Search results for: voluntary return

Authors: Basil Manos, Parthena Chatzinikolaou, Fedra Kiomourtzi

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This paper presents a Multicriteria Mathematical Programming model for farm planning and sustainable optimization of agricultural production. The model can be used as a tool for the analysis and simulation of agricultural production plans, as well as for the study of impacts of various measures of Common Agriculture Policy in the member states of European Union. The model can achieve the optimum production plan of a farm or an agricultural region combining in one utility function different conflicting criteria as the maximization of gross margin and the minimization of fertilizers used, under a set of constraints for land, labor, available capital, Common Agricultural Policy etc. The proposed model was applied to the region of Larisa in central Greece. The optimum production plan achieves a greater gross return, a less fertilizers use, and a less irrigated water use than the existent production plan.

Keywords: sustainable optimization, multicriteria analysis, agricultural production, farm planning

Procedia PDF Downloads 588

Authors: Algia Hammami, Abdelfatteh Bouri

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In this work, our objective is to study the transmission of volatility between oil and stock markets in developed (USA, Germany, Italy, France and Japan) and emerging countries (Tunisia, Thailand, Brazil, Argentina, and Jordan) for the period 1998-2015. Our methodology consists of analyzing the monthly data by the GARCH-BEKK model to capture the effect in terms of volatility in the variation of the oil price on the different stock market. The empirical results in the emerging countries indicate that the relationships are unidirectional from the stock market to the oil market. For the developed countries, we find that the transmission of volatility is unidirectional from the oil market to stock market. For the USA and Italy, we find no transmission between the two markets. The transmission is bi-directional only in Thailand. Following our estimates, we also noticed that the emerging countries influence almost the same extent as the developed countries, while at the transmission of volatility there a bid difference. The GARCH-BEKK model is more effective than the others versions to minimize the risk of an oil-stock portfolio.

Keywords: GARCH, oil prices, stock market, volatility transmission

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Authors: Suppara Charoenpoom

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This study focuses on 1) a good-quality management procedures of buildings and environment in schools 2) designing the management procedures and 3) creating an operation manual for the procedures. This study is the combination of qualitative and quantitative research method. Populations in the research were 83 deans and directors of primary and secondary schools from the 10th educational district in Samut Songkram. Sample group was selected from the voluntary deans and directors. There were 14 participants in sample group. Research tools in this study were divided into 2 categories. The first one was data-collecting tools, which were in-depth interview and questionnaires. The second one was the designing tools to help creating management procedures: quality business, quality work procedure and key quality indicator of each activity in schools. All data were analyzed by mean and standard deviation. The result from this study has found out 1 effective process of building and environment management for basic education schools which is called Quality Business Process (QBP) and 7 Quality Work Procedures (QWP). In terms of academic feasibility checkup by experts, the research had shown that new design of building and environment management was approved unanimously. It means that new process of building and environment management in schools works very well and can be adapted. After examining the possibility of management process being used in schools by calculating the mean value among sample group (14 school deans and directors), the mean value was between 0.64-1.00. It means that the new design of building and environment management can be operated effectively in schools. For the satisfaction part, deans and school directors gave the satisfaction score in the highest level (Mean = 4.7372, S.D. = 0.4385).

Keywords: buildings, environment, procedures, quality management

Procedia PDF Downloads 219

Authors: Esra Danaci, Tugba Kavalali Erdogan, Sevil Masat, Selin Keskin Kiziltepe, Tugba Cinarli, Zeliha Koc

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This study was conducted in a descriptive and cross-sectional manner to determine that factors that influence the self-efficacy and self-sufficiency levels among oncology patients. The research was conducted between January 24, 2017 and September 24, 2017 in the oncology and hematology departments of a university hospital in Turkey with 179 voluntary inpatients. The data were collected through the Self-Sufficiency/Self-Efficacy Scale and a 29-question survey, which was prepared in order to determine the sociodemographic and clinical properties of the patients. The Self-Sufficiency/Self-Efficacy Scale is a Likert-type scale with 23 articles. The scale scores range between 23 and 115. A high final score indicates a good self-sufficiency/self-efficacy perception for the individual. The data were analyzed using percentage analysis, one-way ANOVA, Mann Whitney U-test, Kruskal Wallis test and Tukey test. The demographic data of the subjects were as follows: 57.5% were male and 42.5% were female, 82.7% were married, 46.4% were primary school graduate, 36.3% were housewives, 19% were employed, 93.3% had social security, 52.5% had matching expenses and incomes, 49.2% lived in the center of the city. The mean age was 57.1±14.6. It was determined that 22.3% of the patients had lung cancer, 19.6% had leukemia, and 43.6% had a good overall condition. The mean self-sufficiency/self-efficacy score was 83,00 (41-115). It was determined that the patients' self-sufficiency/self-efficacy scores were influenced by some of their socio-demographic and clinical properties. This study has found that the patients had high self-sufficiency/self-efficacy scores. It is recommended that the nursing care plans should be developed to improve their self-sufficiency/self-efficacy levels in the light of the patients' sociodemographic and clinical properties.

Keywords: oncology, patient, self-efficacy, self-sufficiency

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Authors: Shahrazed Medeghri, Saad Hamzaoui, Mokhtar Zerdali

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The metallurgical grade silicon (MG-Si) is obtained from the reduction of silica (SiO₂) in an induction furnace or an electric arc furnace. Impurities inherent in reduction process also depend on the quality of the raw material used. Among the applications of the silicon, it is used as a substrate for the photovoltaic conversion of solar energy and this conversion is wider as the purity of the substrate is important. Research is being done where the purpose is looking for new methods of manufacturing and purification of silicon, as well as new materials that can be used as substrates for the photovoltaic conversion of light energy. In this research, the technique of production of silicon in an induction furnace, using a high vacuum for fusion. Diatomaceous Silica (SiO2) used is 99 mass% initial purities, the carbon used is 6N of purity and the particle size of 63μm as starting materials. The final achieved purity of the material was above 50% by mass. These results demonstrate that this method is a technically reliable, and allows obtaining a better return on the amount 50% of silicon.

Keywords: induction furnaces, amorphous silica, carbon microstructure, silicon

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Authors: Ana Pinheiro, Fatima Suleman

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Literature has revealed strong awareness of companies in regard of expatriation, but issues associated with repatriation of employees after an international assignment have been overlooked. Repatriation is one of the most challenging human resource practices that affect how companies benefit from acquired skills and high potential employees; and gain competitive advantage through network developed during expatriation. However, empirical evidence achieved so far suggests that expatriates have been disappointed because companies lack an effective repatriation strategy. Repatriates’ professional and emotional needs are often unrecognized, while repatriation is perceived as a non-issue by companies. The underlying assumption is that the return to parent company, and original country, culture and language does not demand for any particular support. Unfortunately, this basic view has non-negligible consequences on repatriates, especially on expatriate retention and turnover rates after expatriation. The goal of our study is to examine the specific policies and practices adopted by companies to support employees after an international assignment. We assume that expatriation is process which ends with repatriation. The latter is such a crucial issue as the expatriation and require due attention through appropriate design of human resource management policies and tools. For this purpose, we use data from a qualitative research based on interviews to a sample of firms operating in Portugal. We attempt to compare how firms accommodate the concerns with repatriation in their policies and practices. Therefore, the interviews collect data on both expatriation and repatriation process, namely the selection and skills of candidates to expatriation, training, mentoring, communication and pay policies. Portuguese labor market seems to be an interesting case study for mainly two reasons. On the one hand, Portuguese Government is encouraging companies to internationalize in the context of an external market-oriented growth model. On the other hand, expatriation is being perceived as a job opportunity in the context of high unemployment rates of both skilled and non-skilled. This is an ongoing research and the data collected until now indicate that companies follow the pattern described in the literature. The interviewed companies recognize the higher relevance of repatriation process than expatriation, but disregard specific human resource policies. They have perceived that unfavorable labor market conditions discourage mobility across companies. It should be stressed that companies underline that employees enhanced the relevance of stable jobs and attach far less importance to career development and other benefits after expatriation. However, there are still cases of turnover and difficulties of retention. Managers’ report non-negligible cases of turnover associated with lack of effective repatriation programs and non-recognition of good performance. Repatriates seem to having acquired entrepreneurial spirit and skills and often create their own company. These results suggest that even in the context of worsening labor market conditions, there should be greater awareness of the need to retain talents, experienced and highly skills employees. Ultimately, other companies poach invaluable assets, while internationalized companies risk being training providers.

Keywords: expatriates, expatriation, international management, repatriation

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Authors: Vithaya Intraphimol

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The purpose of this study is to investigate the relationship between market orientation and business performance through innovations that include product innovation and process innovation. Auto parts and accessories companies in Thailand were used as sample for this investigation. Survey research with structured questionnaire was used as the key instrument in collecting the data. The structural equation modeling (SEM) was assigned test the hypotheses. The sample size in this study requires the minimum sample size of 200. The result found that competitor orientation, and interfunctional coordination has an effect on product innovation. Moreover, interfunctional coordination has an effect on process innovation, and return on asset. This indicates that within- firm coordination has crucial to firms’ performances. The implication for practice, firms should support interfunctional coordination that members of different functional areas of an organization communicate and work together for the creation of value to target buyers they may have better profitability.

Keywords: auto parts industry, business performance, innovations, market orientation

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Authors: Christobel Gondwe, Yongtao Lu, Claudia Mazzà, Xinshan Li

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Skeletal muscle plays an important role in the human body system and function by generating voluntary forces and facilitating body motion. However, The mechanical properties and behaviour of skeletal muscle are still not comprehensively known yet. As such, various robust engineering techniques have been applied to better elucidate the mechanical behaviour of skeletal muscle. It is considered that muscle mechanics are highly governed by the architecture of the fibre orientations. Therefore, the aim of this study was to investigate the effect of different fibre orientations on the mechanical behaviour of skeletal muscle.In this study, a continuum mechanics approach–finite element (FE) analysis was applied to the left bicep femoris long head to determine the contractile mechanism of the muscle using Hill’s three-element model. The geometry of the muscle was segmented from the magnetic resonance images. The muscle was modelled as a quasi-incompressible hyperelastic (Mooney-Rivlin) material. Two types of fibre orientations were implemented: one with the idealised fibre arrangement, i.e. parallel single-direction fibres going from the muscle origin to insertion sites, and the other with curved fibre arrangement which is aligned with the muscle shape.The second fibre arrangement was implemented through the finite element method; non-uniform rational B-spline (FEM-NURBs) technique by means of user material (UMAT) subroutines. The stress-strain behaviour of the muscle was investigated under idealised exercise conditions, and will be further analysed under physiological conditions. The results of the two different FE models have been outputted and qualitatively compared.

Keywords: FEM-NURBS, finite element analysis, Mooney-Rivlin hyperelastic, muscle architecture

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Authors: Zohreh Ramin

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One of the most important contributions that Edward Said has had in the realm of critical theory is his insistence on the worldliness of the text and the critic. By this, Said meant that the critic and the text must be considered in their ‘material’ contexts. Foregrounding the substantial role of a critic as embodying what he refers to as ‘critical consciousness’, a true critic, Said maintains, is one who can stand between the ‘dominant culture’ and ‘the totalizing forms of critical systems.’ Considered as one of Iran’s major contemporary intellectuals, Jalal Ale Ahmad is responsible for introducing the idea of ‘Westoxication’ in Iran, constructing a social paradigm of the necessity to return to tradition in contemporary Iran. The present paper intends to study Al-Ahmad’s definition of the orient versus the occident, his criticism of the ‘machination’ of contemporary Iranian society, and his solution to the problem of ‘Westoxication’. The objective of this study is to see whether Ale Ahmad can be considered as embodying the spirit of ‘critical consciousness’ as described by Said as the necessary tool in the hands of an intellectual who is simultaneously attached filitavely to his culture but can detach himself affilitavely through employing critical consciousness.

Keywords: Westoxication, filiative, affiliative, machination

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Authors: Amirmozafar Benshams, Khatere Kashmari, Farzad Hatami, Mesbah Saybani

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Shape memory alloys with high capability of energy dissipation and large deformation bearing with return ability to their original shape without too much hysteresis strain have opened their place among the other damping systems as smart materials. Ninitol which is the most well-known and most used alloy material from the shape memory alloys family, has high resistance and fatigue and is coverage for large deformations. Shape memory effect and super-elasticity by shape alloys like Nitinol, are the reasons of the high power of these materials in energy depreciation. Thus, these materials are suitable for use in reciprocating dynamic loading conditions. The experiments results showed that Nitinol wires with small diameter have greater energy dissipation capability and by increase of diameter and thickness the damping capability and energy dissipation increase.

Keywords: shape memory alloys, shape memory effect, super elastic effect, nitinol, energy dissipation

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Authors: Sergey Ermolin, Olga Ermolin

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A Deep Convolution Neural Network with Triplet Loss is used to identify duplicate images in real-estate advertisements in the presence of image artifacts such as watermarking, cropping, hue/brightness adjustment, and others. The effects of batch normalization, spatial dropout, and various convergence methodologies on the resulting detection accuracy are discussed. For comparative Return-on-Investment study (per industry request), end-2-end performance is benchmarked on both Nvidia Titan GPUs and Intel’s Xeon CPUs. A new real-estate dataset from San Francisco Bay Area is used for this work. Sufficient duplicate detection accuracy is achieved to supplement other database-grounded methods of duplicate removal. The implemented method is used in a Proof-of-Concept project in the real-estate industry.

Keywords: visual recognition, convolutional neural networks, triplet loss, spatial batch normalization with dropout, duplicate removal, advertisement technologies, performance benchmarking

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Authors: Azazhu Wassie

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This study tried to analyze the impact of the hydrologic and hydraulic parameters (catchment area, rainfall intensity, and runoff coefficient) on the referenced study area. The study was conducted in June 2023. The Aremenie River Dam has 30 years of record, which is reasonably sufficient data. It is a matter of common experience that, due to the failure of an instrument or the absence of a gauged river, the rainfall record at quite a number of stations is incomplete. From the analysis, the 50-year return period design flood is 62.685 m³/s at 1.2 hr peak time. This implies that for this watershed, the peak flood rate per km² area of the watershed is about this value, which ensures that high rainfall in the area can generate a higher rate of runoff per km² of the generating catchment. The Aremenie Rivers carry a large amount of sediment along with water. These sediments are deposited in the reservoir upstream of the dam because of the reduction in velocity. Sediment reduces the available capacity of the reservoir with continuous sedimentation; the useful life of the reservoir goes on decreasing.

Keywords: dam design, peak flood, rainfall, reservoir capacity, runoff

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Authors: Tomola Obamuyi

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The banking system in Nigeria adopted innovative banking, with the aim of enhancing financial inclusion, and making financial services readily and cheaply available to majority of the people, and to contribute to the efficiency of the financial system. Some of the innovative services include: Automatic Teller Machines (ATMs), National Electronic Fund Transfer (NEFT), Point of Sale (PoS), internet (Web) banking, Mobile Money payment (MMO), Real-Time Gross Settlement (RTGS), agent banking, among others. The introduction of these payment systems is expected to increase bank efficiency and customers' satisfaction, culminating in better performance for the commercial banks. However, opinions differ on the possible effects of the various innovative payment systems on the performance of commercial banks in the country. Thus, this study empirically determines how commercial banks use innovation to gain competitive advantage in the specific context of Nigeria's finance and business. The study also analyses the effects of financial innovation on the performance of commercial banks, when different periods of analysis are considered. The study employed secondary data from 2009 to 2018, the period that witnessed aggressive innovation in the financial sector of the country. The Vector Autoregression (VAR) estimation technique forecasts the relative variance of each random innovation to the variables in the VAR, examine the effect of standard deviation shock to one of the innovations on current and future values of the impulse response and determine the causal relationship between the variables (VAR granger causality test). The study also employed the Multi-Criteria Decision Making (MCDM) to rank the innovations and the performance criteria of Return on Assets (ROA) and Return on Equity (ROE). The entropy method of MCDM was used to determine which of the performance criteria better reflect the contributions of the various innovations in the banking sector. On the other hand, the Range of Values (ROV) method was used to rank the contributions of the seven innovations to performance. The analysis was done based on medium term (five years) and long run (ten years) of innovations in the sector. The impulse response function derived from the VAR system indicated that the response of ROA to the values of cheques transaction, values of NEFT transactions, values of POS transactions was positive and significant in the periods of analysis. The paper also confirmed with entropy and range of value that, in the long run, both the CHEQUE and MMO performed best while NEFT was next in performance. The paper concluded that commercial banks would enhance their performance by continuously improving on the services provided through Cheques, National Electronic Fund Transfer and Point of Sale since these instruments have long run effects on their performance. This will increase the confidence of the populace and encourage more usage/patronage of these services. The banking sector will in turn experience better performance which will improve the economy of the country. Keywords: Bank performance, financial innovation, multi-criteria decision making, vector autoregression,

Keywords: Bank performance, financial innovation, multi-criteria decision making, vector autoregression

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Authors: Susmita Ghosh

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Catchment area of Damodar River, India experiences seasonal rains due to the south-west monsoon every year and depending upon the intensity of the storms, floods occur. During the monsoon season, the rainfall in the area is mainly due to active monsoon conditions. The upstream reach of Damodar river system has five dams store the water for utilization for various purposes viz, irrigation, hydro-power generation, municipal supplies and last but not the least flood moderation. But, in the downstream reach of Damodar River, known as Lower Damodar region, is severely and frequently suffering from flood due to heavy monsoon rainfall and also release from upstream reservoirs. Therefore, an effective flood management study is required to know in depth the nature and extent of flood, water logging, and erosion related problems, affected area, and damages in the Lower Damodar region, by conducting mathematical model study. The design flood or discharge is needed to decide to assign the respective model for getting several scenarios from the simulation runs. The ultimate aim is to achieve a sustainable flood management scheme from the several alternatives. there are various methods for estimating flood discharges to be carried through the rivers and their tributaries for quick drainage from inundated areas due to drainage congestion and excess rainfall. In the present study, the flood frequency analysis is performed to decide the design flood discharge of the study area. This, on the other hand, has limitations in respect of availability of long peak flood data record for determining long type of probability density function correctly. If sufficient past records are available, the maximum flood on a river with a given frequency can safely be determined. The floods of different frequency for the Damodar has been calculated by five candidate distributions i.e., generalized extreme value, extreme value-I, Pearson type III, Log Pearson and normal. Annual peak discharge series are available at Durgapur barrage for the period of 1979 to 2013 (35 years). The available series are subjected to frequency analysis. The primary objective of the flood frequency analysis is to relate the magnitude of extreme events to their frequencies of occurrence through the use of probability distributions. The design flood for return periods of 10, 15 and 25 years return period at Durgapur barrage are estimated by flood frequency method. It is necessary to develop flood hydrographs for the above floods to facilitate the mathematical model studies to find the depth and extent of inundation etc. Null hypothesis that the distributions fit the data at 95% confidence is checked with goodness of fit test, i.e., Chi Square Test. It is revealed from the goodness of fit test that the all five distributions do show a good fit on the sample population and is therefore accepted. However, it is seen that there is considerable variation in the estimation of frequency flood. It is therefore considered prudent to average out the results of these five distributions for required frequencies. The inundated area from past data is well matched using this flood.

Keywords: design discharge, flood frequency, goodness of fit, sustainable flood management

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Authors: Binish Ahmed

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Corporate Social Responsibility (CSR) is regarded as voluntary behaviors that contribute to the social welfare based on the concept of sustainable development. The corporations should not only stress on their economic and business outcomes but also pay attention to their effect on the society and environment. It could attract investors and customers, as well as maintain a positive interaction with the government. In spite of the broad diffusion, and its potential significance to employees' perspective, CSR is now examined and has built-in Organizational Behavior (OB), and Human Resource Management (HRM) look into the broad structure of relationship between employees' perspective, work attitudes and behavior to improve the research on CSR. The purpose of this research is to investigate the impact of employees’ perception of CSR on work attitudes and behaviors of employees. A conceptual framework is proposed, based on the literature and practices. The research would conduct the primary data survey of convenient sampling from the employees and managers-using detailed questionnaire- to address the following questions. The survey of 180 respondents of age greater than 20 having at least six-month experience from companies based in Karachi are source of data. The application of professional empirical models for data analysis and interpretation are source to draw the conclusion. 1. What are the dynamics of CSR in an organization? Why is it important to have a CSR department? What sort of business approach are CSR activities practiced? Do CSR activities improve the quality of life of workplace? And, how it linked with welfare of society? 2. How the positive job attitude and behavior does encourage the employees about the perception of CSR? How is it linked with the job satisfaction? What is the relationship between employees’ perception of CSR and job satisfaction?

Keywords: corporate social responsibility, job satisfaction, organizational commitment, work behaviors

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Authors: Saleh Komies, Mona Alharbi, Razan Alhayyani, Mozah Almulhim, Roseanne Khawaja, Ahmed Alradhi

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One of the proposed solutions that faces some challenges is encouraging sustainable energy consumption across Saudi Arabia through crowdfunding platforms. To address these challenges, we need to determine the level of awareness of crowdfunding and green projects, as well as the preferences and willingness of Saudis to utilize crowdfunding as an alternative funding source for green projects in Saudi Arabia. In this study, we aim to determine the influence of environmental awareness and concern on the propensity to crowdfund green projects. The survey is being conducted as part of environmental initiatives to assess public perceptions and opinions on crowdfunding green projects in Saudi Arabia. A total of 450 responses to an online questionnaire distributed via convenience and snowball sampling were utilized for data analysis. The survey reveals that Saudis have a low understanding of crowdfunding concepts and a relatively high understanding of implementing green projects. The public is interested in crowdfunding green projects if there is a return on investment.

Keywords: crowdfunding, green projects, awareness, Saudi Arabia, energy, solar, wind

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Authors: Alireza Monzavi Chaleshtari, Mahnaz Aliakbari Dehkordi, Seyedeh Somayeh Amiri, Mozhgan Shakhseniaei, Amin Asadi Hieh

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The purpose of this research was to determine the effectiveness of sexual cognitive behavioral therapy on strategic thinking and communication patterns of couples in colostomy patients. In this study, experimental research was conducted with a pre-test and post-test design with a control group and a follow-up period. The statistical population studied were married female colostomy patients referring to the Iranian Ostomy Association. 30 qualified people were selected by voluntary sampling and randomly divided into two experimental and control groups (15 people in each group). Both groups responded to Goleman's strategic thinking (2007) and the communication patterns of Christensen and Sulawai questionnaires (1984). The results of covariance analysis showed that sexual cognitive behavioral therapy has an effect on improving strategic thinking. Based on the results of this test, sexual cognitive behavioral therapy is effective in improving the strategic thinking of colostomy patients until the follow-up stage. Also, sexual cognitive behavioral therapy has an effect on improving the communication patterns of couples in colostomy patients. Based on the results of this test, sexual cognitive behavioral therapy is effective in improving communication patterns of couples in patients with colostomy until the follow-up stage. Based on the results of this research, sexual cognitive behavioral therapy can be used to improve strategic thinking and communication patterns of couples of colostomy patients.

Keywords: sexual cognitive behavioral therapy, strategic thinking, communication patterns of couples, colostomy

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Authors: Deniz Peksen

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This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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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

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Authors: Hilalah Alturkistani, Alaa AlFaadhel, Nora AlJahani, Fatiha Djebbar

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Cloud computing is one of the most widely used technology which provides opportunities and services to government entities, large companies, and standard users. However, cybersecurity risk management studies of cloud computing and resiliency approaches are lacking. This paper proposes resilient cloud cybersecurity risk assessment and management tailored specifically, to Dropbox with two approaches:1) technical-based solution motivated by a cybersecurity risk assessment of cloud services, and 2)a target personnel-based solution guided by cybersecurity-related survey among employees to identify their knowledge that qualifies them withstand to any cyberattack. The proposed work attempts to identify cloud vulnerabilities, assess threats and detect high risk components, to finally propose appropriate safeguards such as failure predicting and removing, redundancy or load balancing techniques for quick recovery and return to pre-attack state if failure happens.

Keywords: cybersecurity risk management plan, resilient cloud computing, cyberattacks, cybersecurity risk assessment

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Authors: G. K. S. Prakash, Rao K. Srinivasa

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MEMS plays an important role in wide range of applications like biological, automobiles, military and communication engineering. This paper mainly investigates on capacitive shunt RF MEMS switch with low actuation voltage and low insertion losses. To trim the pull-in voltage, a step structure has introduced to trim air gap between the beam and the dielectric layer with that pull in voltage is trim to 2.9 V. The switching time of the proposed switch is 39.1μs, and capacitance ratio is 67. To get more isolation, we have used aluminum nitride as dielectric material instead of silicon nitride (Si₃N₄) and silicon dioxide (SiO₂) because aluminum nitride has high dielectric constant (εᵣ = 9.5) increases the OFF capacitance and eventually increases the isolation of the switch. The results show that the switch is ON state involves return loss (S₁₁) less than -25 dB up to 40 GHz and insertion loss (S₂₁) is more than -1 dB up to 35 GHz. In OFF state switch shows maximum isolation (S₂₁) of -38 dB occurs at a frequency of 25-27 GHz for K band applications.

Keywords: RF MEMS, actuation voltage, isolation loss, switches

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Authors: Mefteh Bouhalleb

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With the recent progress in nanotechnology, nanofluids have excellent potentiality in many modern engineering processes, particularly for solar systems such as concentrated solar power plants (CSP). In this context, a numerical simulation is performed to investigate laminar natural convection nanofluids in an inclined rectangular enclosure. Mass conservation, momentum, and energy equations are numerically solved by the finite volume element method using the SIMPLER algorithm for pressure-velocity coupling. In this work, we tested the acting factors on the system response time, such as the particle volume fraction of nanoparticles, particle material, particle size, an inclination angle of enclosure and Rayleigh number. The results show that the diameter of solid particles and Rayleigh number plays an important role in the system response time. The orientation angle of the cavity affects the system response time. A phenomenon of hysteresis appears when the system does not return to its initial state.

Keywords: nanofluid, nanoparticles, heat transfer, time response

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Authors: Safayat Ali Shaikh

Abstract:

Software has been developed for optimal cropping pattern in an irrigation project considering land constraint, water availability constraint and pick up flow constraint using modified Simplex Algorithm. Artificial Neural Network Models (ANN) have been developed to predict rainfall. AR (1) model used to generate 1000 years rainfall data to train the ANN. Simulation has been done with expected rainfall data. Eight number crops and three types of soil class have been considered for optimization model. Area under each crop and each soil class have been quantified using Modified Simplex Algorithm to get optimum net return. Efficacy of the software has been tested using data of large irrigation project in India.

Keywords: artificial neural network, large irrigation project, modified simplex algorithm, optimal cropping pattern

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Authors: K. Badron, A. F. Ismail, A. L. Asnawi, N. F. A. Malik, S. Z. Abidin, S. Dzulkifly

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The occurrences of precipitation, also commonly referred as rain, in the form of "convective" and "stratiform" have been identified to exist worldwide. In this study, the radar return echoes or known as reflectivity values acquired from radar scans have been exploited in the process of classifying the type of rain endured. The investigation use radar data from Malaysian Meteorology Department (MMD). It is possible to discriminate the types of rain experienced in tropical region by observing the vertical characteristics of the rain structure. .Heavy rain in tropical region profoundly affects radiowave signals, causing transmission interference and signal fading. Required wireless system fade margin depends on the type of rain. Information relating to the two mentioned types of rain is critical for the system engineers and researchers in their endeavour to improve the reliability of communication links. This paper highlights the quantification of percentage occurrences over one year period in 2009.

Keywords: stratiform, convective, tropical region, attenuation radar reflectivity

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Authors: Raphael M. Ritti-Dias, Marilia A. Correia, Wagner J. R. Domingues, Aline C. Palmeira, Paulo Longano, Nelson Wolosker, Lauro C. Vianna, Gabriel G. Cucato

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Patients with peripheral arterial disease (PAD) have a high prevalence of hypertension, which contributes to a high risk of acute cardiovascular events and cardiovascular mortality. Strategies to reduce cardiovascular risk of these patients are needed. Meta-analysis studies have shown that isometric handgrip training promotes reductions in clinical blood pressure in normotensive, pre-hypertensive and hypertensive individuals. However, the effect of this exercise training on other cardiovascular function indicators in PAD patients remains unknown. Thus, the aim of this study was to analyze the effects of isometric handgrip training on blood pressure in patients with PAD. In this clinical trial, 28 patients were randomly allocated into two groups: isometric handgrip training (HG) and control (CG). The HG conducted the unilateral handgrip training three days per week (four sets of two minutes, with 30% of maximum voluntary contraction with an interval of four minutes between sets). CG was encouraged to increase their physical activity levels. At baseline and after eight weeks blood pressure and heart rate were obtained. ANOVA two-way for repeated measures with the group (GH and GC) and time (pre- and post-intervention) as factors was performed. After 8 weeks of training there were no significant changes in systolic blood pressure (HG pre 141 ± 24.0 mmHg vs. HG post 142 ± 22.0 mmHg; CG pre 140 ± 22.1 mmHg vs. CG post 146 ± 16.2 mmHg; P=0.18), diastolic blood pressure (HG pre 74 ± 10.4 mmHg vs. HG post 74 ± 11.9 mmHg; CG pre 72 ± 6.9 mmHg vs. CG post 74 ± 8.0 mmHg; P=0.22) and heart rate (HG pre 61 ± 10.5 bpm vs. HG post 62 ± 8.0 bpm; CG pre 64 ± 11.8 bpm vs. CG post 65 ± 13.6 bpm; P=0.81). In conclusion, our preliminary data indicate that isometric handgrip training did not modify blood pressure and heart rate in patients with PAD.

Keywords: blood pressure, exercise, isometric, peripheral artery disease

Procedia PDF Downloads 315

Authors: Shrinivas P. Mahajan, Aarti C. Kshirsagar

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Wireless communication technology is rapidly changing with recent developments in portable devices and communication protocols. This has generated demand for more advanced and compact antenna structures and therefore, proposed work focuses on Meander Line Antenna (MLA) design. Here, Pentaband MLA is designed on a FR4 substrate (85 mm x 40 mm) with dielectric constant (ϵr) 4.4, loss tangent (tan ) 0.018 and height 1.6 mm with coplanar feed and open stub structure. It can be operated in LTE (0.670 GHz-0.696 GHz) GPS (1.564 GHz-1.579 GHz), WCDMA (1.920 GHz-2.135 GHz), LTE UL frequency band 23 (2-2.020 GHz) and 5G (3.10 GHz-3.550 GHz) application bands. Also, it gives good performance in terms of Return Loss (RL) which is < -10 dB, impedance bandwidth with maximum Bandwidth (BW) up to 0.21 GHz and realized gains with maximum gain up to 3.28 dBi. Antenna is simulated with open stub and without open stub structures to see the effect on impedance BW coverage. In addition to this, it is checked with human hand and head phantoms to assure that it falls within specified Specific Absorption Rate (SAR) limits.

Keywords: coplanar feed, L shaped ground, Meander Line Antenna, MLA, Phantom, Specific Absorption Rate, SAR

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Authors: Salima R. Rajwani, Tazeen Ali, Rubina Barolia, Yasmin Parpio, Nasreen Alwani, Salima B. Virani

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Introduction: Nurses and physicians have a critical role in initiating lifesaving interventions during cardiac arrest. It is important that timely delivery of high quality Cardio Pulmonary Resuscitation (CPR) with advanced resuscitation skills and management of cardiac arrhythmias is a key dimension of code during cardiac arrest. It will decrease the chances of patient survival if the healthcare professionals are unable to initiate CPR timely. Moreover, traditional training will not prepare physicians and nurses at a competent level and their knowledge level declines over a period of time. In this regard, simulation training has been proven to be effective in promoting resuscitation skills. Simulation teaching learning strategy improves knowledge level, and skills performance during resuscitation through experiential learning without compromising patient safety in real clinical situations. The purpose of the study is to evaluate the effectiveness of simulation training in Advanced Cardiac Life Support Courses by using the selfefficacy tool. Methods: The study design is a quantitative research design and non-randomized quasi-experimental study design. The study examined the effectiveness of simulation through self-efficacy in two instructional methods; one is Medium Fidelity Simulation (MFS) and second is Traditional Training Method (TTM). The sample size was 220. Data was compiled by using the SPSS tool. The standardized simulation based training increases self-efficacy, knowledge, and skills and improves the management of patients in actual resuscitation. Results: 153 students participated in study; CG: n = 77 and EG: n = 77. The comparison was done between arms in pre and post-test. (F value was 1.69, p value is <0.195 and df was 1). There was no significant difference between arms in the pre and post-test. The interaction between arms was observed and there was no significant difference in interaction between arms in the pre and post-test. (F value was 0.298, p value is <0.586 and df is 1. However, the results showed self-efficacy scores were significantly higher within experimental group in post-test in advanced cardiac life support resuscitation courses as compared to Traditional Training Method (TTM) and had overall (p <0.0001) and F value was 143.316 (mean score was 45.01 and SD was 9.29) verses pre-test result showed (mean score was 31.15 and SD was 12.76) as compared to TTM in post-test (mean score was 29.68 and SD was 14.12) verses pre-test result showed (mean score was 42.33 and SD was 11.39). Conclusion: The standardized simulation-based training was conducted in the safe learning environment in Advanced Cardiac Life Suport Courses and physicians and nurses benefited from self-confidence, early identification of life-threatening scenarios, early initiation of CPR, and provides high-quality CPR, timely administration of medication and defibrillation, appropriate airway management, rhythm analysis and interpretation, and Return of Spontaneous Circulation (ROSC), team dynamics, debriefing, and teaching and learning strategies that will improve the patient survival in actual resuscitation.

Keywords: advanced cardiac life support, cardio pulmonary resuscitation, return of spontaneous circulation, simulation

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Authors: Jessada Monthasuwan, Charinsak Saetiaw, Chanchai Thongsopa

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This paper presents the development and design of the curved rectangular patch arrays antenna for small missile application. This design uses a 0.1mm flexible copper sheet on the front layer and back layer, and a 1.8mm PVC substrate on a middle layer. The study used a small missile model with 122mm diameter size with speed 1.1 Mach and frequency range on ISM 2.4 GHz. The design of curved antenna can be installation on a cylindrical object like a missile. So, our proposed antenna design will have a small size, lightweight, low cost, and simple structure. The antenna was design and analysis by a simulation result from CST microwave studio and confirmed with a measurement result from a prototype antenna. The proposed antenna has a bandwidth covering the frequency range 2.35-2.48 GHz, the return loss below -10 dB and antenna gain 6.5 dB. The proposed antenna can be applied with a small guided missile effectively.

Keywords: rectangular patch arrays, small missile antenna, antenna design and simulation, cylinder PVC tube

Procedia PDF Downloads 298

Authors: Magaya Rutendo P., Mutibvu Tonderai, Nyahangare emmanuel T., Ncube Sharai

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This study aimed to evaluate the effects of phytase and tannase addition in broiler diets on growth performance and meat quality of broilers fed sorghum-based diets. Twelve experimental diets were formulated at three sorghum levels, which include 0, 50, and 100%, and 4 enzyme levels: No enzyme, 5000FTU phytase, 25TU tannase, and a combination of 5000FTU phytase plus 25TU tannase. Data on voluntary feed intake, average weekly weight gain and feed conversion ratio were recorded and used to assess growth performance. Meat technical and nutritional parameters were used to determine meat quality. Broilers fed total sorghum diets with phytase and tannase enzyme combination had the highest feed intake in the first (24.4 ± 0.04g/bird/day) and second weeks of life (23.0 ± 1.06g/bird/day), respectively. Complete sorghum diets with phytase (83.0 ± 0.88g/bird/day) and tannase (122.0 ± 0.88g/bird/day) showed the highest feed intake in the third and fourth weeks, respectively. Broilers fed 50% sorghum diets with tannase (135.3 ± 0.05g/bird/day) and complete maize diets with phytase (158.1 ± 0.88g/bird/day) had the highest feed intake during weeks five and six, respectively. Broilers fed a 50% sorghum diet without enzymes had the highest weight gain in the final week (606.5 ± 32.39g). Comparable feed conversion was observed in birds fed complete maize and 50% sorghum diets. Dietary treatment significantly influences the live body, carcass, liver, kidneys, abdominal fat pad weight, and intestinal length. However, it did not affect Pectoralis major meat nutritional and technical parameters.

Keywords: feed efficiency, sorghum, carcass, exogenous enzymes

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Authors: Rodrigo Arnaldo Scarpel

Abstract:

Trend following is a widely accepted investment strategy that adopts a rule-based trading mechanism that rather than striving to predict market direction or on information gathering to decide when to buy and when to sell a stock. Thus, in trend following one must respond to market’s movements that has recently happen and what is currently happening, rather than on what will happen. Optimally, in trend following strategy, is to catch a bull market at its early stage, ride the trend, and liquidate the position at the first evidence of the subsequent bear market. For applying the trend following strategy one needs to find the trend and identify trade signals. In order to avoid false signals, i.e., identify fluctuations of short, mid and long terms and to separate noise from real changes in the trend, most academic works rely on moving averages and other technical analysis indicators, such as the moving average convergence divergence (MACD) and the relative strength index (RSI) to uncover intelligible stock trading rules following trend following strategy philosophy. Recently, some works has applied machine learning techniques for trade rules discovery. In those works, the process of rule construction is based on evolutionary learning which aims to adapt the rules to the current environment and searches for the global optimum rules in the search space. In this work, instead of focusing on the usage of machine learning techniques for creating trading rules, a time series trend classification employing a semi-supervised approach was used to early identify both the beginning and the end of upward and downward trends. Such classification model can be employed to identify trade signals and the decision-making procedure is that if an up-trend (down-trend) is identified, a buy (sell) signal is generated. Semi-supervised learning is used for model training when only part of the data is labeled and Semi-supervised classification aims to train a classifier from both the labeled and unlabeled data, such that it is better than the supervised classifier trained only on the labeled data. For illustrating the proposed approach, it was employed daily trade information, including the open, high, low and closing values and volume from January 1, 2000 to December 31, 2022, of the São Paulo Exchange Composite index (IBOVESPA). Through this time period it was visually identified consistent changes in price, upwards or downwards, for assigning labels and leaving the rest of the days (when there is not a consistent change in price) unlabeled. For training the classification model, a pseudo-label semi-supervised learning strategy was used employing different technical analysis indicators. In this learning strategy, the core is to use unlabeled data to generate a pseudo-label for supervised training. For evaluating the achieved results, it was considered the annualized return and excess return, the Sortino and the Sharpe indicators. Through the evaluated time period, the obtained results were very consistent and can be considered promising for generating the intended trading signals.

Keywords: evolutionary learning, semi-supervised classification, time series data, trading signals generation

Procedia PDF Downloads 68