Search results for: continuum damage
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2605

Search results for: continuum damage

2125 Compilation of Load Spectrum of Loader Drive Axle

Authors: Wei Yongxiang, Zhu Haoyue, Tang Heng, Yuan Qunwei

Abstract:

In order to study the preparation method of gear fatigue load spectrum for loaders, the load signal of four typical working conditions of loader is collected. The signal that reflects the law of load change is obtained by preprocessing the original signal. The torque of the drive axle is calculated by using the rain flow counting method. According to the operating time ratio of each working condition, the two-dimensional load spectrum based on the real working conditions of the drive axle of loader is established by the cycle extrapolation and synthesis method. The two-dimensional load spectrum is converted into one-dimensional load spectrum by means of the mean of torque equal damage method. Torque amplification includes the maximum load torque of the main reduction gear. Based on the theory of equal damage, the accelerated cycles are calculated. In this way, the load spectrum of the loading condition of the drive axle is prepared to reflect loading condition of the loader. The load spectrum can provide reference for fatigue life test and life prediction of loader drive axle.

Keywords: load spectrum, axle, torque, rain-flow counting method, extrapolation

Procedia PDF Downloads 347
2124 Improvement of Analysis Vertical Oil Exploration Wells (Case Study)

Authors: Azza Hashim Abbas, Wan Rosli Wan Suliman

Abstract:

The old school of study, well testing reservoir engineers used the transient pressure analyses to get certain parameters and variable factors on the reservoir's physical properties, such as, (permeability-thickness). Recently, the difficulties facing the newly discovered areas are the convincing fact that the exploration and production (E&p) team should have sufficiently accurate and appropriate data to work with due to different sources of errors. The well-test analyst does the work without going through well-informed and reliable data from colleagues which may consequently cause immense environmental damage and unnecessary financial losses as well as opportunity losses to the project. In 2003, new potential oil field (Moga) face circulation problem well-22 was safely completed. However the high mud density had caused an extensive damage to the nearer well area which also distracted the hypothetical oil rate of flow that was not representive of the real reservoir characteristics This paper presents methods to analyze and interpret the production rate and pressure data of an oil field. Specifically for Well- 22 using the Deconvolution technique to enhance the transient pressure .Applying deconvolution to get the best range of certainty of results needed for the next subsequent operation. The range determined and analysis of skin factor range was reasonable.

Keywords: well testing, exploration, deconvolution, skin factor, un certainity

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2123 Protective Efficacy of Moringa oleifera against Oxidative Ovarian Damage and Reproductive Failure in Female Rats Caused by Cyclophosphamide

Authors: Seham Samir Soliman, Ahmed A.Suliman, Khaled Fathy, Ahmed A. Sedik

Abstract:

Cyclophosphamide (CP), an antineoplastic drug, has been found to induce reproductive damage. It is essential to develop approaches aimed at safeguarding ovarian tissue integrity in women experiencing reproductive toxicity as a result of chemotherapy. The current study was conducted to assess the impact of an extract derived from Moringa oleifera (M. oleifera) leaves on ovarian damage produced by CP. A total of 32 female Wistar Albino rats, which were in a healthy cycling state, were randomly separated into 4 groups, with every group contains 8 rats. The first group was administered intraperitoneal (i.p.) saline. The second group was administered a solitary intraperitoneal dosage of cyclophosphamide (200 mg/kg). The third one received M. oleifera extract (150 mg/kg orally) for 20 days, followed by i.p. of CP on the last day of the experiment. The fourth group received M. oleifera extract (250 mg/kg orally) for 20 days, followed by i.p. of CP on the last day of the experiment. Hormonal assessments, including luteinizing hormone (LH), estrogen (ES), and follicle-stimulating hormone (FSH), were performed 24 hours after CP administration. In addition, evaluating the antioxidant status and inflammatory response against CP. Moreover, conducting detailed histopathological and ultra-structural pictures of the ovary. Our findings reported that rats intoxicated with CP exhibited elevated levels of FSH, LH, malondialdehyde (MDA), tumor necrosis factor-alpha (TNF-α), and a decrease in E₂, and glutathione (GSH) levels. Pre-treatment with M. oleifera extract (250 mg/kg orally) ameliorated the disturbance in hormonal changes, oxidative stress indices, and the levels of pro-inflammatory mediators. Also, the histopathological and ultra-structural pictures of the ovaries were improved significantly in rats. In conclusion, M. oleifera extract possesses a significant protective role against CP-induced acute reproductive toxicity via modulating the values of FSH, LH, E₂ and quenching the release of reactive oxygen species and inflammatory mediators in female rats.

Keywords: cyclophosphamide, Moringa oleifera, ovarian function, oxidative stress, pro-inflammatory mediators

Procedia PDF Downloads 55
2122 Study on the Seismic Response of Slope under Pulse-Like Ground Motion

Authors: Peter Antwi Buah, Yingbin Zhang, Jianxian He, Chenlin Xiang, Delali Atsu Y. Bakah

Abstract:

Near-fault ground motions with velocity pulses are considered to cause significant damage to structures or slopes compared to ordinary ground motions without velocity pulses. The double pulsed pulse-like ground motion is as well known to be stronger than the single pulse. This study has numerically justified this perspective by studying the dynamic response of a homogeneous rock slope subjected to four pulse-like and two non-pulse-like ground motions using the Fast Lagrangian Analysis of Continua in 3 Dimensions (FLAC3D) software. Two of the pulse-like ground motions just have a single pulse. The results show that near-fault ground motions with velocity pulses can cause a higher dynamic response than regular ground motions. The amplification of the peak ground acceleration (PGA) in horizontal direction increases with the increase of the slope elevation. The seismic response of the slope under double pulse ground motion is stronger than that of the single pulse ground motion. The PGV amplification factor under the effect of the non-pulse-like records is also smaller than those under the pulse-like records. The velocity pulse strengthens the earthquake damage to the slope, which results in producing a more strong dynamic response.

Keywords: velocity pulses, dynamic response, PGV magnification effect, elevation effect, double pulse

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2121 Analytical Study of the Structural Response to Near-Field Earthquakes

Authors: Isidro Perez, Maryam Nazari

Abstract:

Numerous earthquakes, which have taken place across the world, led to catastrophic damage and collapse of structures (e.g., 1971 San Fernando; 1995 Kobe-Japan; and 2010 Chile earthquakes). Engineers are constantly studying methods to moderate the effect this phenomenon has on structures to further reduce damage, costs, and ultimately to provide life safety to occupants. However, there are regions where structures, cities, or water reservoirs are built near fault lines. When an earthquake occurs near the fault lines, they can be categorized as near-field earthquakes. In contrary, a far-field earthquake occurs when the region is further away from the seismic source. A near-field earthquake generally has a higher initial peak resulting in a larger seismic response, when compared to a far-field earthquake ground motion. These larger responses may result in serious consequences in terms of structural damage which can result in a high risk for the public’s safety. Unfortunately, the response of structures subjected to near-field records are not properly reflected in the current building design specifications. For example, in ASCE 7-10, the design response spectrum is mostly based on the far-field design-level earthquakes. This may result in the catastrophic damage of structures that are not properly designed for near-field earthquakes. This research investigates the knowledge that the effect of near-field earthquakes has on the response of structures. To fully examine this topic, a structure was designed following the current seismic building design specifications, e.g. ASCE 7-10 and ACI 318-14, being analytically modeled, utilizing the SAP2000 software. Next, utilizing the FEMA P695 report, several near-field and far-field earthquakes were selected, and the near-field earthquake records were scaled to represent the design-level ground motions. Upon doing this, the prototype structural model, created using SAP2000, was subjected to the scaled ground motions. A Linear Time History Analysis and Pushover analysis were conducted on SAP2000 for evaluation of the structural seismic responses. On average, the structure experienced an 8% and 1% increase in story drift and absolute acceleration, respectively, when subjected to the near-field earthquake ground motions. The pushover analysis was ran to find and aid in properly defining the hinge formation in the structure when conducting the nonlinear time history analysis. A near-field ground motion is characterized by a high-energy pulse, making it unique to other earthquake ground motions. Therefore, pulse extraction methods were used in this research to estimate the maximum response of structures subjected to near-field motions. The results will be utilized in the generation of a design spectrum for the estimation of design forces for buildings subjected to NF ground motions.

Keywords: near-field, pulse, pushover, time-history

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2120 Seismic Hazard Prediction Using Seismic Bumps: Artificial Neural Network Technique

Authors: Belkacem Selma, Boumediene Selma, Tourkia Guerzou, Abbes Labdelli

Abstract:

Natural disasters have occurred and will continue to cause human and material damage. Therefore, the idea of "preventing" natural disasters will never be possible. However, their prediction is possible with the advancement of technology. Even if natural disasters are effectively inevitable, their consequences may be partly controlled. The rapid growth and progress of artificial intelligence (AI) had a major impact on the prediction of natural disasters and risk assessment which are necessary for effective disaster reduction. The Earthquakes prediction to prevent the loss of human lives and even property damage is an important factor; that is why it is crucial to develop techniques for predicting this natural disaster. This present study aims to analyze the ability of artificial neural networks (ANNs) to predict earthquakes that occur in a given area. The used data describe the problem of high energy (higher than 10^4J) seismic bumps forecasting in a coal mine using two long walls as an example. For this purpose, seismic bumps data obtained from mines has been analyzed. The results obtained show that the ANN with high accuracy was able to predict earthquake parameters; the classification accuracy through neural networks is more than 94%, and that the models developed are efficient and robust and depend only weakly on the initial database.

Keywords: earthquake prediction, ANN, seismic bumps

Procedia PDF Downloads 110
2119 Colour Quick Response Code with High Damage Resistance Capability

Authors: Minh Nguyen

Abstract:

Today, QR or Quick Response Codes are prevalent, and mobile/smart devices can efficiently read and understand them. Therefore, we can see their appearance in many areas, such as storing web pages/websites, business phone numbers, redirecting to an app download, business location, social media. The popularity of the QR Code is mainly because of its many advantages, such as it can hold a good amount of information, is small, easy to scan and read by a general RGB camera, and it can still work with some damages on its surface. However, there are still some issues. For instance, some areas needed to be kept untouched for its successful decode (e.g., the “Finder Patterns,” the “Quiet Zone,” etc.), the capability of built-in auto-correction is not robust enough, and it is not flexible enough for many application such as Augment Reality (AR). We proposed a new Colour Quick Response Code that has several advantages over the original ones: (1) there is no untouchable area, (2) it allows up to 40% of the entire code area to be damaged, (3) it is more beneficial for Augmented Reality applications, and (4) it is back-compatible and readable by available QR Code scanners such as Pyzbar. From our experience, our Colour Quick Response Code is significantly more flexible on damage compared to the original QR Code. Our code is believed to be suitable in situations where standard 2D Barcodes fail to work, such as curved and shiny surfaces, for instance, medical blood test sample tubes and syringes.

Keywords: QR code, computer vision, image processing, 2D barcode

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2118 Etiologies of Megaloblastic Anemia in a Pediatric Hospital

Authors: Atitallah Sofien, Bouyahia Olfa, Mohsen S., Boussetta Khadija, Khemiri Monia, Fitouri Zohra, Boukthir Samir

Abstract:

Introduction: Megaloblastic anemia (MA) is rare in children. The diversity of its etiologies can lead to misdiagnosis and may, therefore, delay the treatment. The aim of this study was to describe the epidemiological and etiological characteristics of children followed for MA at the Tunis children's hospital. Methodology: This is a retrospective study over a period of 25 years of all cases of MA in children in the Children's Hospital of Tunis. The diagnosis of MA was confirmed by myelogram in all patients. Results: We collected 29 observations, with an incidence of 1.2 cases/year and a sex ratio of 1. Sixty percent of the children were aged between 3 months and 2 years. The consultation time was between 15 and 30 days in a third of the patients. The clinical examination showed hypotrophy in 13% of cases, hepatosplenomegaly in 6% of cases, neurological or neurosensory damage in 23% of cases, and cardiac damage in 10% of children. MA was associated with thrombocytopenia in 65% of cases and leukoneutropenia in 24% of cases. One in 5 children had pancytopenia. The etiologies were mainly thiamine deficiency, Immerslund disease (20%), nutritional deficiency (13%), and Biermer anemia (13%). One of the patients presented an MA revealing visceral leishmaniasis. The outcome under vitamin B12, the dose of which was adapted to each etiology, was favorable for all patients. Conclusion: MA is rare in children with multiple etiologies that are mainly dominated by hereditary conditions and nutritional deficiencies, mainly in vitamin B12. The association with visceral leishmaniasis seems to be a particularity in our country not reported in the literature.

Keywords: megaloblastic anemia, children, vitamin B12, anemia

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2117 Analyzing the Causes Behind Gas Turbine Blade Failure: A Comprehensive Case Study

Authors: Med. A. Djeridane, M. Ferhat, H. A. Benhorma, O. Bouledroua

Abstract:

This research is dedicated to exploring the failure of a turbine blade within a gas transportation plant, with a primary focus on conducting a comprehensive examination through advanced metallurgical and mechanical analyses of the identified failed blade. Crafted from the nickel superalloy Inconel IN738LC, the turbine engine had accumulated approximately 61,000 operational hours before the blades failed, causing severe damage to the transportation plant and necessitating a prolonged shutdown. The investigative procedure commenced with an in-depth visual inspection of the blade surfaces, succeeded by fractography analysis of the fracture surfaces, microstructural investigations, chemical analysis, and hardness measurements. The findings unveiled distinctive fatigue marks on the fracture surface. Critical microstructural changes were identified as a consequence of the blade's operation at high temperatures. The investigation determined that the crack initiation resulted from coating damage at the leading edge, subsequently propagating through fatigue. Ultimately, due to a reduction in cross-sectional area, the fracture was completed. This comprehensive analysis sheds light on the intricate factors contributing to turbine blade failure and offers valuable insights for enhancing operational reliability in similar environments.

Keywords: gas turbine, blade failure, TCP phases, fatigue, quantitative analysis

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2116 Absolute Liability in International Human Rights Law

Authors: Gassem Alfaleh

Abstract:

In Strict liability, a person can be held liable for any harm resulting from certain actions or activities without any mistake. The liability is strict because a person can be liable when he or she commits any harm with or without his intention. The duty owed is the duty to avoid causing the plaintiff any harm. However, “strict liability is imposed at the International level by two types of treaties, namely those limited to giving internal effect to treaty provisions and those that impose responsibilities on states. The basic principle of strict liability is that there is a liability on the operator or the state (when the act concerned is attributable to the state) for damage inflicted without there being a need to prove unlawful behavior”. In international human rights law, strict liability can exist when a defendant is in legal jeopardy by virtue of an internationally wrongful act, without any accompanying intent or mental state. When the defendant engages in an abnormally dangerous activity against the environment, he will be held liable for any harm it causes, even if he was not at fault. The paper will focus on these activities under international human rights law. First, the paper will define important terms in the first section of the paper. Second, it will focus on state and non-state actors in terms of strict liability. Then, the paper will cover three major areas in which states should be liable for hazardous activities: (1) nuclear energy, (2) maritime pollution, (3) Space Law, and (4) other hazardous activities which damage the environment.

Keywords: human rights, law, legal, absolute

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2115 Noncritical Phase-Matched Fourth Harmonic Generation of Converging Beam by Deuterated Potassium Dihydrogen Phosphate Crystal

Authors: Xiangxu Chai, Bin Feng, Ping Li, Deyan Zhu, Liquan Wang, Guanzhong Wang, Yukun Jing

Abstract:

In high power large-aperture laser systems, such as the inertial confinement fusion project, the Nd: glass laser (1053nm) is usually needed to be converted to ultraviolet (UV) light and the fourth harmonic generation (FHG) is one of the most favorite candidates to achieve UV light. Deuterated potassium dihydrogen phosphate (DKDP) crystal is an optimal choice for converting the Nd: glass radiation to the fourth harmonic laser by noncritical phase matching (NCPM). To reduce the damage probability of focusing lens, the DKDP crystal is suggested to be set before the focusing lens. And a converging beam enters the FHG crystal consequently. In this paper, we simulate the process of FHG in the scheme and the dependence of FHG efficiency on the lens’ F is derived. Besides, DKDP crystal with gradient deuterium is proposed to realize the NCPM FHG of the converging beam. At every position, the phase matching is achieved by adjusting the deuterium level, and the FHG efficiency increases as a result. The relation of the lens’ F with the deuterium gradient is investigated as well.

Keywords: fourth harmonic generation, laser induced damage, converging beam, DKDP crystal

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2114 Adaptation Nature-Based Solutions: CBA of Woodlands for Flood Risk Management in the Aire Catchment, UK

Authors: Olivia R. Rendon

Abstract:

More than half of the world population lives in cities, in the UK, for example, 82% of the population was urban by 2013. Cities concentrate valuable and numerous infrastructure and sectors of the national economies. Cities are particularly vulnerable to climate change which will lead to higher damage costs in the future. There is thus a need to develop and invest in adaptation measures for cities to reduce the impact of flooding and other extreme weather events. Recent flood episodes present a significant and growing challenge to the UK and the estimated cost of urban flood damage is 270 million a year for England and Wales. This study aims to carry out cost-benefit analysis (CBA) of a nature-based approach for flood risk management in cities, focusing on the city of Leeds and the wider Aire catchment as a case study. Leeds was chosen as a case study due to its being one of the most flood vulnerable cities in the UK. In Leeds, over 4,500 properties are currently vulnerable to flooding and approximately £450 million of direct damage is estimated for a potential major flood from the River Aire. Leeds is also the second largest Metropolitan District in England with a projected population of 770,000 for 2014. So far the city council has mainly focused its flood risk management efforts on hard infrastructure solutions for the city centre. However, the wider Leeds district is at significant flood risk which could benefit from greener adaptation measures. This study presents estimates of a nature-based adaptation approach for flood risk management in Leeds. This land use management estimate is based on generating costings utilising primary and secondary data. This research contributes findings on the costs of different adaptation measures to flood risk management in a UK city, including the trade-offs and challenges of utilising nature-based solutions. Results also explore the potential implementation of the adaptation measures in the case study and the challenges of data collection and analysis for adaptation in flood risk management.

Keywords: green infrastructure, ecosystem services, woodland, adaptation, flood risk

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2113 BRG1 and Ep300 as a Transcriptional Regulators of Breast Cancer Growth

Authors: Maciej Sobczak, Julita Pietrzak, Tomasz Płoszaj, Agnieszka Robaszkiewicz

Abstract:

Brg1, a member of SWI/SNF complex, plays a role in chromatin remodeling, therefore, regulates expression of many genes. Brg1 is an ATPase of SWI/SNF complex, thus its activity requires ATP. Through its bromodomain recognizes acetylated histone residues and evicts them, thus promoting transcriptionally active state of chromatin. One of the enzymes that is responsible for acetylation of histone residues is Ep300. It was previously shown in the literature that cooperation of Brg1 and Ep300 occurs at the promoter regions that have binding sites for E2F-family transcription factors as well as CpG islands. According to literature, approximately 20% of human cancer possess mutation in Brg1 or any other crucial SWI/SNF subunit. That phenomenon makes Brg1-Ep300 a very promising target for anti-cancer therapy. Therefore in our study, we investigated if physical interaction between Brg1 and Ep300 exists and what impact those two proteins have on key for breast cancer cells processes such as DNA damage repair and cell proliferation. Bioinformatical analysis pointed out, that genes involved in cell proliferation and DNA damage repair are overexpressed in MCF7 and MDA-MB-231 cells. Moreover, promoter regions of these genes are highly acetylated, which suggests high transcriptional activity of those sites. Notably, many of those gene possess within their promoters an E2F, Brg1 motives, as well as CpG islands and acetylated histones. Our data show that Brg1 physically interacts with Ep300, and together they regulate expression of genes involved in DNA damage repair and cell proliferation. Upon inhibiting Brg1 or Ep300, expression of vital for cancer cell survival genes such as CDK2/4, BRCA1/2, PCNA, and XRCC1 is decreased in MDA-MB-231 and MCF7 cells. Moreover, inhibition or silencing of either Brg1 or Ep300 leads to cell cycle arrest in G1. After inhibition of BRG1 or Ep300 on tested gene promoters, the repressor complex including Rb, HDAC1, and EZH2 is formed, which inhibits gene expression. These results highlight potentially significant target for targeted anticancer therapy to be introduced as a supportive therapy.

Keywords: brg1, ep300, breast cancer, epigenetics

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2112 Automated Classification of Hypoxia from Fetal Heart Rate Using Advanced Data Models of Intrapartum Cardiotocography

Authors: Malarvizhi Selvaraj, Paul Fergus, Andy Shaw

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Uterine contractions produced during labour have the potential to damage the foetus by diminishing the maternal blood flow to the placenta. In order to observe this phenomenon labour and delivery are routinely monitored using cardiotocography monitors. An obstetrician usually makes the diagnosis of foetus hypoxia by interpreting cardiotocography recordings. However, cardiotocography capture and interpretation is time-consuming and subjective, often lead to misclassification that causes damage to the foetus and unnecessary caesarean section. Both of these have a high impact on the foetus and the cost to the national healthcare services. Automatic detection of foetal heart rate may be an objective solution to help to reduce unnecessary medical interventions, as reported in several studies. This paper aim is to provide a system for better identification and interpretation of abnormalities of the fetal heart rate using RStudio. An open dataset of 552 Intrapartum recordings has been filtered with 0.034 Hz filters in an attempt to remove noise while keeping as much of the discriminative data as possible. Features were chosen following an extensive literature review, which concluded with FIGO features such as acceleration, deceleration, mean, variance and standard derivation. The five features were extracted from 552 recordings. Using these features, recordings will be classified either normal or abnormal. If the recording is abnormal, it has got more chances of hypoxia.

Keywords: cardiotocography, foetus, intrapartum, hypoxia

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2111 Towards the Management of Cybersecurity Threats in Organisations

Authors: O. A. Ajigini, E. N. Mwim

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Cybersecurity is the protection of computers, programs, networks, and data from attack, damage, unauthorised, unintended access, change, or destruction. Organisations collect, process and store their confidential and sensitive information on computers and transmit this data across networks to other computers. Moreover, the advent of internet technologies has led to various cyberattacks resulting in dangerous consequences for organisations. Therefore, with the increase in the volume and sophistication of cyberattacks, there is a need to develop models and make recommendations for the management of cybersecurity threats in organisations. This paper reports on various threats that cause malicious damage to organisations in cyberspace and provides measures on how these threats can be eliminated or reduced. The paper explores various aspects of protection measures against cybersecurity threats such as handling of sensitive data, network security, protection of information assets and cybersecurity awareness. The paper posits a model and recommendations on how to manage cybersecurity threats in organisations effectively. The model and the recommendations can then be utilised by organisations to manage the threats affecting their cyberspace. The paper provides valuable information to assist organisations in managing their cybersecurity threats and hence protect their computers, programs, networks and data in cyberspace. The paper aims to assist organisations to protect their information assets and data from cyberthreats as part of the contributions toward community engagement.

Keywords: confidential information, cyberattacks, cybersecurity, cyberspace, sensitive information

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2110 Timely Palliative Screening and Interventions in Oncology

Authors: Jaci Marie Mastrandrea, Rosario Haro

Abstract:

Background: The National Comprehensive Cancer Network (NCCN) recommends that healthcare institutions have established processes for integrating palliative care (PC) into cancer treatment and that all cancer patients be screened for PC needs upon initial diagnosis as well as throughout the entire continuum of care (National Comprehensive Cancer Network, 2021). Early PC screening and intervention is directly associated with improved patient outcomes. The Sky Lakes Cancer Treatment Center (SLCTC) is an institution that has access to PC services yet does not have protocols in place for identifying patients with palliative needs or a standardized referral process. The aim of this quality improvement project was to improve early access to PC services by establishing a standardized screening and referral process for outpatient oncology patients. Method: The sample population included all adult patients with an oncology diagnosis who presented to the SLCTC for treatment during the project timeline. The “Palliative and Supportive Needs Assessment'' (PSNA) screening tool was developed from validated, evidence-based PC referral criteria. The tool was initially implemented using paper forms, and data was collected over a period of eight weeks. Patients were screened by nurses on the SLCTC oncology treatment team. Nurses responsible for screening patients received an educational inservice prior to implementation. Patients with a PSNA score of three or higher received an educational handout on the topic of PC and education about PC and symptom management. A score of five or higher indicates that PC referral is strongly recommended, and the patient’s EHR is flagged for the oncology provider to review orders for PC referral. The PSNA tool was approved by Sky Lakes administration for full integration into Epic-Beacon. The project lead collaborated with the Sky Lakes’ information systems team and representatives from Epic on the tool’s aesthetic and functionality within the Epic system. SLCTC nurses and physicians were educated on how to document the PSNA within Epic and where to view results. Results: Prior to the implementation of the PSNA screening tool, the SLCTC had zero referrals to PC in the past year, excluding referrals to hospice. Data was collected from the completed screening assessments of 100 patients under active treatment at the SLCTC. Seventy-three percent of patients met criteria for PC referral with a score greater than or equal to three. Of those patients who met referral criteria, 53.4% (39 patients) were referred for a palliative and supportive care consultation. Patients that were not referred to PC upon meeting criteria were flagged in EPIC for re-screening within one to three months. Patients with lung cancer, chronic hematologic malignancies, breast cancer, and gastrointestinal malignancy most frequently met the criteria for PC referral and scored highest overall on the scale of 0-12. Conclusion: The implementation of a standardized PC screening tool at the SLCTC significantly increased awareness of PC needs among cancer patients in the outpatient setting. Additionally, data derived from this quality improvement project supports the national recommendation for PC to be an integral component of cancer treatment across the entire continuum of care.

Keywords: oncology, palliative and supportive care, symptom management, outpatient oncology, palliative screening tool

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2109 Hydrogeomatic System for the Economic Evaluation of Damage by Flooding in Mexico

Authors: Alondra Balbuena Medina, Carlos Diaz Delgado, Aleida Yadira Vilchis Fránces

Abstract:

In Mexico, each year news is disseminated about the ravages of floods, such as the total loss of housing, damage to the fields; the increase of the costs of the food, derived from the losses of the harvests, coupled with health problems such as skin infection, etc. In addition to social problems such as delinquency, damage in education institutions and the population in general. The flooding is a consequence of heavy rains, tropical storms and or hurricanes that generate excess water in drainage systems that exceed its capacity. In urban areas, heavy rains can be one of the main factors in causing flooding, in addition to excessive precipitation, dam breakage, and human activities, for example, excessive garbage in the strainers. In agricultural areas, these can hardly achieve large areas of cultivation. It should be mentioned that for both areas, one of the significant impacts of floods is that they can permanently affect the livelihoods of many families, cause damage, for example in their workplaces such as farmlands, commercial or industry areas and where services are provided. In recent years, Information and Communication Technologies (ICT) have had an accelerated development, being reflected in the growth and the exponential evolution of the innovation giving; as a result, the daily generation of new technologies, updates, and applications. Innovation in the development of Information Technology applications has impacted on all areas of human activity. They influence all the orders of life of individuals, reconfiguring the way of perceiving and analyzing the world such as, for instance, interrelating with people as individuals and as a society, in the economic, political, social, cultural, educational, environmental, etc. Therefore the present work describes the creation of a system of calculation of flood costs for housing areas, retail establishments and agricultural areas from the Mexican Republic, based on the use and application of geotechnical tools being able to be useful for the benefit of the sectors of public, education and private. To generate analysis of hydrometereologic affections and with the obtained results to realize the Geoinformatics tool was constructed from two different points of view: the geoinformatic (design and development of GIS software) and the methodology of flood damage validation in order to integrate a tool that provides the user the monetary estimate of the effects caused by the floods. With information from the period 2000-2014, the functionality of the application was corroborated. For the years 2000 to 2009 only the analysis of the agricultural and housing areas was carried out, incorporating for the commercial establishment's information of the period 2010 - 2014. The method proposed for the resolution of this research project is a fundamental contribution to society, in addition to the tool itself. Therefore, it can be summarized that the problems that are in the physical-geographical environment, conceiving them from the point of view of the spatial analysis, allow to offer different alternatives of solution and also to open up slopes towards academia and research.

Keywords: floods, technological innovation, monetary estimation, spatial analysis

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2108 Damage Tolerance of Composites Containing Hybrid, Carbon-Innegra, Fibre Reinforcements

Authors: Armin Solemanifar, Arthur Wilkinson, Kinjalkumar Patel

Abstract:

Carbon fibre (CF) - polymer laminate composites have very low densities (approximately 40% lower than aluminium), high strength and high stiffness but in terms of toughness properties they often require modifications. For example, adding rubbers or thermoplastics toughening agents are common ways of improving the interlaminar fracture toughness of initially brittle thermoset composite matrices. The main aim of this project was to toughen CF-epoxy resin laminate composites using hybrid CF-fabrics incorporating Innegra™ a commercial highly-oriented polypropylene (PP) fibre, in which more than 90% of its crystal orientation is parallel to the fibre axis. In this study, the damage tolerance of hybrid (carbon-Innegra, CI) composites was investigated. Laminate composites were produced by resin-infusion using: pure CF fabric; fabrics with different ratios of commingled CI, and two different types of pure Innegra fabrics (Innegra 1 and Innegra 2). Dynamic mechanical thermal analysis (DMTA) was used to measure the glass transition temperature (Tg) of the composite matrix and values of flexural storage modulus versus temperature. Mechanical testing included drop-weight impact, compression-after-impact (CAI), and interlaminar (short-beam) shear strength (ILSS). Ultrasonic C-Scan imaging was used to determine the impact damage area and scanning electron microscopy (SEM) to observe the fracture mechanisms that occur during failure of the composites. For all composites, 8 layers of fabrics were used with a quasi-isotropic sequence of [-45°, 0°, +45°, 90°]s. DMTA showed the Tg of all composites to be approximately same (123 ±3°C) and that flexural storage modulus (before the onset of Tg) was the highest for the pure CF composite while the lowest were for the Innegra 1 and 2 composites. Short-beam shear strength of the commingled composites was higher than other composites, while for Innegra 1 and 2 composites only inelastic deformation failure was observed during the short-beam test. During impact, the Innegra 1 composite withstood up to 40 J without any perforation while for the CF perforation occurred at 10 J. The rate of reduction in compression strength upon increasing the impact energy was lowest for the Innegra 1 and 2 composites, while CF showed the highest rate. On the other hand, the compressive strength of the CF composite was highest of all the composites at all impacted energy levels. The predominant failure modes for Innegra composites observed in cross-sections of fractured specimens were fibre pull-out, micro-buckling, and fibre plastic deformation; while fibre breakage and matrix delamination were a major failure observed in the commingled composites due to the more brittle behaviour of CF. Thus, Innegra fibres toughened the CF composites but only at the expense of reducing compressive strength.

Keywords: hybrid composite, thermoplastic fibre, compression strength, damage tolerance

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2107 Experimental and Numerical Study of Ultra-High-Performance Fiber-Reinforced Concrete Column Subjected to Axial and Eccentric Loads

Authors: Chengfeng Fang, Mohamed Ali Sadakkathulla, Abdul Sheikh

Abstract:

Ultra-high-performance fiber reinforced concrete (UHPFRC) is a specially formulated cement-based composite characterized with an ultra-high compressive strength (fc = 240 MPa) and a low water-cement ratio (W/B= 0.2). With such material characteristics, UHPFRC is favored for the design and constructions of structures required high structural performance and slender geometries. Unlike conventional concrete, the structural performance of members manufactured with UHPFRC has not yet been fully studied, particularly, for UHPFRC columns with high slenderness. In this study, the behaviors of slender UHPFRC columns under concentric or eccentric load will be investigated both experimentally and numerically. Four slender UHPFRC columns were tested under eccentric loads with eccentricities, of 0 mm, 35 mm, 50 mm, and 85 mm, respectively, and one UHPFRC beam was tested under four-point bending. Finite element (FE) analysis was conducted with concrete damage plasticity (CDP) modulus to simulating the load-middle height or middle span deflection relationships and damage patterns of all UHPFRC members. Simulated results were compared against the experimental results and observation to gain the confidence of FE model, and this model was further extended to conduct parametric studies, which aim to investigate the effects of slenderness regarding failure modes and load-moment interaction relationships. Experimental results showed that the load bearing capacities of the slender columns reduced with an increase in eccentricity. Comparisons between load-middle height and middle span deflection relationships as well as damage patterns of all UHPFRC members obtained both experimentally and numerically demonstrated high accuracy of the FE simulations. Based on the available FE model, the following parametric study indicated that a further increase in the slenderness of column resulted in significant decreases in the load-bearing capacities, ductility index, and flexural bending capacities.

Keywords: eccentric loads, ductility index, RC column, slenderness, UHPFRC

Procedia PDF Downloads 113
2106 The Effects of Maternal Exposure Riboflavin to Prevent Uterus Arsenic Damage in Offspring Rats

Authors: Ali Olfati, Parichehr Nouri

Abstract:

Objective: In this study, we have investigated for the first time in the literature the efficacy of riboflavin [VB2] in preventing uterus As₂O₃ damage. Methods: Rats received 40 μg LHRHa for estrus synchronization. 48 pregnant Wistar rats were included. Four groups were formed with 7 rats in each group: Sham, 1.5 mg arsenic trioxide (As₂O₃/L) alone or in combination with VB2 [20 and 40 mg/L] in drinking water [for 21 days continuously]. Similar to maternal generation treatment, the F1-female generation was also arranged [for 35 days continuously until puberty]. Results: Data indicated that As₂O₃ reduced body weight and feed intake (p<0.05). Furthermore, the serum malondialdehyde levels in the As₂O₃ group were significantly higher than that of the control group (p<0.05). At the same time, total antioxidative status and the activities of glutathione peroxidase, superoxide dismutase, and catalase were reduced (p<0.05). Meanwhile, As₂O₃ remarkably increased the production of inflammatory markers [interleukin 6 and C-reactive protein](p<0.05). As₂O₃ administration induced uterus apoptosis-related genes by upregulating caspase-3, iNOS, and Bax genes and downregulating Bcl-2 gene of pubertal F1-female rats (p<0.05). Conclusion: Our observation indicated that VB2 therapy is potentially an effective strategy to modifying the detrimental effects of As₂O₃ in pubertal F1-female rats via suppresses oxidative damages.

Keywords: As₂O₃, inflammation, puberty, vitamin B2

Procedia PDF Downloads 130
2105 Features of Calculating Structures for Frequent Weak Earthquakes

Authors: M. S. Belashov, A. V. Benin, Lin Hong, Sh. Sh. Nazarova, O. B. Sabirova, A. M. Uzdin, Lin Hong

Abstract:

The features of calculating structures for the action of weak earthquakes are analyzed. Earthquakes with a recurrence of 30 years and 50 years are considered. In the first case, the structure is to operate normally without damage after the earthquake. In the second case, damages are allowed that do not affect the possibility of the structure operation. Three issues are emphasized: setting elastic and damping characteristics of reinforced concrete, formalization of limit states, and combinations of loads. The dependence of damping on the reinforcement coefficient is estimated. When evaluating limit states, in addition to calculations for crack resistance and strength, a human factor, i.e., the possibility of panic among people, was considered. To avoid it, it is proposed to limit a floor-by-floor speed level in certain octave ranges. Proposals have been developed for estimating the coefficients of the combination of various loads with the seismic one. As an example, coefficients of combinations of seismic and ice loads are estimated. It is shown that for strong actions, the combination coefficients for different regions turn out to be close, while for weak actions, they may differ.

Keywords: weak earthquake, frequent earthquake, damage, limit state, reinforcement, crack resistance, strength resistance, a floor-by-floor velocity, combination coefficients

Procedia PDF Downloads 71
2104 Evaluation of the Effectiveness of Barriers for the Control of Rats in Rice Plantation Field

Authors: Melina, Jumardi Jumardi, Erwin Erwin, Sri Nuraminah, Andi Nasruddin

Abstract:

The rice field rat (Rattus argentiventer Robinson and Kloss) is a pest causing the greatest yield loss of rice plants, especially in lowland agroecosystems with intensive cropping patterns (2-3 plantings per year). Field mice damage rice plants at all stages of growth, from seedling to harvest, even in storage warehouses. Severe damage with yield loss of up to 100% occurs if rats attack rice at the generative stage because the plants are no longer able to recover by forming new tillers. Farmers mainly use rodenticides in the form of poisoned baits or as fumigants, which are applied to rat burrow holes. This practice is generally less effective because mice are able to avoid the poison or become resistant after several exposures to it. In addition, excessive use of rodenticides can have negative impacts on the environment and non-target organisms. For this reason, this research was conducted to evaluate the effectiveness of fences as an environmentally friendly mechanical control method in reducing rice yield losses due to rat attacks. This study used a factorial randomized block design. The first factor was the fence material, namely galvanized zinc plate and plastic. The second factor was the height of the fence, namely 25, 50, 75, and 100 cm from the ground level. Each treatment combination was repeated five times. Data shows that zinc fences with a height of 75 and 100 cm are able to provide full protection to plants from rat infestations throughout the planting season. However, zinc fences with a height of 25 and 50 cm failed to prevent rat attacks. Plastic fences with a height of 25 and 50 cm failed to prevent rat attacks during the planting season, whereas 75 and 100 cm were able to prevent rat attacks until all the crops outside of the fence had been eaten by rats. The rat managed to get into the fence by biting the plastic fence close to the ground. Thus, the research results show that fences made of zinc plate with a height of at least 75 cm from the ground surface are effective in preventing plant damage caused by rats. To our knowledge, this research is the first to quantify the effectiveness of fences as a control of field rodents.

Keywords: rice field rat, Rattus argentiventer, fence, rice

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2103 In Vitro Assessment of the Genotoxicity of Composite Obtained by Mixture of Natural Rubber and Leather Residues for Textile Application

Authors: Dalita G. S. M. Cavalcante, Elton A. P. dos Reis, Andressa S. Gomes, Caroline S. Danna, Leandra Ernest Kerche-Silva, Eidi Yoshihara, Aldo E. Job

Abstract:

In order to minimize environmental impacts, a composite was developed from mixture of leather shavings (LE) with natural rubber (NR), which patent is already deposited. The new material created can be used in applications such as floors e heels for shoes. Besides these applications, the aim is to use this new material for the production of products for the textile industry, such as boots, gloves and bags. But the question arises, as to biocompatibility of this new material. This is justified because the structure of the leather shavings has chrome. The trivalent chromium is usually not toxic, but the hexavalent chromium can be highly toxic and genotoxic for living beings, causing damage to the DNA molecule and contributing to the formation of cancer. Based on this, the objective of this study is evaluate the possible genotoxic effects of the new composite, using as system - test two cell lines (MRC-5 and CHO-K1) by comet assay. For this, the production of the composite was performed in three proportions: for every 100 grams of NR was added 40 (E40), 50 (E50) or 60 (E60) grams of LE. The latex was collected from the rubber tree (Hevea brasiliensis). For vulcanization of the NR, activators and accelerators were used. The two cell lines were exposed to the new composite in its three proportions using elution method, that is, cells exposed to liquid extracts obtained from the composite for 24 hours. For obtaining the liquid extract, each sample of the composite was crushed into pieces and mixed with an extraction solution. The quantification of total chromium and hexavalent chromium in the extracts were performed by Optical Emission Spectrometry by Inductively Coupled Plasma (ICP-OES). The levels of DNA damage in cells exposed to both extracts were monitored by alkaline version of the comet assay. The results of the quantification of metals in ICP-OES indicated the presence of total chromium in different extracts, but were not detected presence of hexavalent chromium in any extract. Through the comet assay were not found DNA damage of the CHO-K1 cells exposed to both extracts. As for MRC-5, was found a significant increase in DNA damage in cells exposed to E50 and E60. Based on the above data, it can be asserted that the extracts obtained from the composite were highly genotoxic for MRC-5 cells. These biological responses do not appear to be related to chromium metal, since there was a predominance of trivalent chromium in the extracts, indicating that during the production process of the new composite, there was no formation of hexavalent chromium. In conclusion it can infer that the leather shavings containing chromium can be reused, thereby reducing the environmental impacts of this waste. Already on the composite indicates to its incorporation in applications that do not aim at direct contact with the human skin, and it is suggested the chain of composite production be studied, in an attempt to make it biocompatible so that it may be safely used by the textile industry.

Keywords: cell line, chrome, genotoxicity, leather, natural rubber

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2102 Regional Flood Frequency Analysis in Narmada Basin: A Case Study

Authors: Ankit Shah, R. K. Shrivastava

Abstract:

Flood and drought are two main features of hydrology which affect the human life. Floods are natural disasters which cause millions of rupees’ worth of damage each year in India and the whole world. Flood causes destruction in form of life and property. An accurate estimate of the flood damage potential is a key element to an effective, nationwide flood damage abatement program. Also, the increase in demand of water due to increase in population, industrial and agricultural growth, has let us know that though being a renewable resource it cannot be taken for granted. We have to optimize the use of water according to circumstances and conditions and need to harness it which can be done by construction of hydraulic structures. For their safe and proper functioning of hydraulic structures, we need to predict the flood magnitude and its impact. Hydraulic structures play a key role in harnessing and optimization of flood water which in turn results in safe and maximum use of water available. Mainly hydraulic structures are constructed on ungauged sites. There are two methods by which we can estimate flood viz. generation of Unit Hydrographs and Flood Frequency Analysis. In this study, Regional Flood Frequency Analysis has been employed. There are many methods for estimating the ‘Regional Flood Frequency Analysis’ viz. Index Flood Method. National Environmental and Research Council (NERC Methods), Multiple Regression Method, etc. However, none of the methods can be considered universal for every situation and location. The Narmada basin is located in Central India. It is drained by most of the tributaries, most of which are ungauged. Therefore it is very difficult to estimate flood on these tributaries and in the main river. As mentioned above Artificial Neural Network (ANN)s and Multiple Regression Method is used for determination of Regional flood Frequency. The annual peak flood data of 20 sites gauging sites of Narmada Basin is used in the present study to determine the Regional Flood relationships. Homogeneity of the considered sites is determined by using the Index Flood Method. Flood relationships obtained by both the methods are compared with each other, and it is found that ANN is more reliable than Multiple Regression Method for the present study area.

Keywords: artificial neural network, index flood method, multi layer perceptrons, multiple regression, Narmada basin, regional flood frequency

Procedia PDF Downloads 399
2101 Earthquake Vulnerability and Repair Cost Estimation of Masonry Buildings in the Old City Center of Annaba, Algeria

Authors: Allaeddine Athmani, Abdelhacine Gouasmia, Tiago Ferreira, Romeu Vicente

Abstract:

The seismic risk mitigation from the perspective of the old buildings stock is truly essential in Algerian urban areas, particularly those located in seismic prone regions, such as Annaba city, and which the old buildings present high levels of degradation associated with no seismic strengthening and/or rehabilitation concerns. In this sense, the present paper approaches the issue of the seismic vulnerability assessment of old masonry building stocks through the adaptation of a simplified methodology developed for a European context area similar to that of Annaba city, Algeria. Therefore, this method is used for the first level of seismic vulnerability assessment of the masonry buildings stock of the old city center of Annaba. This methodology is based on a vulnerability index that is suitable for the evaluation of damage and for the creation of large-scale loss scenarios. Over 380 buildings were evaluated in accordance with the referred methodology and the results obtained were then integrated into a Geographical Information System (GIS) tool. Such results can be used by the Annaba city council for supporting management decisions, based on a global view of the site under analysis, which led to more accurate and faster decisions for the risk mitigation strategies and rehabilitation plans.

Keywords: Damage scenarios, masonry buildings, old city center, seismic vulnerability, vulnerability index

Procedia PDF Downloads 432
2100 From Modern to Contemporary Art: Transformations of Art Market in Istanbul

Authors: Cem Ozatalay, Senem Ornek

Abstract:

The Artprice Contemporary Art Market Annual Report 2014 notices that Istanbul, with its art market volume of $3.6 million has become the first city of the Middle East and North Africa region and the 14th city of the World. Indeed, the period 2004–2014 has been significant in terms of the growth of the art market, during which the majority of contemporary art galleries and museums in Istanbul was inaugurated. This boom means that with the joining of new agents, the structure of the art market has dramatically changed. To use Nathalie Heinich’s terminology, in the current art field, three art genres – namely classical art, modern art and contemporary art – coexist, but in the case of Istanbul, such as many art cities in the world, the latter genre has become increasingly dominant. This presentation aims to show how the power shifts away from the classical art agents to contemporary art agents, and the effects produced by the conflicts between the old and new agents of current art field. Based on the data obtained from an ongoing field research in Istanbul among the art market agents such as art dealers, curators, art critics and artists, it will be shown that even if the agents of different art genres are in conflict with each other, there is, at the same time, a continuum between the three art worlds.

Keywords: contemporary art market, economic sociology of art, Istanbul art market, structure of the art field in Istanbul

Procedia PDF Downloads 236
2099 Nonlinear Analysis of Reinforced Concrete Arched Structures Considering Soil-Structure Interaction

Authors: Mohamed M. El Gendy, Ibrahim A. El Arabi, Rafeek W. Abdel-Missih, Omar A. Kandil

Abstract:

Nonlinear analysis is one of the most important design and safety tools in structural engineering. Based on the finite-element method, a geometrical and material nonlinear analysis of large span reinforced concrete arches is carried out considering soil-structure interaction. The concrete section details and reinforcement distribution are taken into account. The behavior of soil is considered via Winkler's and continuum models. A computer program (NARC II) is specially developed in order to follow the structural behavior of large span reinforced concrete arches up to failure. The results obtained by the proposed model are compared with available literature for verification. This work confirmed that the geometrical and material nonlinearities, as well as soil structure interaction, have considerable influence on the structural response of reinforced concrete arches.

Keywords: nonlinear analysis, reinforced concrete arched structure, soil-structure interaction, geotechnical engineering

Procedia PDF Downloads 422
2098 Dynamic Response around Inclusions in Infinitely Inhomogeneous Media

Authors: Jinlai Bian, Zailin Yang, Guanxixi Jiang, Xinzhu Li

Abstract:

The problem of elastic wave propagation in inhomogeneous medium has always been a classic problem. Due to the frequent occurrence of earthquakes, many economic losses and casualties have been caused, therefore, to prevent earthquake damage to people and reduce damage, this paper studies the dynamic response around the circular inclusion in the whole space with inhomogeneous modulus, the inhomogeneity of the medium is reflected in the shear modulus of the medium with the spatial position, and the density is constant, this method can be used to solve the problem of the underground buried pipeline. Stress concentration phenomena are common in aerospace and earthquake engineering, and the dynamic stress concentration factor (DSCF) is one of the main factors leading to material damage, one of the important applications of the theory of elastic dynamics is to determine the stress concentration in the body with discontinuities such as cracks, holes, and inclusions. At present, the methods include wave function expansion method, integral transformation method, integral equation method and so on. Based on the complex function method, the Helmholtz equation with variable coefficients is standardized by using conformal transformation method and wave function expansion method, the displacement and stress fields in the whole space with circular inclusions are solved in the complex coordinate system, the unknown coefficients are solved by using boundary conditions, by comparing with the existing results, the correctness of this method is verified, based on the superiority of the complex variable function theory to the conformal transformation, this method can be extended to study the inclusion problem of arbitrary shapes. By solving the dynamic stress concentration factor around the inclusions, the influence of the inhomogeneous parameters of the medium and the wavenumber ratio of the inclusions to the matrix on the dynamic stress concentration factor is analyzed. The research results can provide some reference value for the evaluation of nondestructive testing (NDT), oil exploration, seismic monitoring, and soil-structure interaction.

Keywords: circular inclusions, complex variable function, dynamic stress concentration factor (DSCF), inhomogeneous medium

Procedia PDF Downloads 123
2097 A Review of Antimicrobial Strategy for Cotton Textile

Authors: C. W. Kan, Y. L. Lam

Abstract:

Cotton textile has large specific surfaces with good adhesion and water-storage properties which provide conditions for the growth and settlement of biological organisms. In addition, the soil, dust and solutes from sweat can also be the sources of nutrients for microorganisms [236]. Generally speaking, algae can grow on textiles under very moist conditions, providing nutrients for fungi and bacteria growth. Fungi cause multiple problems to textiles including discolouration, coloured stains and fibre damage. Bacteria can damage fibre and cause unpleasant odours with a slick and slimy feel. In addition, microbes can disrupt the manufacturing processes such as textile dyeing, printing and finishing operations through the reduction of viscosity, fermentation and mold formation. Therefore, a large demand exists for the anti-microbially finished textiles capable of avoiding or limiting microbial fibre degradation or bio fouling, bacterial incidence, odour generation and spreading or transfer of pathogens. In this review, the main strategy for cotton textile will be reviewed. In the beginning, the classification of bacteria and germs which are commonly found with cotton textiles will be introduced. The chemistry of antimicrobial finishing will be discussed. In addition, the types of antimicrobial treatment will be summarized. Finally, the application and evaluation of antimicrobial treatment on cotton textile will be discussed.

Keywords: antimicrobial, cotton, textile, review

Procedia PDF Downloads 350
2096 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

Procedia PDF Downloads 289