Search results for: pair trading
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 659

Search results for: pair trading

179 Predictors of Recent Work-Related Injury in a Rapidly Developing Country: Results from a Worker Survey in Qatar

Authors: Ruben Peralta, Sam Thomas, Nazia Hirani, Ayman El-Menyar, Hassan Al-Thani, Mohammed Al-Thani, Mohammed Al-Hajjaj, Rafael Consunji

Abstract:

Moderate to severe work-related injuries [WRI's] are a leading cause of trauma admission in Qatar but information on risk factors for their incidence are lacking. This study aims to document and analyze the predictive characteristics for WRI to inform the creation of targeted interventions to improve worker safety in Qatar. This study was conducted as part of the NPRP grant # 7 - 1120 - 3 - 288, titled "A Unified Registry for Occupational Injury Prevention in Qatar”. 266 workers were interviewed using a standard questionnaire, during ‘World Day for Safety and Health at Work’, a Ministry of Public Health event, none refused interview. Nurses and doctors from the Hamad Trauma Center conducted the interviews. Questions were translated into the worker’s native language when it was deemed necessary. Standard information on epidemiologic characteristics and incidence of work-related injury were collected and compared between nationalities and those injured versus those not injured. 262 males and 4 females were interviewed. 17 [6.4%] reported a WRI in the last 24 months. More than half of the injured worked in construction [59%] followed by water supply [11.8%]. Factors significantly associated with recent injury were: Working for a company with > 500 employees and speaking Hindi. Protective characteristics included: Being from the Philippines or Sri Lanka, speaking Arabic, working in healthcare, an office or trading and company size between 100-500 employees. Years of schooling and working in Qatar were not predictive factor for WRI. The findings from this survey should guide future research that will better define worker populations at an increased risk for WRI and inform recruiters and sending countries. A focus on worker language skills, interventions in the construction industry and occupational safety in large companies is needed.

Keywords: occupational injury, prevention, safety, trauma, work related injury

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178 Strengthening of Reinforced Concrete Columns Using Advanced Composite Materials to Resist Earthquakes

Authors: Mohamed Osama Hassaan

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Recent earthquakes have demonstrated the vulnerability of older reinforced concrete buildings to fail under imposed seismic loads. Accordingly, the need to strengthen existing reinforced concrete structures, mainly columns, to resist high seismic loads has increased. Conventional strengthening techniques such as using steel plates, steel angles and concrete overlay are used to achieve the required increase in strength or ductility. However, techniques using advanced composite materials are established. The column's splice zone is the most critical zone that failed under seismic loads. There are three types of splice zone failure that can be observed under seismic action, namely, Failure of the flexural plastic hinge region, shear failure and failure due to short lap splice. A lapped splice transfers the force from one bar to another through the concrete surrounding both bars. At any point along the splice, force is transferred from one bar by a bond to the surrounding concrete and also by a bond to the other bar of the pair forming the splice. The integrity of the lap splice depends on the development of adequate bond length. The R.C. columns built in seismic regions are expected to undergo a large number of inelastic deformation cycles while maintaining the overall strength and stability of the structure. This can be ensured by proper confinement of the concrete core. The last type of failure is focused in this research. There are insufficient studies that address the problem of strengthening existing reinforced concrete columns at splice zone through confinement with “advanced composite materials". Accordingly, more investigation regarding the seismic behavior of strengthened reinforced concrete columns using the new generation of composite materials such as (Carbon fiber polymer), (Glass fiber polymer), (Armiad fiber polymer).

Keywords: strengthening, columns, advanced composite materials, earthquakes

Procedia PDF Downloads 50
177 Microwave Single Photon Source Using Landau-Zener Transitions

Authors: Siddhi Khaire, Samarth Hawaldar, Baladitya Suri

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As efforts towards quantum communication advance, the need for single photon sources becomes imminent. Due to the extremely low energy of a single microwave photon, efforts to build single photon sources and detectors in the microwave range are relatively recent. We plan to use a Cooper Pair Box (CPB) that has a ‘sweet-spot’ where the two energy levels have minimal separation. Moreover, these qubits have fairly large anharmonicity making them close to ideal two-level systems. If the external gate voltage of these qubits is varied rapidly while passing through the sweet-spot, due to Landau-Zener effect, the qubit can be excited almost deterministically. The rapid change of the gate control voltage through the sweet spot induces a non-adiabatic population transfer from the ground to the excited state. The qubit eventually decays into the emission line emitting a single photon. The advantage of this setup is that the qubit can be excited without any coherent microwave excitation, thereby effectively increasing the usable source efficiency due to the absence of control pulse microwave photons. Since the probability of a Landau-Zener transition can be made almost close to unity by the appropriate design of parameters, this source behaves as an on-demand source of single microwave photons. The large anharmonicity of the CPB also ensures that only one excited state is involved in the transition and multiple photon output is highly improbable. Such a system has so far not been implemented and would find many applications in the areas of quantum optics, quantum computation as well as quantum communication.

Keywords: quantum computing, quantum communication, quantum optics, superconducting qubits, flux qubit, charge qubit, microwave single photon source, quantum information processing

Procedia PDF Downloads 66
176 Human Vibrotactile Discrimination Thresholds for Simultaneous and Sequential Stimuli

Authors: Joanna Maj

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Body machine interfaces (BMIs) afford users a non-invasive way coordinate movement. Vibrotactile stimulation has been incorporated into BMIs to allow feedback in real-time and guide movement control to benefit patients with cognitive deficits, such as stroke survivors. To advance research in this area, we examined vibrational discrimination thresholds at four body locations to determine suitable application sites for future multi-channel BMIs using vibration cues to guide movement planning and control. Twelve healthy adults had a pair of small vibrators (tactors) affixed to the skin at each location: forearm, shoulders, torso, and knee. A "standard" stimulus (186 Hz; 750 ms) and "probe" stimuli (11 levels ranging from 100 Hz to 235 Hz; 750 ms) were delivered. Probe and test stimulus pairs could occur sequentially or simultaneously (timing). Participants verbally indicated which stimulus felt more intense. Stimulus order was counterbalanced across tactors and body locations. Probabilities that probe stimuli felt more intense than the standard stimulus were computed and fit with a cumulative Gaussian function; the discrimination threshold was defined as one standard deviation of the underlying distribution. Threshold magnitudes depended on stimulus timing and location. Discrimination thresholds were better for stimuli applied sequentially vs. simultaneously at the torso as well as the knee. Thresholds were small (better) and relatively insensitive to timing differences for vibrations applied at the shoulder. BMI applications requiring multiple channels of simultaneous vibrotactile stimulation should therefore consider the shoulder as a deployment site for a vibrotactile BMI interface.

Keywords: electromyography, electromyogram, neuromuscular disorders, biomedical instrumentation, controls engineering

Procedia PDF Downloads 42
175 Analysis of Factors Affecting the Number of Infant and Maternal Mortality in East Java with Geographically Weighted Bivariate Generalized Poisson Regression Method

Authors: Luh Eka Suryani, Purhadi

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Poisson regression is a non-linear regression model with response variable in the form of count data that follows Poisson distribution. Modeling for a pair of count data that show high correlation can be analyzed by Poisson Bivariate Regression. Data, the number of infant mortality and maternal mortality, are count data that can be analyzed by Poisson Bivariate Regression. The Poisson regression assumption is an equidispersion where the mean and variance values are equal. However, the actual count data has a variance value which can be greater or less than the mean value (overdispersion and underdispersion). Violations of this assumption can be overcome by applying Generalized Poisson Regression. Characteristics of each regency can affect the number of cases occurred. This issue can be overcome by spatial analysis called geographically weighted regression. This study analyzes the number of infant mortality and maternal mortality based on conditions in East Java in 2016 using Geographically Weighted Bivariate Generalized Poisson Regression (GWBGPR) method. Modeling is done with adaptive bisquare Kernel weighting which produces 3 regency groups based on infant mortality rate and 5 regency groups based on maternal mortality rate. Variables that significantly influence the number of infant and maternal mortality are the percentages of pregnant women visit health workers at least 4 times during pregnancy, pregnant women get Fe3 tablets, obstetric complication handled, clean household and healthy behavior, and married women with the first marriage age under 18 years.

Keywords: adaptive bisquare kernel, GWBGPR, infant mortality, maternal mortality, overdispersion

Procedia PDF Downloads 135
174 Isolation and Characterization of Cotton Infecting Begomoviruses in Alternate Hosts from Cotton Growing Regions of Pakistan

Authors: M. Irfan Fareed, Muhammad Tahir, Alvina Gul Kazi

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Castor bean (Ricinus communis; family Euphorbiaceae) is cultivated for the production of oil and as an ornamental plant throughout tropical regions. Leaf samples from castor bean plants with leaf curl and vein thickening were collected from areas around Okara (Pakistan) in 2011. PCR amplification using diagnostic primers showed the presence of a begomovirus and subsequently the specific pair (BurNF 5’- CCATGGTTGTGGCAGTTGATTGACAGATAC-3’, BurNR 5’- CCATGGATTCACGCACAGGGGAACCC-3’) was used to amplify and clone the whole genome of the virus. The complete nucleotide sequence was determined to be 2,759 nt (accession No. HE985227). Alignments showed the highest levels of nucleotide sequence identity (98.8%) with Cotton leaf curl Burewala virus (CLCuBuV; accession No. JF416947) No. JF416947). The virus in castor beans lacks on intact C2 gene, as is typical of CLCuBuV in cotton. An amplification product of ca. 1.4 kb was obtained in PCR with primers for betasatellites and the complete nucleotide sequence of a clone was determined to be 1373 nt (HE985228). The sequence showed 96.3% nucleotide sequence identity to the recombinant Cotton leaf curl Multan betasatellite (CLCuMB; JF502389). This is the first report of CLCuBuV and its betasatellite infecting castor bean, showing this plant species as an alternate host of the virus. Already many alternate host have been reported from different alternate host like tobacco, tomato, hibiscus, okra, ageratum, Digera arvensis, habiscus, Papaya and now in Ricinus communis. So, it is suggested that these alternate hosts should be avoided to grow near cotton growing regions.

Keywords: Ricinus communis, begomovirus, betasatellite, agriculture

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173 Characters of Developing Commercial Employment Sub-Centres and Employment Density in Ahmedabad City

Authors: Bhaumik Patel, Amit Gotecha

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Commercial centres of different hierarchy and sizes play a vital role in the growth and development of the city. Economic uncertainty and demand for space leads to more urban sprawl and emerging more commercial spaces. The study was focused on the understanding of various indicators affecting the commercial development that can help to solve many issues related to commercial urban development and can guide for future employment growth centre development, Accessibility, Infrastructure, Planning and development regulations and Market forces. The aim of the study was to review characteristics and identifying employment density of Commercial Employment Sub-centres by achieving objectives Understanding various employment sub-centres, Identifying characteristics and deriving behaviour of employment densities and Evaluating and comparing employment sub-centres for the Ahmedabad city. Commercial employment sub-centres one in old city (Kalupur), second in highly developed commercial (C.G.road-Ashram road) and third in the latest developing commercial area (Prahladnagar) were identified by distance from city centre, Land use diversity, Access to Major roads and Public transport, Population density in proximity, Complimentary land uses in proximity and Land price. Commercial activities were categorised into retail, wholesale and service sector and sub categorised into various activities. From the study, Time period of establishment of the unit is a critical parameter for commercial activity, building height, and land-use diversity. Employment diversity is also one parameter for the commercial centre. The old city has retail, wholesale and trading and higher commercial density concerning units and employment both. Prahladnagar area functioned as commercial due to market pressure and developed as more units rather than a requirement. Employment density is higher in the centre of the city, as far as distance increases from city centre employment density and unit density decreases. Characters of influencing employment density and unit density are distance from city centre, development type, establishment time period, building density, unit density, public transport accessibility and road connectivity.

Keywords: commercial employment sub-centres, employment density, employment diversity, unit density

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172 Performance Comparison of Deep Convolutional Neural Networks for Binary Classification of Fine-Grained Leaf Images

Authors: Kamal KC, Zhendong Yin, Dasen Li, Zhilu Wu

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Intra-plant disease classification based on leaf images is a challenging computer vision task due to similarities in texture, color, and shape of leaves with a slight variation of leaf spot; and external environmental changes such as lighting and background noises. Deep convolutional neural network (DCNN) has proven to be an effective tool for binary classification. In this paper, two methods for binary classification of diseased plant leaves using DCNN are presented; model created from scratch and transfer learning. Our main contribution is a thorough evaluation of 4 networks created from scratch and transfer learning of 5 pre-trained models. Training and testing of these models were performed on a plant leaf images dataset belonging to 16 distinct classes, containing a total of 22,265 images from 8 different plants, consisting of a pair of healthy and diseased leaves. We introduce a deep CNN model, Optimized MobileNet. This model with depthwise separable CNN as a building block attained an average test accuracy of 99.77%. We also present a fine-tuning method by introducing the concept of a convolutional block, which is a collection of different deep neural layers. Fine-tuned models proved to be efficient in terms of accuracy and computational cost. Fine-tuned MobileNet achieved an average test accuracy of 99.89% on 8 pairs of [healthy, diseased] leaf ImageSet.

Keywords: deep convolution neural network, depthwise separable convolution, fine-grained classification, MobileNet, plant disease, transfer learning

Procedia PDF Downloads 164
171 Analytic Hierarchy Process for the Container Terminal Choice from Multiple Terminals within the Port of Colombo

Authors: G. M. B. P. Abeysekara, W. A. D. C. Wijerathna

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Terminal choice from the multiple terminals region is not a simple decision and it is very complex, because shipping lines should consider on influential factors for the terminal choice at once according to their requirement. Therefore, terminal choice is a multiple criterion decision making (MCDM) situation under a specially designed decision hierarchy. Identification of perspective of shipping lines regarding terminal choice is vital important for the decision makers regarding container terminals. Thus this study is evaluated perception on main and feeder shipping lines’ regarding port of Colombo container terminals, and ranked terminals according to shipping lines preference. Analytic Hierarchy Process (AHP) model is adapted to this study, since it has features similar to the MCDM, it is weighted every influential factor by using pair wise comparisons, and consistency of the decision makers’ judgments are checked to evaluate trustworthiness of gathered data. And rating method is used to rank the terminals within Port of Colombo by assigning particular preference values with respect to the criteria and sub criteria. According to the findings of this study, main lines’ mainly concern on water depth of approach channel, depth of berth, handling charges and handling equipment facilities. And feeder lines’ main concerns were handling equipment facilities, loading and discharging efficiency, depth of berth and handling charges. Findings of the study suggested concentrating regarding the emphasized areas in order to enhance the competitiveness of terminals, and to increase number of vessel callings at the Port of Colombo. Application of above finding of the terminals within Port of Colombo lead to a far better competition among terminals and would uplift the overall level of services.

Keywords: AHP, Main and feeder shipping lines, criteria, sub criteria

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170 Assessment of Genetic Diversity and Population Structure of Goldstripe Sardinella, Sardinella gibbosa in the Transboundary Area of Kenya and Tanzania Using mtDNA and msDNA Markers

Authors: Sammy Kibor, Filip Huyghe, Marc Kochzius, James Kairo

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Goldstripe Sardinella, Sardinella gibbosa, (Bleeker, 1849) is a commercially and ecologically important small pelagic fish common in the Western Indian Ocean region. The present study aimed to assess genetic diversity and population structure of the species in the Kenya-Tanzania transboundary area using mtDNA and msDNA markers. Some 630 bp sequence in the mitochondrial DNA (mtDNA) Cytochrome C Oxidase I (COI) and five polymorphic microsatellite DNA loci were analyzed. Fin clips of 309 individuals from eight locations within the transboundary area were collected between July and December 2018. The S. gibbosa individuals from the different locations were distinguishable from one another based on the mtDNA variation, as demonstrated with a neighbor-joining tree and minimum spanning network analysis. None of the identified 22 haplotypes were shared between Kenya and Tanzania. Gene diversity per locus was relatively high (0.271-0.751), highest Fis was 0.391. The structure analysis, discriminant analysis of Principal component (DAPC) and the pair-wise (FST = 0.136 P < 0.001) values after Bonferroni correction using five microsatellite loci provided clear inference on genetic differentiation and thus evidence of population structure of S. gibbosa along the Kenya-Tanzania coast. This study shows a high level of genetic diversity and the presence of population structure (Φst =0.078 P < 0.001) resulting to the existence of four populations giving a clear indication of minimum gene flow among the population. This information has application in the designing of marine protected areas, an important tool for marine conservation.

Keywords: marine connectivity, microsatellites, population genetics, transboundary

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169 Potential Opportunity and Challenge of Developing Organic Rankine Cycle Geothermal Power Plant in China Based on an Energy-Economic Model

Authors: Jiachen Wang, Dongxu Ji

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Geothermal power generation is a mature technology with zero carbon emission and stable power output, which could play a vital role as an optimum substitution of base load technology in China’s future decarbonization society. However, the development of geothermal power plants in China is stagnated for a decade due to the underestimation of geothermal energy and insufficient favoring policy. Lack of understanding of the potential value of base-load technology and environmental benefits is the critical reason for disappointed policy support. This paper proposed a different energy-economic model to uncover the potential benefit of developing a geothermal power plant in Puer, including the value of base-load power generation, and environmental and economic benefits. Optimization of the Organic Rankine Cycle (ORC) for maximum power output and minimum Levelized cost of electricity was first conducted. This process aimed at finding the optimum working fluid, turbine inlet pressure, pinch point temperature difference and superheat degrees. Then the optimal ORC model was sent to the energy-economic model to simulate the potential economic and environmental benefits. Impact of geothermal power plants based on the scenarios of implementing carbon trade market, the direct subsidy per electricity generation and nothing was tested. In addition, a requirement of geothermal reservoirs, including geothermal temperature and mass flow rate for a competitive power generation technology with other renewables, was listed. The result indicated that the ORC power plant has a significant economic and environmental benefit over other renewable power generation technologies when implementing carbon trading market and subsidy support. At the same time, developers must locate the geothermal reservoirs with minimum temperature and mass flow rate of 130 degrees and 50 m/s to guarantee a profitable project under nothing scenarios.

Keywords: geothermal power generation, optimization, energy model, thermodynamics

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168 The Effect of Technology on International Marketing Trading Researches and Analysis

Authors: Omil Nady Mahrous Maximous

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The article deals with the use of modern information technologies to achieve pro-ecological marketing goals in company-customer relationships. The purpose of the article is to show the possibilities of implementing modern information technologies. In B2C relationships, marketing departments face challenges stemming from the need to quickly segment customers and the current fragmentation of data across many systems, which significantly hinders the achievement of marketing goals. Thus, Article proposes the use of modern IT solutions in the field of marketing activities of companies, taking into account their environmental goals. As a result, its importance for the economic and social development of the emerging countries has increased. While traditional companies emphasize profit maximization as a core business principle, social enterprises must solve social problems at the expense of profit. This rationale gives social enterprises an edge over traditional businesses by meeting the needs of those at the bottom of the pyramid. This also represents a major challenge for social business, since social business acts on the one hand for the benefit of the public and on the other strives for financial stability. Otherwise, the company is unlikely to be fired from the company. Cultures play a role in business communication and research. Using the example of language in international relations, the article presents the problem of the articulation of research cultures in management and linguistics and of cultures as such. After an overview of current research on language in international relations, this article presents the approach to communication in international economy from a linguistic point of view and tries to explain the problems of communication in business starting from linguistic research. A step towards interdisciplinary research that brings together research in the fields of management and linguistics.

Keywords: international marketing, marketing mix, marketing research, small and medium-sized enterprises, strategic marketing, B2B digital marketing strategy, digital marketing, digital marketing maturity model, SWOT analysis consumer behavior, experience, experience marketing, marketing employee organizational performance, internal marketing, internal customer, direct marketing, mobile phones mobile marketing, Sms advertising

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167 Classification on Statistical Distributions of a Complex N-Body System

Authors: David C. Ni

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Contemporary models for N-body systems are based on temporal, two-body, and mass point representation of Newtonian mechanics. Other mainstream models include 2D and 3D Ising models based on local neighborhood the lattice structures. In Quantum mechanics, the theories of collective modes are for superconductivity and for the long-range quantum entanglement. However, these models are still mainly for the specific phenomena with a set of designated parameters. We are therefore motivated to develop a new construction directly from the complex-variable N-body systems based on the extended Blaschke functions (EBF), which represent a non-temporal and nonlinear extension of Lorentz transformation on the complex plane – the normalized momentum spaces. A point on the complex plane represents a normalized state of particle momentums observed from a reference frame in the theory of special relativity. There are only two key parameters, normalized momentum and nonlinearity for modelling. An algorithm similar to Jenkins-Traub method is adopted for solving EBF iteratively. Through iteration, the solution sets show a form of σ + i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various distributions, such as 1-peak, 2-peak, and 3-peak etc. distributions and some of them are analog to the canonical distributions. The results of the numerical analysis demonstrate continuum-to-discreteness transitions, evolutional invariance of distributions, phase transitions with conjugate symmetry, etc., which manifest the construction as a potential candidate for the unification of statistics. We hereby classify the observed distributions on the finite convergent domains. Continuous and discrete distributions both exist and are predictable for given partitions in different regions of parameter-pair. We further compare these distributions with canonical distributions and address the impacts on the existing applications.

Keywords: blaschke, lorentz transformation, complex variables, continuous, discrete, canonical, classification

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166 Carbon Pool Assessment in Community Forests, Nepal

Authors: Medani Prasad Rijal

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Forest itself is a factory as well as product. It supplies tangible and intangible goods and services. It supplies timber, fuel wood, fodder, grass leaf litter as well as non timber edible goods and medicinal and aromatic products additionally provides environmental services. These environmental services are of local, national or even global importance. In Nepal, more than 19 thousands community forests are providing environmental service in less economic benefit than actual efficiency. There is a risk of cost of management of those forest exceeds benefits and forests get converted to open access resources in future. Most of the environmental goods and services do not have markets which mean no prices at which they are available to the consumers, therefore the valuation of these services goods and services establishment of paying mechanism for such services and insure the benefit to community is more relevant in local as well as global scale. There are few examples of carbon trading in domestic level to meet the country wide emission goal. In this contest, the study aims to explore the public attitude towards carbon offsetting and their responsibility over service providers. This study helps in promotion of environment service awareness among general people, service provider and community forest. The research helps to unveil the carbon pool scenario in community forest and willingness to pay for carbon offsetting of people who are consuming more energy than general people and emitting relatively more carbon in atmosphere. The study has assessed the carbon pool status in two community forest and valuated carbon service from community forest through willingness to pay in Dharan municipality situated in eastern. In the study, in two community forests carbon pools were assessed following the guideline “Forest Carbon Inventory Guideline 2010” prescribed by Ministry of Forest and soil Conservation, Nepal. Final outcomes of analysis in intensively managed area of Hokse CF recorded as 103.58 tons C /ha with 6173.30 tons carbon stock. Similarly in Hariyali CF carbon density was recorded 251.72 mg C /ha. The total carbon stock of intensively managed blocks in Hariyali CF is 35839.62 tons carbon.

Keywords: carbon, offsetting, sequestration, valuation, willingness to pay

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165 Competency Model as a Key Tool for Managing People in Organizations: Presentation of a Model

Authors: Andrea ČopíKová

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Competency Based Management is a new approach to management, which solves organization’s challenges with complexity and with the aim to find and solve organization’s problems and learn how to avoid these in future. They teach the organizations to create, apart from the state of stability – that is temporary, vital organization, which is permanently able to utilize and profit from internal and external opportunities. The aim of this paper is to propose a process of competency model design, based on which a competency model for a financial department manager in a production company will be created. Competency models are very useful tool in many personnel processes in any organization. They are used for acquiring and selection of employees, designing training and development activities, employees’ evaluation, and they can be used as a guide for a career planning and as a tool for succession planning especially for managerial positions. When creating a competency model the method AHP (Analytic Hierarchy Process) and quantitative pair-wise comparison (Saaty’s method) will be used; these methods belong among the most used methods for the determination of weights, and it is used in the AHP procedure. The introduction part of the paper consists of the research results pertaining to the use of competency model in practice and then the issue of competency and competency models is explained. The application part describes in detail proposed methodology for the creation of competency models, based on which the competency model for the position of financial department manager in a foreign manufacturing company, will be created. In the conclusion of the paper, the final competency model will be shown for above mentioned position. The competency model divides selected competencies into three groups that are managerial, interpersonal and functional. The model describes in detail individual levels of competencies, their target value (required level) and the level of importance.

Keywords: analytic hierarchy process, competency, competency model, quantitative pairwise comparison

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164 Transcriptome Analysis of Dry and Soaked Tomato (Solanum lycopersicum) Seeds in Response to Fast Neutron Irradiation

Authors: Yujie Zhou, Hee-Seong Byun, Sang-In Bak, Eui-Joon Kil, Kyung Joo Min, Vivek Chavan, Won Kyong Cho, Sukchan Lee, Seung-Woo Hong, Tae-Sun Park

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Fast neutron irradiation (FNI) can cause mutations on plant genome but, in the most of cases, these irradiated plants have not shown significant characteristics phenotypically. In this study, we utilized RNA-Seq to generate a high-resolution transcriptome map of the tomato (Solanum lycopersicum) genome effected by FNI. To quantify the different transcription levels in tomato irradiated by FNI, tomato seeds were irradiated by using MC-50 cyclotron (KIRAMS, Korea) for 0, 30 and 90 minutes, respectively. To investigate the effects on the pre-soaking condition, experimental groups were divided into dry and soaked seeds, which were soaked for 8 hours before irradiation. There was no noticeable difference in the percentage germination (PG) among dry seeds, while irradiated soaked seeds have about 10 % lower PG compared to the unirradiated control group. Using whole transcriptome sequencing by HiSeq 2000, we analyzed the differential gene expression in response to different time of FNI in dry and soaked seeds. More than 1.4 million base pair reads were mapped onto the tomato reference genome and the expression pattern differences between irradiated and unirradiated seeds were assessed. In 0, 30 and 90 minutes irradiation, 12,135, 28,495 and 28,675 transcripts were generated, respectively. Gene ontology analysis suggested the different enrichment of transcripts involved in response to different FNI. The present study showed that FNI effects on plant gene expression, which can become a new parameters for evaluating the responses against FNI on plants. In addition, the comparative analysis of differentially expressed genes in D and S seeds by FNI will also give us a chance to deep explore novel candidate genes for FNI, which could be a good model system to understand the mechanisms behind the adaption of plant to space biology research.

Keywords: tomato (solanum lycopersicum), fast neutron irradiation, RNA-sequence, transcriptome expression

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163 Derivation of a Risk-Based Level of Service Index for Surface Street Network Using Reliability Analysis

Authors: Chang-Jen Lan

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Current Level of Service (LOS) index adopted in Highway Capacity Manual (HCM) for signalized intersections on surface streets is based on the intersection average delay. The delay thresholds for defining LOS grades are subjective and is unrelated to critical traffic condition. For example, an intersection delay of 80 sec per vehicle for failing LOS grade F does not necessarily correspond to the intersection capacity. Also, a specific measure of average delay may result from delay minimization, delay equality, or other meaningful optimization criteria. To that end, a reliability version of the intersection critical degree of saturation (v/c) as the LOS index is introduced. Traditionally, the level of saturation at a signalized intersection is defined as the ratio of critical volume sum (per lane) to the average saturation flow (per lane) during all available effective green time within a cycle. The critical sum is the sum of the maximal conflicting movement-pair volumes in northbound-southbound and eastbound/westbound right of ways. In this study, both movement volume and saturation flow are assumed log-normal distributions. Because, when the conditions of central limit theorem obtain, multiplication of the independent, positive random variables tends to result in a log-normal distributed outcome in the limit, the critical degree of saturation is expected to be a log-normal distribution as well. Derivation of the risk index predictive limits is complex due to the maximum and absolute value operators, as well as the ratio of random variables. A fairly accurate functional form for the predictive limit at a user-specified significant level is yielded. The predictive limit is then compared with the designated LOS thresholds for the intersection critical degree of saturation (denoted as X

Keywords: reliability analysis, level of service, intersection critical degree of saturation, risk based index

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162 Systematic Analysis of Logistics Location Search Methods under Aspects of Sustainability

Authors: Markus Pajones, Theresa Steiner, Matthias Neubauer

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Selecting a logistics location is vital for logistics providers, food retailing and other trading companies since the selection poses an essential factor for economic success. Therefore various location search methods like cost-benefit analysis and others are well known and under usage. The development of a logistics location can be related to considerable negative effects for the eco system such as sealing the surface, wrecking of biodiversity or CO2 and noise emissions generated by freight and commuting traffic. The increasing importance of sustainability demands for taking an informed decision when selecting a logistics location for the future. Sustainability considers economic, ecologic and social aspects which should be equally integrated in the process of location search. Objectives of this paper are to define various methods which support the selection of sustainable logistics locations and to generate knowledge about the suitability, assets and limitations of the methods within the selection process. This paper investigates the role of economical, ecological and social aspects when searching for new logistics locations. Thereby, related work targeted towards location search is analyzed with respect to encoded sustainability aspects. In addition, this research aims to gain knowledge on how to include aspects of sustainability and take an informed decision when searching for a logistics location. As a result, a decomposition of the various location search methods in there components leads to a comparative analysis in form of a matrix. The comparison within a matrix enables a transparent overview about the mentioned assets and limitations of the methods and their suitability for selecting sustainable logistics locations. A further result is to generate knowledge on how to combine the separate methods to a new method for a more efficient selection of logistics locations in the context of sustainability. Future work will especially investigate the above mentioned combination of various location search methods. The objective is to develop an innovative instrument, which supports the search for logistics locations with a focus on a balanced sustainability (economy, ecology, social). Because of an ideal selection of logistics locations, induced traffic should be reduced and a mode shift to rail and public transport should be facilitated.

Keywords: commuting traffic, freight traffic, logistics location search, location search method

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161 Evaluation of the Analytic for Hemodynamic Instability as a Prediction Tool for Early Identification of Patient Deterioration

Authors: Bryce Benson, Sooin Lee, Ashwin Belle

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Unrecognized or delayed identification of patient deterioration is a key cause of in-hospitals adverse events. Clinicians rely on vital signs monitoring to recognize patient deterioration. However, due to ever increasing nursing workloads and the manual effort required, vital signs tend to be measured and recorded intermittently, and inconsistently causing large gaps during patient monitoring. Additionally, during deterioration, the body’s autonomic nervous system activates compensatory mechanisms causing the vital signs to be lagging indicators of underlying hemodynamic decline. This study analyzes the predictive efficacy of the Analytic for Hemodynamic Instability (AHI) system, an automated tool that was designed to help clinicians in early identification of deteriorating patients. The lead time analysis in this retrospective observational study assesses how far in advance AHI predicted deterioration prior to the start of an episode of hemodynamic instability (HI) becoming evident through vital signs? Results indicate that of the 362 episodes of HI in this study, 308 episodes (85%) were correctly predicted by the AHI system with a median lead time of 57 minutes and an average of 4 hours (240.5 minutes). Of the 54 episodes not predicted, AHI detected 45 of them while the episode of HI was ongoing. Of the 9 undetected, 5 were not detected by AHI due to either missing or noisy input ECG data during the episode of HI. In total, AHI was able to either predict or detect 98.9% of all episodes of HI in this study. These results suggest that AHI could provide an additional ‘pair of eyes’ on patients, continuously filling the monitoring gaps and consequently giving the patient care team the ability to be far more proactive in patient monitoring and adverse event management.

Keywords: clinical deterioration prediction, decision support system, early warning system, hemodynamic status, physiologic monitoring

Procedia PDF Downloads 166
160 A Protein-Wave Alignment Tool for Frequency Related Homologies Identification in Polypeptide Sequences

Authors: Victor Prevost, Solene Landerneau, Michel Duhamel, Joel Sternheimer, Olivier Gallet, Pedro Ferrandiz, Marwa Mokni

Abstract:

The search for homologous proteins is one of the ongoing challenges in biology and bioinformatics. Traditionally, a pair of proteins is thought to be homologous when they originate from the same ancestral protein. In such a case, their sequences share similarities, and advanced scientific research effort is spent to investigate this question. On this basis, we propose the Protein-Wave Alignment Tool (”P-WAT”) developed within the framework of the France Relance 2030 plan. Our work takes into consideration the mass-related wave aspect of protein biosynthesis, by associating specific frequencies to each amino acid according to its mass. Amino acids are then regrouped within their mass category. This way, our algorithm produces specific alignments in addition to those obtained with a common amino acid coding system. For this purpose, we develop the ”P-WAT” original algorithm, able to address large protein databases, with different attributes such as species, protein names, etc. that allow us to align user’s requests with a set of specific protein sequences. The primary intent of this algorithm is to achieve efficient alignments, in this specific conceptual frame, by minimizing execution costs and information loss. Our algorithm identifies sequence similarities by searching for matches of sub-sequences of different sizes, referred to as primers. Our algorithm relies on Boolean operations upon a dot plot matrix to identify primer amino acids common to both proteins which are likely to be part of a significant alignment of peptides. From those primers, dynamic programming-like traceback operations generate alignments and alignment scores based on an adjusted PAM250 matrix.

Keywords: protein, alignment, homologous, Genodic

Procedia PDF Downloads 85
159 Comparative Correlation Investigation of Polynuclear Aromatic Hydrocarbons (PAHs) in Soils of Different Land Uses: Sources Evaluation Perspective

Authors: O. Onoriode Emoyan, E. Eyitemi Akporhonor, Charles Otobrise

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Polycyclic Aromatic Hydrocarbons (PAHs) are formed mainly as a result of incomplete combustion of organic materials during industrial, domestic activities or natural occurrence. Their toxicity and contamination of terrestrial and aquatic ecosystem have been established. Though with limited validity index, previous research has focused on PAHs isomer pair ratios of variable physicochemical properties in source identification. The objective of this investigation was to determine the empirical validity of Pearson correlation coefficient (PCC) and cluster analysis (CA) in PAHs source identification along soil samples of different land uses. Therefore, 16 PAHs grouped as endocrine disruption substances (EDSs) were determined in 10 sample stations in top and sub soils seasonally. PAHs was determined the use of Varian 300 gas chromatograph interfaced with flame ionization detector. Instruments and reagents used are of standard and chromatographic grades respectively. PCC and CA results showed that the classification of PAHs along kinetically and thermodyanamically-favoured and those derived directly from plants product through biologically mediated processes used in source signature is about the predominance PAHs are likely to be. Therefore the observed PAHs in the studied stations have trace quantities of the vast majority of the sixteen un-substituted PAHs which may ultimately inhabit the actual source signature authentication. Type and extent of bacterial metabolism, transformation products/substrates, and environmental factors such as: salinity, pH, oxygen concentration, nutrients, light intensity, temperature, co-substrates and environmental medium are hereby recommended as factors to be considered when evaluating possible sources of PAHs.

Keywords: comparative correlation, kinetically and thermodynamically-favored PAHs, pearson correlation coefficient, cluster analysis, sources evaluation

Procedia PDF Downloads 398
158 An Energy Transfer Fluorescent Probe System for Glucose Sensor at Biomimetic Membrane Surface

Authors: Hoa Thi Hoang, Stephan Sass, Michael U. Kumke

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Concanavalin A (conA) is a protein has been widely used in sensor system based on its specific binding to α-D-Glucose or α-D-Manose. For glucose sensor using conA, either fluoresence based techniques with intensity based or lifetime based are used. In this research, liposomes made from phospholipids were used as a biomimetic membrane system. In a first step, novel building blocks containing perylene labeled glucose units were added to the system and used to decorate the surface of the liposomes. Upon the binding between rhodamine labeled con A to the glucose units at the biomimetic membrane surface, a Förster resonance energy transfer system can be formed which combines unique fluorescence properties of perylene (e.g., high fluorescence quantum yield, no triplet formation) and its high hydrophobicity for efficient anchoring in membranes to form a novel probe for the investigation of sugar-driven binding reactions at biomimetic surfaces. Two glucose-labeled perylene derivatives were synthesized with different spacer length between the perylene and glucose unit in order to probe the binding of conA. The binding interaction was fully characterized by using high-end fluorescence techniques. Steady-state and time-resolved fluorescence techniques (e.g., fluorescence depolarization) in combination with single-molecule fluorescence spectroscopy techniques (fluorescence correlation spectroscopy, FCS) were used to monitor the interaction with conA. Base on the fluorescence depolarization, the rotational correlation times and the alteration in the diffusion coefficient (determined by FCS) the binding of the conA to the liposomes carrying the probe was studied. Moreover, single pair FRET experiments using pulsed interleaved excitation are used to characterize in detail the binding of conA to the liposome on a single molecule level avoiding averaging out effects.

Keywords: concanavalin A, FRET, sensor, biomimetic membrane

Procedia PDF Downloads 281
157 The Effect of Speech-Shaped Noise and Speaker’s Voice Quality on First-Grade Children’s Speech Perception and Listening Comprehension

Authors: I. Schiller, D. Morsomme, A. Remacle

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Children’s ability to process spoken language develops until the late teenage years. At school, where efficient spoken language processing is key to academic achievement, listening conditions are often unfavorable. High background noise and poor teacher’s voice represent typical sources of interference. It can be assumed that these factors particularly affect primary school children, because their language and literacy skills are still low. While it is generally accepted that background noise and impaired voice impede spoken language processing, there is an increasing need for analyzing impacts within specific linguistic areas. Against this background, the aim of the study was to investigate the effect of speech-shaped noise and imitated dysphonic voice on first-grade primary school children’s speech perception and sentence comprehension. Via headphones, 5 to 6-year-old children, recruited within the French-speaking community of Belgium, listened to and performed a minimal-pair discrimination task and a sentence-picture matching task. Stimuli were randomly presented according to four experimental conditions: (1) normal voice / no noise, (2) normal voice / noise, (3) impaired voice / no noise, and (4) impaired voice / noise. The primary outcome measure was task score. How did performance vary with respect to listening condition? Preliminary results will be presented with respect to speech perception and sentence comprehension and carefully interpreted in the light of past findings. This study helps to support our understanding of children’s language processing skills under adverse conditions. Results shall serve as a starting point for probing new measures to optimize children’s learning environment.

Keywords: impaired voice, sentence comprehension, speech perception, speech-shaped noise, spoken language processing

Procedia PDF Downloads 167
156 Development of Fluorescence Resonance Energy Transfer-Based Nanosensor for Measurement of Sialic Acid in vivo

Authors: Ruphi Naz, Altaf Ahmad, Mohammad Anis

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Sialic acid (5-Acetylneuraminic acid, Neu5Ac) is a common sugar found as a terminal residue on glycoconjugates in many animals. Humans brain and the central nervous system contain the highest concentration of sialic acid (as N-acetylneuraminic acid) where these acids play an important role in neural transmission and ganglioside structure in synaptogenesis. Due to its important biological function, sialic acid is attracting increasing attention. To understand metabolic networks, fluxes and regulation, it is essential to be able to determine the cellular and subcellular levels of metabolites. Genetically-encoded fluorescence resonance energy transfer (FRET) sensors represent a promising technology for measuring metabolite levels and corresponding rate changes in live cells. Taking this, we developed a genetically encoded FRET (fluorescence resonance energy transfer) based nanosensor to analyse the sialic acid level in living cells. Sialic acid periplasmic binding protein (sia P) from Haemophilus influenzae was taken and ligated between the FRET pair, the cyan fluorescent protein (eCFP) and Venus. The chimeric sensor protein was expressed in E. coli BL21 (DE3) and purified by affinity chromatography. Conformational changes in the binding protein clearly confirmed the changes in FRET efficiency. So any change in the concentration of sialic acid is associated with the change in FRET ratio. This sensor is very specific to sialic acid and found stable with the different range of pH. This nanosensor successfully reported the intracellular level of sialic acid in bacterial cell. The data suggest that the nanosensors may be a versatile tool for studying the in vivo dynamics of sialic acid level non-invasively in living cells

Keywords: nanosensor, FRET, Haemophilus influenzae, metabolic networks

Procedia PDF Downloads 107
155 Exergy Analysis of a Vapor Absorption Refrigeration System Using Carbon Dioxide as Refrigerant

Authors: Samsher Gautam, Apoorva Roy, Bhuvan Aggarwal

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Vapor absorption refrigeration systems can replace vapor compression systems in many applications as they can operate on a low-grade heat source and are environment-friendly. Widely used refrigerants such as CFCs and HFCs cause significant global warming. Natural refrigerants can be an alternative to them, among which carbon dioxide is promising for use in automotive air conditioning systems. Its inherent safety, ability to withstand high pressure and high heat transfer coefficient coupled with easy availability make it a likely choice for refrigerant. Various properties of the ionic liquid [bmim][PF₆], such as non-toxicity, stability over a wide temperature range and ability to dissolve gases like carbon dioxide, make it a suitable absorbent for a vapor absorption refrigeration system. In this paper, an absorption chiller consisting of a generator, condenser, evaporator and absorber was studied at an operating temperature of 70⁰C. A thermodynamic model was set up using the Peng-Robinson equations of state to predict the behavior of the refrigerant and absorbent pair at different points in the system. A MATLAB code was used to obtain the values of enthalpy and entropy at selected points in the system. The exergy destruction in each component and exergetic coefficient of performance (ECOP) of the system were calculated by performing an exergy analysis based on the second law of thermodynamics. Graphs were plotted between varying operating conditions and the ECOP obtained in each case. The effect of every component on the ECOP was examined. The exergetic coefficient of performance was found to be lesser than the coefficient of performance based on the first law of thermodynamics.

Keywords: [bmim][PF₆] as absorbent, carbon dioxide as refrigerant, exergy analysis, Peng-Robinson equations of state, vapor absorption refrigeration

Procedia PDF Downloads 259
154 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

Procedia PDF Downloads 87
153 Combining in vitro Protein Expression with AlphaLISA Technology to Study Protein-Protein Interaction

Authors: Shayli Varasteh Moradi, Wayne A. Johnston, Dejan Gagoski, Kirill Alexandrov

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The demand for a rapid and more efficient technique to identify protein-protein interaction particularly in the areas of therapeutics and diagnostics development is growing. The method described here is a rapid in vitro protein-protein interaction analysis approach based on AlphaLISA technology combined with Leishmania tarentolae cell-free protein production (LTE) system. Cell-free protein synthesis allows the rapid production of recombinant proteins in a multiplexed format. Among available in vitro expression systems, LTE offers several advantages over other eukaryotic cell-free systems. It is based on a fast growing fermentable organism that is inexpensive in cultivation and lysate production. High integrity of proteins produced in this system and the ability to co-express multiple proteins makes it a desirable method for screening protein interactions. Following the translation of protein pairs in LTE system, the physical interaction between proteins of interests is analysed by AlphaLISA assay. The assay is performed using unpurified in vitro translation reaction and therefore can be readily multiplexed. This approach can be used in various research applications such as epitope mapping, antigen-antibody analysis and protein interaction network mapping. The intra-viral protein interaction network of Zika virus was studied using the developed technique. The viral proteins were co-expressed pair-wise in LTE and all possible interactions among viral proteins were tested using AlphaLISA. The assay resulted to the identification of 54 intra-viral protein-protein interactions from which 19 binary interactions were found to be novel. The presented technique provides a powerful tool for rapid analysis of protein-protein interaction with high sensitivity and throughput.

Keywords: AlphaLISA technology, cell-free protein expression, epitope mapping, Leishmania tarentolae, protein-protein interaction

Procedia PDF Downloads 213
152 Assessment of Cattle Welfare Traveling Long Distance from Jessore (Indian Border) to Chittagong, Bangladesh

Authors: Mahabub Alam, Mohammad Mahmudul Hassan, M. Hasanuzzaman, M. Ahasanul Hoque

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Animals are transported from one place to another for different purposes in Bangladesh. However, the potential effect of long-distance transport on cattle health has not frequently been studied. Therefore, this study was conducted to assess health conditions of cattle transported from a long distance to Chittagong in Bangladesh. A total of 100 adult cattle, regardless of breed and sex, were selected at Benapole live cattle market in Jessore between August and September 2015 for the study. Blood samples were taken from 50 randomly selected cattle at 0 hours before transportation, just after transportation, at 12-16 hours post-conclusion of transportation, and 24 hours after transportation. The external health conditions and injuries of the cattle were assessed by close inspection, and the trader was interviewed using the structured questionnaire. Images of cattle injuries were taken with a camera. The basic internal health of the cattle was evaluated using standard hemato-biochemical tests. Animals were fasted and remained standing within a small space allocation (8-10 sq feet/animal) in the vehicle during transportation. Animals were provided only with paddy straw and water prior to selling at the destination market. The overall frequency of cattle injuries varied significantly (26% before vs. 47% after transportation; p < 0.001). The frequency of different cattle injuries also significantly varied by types such as abrasion (11% vs. 21%; p < 0.05) and barbed wire injury (9% vs. 18%; p < 0.05). Single cattle injury differed significantly (21% vs. 36%; p < 0.001). Cattle health conditions varied significantly (nasal discharge: 15% vs. 28%; p < 0.05; diarrhea: 15% vs. 23%; p < 0.05 and severe dehydration: 8% vs. 20%; p < 0.001). The values of hemoglobin (Hb), total erythrocyte count (TEC), total leukocyte count (TLC), lymphocyte (L), neutrophil (N) and eosinophil (E) varied significantly (p ≤ 0.01) (Hb: 11.1mg/dl vs. 12.3mg/dl; TEC: 4.7 million/ml vs. 5.7million/ml; TLC: 6.2 thousand/ml vs. 7.3 thousand/ml; L: 61.7% vs. 58.1%; N: 29.7% vs. 32.8%; E: 3.8% vs. 4.7%). The values of serum total protein (TP), creatine kinase (CK), triglyceride (TG), calcium (Ca), phosphorus (P) and alkaline phosphatase (ALP) significantly differed (p ≤ 0.05) (TP: 6.8g/dl vs. 8.2g/dl; CK:574.9u/l vs. 1288u/l; TG: 104.7mg/dl vs. 127.7mg/dl; Ca: 11.3mg/dl vs. 13mg/dl; P: 7.3mg/dl vs. 7.6mg/dl; ALP: 303u/l vs. 363u/l). The identified status of external and internal health conditions of the cattle for trading purpose due to long-distance transportation in the present study indicates a high degree of transport stress and poor animal welfare.

Keywords: animal welfare, cattle, external and internal health conditions, transportation

Procedia PDF Downloads 154
151 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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

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

Procedia PDF Downloads 134
150 Individual Differences and Paired Learning in Virtual Environments

Authors: Patricia M. Boechler, Heather M. Gautreau

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In this research study, postsecondary students completed an information learning task in an avatar-based 3D virtual learning environment. Three factors were of interest in relation to learning; 1) the influence of collaborative vs. independent conditions, 2) the influence of the spatial arrangement of the virtual environment (linear, random and clustered), and 3) the relationship of individual differences such as spatial skill, general computer experience and video game experience to learning. Students completed pretest measures of prior computer experience and prior spatial skill. Following the premeasure administration, students were given instruction to move through the virtual environment and study all the material within 10 information stations. In the collaborative condition, students proceeded in randomly assigned pairs, while in the independent condition they proceeded alone. After this learning phase, all students individually completed a multiple choice test to determine information retention. The overall results indicated that students in pairs did not perform any better or worse than independent students. As far as individual differences, only spatial ability predicted the performance of students. General computer experience and video game experience did not. Taking a closer look at the pairs and spatial ability, comparisons were made on pairs high/matched spatial ability, pairs low/matched spatial ability and pairs that were mismatched on spatial ability. The results showed that both high/matched pairs and mismatched pairs outperformed low/matched pairs. That is, if a pair had even one individual with strong spatial ability they would perform better than pairs with only low spatial ability individuals. This suggests that, in virtual environments, the specific individuals that are paired together are important for performance outcomes. The paper also includes a discussion of trends within the data that have implications for virtual environment education.

Keywords: avatar-based, virtual environment, paired learning, individual differences

Procedia PDF Downloads 92