may be Exposed to an item of misinformation but not engage in any reaction to it, and the additional Exposed (E) compartment, wherein the user may need some time before deciding to spread a misinformation item. We analyzed misinformation regarding the unrest in Washington, D.C. in the month of March 2020, which was propagated by the use of the #DCblackout hashtag by different users across the U.S. on Twitter. Our analysis shows that misinformation can be modeled using the concept of epidemiology. To the best of our knowledge, this research is the first to attempt to apply the SEIZ epidemiological model to the spread of a specific item of misinformation, which is a category distinct from that of rumor and hoax on online social media platforms. Applying a mathematical model can help to understand the trends and dynamics of the spread of misinformation on Twitter and ultimately help to develop techniques to quickly identify and control it.

Keywords: Black Lives Matter, epidemiological model, mathematical modeling, misinformation, SEIZ model, Twitter

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Authors: Hooman Dabirmanesh, Mahmoud Ghazavi, Kazem Barkhordari

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A finite element modeling for determination of the bearing capacity of caissons subjected to inclined loads is presented in this paper. The model investigates the uplift capacity of the caisson with varying cross sectional area. To this aim, the behavior of the soil is assumed to be elasto-plastic, and its failure is controlled by Modified Cam-Clay failure criterion. The simulation takes into account the couple analysis. The approach is verified using available data from other research work especially centrifuge data. Parametric studies are subsequently performed to investigate the effect of contributing parameters such as aspect ratio of the caisson, the loading rate, the loading direction angle, and points where the external load is applied. In addition, the influence of the caisson geometry is taken into account. The results show the bearing capacity of the caisson increases with increasing the taper angle. Hence, the pullout capacity will increase using the same material. In addition, the bearing capacity of caissons strongly depends on the suction that is generated at tip and in sealed surface on top of caisson. Other results concerning the influencing factors will be presented.

Keywords: aspect ratio, finite element method, inclined load, modified Cam clay, taper angle, undrained condition

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Authors: Azreen Jihan Che Mohd Hashim, Rosidah Musa

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Although 'Spiritual Intelligence' (SI) is hard to measure, it is impossible without a noble value that may affect the attitude in purchasing behavior process, so this paper aims to report on a pilot study analysis results in order to evaluate the degree of SI towards consumers’ attitude in purchasing halal cosmetics and, in turn, to reaffirm intention to purchase by using Theory Planned Behaviour (TPB). It is a descriptive cross-sectional study among the Muslim women as the subjects, working and staying in Klang valley area in Malaysia. The purpose of the study is to develop a new measurement scale to unravel and decompose the underlying dimensions of SI from the perspective of the Muslim deemed imperative. About 200 respondents of users and non-users of halal cosmetics are selected. The structure equation modeling (SEM) was conducted to examine the relationships among god, society and self, which are the dimensions of SI. A finding indicates that, in influencing attitude, those who obligate high spiritual intelligence have a good relationship with god, society and self which may influence them to purchase halal cosmetic product. This study offers important findings and implications for future research as it presents a framework on the importance of SI.

Keywords: spiritual intelligence, god, society, self, young adult Muslim female

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Authors: Mehry Daraei

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The goal of this study was to survey the components and affective factors on organizational commitment of Islamic Azad university Khoramabad Baranch’s faculty members. The research method was correlation by causal modeling and data were gathered by questionnaire. Statistical society consisted of 147 faculty members in Islamic Azad University Khoramabad Branch and sample size was determined as 106 persons by Morgan’s sample table that were selected by class sampling. Correlation test, T-single group test and path analysis test were used for analysis of data. Data were analyzed by Lisrel software. The results showed that organizational corporate was the most effective element on organizational commitment and organizational corporate, experience work and organizational justice were only in direct relation with organizational commitment. Also, job security had direct and indirect effect on OC. Job security had effect on OC by gender. Gender variable had direct and indirect effect on OC. Gender had effect on OC by organizational corporate. Job opportunities out of university also had direct and indirect effect on OC, which means job opportunities had indirect effect on OC by organizational corporate.

Keywords: organization, commitment, job security, Islamic Azad University

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Authors: Hamidreza Ghazvinian, Khosro Ghazvinian, Touba Khodaiean

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The importance of evaporation estimation in water resources and agricultural studies is undeniable. Pan evaporation are used as an indicator to determine the evaporation of lakes and reservoirs around the world due to the ease of interpreting its data. In this research, intelligent models were investigated in estimating pan evaporation on a daily basis. Shahroud and Mayamey were considered as the studied cities. These two cities are located in Semnan province in Iran. The mentioned cities have dry weather conditions that are susceptible to high evaporation potential. Meteorological data of 11 years of synoptic stations of Shahrood and Mayamey cities were used. The intelligent models used in this study are Artificial Neural Network (ANN), Least Squares Support Vector Machine (LSSVM), and M5 tree models. Meteorological parameters of minimum and maximum air temperature (Tmax, Tmin), wind speed (WS), sunshine hours (SH), air pressure (PA), relative humidity (RH) as selected input data and evaporation data from pan (EP) to The output data was considered. 70% of data is used at the education level, and 30 % of the data is used at the test level. Models used with explanation coefficient evaluation (R2) Root of Mean Squares Error (RMSE) and Mean Absolute Error (MAE). The results for the two Shahroud and Mayamey stations showed that the above three models' operations are rather appropriate.

Keywords: pan evaporation, intelligent methods, shahroud, mayamey

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Authors: Seyyed Mohammad Hasheminia, Heoung Jae Chun, Jong Chan Park, Hong Suk Chang

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Composite joints have been getting attention recently due to their high specific mechanical strength to weight ratio that is crucial for structures such as aircrafts and automobiles. In this study on hybrid joints, quasi-static experiments and finite element analysis were performed to investigate the failure mechanism of hybrid composite joint with respect to the joint properties such as the adhesive material, clamping force, and joint geometry. The outcomes demonstrated that the stiffness of the adhesive is the most imperative design parameter. In this investigation, two adhesives with various stiffness values were utilized. Regarding the joints utilizing the adhesive with the lower stiffness modulus, it was observed that the load was exchanged promptly through the adhesive since it was shared more proficiently between the bolt and adhesive. This phenomenon permitted the hybrid joints with low-modulus adhesive to support more prominent loads before failure when contrasted with the joints that utilize the stiffer adhesive. In the next step, the stress share between the bond and bolt as a function of various design parameters was studied using a finite element model in which it was understood that the geometrical parameters such as joint overlap and width have a significant influence on the load sharing between the bolt and the adhesive.

Keywords: composite joints, composite materials, hybrid joints, single-lap joint

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Authors: Raghad Abu Salma, Beatrice Szczepek Reed

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Politeness is one of the most researched areas in pragmatics as it is key to interpersonal interactional phenomena. Many studies, particularly in linguistics, have focused on developing politeness theories and exploring linguistic devices used in communication to construct and establish social norms. However, the question of what constitutes polite language remains a point of ongoing debate. Prior research primarily examined politeness in English and its native speaking communities, oversimplifying the notion of politeness and associating it with surface-level language use. There is also a dearth of literature on politeness in Arabic, particularly in the context of Jordanian Arabic. Prior research investigating politeness in Arabic make generalized claims about politeness in Arabic without taking the linguistic variations into account or providing empirical evidence. This proposed research aims to explore how Jordanian Arabic influences its first language users in making and responding to requests, exploring participants' perceptions of politeness and the linguistic choices they make in their interactions. The study focuses on Jordanian expats living in London, UK providing an intercultural perspective that prior research does not consider. This study employs a mixed-methods approach combining discourse completion tasks (DCTs) with semi-structured interviews. While DCTs provide insight into participants’ linguistic choices, semi-structured interviews glean insight into participants' perceptions of politeness and their linguistic choices impacted by cultural norms and diverse experiences. This paper discusses previous research on politeness in Arabic, identifies research gaps, and discusses different methods for data collection. This paper also presents preliminary findings from the ongoing study.

Keywords: politeness, pragmatics, jordanian arabic, intercultural politeness

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Authors: Sara Mahesar, Saleem M. Chandio, Hira Soomro

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Nonlinear system of equations in two variables is a system which contains variables of degree greater or equal to two or that comprises of the transcendental functions. Mathematical modeling of numerous physical problems occurs as a system of nonlinear equations. In applied and pure mathematics it is the main dispute to solve a system of nonlinear equations. Numerical techniques mainly used for finding the solution to problems where analytical methods are failed, which leads to the inexact solutions. To find the exact roots or solutions in case of the system of non-linear equations there does not exist any analytical technique. Various methods have been proposed to solve such systems with an improved rate of convergence and accuracy. In this paper, a new scheme is developed for solving system of non-linear equation in two variables. The iterative scheme proposed here is modified form of the conventional Newton’s Method (CN) whose order of convergence is two whereas the order of convergence of the devised technique is three. Furthermore, the detailed error and convergence analysis of the proposed method is also examined. Additionally, various numerical test problems are compared with the results of its counterpart conventional Newton’s Method (CN) which confirms the theoretic consequences of the proposed method.

Keywords: conventional Newton’s method, modified Newton’s method, order of convergence, system of nonlinear equations

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Authors: Wenbo Du, Xiaomei Ma

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With the empowerment of Cognitive Diagnostic Assessment (CDA), various domains of language testing and assessment have been investigated to dig out more diagnostic information. What is noticeable is that most of the extant empirical CDA-based research puts much emphasis on individual-level diagnostic purpose with very few concerned about learners’ group-level performance. Even though the personalized diagnostic feedback is the unique feature that differentiates CDA from other assessment tools, group-level diagnostic information cannot be overlooked in that it might be more practical in classroom setting. Additionally, the group-level diagnostic information obtained via current CDA always results in a “flat pattern”, that is, the mastery/non-mastery of all tested skills accounts for the two highest proportion. In that case, the outcome does not bring too much benefits than the original total score. To address these issues, the present study attempts to apply cluster analysis for group classification and quantile regression analysis to pinpoint learners’ performance at different proficiency levels (beginner, intermediate and advanced) thus to enhance the interpretation of the CDA results extracted from a group of EFL learners’ reading performance on a diagnostic reading test designed by PELDiaG research team from a key university in China. The results show that EM method in cluster analysis yield more appropriate classification results than that of CDA, and quantile regression analysis does picture more insightful characteristics of learners with different reading proficiencies. The findings are helpful and practical for instructors to refine EFL reading curriculum and instructional plan tailored based on the group classification results and quantile regression analysis. Meanwhile, these innovative statistical methods could also make up the deficiencies of CDA and push forward the development of language testing and assessment in the future.

Keywords: cognitive diagnostic assessment, diagnostic feedback, EFL reading, quantile regression

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Authors: Awol Seid Ebrie

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HIV results as an incurable disease, AIDS. After a person is infected with virus, the virus gradually destroys all the infection fighting cells called CD4 cells and makes the individual susceptible to opportunistic infections which cause severe or fatal health problems. Several studies show that the CD4 cells count is the most determinant indicator of the effectiveness of the treatment or progression of the disease. The objective of this paper is to investigate the progression of the disease over time among patient under HAART treatment. Two main approaches of the generalized multilevel ordinal models; namely the proportional odds model and the nonproportional odds model have been applied to the HAART data. Also, the multilevel part of both models includes random intercepts and random coefficients. In general, four models are explored in the analysis and then the models are compared using the deviance information criteria. Of these models, the random coefficients nonproportional odds model is selected as the best model for the HAART data used as it has the smallest DIC value. The selected model shows that the progression of the disease increases as the time under the treatment increases. In addition, it reveals that gender, baseline clinical stage and functional status of the patient have a significant association with the progression of the disease.

Keywords: nonproportional odds model, proportional odds model, random coefficients model, random intercepts model

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Authors: Jackson Niyongabo

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This study addresses a notable gap in the existing literature on the relationship between energy consumption, economic growth, and CO₂ emissions, particularly within the African context. While numerous studies have explored these dynamics globally and regionally across various development levels, few have delved into the nuances of regions and income levels specific to African countries. Furthermore, the evaluation of the interplay between green growth policies, green energy technologies, and their impact on environmental quality has been underexplored. This research aims to fill these gaps by conducting a comprehensive analysis of the transition from conventional economic growth and energy consumption to a paradigm of green growth coupled with green energy utilization across the African continent from 1980 to 2018. The study is structured into three main parts: an empirical examination of the long-term effects of energy intensity, renewable energy consumption, and economic growth on CO₂ emissions across diverse African regions and income levels; an estimation of the long-term impact of green growth and green energy use on CO₂ emissions for countries implementing green policies within Africa, as well as at regional and global levels; and a comparative analysis of the impact of green growth policies on environmental degradation before and after implementation. Employing advanced econometric methods and panel estimators, the study utilizes a testing framework, panel unit tests, and various estimators to derive meaningful insights. The anticipated results and conclusions will be elucidated through causality tests, impulse response, and variance decomposition analyses, contributing valuable knowledge to the discourse on sustainable development in the African context.

Keywords: economic growth, green growth, energy consumption, CO₂ emissions, econometric models, green energy

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Authors: Abdelmalk Brahma

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Drying is a phenomenon that accompanies the hardening of hydraulic materials. It can, if it is not prevented, lead to significant spontaneous dimensional variations, which the cracking is one of events. In this context, cracking promotes the transport of aggressive agents in the material, which can affect the durability of concrete structures. Drying shrinkage develops over a long period almost 30 years although most occurred during the first three years. Drying shrinkage stabilizes when the material is water balance with the external environment. The drying shrinkage of cementitious materials is due to the formation of capillary tensions in the pores of the material, which has the consequences of bringing the solid walls of each other. Knowledge of the shrinkage characteristics of concrete is a necessary starting point in the design of structures for crack control. Such knowledge will enable the designer to estimate the probable shrinkage movement in reinforced or prestressed concrete and the appropriate steps can be taken in design to accommodate this movement. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes in consideration the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: drying, hydraulic concretes, shrinkage, modeling, prediction

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Authors: Jacob A. Braun

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This paper uses mathematical modeling to show the spread of Herpes Simplex type-2 with and without the usage of condoms in a college population. The model uses four differential equations to calculate the data for the simulation. The dt increment used is one week. It also runs based on a fixated period. The period chosen was five years to represent time spent in college. The average age of the individual is 21, once again to represent the age of someone in college. In the total population, there are almost two times as many women who have Herpes Simplex Type-2 as men. Additionally, Herpes Simplex Type-2 does not have a known cure. The goal of the model is to show how condom usage affects women’s chances of receiving the virus in the hope of being able to reduce the number of women infected. In the end, the model demonstrates that condoms offer significant protection to women from the virus. Since fewer women are infected with the virus when condoms are used, in turn, fewer males are infected. Since Herpes Simplex Type-2 affects the carrier for their whole life, a small decrease of infections could lead to large ramifications over time. Specifically, a small decrease of infections at a young age, such as college, could have a very big effect on the long-term number of people infected with the virus.

Keywords: college, condom, Herpes, mathematical modelling

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Authors: Yue Huang, Hongcheng Gan

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The new urbanization pattern has led to a rapid growth in demand for short-distance intercity travel, and the emergence of new travel modes has also increased the variety of intercity travel options. In previous studies on intercity travel mode choice behavior, the impact of functional amenities of travel mode and travelers’ long-term personality characteristics has rarely been considered, and empirical results have typically been calibrated using revealed preference (RP) or stated preference (SP) data. This study designed a questionnaire that combines the RP and SP experiment from the perspective of a trip chain combining inner-city and intercity mobility, with consideration for the actual condition of the Huainan-Hefei traffic corridor. On the basis of RP/SP fusion data, a hybrid choice model considering both random taste heterogeneity and psychological characteristics was established to investigate travelers’ mode choice behavior for traditional train, high-speed rail, intercity bus, private car, and intercity online car-hailing. The findings show that intercity time and cost exert the greatest influence on mode choice, with significant heterogeneity across the population. Although inner-city cost does not demonstrate a significant influence, inner-city time plays an important role. Service attributes of travel mode, such as catering and hygiene services, as well as free wireless network supply, only play a minor role in mode selection. Finally, our study demonstrates that safety-seeking tendency, hedonism, and introversion all have differential and significant effects on intercity travel mode choice.

Keywords: intercity travel mode choice, stated preference survey, hybrid choice model, RP/SP fusion data, psychological latent variable, heterogeneity

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Authors: Sally Heyeon Hwang

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Within decision theory, there are normative principles that dictate how one should act in addition to empirical theories of actual behavior. As a normative guide to one’s actual behavior, evidential or causal decision-theoretic equations allow one to identify outcomes with maximal utility values. The choice that each person makes, however, will, of course, differ according to varying assignments of weight and probability values. Regarding these different choices, it remains a subject of considerable philosophical controversy whether individual subjects have the capacity to exercise free will with respect to the assignment of probabilities, or whether instead the assignment is in some way constrained. A version of this question is given a precise form in Richard Jeffrey’s assumption that free will is necessary for Newcomb’s paradox to count as a decision problem. This paper will argue, against Jeffrey, that decision theory does not require the assumption of libertarian freedom. One of the hallmarks of decision-making is its application across a wide variety of contexts; the implications of a background assumption of free will is similarly varied. One constant across the contexts of decision is that there are always at least two levels of choice for a given agent, depending on the degree of prior constraint. Within the context of Newcomb’s problem, when the predictor is attempting to guess the choice the agent will make, he or she is analyzing the determined aspects of the agent such as past characteristics, experiences, and knowledge. On the other hand, as David Lewis’ backtracking argument concerning the relationship between past and present events brings to light, there are similarly varied ways in which the past can actually be dependent on the present. One implication of this argument is that even in deterministic settings, an agent can have more free will than it may seem. This paper will thus argue against the view that a stable background assumption of free will or determinism in decision theory is necessary, arguing instead for a compatibilist decision theory yielding a novel treatment of Newcomb’s problem.

Keywords: decision theory, compatibilism, free will, Newcomb’s problem

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Authors: Adilla Anggraeni

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The purpose of the paper is to investigate the effects of religiosity and subjective knowledge towards initial trust that a consumer has towards a product manufacturer. Since globalization enters the point of no return, it should be acknowledged that further exploration of country of origin image, its influences and possible limiting factors is imperative. This model aims to broaden COO-related research, especially related to different product categories based on the perception of consumers in emerging markets. The study employs quantitative method, aiming to involve 200 Indonesian respondents to evaluate different product categories (food/apparel). Relationships between variables are evaluated using structural equation modeling. It is expected that subjective knowledge will have significant influence towards initial trust that an individual possesses towards food products. A major contribution of this study will be the inclusion of religiosity and subjective knowledge in the country of origin study’s body of knowledge. Companies are also expected to benefit from the study as the acceleration of globalization may again repose the question of whether companies should market their product using similar strategies across different countries or different ones. Religiosity dimension is expected to add values to international marketing literature concerning emerging economies in particular, as many companies view the emerging economies as promising markets.

Keywords: country of origin, subjective knowledge, initial trust, emerging economy, Indonesia

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Authors: Carlos Cuenca, Diego Sarzosa

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Ductile fracture occurs by the mechanism of void nucleation, void growth and coalescence. Potential sites for initiation are second phase particles or non-metallic inclusions. Modelling of ductile damage at the microscopic level is very difficult and complex task for engineers. Therefore, conservative predictions of ductile failure using simple models are necessary during the design and optimization of critical structures like pressure vessels and pipelines. Nowadays, it is well known that the initiation phase is strongly influenced by the stress triaxiality and plastic deformation at the microscopic level. Thus, a simple model used to study the ductile failure under multiaxial stress condition is the Stress Modified Critical Strain (SMCS) approach. Ductile rupture has been study for a structural steel under different stress triaxiality conditions using the SMCS method. Experimental tests are carried out to characterize the relation between stress triaxiality and equivalent plastic strain by notched round bars. After calibration of the plasticity and damage properties, predictions are made for low constraint bending specimens with and without side grooves. Stress/strain fields evolution are compared between the different geometries. Advantages and disadvantages of the SMCS methodology are discussed.

Keywords: damage, SMSC, SEB, steel, failure

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Authors: Francine Morales Tavares, Jose Alberto Rio Fernandes

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The expanding concept of Heritage and the increased relevance of how heritage places relate to their surroundings is associated with an important shift in public heritage policies and how they consider the development of cities and communities, with an increasingly relevant role of management. Within the current discussions, management plans, mandatory since the year 2005 in areas classified by UNESCO as World Heritage, it is a tool for the reconciliation of cultural heritage demands with the needs of multiple users of a certain area, being especially critical in the case of urban areas with intense touristic pressure. Considering the transformations of the heritage policy management model, this paper discusses the practices on the integration of cultural heritage in urban policies through indicators which were selected from resource manual 'Managing Cultural World Heritage (2013)' and analyzed two case studies: The Management Plan of the Historic Centre of Porto (Portugal) and The Management Plan for the Historic Site of Olinda (Brazil). The empirical evidence concluded that for the historic centre of Porto the increase of tourism is the main aim driver in the management plan, with positive and negative aspects on the heritage management point of view, unlike Olinda, where the plan for the development of local urban policies was identified as essential. Plans also differ in form, content and process but coincide on being unaligned with committed local political leaders’ agendas, with the consequent misunderstandings between theory and practice, planning and management, and critically missing in the field integration of urban policies. Therefore, more debate about management plans, more efficient tools and also, appropriate methodologies to correlate cultural heritage and urban public policy are still lacking.

Keywords: world heritage, management plan, planning, urban policies

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Authors: Sandra Figueiredo, Margarida Alves Martins, Carlos Silva, Cristina Simões

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This study integrates a larger research empirical project that examines second language (SL) learners’ profiles and valid procedures to perform complete and diagnostic assessment in schools. 102 learners of Portuguese as a SL aged 7 and 17 years speakers of distinct home languages were assessed in several linguistic tasks. In this article, we focused on writing performance in the specific task of narrative essay composition. The written outputs were measured using the score in six components adapted from an English SL assessment context (Alberta Education): linguistic vocabulary, grammar, syntax, strategy, socio-linguistic, and discourse. The writing processes and strategies in Portuguese language used by different immigrant students were analysed to determine features and diversity of deficits on authentic texts performed by SL writers. Differentiated performance was based on the diversity of the following variables: grades, previous schooling, home language, instruction in first language, and exposure to Portuguese as Second Language. Indo-Aryan languages speakers showed low writing scores compared to their peers and the type of language and respective cognitive mapping (such as Mandarin and Arabic) was the predictor, not linguistic distance. Home language instruction should also be prominently considered in further research to understand specificities of cognitive academic profile in a Romance languages learning context. Additionally, this study also examined the teachers representations that will be here addressed to understand educational implications of second language teaching in psychological distress of different minorities in schools of specific host countries.

Keywords: home language, immigrant students, Portuguese language, second language, writing assessment

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Authors: Hassan Barau Singhry

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Purpose: Leadership or the absence of it is an important behaviour affecting employees’ job satisfaction. Although, there are many models of leadership, one that stands out in a period of change is the transformational behaviour. The aim of this study is to investigate the role of an organizational justice on the relationship between transformational leadership and employee job satisfaction. The study is based on the assumption that change begins with leaders and leaders should be fair and just. Methodology: A cross-sectional survey through structured questionnaire was employed to collect the data of this study. The population is selected the three tiers of government such as the local, state, and federal governments in Nigeria. The sampling method used in this research is stratified random sampling. 418 middle managers of public organizations respondents to the questionnaire. Multiple regression aided by structural equation modeling was employed to test 4 hypothesized relationships. Finding: The regression results support for the mediating role of organizational justice such as distributive, procedural, interpersonal and informational justice in the link between transformational leadership and job satisfaction. Originality/value: This study adds to the literature of human resource management by empirically validating and integrating transformational leadership behaviour with the four dimensions of organizational justice theory. The study is expected to be beneficial to the top and middle-level administrators as well as theory building and testing.

Keywords: distributive justice, job satisfaction, organizational justice, procedural justice, transformational leadership

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Authors: Ceren Vardar Acar, Mine Caglar

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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

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Authors: Sun Shi, Sun Cheng

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The pedestrian corridor is the most crowded area in the public space. The crowded severity has been focused on the field of evacuation strategies of the entrance in large public spaces. The aim of this paper is to analyze the walking efficiency in different spaces of pedestrian corridor with the variation of spatial parameters. The congestion condition caused by the variation of walking efficiency is modeled as well. This study established the space model of the walking corridor by setting the width, slope, turning form and turning angle of the pedestrian corridor. The pedestrian preference of walking mode varied with the difference of the crowded severity, walking speed, field of vision, sight direction and the expected destination, which is influenced by the characters of physical space form. Swarm software is applied to build Agent model. According to the output of the Agent model, the relationship between the pedestrian corridor width, ground slope, turning forms, turning angle and the walking efficiency, crowded severity is acquired. The results of the simulation can be applied to pedestrian corridor design in order to reduce the crowded severity and the potential safety risks caused by crowded people.

Keywords: crowded severity, multi-agent, pedestrian preference, urban space design

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Authors: Yasser Gaber, Mohamed Ismail, Serena Bisagni, Mohamad Takwa, Rajni Hatti-Kaul

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Enzymes are safe and selective catalysts. They skillfully catalyze chemical reactions; however, the native form is not usually suitable for industrial applications. Enzymes are therefore engineered by several techniques to meet the required catalytic task. Clopidogrel is recorded among the five best selling pharmaceutical in 2010 under the brand name Plavix. The commonly used route for production of the drug on an industrial scale is the synthesis of the racemic mixture followed by diastereomeric resolution to obtain the pure S isomer. The process consumes a lot of solvents and chemicals. We have evaluated a biocatalytic cleaner approach for asymmetric hydrolysis of racemic clopidogrel. Initial screening of a selected number of hydrolases showed only one enzyme EST to exhibit activity and selectivity towards the desired stereoisomer. As the crude EST is a mixture of several isoenzymes, a homology model of EST-1 was used in molecular dynamic simulations to study the interaction of the enzyme with R and S isomers of clopidogrel. Analysis of the geometric hindrances of the tetrahedral intermediates revealed a potential site for mutagenesis in order to improve the activity and the selectivity. Single point mutation showed dramatic increase in activity and inversion of the enantioselectivity (400 fold change in E value).

Keywords: biocatalysis, biotechnology, enzyme, protein engineering, molecular modeling

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Authors: Zhang Jun Xiong

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Objective: To explore the effect of physical exercise and outdoor lighting on the improvement of pupils' eyesight. Methods: A total of 208 first grade students in a primary school in Chengdu were enrolled in the study, 104 of whom were nearsighted and 104 had normal vision. They were randomly divided into indoor exercise group, outdoor exercise group, indoor control group and outdoor control group. Indoor and outdoor exercise groups performed moderate and high-intensity aerobic exercise three times a week, 60 minutes each time; The indoor and outdoor control groups had normal study and life during the experiment, without exercise intervention. The experiment lasted for one academic year, and the visual indicators of the subjects were tested before and after the experiment. Results: After the experiment, the visual fatigue index of the subjects with normal vision in the outdoor exercise group, indoor exercise group and outdoor control group decreased by 1.5 ± 2.89, 1.4 ± 3.05, 2.12 ± 2.66 respectively, and the diopter index decreased by 0.30D ± 0.09, 0.41D ± 0.16, 0.40D ± 0.19 respectively, while the visual fatigue score of the subjects with normal vision in the indoor control group increased by 2.3 ± 2.15, and the diopter decreased by 0.53D ± 0.22, There were significant differences in visual fatigue and diopter among the subjects with normal vision in each group (P<0.001). After the experiment, the visual fatigue index of the myopic subjects in the outdoor exercise group, indoor exercise group and outdoor control group decreased by 1.8 ± 1.95, 0.8 ± 1.81, 1.1 ± 1.85 respectively, and the diopter index decreased by 0.35D ± 0.21, 0.52D ± 0.24, 0.52D ± 0.15 respectively, while the visual fatigue score of the myopic subjects in the indoor control group increased by 1.3 ± 2.66, and the diopter decreased by 0.62D ± 0.29. There were significant differences between groups in visual fatigue and diopter (P<0.001). Conclusion: Both physical exercise and outdoor lighting can have a beneficial effect on children's vision, and the superposition effect of the two is better. It is suggested that outdoor physical exercise should be carried out more in primary school.

Keywords: physical exercise, outdoor lighting, pupil, vision, myopia

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Authors: Abdulrahman Aljabri, Essam R. I. Mahmoud, Hamad Almohamedi, Zhengyi Jiang

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Cold rolled thin strip has received intensive attention through technological and theoretical progress in the rolling process, as well as researchers have focused on its control during rolling as an essential parameter for producing thinner strip with good shape and profile. An advanced approach has been proposed to analysis the thin strip profile in cold rolling of pair roll crossing and shifting mill using Finite Element Analysis (FEA) with an ALE technique. The ALE (Arbitrary Lagrangian-Eulerian) techniques to enable more flexibility of the ALE technique in the adjustment of the finite element mesh, which provides a significant tool for simulating the thin strip under realistic rolling process constraint and provide accurate model results. The FEA can provide theoretical basis for the 3D model of controlling the strip shape and profile in thin strip rolling, and deliver an optimal rolling process parameter, and suggest corrective changes during cold rolling of thin strip.

Keywords: pair roll crossing, work roll shifting, strip shape and profile, finite element modeling

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Authors: Emilia Klepczarek

Abstract:

The Basel Committee on Banking Supervision and the OECD found problems with the mechanisms of corporate governance as one of the major causes of destabilization of the financial system and the subprime crisis in the years 2007-2010. In response to these allegations, there were formulated a number of recommendations aimed at improving the quality of supervisory standards in financial institutions. They relate mainly to risk management, remuneration policy, the competence of managers and board members and transparency issues. Nevertheless, a review of the empirical research conducted by the author does not allow for an unambiguous confirmation of the positive impact of the postulated standards on the stability of banking entities. There is, therefore, a presumption of the existence of hidden variables determining the effectiveness of the governance mechanisms. According to the author, this involves concepts arising from behavioral economics and economic anthropology, which allow for an explanation of the effectiveness of corporate governance institutions on the basis of the socio-cultural profile of its members. The proposed corporate governance culture theory indicates that the attributes of the members of the organization and organizational culture can determine the different effectiveness level of the governance processes in similar formal corporate governance structures. The aim of the presentation is, firstly, to draw attention to the vast discrepancies existing within the results of research on the effectiveness of the standards of corporate governance in the banking sector. Secondly, the author proposes an explanation of these differences on the basis of governance theory breaking with common paradigms. The corporate governance culture theory is focused on the identity of the individual and the scope of autonomy offered within his or her institution. The coexistence of these two conditions - the adequate behavioral profile and enough freedom to decide - is a prerequisite for the efficient functioning of the institutions of corporate governance, which can contribute to rehabilitating and strengthening the stability of the financial sector.

Keywords: autonomy, corporate governance, efficiency, governance culture

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Authors: Madhusudan Purohit, Stephen Philip, Bharathkumar Inturi

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In this paper we report the quantitative structure activity relationship of novel bis-triazole derivatives for predicting the activity profile. The full model encompassed a dataset of 46 Bis- triazoles. Tripos Sybyl X 2.0 program was used to conduct CoMSIA QSAR modeling. The Partial Least-Squares (PLS) analysis method was used to conduct statistical analysis and to derive a QSAR model based on the field values of CoMSIA descriptor. The compounds were divided into test and training set. The compounds were evaluated by various CoMSIA parameters to predict the best QSAR model. An optimum numbers of components were first determined separately by cross-validation regression for CoMSIA model, which were then applied in the final analysis. A series of parameters were used for the study and the best fit model was obtained using donor, partition coefficient and steric parameters. The CoMSIA models demonstrated good statistical results with regression coefficient (r2) and the cross-validated coefficient (q2) of 0.575 and 0.830 respectively. The standard error for the predicted model was 0.16322. In the CoMSIA model, the steric descriptors make a marginally larger contribution than the electrostatic descriptors. The finding that the steric descriptor is the largest contributor for the CoMSIA QSAR models is consistent with the observation that more than half of the binding site area is occupied by steric regions.

Keywords: 3D QSAR, CoMSIA, triazoles, novel heterocycles

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Authors: Allouache Nadia

Abstract:

Solid adsorption cooling machines have been extensively studied recently. They constitute very attractive solutions recover important amount of industrial waste heat medium temperature and to use renewable energy sources such as solar energy. The development of the technology of these machines can be carried out by experimental studies and by mathematical modelisation. This last method allows saving time and money because it is suppler to use to simulate the variation of different parameters. The adsorption cooling machines consist essentially of an evaporator, a condenser and a reactor (object of this work) containing a porous medium, which is in our case the activated carbon reacting by adsorption with ammoniac. The principle can be described as follows: When the adsorbent (at temperature T) is in exclusive contact with vapour of adsorbate (at pressure P), an amount of adsorbate is trapped inside the micro-pores in an almost liquid state. This adsorbed mass m, is a function of T and P according to a divariant equilibrium m=f (T,P). Moreover, at constant pressure, m decreases as T increases, and at constant adsorbed mass P increases with T. This makes it possible to imagine an ideal refrigerating cycle consisting of a period of heating/desorption/condensation followed by a period of cooling/adsorption/evaporation. Effect of key parameters on the machine performances are analysed and discussed.

Keywords: activated carbon-ammoniac pair, effect of key parameters, numerical modeling, solar cooling machine

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Authors: Fatemehsadat Mortazavizadeh, Amin Dehghani, Majid Mirzaei, Nurulhuda Binti Mohammad Ramli, Adnan Dehghani

Abstract:

Flood is Malaysia's most common and serious natural disaster. Kelantan River Basin is a tropical basin that experiences a rainy season during North-East Monsoon from November to March. It is also one of the hardest hit areas in Peninsular Malaysia during the heavy monsoon rainfall. Considering the consequences of the flood events, it is essential to develop the flood inundation map as part of the mitigation approach. In this study, the delineation of flood inundation zone in the area of Kelantan River basin using a hydrodynamic model is done by HEC-RAS, QGIS and ArcMap. The streamflow data has been generated with the weather generator based on the observation data. Then, the data is statistically analyzed with the Extreme Value (EV1) method for 2-, 5-, 25-, 50- and 100-year return periods. The minimum depth, maximum depth, mean depth, and the standard deviation of all the scenarios, including the OBS, are observed and analyzed. Based on the results, generally, the value of the data increases with the return period for all the scenarios. However, there are certain scenarios that have different results, which not all the data obtained are increasing with the return period. Besides, OBS data resulted in the middle range within Scenario 1 to Scenario 40.

Keywords: flood inundation, kelantan river basin, hydrodynamic model, extreme value analysis

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Authors: Said Rashid Aal Abdulsallam

Abstract:

The purpose of this paper is to measure ISO 9001:2008 effectiveness and determines its impact on the performance dimensions in terms of service quality, operational performance and customer satisfaction from the perspectives of both service providers and receivers. The paper is based on an empirical study carried out on all the ISO 9001:2008 certified departments in the Ministry of Education in the Sultanate of Oman. Data were obtained from the certified departments and their equivalent clients through two structured online questionnaires. Exploratory factor analyses are applied to extract the underlying factors of the indicators of ISO 9001 objectives and performance dimensions. Multiple linear regression analyses are also applied in order to determine the impact of ISO 9001 effectiveness on the performance dimensions of the certified departments. The study sample includes all the ISO 9001 certified departments in the Ministry of Education. The study instruments used target both the service providers as well as the service receivers with the purpose of alleviating the subjective nature of the data collected from the service providers who may be biased in favour of ISO 9001 quality management system or their performance. The findings of the study verify the effectiveness of the application of ISO 9001:2008 quality management system. Additionally, the study reveals that the ISO 9001 certified departments have achieved the ISO 9001 the standard's objectives including prevention of nonconformities, continuous improvement and customer satisfaction focus at different rates. The study also proves that there is a significant relation between the achievement of the ISO 9001 standard objectives and the operational performance of the departments. Even though the operational performance service quality of the ISO 9001 certified departments has substantially improved from the perspective of the departments, the customer satisfaction has not notably increased from the perspective of the service receivers.

Keywords: iso 9001, customer satisfaction, operational performance, public organization, quality management

Procedia PDF Downloads 382