Search results for: ARCH
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 99

Search results for: ARCH

69 Investigation of Vortex Induced Vibration and Galloping Characteristic for Various Shape Slender Bridge Hanger

Authors: Matza Gusto Andika, Syariefatunnisa

Abstract:

Hanger at the arch bridges is an important part to transfer load on the bridge deck onto the arch. Bridges are subjected to several types of loadings, such as dead load, temperature load, wind load, moving loads etc. Usually the hanger bridge has a typical bluff body shape such as circle, square, H beam, etc. When flow past bluff body, the flow separates from the body surface generating an unsteady broad wake. These vortices are shed to the wake periodically with some frequency that is related to the undisturbed wind speed and the size of the cross-section body by the well-known Strouhal relationship. The dynamic characteristic and hanger shape are crucial for the evaluation of vortex induced vibrations and structural vibrations. The effect of vortex induced vibration is not catastrophic as a flutter phenomenon, but it can make fatigue failure to the structure. Wind tunnel tests are conducted to investigate the VIV and galloping effect at circle, hexagonal, and H beam bluff body for hanger bridge. From this research, the hanger bridge with hexagonal shape has a minimum vibration amplitude due to VIV phenomenon compared to circle and H beam. However, when the wind bruises the acute angle of hexagon shape, the vibration amplitude of bridge hanger with hexagonal shape is higher than the other bluff body.

Keywords: vortex induced vibration, hanger bridge, wind tunnel, galloping

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68 Finite Element Simulation of Four Point Bending of Laminated Veneer Lumber (LVL) Arch

Authors: Eliska Smidova, Petr Kabele

Abstract:

This paper describes non-linear finite element simulation of laminated veneer lumber (LVL) under tensile and shear loads that induce cracking along fibers. For this purpose, we use 2D homogeneous orthotropic constitutive model of tensile and shear fracture in timber that has been recently developed and implemented into ATENA® finite element software by the authors. The model captures (i) material orthotropy for small deformations in both linear and non-linear range, (ii) elastic behavior until anisotropic failure criterion is fulfilled, (iii) inelastic behavior after failure criterion is satisfied, (iv) different post-failure response for cracks along and across the grain, (v) unloading/reloading behavior. The post-cracking response is treated by fixed smeared crack model where Reinhardt-Hordijk function is used. The model requires in total 14 input parameters that can be obtained from standard tests, off-axis test results and iterative numerical simulation of compact tension (CT) or compact tension-shear (CTS) test. New engineered timber composites, such as laminated veneer lumber (LVL), offer improved structural parameters compared to sawn timber. LVL is manufactured by laminating 3 mm thick wood veneers aligned in one direction using water-resistant adhesives (e.g. polyurethane). Thus, 3 main grain directions, namely longitudinal (L), tangential (T), and radial (R), are observed within the layered LVL product. The core of this work consists in 3 numerical simulations of experiments where Radiata Pine LVL and Yellow Poplar LVL were involved. The first analysis deals with calibration and validation of the proposed model through off-axis tensile test (at a load-grain angle of 0°, 10°, 45°, and 90°) and CTS test (at a load-grain angle of 30°, 60°, and 90°), both of which were conducted for Radiata Pine LVL. The second finite element simulation reproduces load-CMOD curve of compact tension (CT) test of Yellow Poplar with the aim of obtaining cohesive law parameters to be used as an input in the third finite element analysis. That is four point bending test of small-size arch of 780 mm span that is made of Yellow Poplar LVL. The arch is designed with a through crack between two middle layers in the crown. Curved laminated beams are exposed to high radial tensile stress compared to timber strength in radial tension in the crown area. Let us note that in this case the latter parameter stands for tensile strength in perpendicular direction with respect to the grain. Standard tests deliver most of the relevant input data whereas traction-separation law for crack along the grain can be obtained partly by inverse analysis of compact tension (CT) test or compact tension-shear test (CTS). The initial crack was modeled as a narrow gap separating two layers in the middle the arch crown. Calculated load-deflection curve is in good agreement with the experimental ones. Furthermore, crack pattern given by numerical simulation coincides with the most important observed crack paths.

Keywords: compact tension (CT) test, compact tension shear (CTS) test, fixed smeared crack model, four point bending test, laminated arch, laminated veneer lumber LVL, off-axis test, orthotropic elasticity, orthotropic fracture criterion, Radiata Pine LVL, traction-separation law, yellow poplar LVL, 2D constitutive model

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67 The Effect of Finding and Development Costs and Gas Price on Basins in the Barnett Shale

Authors: Michael Kenomore, Mohamed Hassan, Amjad Shah, Hom Dhakal

Abstract:

Shale gas reservoirs have been of greater importance compared to shale oil reservoirs since 2009 and with the current nature of the oil market, understanding the technical and economic performance of shale gas reservoirs is of importance. Using the Barnett shale as a case study, an economic model was developed to quantify the effect of finding and development costs and gas prices on the basins in the Barnett shale using net present value as an evaluation parameter. A rate of return of 20% and a payback period of 60 months or less was used as the investment hurdle in the model. The Barnett was split into four basins (Strawn Basin, Ouachita Folded Belt, Forth-worth Syncline and Bend-arch Basin) with analysis conducted on each of the basin to provide a holistic outlook. The dataset consisted of only horizontal wells that started production from 2008 to at most 2015 with 1835 wells coming from the strawn basin, 137 wells from the Ouachita folded belt, 55 wells from the bend-arch basin and 724 wells from the forth-worth syncline. The data was analyzed initially on Microsoft Excel to determine the estimated ultimate recoverable (EUR). The range of EUR from each basin were loaded in the Palisade Risk software and a log normal distribution typical of Barnett shale wells was fitted to the dataset. Monte Carlo simulation was then carried out over a 1000 iterations to obtain a cumulative distribution plot showing the probabilistic distribution of EUR for each basin. From the cumulative distribution plot, the P10, P50 and P90 EUR values for each basin were used in the economic model. Gas production from an individual well with a EUR similar to the calculated EUR was chosen and rescaled to fit the calculated EUR values for each basin at the respective percentiles i.e. P10, P50 and P90. The rescaled production was entered into the economic model to determine the effect of the finding and development cost and gas price on the net present value (10% discount rate/year) as well as also determine the scenario that satisfied the proposed investment hurdle. The finding and development costs used in this paper (assumed to consist only of the drilling and completion costs) were £1 million, £2 million and £4 million while the gas price was varied from $2/MCF-$13/MCF based on Henry Hub spot prices from 2008-2015. One of the major findings in this study was that wells in the bend-arch basin were least economic, higher gas prices are needed in basins containing non-core counties and 90% of the Barnet shale wells were not economic at all finding and development costs irrespective of the gas price in all the basins. This study helps to determine the percentage of wells that are economic at different range of costs and gas prices, determine the basins that are most economic and the wells that satisfy the investment hurdle.

Keywords: shale gas, Barnett shale, unconventional gas, estimated ultimate recoverable

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66 A Case of Prosthetic Vascular-Graft Infection Due to Mycobacterium fortuitum

Authors: Takaaki Nemoto

Abstract:

Case presentation: A 69-year-old Japanese man presented with a low-grade fever and fatigue that had persisted for one month. The patient had an aortic dissection on the aortic arch 13 years prior, an abdominal aortic aneurysm seven years prior, and an aortic dissection on the distal aortic arch one year prior, which were all treated with artificial blood-vessel replacement surgery. Laboratory tests revealed an inflammatory response (CRP 7.61 mg/dl), high serum creatinine (Cr 1.4 mg/dL), and elevated transaminase (AST 47 IU/L, ALT 45 IU/L). The patient was admitted to our hospital on suspicion of prosthetic vascular graft infection. Following further workups on the inflammatory response, an enhanced chest computed tomography (CT) and a non-enhanced chest DWI (MRI) were performed. The patient was diagnosed with a pulmonary fistula and a prosthetic vascular graft infection on the distal aortic arch. After admission, the patient was administered Ceftriaxion and Vancomycine for 10 days, but his fever and inflammatory response did not improve. On day 13 of hospitalization, a lung fistula repair surgery and an omental filling operation were performed, and Meropenem and Vancomycine were administered. The fever and inflammatory response continued, and therefore we took repeated blood cultures. M. fortuitum was detected in a blood culture on day 16 of hospitalization. As a result, we changed the treatment regimen to Amikacin (400 mg/day), Meropenem (2 g/day), and Cefmetazole (4 g/day), and the fever and inflammatory response began to decrease gradually. We performed a test of sensitivity for Mycobacterium fortuitum, and found that the MIC was low for fluoroquinolone antibacterial agent. The clinical course was good, and the patient was discharged after a total of 8 weeks of intravenous drug administration. At discharge, we changed the treatment regimen to Levofloxacin (500 mg/day) and Clarithromycin (800 mg/day), and prescribed these two drugs as a long life suppressive therapy. Discussion: There are few cases of prosthetic vascular graft infection caused by mycobacteria, and a standard therapy remains to be established. For prosthetic vascular graft infections, it is ideal to provide surgical and medical treatment in parallel, but in this case, surgical treatment was difficult and, therefore, a conservative treatment was chosen. We attempted to increase the treatment success rate of this refractory disease by conducting a susceptibility test for mycobacteria and treating with different combinations of antimicrobial agents, which was ultimately effective. With our treatment approach, a good clinical course was obtained and continues at the present stage. Conclusion: Although prosthetic vascular graft infection resulting from mycobacteria is a refractory infectious disease, it may be curative to administer appropriate antibiotics based on the susceptibility test in addition to surgical treatment.

Keywords: prosthetic vascular graft infection, lung fistula, Mycobacterium fortuitum, conservative treatment

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65 Structural Design for Effective Load Balancing of the Iron Frame in Manhole Lid

Authors: Byung Il You, Ryun Oh, Gyo Woo Lee

Abstract:

Manhole refers to facilities that are accessible to the people cleaning and inspection of sewer, and its covering is called manhole lid. Manhole lid is typically made of a cast iron material. Due to the heavy weight of the cast iron manhole lids their installation and maintenance are not easy, and an electrical shock and corrosion aging of them can cause critical problems. The manhole body and the lid manufacturing using the fiber-reinforced composite material can reduce the weight considerably compared to the cast iron manhole. But only the fiber reinforcing is hard to maintain the heavy load, and the method of the iron frame with double injection molding of the composite material has been proposed widely. In this study reflecting the situation of this market, the structural design of the iron frame for the composite manhole lid was carried out. Structural analysis with the computer simulation for the effectively distributed load on the iron frame was conducted. In addition, we want to assess manufacturing costs through the comparing of weights and number of welding spots of the frames. Despite the cross-sectional area is up to 38% compared with the basic solid form the maximum von Mises stress is increased at least about 7 times locally near the rim and the maximum strain in the central part of the lid is about 5.5 times. The number of welding points related to the manufacturing cost was increased gradually with the more complicated shape. Also, the higher the height of the arch in the center of the lid the better result might be obtained. But considering the economic aspect of the composite fabrication we determined the same thickness as the frame for the height of the arch at the center of the lid. Additionally in consideration of the number of the welding points we selected the hexagonal as the optimal shape. Acknowledgment: These are results of a study on the 'Leaders Industry-university Cooperation' Project, supported by the Ministry of Education (MOE).

Keywords: manhole lid, iron frame, structural design, computer simulation

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64 Effects of Modified Low-Dye Taping on First Ray Mobility Test and Sprint Time

Authors: Yu-Ju Tsai, Ching-Chun Wang, Wen-Tzu Tang, Huei-Ming Chai

Abstract:

A pronated foot is frequently associated with a hypermobile first ray, then developing further severe foot problems. Low-Dye taping with athletic tape has been widely used to restrict excessive first ray motion and re-build height of the medial longitudinal arch in general population with pronated foot. It is not the case, however, for sprinters since they feel too much restriction of foot motions. Currently, the kinesio tape, more elastic than the athletic tape, has been widely used to re-adjust joint positions. It was interesting whether modified low-Dye taping using kinesio tape was beneficial for altering first ray mobility and still giving enough arch support. The purpose of this study was to investigate the effect of modified low-Dye taping on first ray mobility test and 60-m sprint time for sprinters with pronated foot. The significance of this study provides new insight into a treatment alternative of modified low-Dye taping for sprinter with pronated foot. Ten young male sprinters, aged 20.8±1.6 years, with pronated foot were recruited for this study. The pronated foot was defined as the foot that the navicular drop test was greater than 1.0 cm. Three optic shutters were placed at the start, 30-m, and 60-m sites to record sprint time. All participants were asked to complete 3 trials of the 60-m dash with both taping and non-taping conditions in a random order. The low-Dye taping was applied using the method postulated by Ralph Dye in 1939 except the kinesio tape was used instead. All outcome variables were recorded for taping and non-taping conditions. Paired t-tests were used to analyze all outcome variables between 2 conditions. Although there were no statistically significant differences in dorsal and plantar mobility between taping and non-taping conditions, a statistical significance was found in a total range of motion (dorsiflexion plus plantarflexion angle) of the first ray when a modified low-Dye taping was applied (p < 0.05). Time to complete 60-m sprint was significantly increased with low-Dye taping (p < 0.05) while no significance was found for time to 30-m. it indicated that modified low-Dye taping changed maximum sprint speed of 60-m dash. Conclusively, modified low-Dye taping was capable of increasing first ray mobility and further altered maximum sprint speed.

Keywords: first ray mobility, kinesio taping, pronated foot, sprint time

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63 Mild Hypothermia Versus Normothermia in Patients Undergoing Cardiac Surgery: A Propensity Matched Analysis

Authors: Ramanish Ravishankar, Azar Hussain, Mahmoud Loubani, Mubarak Chaudhry

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Background and Aims: Currently, there are no strict guidelines in cardiopulmonary bypass temperature management in cardiac surgery not involving the aortic arch. This study aims to compare patient outcomes undergoing mild hypothermia and normothermia. The aim of this study was to compare patient outcomes between mild hypothermia and normothermia undergoing on-pump cardiac surgery not involving the aortic arch. Methods: This was a retrospective cohort study from January 2015 until May 2023. Patients who underwent cardiac surgery with cardiopulmonary bypass temperatures ≥32oC were included and stratified into mild hypothermia (32oC – 35oC) and normothermia (>35oC) cohorts. Propensity matching was applied through the nearest neighbour method (1:1) using the risk factors detailed in the EuroScore using RStudio. The primary outcome was mortality. Secondary outcomes included post-op stay, intensive care unit readmission, re-admission, stroke, and renal complications. Patients who had major aortic surgery and off-pump operations were excluded. Results: Each cohort had 1675 patients. There was a significant increase in overall mortality with the mild hypothermia cohort (3.59% vs. 2.32%; p=0.04912). There was also a greater stroke incidence (2.09% vs. 1.13%; p=0.0396) and transient ischaemic attack (TIA) risk (3.1% vs. 1.49%; p=0.0027). There was no significant difference in renal complications (9.13% vs. 7.88%; p=0.2155). Conclusions: Patient’s who underwent mild hypothermia during cardiopulmonary bypass have a significantly greater mortality, stroke, and transient ischaemic attack incidence. Mild hypothermia does not appear to provide any benefit over normothermia and does not appear to provide any neuroprotective benefits. This shows different results to that of other major studies; further trials and studies need to be conducted to reach a consensus.

Keywords: cardiac surgery, therapeutic hypothermia, neuroprotection, cardiopulmonary bypass

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62 Design of Smart Catheter for Vascular Applications Using Optical Fiber Sensor

Authors: Lamiek Abraham, Xinli Du, Yohan Noh, Polin Hsu, Tingting Wu, Tom Logan, Ifan Yen

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In the field of minimally invasive, smart medical instruments such as catheters and guidewires are typically used at a remote distance to gain access to the diseased artery, often negotiating tortuous, complex, and diseased vessels in the process. Three optical fiber sensors with a diameter of 1.5mm each that are 120° apart from each other is proposed to be mounted into a catheter-based pump device with a diameter of 10mm. These sensors are configured to solve the challenges surgeons face during insertion through curvy major vessels such as the aortic arch. Moreover, these sensors deal with providing information on rubbing the walls and shape sensing. This study presents an experimental and mathematical models of the optical fiber sensors with 2 degrees of freedom. There are two eight gear-shaped tubes made up of 3D printed thermoplastic Polyurethane (TPU) material that are connected. The optical fiber sensors are mounted inside the first tube for protection from external light and used TPU material as a prototype for a catheter. The second tube is used as a flat reflection for the light intensity modulation-based optical fiber sensors. The first tube is attached to the linear guide for insertion and withdrawal purposes and can manually turn it 45° by manipulating the tube gear. A 3D hard material phantom was developed that mimics the aortic arch anatomy structure in which the test was carried out. During the insertion of the sensors into the 3D phantom, datasets are obtained in terms of voltage, distance, and position of the sensors. These datasets reflect the characteristics of light intensity modulation of the optical fiber sensors with a plane project of the aortic arch structure shape. Mathematical modeling of the light intensity was carried out based on the projection plane and experiment set-up. The performance of the system was evaluated in terms of its accuracy in navigating through the curvature and information on the position of the sensors by investigating 40 single insertions of the sensors into the 3D phantom. The experiment demonstrated that the sensors were effectively steered through the 3D phantom curvature and to desired target references in all 2 degrees of freedom. The performance of the sensors echoes the reflectance of light theory, where the smaller the radius of curvature, the more of the shining LED lights are reflected and received by the photodiode. A mathematical model results are in good agreement with the experiment result and the operation principle of the light intensity modulation of the optical fiber sensors. A prototype of a catheter using TPU material with three optical fiber sensors mounted inside has been developed that is capable of navigating through the different radius of curvature with 2 degrees of freedom. The proposed system supports operators with pre-scan data to make maneuverability and bendability through curvy major vessels easier, accurate, and safe. The mathematical modelling accurately fits the experiment result.

Keywords: Intensity modulated optical fiber sensor, mathematical model, plane projection, shape sensing.

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61 Comparison of EMG Normalization Techniques Recommended for Back Muscles Used in Ergonomics Research

Authors: Saif Al-Qaisi, Alif Saba

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Normalization of electromyography (EMG) data in ergonomics research is a prerequisite for interpreting the data. Normalizing accounts for variability in the data due to differences in participants’ physical characteristics, electrode placement protocols, time of day, and other nuisance factors. Typically, normalized data is reported as a percentage of the muscle’s isometric maximum voluntary contraction (%MVC). Various MVC techniques have been recommended in the literature for normalizing EMG activity of back muscles. This research tests and compares the recommended MVC techniques in the literature for three back muscles commonly used in ergonomics research, which are the lumbar erector spinae (LES), latissimus dorsi (LD), and thoracic erector spinae (TES). Six healthy males from a university population participated in this research. Five different MVC exercises were compared for each muscle using the Tringo wireless EMG system (Delsys Inc.). Since the LES and TES share similar functions in controlling trunk movements, their MVC exercises were the same, which included trunk extension at -60°, trunk extension at 0°, trunk extension while standing, hip extension, and the arch test. The MVC exercises identified in the literature for the LD were chest-supported shoulder extension, prone shoulder extension, lat-pull down, internal shoulder rotation, and abducted shoulder flexion. The maximum EMG signal was recorded during each MVC trial, and then the averages were computed across participants. A one-way analysis of variance (ANOVA) was utilized to determine the effect of MVC technique on muscle activity. Post-hoc analyses were performed using the Tukey test. The MVC technique effect was statistically significant for each of the muscles (p < 0.05); however, a larger sample of participants was needed to detect significant differences in the Tukey tests. The arch test was associated with the highest EMG average at the LES, and also it resulted in the maximum EMG activity more often than the other techniques (three out of six participants). For the TES, trunk extension at 0° was associated with the largest EMG average, and it resulted in the maximum EMG activity the most often (three out of six participants). For the LD, participants obtained their maximum EMG either from chest-supported shoulder extension (three out of six participants) or prone shoulder extension (three out of six participants). Chest-supported shoulder extension, however, had a larger average than prone shoulder extension (0.263 and 0.240, respectively). Although all the aforementioned techniques were superior in their averages, they did not always result in the maximum EMG activity. If an accurate estimate of the true MVC is desired, more than one technique may have to be performed. This research provides additional MVC techniques for each muscle that may elicit the maximum EMG activity.

Keywords: electromyography, maximum voluntary contraction, normalization, physical ergonomics

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60 Structural Health Assessment of a Masonry Bridge Using Wireless

Authors: Nalluri Lakshmi Ramu, C. Venkat Nihit, Narayana Kumar, Dillep

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Masonry bridges are the iconic heritage transportation infrastructure throughout the world. Continuous increase in traffic loads and speed have kept engineers in dilemma about their structural performance and capacity. Henceforth, research community has an urgent need to propose an effective methodology and validate on real-time bridges. The presented research aims to assess the structural health of an Eighty-year-old masonry railway bridge in India using wireless accelerometer sensors. The bridge consists of 44 spans with length of 24.2 m each and individual pier is 13 m tall laid on well foundation. To calculate the dynamic characteristic properties of the bridge, ambient vibrations were recorded from the moving traffic at various speeds and the same are compared with the developed three-dimensional numerical model using finite element-based software. The conclusions about the weaker or deteriorated piers are drawn from the comparison of frequencies obtained from the experimental tests conducted on alternative spans. Masonry is a heterogeneous anisotropic material made up of incoherent materials (such as bricks, stones, and blocks). It is most likely the earliest largely used construction material. Masonry bridges, which were typically constructed of brick and stone, are still a key feature of the world's highway and railway networks. There are 1,47,523 railway bridges across India and about 15% of these bridges are built by masonry, which are around 80 to 100 year old. The cultural significance of masonry bridges cannot be overstated. These bridges are considered to be complicated due to the presence of arches, spandrel walls, piers, foundations, and soils. Due to traffic loads and vibrations, wind, rain, frost attack, high/low temperature cycles, moisture, earthquakes, river overflows, floods, scour, and soil under their foundations may cause material deterioration, opening of joints and ring separation in arch barrels, cracks in piers, loss of brick-stones and mortar joints, distortion of the arch profile. Few NDT tests like Flat jack Tests are being employed to access the homogeneity, durability of masonry structure, however there are many drawbacks because of the test. A modern approach of structural health assessment of masonry structures by vibration analysis, frequencies and stiffness properties is being explored in this paper.

Keywords: masonry bridges, condition assessment, wireless sensors, numerical analysis modal frequencies

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59 Effect of Foot Posture and Fatigue on Static Balance and Electromyographic Activity of Selected Lower Limb Muscles in School Children Aged 12 to 14 Years

Authors: Riza Adriyani, Tommy Apriantono, Suprijanto

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Objective: Several studies have revealed that flatfoot posture has some effect on altered lower limb muscle function, in comparison to normal foot posture. There were still limited studies to examine the effect of fatigue on flatfoot posture in children. Therefore, this study was aimed to find out jumping fatiguing effect on static balance and to compare lower limb muscle function between flatfoot and normal foot in school children. Methods: Thirty junior high school children aged 12 to 14 years took part in this study. Of these all children, 15 had the normal foot (8 males and 7 females) and 15 had flatfoot (6 males and 9 females). Foot posture was classified based on an arch index of the footprint by a foot scanner which calculated the data using AUTOCAD 2013 software. Surface electromyography (EMG) activity was recorded from tibialis anterior, gastrocnemius medialis, and peroneus longus muscles while those participants were standing on one leg barefoot with opened eyes. All participants completed the entire protocol (pre-fatigue data collection, fatigue protocol, and post fatigue data collection) in a single session. Static balance and electromyographic data were collected before and after a functional fatigue protocol. Results: School children with normal foot had arch index 0.25±0.01 whereas those with flatfoot had 0.36±0.01. In fact, there were no significant differences for anthropometric characteristics between children with flatfoot and normal foot. This statistical analysis showed that fatigue could influence static balance in flatfoot school children (p < 0.05), but not in normal foot school children. Based on electromyographic data, the statistical analysis showed that there were significant differences (p < 0.05) of the decreased median frequency on tibialis anterior in flatfoot compared to normal foot school children after fatigue. However, there were no significant differences on the median frequency of gastrocnemius medialis and peroneus longus between both groups. After fatigue, median frequency timing was significantly different (p < 0.05) on tibialis anterior in flatfoot compared to normal foot children and tended to appear earlier on tibialis anterior, gastrocnemius medialis and peroneus longus (at 7s, 8s, 9s) in flatfoot compared to normal foot (at 15s, 11s , 12s). Conclusion: Fatigue influenced static balance and tended to appear earlier on selected lower limb muscles while performing static balance in flatfoot school children. After fatigue, tremor (median frequency decreased) showed more significant differences on tibialis anterior in flatfoot rather than in normal foot school children.

Keywords: fatigue, foot postures, median frequency, static balance

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58 Evaluation of Salivary Nickel Level During Orthodontic Treatment

Authors: Mudafara S. Bengleil, Juma M. Orfi, Iman Abdelgader

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Since nickel is a known toxic and carcinogenic metal, the present study was designed to evaluate the level of nickel released into the saliva of orthodontic patients. Non-stimulated saliva was collected from 18 patients attending The Orthodontic Clinic of Dental Faculty of Benghazi University. Patients were divided into two groups and level of nickel was determined by atomic absorption spectrophotometry. Nickel concentration values (mg/L) in first group prior to starting treatment was 0.097± 0.071. An increase in level of nickel was followed by decrease 4 and 8 weeks after applying the arch wire (0.208± 0.112) and (0.077±0.056 mg/L) respectively. Nickel levels in saliva of the second group were showed minimal variation and ranged from 0.061± 0.044mg/L to 0.083±0.054 throughout period of study. It may be concluded that there could be a release of nickel from the appliance used in first group but it doesn't reach toxic level in saliva.

Keywords: atomic absorption spectrophotometry, nickel, orthodontic treatment, saliva, toxicity

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57 Implant Guided Surgery and Immediate Loading

Authors: Omid Tavakol, Mahnaz Gholami

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Introduction : In this oral presentation the main goal is discussing immediate loading in dental implants , from treatment planning and surgical guide designing to delivery , follow up and occlusal consideration . Methods and materials : first of all systematic reviews about immediate loading will be considered . besides , a comparison will be made between immediate loading and conventional loading in terms of success rate and complications . After that different methods , prosthetic options and materials best used in immediate loading will be explained. Particularly multi unit abutments and their mechanism of function will be explained .Digital impressions and designing the temporaries is the next topic we are to explicate .Next issue is the differences between single unit , multiple unit and full arch implantation in immediate loading .Following we are going to describe methods for tissue engineering and papilla formation after extraction . Last slides are about a full mouth rehabilitation via immediate loading technique from surgical designing to follow up .At the end we would talk about potential complications , how to prevent from occurrence and what to do if we face up with .

Keywords: guided surgery, digital implantology, immediate loading, digital dentistry

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56 Structural Optimization Using Catenary and Other Natural Shapes

Authors: Mitchell Gohnert

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This paper reviews some fundamental concepts of structural optimization, which is focused on the shape of the structure. Bending stresses produce high peak stresses at each face of the member, and therefore, substantially more material is required to resist bending. The shape of the structure has a profound effect on stress levels. Stress may be reduced dramatically by simply changing the shape to accommodate natural stress flow. The main objective of structural optimization is to direct the thrust line along the axis of the member. Optimal shapes include the catenary arch or dome, triangular shapes, and columns. If the natural flow of stress matches the shape of the structures, the most optimal shape is determined. Structures, however, must resist multiple load patterns. An optimal shape is still possible by ensuring that the thrust lines fall within the middle third of the member.

Keywords: optimization, natural structures, shells, catenary, domes, arches

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55 Promoting Biofuels in India: Assessing Land Use Shifts Using Econometric Acreage Response Models

Authors: Y. Bhatt, N. Ghosh, N. Tiwari

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Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.

Keywords: acreage response function, biofuel, food security, sustainable development

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54 Strategy and Coarctation of the Aorta Repair

Authors: Shirin Jalili, Ramin Ghasemi Shayan

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Coarctation of the aorta (CoA) may be a common (CHD), which is the seventh most common sort of CHD. Still, this is often likely a think little off since the determination may be deferred, indeed within the pediatric populace. The choice for surgical repair incorporates resection of the contracted section with end-to-end or end-to-side anastomosis, subclavian fold aortoplasty, resection, and join the intervention, or prosthetic fix aortoplasty. Drastically expanded end-to-end repair or switched subclavian fold aortoplasty can be utilized when the coarctation expands to the distal arch. Swell angioplasty can be a palliative choice sometime recently the conclusive redress. Its objective is to stabilize high-risk patients that cannot be submitted to quick surgical intercession, such as untimely newborns. For disconnected and discrete coarctations, it can, as a rule, be drawn nearer and repaired by means of cleared out thoracotomy, extraction of the infected aorta (coarctectomy), and remaking, ordinarily by amplified end-to-end anastomosis. In this article, we need to supply a diagram of current proposals and strategies utilized to picture coarctations of the aorta.

Keywords: coarctation of the aorta, congenital heart disease, strategies, surgical repair

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53 Sublethal Effects of Industrial Effluents on Fish Fingerlings (Clarias gariepinus) from Ologe Lagoon Environs, Lagos, Nigeria

Authors: Akintade O. Adeboyejo, Edwin O. Clarke, Oluwatoyin Aderinola

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The present study is on the sub-lethal toxicity of industrial effluents (IE) from the environment of Ologe Lagoon, Lagos, Nigeria on the African catfish fingerlings Clarias gariepinus. The fish were cultured in varying concentrations of industrial effluents: 0% (control), 5%, 15%, 25%, and 35%. Trials were carried out in triplicates for twelve (12) weeks. The culture system was a static renewable bioassay and was carried out in the fisheries laboratory of the Lagos State University, Ojo-Lagos. Weekly physico-chemical parameters: Temperature (0C), pH, Conductivity (ppm) and Dissolved Oxygen (DO in mg/l) were measured in each treatment tank. Length (cm) and weight (g) data were obtained weekly and used to calculate various growth parameters: mean weight gain (MWG), percentage weight gain (PWG), daily weight gain (DWG), specific growth rate (SGR) and survival. Haematological (Packed Cell Volume (PCV), Red blood cells (RBC), White Blood Cell (WBC), Neutrophil and Lymphocytes etc) and histological alterations were measured after 12 weeks. The physico-chemical parameters showed that the pH ranged from 7.82±0.25–8.07±0.02. DO range from 1.92±0.66-4.43±1.24 mg/l. The conductivity values increased with increase in concentration of I.E. While the temperature remained stable with mean value range between 26.08±2.14–26.38±2.28. The DO showed significant differences at P<0.05. There was progressive increase in length and weight of fish during the culture period. The fish placed in the control had highest increase in both weight and length while fish in 35% had the least. MWG ranged from 16.59–35.96, DWG is from 0.3–0.48, SGR varied from 1.0–1.86 and survival was 100%. Haematological results showed that C. gariepinus had PCV ranging from 13.0±1.7-27.7±0.6, RBC ranged from 4.7±0.6–9.1±0.1, and Neutrophil ranged from 26.7±4.6–61.0±1.0 amongst others. The highest values of these parameters were obtained in the control and lowest at 35%. While the reverse effects were observed for WBC and lymphocytes. This study has shown that effluents may affect the health status of the test organism and impair vital processes if exposure continues for a long period of time. The histological examination revealed several lesions as expressed by the gills and livers. The histopathology of the gills in the control tanks had normal tissues with no visible lesion, but at higher concentrations, there were: lifting of epithelium, swollen lamellae and gill arch infiltration, necrosis and gill arch destruction. While in the liver: control (0%) show normal liver cells, at higher toxic level, there were: vacoulation, destruction of the hepatic parenchyma, tissue becoming eosinophilic (i.e. tending towards Carcinogenicity) and severe disruption of the hepatic cord architecture. The study has shown that industrial effluents from the study area may affect fish health status and impair vital processes if exposure continues for a long period of time even at lower concentrations (Sublethal).

Keywords: sublethal toxicity, industrial effluents, clarias gariepinus, ologe lagoon

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52 Contribution to the Analytical Study of Barrier Surface Waves: Decomposition of the Solution

Authors: T. Zitoun, M. Bouhadef

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When a partially or completely immersed solid moves in a liquid such as water, it undergoes a force called hydrodynamic drag. Reducing this force has always been the objective of hydrodynamic engineers to make water slide better on submerged bodies. This paper deals with the examination of the different terms composing the analytical solution of the flow over an obstacle embedded at the bottom of a hydraulic channel. We have chosen to use a linear method to study a two-dimensional flow over an obstacle, in order to understand the evolution of the drag. We set the following assumptions: incompressible inviscid fluid, irrotational flow, low obstacle height compared to the water height. Those assumptions allow overcoming the difficulties associated with modelling these waves. We will mathematically formulate the equations that allow the determination of the stream function, and then the free surface equation. A similar method is used to determine the exact analytical solution for an obstacle in the shape of a sinusoidal arch.

Keywords: analytical solution, free-surface wave, hydraulic channel, inviscid fluid

Procedia PDF Downloads 197
51 Bridge Construction and Type of Bridges and Their Construction Methods

Authors: Mokhtar Nikgoo

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Definition of bridge: A bridge is a structure that allows people to pass through the communication road with two points. There are many different types of bridges, each of which is designed to perform a specific function. This article introduces the concept, history, components, uses, types, construction methods, selected factors, damage factors and principles of bridge maintenance. A bridge is a structure to cross a passage such as a water, valley or road without blocking another path underneath. This structure makes it possible to pass obstacles that are difficult or impossible to pass. There are different designs for bridge construction, each of which is used for a particular function and condition. In the old definition, a bridge is an arch over a river, valley, or any type of passage that makes traffic possible. But today, in the topic of urban management, the bridge is considered as a structure to cross physical barriers, so that while using space (not just the surface of the earth), it can facilitate the passage and access to places. The useful life of bridges may be between 30 and 80 years depending on the location and the materials used. But with proper maintenance and improvement, their life may last for hundreds of years.

Keywords: bridge, road construction, surveying, transportation

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50 Idiopathic Gingival Fibromatosis

Authors: Bandana Koirala, Shivalal Sharma

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Introduction: Gingival enlargements are quite common and may be either inflammatory, non-inflammatory or a combination of both. Idiopathic gingival enlargement is a rare condition with a proliferative fibrous lesion of the gingival tissue that causes esthetic and functional problems. It is of undetermined etiology. Case Description: This case report addresses the diagnosis and treatment of a case of idiopathic gingival enlargement in a 9-year-old male patient. The patient presented with a generalized diffuse gingival enlargement involving the entire maxillary and the mandibular arch with extension on occlusal, buccal, lingual, and palatal surfaces with just parts of occlusal surfaces of few upper and lower molars visible resulting in open mouth, difficulty in mastication and speech. Biopsy report confirmed the diagnosis of fibromatosis gingivae. Gingivectomy was carried out in all four quadrants by using external bevel incision. Conclusion: Though total esthetics could not be restored due to unusual bony enlargement, the general appearance improved satisfactorily. Treatment after complete excision however, improved the masticatory competence to a great extent.

Keywords: idiopathic gingival fibromatosis, gingival enlargement, gingivectomy, medical and health sciences

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49 Modification of Hyrax Expansion Screw to Be Used as an Intro-Oral Distractor for Anterior Maxillary Distraction in a Patient with Cleft Lip and Palate: A Case Report

Authors: Ananya Hazare, Ranjit Kamble

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Introduction: Patients with Cleft lip and palate (CL/P) can present with a maxillary retrution after cleft repair. Anterior Maxillary distraction osteogenesis (AMD) is a technique that provides simultaneous skeletal advancement and expansion of the soft tissues related to an anterior segment of the maxilla. This case presented is a case of AMD. The advantage of this technique is that the occlusion in the posterior segment can be maintained, and only the segment in cross bite is advanced for correction of the midfacial deficiency. The other alternative treatment is anterior movement by a Lefort 1 osteotomy. When a Lefort 1 osteotomy is compared with the Distraction osteogenesis or AMD, the disadvantages of the Le Fort 1 include a higher risk of morbidity, requirement of fixation, relapse tendency and unexpected changes in the nasal form. These complications were eliminated by AMD technique. This was followed by placement of the implant in the bone formed after AMD. Hence complete surgical, orthodontic and prosthodontics rehabilitation of the patient was done by an interdisciplinary approach. Methods: Patient presented with repaired UCL/P of the right side with midfacial retrusion. Intro-oral examination revealed a good occlusion in the posterior arch and anterior Crossbite from canine to canine. Patient's both maxillary lateral incisors were missing. The lower arch was well aligned with all teeth present. The study models when scored according to GOSLON yardstick received a score of 4. After pre-surgical orthodontic phase was completed an intraoral distractor was fabricated by modification of HYRAX expansion screw. After surgery, low subapical osteotomy cuts were placed and the distractor was fixed. The latency period of 5 days was observed after which the distraction was started. Distraction was done at a rate of 1 mm/day with a rhythm of 0.5mm in morning and 0.5mm in the evening. The total distraction of 12 mm was done. After a consolidation period, the distractor was removed, and retention by a removable partial denture was given. Radiographic examination confirmed mature bone formation in the distracted segment. Implants were placed and allowed to osseointegrate for approximately 4 months and were then loaded with abutments. Results: Total distraction done was 12mm and after relapse it was 8mm. After consolidation phase the radiographic examination revealed a B2 quality of bone according to the Misch's classification and sufficient height from the maxillary sinus. These findings were indicative for placement of implants in the distracted bone formed in premolar region. Implants were placed and after radiographic evidence of osseointegration was seen they were loaded with abutments. Thus resulting in a complete rehabilitation of a cleft patient by an interdisciplinary approach. Conclusion: Anterior maxillary distraction can be used as an alternative method instead of complete distraction osteogenesis or Lefort 1 advancement of maxilla in cases where the advancement needed is minimum. Use of HYRAX expansion screw modified as intra-oral distractor can be used in such cases, which significantly reduces the cost of treatment, as expensive distractors are not used. This technique is very useful and efficient in countries like India where the patient cannot afford expensive treatment options.

Keywords: cleft lip and palate, distraction osteogenesis, anterior maxillary distraction, orthodontics and dentofacial orthopaedics, hyrax expansion screw modification

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48 Comparisons of Drop Jump and Countermovement Jump Performance for Male Basketball Players with and without Low-Dye Taping Application

Authors: Chung Yan Natalia Yeung, Man Kit Indy Ho, Kin Yu Stan Chan, Ho Pui Kipper Lam, Man Wah Genie Tong, Tze Chung Jim Luk

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Excessive foot pronation is a well-known risk factor of knee and foot injuries such as patellofemoral pain, patellar and Achilles tendinopathy, and plantar fasciitis. Low-Dye taping (LDT) application is not uncommon for basketball players to control excessive foot pronation for pain control and injury prevention. The primary potential benefits of using LDT include providing additional supports to medial longitudinal arch and restricting the excessive midfoot and subtalar motion in weight-bearing activities such as running and landing. Meanwhile, restrictions provided by the rigid tape may also potentially limit functional joint movements and sports performance. Coaches and athletes need to weigh the potential benefits and harmful effects before making a decision if applying LDT technique is worthwhile or not. However, the influence of using LDT on basketball-related performance such as explosive and reactive strength is not well understood. Therefore, the purpose of this study was to investigate the change of drop jump (DJ) and countermovement jump (CMJ) performance before and after LDT application for collegiate male basketball players. In this within-subject crossover study, 12 healthy male basketball players (age: 21.7 ± 2.5 years) with at least 3-year regular basketball training experience were recruited. Navicular drop (ND) test was adopted as the screening and only those with excessive pronation (ND ≥ 10mm) were included. Participants with recent lower limb injury history were excluded. Recruited subjects were required to perform both ND, DJ (on a platform of 40cm height) and CMJ (without arms swing) tests in series during taped and non-taped conditions in the counterbalanced order. Reactive strength index (RSI) was calculated by using the flight time divided by the ground contact time measured. For DJ and CMJ tests, the best of three trials was used for analysis. The difference between taped and non-taped conditions for each test was further calculated through standardized effect ± 90% confidence intervals (CI) with clinical magnitude-based inference (MBI). Paired samples T-test showed significant decrease in ND (-4.68 ± 1.44mm; 95% CI: -3.77, -5.60; p < 0.05) while MBI demonstrated most likely beneficial and large effect (standardize effect: -1.59 ± 0.27) in LDT condition. For DJ test, significant increase in both flight time (25.25 ± 29.96ms; 95% CI: 6.22, 44.28; p < 0.05) and RSI (0.22 ± 0.22; 95% CI: 0.08, 0.36; p < 0.05) were observed. In taped condition, MBI showed very likely beneficial and moderate effect (standardized effect: 0.77 ± 0.49) in flight time, possibly beneficial and small effect (standardized effect: -0.26 ± 0.29) in ground contact time and very likely beneficial and moderate effect (standardized effect: 0.77 ± 0.42) in RSI. No significant difference in CMJ was observed (95% CI: -2.73, 2.08; p > 0.05). For basketball players with pes planus, applying LDT could substantially support the foot by elevating the navicular height and potentially provide acute beneficial effects in reactive strength performance. Meanwhile, no significant harmful effect on CMJ was observed. Basketball players may consider applying LDT before the game or training to enhance the reactive strength performance. However since the observed effects in this study could not generalize to other players without excessive foot pronation, further studies on players with normal foot arch or navicular height are recommended.

Keywords: flight time, pes planus, pronated foot, reactive strength index

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47 Protection of Cultural Heritage against the Effects of Climate Change Using Autonomous Aerial Systems Combined with Automated Decision Support

Authors: Artur Krukowski, Emmanouela Vogiatzaki

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The article presents an ongoing work in research projects such as SCAN4RECO or ARCH, both funded by the European Commission under Horizon 2020 program. The former one concerns multimodal and multispectral scanning of Cultural Heritage assets for their digitization and conservation via spatiotemporal reconstruction and 3D printing, while the latter one aims to better preserve areas of cultural heritage from hazards and risks. It co-creates tools that would help pilot cities to save cultural heritage from the effects of climate change. It develops a disaster risk management framework for assessing and improving the resilience of historic areas to climate change and natural hazards. Tools and methodologies are designed for local authorities and practitioners, urban population, as well as national and international expert communities, aiding authorities in knowledge-aware decision making. In this article we focus on 3D modelling of object geometry using primarily photogrammetric methods to achieve very high model accuracy using consumer types of devices, attractive both to professions and hobbyists alike.

Keywords: 3D modelling, UAS, cultural heritage, preservation

Procedia PDF Downloads 123
46 Exchange Rate Forecasting by Econometric Models

Authors: Zahid Ahmad, Nosheen Imran, Nauman Ali, Farah Amir

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The objective of the study is to forecast the US Dollar and Pak Rupee exchange rate by using time series models. For this purpose, daily exchange rates of US and Pakistan for the period of January 01, 2007 - June 2, 2017, are employed. The data set is divided into in sample and out of sample data set where in-sample data are used to estimate as well as forecast the models, whereas out-of-sample data set is exercised to forecast the exchange rate. The ADF test and PP test are used to make the time series stationary. To forecast the exchange rate ARIMA model and GARCH model are applied. Among the different Autoregressive Integrated Moving Average (ARIMA) models best model is selected on the basis of selection criteria. Due to the volatility clustering and ARCH effect the GARCH (1, 1) is also applied. Results of analysis showed that ARIMA (0, 1, 1 ) and GARCH (1, 1) are the most suitable models to forecast the future exchange rate. Further the GARCH (1,1) model provided the volatility with non-constant conditional variance in the exchange rate with good forecasting performance. This study is very useful for researchers, policymakers, and businesses for making decisions through accurate and timely forecasting of the exchange rate and helps them in devising their policies.

Keywords: exchange rate, ARIMA, GARCH, PAK/USD

Procedia PDF Downloads 561
45 Analysis of Determinate and Indeterminate Structures: Applications of Non-Economic Structure

Authors: Toral Khalpada, Kanhai Joshi

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Generally, constructions of structures built in India are indeterminate structures. The purpose of this study is to investigate the application of a structure that is proved to be non-economical. The testing practice involves the application of different types of loads on both, determinate and indeterminate structure by computing it on a software system named Staad and also inspecting them practically on the construction site, analyzing the most efficient structure and diagnosing the utilization of the structure which is not so beneficial as compared to other. Redundant structures (indeterminate structure) are found to be more reasonable. All types of loads were applied on the beams of both determinate and indeterminate structures parallelly on the software and the same was done on the site practically which proved that maximum stresses in statically indeterminate structures are generally lower than those in comparable determinate structures. These structures are found to have higher stiffness resulting in lesser deformations so indeterminate structures are economical and are better than determinate structures to use for construction. On the other hand, statically determinate structures have the benefit of not producing stresses because of temperature changes. Therefore, our study tells that indeterminate structure is more beneficial but determinate structure also has used as it can be used in many areas; it can be used for the construction of two hinged arch bridges where two supports are sufficient and where there is no need for expensive indeterminate structure. Further investigation is needed to contrive more implementation of the determinate structure.

Keywords: construction, determinate structure, indeterminate structure, stress

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44 The Success Rate of Anterior Crowding Orthodontic Treatment Using Removable Appliances

Authors: Belly Yordan

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Orthodontic treatment can be done by using the fix and removable orthodontic appliance. The success of treatment depends on the patient’s age, the type of malocclusion, treatment of space discrepancy, patient’s oral hygiene, operator skills, and patient cooperation. This case report was aimed to show the success of orthodontic treatment in patients with skeletal class I relationship, class I angle dental malocclusion with anterior crowding and rotation by using a removable appliance with modification. The removable appliance used is standard with removable plate components such as passive clasp (Adam’s hook clasp) accompanied with some active clasps (labial bow, some springs, etc.). A button is used as an additional tool or combined with other tools to correct tooth in rotated position. The results obtained by the success of treatments which is shown in pre and post-treatment photos, the overjet was reduced, the arch form became normal, the tooth malposition became normal, and rotation was corrected. Facial profile appearance of the patient is getting better, and the dental coordination also became better. This case report is to prove that treatment with the removable appliance is quite successful with the robust wearing of appropriate retainers.

Keywords: success rate, anterior crowding, orthodontic treatment, removable appliances

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43 Mythical Geography, Collective Imaginary and Spiritual Patrimony in the Romanian Carpathians: A Tourist Image Component

Authors: Cosmin-Gabriel Porumb-Ghiurco, Dumitrana Fiț-Iordache, Szőke Árpád

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The literature incorporating geographical or tourist-geographical themes and explicit references to the Carpathian area is extremely abundant. Through this paper, we attempt to “undermine” the traditional, tourist-geographical approaches of the Carpathian Arch by targeting an aspect often regarded as marginal but which, if examined, even only empirically, takes the form of a vast problem with multidisciplinary vocation. Therefore, we propose a more extravagant yet pro-touristic approach to the Romanian Carpathian geo-space. Consequently, the explicit goal of this approach consists precisely in broadening the multidisciplinary, essentially geographic scope of the research, the vision and mental representation of the Carpathian area by advancing a lever that would symbolize a different kind of unification between geography and tourism on a more intimate, subtle, mythological and archetypal level. The spiritual and mercantile dimensions of the tourism field in general and of the local Carpathian tourism can meld harmoniously together in order to create a common territorial reality of referral and favorable perspectives for the consolidation of their symbiotic relationship.

Keywords: tourist image, mythical geography, collective imaginary, spiritual patrimony, Carpathians

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42 An Analytical Study of FRP-Concrete Bridge Superstructures

Authors: Wael I. Alnahhal

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It is a major challenge to build a bridge superstructure that has long-term durability and low maintenance requirements. A solution to this challenge may be to use new materials or to implement new structural systems. Fiber reinforced polymer (FRP) composites have continued to play an important role in solving some of persistent problems in infrastructure applications because of its high specific strength, light weight, and durability. In this study, the concept of the hybrid FRP-concrete structural systems is applied to a bridge superstructure. The hybrid FRP-concrete bridge superstructure is intended to have durable, structurally sound, and cost effective hybrid system that will take full advantage of the inherent properties of both FRP materials and concrete. In this study, two hybrid FRP-concrete bridge systems were investigated. The first system consists of trapezoidal cell units forming a bridge superstructure. The second one is formed by arch cells. The two systems rely on using cellular components to form the core of the bridge superstructure, and an outer shell to warp around those cells to form the integral unit of the bridge. Both systems were investigated analytically by using finite element (FE) analysis. From the rigorous FE studies, it was concluded that first system is more efficient than the second.

Keywords: bridge superstructure, hybrid system, fiber reinforced polymer, finite element analysis

Procedia PDF Downloads 334
41 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios

Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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40 Modelling Impacts of Global Financial Crises on Stock Volatility of Nigeria Banks

Authors: Maruf Ariyo Raheem, Patrick Oseloka Ezepue

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This research aimed at determining most appropriate heteroskedastic model to predicting volatility of 10 major Nigerian banks: Access, United Bank for Africa (UBA), Guaranty Trust, Skye, Diamond, Fidelity, Sterling, Union, ETI and Zenith banks using daily closing stock prices of each of the banks from 2004 to 2014. The models employed include ARCH (1), GARCH (1, 1), EGARCH (1, 1) and TARCH (1, 1). The results show that all the banks returns are highly leptokurtic, significantly skewed and thus non-normal across the four periods except for Fidelity bank during financial crises; findings similar to those of other global markets. There is also strong evidence for the presence of heteroscedasticity, and that volatility persistence during crisis is higher than before the crisis across the 10 banks, with that of UBA taking the lead, about 11 times higher during the crisis. Findings further revealed that Asymmetric GARCH models became dominant especially during financial crises and post crises when the second reforms were introduced into the banking industry by the Central Bank of Nigeria (CBN). Generally, one could say that Nigerian banks returns are volatility persistent during and after the crises, and characterised by leverage effects of negative and positive shocks during these periods

Keywords: global financial crisis, leverage effect, persistence, volatility clustering

Procedia PDF Downloads 526