Search results for: philips curve
319 Nonparametric Truncated Spline Regression Model on the Data of Human Development Index in Indonesia
Authors: Kornelius Ronald Demu, Dewi Retno Sari Saputro, Purnami Widyaningsih
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Human Development Index (HDI) is a standard measurement for a country's human development. Several factors may have influenced it, such as life expectancy, gross domestic product (GDP) based on the province's annual expenditure, the number of poor people, and the percentage of an illiterate people. The scatter plot between HDI and the influenced factors show that the plot does not follow a specific pattern or form. Therefore, the HDI's data in Indonesia can be applied with a nonparametric regression model. The estimation of the regression curve in the nonparametric regression model is flexible because it follows the shape of the data pattern. One of the nonparametric regression's method is a truncated spline. Truncated spline regression is one of the nonparametric approach, which is a modification of the segmented polynomial functions. The estimator of a truncated spline regression model was affected by the selection of the optimal knots point. Knot points is a focus point of spline truncated functions. The optimal knots point was determined by the minimum value of generalized cross validation (GCV). In this article were applied the data of Human Development Index with a truncated spline nonparametric regression model. The results of this research were obtained the best-truncated spline regression model to the HDI's data in Indonesia with the combination of optimal knots point 5-5-5-4. Life expectancy and the percentage of an illiterate people were the significant factors depend to the HDI in Indonesia. The coefficient of determination is 94.54%. This means the regression model is good enough to applied on the data of HDI in Indonesia.Keywords: generalized cross validation (GCV), Human Development Index (HDI), knots point, nonparametric regression, truncated spline
Procedia PDF Downloads 328318 Use of a Chagas Urine Nanoparticle Test (Chunap) to Correlate with Parasitemia Levels in T. cruzi/HIV Co-Infected Patients
Authors: Yagahira E. Castro-Sesquen, Robert H. Gilman, Carolina Mejia, Daniel E. Clark, Jeong Choi, Melissa J. Reimer-Mcatee, Rocio Castro, Jorge Flores, Edward Valencia-Ayala, Faustino Torrico, Ricardo Castillo-Neyra, Lance Liotta, Caryn Bern, Alessandra Luchini
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Early diagnosis of reactivation of Chagas disease in HIV patients could be lifesaving; however, in Latin American the diagnosis is performed by detection of parasitemia by microscopy which lacks sensitivity. To evaluate if levels of T. cruzi antigens in urine determined by Chunap (Chagas urine nanoparticle test) are correlated with parasitemia levels in T. cruzi/HIV co-infected patients. T. cruzi antigens in urine of HIV patients (N=55: 31 T. cruzi infected and 24 T. cruzi serology negative) were concentrated using hydrogel particles and quantified by Western Blot and a calibration curve. The percentage of Chagas positive patients determined by Chunap compared to blood microscopy, qPCR, and ELISA was 100% (6/6), 95% (18/19) and 74% (23/31), respectively. Chunap specificity was 91.7%. Linear regression analysis demonstrated a direct relationship between parasitemia levels (determined by qPCR) and urine T. cruzi antigen concentrations (p<0.001). A cut-off of > 105 pg was chosen to determine patients with reactivation of Chagas disease (6/6). Urine antigen concentration was significantly higher among patients with CD4+ lymphocyte counts below 200/mL (p=0.045). Chunap shows potential for early detection of reactivation and with appropriate adaptation can be used for monitoring Chagas disease status in T. cruzi/HIV co-infected patients.Keywords: antigenuria, Chagas disease, Chunap, nanoparticles, parasitemia, poly N-isopropylacrylamide (NIPAm)/trypan blue particles (polyNIPAm/TB), reactivation of Chagas disease.
Procedia PDF Downloads 370317 Government Size and Economic Growth: Testing the Non-Linear Hypothesis for Nigeria
Authors: R. Santos Alimi
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Using time-series techniques, this study empirically tested the validity of existing theory which stipulates there is a nonlinear relationship between government size and economic growth; such that government spending is growth-enhancing at low levels but growth-retarding at high levels, with the optimal size occurring somewhere in between. This study employed three estimation equations. First, for the size of government, two measures are considered as follows: (i) share of total expenditures to gross domestic product, (ii) share of recurrent expenditures to gross domestic product. Second, the study adopted real GDP (without government expenditure component), as a variant measure of economic growth other than the real total GDP, in estimating the optimal level of government expenditure. The study is based on annual Nigeria country-level data for the period 1970 to 2012. Estimation results show that the inverted U-shaped curve exists for the two measures of government size and the estimated optimum shares are 19.81% and 10.98%, respectively. Finally, with the adoption of real GDP (without government expenditure component), the optimum government size was found to be 12.58% of GDP. Our analysis shows that the actual share of government spending on average (2000 - 2012) is about 13.4%.This study adds to the literature confirming that the optimal government size exists not only for developed economies but also for developing economy like Nigeria. Thus, a public intervention threshold level that fosters economic growth is a reality; beyond this point economic growth should be left in the hands of the private sector. This finding has a significant implication for the appraisal of government spending and budgetary policy design.Keywords: public expenditure, economic growth, optimum level, fully modified OLS
Procedia PDF Downloads 415316 Devulcanization of Waste Rubber Tyre Utilizing Deep Eutectic Solvents and Ultrasonic Energy
Authors: Ricky Saputra, Rashmi Walvekar, Mohammad Khalid, Kaveh Shahbaz, Suganti Ramarad
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This particular study of interest aims to study the effect of coupling ultrasonic treatment with eutectic solvents in devulcanization process of waste rubber tyre. Specifically, three different types of Deep Eutectic Solvents (DES) were utilized, namely ChCl:Urea (1:2), ChCl:ZnCl₂ (1:2) and ZnCl₂:urea (2:7) in which their physicochemical properties were analysed and proven to have permissible water content that is less than 3.0 wt%, degradation temperature below 200ᵒC and freezing point below 60ᵒC. The mass ratio of rubber to DES was varied from 1:20-1:40, sonicated for 1 hour at 37 kHz and heated at variable time of 5-30 min at 180ᵒC. Energy dispersive x-rays (EDX) results revealed that the first two DESs give the highest degree of sulphur removal at 74.44 and 76.69% respectively with optimum heating time at 15 minutes whereby if prolonged, reformation of crosslink network would be experienced. Such is supported by the evidence shown by both FTIR and FESEM results where di-sulfide peak reappears at 30 minutes and morphological structures from 15 to 30 minutes change from smooth with high voidage to rigid with low voidage respectively. Furthermore, TGA curve reveals similar phenomena whereby at 15 minutes thermal decomposition temperature is at the lowest due to the decrease of molecular weight as a result of sulphur removal but increases back at 30 minutes. Type of bond change was also analysed whereby it was found that only di-sulphide bond was cleaved and which indicates partial-devulcanization. Overall, the results show that DES has a great potential to be used as devulcanizing solvent.Keywords: crosslink network, devulcanization, eutectic solvents, reformation, ultrasonic
Procedia PDF Downloads 169315 Simplified Empirical Method for Predicting Liquefaction Potential and Its Application to Kaohsiung Areas in Taiwan
Authors: Darn H. Hsiao, Zhu-Yun Zheng
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Since Taiwan is located between the Eurasian and Filipino plates and earthquakes often thus occur. The coastal plains in western Taiwan are alluvial plains, and the soils of the alluvium are mostly from the Lao-Shan belt in the central mountainous area of southern Taiwan. It could come mostly from sand/shale and slate. The previous investigation found that the soils in the Kaohsiung area of southern Taiwan are mainly composed of slate, shale, quartz, low-plastic clay, silt, silty sand and so on. It can also be found from the past earthquakes that the soil in Kaohsiung is highly susceptible to soil subsidence due to liquefaction. Insufficient bearing capacity of building will cause soil liquefaction disasters. In this study, the boring drilling data from nine districts among the Love River Basin in the city center, and some factors affecting liquefaction include the content of fines (FC), standard penetration test N value (SPT N), the thickness of clay layer near ground-surface, and the thickness of possible liquefied soil were further discussed for liquefaction potential as well as groundwater level. The results show that the liquefaction potential is higher in the areas near the riverside, the backfill area, and the west area of the study area. This paper also uses the old paleo-geological map, soil particle distribution curve, compared with LPI map calculated from the analysis results. After all the parameters finally were studied for five sub zones in the Love River Basin by maximum-minimum method, it is found that both of standard penetration test N value and the thickness of the clay layer will be most influential.Keywords: liquefaction, western Taiwan, liquefaction potential map, high liquefaction potential areas
Procedia PDF Downloads 116314 Accurate Binding Energy of Ytterbium Dimer from Ab Initio Calculations and Ultracold Photoassociation Spectroscopy
Authors: Giorgio Visentin, Alexei A. Buchachenko
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Recent proposals to use Yb dimer as an optical clock and as a sensor for non-Newtonian gravity imply the knowledge of its interaction potential. Here, the ground-state Born-Oppenheimer Yb₂ potential energy curve is represented by a semi-analytical function, consisting of short- and long-range contributions. For the former, the systematic ab initio all-electron exact 2-component scalar-relativistic CCSD(T) calculations are carried out. Special care is taken to saturate diffuse basis set component with the atom- and bond-centered primitives and reach the complete basis set limit through n = D, T, Q sequence of the correlation-consistent polarized n-zeta basis sets. Similar approaches are used to the long-range dipole and quadrupole dispersion terms by implementing the CCSD(3) polarization propagator method for dynamic polarizabilities. Dispersion coefficients are then computed through Casimir-Polder integration. The semiclassical constraint on the number of the bound vibrational levels known for the ¹⁷⁴Yb isotope is used to scale the potential function. The scaling, based on the most accurate ab initio results, bounds the interaction energy of two Yb atoms within the narrow 734 ± 4 cm⁻¹ range, in reasonable agreement with the previous ab initio-based estimations. The resulting potentials can be used as the reference for more sophisticated models that go beyond the Born-Oppenheimer approximation and provide the means of their uncertainty estimations. The work is supported by Russian Science Foundation grant # 17-13-01466.Keywords: ab initio coupled cluster methods, interaction potential, semi-analytical function, ytterbium dimer
Procedia PDF Downloads 147313 Resonant Auxetic Metamaterial for Automotive Applications in Vibration Isolation
Authors: Adrien Pyskir, Manuel Collet, Zoran Dimitrijevic, Claude-Henri Lamarque
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During the last decades, great efforts have been made to reduce acoustic and vibrational disturbances in transportations, as it has become a key feature for comfort. Today, isolation and design have neutralized most of the troublesome vibrations, so that cars are quieter and more comfortable than ever. However, some problems remain unsolved, in particular concerning low-frequency isolation and the frequency-dependent stiffening of materials like rubber. To sum it up, a balance has to be found between a high static stiffness to sustain the vibration source’s mass, and low dynamic stiffness, as wideband as possible. Systems meeting these criteria are yet to be designed. We thus investigated solutions inspired by metamaterials to control efficiently low-frequency wave propagation. Structures exhibiting a negative Poisson ratio, also called auxetic structures, are known to influence the propagation of waves through beaming or damping. However, their stiffness can be quite peculiar as well, as they can present regions of zero stiffness on the stress-strain curve for compression. In addition, auxetic materials can be easily adapted in many ways, inducing great tuning potential. Using finite element software COMSOL Multiphysics, a resonant design has been tested through statics and dynamics simulations. These results are compared to experimental results. In particular, the bandgaps featured by these structures are analyzed as a function of design parameters. Great stiffness properties can be observed, including low-frequency dynamic stiffness loss and broadband transmission loss. Such features are very promising for practical isolation purpose, and we hope to adopt this kind of metamaterial into an effective industrial damper.Keywords: auxetics, metamaterials, structural dynamics, vibration isolation
Procedia PDF Downloads 141312 Evaluation of Electro-Flocculation for Biomass Production of Marine Microalgae Phaodactylum tricornutum
Authors: Luciana C. Ramos, Leandro J. Sousa, Antônio Ferreira da Silva, Valéria Gomes Oliveira Falcão, Suzana T. Cunha Lima
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The commercial production of biodiesel using microalgae demands a high-energy input for harvesting biomass, making production economically unfeasible. Methods currently used involve mechanical, chemical, and biological procedures. In this work, a flocculation system is presented as a cost and energy effective process to increase biomass production of Phaeodactylum tricornutum. This diatom is the only species of the genus that present fast growth and lipid accumulation ability that are of great interest for biofuel production. The algae, selected from the Bank of Microalgae, Institute of Biology, Federal University of Bahia (Brazil), have been bred in tubular reactor with photoperiod of 12 h (clear/dark), providing luminance of about 35 μmol photons m-2s-1, and temperature of 22 °C. The medium used for growing cells was the Conway medium, with addition of silica. The seaweed growth curve was accompanied by cell count in Neubauer camera and by optical density in spectrophotometer, at 680 nm. The precipitation occurred at the end of the stationary phase of growth, 21 days after inoculation, using two methods: centrifugation at 5000 rpm for 5 min, and electro-flocculation at 19 EPD and 95 W. After precipitation, cells were frozen at -20 °C and, subsequently, lyophilized. Biomass obtained by electro-flocculation was approximately four times greater than the one achieved by centrifugation. The benefits of this method are that no addition of chemical flocculants is necessary and similar cultivation conditions can be used for the biodiesel production and pharmacological purposes. The results may contribute to improve biodiesel production costs using marine microalgae.Keywords: biomass, diatom, flocculation, microalgae
Procedia PDF Downloads 325311 Cirrhosis Mortality Prediction as Classification using Frequent Subgraph Mining
Authors: Abdolghani Ebrahimi, Diego Klabjan, Chenxi Ge, Daniela Ladner, Parker Stride
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In this work, we use machine learning and novel data analysis techniques to predict the one-year mortality of cirrhotic patients. Data from 2,322 patients with liver cirrhosis are collected at a single medical center. Different machine learning models are applied to predict one-year mortality. A comprehensive feature space including demographic information, comorbidity, clinical procedure and laboratory tests is being analyzed. A temporal pattern mining technic called Frequent Subgraph Mining (FSM) is being used. Model for End-stage liver disease (MELD) prediction of mortality is used as a comparator. All of our models statistically significantly outperform the MELD-score model and show an average 10% improvement of the area under the curve (AUC). The FSM technic itself does not improve the model significantly, but FSM, together with a machine learning technique called an ensemble, further improves the model performance. With the abundance of data available in healthcare through electronic health records (EHR), existing predictive models can be refined to identify and treat patients at risk for higher mortality. However, due to the sparsity of the temporal information needed by FSM, the FSM model does not yield significant improvements. To the best of our knowledge, this is the first work to apply modern machine learning algorithms and data analysis methods on predicting one-year mortality of cirrhotic patients and builds a model that predicts one-year mortality significantly more accurate than the MELD score. We have also tested the potential of FSM and provided a new perspective of the importance of clinical features.Keywords: machine learning, liver cirrhosis, subgraph mining, supervised learning
Procedia PDF Downloads 131310 Validity of Clinical Disease Activity Index (CDAI) to Evaluate the Disease Activity of Rheumatoid Arthritis Patients in Sri Lanka: A Prospective Follow up Study Based on Newly Diagnosed Patients
Authors: Keerthie Dissanayake, Chandrika Jayasinghe, Priyani Wanigasekara, Jayampathy Dissanayake, Ajith Sominanda
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The routine use of Disease Activity Score-28 (DAS28) to assess the disease activity in rheumatoid arthritis (RA) is limited due to its dependency on laboratory investigations and the complex calculations involved. In contrast, the clinical disease activity index (CDAI) is simple to calculate, which makes the "treat to target" strategy for the management of RA more practical. We aimed to assess the validity of CDAI compared to DAS28 in RA patients in Sri Lanka. A total of 103 newly diagnosed RA patients were recruited, and their disease activity was calculated using DAS 28 and CDAI during the first visit to the clinic (0 months) and re-assessed at 4 and 9 months of the follow-up visits. The validity of the CDAI, compared to DAS 28, was evaluated. Patients had a female preponderance (6:1) and a short symptom duration (mean = 6.33 months). The construct validity of CDAI, as assessed by Cronbach's α test, was 0.868. Convergent validity was assessed by correlation and Kappa statistics. Strong positive correlations were observed between CDAI and DAS 28 at the baseline (0 months), 4, and 9 months of evaluation (Spearman's r = 0.9357, 0.9354, 0.9106, respectively). Moderate-good inter-rater agreements between the DAS-28 and CDAI were observed (Weighted kappa of 0.660, 0.519, and 0.741 at 0, 4, and 9 months respectively). Discriminant validity, as assessed by ROC curves at 0, 4th, and 9th months of the evaluation, showed the area under the curve (AUC) of 0.958, 0.985, and 0.914, respectively. The suggested cut-off points for different CDAI disease activity categories according to ROC curves were ≤ 2 (Remission), >2 to ≤ 5 (low), >5 to ≤ 18 (moderate), > 18 (high). These findings indicate that the CDAI has good concordance with DAS 28 in assessing the disease activity in RA patients in this study sample.Keywords: rheumatoid arthritis, CDAI, disease activity, Sri Lanka, validation
Procedia PDF Downloads 146309 Evaluating the Effectiveness of Combined Psychiatric and Psychotherapeutic Care versus Psychotherapy Alone in the Treatment of Depression and Anxiety in Cancer Patients
Authors: Nathen A. Spitz, Dennis Martin Kivlighan III, Arwa Aburizik
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Background and Purpose: Presently, there is a paucity of naturalistic studies that directly compare the effectiveness of psychotherapy versus concurrent psychotherapy and psychiatric care for the treatment of depression and anxiety in cancer patients. Informed by previous clinical trials examining the efficacy of concurrent approaches, this study sought to test the hypothesis that a combined approach would result in the greatest reduction of depression and anxiety symptoms. Methods: Data for this study consisted of 433 adult cancer patients, with 252 receiving only psychotherapy and 181 receiving concurrent psychotherapy and psychiatric care at the University of Iowa Hospitals and Clinics. Longitudinal PHQ9 and GAD7 data were analyzed between both groups using latent growth curve analyses. Results: After controlling for treatment length and provider effects, results indicated that concurrent care was more effective than psychotherapy alone for depressive symptoms (γ₁₂ = -0.12, p = .037). Specifically, the simple slope for concurrent care was -0.25 (p = .022), and the simple slope for psychotherapy alone was -0.13 (p = .006), suggesting that patients receiving concurrent care experienced a greater reduction in depressive symptoms compared to patients receiving psychotherapy alone. In contrast, there were no significant differences between psychotherapy alone and concurrent psychotherapy and psychiatric care in the reduction of anxious symptoms. Conclusions: Overall, as both psychotherapy and psychiatric care may address unique aspects of mental health conditions, in addition to potentially providing synergetic support to each other, a combinatorial approach to mental healthcare for cancer patients may improve outcomes.Keywords: psychiatry, psychology, psycho-oncology, combined care, psychotherapy, behavioral psychology
Procedia PDF Downloads 111308 Numerical Performance Evaluation of a Savonius Wind Turbines Using Resistive Torque Modeling
Authors: Guermache Ahmed Chafik, Khelfellah Ismail, Ait-Ali Takfarines
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The Savonius vertical axis wind turbine is characterized by sufficient starting torque at low wind speeds, simple design and does not require orientation to the wind direction; however, the developed power is lower than other types of wind turbines such as Darrieus. To increase these performances several studies and researches have been developed, such as optimizing blades shape, using passive controls and also minimizing power losses sources like the resisting torque due to friction. This work aims to estimate the performance of a Savonius wind turbine introducing a User Defined Function to the CFD model analyzing resisting torque. This User Defined Function is developed to simulate the action of the wind speed on the rotor; it receives the moment coefficient as an input to compute the rotational velocity that should be imposed on computational domain rotating regions. The rotational velocity depends on the aerodynamic moment applied on the turbine and the resisting torque, which is considered a linear function. Linking the implemented User Defined Function with the CFD solver allows simulating the real functioning of the Savonius turbine exposed to wind. It is noticed that the wind turbine takes a while to reach the stationary regime where the rotational velocity becomes invariable; at that moment, the tip speed ratio, the moment and power coefficients are computed. To validate this approach, the power coefficient versus tip speed ratio curve is compared with the experimental one. The obtained results are in agreement with the available experimental results.Keywords: resistant torque modeling, Savonius wind turbine, user-defined function, vertical axis wind turbine performances
Procedia PDF Downloads 150307 Fractal Nature of Granular Mixtures of Different Concretes Formulated with Different Methods of Formulation
Authors: Fatima Achouri, Kaddour Chouicha, Abdelwahab Khatir
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It is clear that concrete of quality must be made with selected materials chosen in optimum proportions that remain after implementation, a minimum of voids in the material produced. The different methods of formulations what we use, are based for the most part on a granular curve which describes an ‘optimal granularity’. Many authors have engaged in fundamental research on granular arrangements. A comparison of mathematical models reproducing these granular arrangements with experimental measurements of compactness have to verify that the minimum porosity P according to the following extent granular exactly a power law. So the best compactness in the finite medium are obtained with power laws, such as Furnas, Fuller or Talbot, each preferring a particular setting between 0.20 and 0.50. These considerations converge on the assumption that the optimal granularity Caquot approximates by a power law. By analogy, it can then be analyzed as a granular structure of fractal-type since the properties that characterize the internal similarity fractal objects are reflected also by a power law. Optimized mixtures may be described as a series of installments falling granular stuff to better the tank on a regular hierarchical distribution which would give at different scales, by cascading effects, the same structure to the mix. Likely this model may be appropriate for the entire extent of the size distribution of the components, since the cement particles (and silica fume) correctly deflocculated, micrometric dimensions, to chippings sometimes several tens of millimeters. As part of this research, the aim is to give an illustration of the application of fractal analysis to characterize the granular concrete mixtures optimized for a so-called fractal dimension where different concretes were studying that we proved a fractal structure of their granular mixtures regardless of the method of formulation or the type of concrete.Keywords: concrete formulation, fractal character, granular packing, method of formulation
Procedia PDF Downloads 250306 Evaluating Probable Bending of Frames for Near-Field and Far-Field Records
Authors: Majid Saaly, Shahriar Tavousi Tafreshi, Mehdi Nazari Afshar
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Most reinforced concrete structures are designed only under heavy loads have large transverse reinforcement spacing values, and therefore suffer severe failure after intense ground movements. The main goal of this paper is to compare the shear- and axial failure of concrete bending frames available in Tehran using incremental dynamic analysis under near- and far-field records. For this purpose, IDA analyses of 5, 10, and 15-story concrete structures were done under seven far-fault records and five near-faults records. The results show that in two-dimensional models of short-rise, mid-rise and high-rise reinforced concrete frames located on Type-3 soil, increasing the distance of the transverse reinforcement can increase the maximum inter-story drift ratio values up to 37%. According to the existing results on 5, 10, and 15-story reinforced concrete models located on Type-3 soil, records with characteristics such as fling-step and directivity create maximum drift values between floors more than far-fault earthquakes. The results indicated that in the case of seismic excitation modes under earthquake encompassing directivity or fling-step, the probability values of failure and failure possibility increasing rate values are much smaller than the corresponding values of far-fault earthquakes. However, in near-fault frame records, the probability of exceedance occurs at lower seismic intensities compared to far-fault records.Keywords: IDA, failure curve, directivity, maximum floor drift, fling step, evaluating probable bending of frames, near-field and far-field earthquake records
Procedia PDF Downloads 98305 An Evaluative Study of Services Provided in Community Based Rehabilitation Centres in Jordan
Authors: Wesam Darawsheh
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Purpose: There is an absence of studies directed to evaluate the effectiveness of Community Based Rehabilitation (CBR) programs in Jordan. This research study is aimed at investigating the effectiveness of the services of CBR programmes in Jordan. Method: A questionnaire anonymized survey was carried out with forty-seven participants (stakeholders and volunteers) from four CBR centres in Jordan. It comprised eighteen questions that collected both qualitative and quantitative data with both closed- and open-ended questions. The survey assessed participants’ knowledge of CBR and perception of the effectiveness of services provided. The quantitative data were analyzed using SPSS Version 22.0 (2016, IBM Corporation New York). Qualitative data were analyzed through thematic content and analysis and open coding to identify emergent themes. Results: The ROC curve revealed that the AUC for questions of the survey to be (AUC=0.846) which indicated a good specificity and sensitivity of the questions of the survey. The MANOVA revealed insignificant results in the effect of the CBR site (p= 0.157), and the level of education of participants (p=0.549), on the perception of the effectiveness of CBR services. There were insignificant differences between the scores of PWDs and volunteers (p=0.781). 40.4% evaluated the effectiveness of CBR services to be low. This mainly stemmed out from the lack of efforts of the CBR programmes to raise the knowledge of the local community about CBR, disability and the role toward PWDs. Conclusions: A speculation for priorities of CBR programmes in Jordan was offered where efforts need to be directed at promoting livelihood and the empowerment components, in order to actualize the main three principles of CBR mainly by promoting multispectral collaboration as a way of operation.Keywords: community based rehabilitation (CBR), people with disabilities (PWDS), CBR centres, rehabilitation services, Jordan, mixed-methods, evaluative study
Procedia PDF Downloads 245304 Computational Fluid Dynamics Modelling of the Improved Airflow on a Ballistic Grille Using a Porous Medium Approach
Authors: Mapula Mothomogolo, Anria Clarke
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The ballistic grille has become a mission critical component for protection on an armoured vehicle. They are designed to protect the armoured vehicle against ballistic threats while maintaining sufficient airflow for under-hood thermal management. Improving the ballistic grille for better ballistic protection can compromise the airflow to the engine. This reduces the cooling capacity of the armoured vehicle, thus reducing the overall power performance of the vehicle. This paper investigates the airflow through a grille using a computational fluid dynamics modelling approach. A comparative study was conducted between a standard armoured vehicle grille and a ballistic grille. The results were used as a benchmark for optimising the airflow through the ballistic grille by reducing the pressure drop through the grille. The ballistic grille was modelled as a porous medium to account for the pressure drop in the porous region. The effects of the porous zone were accounted for in the source term of the momentum Navier Stokes equation. The source term defines the pressure drop in the porous region as a function of the velocity. A pressure gradient curve approach was used to determine the Darcy coefficient and inertial resistance coefficient of the source term. The empirically defined coefficients were used as simulation input for a more accurate pressure drop prediction in the porous region. Additionally, the ballistic grille geometry was optimised using an adjoint solver (shape optimisation module in Ansys fluent) to reduce the pressure drop through the ballistic grille by 30%. Based on the simulation results, the optimised ballistic grille geometry will be further tested experimentally to validate the numerical model.Keywords: ballistic grille, computational fluid modelling, Darcy’s law, porous medium, pressure drop
Procedia PDF Downloads 12303 Elucidation of Mechanism of Action of Antidepressant-Like Effect of Valeriana wallichii Maaliol Chemotype in Mice
Authors: Sangeeta Pilkhwal Sah, C. S. Mathela, Kanwaljit Chopra
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Valeriana wallichii DC, an ayurvedic traditional medicine, popularly named as Indian valerian exist as three chemotypes. GC-MS analysis of V. wallichii essential oil in present study showed maaliol as the major constituent followed by the presence of β-gurjunene, acoradiene, guaiol and α-santalene. The results thus confirmed it to be a maaliol chemotype. Further, the antidepressant-like effect of root essential oil (10, 20 and 40 mg/kg p.o.) was investigated in both acute and chronic treatment study using forced swim test in mice. Single administration of different doses produced an inverted U shaped curve and significantly inhibited the immobility period (39.7% and 58%) at doses 10 and 40 mg/kg respectively. Standard drug imipramine significantly decreased immobility period (59.8%). None of the doses altered locomotor activity except a significant decrease of 44.9% was observed with 40 mg/kg (p < 0.05). Similarly, daily administration of essential oil for 14 days produced a dose dependent effect with significantly reduced immobility period (70.9%) at 40 mg/kg dose only whereas imipramine produced 86% decrease (p < 0.05). The neurotransmitter levels in mouse brain were estimated on day 14 after the behavioral study. Significant increase in the level of norepinephrine (10%) and dopamine (23%) (p < 0.05) was found at 40 mg/kg dose, while no change was observed at 10 and 20 mg/kg doses. The antidepressant-like effect of essential oil (40 mg/kg) was prevented by pretreatment of mice with L-arginine (750 mg/kg i.p.) and sildenafil (5 mg/kg i.p). On the contrary, pretreatment of mice with L-NAME (10 mg/kg i.p.) or methylene blue (10 mg/kg i.p.) potentiated the antidepressant action of essential oil (20 mg/kg). The findings thus demonstrated that nitric oxide pathway is involved in mediating antidepressant like effect of essential oil from this chemotype.Keywords: Valeriana wallichii DC chemotype, essential oil, forced swim test, nitric oxide modulators, neurotransmitters
Procedia PDF Downloads 293302 Infrastructure Sharing Synergies: Optimal Capacity Oversizing and Pricing
Authors: Robin Molinier
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Industrial symbiosis (I.S) deals with both substitution synergies (exchange of waste materials, fatal energy and utilities as resources for production) and infrastructure/service sharing synergies. The latter is based on the intensification of use of an asset and thus requires to balance capital costs increments with snowball effects (network externalities) for its implementation. Initial investors must specify ex-ante arrangements (cost sharing and pricing schedule) to commit toward investments in capacities and transactions. Our model investigate the decision of 2 actors trying to choose cooperatively a level of infrastructure capacity oversizing to set a plug-and-play offer to a potential entrant whose capacity requirement is randomly distributed while satisficing their own requirements. Capacity cost exhibits sub-additive property so that there is room for profitable overcapacity setting in the first period. The entrant’s willingness-to-pay for the access to the infrastructure is dependent upon its standalone cost and the capacity gap that it must complete in case the available capacity is insufficient ex-post (the complement cost). Since initial capacity choices are driven by ex-ante (expected) yield extractible from the entrant we derive the expected complement cost function which helps us defining the investors’ objective function. We first show that this curve is decreasing and convex in the capacity increments and that it is shaped by the distribution function of the potential entrant’s requirements. We then derive the general form of solutions and solve the model for uniform and triangular distributions. Depending on requirements volumes and cost assumptions different equilibria occurs. We finally analyze the effect of a per-unit subsidy a public actor would apply to foster such sharing synergies.Keywords: capacity, cooperation, industrial symbiosis, pricing
Procedia PDF Downloads 205301 Immune Complex Components Act as Agents in Relapsing Fever Borrelia Mediated Rosette Formation
Authors: Mukunda Upreti, Jill Storry, Rafael Björk, Emilie Louvet, Johan Normark, Sven Bergström
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Borrelia duttonii and most other relapsing fever species are Gram-negative bacteria which cause a blood borne infection characterized by the binding of bacterium to erythrocytes. The bacteria associate with two or more erythrocytes to form clusters of cells into rosettes. Rosetting is a major virulence factor and the mechanism is believed to facilitate persistence of bacteria in the circulatory system and the avoidance of host immune cells through masking or steric hindrance effects. However, the molecular mechanisms of rosette formation are still poorly understood. This study aims at determining the molecules involved in the rosette formation phenomenon. Fractionated serum, using different affinity purification methods, was investigated as a rosetting agent and IgG and at least one other serum components were needed for rosettes to form. An IgG titration curve demonstrated that IgG alone is not enough to restore rosette formation level to the level whole serum gives. IgG hydrolysis by IdeS ( Immunoglobulin G-degrading enzyme of Streptococcus pyogenes) and deglycosylation using N-Glycanase proved that the whole IgG molecule regardless of saccharide moieties is critical for Borrelia induced rosetting. Complement components C3 and C4 were also important serum molecules necessary to maintain optimum rosetting rates. The deactivation of complement network and serum depletion with C3 and C4 significantly reduced the rosette formation rate. The dependency of IgG and complement components also implied involvement of the complement receptor (CR1). Rosette formation test with Knops null RBC and sCR1 confirmed that CR1 is also part of Borrelia induced rosette formation.Keywords: complement components C3 and C4, complement receptor 1, Immunoglobulin G, Knops null, Rosetting
Procedia PDF Downloads 314300 Radio Labeling and Characterization of Cysteine and Its Derivatives with Tc99m and Their Bio-Distribution
Authors: Rabia Ashfaq, Saeed Iqbal, Atiq ur Rehman, Irfanullah Khan
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An extensive series of radiopharmaceuticals have been explored in order to discover a better brain tumour diagnostic agent. Tc99m labelling with cysteine and its derivatives in liposomes shows effective tagging of about 70% to 80 %. Due to microscopic size it successfully crossed the brain barrier in 2 minutes which gradually decreases in 5 to 15 minutes. HMPAO labelled with Tc99m is another important radiopharmaceutical used to study brain perfusion but it comes with a flaw that it’s only functional during epilepsy. 1, 1 ECD is purely used in Tc99m ECD formulation; because it not only tends to cross the blood brain barrier but it can be metabolized which can be easily entrapped in human brain. Radio labelling of Cysteine with Tc99m at room temperature was performed which yielded no good results. Hence cysteine derivatives with salicylaldehyde were prepared that produced about 75 % yield for ligand. In order to perform it’s radio labelling a suitable solvent DMSO was selected and physical parameters were performed. Elemental analyser produced remarkably similar results for ligand as reported in literature. IR spectra of Ligand in DMSO concluded in the absence of SH stretch and presence of N-H vibration. Thermal analysis of the ligand further suggested its decomposition pattern with no distinct curve for a melting point. Radio labelling of ligand was performed which produced excellent results giving up to 88% labelling at pH 5.0. Clinical trials using Rabbit were performed after validating the products reproducibility. The radiopharmaceutical prepared was injected into the rabbit. Dynamic as well as static study was performed under the SPECT. It showed considerable uptake in the kidneys and liver considering it suitable for the Hypatobilliary study.Keywords: marcapto compounds, 99mTc - radiolabeling, salicylaldicysteine, thiozolidine
Procedia PDF Downloads 339299 Nonlinear Estimation Model for Rail Track Deterioration
Authors: M. Karimpour, L. Hitihamillage, N. Elkhoury, S. Moridpour, R. Hesami
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Rail transport authorities around the world have been facing a significant challenge when predicting rail infrastructure maintenance work for a long period of time. Generally, maintenance monitoring and prediction is conducted manually. With the restrictions in economy, the rail transport authorities are in pursuit of improved modern methods, which can provide precise prediction of rail maintenance time and location. The expectation from such a method is to develop models to minimize the human error that is strongly related to manual prediction. Such models will help them in understanding how the track degradation occurs overtime under the change in different conditions (e.g. rail load, rail type, rail profile). They need a well-structured technique to identify the precise time that rail tracks fail in order to minimize the maintenance cost/time and secure the vehicles. The rail track characteristics that have been collected over the years will be used in developing rail track degradation prediction models. Since these data have been collected in large volumes and the data collection is done both electronically and manually, it is possible to have some errors. Sometimes these errors make it impossible to use them in prediction model development. This is one of the major drawbacks in rail track degradation prediction. An accurate model can play a key role in the estimation of the long-term behavior of rail tracks. Accurate models increase the track safety and decrease the cost of maintenance in long term. In this research, a short review of rail track degradation prediction models has been discussed before estimating rail track degradation for the curve sections of Melbourne tram track system using Adaptive Network-based Fuzzy Inference System (ANFIS) model.Keywords: ANFIS, MGT, prediction modeling, rail track degradation
Procedia PDF Downloads 324298 Mitochondrial DNA Copy Number in Egyptian Patients with Hepatitis C Virus Related Hepatocellular Carcinoma
Authors: Doaa Hashad, Amany Elyamany, Perihan Salem
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Introduction: Hepatitis C virus infection (HCV) constitutes a serious dilemma that has an impact on the health of millions of Egyptians. Hepatitis C virus related hepatocellular carcinoma (HCV-HCC) is a crucial consequence of HCV that represents the third cause of cancer-related deaths worldwide. Aim of the study: assess the use of mitochondrial DNA (mtDNA) content as a non-invasive molecular biomarker in hepatitis c virus related hepatocellular carcinoma (HCV-HCC). Methods: A total of 135 participants were enrolled in the study. Volunteers were assigned to one of three groups equally; a group of HCV related cirrhosis (HCV-cirrhosis), a group of HCV-HCC and a control group of age- and sex- matched healthy volunteers with no evidence of liver disease. mtDNA was determined using a quantitative real-time PCR technique. Results: mtDNA content was lowest in HCV-HCC cases. No statistically significant difference was observed between the group of HCV-cirrhosis and the control group as regards mtDNA level. HCC patients with multi-centric hepatic lesions had significantly lower mtDNA content. On using receiver operating characteristic curve analysis, a cutoff of 34 was assigned for mtDNA content to distinguish between HCV-HCC and HCV-cirrhosis patients who are not yet complicated by malignancy. Lower mtDNA was associated with greater HCC risk on using healthy controls, HCV-cirrhosis, or combining both groups as a reference group. Conclusions: mtDNA content might constitute a non-invasive molecular biomarker that reflects tumor burden in HCV-HCC cases and could be used as a predictor of HCC risk in patients of HCV-cirrhosis. In addition, the non significant difference of mtDNA level between HCV-cirrhosis patients and healthy controls could eliminate the grey zone created by the use of AFP in some cirrhotic patients.Keywords: DNA copy number, HCC, HCV, mitochondrial
Procedia PDF Downloads 319297 Rule-Of-Mixtures: Predicting the Bending Modulus of Unidirectional Fiber Reinforced Dental Composites
Authors: Niloofar Bahramian, Mohammad Atai, Mohammad Reza Naimi-Jamal
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Rule of mixtures is the simple analytical model is used to predict various properties of composites before design. The aim of this study was to demonstrate the benefits and limitations of the Rule-of-Mixtures (ROM) for predicting bending modulus of a continuous and unidirectional fiber reinforced composites using in dental applications. The Composites were fabricated from light curing resin (with and without silica nanoparticles) and modified and non-modified fibers. Composite samples were divided into eight groups with ten specimens for each group. The bending modulus (flexural modulus) of samples was determined from the slope of the initial linear region of stress-strain curve on 2mm×2mm×25mm specimens with different designs: fibers corona treatment time (0s, 5s, 7s), fibers silane treatment (0%wt, 2%wt), fibers volume fraction (41%, 33%, 25%) and nanoparticles incorporation in resin (0%wt, 10%wt, 15%wt). To study the fiber and matrix interface after fracture, single edge notch beam (SENB) method and scanning electron microscope (SEM) were used. SEM also was used to show the nanoparticles dispersion in resin. Experimental results of bending modulus for composites made of both physical (corona) and chemical (silane) treated fibers were in reasonable agreement with linear ROM estimates, but untreated fibers or non-optimized treated fibers and poor nanoparticles dispersion did not correlate as well with ROM results. This study shows that the ROM is useful to predict the mechanical behavior of unidirectional dental composites but fiber-resin interface and quality of nanoparticles dispersion play important role in ROM accurate predictions.Keywords: bending modulus, fiber reinforced composite, fiber treatment, rule-of-mixtures
Procedia PDF Downloads 269296 Characteristics and Drivers of Greenhouse Gas (GHG) emissions from China’s Manufacturing Industry: A Threshold Analysis
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Only a handful of literature have used to non-linear model to investigate the influencing factors of greenhouse gas (GHG) emissions in China’s manufacturing sectors. And there is a limit in investigating quantitatively and systematically the mechanism of correlation between economic development and GHG emissions considering inherent differences among manufacturing sub-sectors. Considering the sectorial characteristics, the manufacturing sub-sectors with various impacts of output on GHG emissions may be explained by different development modes in each manufacturing sub-sector, such as investment scale, technology level and the level of international competition. In order to assess the environmental impact associated with any specific level of economic development and explore the factors that affect GHG emissions in China’s manufacturing industry during the process of economic growth, using the threshold Stochastic Impacts by Regression on Population, Affluence and Technology (STIRPAT) model, this paper investigated the influence impacts of GHG emissions for China’s manufacturing sectors of different stages of economic development. A data set from 28 manufacturing sectors covering an 18-year period was used. Results demonstrate that output per capita and investment scale contribute to increasing GHG emissions while energy efficiency, R&D intensity and FDI mitigate GHG emissions. Results also verify the nonlinear effect of output per capita on emissions as: (1) the Environmental Kuznets Curve (EKC) hypothesis is supported when threshold point RMB 31.19 million is surpassed; (2) the driving strength of output per capita on GHG emissions becomes stronger as increasing investment scale; (3) the threshold exists for energy efficiency with the positive coefficient first and negative coefficient later; (4) the coefficient of output per capita on GHG emissions decreases as R&D intensity increases. (5) FDI shows a reduction in elasticity when the threshold is compassed.Keywords: China, GHG emissions, manufacturing industry, threshold STIRPAT model
Procedia PDF Downloads 423295 Prediction of Super-Response to Cardiac Resynchronisation Therapy
Authors: Vadim A. Kuznetsov, Anna M. Soldatova, Tatyana N. Enina, Elena A. Gorbatenko, Dmitrii V. Krinochkin
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The aim of the study was to evaluate potential parameters related with super-response to CRT. Methods: 60 CRT patients (mean age 54.3 ± 9.8 years; 80% men) with congestive heart failure (CHF) II-IV NYHA functional class, left ventricular ejection fraction < 35% were enrolled. At baseline, 1 month, 3 months and each 6 months after implantation clinical, electrocardiographic and echocardiographic parameters, NT-proBNP level were evaluated. According to the best decrease of left ventricular end-systolic volume (LVESV) (mean follow-up period 33.7 ± 15.1 months) patients were classified as super-responders (SR) (n=28; reduction in LVESV ≥ 30%) and non-SR (n=32; reduction in LVESV < 30%). Results: At baseline groups differed in age (58.1 ± 5.8 years in SR vs 50.8 ± 11.4 years in non-SR; p=0.003), gender (female gender 32.1% vs 9.4% respectively; p=0.028), width of QRS complex (157.6 ± 40.6 ms in SR vs 137.6 ± 33.9 ms in non-SR; p=0.044). Percentage of LBBB was equal between groups (75% in SR vs 59.4% in non-SR; p=0.274). All parameters of mechanical dyssynchrony were higher in SR, but only difference in left ventricular pre-ejection period (LVPEP) was statistically significant (153.0 ± 35.9 ms vs. 129.3 ± 28.7 ms p=0.032). NT-proBNP level was lower in SR (1581 ± 1369 pg/ml vs 3024 ± 2431 pg/ml; p=0.006). The survival rates were 100% in SR and 90.6% in non-SR (log-rank test P=0.002). Multiple logistic regression analysis showed that LVPEP (HR 1.024; 95% CI 1.004–1.044; P = 0.017), baseline NT-proBNP level (HR 0.628; 95% CI 0.414–0.953; P=0.029) and age at baseline (HR 1.094; 95% CI 1.009-1.168; P=0.30) were independent predictors for CRT super-response. ROC curve analysis demonstrated sensitivity 71.9% and specificity 82.1% (AUC=0.827; p < 0.001) of this model in prediction of super-response to CRT. Conclusion: Super-response to CRT is associated with better survival in long-term period. Presence of LBBB was not associated with super-response. LVPEP, NT-proBNP level, and age at baseline can be used as independent predictors of CRT super-response.Keywords: cardiac resynchronisation therapy, superresponse, congestive heart failure, left bundle branch block
Procedia PDF Downloads 389294 Biofuel Production via Thermal Cracking of Castor Methyl Ester
Authors: Roghaieh Parvizsedghy, Seyed Mojtaba Sadrameli
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Diminishing oil reserves, deteriorating health standards because of greenhouse gas emissions and associated environmental impacts have emerged biofuel production. Vegetable oils are proved to be valuable feedstock in these growing industries as they are renewable and potentially inexhaustible sources. Thermal Cracking of vegetable oils (triglycerides) leads to production of biofuels which are similar to fossil fuels in terms of composition but their combustion and physical properties have limits. Acrolein (very poisonous gas) and water production during cracking of triglycerides occurs because of presence of glycerin in their molecular structure. Transesterification of vegetable oil is a method to extract glycerol from triglycerides structure and produce methyl ester. In this study, castor methyl ester was used for thermal cracking in order to survey the efficiency of this method to produce bio-gasoline and bio-diesel. Thus, several experiments were designed by means of central composite method. Statistical studies showed that two reaction parameters, namely cracking temperature and feed flowrate, affect products yield significantly. At the optimized conditions (480 °C and 29 g/h) for maximum bio-gasoline production, 88.6% bio-oil was achieved which was distilled and separated as bio-gasoline (28%) and bio-diesel (48.2%). Bio-gasoline exposed a high octane number and combustion heat. Distillation curve and Reid vapor pressure of bio-gasoline fell in the criteria of standard gasoline (class AA) by ASTM D4814. Bio-diesel was compatible with standard diesel by ASTM D975. Water production was negligible and no evidence of acrolein production was distinguished. Therefore, thermal cracking of castor methyl ester could be used as a method to produce valuable biofuels.Keywords: bio-diesel, bio-gasoline, castor methyl ester, thermal cracking, transesterification
Procedia PDF Downloads 233293 Synthesis, Characterization of Organic and Inorganic Zn-Al Layered Double Hydroxides and Application for the Uptake of Methyl Orange from Aqueous Solution
Authors: Fatima Zahra Mahjoubi, Abderrahim Khalidi, Mohammed Abdennouri, Noureddine Barka
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Zn-Al layered double hydroxides containing carbonate, nitrate and dodecylsulfate as the interlamellar anions have been prepared through a coprecipitation method. The resulting compounds were characterized using XRD, ICP, FTIR, TGA/DTA, TEM/EDX and pHPZC analysis. The XRD patterns revealed that carbonate and nitrate could be intercalated into the interlayer structure with basal spacing of 22.74 and 26.56 Å respectively. Bilayer intercalation of dodecylsulfate molecules was achieved in Zn-Al LDH with a basal spacing of 37.86 Å. The TEM observation indicated that the materials synthesized via coprecipitation present nanoscale LDH particle. The average particle size of Zn-AlCO3 is 150 to 200 nm. Irregular circular to hexagonal shaped particles with 30 to 40 nm in diameter was observed in the Zn-AlNO3 morphology. TEM image of Zn-AlDs display nanostructured sheet like particles with size distribution between 5 to 10 nm. The sorption characteristics and mechanisms of methyl orange dye on organic LDH were investigated and were subsequently compared with that on the inorganic Zn-Al layered double hydroxides. Adsorption experiments for MO were carried out as function of solution pH, contact time and initial dye concentration. The adsorption behavior onto inorganic LDHs was obviously influenced by initial pH. However, the adsorption capacity of organic LDH was influenced indistinctively by initial pH and the removal percentage of MO was practically constant at various value of pH. As the MO concentration increased, the curve of adsorption capacity became L-type onto LDHs. The adsorption behavior for Zn-AlDs was proposed by the dissolution of dye in a hydrophobic interlayer region (i.e., adsolubilization). The results suggested that Zn-AlDs could be applied as a potential adsorbent for MO removal in a wide range of pH.Keywords: adsorption, dodecylsulfate, kinetics, layered double hydroxides, methyl orange removal
Procedia PDF Downloads 286292 Study on Energy Transfer in Collapsible Soil During Laboratory Proctor Compaction Test
Authors: Amritanshu Sandilya, M. V. Shah
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Collapsible soils such as loess are a common geotechnical challenge due to their potential to undergo sudden and severe settlement under certain loading conditions. The need for filling engineering to increase developing land has grown significantly in recent years, which has created several difficulties in managing soil strength and stability during compaction. Numerous engineering problems, such as roadbed subsidence and pavement cracking, have been brought about by insufficient fill strength. Therefore, strict control of compaction parameters is essential to reduce these distresses. Accurately measuring the degree of compaction, which is often represented by compactness is an important component of compaction control. For credible predictions of how collapsible soils will behave under complicated loading situations, the accuracy of laboratory studies is essential. Therefore, this study aims to investigate the energy transfer in collapsible soils during laboratory Proctor compaction tests to provide insights into how energy transfer can be optimized to achieve more accurate and reliable results in compaction testing. The compaction characteristics in terms of energy of loess soil have been studied at moisture content corresponding to dry of optimum, at the optimum and wet side of optimum and at different compaction energy levels. The hammer impact force (E0) and soil bottom force (E) were measured using an impact load cell mounted at the bottom of the compaction mould. The variation in energy consumption ratio (E/ E0) was observed and compared with the compaction curve of the soil. The results indicate that the plot of energy consumption ratio versus moisture content can serve as a reliable indicator of the compaction characteristics of the soil in terms of energy.Keywords: soil compaction, proctor compaction test, collapsible soil, energy transfer
Procedia PDF Downloads 79291 Bias-Corrected Estimation Methods for Receiver Operating Characteristic Surface
Authors: Khanh To Duc, Monica Chiogna, Gianfranco Adimari
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With three diagnostic categories, assessment of the performance of diagnostic tests is achieved by the analysis of the receiver operating characteristic (ROC) surface, which generalizes the ROC curve for binary diagnostic outcomes. The volume under the ROC surface (VUS) is a summary index usually employed for measuring the overall diagnostic accuracy. When the true disease status can be exactly assessed by means of a gold standard (GS) test, unbiased nonparametric estimators of the ROC surface and VUS are easily obtained. In practice, unfortunately, disease status verification via the GS test could be unavailable for all study subjects, due to the expensiveness or invasiveness of the GS test. Thus, often only a subset of patients undergoes disease verification. Statistical evaluations of diagnostic accuracy based only on data from subjects with verified disease status are typically biased. This bias is known as verification bias. Here, we consider the problem of correcting for verification bias when continuous diagnostic tests for three-class disease status are considered. We assume that selection for disease verification does not depend on disease status, given test results and other observed covariates, i.e., we assume that the true disease status, when missing, is missing at random. Under this assumption, we discuss several solutions for ROC surface analysis based on imputation and re-weighting methods. In particular, verification bias-corrected estimators of the ROC surface and of VUS are proposed, namely, full imputation, mean score imputation, inverse probability weighting and semiparametric efficient estimators. Consistency and asymptotic normality of the proposed estimators are established, and their finite sample behavior is investigated by means of Monte Carlo simulation studies. Two illustrations using real datasets are also given.Keywords: imputation, missing at random, inverse probability weighting, ROC surface analysis
Procedia PDF Downloads 409290 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options
Authors: Wajih Abbassi, Zouhaier Ben Khelifa
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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options
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