Search results for: discretely monitored barrier options
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2443

Search results for: discretely monitored barrier options

1753 Creativity in Educational Realities: Theoretical Considerations

Authors: Cristina Costa-Lobo, Ana Campina, José Menezes

Abstract:

Creativity implies originality, but originality does not imply the existence of creativity. Today, one of the challenges of the educational context is the development of educated, autonomous, prudent and competent citizens with a critical attitude, a well-founded questioning and a creative search for innovative alternatives and solutions. These supposedly cognitive capacities impose emotional analysis and decision making, and emotion is also considered as a creative act. Authors emphasize the importance of family and school in the creative manifestation of children and young people, and these agents can stimulate or impede creative expression. Thus, children entering the school system are faced with a barrier that blocks the externalization of this competence. This work deals with the implementation of specific strategies and promoters of an educational environment suitable for the development of creativity. The construct of creativity is discussed in a transdisciplinary perspective, and the importance of the construct is enhanced in psychoeducational practices, in challenging and multifaceted environments. It is assumed that the stimulation and early experience of creative thinking in an educational context are conditions that promote the development of problem-solving skills and future challenges.

Keywords: creativity, education, psychology, pedagogy

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1752 Predictive Output Feedback Linearization for Safe Control of Collaborative Robots

Authors: Aliasghar Arab

Abstract:

Autonomous robots interacting with humans, as safety-critical nonlinear control systems, are complex closed-loop cyber-physical dynamical machines. Keeping these intelligent yet complicated systems safe and smooth during their operations is challenging. The aim of the safe predictive output feedback linearization control synthesis is to design a novel controller for smooth trajectory following while unsafe situations must be avoided. The controller design should obtain a linearized output for smoothness and invariance to a safety subset. Inspired by finite-horizon nonlinear model predictive control, the problem is formulated as constrained nonlinear dynamic programming. The safety constraints can be defined as control barrier functions. Avoiding unsafe maneuvers and performing smooth motions increases the predictability of the robot’s movement for humans when robots and people are working together. Our results demonstrate the proposed output linearization method obeys the safety constraints and, compared to existing safety-guaranteed methods, is smoother and performs better.

Keywords: robotics, collaborative robots, safety, autonomous robots

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1751 Chemical Fingerprinting of the Ephedrine Pathway to Methamphetamine

Authors: Luke Andrighetto, Paul G. Stevenson, Luke C. Henderson, Jim Pearson, Xavier A. Conlan

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As pseudoephedrine, a common ingredient in cold and flu medications is closely monitored and restricted in Australia, alternative methods of accessing it are of interest. The impurities and by-products of every reaction step of pseudoephedrine/ephedrine and methamphetamine synthesis have been mapped in order to develop a chemical fingerprint based on synthetic route. Likewise, seized methamphetamine contains a combination of different cutting agents and starting materials. Therefore, in-silico optimised two-dimensional HPLC with DryLab® and OpenMS® software has been used to efficiently separate complex seizure samples. An excellent match between simulated and real separations was observed. Targeted separation of model compounds was completed with significantly reduced method development time. This study produced a two-dimensional separation regime that offers unprecedented separation power (separation space) while maintaining a rapid analysis time that is faster than those previously reported for gas chromatography, single dimension high performance liquid chromatography or capillary electrophoresis.

Keywords: chemical fingerprint, ephedrine, methamphetamine, two-dimensional HPLC

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1750 Monitoring Trends of Science and Technology Policies in South Korea

Authors: Jeonghwan Jeon

Abstract:

As the science and technology(S&T) has been rapidly advanced, the national government attempts to reflect changes in the S&T for promoting public R&D activities and economic development. Amongst others, due to the rapid advances and changes of S&T, it becomes important to monitor the trends of S&T policies for formulating the new policy and investigating promising S&T fields. Thus, this paper aims to trace the national S&T policies during this decade for monitoring the change of major S&T fields in the case of South Korea. As one of the organization for S&T policy in South Korea, the National Science and Technology Council (NSTC) has been established to coordinate inter-ministerial policies and programs and to determine all of the national and public S&T policy of South Korea. In this regard, the items on national S&T policy determined by the NSTC are useful for understanding the needs for major S&T fields and adapting to the rapid change of S&T. To this end, we first gathered the data on 512 items on the S&T agenda from 1999 to 2013. Based on these items, the trend of S&T policies is monitored and the major S&T fields are derived. Differences of policy purposes between S&T fields are identified to provide guideline for policy making such as budget allocation or investment promotion as well.

Keywords: science and technology policy, trends, S&T field, monitoring

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1749 Gender Policy in Nigeria: Implications for Sustainable Development in the Fourth Republic

Authors: Adadu Yahaya, Abdullahi Erunke Canice

Abstract:

The study sets out to examine the interface that tends to exist in the relationship between gender policy and Nigeria’s socio-economic development. Despite Nigeria’s ratification of virtually all international instruments on the protection and promotion of gender rights and equality, it appears that the practice is honored in the breach than in observance; hence, these policies have not been adequately domesticated and implemented. The implication of this is that the women folks have generally been isolated from mainstream politics and their political rights and privileges truncated in the scheme of things. The paper observes that gender inequality and marginalization in Nigeria has practically occasioned the unwholesome subjugation of Nigerian women to the background, hence poses more critical questions and challenges to the national question. The consequence of this, to this paper, is that Nigeria’s development process will be adversely affected if this trend is not checked. The paper sums up with appropriate policy options which are believed to have the potentials of giving women the right pride of place in the socio-economic and political dynamics in the 21st century Nigeria and beyond.

Keywords: development, equality, gender, policy

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1748 Reactive Sputter Deposition of Titanium Nitride on Silicon Using a Magnetized Sheet Plasma Source

Authors: Janella Salamania, Marcedon Fernandez, Matthew Villanueva Henry Ramos

Abstract:

Titanium nitrite (TiN) a popular functional and decorative coating because of its golden yellow color, high hardness and superior wear resistance. It is also being studied as a diffusion barrier in integrated circuits due to its known chemical stability and low resistivity. While there have been numerous deposition methods done for TiN, most required the heating of substrates at high temperatures. In this work, TiN films are deposited on silicon (111) and (100) substrates without substrate heating using a patented magnetized sheet plasma source. Films were successfully deposited without substrate heating at various target bias, while maintaining a constant 25% N2 to Ar ratio, and deposition of time of 30 minutes. The resulting films exhibited a golden yellow color which is characteristic of TiN. X-ray diffraction patterns show the formation of TiN predominantly oriented in the (111) direction regardless of substrate used. EDX data also confirms the 1:1 stoichiometry of titanium an nitrogen. Ellipsometry measurements estimate the thickness to range from 28 nm to 33 nm. SEM images were also taken to observe the morphology of the film.

Keywords: coatings, nitrides, coatings, reactive magnetron sputtering, thin films

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1747 Design of a Robot with a Transformable Track System in Tackling Motion Barrier

Authors: Kai-Yi Cho, Fa-Shian Chang, Lih-Tyng Hwang, Chih-Feng Liu, Jeng-Nan Lee, Shun-Min Wang, Jhu-Wei Ji

Abstract:

This paper presents a ground robot which has the tracked transformative structures of the motion mechanism. The robot has a good ability to adapt to the terrain, due to the front end of the track can be deformed, it can more easily pass the more complex area, such as to climb stairs and ramp areas. Usually in the disaster area, where the terrain is generally broken and complicated, there will be many slopes, broken walls, rubble, and obstacles, then if you want the robot through this area, you need to have a good off-road performance for possible complex terrain, this robot with the transformative tracked mechanism has a strong adaptability, it can overcome the limitation of the terrains to be a good rescue robot. Also, the robot has a good flexibility in the shape of contact with the ground; that can adapt the varied terrain by the deformable track, thus able to pass the different terrains, that was verified through the experiments on a test-platform and a field test. The prototype of the robot system has been developed, and experiments are carried out to verify the validity of the proposed design.

Keywords: tracked robot, rescue robot, transformation mechanism, deformable track, hull design

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1746 RS Based SCADA System for Longer Distance Powered Devices

Authors: Harkishen Singh, Gavin Mangeni

Abstract:

This project aims at building an efficient and automatic power monitoring SCADA system, which is capable of monitoring the electrical parameters of high voltage powered devices in real time for example RMS voltage and current, frequency, energy consumed, power factor etc. The system uses RS-485 serial communication interface to transfer data over longer distances. Embedded C programming is the platform used to develop two hardware modules namely: RTU and Master Station modules, which both use the CC2540 BLE 4.0 microcontroller configured in slave / master mode. The Si8900 galvanic ally isolated microchip is used to perform ADC externally. The hardware communicates via UART port and sends data to the user PC using the USB port. Labview software is used to design a user interface to display current state of the power loads being monitored as well as logs data to excel spreadsheet file. An understanding of the Si8900’s auto baud rate process is key to successful implementation of this project.

Keywords: SCADA, RS485, CC2540, labview, Si8900

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1745 Lessons Learned from Ransomware-as-a-Service (RaaS) Organized Campaigns

Authors: Vitali Kremez

Abstract:

The researcher monitored an organized ransomware campaign in order to gain significant visibility into the tactics, techniques, and procedures employed by a campaign boss operating a ransomware scheme out of Russia. As the Russian hacking community lowered the access requirements for unsophisticated Russian cybercriminals to engage in ransomware campaigns, corporations and individuals face a commensurately greater challenge of effectively protecting their data and operations from being held ransom. This report discusses two notorious ransomware campaigns. Though the loss of data can be devastating, the findings demonstrate that sending ransom payments does not always help obtain data. Key learnings: 1. From the ransomware affiliate perspective, such campaigns have significantly lowered the barriers for entry for low-tier cybercriminals. 2. Ransomware revenue amounts are not as glamorous and fruitful as they are often publicly reported. Average ransomware crime bosses make only $90K per year on average. 3. Data gathered indicates that sending ransom payments does not always help obtain data. 4. The talk provides the complete payout structure and Bitcoin laundering operation related to the ransomware-as-a-service campaign.

Keywords: bitcoin, cybercrime, ransomware, Russia

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1744 The Impact of Technology on Computer Systems and Technology

Authors: Bishoy Abouelsoud Saad Amin

Abstract:

This paper examines the use of computer and its related health hazard among computer users in South-Western zone of Nigeria. Two hundred and eighteen (218) computer users constituted the population used to evaluate association between posture, extensive computer use and related health hazard. The instruments for the study are a questionnaire on demographics, lifestyle, body features and work ability index while mean rating, standard deviation and t test were used for data analysis. Identified health related hazard include damages to the eyesight, bad posture, arthritis, musculoskeletal disorders, headache, stress and so on. The results showed that factors such as work demand, posture, closeness to computer screen and excessive working hours on computers constitute health hazards in both old and young computer users of various gender. It is therefore recommended that total number of hours spent with computer should be monitored and controlled.

Keywords: computer game, metaphor, middle school students, virtual environments computer auditing, risk, measures to prevent, information management computer-related health hazard, musculoskeletal disorders, computer usage, work ability index

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1743 Sustainable Biostimulant and Bioprotective Compound for the Control of Fungal Diseases in Agricultural Crops

Authors: Geisa Lima Mesquita Zambrosi, Maisa Ciampi Guillardi, Flávia Rodrigues Patrício, Oliveiro Guerreiro Filho

Abstract:

Certified agricultural products are important components of the food industry. However, certifiers have been expanding the list of restricted or prohibited pesticides, limiting the options of products for phytosanitary control of plant diseases, but without offering alternatives to the farmers. Soybean and coffee leaf rust, brown eye spots, and Phoma leaf spots are the main fungal diseases that pose a serious threat to soybean and coffee cultivation worldwide. In conventional farming systems, these diseases are controlled by using synthetic fungicides, which, in addition to intensifying the occurrence of fungal resistance, are highly toxic to the environment, farmers, and consumers. In organic, agroecological, or regenerative farming systems, product options for plant protection are limited, being available only copper-based compounds, and biodefensivesornon-standard homemade products. Therefore, there is a growing demand for effective bioprotectors with low environmental impact for adoption in more sustainable agricultural systems. Then, to contribute to covering such a gap, we have developed a compound based on plant extracts and metallic elements for foliar application. This product has both biostimulant and bioprotective action, which promotes sustainable disease control, increases productivity as well as reduces damage to the environment. The product's components have complementary mechanisms that promote protection against the disease by directly acting on the pathogens and activating the plant's natural defense system. The protective ability of the product against three coffee diseases (coffee leaf rust, brown eye spot, and Phoma leaf spot) and against soybean rust disease was evaluated, in addition to its ability to promote plant growth. Our goal is to offer an effective alternative to control the main coffee fungal diseases and soybean fungal diseases, with a biostimulant effect and low toxicity. The proposed product can also be part of the integrated management of coffee and soybean diseases in conventional farming associated with chemical and biological pesticides, offering the market a sustainable coffee and soybean with high added value and low residue content. Experiments were carried out under controlled conditions to evaluate the effectiveness of the product in controlling rust, phoma, and cercosporiosis in comparison to control-inoculated plants that did not receive the product. The in vitro and in vivo effects of the product on the pathogen were evaluated using light microscopy and scanning electron microscopy, respectively. The fungistatic action of the product was demonstrated by a reduction of 85% and 95% in spore germination and disease symptoms severity on the leaves of coffee plants, respectively. The formulation had both a protective effect, acting to prevent infection by coffee leaf rust, and a curative effect, reducing the rust symptoms after its establishment.

Keywords: plant disease, natural fungicide, plant health, sustainability, alternative disease management

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1742 The Influence of Conservation Measures, Limiting Soil Degradation, on the Quality of Surface Water Resources

Authors: V. Sobotková, B. Šarapatka, M. Dumbrovský, J. Uhrová, M. Bednář

Abstract:

The paper deals with the influence of implemented conservation measures on the quality of surface water resources. Recently, a new process of complex land consolidation in the Czech Republic has provided a unique opportunity to improve the quality of the environment and sustainability of crop production by means of better soil and water conservation. The most important degradation factor in our study area in the Hubenov drinking water reservoir catchment basin was water erosion together with loss of organic matter. Hubenov Reservoir water resources were monitored for twenty years (1990–2010) to collect water quality data for nitrate nitrogen (N-NO3-), total P, and undissolved substances. Results obtained from measurements taken before and after land consolidation indicated a decrease in the linear trend of N-NO3- and total P concentrations, this was achieved through implementation of conservation measures limiting soil degradation in the Hubenov reservoir catchment area.

Keywords: complex land consolidation, degradation, land use, soil and water conservation, surface water resources

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1741 Barrier Properties of Starch-Ethylene Vinyl Alcohol Nanocomposites

Authors: Farid Amidi Fazli

Abstract:

Replacement of plastics used in the food industry seems to be a serious issue to overcome mainly the environmental problems in recent years. This study investigates the hydrophilicity and permeability properties of starch biopolymer which ethylene vinyl alcohol (EVOH) (0-10%) and nanocrystalline cellulose (NCC) (1 -15%) were used to enhance its properties. Starch -EVOH nanocomposites were prepared by casting method in different formulations. NCC production by acid hydrolysis was confirmed by scanning electron microscopy. Solubility, water vapor permeability, water vapor transmission rate and moisture absorbance were measured on each of the nanocomposites. The results were analyzed by SAS software. The lowest moisture absorbance was measured in pure starch nanocomposite containing 8% NCC. The lowest permeability to water vapor belongs to starch nanocomposite containing 8% NCC and the sample containing 7.8% EVOH and 13% NCC. Also, the lowest solubility was observed in the composite contains the highest amount of EVOH. Applied Process resulted in production of bio films which have good resistance to water vapor permeability and solubility in water. The use of NCC and EVOH leads to reduced moisture absorbance property of the biofilms.

Keywords: starch, EVOH, nanocrystalline cellulose, hydrophilicity

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1740 Gender Differences in the Prediction of Smartphone Use While Driving: Personal and Social Factors

Authors: Erez Kita, Gil Luria

Abstract:

This study examines gender as a boundary condition for the relationship between the psychological variable of mindfulness and the social variable of income with regards to the use of smartphones by young drivers. The use of smartphones while driving increases the likelihood of a car accident, endangering young drivers and other road users. The study sample included 186 young drivers who were legally permitted to drive without supervision. The subjects were first asked to complete questionnaires on mindfulness and income. Next, their smartphone use while driving was monitored over a one-month period. This study is unique as it used an objective smartphone monitoring application (rather than self-reporting) to count the number of times the young participants actually touched their smartphones while driving. The findings show that gender moderates the effects of social and personal factors (i.e., income and mindfulness) on the use of smartphones while driving. The pattern of moderation was similar for both social and personal factors. For men, mindfulness and income are negatively associated with the use of smartphones while driving. These factors are not related to the use of smartphones by women drivers. Mindfulness and income can be used to identify male populations that are at risk of using smartphones while driving. Interventions that improve mindfulness can be used to reduce the use of smartphones by male drivers.

Keywords: mindfulness, using smartphones while driving, income, gender, young drivers

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1739 Unraveling Biostimulation of Decolorized Mediators for Microbial Fuel Cell-Aided Textile Dye Decontamination

Authors: Pei-Lin Yueh, Bor-Yann Chen, Chuan-Chung Hsueh

Abstract:

This first-attempt study revealed that decolorized intermediates of azo dyes could act as redox mediators to assist wastewater (WW) decolorization due to enhancement of electron-transport phenomena. Electrochemical impedance spectra indicated that hydroxyl and amino-substituent(s) were functional group(s) as redox-mediator(s). As azo dyes are usually multiple benzene rings structured, their derived decolorized intermediates are likely to play roles of electron shuttles due to lower barrier of energy gap for electron shuttling. According to cyclic voltammetric profiles, redox-mediating characteristics of decolorized intermediates of azo dyes (e.g., RBu171, RR198, RR141, and RBk5) were clearly disclosed. With supplementation of biodecolorized metabolites of RR141 and 198, decolorization performance of could be evidently augmented. This study also suggested the optimal modes of microbial fuel cell (MFC)-assisted WW decolorization would be plug-flow or batch mode of operation with no mix. Single chamber-MFCs would be more favourable than double chamber MFCs due to non-mixing contacting reactor scheme for operation.

Keywords: redox mediators, dye decolorization, bioelectricity generation, microbial fuel cells

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1738 Learning for the Future: Flipping English Language Learning Classrooms for Future

Authors: Natarajan Hema, Tamilarasan Karunakaran

Abstract:

Technology is remodeling the process of teaching and learning. An inflection point is faced where technological interventions are rewiring learning process in formal classrooms. Employment depends on dynamic learning capability. Transforming the functionalities of teaching-learning-assessment through innovation is needed to modify the roles of teacher to enabler and learner to the dynamic learner. This makeover is vital for English language teaching where English is acquired as a skill, exercised as ability and get stabilized as a competence. This reshaping could be achieved through providing autonomy to participants of learning. This paper explores parameters and components aiding such a transformation. The differentiated responsibilities and other critical learning support systems are projected as viable options. New age teaching practices are studied for feasibilities to aid transformation and being put forth an inter-operable teaching-learning system for a learner-centric ELT classrooms. LOTUS model developed by the authors is also studied for its inclusiveness to promote skill acquisition.

Keywords: ELT methodology, communicative competence, skill acquisition , new age teaching

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1737 Environment Saving and Efficiency of Diesel Heat-Insulated Combustion Chamber Using Semitransparent Ceramic Coatings

Authors: Victoria Yu. Garnova, Vladimir G. Merzlikin, Sergey V. Khudyakov, Valeriy A. Tovstonog, Svyatoslav V. Cheranev

Abstract:

Long-term scientific forecasts confirm that diesel engines still will be the basis of the transport and stationary power in the near future. This is explained by their high efficiency and profitability compared to other types of heat engines. In the automotive industry carried basic researches are aimed at creating a new generation of diesel engines with reduced exhaust emissions (with stable performance) determining the minimum impact on the environment. The application of thermal barrier coatings (TBCs) and especially their modifications based on semitransparent ceramic materials allows solving this problem. For such researches, the preliminary stage of testing of physical characteristics materials and coatings especially with semitransparent properties the authors proposed experimental operating innovative radiative-and-convective cycling simulator. This setup contains original radiation sources (imitator) with tunable spectrum for modeling integral flux up to several MW/m2.

Keywords: environment saving, radiative and convective cycling simulator, semitransparent ceramic coatings, imitator radiant energy

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1736 The Analysis of Loss-of-Excitation Algorithm for Synchronous Generators

Authors: Pavle Dakić, Dimitrije Kotur, Zoran Stojanović

Abstract:

This paper presents the results of the study in which the excitation system fault of synchronous generator is simulated. In a case of excitation system fault (loss of field), distance relay is used to prevent further damage. Loss-of-field relay calculates complex impedance using measured voltage and current at the generator terminals. In order to obtain phasors from sampled measured values, discrete Fourier transform is used. All simulations are conducted using Matlab and Simulink software package. The analysis is conducted on the two machine system which supplies equivalent load. While simulating loss of excitation on one generator in different conditions (at idle operation, weakly loaded, and fully loaded), diagrams of active power, reactive power, and measured impedance are analyzed and monitored. Moreover, in the simulations, the effect of generator load on relay tripping time is investigated. In conclusion, the performed tests confirm that the fault in the excitation system can be detected by measuring the impedance.

Keywords: loss-of-excitation, synchronous generator, distance protection, Fourier transformation

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1735 Epistemic Emotions during Cognitive Conflict: Associations with Metacognitive Feelings in High Conflict Scenarios

Authors: Katerina Nerantzaki, Panayiota Metallidou, Anastasia Efklides

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The aim of the study was to investigate: (a) changes in the intensity of various epistemic emotions during cognitive processing in a decision-making task and (b) their associations with metacognitive feelings of difficulty and confidence. One hundred and fifty-two undergraduate university students were asked individually to read in the e-prime environment decision-making scenarios about moral dilemmas concerning self-driving cars, which differed in the level of conflict they produced, and then to make a choice between two options. Further, the participants were asked to rate on a four-point scale four epistemic emotions (surprise, curiosity, confusion, and wonder) and two metacognitive feelings (feeling of difficulty and feeling of confidence) after making their choice in each scenario. Changes in cognitive processing due to the level of conflict affected differently the intensity of the specific epistemic emotions. Further, there were interrelations of epistemic emotions with metacognitive feelings.

Keywords: confusion, curiosity, epistemic emotions, metacognitive experiences, surprise

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1734 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

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

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

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1733 Econophysics: The Use of Entropy Measures in Finance

Authors: Muhammad Sheraz, Vasile Preda, Silvia Dedu

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Concepts of econophysics are usually used to solve problems related to uncertainty and nonlinear dynamics. In the theory of option pricing the risk neutral probabilities play very important role. The application of entropy in finance can be regarded as the extension of both information entropy and the probability entropy. It can be an important tool in various financial methods such as measure of risk, portfolio selection, option pricing and asset pricing. Gulko applied Entropy Pricing Theory (EPT) for pricing stock options and introduced an alternative framework of Black-Scholes model for pricing European stock option. In this article, we present solutions to maximum entropy problems based on Tsallis, Weighted-Tsallis, Kaniadakis, Weighted-Kaniadakies entropies, to obtain risk-neutral densities. We have also obtained the value of European call and put in this framework.

Keywords: option pricing, Black-Scholes model, Tsallis entropy, Kaniadakis entropy, weighted entropy, risk-neutral density

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1732 Li-Ion Batteries vs. Synthetic Natural Gas: A Life Cycle Analysis Study on Sustainable Mobility

Authors: Guido Lorenzi, Massimo Santarelli, Carlos Augusto Santos Silva

Abstract:

The growth of non-dispatchable renewable energy sources in the European electricity generation mix is promoting the research of technically feasible and cost-effective solutions to make use of the excess energy, produced when the demand is low. The increasing intermittent renewable capacity is becoming a challenge to face especially in Europe, where some countries have shares of wind and solar on the total electricity produced in 2015 higher than 20%, with Denmark around 40%. However, other consumption sectors (mainly transportation) are still considerably relying on fossil fuels, with a slow transition to other forms of energy. Among the opportunities for different mobility concepts, electric (EV) and biofuel-powered vehicles (BPV) are the options that currently appear more promising. The EVs are targeting mainly the light duty users because of their zero (Full electric) or reduced (Hybrid) local emissions, while the BPVs encourage the use of alternative resources with the same technologies (thermal engines) used so far. The batteries which are applied to EVs are based on ions of Lithium because of their overall good performance in energy density, safety, cost and temperature performance. Biofuels, instead, can be various and the major difference is in their physical state (liquid or gaseous). In this study gaseous biofuels are considered and, more specifically, Synthetic Natural Gas (SNG) produced through a process of Power-to-Gas consisting in an electrochemical upgrade (with Solid Oxide Electrolyzers) of biogas with CO2 recycling. The latter process combines a first stage of electrolysis, where syngas is produced, and a second stage of methanation in which the product gas is turned into methane and then made available for consumption. A techno-economic comparison between the two alternatives is possible, but it does not capture all the different aspects involved in the two routes for the promotion of a more sustainable mobility. For this reason, a more comprehensive methodology, i.e. Life Cycle Assessment, is adopted to describe the environmental implications of using excess electricity (directly or indirectly) for new vehicle fleets. The functional unit of the study is 1 km and the two options are compared in terms of overall CO2 emissions, both considering Cradle to Gate and Cradle to Grave boundaries. Showing how production and disposal of materials affect the environmental performance of the analyzed routes is useful to broaden the perspective on the impacts that different technologies produce, in addition to what is emitted during the operational life. In particular, this applies to batteries for which the decommissioning phase has a larger impact on the environmental balance compared to electrolyzers. The lower (more than one order of magnitude) energy density of Li-ion batteries compared to SNG implies that for the same amount of energy used, more material resources are needed to obtain the same effect. The comparison is performed in an energy system that simulates the Western European one, in order to assess which of the two solutions is more suitable to lead the de-fossilization of the transport sector with the least resource depletion and the mildest consequences for the ecosystem.

Keywords: electrical energy storage, electric vehicles, power-to-gas, life cycle assessment

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1731 Application of Artificial Neural Network in Assessing Fill Slope Stability

Authors: An-Jui. Li, Kelvin Lim, Chien-Kuo Chiu, Benson Hsiung

Abstract:

This paper details the utilization of artificial intelligence (AI) in the field of slope stability whereby quick and convenient solutions can be obtained using the developed tool. The AI tool used in this study is the artificial neural network (ANN), while the slope stability analysis methods are the finite element limit analysis methods. The developed tool allows for the prompt prediction of the safety factors of fill slopes and their corresponding probability of failure (depending on the degree of variation of the soil parameters), which can give the practicing engineer a reasonable basis in their decision making. In fact, the successful use of the Extreme Learning Machine (ELM) algorithm shows that slope stability analysis is no longer confined to the conventional methods of modeling, which at times may be tedious and repetitive during the preliminary design stage where the focus is more on cost saving options rather than detailed design. Therefore, similar ANN-based tools can be further developed to assist engineers in this aspect.

Keywords: landslide, limit analysis, artificial neural network, soil properties

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1730 Finite State Markov Chain Model of Pollutants from Service Stations

Authors: Amina Boukelkoul, Rahil Boukelkoul, Leila Maachia

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The cumulative vapors emitted from the service stations may represent a hazard to the environment and the population. Besides fuel spill and their penetration into deep soil layers are the main contributors to soil and ground-water contamination in the vicinity of the petrol stations. The amount of the effluents from the service stations depends on strategy of maintenance and the policy adopted by the management to reduce the pollution. One key of the proposed approach is the idea of managing the effluents from the service stations which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating a probabilistic percentage of the amount of emitted pollutants is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the amount according to various options of operation.

Keywords: environment, markov modeling, pollution, service station

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1729 Lack of BIM Training: Investigating Practical Solutions for the State of Kuwait

Authors: Noor M. Abdulfattah, Ahmed M. Khalafallah, Nabil A. Kartam

Abstract:

Despite the evident benefits of building information modeling (BIM) to the construction industry, it faces significant implementation challenges in the State of Kuwait. This study investigates the awareness of construction stakeholders of BIM implementation challenges, and identifies various solutions to overcome these challenges. Specifically, the main objectives of this study are to: (1) characterize the barriers that deter utilization of BIM, (2) examine the awareness of engineers, architects, and construction stakeholders of these barriers, and (3) identify practical solutions to facilitate BIM utilization. A questionnaire survey was designed to collect data on the aforementioned objectives from local companies and senior BIM experts. It was found that engineers are highly aware of BIM implementation barriers. In addition, it was concluded from the questionnaire that the biggest barrier is the lack of BIM training. Based on expert feedback, the study concluded with a number of recommendations on how to overcome the barriers of BIM utilization. This should prove useful to the construction industry stakeholders and can lead to significant changes to design and construction practices.

Keywords: building information modeling (BIM), construction, information technology, challenges

Procedia PDF Downloads 249
1728 In Vitro Intestine Tissue Model to Study the Impact of Plastic Particles

Authors: Ashleigh Williams

Abstract:

Micro- and nanoplastics’ (MNLPs) omnipresence and ecological accumulation is evident when surveying recent environmental impact studies. For example, in 2014 it was estimated that at least 52.3 trillion plastic microparticles are floating at sea, and scientists have even found plastics present remote Arctic ice and snow (5,6). Plastics have even found their way into precipitation, with more than 1000 tons of microplastic rain precipitating onto the Western United States in 2020. Even more recent studies evaluating the chemical safety of reusable plastic bottles found that hundreds of chemicals leached into the control liquid in the bottle (ddH2O, ph = 7) during a 24-hour time period. A consequence of the increased abundance in plastic waste in the air, land, and water every year is the bioaccumulation of MNLPs in ecosystems and trophic niches of the animal food chain, which could potentially cause increased direct and indirect exposure of humans to MNLPs via inhalation, ingestion, and dermal contact. Though the detrimental, toxic effects of MNLPs have been established in marine biota, much less is known about the potentially hazardous health effects of chronic MNLP ingestion in humans. Recent data indicate that long-term exposure to MNLPs could cause possible inflammatory and dysbiotic effects. However, toxicity seems to be largely dose-, as well as size-dependent. In addition, the transcytotic uptake of MNLPs through the intestinal epithelia in humans remain relatively unknown. To this point, the goal of the current study was to investigate the mechanisms of micro- and nanoplastic uptake and transcytosis of Polystyrene (PE) in human stem-cell derived, physiologically relevant in vitro intestinal model systems, and to compare the relative effect of particle size (30 nm, 100 nm, 500 nm and 1 µm), and concentration (0 µg/mL, 250 µg/mL, 500 µg/mL, 1000 µg/mL) on polystyrene MNLP uptake, transcytosis and intestinal epithelial model integrity. Observational and quantitative data obtained from confocal microscopy, immunostaining, transepithelial electrical resistance (TEER) measurements, cryosectioning, and ELISA cytokine assays of the proinflammatory cytokines Interleukin-6 and Interleukin-8 were used to evaluate the localization and transcytosis of polystyrene MNPs and its impact on epithelial integrity in human-derived intestinal in vitro model systems. The effect of Microfold (M) cell induction on polystyrene micro- and nanoparticle (MNP) uptake, transcytosis, and potential inflammation was also assessed and compared to samples grown under standard conditions. Microfold (M) cells, link the human intestinal system to the immune system and are the primary cells in the epithelium responsible for sampling and transporting foreign matter of interest from the lumen of the gut to underlying immune cells. Given the uptake capabilities of Microfold cells to interact both specifically and nonspecific to abiotic and biotic materials, it was expected that M- cell induced in vitro samples would have increased binding, localization, and potentially transcytosis of Polystyrene MNLPs across the epithelial barrier. Experimental results of this study would not only help in the evaluation of the plastic toxicity, but would allow for more detailed modeling of gut inflammation and the intestinal immune system.

Keywords: nanoplastics, enteroids, intestinal barrier, tissue engineering, microfold (M) cells

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1727 Investigation of Textile Laminates Structure and Electrical Resistance

Authors: A. Gulbiniene, V. Jankauskaite

Abstract:

Textile laminates with breathable membranes are used extensively in protective footwear. Such polymeric membranes act as a barrier to liquid water and soil entry from the environment, but are sufficiently permeable to water vapour to allow significant amounts of sweat to evaporate and affect the comfort of the wearer. In this paper the influence of absorbed humidity amount on the electrical properties of textiles lining laminates with and without polymeric membrane is presented. It was shown that textile laminate structure and its layers have a great influence on the water vapour absorption. Laminates with polyurethane foam layers show lower ability to absorb water vapour. Semi-permeable membrane increases absorbed humidity amount. The increase of water vapour absorption ability decreases textile laminates' electrical resistance. However, the intensity of the decrease in electrical resistance depends on the textile laminate layers' nature. Laminates with polyamide layers show significantly lower electrical resistance values.

Keywords: electrical resistance, humid atmosphere, textiles laminate, water vapour absorption

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1726 Fluorescence Spectroscopy of Lysozyme-Silver Nanoparticles Complex

Authors: Shahnaz Ashrafpour, Tahereh Tohidi Moghadam, Bijan Ranjbar

Abstract:

Identifying the nature of protein-nanoparticle interactions and favored binding sites is an important issue in functional characterization of biomolecules and their physiological responses. Herein, interaction of silver nanoparticles with lysozyme as a model protein has been monitored via fluorescence spectroscopy. Formation of complex between the biomolecule and silver nanoparticles (AgNPs) induced a steady state reduction in the fluorescence intensity of protein at different concentrations of nanoparticles. Tryptophan fluorescence quenching spectra suggested that silver nanoparticles act as a foreign quencher, approaching the protein via this residue. Analysis of the Stern-Volmer plot showed quenching constant of 3.73 µM−1. Moreover, a single binding site in lysozyme is suggested to play role during interaction with AgNPs, having low affinity of binding compared to gold nanoparticles. Unfolding studies of lysozyme showed that complex of lysozyme-AgNPs has not undergone structural perturbations compared to the bare protein. Results of this effort will pave the way for utilization of sensitive spectroscopic techniques for rational design of nanobiomaterials in biomedical applications.

Keywords: nanocarrier, nanoparticles, surface plasmon resonance, quenching fluorescence

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1725 Weight Gain After Total Thyroidectomy

Authors: Yong Seong Kim, Seongbin Hong, So Hun Kim, Moonsuk Nam

Abstract:

Background: Patients who undergo thyroidectomy due to thyroid cancer often complain weight gain, although they are on suppressive thyroid hormone treatment. The aim of this study is to know whether thyroid cancer patients gain the weight after thyroidectomy and weight change is dependent on estrogen state or use of rhTSH. Material and Method: We performed a retrospective chart review of subjects receiving medical care at an academic medical center. Two hundred two patients who underwent total thyroidectomy were included. As a control group, patients with thyroid nodule and euthyroidism were matched for age, gender, menopausal status. The weight changes occurring over first one year and thyroid function were assessed. Results: Mean age was 51±12 years and patients was composed with 38% of premenopausal, 15 % perimenopausal women, 37% of postmenopausal women and 20% of men. Patients with thyroid cancer gained 2.2 kg during the first year. It’ was not significantly different with control. However, weigh change in perimenopausal and post menopausal women gained more weight than control (P <0.05). Age, baseline body weight and weight gain were not correlated. Discussion: Patient who had undergone thyroidectomy gained more weight than their control, especially in peri- and postmenopausal women. Patients in this age should be monitored for their weight carefully.

Keywords: weight gain, thyroidectomy, thyroid cancer, weight chance

Procedia PDF Downloads 399
1724 Bioactivity of Peptides from Two Mushrooms

Authors: Parisa Farzaneh, Azade Harati

Abstract:

Mushrooms, or macro-fungi, as an important superfood, contain many bioactive compounds, particularly bio-peptides. In this research, mushroom proteins were extracted by buffer or buffer plus salt (0.15 M), along with an ultrasound bath to extract the intercellular protein. As a result, the highest amount of proteins in mushrooms were categorized into albumin. Proteins were also hydrolyzed and changed into peptides through endogenous and exogenous proteases, including gastrointestinal enzymes. The potency of endogenous proteases was also higher in Agaricus bisporus than Terfezia claveryi, as their activity ended at 75 for 15 min. The blanching process, endogenous enzymes, the mixture of gastrointestinal enzymes (pepsin-trypsin-α-chymotrypsin or trypsin- α-chymotrypsin) produced the different antioxidant and antibacterial hydrolysates. The peptide fractions produced with different cut-off ultrafilters also had various levels of radical scavenging, lipid peroxidation inhibition, and antibacterial activities. The bio-peptides with superior bioactivities (less than 3 kD of T. claveryi) were resistant to various environmental conditions (pH and temperatures). Therefore, they are good options to be added to nutraceutical and pharmaceutical preparations or functional foods, even during processing.

Keywords: bio-peptide, mushrooms, gastrointestinal enzymes, bioactivity

Procedia PDF Downloads 37