Search results for: mixed model
18274 Development of a Predictive Model to Prevent Financial Crisis
Authors: Tengqin Han
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Delinquency has been a crucial factor in economics throughout the years. Commonly seen in credit card and mortgage, it played one of the crucial roles in causing the most recent financial crisis in 2008. In each case, a delinquency is a sign of the loaner being unable to pay off the debt, and thus may cause a lost of property in the end. Individually, one case of delinquency seems unimportant compared to the entire credit system. China, as an emerging economic entity, the national strength and economic strength has grown rapidly, and the gross domestic product (GDP) growth rate has remained as high as 8% in the past decades. However, potential risks exist behind the appearance of prosperity. Among the risks, the credit system is the most significant one. Due to long term and a large amount of balance of the mortgage, it is critical to monitor the risk during the performance period. In this project, about 300,000 mortgage account data are analyzed in order to develop a predictive model to predict the probability of delinquency. Through univariate analysis, the data is cleaned up, and through bivariate analysis, the variables with strong predictive power are detected. The project is divided into two parts. In the first part, the analysis data of 2005 are split into 2 parts, 60% for model development, and 40% for in-time model validation. The KS of model development is 31, and the KS for in-time validation is 31, indicating the model is stable. In addition, the model is further validation by out-of-time validation, which uses 40% of 2006 data, and KS is 33. This indicates the model is still stable and robust. In the second part, the model is improved by the addition of macroeconomic economic indexes, including GDP, consumer price index, unemployment rate, inflation rate, etc. The data of 2005 to 2010 is used for model development and validation. Compared with the base model (without microeconomic variables), KS is increased from 41 to 44, indicating that the macroeconomic variables can be used to improve the separation power of the model, and make the prediction more accurate.Keywords: delinquency, mortgage, model development, model validation
Procedia PDF Downloads 23118273 Shear Strength Characteristics of Sand Mixed with Particulate Rubber
Authors: Firas Daghistani, Hossam Abuel Naga
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Waste tyres is a global problem that has a negative effect on the environment, where there are approximately one billion waste tyres discarded worldwide yearly. Waste tyres are discarded in stockpiles, where they provide harm to the environment in many ways. Finding applications to these materials can help in reducing this global problem. One of these applications is recycling these waste materials and using them in geotechnical engineering. Recycled waste tyre particulates can be mixed with sand to form a lightweight material with varying shear strength characteristics. Contradicting results were found in the literature on the inclusion of particulate rubber to sand, where some experiments found that the inclusion of particulate rubber can increase the shear strength of the mixture, while other experiments stated that the addition of particulate rubber decreases the shear strength of the mixture. This research further investigates the inclusion of particulate rubber to sand and whether it can increase or decrease the shear strength characteristics of the mixture. For the experiment, a series of direct shear tests were performed on a poorly graded sand with a mean particle size of 0.32 mm mixed with recycled poorly graded particulate rubber with a mean particle size of 0.51 mm. The shear tests were performedon four normal stresses 30, 55, 105, 200 kPa at a shear rate of 1 mm/minute. Different percentages ofparticulate rubber content were used in the mixture i.e., 10%, 20%, 30% and 50% of sand dry weight at three density states, namely loose, slight dense, and dense state. The size ratio of the mixture,which is the mean particle size of the particulate rubber divided by the mean particle size of the sand, was 1.59. The results identified multiple parameters that can influence the shear strength of the mixture. The parameters were: normal stress, particulate rubber content, mixture gradation, mixture size ratio, and the mixture’s density. The inclusion of particulate rubber tosand showed a decrease to the internal friction angle and an increase to the apparent cohesion. Overall, the inclusion of particulate rubber did not have a significant influenceon the shear strength of the mixture. For all the dense states at the low normal stresses 33 and 55 kPa, the inclusion of particulate rubber showed aslight increase in the shear strength where the peak was at 20% rubber content of the sand’s dry weight. On the other hand, at the high normal stresses 105, and 200 kPa, there was a slight decrease in the shear strength.Keywords: shear strength, direct shear, sand-rubber mixture, waste material, granular material
Procedia PDF Downloads 13618272 Sexual Health in the Over Forty-Fives: A Cross-Europe Project
Authors: Tess Hartland, Moitree Banerjee, Sue Churchill, Antonina Pereira, Ian Tyndall, Ruth Lowry
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Background: Sexual health services and policies for middle-aged and older adults are underdeveloped, while global sexually transmitted infections in this age group are on the rise. The Interreg cross-Europe Sexual Health In Over 45s (SHIFT) project aims to increase participation in sexual health services and improve sexual health and wellbeing in people aged over 45, with an additional focus on disadvantaged groups. Methods: A two-pronged mixed-methodology is being used to develop a model for good service provision in sexual health for over 45s. (1) Following PRISMA-ScR guidelines, a scoping review is being conducted, using the databases PsychINFO, Web of Science, ERIC and PubMed. A key search strategy using terms around sexual health, good practice, over 45s and disadvantaged groups. The initial search for literature yielded 7914 results. (2) Surveys (n=1000) based on the Theory of Planned Behaviour are being administered across the UK, Belgium and Netherlands to explore current sexual health knowledge, awareness and attitudes. Expected results: It is expected that sexual health needs and potential gaps in service provision will be identified in order to inform good practice for sexual health services for the target population. Results of the scoping review are being analysed, while focus group and survey data is being gathered. Preliminary analysis of the survey data highlights barriers to access such as limited risk awareness and stigma. All data analysis will be completed by the time of the conference. Discussion: Findings will inform the development of a model to improve sexual health and wellbeing for among over 45s, a population which is often missed in sexual health policy improvement.Keywords: adult health, disease prevention, health promotion, over 45s, sexual health
Procedia PDF Downloads 13618271 Proactive WPA/WPA2 Security Using DD-WRT Firmware
Authors: Mustafa Kamoona, Mohamed El-Sharkawy
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Although the latest Wireless Local Area Network technology Wi-Fi 802.11i standard addresses many of the security weaknesses of the antecedent Wired Equivalent Privacy (WEP) protocol, there are still scenarios where the network security are still vulnerable. The first security model that 802.11i offers is the Personal model which is very cheap and simple to install and maintain, yet it uses a Pre Shared Key (PSK) and thus has a low to medium security level. The second model that 802.11i provide is the Enterprise model which is highly secured but much more expensive and difficult to install/maintain and requires the installation and maintenance of an authentication server that will handle the authentication and key management for the wireless network. A central issue with the personal model is that the PSK needs to be shared with all the devices that are connected to the specific Wi-Fi network. This pre-shared key, unless changed regularly, can be cracked using offline dictionary attacks within a matter of hours. The key is burdensome to change in all the connected devices manually unless there is some kind of algorithm that coordinate this PSK update. The key idea of this paper is to propose a new algorithm that proactively and effectively coordinates the pre-shared key generation, management, and distribution in the cheap WPA/WPA2 personal security model using only a DD-WRT router.Keywords: Wi-Fi, WPS, TLS, DD-WRT
Procedia PDF Downloads 23718270 Forecasting Age-Specific Mortality Rates and Life Expectancy at Births for Malaysian Sub-Populations
Authors: Syazreen N. Shair, Saiful A. Ishak, Aida Y. Yusof, Azizah Murad
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In this paper, we forecast age-specific Malaysian mortality rates and life expectancy at births by gender and ethnic groups including Malay, Chinese and Indian. Two mortality forecasting models are adopted the original Lee-Carter model and its recent modified version, the product ratio coherent model. While the first forecasts the mortality rates for each subpopulation independently, the latter accounts for the relationship between sub-populations. The evaluation of both models is performed using the out-of-sample forecast errors which are mean absolute percentage errors (MAPE) for mortality rates and mean forecast errors (MFE) for life expectancy at births. The best model is then used to perform the long-term forecasts up to the year 2030, the year when Malaysia is expected to become an aged nation. Results suggest that in terms of overall accuracy, the product ratio model performs better than the original Lee-Carter model. The association of lower mortality group (Chinese) in the subpopulation model can improve the forecasts of high mortality groups (Malay and Indian).Keywords: coherent forecasts, life expectancy at births, Lee-Carter model, product-ratio model, mortality rates
Procedia PDF Downloads 22318269 Efficient Sampling of Probabilistic Program for Biological Systems
Authors: Keerthi S. Shetty, Annappa Basava
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In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.Keywords: systems biology, probabilistic model, inference, biology, model
Procedia PDF Downloads 35018268 Machine Learning Model Applied for SCM Processes to Efficiently Determine Its Impacts on the Environment
Authors: Elena Puica
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This paper aims to investigate the impact of Supply Chain Management (SCM) on the environment by applying a Machine Learning model while pointing out the efficiency of the technology used. The Machine Learning model was used to derive the efficiency and optimization of technology used in SCM and the environmental impact of SCM processes. The model applied is a predictive classification model and was trained firstly to determine which stage of the SCM has more outputs and secondly to demonstrate the efficiency of using advanced technology in SCM instead of recuring to traditional SCM. The outputs are the emissions generated in the environment, the consumption from different steps in the life cycle, the resulting pollutants/wastes emitted, and all the releases to air, land, and water. This manuscript presents an innovative approach to applying advanced technology in SCM and simultaneously studies the efficiency of technology and the SCM's impact on the environment. Identifying the conceptual relationships between SCM practices and their impact on the environment is a new contribution to the research. The authors can take a forward step in developing recent studies in SCM and its effects on the environment by applying technology.Keywords: machine-learning model in SCM, SCM processes, SCM and the environmental impact, technology in SCM
Procedia PDF Downloads 12118267 Philippine English: An Exploratory Mixed-Methods Inquiry on Digital Immigrants and Digital Natives' Variety
Authors: Lesley Karen Penera
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Despite the countless that has been drawn to investigate Philippine English for a myriad of reasons, none was known to have ventured on a probe of its grammatical features as used in a technology-driven linguistic landscape by two generations in the digital age. Propelled by the assumption of an emerging Philippine English variety, this paper determined the grammatical features that characterize the digital native-immigrants’ Philippine English. It also ascertained whether mistake or deviation instigated the use of the features, and established this variety’s level of comprehensibility. This exploratory mixed-methods inquiry employed some qualitative and quantitative data drawn from a social networking site, the digital native-immigrant group, and the comprehensibility-raters who were selected through non-random purposive sampling. The study yields 8 grammatical features, mostly deemed results of deviation, yet the texts characterized by such features were mostly rated with excellent comprehensibility. This substantiates some of the grammatical features identified in earlier studies, provides evidentiary proof that the digital groups’ Philippine English is not bound by the standard of syntactic accuracy and corroborates the assertion on language’s manipulability as an instrument fashioned to satisfy the users’ need for successful communication in actual instances for use of English past the walls of any university where the variety is cultivated. The same could also be rationalized by some respondents’ position on grammar and accuracy to be less vital than one’s facility to communicate effectively.Keywords: comprehensibility, deviation, digital immigrants, digital natives, mistake, Philippine English variety
Procedia PDF Downloads 16418266 The Effect of Action Potential Duration and Conduction Velocity on Cardiac Pumping Efficacy: Simulation Study
Authors: Ana Rahma Yuniarti, Ki Moo Lim
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Slowed myocardial conduction velocity (CV) and shortened action potential duration (APD) due to some reason are associated with an increased risk of re-entrant excitation, predisposing to cardiac arrhythmia. That is because both of CV reduction and APD shortening induces shortening of wavelength. In this study, we investigated quantitatively the cardiac mechanical responses under various CV and APD using multi-scale computational model of the heart. The model consisted of electrical model coupled with the mechanical contraction model together with a lumped model of the circulatory system. The electrical model consisted of 149.344 numbers of nodes and 183.993 numbers of elements of tetrahedral mesh, whereas the mechanical model consisted of 356 numbers of nodes and 172 numbers of elements of hexahedral mesh with hermite basis. We performed the electrical simulation with two scenarios: 1) by varying the CV values with constant APD and 2) by varying the APD values with constant CV. Then, we compared the electrical and mechanical responses for both scenarios. Our simulation showed that faster CV and longer APD induced largest resultants wavelength and generated better cardiac pumping efficacy by increasing the cardiac output and consuming less energy. This is due to the long wave propagation and faster conduction generated more synchronous contraction of whole ventricle.Keywords: conduction velocity, action potential duration, mechanical contraction model, circulatory model
Procedia PDF Downloads 20618265 Application of Computational Flow Dynamics (CFD) Analysis for Surge Inception and Propagation for Low Head Hydropower Projects
Authors: M. Mohsin Munir, Taimoor Ahmad, Javed Munir, Usman Rashid
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Determination of maximum elevation of a flowing fluid due to sudden rejection of load in a hydropower facility is of great interest to hydraulic engineers to ensure safety of the hydraulic structures. Several mathematical models exist that employ one-dimensional modeling for the determination of surge but none of these perfectly simulate real-time circumstances. The paper envisages investigation of surge inception and propagation for a Low Head Hydropower project using Computational Fluid Dynamics (CFD) analysis on FLOW-3D software package. The fluid dynamic model utilizes its analysis for surge by employing Reynolds’ Averaged Navier-Stokes Equations (RANSE). The CFD model is designed for a case study at Taunsa hydropower Project in Pakistan. Various scenarios have run through the model keeping in view upstream boundary conditions. The prototype results were then compared with the results of physical model testing for the same scenarios. The results of the numerical model proved quite accurate coherence with the physical model testing and offers insight into phenomenon which are not apparent in physical model and shall be adopted in future for the similar low head projects limiting delays and cost incurred in the physical model testing.Keywords: surge, FLOW-3D, numerical model, Taunsa, RANSE
Procedia PDF Downloads 36518264 Joint Modeling of Bottle Use, Daily Milk Intake from Bottles, and Daily Energy Intake in Toddlers
Authors: Yungtai Lo
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The current study follows an educational intervention on bottle-weaning to simultaneously evaluate the effect of the bottle-weaning intervention on reducing bottle use, daily milk intake from bottles, and daily energy intake in toddlers aged 11 to 13 months. A shared parameter model and a random effects model are used to jointly model bottle use, daily milk intake from bottles, and daily energy intake. We show in the two joint models that the bottle-weaning intervention promotes bottleweaning, and reduces daily milk intake from bottles in toddlers not off bottles and daily energy intake. We also show that the odds of drinking from a bottle were positively associated with the amount of milk intake from bottles and increased daily milk intake from bottles was associated with increased daily energy intake. The effect of bottle use on daily energy intake is through its effect on increasing daily milk intake from bottles that in turn increases daily energy intake.Keywords: two-part model, semi-continuous variable, joint model, gamma regression, shared parameter model, random effects model
Procedia PDF Downloads 29018263 A Numerical Model Simulation for an Updraft Gasifier Using High-Temperature Steam
Authors: T. M. Ismail, M. A. El-Salam
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A mathematical model study was carried out to investigate gasification of biomass fuels using high-temperature air and steam as a gasifying agent using high-temperature air up to 1000°C. In this study, a 2D computational fluid dynamics model was developed to study the gasification process in an updraft gasifier, considering drying, pyrolysis, combustion, and gasification reactions. The gas and solid phases were resolved using a Euler−Euler multiphase approach, with exchange terms for the momentum, mass, and energy. The standard k−ε turbulence model was used in the gas phase, and the particle phase was modeled using the kinetic theory of granular flow. The results show that the present model giving a promising way in its capability and sensitivity for the parameter effects that influence the gasification process.Keywords: computational fluid dynamics, gasification, biomass fuel, fixed bed gasifier
Procedia PDF Downloads 41418262 Multiphase Flow Model for 3D Numerical Model Using ANSYS for Flow over Stepped Cascade with End Sill
Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood
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Stepped cascade has been utilized as a hydraulic structure for years. It has proven to be the least costly aeration system in replenishing dissolved oxygen. Numerical modeling of stepped cascade with end sill is very complicated and challenging because of the high roughness and velocity re circulation regions. Volume of fluid multiphase flow model (VOF) is used .The realizable k-ξ model is chosen to simulate turbulence. The computational results are compared with lab-scale stepped cascade data. The lab –scale model was constructed in the hydraulic laboratory, Al-Mustansiriya University, Iraq. The stepped cascade was 0.23 m wide and consisted of 3 steps each 0.2m high and 0.6 m long with variable end sill. The discharge was varied from 1 to 4 l/s. ANSYS has been employed to simulate the experimental data and their related results. This study shows that ANSYS is able to predict results almost the same as experimental findings in some regions of the structure.Keywords: stepped cascade weir, aeration, multiphase flow model, ansys
Procedia PDF Downloads 34018261 Developing an Integrated Seismic Risk Model for Existing Buildings in Northern Algeria
Authors: R. Monteiro, A. Abarca
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Large scale seismic risk assessment has become increasingly popular to evaluate the physical vulnerability of a given region to seismic events, by putting together hazard, exposure and vulnerability components. This study, developed within the scope of the EU-funded project ITERATE (Improved Tools for Disaster Risk Mitigation in Algeria), explains the steps and expected results for the development of an integrated seismic risk model for assessment of the vulnerability of residential buildings in Northern Algeria. For this purpose, the model foresees the consideration of an updated seismic hazard model, as well as ad-hoc exposure and physical vulnerability models for local residential buildings. The first results of this endeavor, such as the hazard model and a specific taxonomy to be used for the exposure and fragility components of the model are presented, using as starting point the province of Blida, in Algeria. Specific remarks and conclusions regarding the characteristics of the Northern Algerian in-built are then made based on these results.Keywords: Northern Algeria, risk, seismic hazard, vulnerability
Procedia PDF Downloads 20818260 Modelling of Atomic Force Microscopic Nano Robot's Friction Force on Rough Surfaces
Authors: M. Kharazmi, M. Zakeri, M. Packirisamy, J. Faraji
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Micro/Nanorobotics or manipulation of nanoparticles by Atomic Force Microscopic (AFM) is one of the most important solutions for controlling the movement of atoms, particles and micro/nano metrics components and assembling of them to design micro/nano-meter tools. Accurate modelling of manipulation requires identification of forces and mechanical knowledge in the Nanoscale which are different from macro world. Due to the importance of the adhesion forces and the interaction of surfaces at the nanoscale several friction models were presented. In this research, friction and normal forces that are applied on the AFM by using of the dynamic bending-torsion model of AFM are obtained based on Hurtado-Kim friction model (HK), Johnson-Kendall-Robert contact model (JKR) and Greenwood-Williamson roughness model (GW). Finally, the effect of standard deviation of asperities height on the normal load, friction force and friction coefficient are studied.Keywords: atomic force microscopy, contact model, friction coefficient, Greenwood-Williamson model
Procedia PDF Downloads 20318259 Wind Wave Modeling Using MIKE 21 SW Spectral Model
Authors: Pouya Molana, Zeinab Alimohammadi
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Determining wind wave characteristics is essential for implementing projects related to Coastal and Marine engineering such as designing coastal and marine structures, estimating sediment transport rates and coastal erosion rates in order to predict significant wave height (H_s), this study applies the third generation spectral wave model, Mike 21 SW, along with CEM model. For SW model calibration and verification, two data sets of meteorology and wave spectroscopy are used. The model was exposed to time-varying wind power and the results showed that difference ratio mean, standard deviation of difference ratio and correlation coefficient in SW model for H_s parameter are 1.102, 0.279 and 0.983, respectively. Whereas, the difference ratio mean, standard deviation and correlation coefficient in The Choice Experiment Method (CEM) for the same parameter are 0.869, 1.317 and 0.8359, respectively. Comparing these expected results it is revealed that the Choice Experiment Method CEM has more errors in comparison to MIKE 21 SW third generation spectral wave model and higher correlation coefficient does not necessarily mean higher accuracy.Keywords: MIKE 21 SW, CEM method, significant wave height, difference ratio
Procedia PDF Downloads 40818258 Designing Financing Schemes to Make Forest Management Units Work in Aceh Province, Indonesia
Authors: Riko Wahyudi, Rezky Lasekti Wicaksono, Ayu Satya Damayanti, Ridhasepta Multi Kenrosa
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Implementing Forest Management Unit (FMU) is considered as the best solution for forest management in developing countries. However, when FMU has been formed, many parties then blame the FMU and assume it is not working on. Currently, there are two main issues that make FMU not be functional i.e. institutional and financial issues. This paper is addressing financial issues to make FMUs in Aceh Province can be functional. A mixed financing scheme is proposed here, both direct and indirect financing. The direct financing scheme derived from two components i.e. public funds and businesses. Non-tax instruments of intergovernmental fiscal transfer (IFT) system and FMU’s businesses are assessed. Meanwhile, indirect financing scheme is conducted by assessing public funds within villages around forest estate as about 50% of total villages in Aceh Province are located surrounding forest estate. Potential instruments under IFT system are forest and mining utilization royalties. In order to make these instruments become direct financing for FMU, interventions on allocation and distribution aspects of them are conducted. In the allocation aspect, alteration in proportion of allocation is required as the authority to manage forest has shifted from district to province. In the distribution aspect, Government of Aceh can earmark usage of the funds for FMUs. International funds for climate change also encouraged to be domesticated and then channeled through these instruments or new instrument under public finance system in Indonesia. Based on FMU’s businesses both from forest products and forest services, FMU can impose non-tax fees for each forest product and service utilization. However, for doing business, the FMU need to be a Public Service Agency (PSA). With this status, FMU can directly utilize the non-tax fees without transferring them to the state treasury. FMU only need to report the fees to Ministry of Finance. Meanwhile, indirect financing scheme is conducted by empowering villages around forest estate as villages in Aceh Province is receiving average village fund of IDR 800 million per village in 2017 and the funds will continue to increase in subsequent years. These schemes should be encouraged in parallel to establish a mixed financing scheme in order to ensure sustainable financing for FMU in Aceh Province, Indonesia.Keywords: forest management, public funds, mixed financing, village
Procedia PDF Downloads 19818257 Superiority of High Frequency Based Volatility Models: Empirical Evidence from an Emerging Market
Authors: Sibel Celik, Hüseyin Ergin
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The paper aims to find the best volatility forecasting model for stock markets in Turkey. For this purpose, we compare performance of different volatility models-both traditional GARCH model and high frequency based volatility models- and conclude that both in pre-crisis and crisis period, the performance of high frequency based volatility models are better than traditional GARCH model. The findings of paper are important for policy makers, financial institutions and investors.Keywords: volatility, GARCH model, realized volatility, high frequency data
Procedia PDF Downloads 48918256 Improving Swelling Performance Using Industrial Waste Products
Authors: Mohieldin Elmashad, Salwa Yassin
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Expansive soils regarded as one of the most problematic unsaturated formations in the Egyptian arid zones and present a great challenge in civil engineering, in general, and geotechnical engineering, in particular. Severe geotechnical complications and consequent structural damages have been arising due to an excessive and differential volumetric change upon wetting and change in water content. Different studies have been carried out concerning the swelling performance of the expansive soils using different additives including phospho-gypsum as an industrial waste product. However, this paper describes the results of a comprehensive testing programme that was carried out to investigate the effect of phospho-gypsum (PG) and sodium chloride (NaCl), as an additive mixture, on the swelling performance of constituent samples of swelling soils. The constituent samples comprise commercial bentonite collected from a natural site, mixed with different percentages of PG-NaCl mixture. The testing programme had been scoped to cover the physical and chemical properties of the constituent samples. In addition, a mineralogical study using x-ray diffraction (XRD) was performed on the collected bentonite and the mixed bentonite with PG-NaCl mixture samples. The obtained results of this study showed significant improvement in the swelling performance of the tested samples with the increase of the proposed PG-NaCl mixture content.Keywords: expansive soils, industrial waste, mineralogical study, swelling performance, X-ray diffraction
Procedia PDF Downloads 27518255 Application of the Tripartite Model to the Link between Non-Suicidal Self-Injury and Suicidal Risk
Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu
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Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship
Procedia PDF Downloads 47318254 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks
Authors: Shih-Kuei Lin
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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm
Procedia PDF Downloads 42518253 Current Deflecting Wall: A Promising Structure for Minimising Siltation in Semi-Enclosed Docks
Authors: A. A. Purohit, A. Basu, K. A. Chavan, M. D. Kudale
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Many estuarine harbours in the world are facing the problem of siltation in docks, channel entrances, etc. The harbours in India are not an exception and require maintenance dredging to achieve navigable depths for keeping them operable. Hence, dredging is inevitable and is a costly affair. The heavy siltation in docks in well mixed tide dominated estuaries is mainly due to settlement of cohesive sediments in suspension. As such there is a need to have a permanent solution for minimising the siltation in such docks to alter the hydrodynamic flow field responsible for siltation by constructing structures outside the dock. One of such docks on the west coast of India, wherein siltation of about 2.5-3 m/annum prevails, was considered to understand the hydrodynamic flow field responsible for siltation. The dock is situated in such a region where macro type of semi-diurnal tide (range of about 5m) prevails. In order to change the flow field responsible for siltation inside the dock, suitability of Current Deflecting Wall (CDW) outside the dock was studied, which will minimise the sediment exchange rate and siltation in the dock. The well calibrated physical tidal model was used to understand the flow field during various phases of tide for the existing dock in Mumbai harbour. At the harbour entrance where the tidal flux exchanges in/out of the dock, measurements on water level and current were made to estimate the sediment transport capacity. The distorted scaled model (1:400 (H) & 1:80 (V)) of Mumbai area was used to study the tidal flow phenomenon, wherein tides are generated by automatic tide generator. Hydraulic model studies carried out under the existing condition (without CDW) reveal that, during initial hours of flood tide, flow hugs the docks breakwater and part of flow which enters the dock forms number of eddies of varying sizes inside the basin, while remaining part of flow bypasses the entrance of dock. During ebb, flow direction reverses, and part of the flow re-enters the dock from outside and creates eddies at its entrance. These eddies do not allow water/sediment-mass to come out and result in settlement of sediments in dock both due to eddies and more retention of sediment. At latter hours, current strength outside the dock entrance reduces and allows the water-mass of dock to come out. In order to improve flow field inside the dockyard, two CDWs of length 300 m and 40 m were proposed outside the dock breakwater and inline to Pier-wall at dock entrance. Model studies reveal that, during flood, major flow gets deflected away from the entrance and no eddies are formed inside the dock, while during ebb flow does not re-enter the dock, and sediment flux immediately starts emptying it during initial hours of ebb. This reduces not only the entry of sediment in dock by about 40% but also the deposition by about 42% due to less retention. Thus, CDW is a promising solution to significantly reduce siltation in dock.Keywords: current deflecting wall, eddies, hydraulic model, macro tide, siltation
Procedia PDF Downloads 29918252 An Adjusted Network Information Criterion for Model Selection in Statistical Neural Network Models
Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi
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In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function
Procedia PDF Downloads 57218251 Causal Modeling of the Glucose-Insulin System in Type-I Diabetic Patients
Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz
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In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software
Procedia PDF Downloads 33418250 Effect of Pretreatment on Quality Parameters of Natural Convection Mixed-Mode Solar Dried Potato
Authors: Kshanaprava Dhalsamant, Punyadarshini P. Tripathy, Shanker L. Shrivastava
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With present high global population, the need for rising food usage by minimizing food wastage and investment is highly necessary to achieve food security. The purpose of this study is to enlighten the effect of pre-drying treatment on rehydration, color, texture, nanohardness, microstructure and surface morphology of solar dried potato samples dried in the mixed-mode solar dryer. Locally bought potatoes were cleaned and cut into cylindrical pieces and pretreated with sodium metabisulfite (0.5%) for 10 min before placing them in natural convection solar dryer designed and developed in Indian Institute of Technology Kharagpur, India. Advanced quality characteristics were studied using Atomic Force Microscope (AFM), Scanning Electron Microscopy (SEM) and nanoindentation method, along with color, texture and water activity. The rehydration indices of solar dried potatoes were significantly biased by pretreatment followed by rehydration temperature. A lower redness index (a*) with a higher value of yellowness index (b*), chroma (C*) and hue angle (h*) were obtained for pretreated samples. Also, the average nanohardness (H) of untreated samples exhibited substantial lower value (18.46%) compared to pretreated samples. Additionally, a creep displacement of 43.27 nm during 20 s dwell time under constant load of 200Keywords: pretreatment, nanohardness, microstructure, surface morphology
Procedia PDF Downloads 17118249 Correlation of Residential Community Layout and Neighborhood Relationship: A Morphological Analysis of Tainan Using Space Syntax
Authors: Ping-Hung Chen, Han-Liang Lin
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Taiwan has formed diverse settlement patterns in different time and space backgrounds. Various socio-network links are created between individuals, families, communities, and societies, and different living cultures are also derived. But rapid urbanization and social structural change have caused the creation of densely-packed assembly housing complexes and made neighborhood community upward developed. This, among others, seemed to have affected neighborhood relationship and also created social problems. To understand the complex relations and socio-spatial structure of the community, it is important to use mixed methods. This research employs the theory of space syntax to analyze the layout and structural indicators of the selected communities in Tainan city. On the other hand, this research does the survey about residents' interactions and the sense of community by questionnaire of the selected communities. Then the mean values of the syntax measures from each community were correlated with the results of the questionnaire using a Pearson correlation to examine how elements in physical design affect the sense of community and neighborhood relationship. In Taiwan, most urban morphology research methods are qualitative study. This paper tries to use space syntax to find out the correlation between the community layout and the neighborhood relationship. The result of this study could be used in future studies or improve the quality of residential communities in Taiwan.Keywords: community layout, neighborhood relationship, space syntax, mixed-method
Procedia PDF Downloads 20218248 Differences in Vitamin D Status in Caucasian and Asian Women Following Ultraviolet Radiation (UVR) Exposure
Authors: O. Hakim, K. Hart, P. McCabe, J. Berry, L. E. Rhodes, N. Spyrou, A. Alfuraih, S. Lanham-New
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It is known that skin pigmentation reduces the penetration of ultraviolet radiation (UVR) and thus photosynthesis of 25(OH)D. However, the ethnic differences in 25(OH)D production remain to be fully elucidated. This study aimed to investigate the differences in vitamin D production between Asian and Caucasian postmenopausal women, in response to a defined, controlled UVB exposure. Seventeen women; nine white Caucasian (skin phototype II and III), eight South Asian women (skin phototype IV and V) participated in the study, acting as their controls. Three blood samples were taken for measurement of 25(OH)D during the run-in period (nine days, no sunbed exposure) after which all subjects underwent an identical UVR exposure protocol irrespective of skin colour (nine days, three sunbed sessions: 6, 8 and 8 minutes respectively with approximately 80% of body surface exposed). Skin tone was measured four times during the study. Both groups showed a gradual increase in 25(OH)D with final levels significantly higher than baseline (p<0.01). 25(OH)D concentration mean from a baseline of 43.58±19.65 to 57.80±17.11 nmol/l among Caucasian and from 27.03±23.92 to 44.73±17.74 nmol/l among Asian women. The baseline status of vitamin D was classified as deficient among the Asian women and insufficient among the Caucasian women. The percentage increase in vitamin D3 among Caucasians was 39.86% (21.02) and 207.78% (286.02) in Asian subjects respectively. This greater response to UVR exposure reflects the lower baseline levels of the Asian subjects. The mixed linear model analysis identified a significant effect of duration of UVR exposure on the production of 25(OH)D. However, the model shows no significant effect of ethnicity and skin tone on the production of 25(OH)D. These novel findings indicate that people of Asian ethnicity have the full capability to produce a similar amount of vitamin D compared to the Caucasian group; initial vitamin D concentration influences the amount of UVB needed to reach equal serum concentrations.Keywords: ethnicity, Caucasian, South Asian, vitamin D, ultraviolet radiation, UVR
Procedia PDF Downloads 53718247 Production and Evaluation of Physicochemical, Nutritional, Sensorial and Microbiological Properties of Mixed Fruit Juice Blend Prepared from Apple, Orange and Mosambi
Authors: Himalaya Patir, Bitupon Baruah, Sanjay Gayary, Subhajit Ray
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In recent age significant importance is given for the development of nutritious and health beneficial foods. Fruit juices collected from different fruits when blended that improves not only the physicochemical and nutritional properties but also enhance the sensorial or organoleptic properties. The study was carried out to determine the physico-chemical, nutritional, microbiological analysis and sensory evaluation of mixed fruit juice blend. Juice of orange (Citrus sinensis), apple (Malus domestica), mosambi (Citrus limetta) were blended in the ratio of sample-I (30% apple:30% orange:40% mosambi), sample-II ( 40% apple :30% orange :30% mosambi), sample-III (30% apple :40% orange :30% mosambi) , sample-IV (50% apple :30% orange :20% mosambi), sample-V (30% apple:20% orange:50% mosambi), sample-VI (20% apple :50% orange :30% mosambi) to evaluate all quality characteristics. Their colour characteristics in terms of hue angle, chroma and colour difference (∆E) were evaluated. The physico-chemical parameters analysis carried out were total soluble solids (TSS), total titratable acidity (TTA), pH, acidity (FA), volatile acidity (VA), pH, and vitamin C. There were significant differences (p˂0.05) in the TSS of the samples. However, sample-V (30% apple: 20% orange: 50% mosambi) provides the highest TSS of 9.02gm and significantly differed from other samples (p˂0.05). Sample-IV (50% apple: 30% orange: 20% mosambi) was shown the highest titratable acidity (.59%) in comparison to other samples. The highest value of pH was found as 5.01 for sample-IV (50% apple: 30% orange: 20% mosambi). Sample-VI (20% apple: 50% orange :30% mosambi) blend has the highest hue angle, chroma and colour changes of 72.14,25.29 and 54.48 and vitamin C, i.e. Ascorbic acid (.33g/l) content compared to other samples. The nutritional compositions study showed that, sample- VI (20% apple: 50% orange: 30% mosambi) has the significantly higher carbohydrate (51.67%), protein (.78%) and ash (1.24%) than other samples, while sample-V (30% apple: 20% orange: 50% mosambi) has higher dietary fibre (12.84%) and fat (2.82%) content. Microbiological analysis of all samples in terms of total plate count (TPC) ranges from 44-60 in 101 dilution and 4-5 in 107 dilutions and was found satisfactory. Moreover, other pathogenic bacterial count was found nil. The general acceptability of the mixed fruit juice blend samples were moderately liked by the panellists, and sensorial quality studies showed that sample-V (30% apple: 20% orange: 50% mosambi) contains highest overall acceptability of 8.37 over other samples and can be considered good for consumption.Keywords: microbiological, nutritional, physico-chemical, sensory properties
Procedia PDF Downloads 18018246 A Basic Metric Model: Foundation for an Evidence-Based HRM System
Authors: K. M. Anusha, R. Krishnaveni
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Crossing a decade of the 21st century, the paradigm of human resources can be seen evolving with the strategic gene induced into it. There seems to be a radical shift descending as the corporate sector calls on its HR team to become strategic rather than administrative. This transferal eventually requires the metrics employed by these HR teams not to be just operationally reactive but to be aligned to an evidence-based strategic thinking. Realizing the growing need for a prescriptive metric model for effective HR analytics, this study has designed a conceptual framework for a basic metric model that can assist IT-HRM professionals to transition to a practice of evidence-based decision-making to enhance organizational performance.Keywords: metric model, evidence based HR, HR analytics, strategic HR practices, IT sector
Procedia PDF Downloads 40818245 A Fully Coupled Thermo-Hydraulic Mechanical Elastoplastic Damage Constitutive Model for Porous Fractured Medium during CO₂ Injection
Authors: Nikolaos Reppas, Yilin Gui
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A dual-porosity finite element-code will be presented for the stability analysis of the wellbore during CO₂ injection. An elastoplastic damage response will be considered to the model. The Finite Element Method (FEM) will be validated using experimental results from literature or from experiments that are planned to be undertaken at Newcastle University. The main target of the research paper is to present a constitutive model that can help industries to safely store CO₂ in geological rock formations and forecast any changes on the surrounding rock of the wellbore. The fully coupled elastoplastic damage Thermo-Hydraulic-Mechanical (THM) model will determine the pressure and temperature of the injected CO₂ as well as the size of the radius of the wellbore that can make the Carbon Capture and Storage (CCS) procedure more efficient.Keywords: carbon capture and storage, Wellbore stability, elastoplastic damage response for rock, constitutive THM model, fully coupled thermo-hydraulic-mechanical model
Procedia PDF Downloads 179