Search results for: instrumental variable estimation

Authors: B. Thanasansomboon, S. Choemprayong, N. Parinyanitikul, U. Tanlamai

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Being diagnosed with metastatic breast cancer, the patients as well as their caretakers are affected physically and mentally. Although the medical systems in Thailand have been attempting to improve the quality and effectiveness of the treatment of the disease in terms of physical illness, the success of the treatment also depends on the quality of mental health. Metastatic breast cancer patients have found that social support is a key factor that helps them through this difficult time. It is recognized that social support in different dimensions, including emotional support, social network support, informational support, instrumental support and appraisal support, are contributing factors that positively affect the quality of life of patients in general, and it is undeniable that social support in various forms is important in promoting the quality of life of metastatic breast patients. However, previous studies have not been dedicated to investigating their quality of life concerning affective, cognitive, and behavioral outcomes. Therefore, this study aims to develop integrated social support through social networks to improve the quality of life of metastatic breast cancer patients in Thailand.

Keywords: social support, metastatic breath cancer, quality of life, social network

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Authors: Philippe Larvet

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This paper presents the concept of an object-based programming language where tests (if... then... else) and control structures (while, repeat, for...) disappear and are replaced by conditions on data. According to the object paradigm, by using this concept, data are still embedded inside objects, as variable-value couples, but object methods are expressed into the form of logical propositions (‘conditions on data’ or COD).For instance : variable1 = value1 AND variable2 > value2 => variable3 = value3. Implementing this approach, a central inference engine turns and examines objects one after another, collecting all CODs of each object. CODs are considered as rules in a rule-based system: the left part of each proposition (left side of the ‘=>‘ sign) is the premise and the right part is the conclusion. So, premises are evaluated and conclusions are fired. Conclusions modify the variable-value couples of the object and the engine goes to examine the next object. The paper develops the principles of writing CODs instead of complex algorithms. Through samples, the paper also presents several hints for implementing a simple mechanism able to process this ‘COD language’. The proposed approach can be used within the context of simulation, process control, industrial systems validation, etc. By writing simple and rigorous conditions on data, instead of using classical and long-to-learn languages, engineers and specialists can easily simulate and validate the functioning of complex systems.

Keywords: conditions on data, logical proposition, programming without code, object-oriented programming, system simulation, system validation

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Authors: Ahmed Z. Mazen, Nejat Rahmanian, Iqbal Mujtaba, Ali Hassanpour

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In oil and gas well drilling, the drill bit is an important part of the Bottom Hole Assembly (BHA), which is installed and designed to drill and produce a hole by several mechanisms. The efficiency of the bit depends on many drilling parameters such as weight on bit, rotary speed, and mud properties. When the bit is pulled out of the hole, the evaluation of the bit damage must be recorded very carefully to guide engineers in order to select the bits for further planned wells. Having a worn bit for hole drilling may cause severe damage to bit leading to cutter or cone losses in the bottom of hole, where a fishing job will have to take place, and all of these will increase the operating cost. The main factor to reduce the cost of drilling operation is to maximize the rate of penetration by analyzing real-time data to predict the drill bit wear while drilling. There are numerous models in the literature for prediction of the rate of penetration based on drilling parameters, mostly based on empirical approaches. One of the most commonly used approaches is Bourgoyne and Young model, where the rate of penetration can be estimated by the drilling parameters as well as a wear index using an empirical correlation, provided all the constants and coefficients are accurately determined. This paper introduces a new methodology to estimate the eight coefficients for Bourgoyne and Young model using the gPROMS parameters estimation GPE (Version 4.2.0). Real data collected form similar formations (12 ¼’ sections) in two different fields in Libya are used to estimate the coefficients. The estimated coefficients are then used in the equations and applied to nearby wells in the same field to predict the bit wear.

Keywords: Bourgoyne and Young model, bit wear, gPROMS, rate of penetration

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Authors: Zeynep Balci

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This article examines the historical points of connection between Celtic Bagpipes and ‘’Tulum’’, which is a type of bagpipes that is culturally played mostly in Eastern Black Sea Regions of Turkey and Georgia, and melodic similarities of the pieces composed for such instruments with respect to sociological and geographical factors. Although the cultural centers of Celtic Bagpipes and ‘’Tulum’’ are separated, they share common geographical conditions, which show similar effects on the development of the folk tunes for such instruments. Geographic living conditions and the social lives that people created under the influence of their surroundings stand out most in ethnic music, and it can be argued that separated groups of people living under similar conditions might have closeness in their social lives and, thus, their ethnic music. Hence, the aim of this research is to understand the musical deviations and unification of the two culturally separated social lives lived near similar mountains and plateaus in two different regions of the world by comparing two closely related ethnic aerophones.

Keywords: bagpipes, Celts, Black Sea, Turkish people

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Authors: R. Sharma, S. Kumar, C. Sharma

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A number of toxic chlorophenolic compounds are formed during pulp bleaching. The nature and concentration of these chlorophenolic compounds largely depends upon the amount and nature of bleaching chemicals used. These compounds are highly recalcitrant and difficult to remove but are partially removed by the biochemical treatment processes adopted by the paper industry. Identification and estimation of these chlorophenolic compounds has been carried out in the primary and secondary clarified effluents from the paper mill by GCMS. Twenty-six chorophenolic compounds have been identified and estimated in paper mill waste waters. Electrochemical treatment is an efficient method for oxidation of pollutants and has successfully been used to treat textile and oil waste water. Electrochemical treatment using less expensive anode material, stainless steel electrodes has been tried to study their removal. The electrochemical assembly comprised a DC power supply, a magnetic stirrer and stainless steel (316 L) electrode. The optimization of operating conditions has been carried out and treatment has been performed under optimized treatment conditions. Results indicate that 68.7% and 83.8% of cholorphenolic compounds are removed during 2 h of electrochemical treatment from primary and secondary clarified effluent respectively. Further, there is a reduction of 65.1, 60 and 92.6% of COD, AOX and color, respectively for primary clarified and 83.8%, 75.9% and 96.8% of COD, AOX and color, respectively for secondary clarified effluent. EC treatment has also been found to increase significantly the biodegradability index of wastewater because of conversion of non- biodegradable fraction into biodegradable fraction. Thus, electrochemical treatment is an efficient method for the degradation of cholorophenolic compounds, removal of color, AOX and other recalcitrant organic matter present in paper mill waste water.

Keywords: chlorophenolics, effluent, electrochemical treatment, wastewater

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Authors: Mehdi Destani, Asghar Heydari

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Objective: The present study aimed to investigate the association between pathological personality dimensions and emotion dysregulation through the mediating role of Cyberchondria behaviors among users of virtual networks. Materials and methods: A descriptive–correlational research method was used in this study, and the statistical population consisted of all people active on social network sites in 2020. The sample size was 300 people who were selected through Convenience Sampling. Data collection was carried out in a survey method using online questionnaires, including the "Difficulties in Emotion Regulation Scale" (DERS), Personality Inventory for DSM-5 Brief Form (PID-5-BF), and Cyberchondria Severity Scale Brief Form (CSS-12). Data analysis was conducted using Pearson's Correlation Coefficient and Structural Equation Modeling (SEM). Findings: Findings suggested that pathological personality dimensions and Cyberchondria behaviors have a positive and significant association with emotion dysregulation (p<0.001). The presented model had a good fit with the data. The variable “pathological personality dimensions” with an overall effect (p<0.001, β=0.658), a direct effect (p<0.001, β=0.528), and an indirect mediating effect through Cyberchondria Behaviors (p<.001), β=0.130), accounted for emotion dysregulation among virtual network users. Conclusion: The research findings showed a necessity to pay attention to the pathological personality dimensions as a determining variable and Cyberchondria behaviors as a mediator in the vulnerability of users of social network sites to emotion dysregulation.

Keywords: cyberchondria, emotion dysregulation, pathological personality dimensions, social networks

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Authors: Getachew Adugna

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Background: Chronic energy malnutrition and human immune deficiency virus among pregnant women are highly prevalent in Sub-Saharan Africa, and they are interrelated in a vicious cycle. However, the prevalence of chronic energy malnutrition and its determinant factors among human immune deficiency virus-positive pregnant women is not well studied in Ethiopia and Addis Ababa in particular. Objective: To determine the prevalence & associated factors of chronic energy malnutrition among human immune deficiency virus-positive pregnant women in health centres of Addis Ababa Ethiopia. Methods: An institution-based cross-sectional study was conducted and a systematic random sampling technique was used to select study subjects. A total of 253 study subjects were enrolled in the study—a structured and pre-tested questionnaire collected sociodemographic, maternal health-related, and nutritional-related variables. MUAC measurements were taken and medical charts were reviewed. Bi-variable and multi-variable logistic regression analyses were used to assess the effect of different factors on chronic energy malnutrition. Result: The overall prevalence of chronic energy malnutrition was 32.0%. It was significantly associated with dietary counselling (AOR: 0.062; 95%CI: 0.007, 0.549), CD4 level (AOR: 0.219; 95%CI: 0.025, 1.908), and clinical stage (AOR: 0.127; 95%CI: 0.053, 0.305). Conclusions: The prevalence of chronic energy malnutrition among Human Immune deficiency virus-infected pregnant women in Addis Ababa was high and Nutritional Intervention should be an integral part of the HIV care program.

Keywords: chronic energy malnutrition, HIV, MUAC, Addis Ababa

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Authors: Yungtai Lo

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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

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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

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Authors: Lovro Štefan

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The main purpose of the present study was to investigate the associations between the overweight/obesity status and lifestyle factors. In this cross-sectional study, participants were 1950 urban secondary-school students (54.7% of female students) aged 17-18 years old. Dependent variable was body-mass index status derived from self-reported height and weight. The outcome was binarised, where participants with value <25 kg/m2 were collapsed into „normal“, while those ≥25 kg/m2 into „overweight/obesity“ category. Independent variables were gender, type of school, physical activity, sedentary behaviour, self-rated health, self-perceived socioeconomic status and psychological distress. The associations between the dependent and independent variables were analyzed by using multiple logistic regression analysis. In the univariate model, being overweight/obese was significantly associated with being a male student (OR 0.31; 95% CI 0.23 to 0.42), attending a vocational school (OR 1.87; 95% CI 1.42 to 2.48), not meeting the recommendations for moderate-to-vigorous physical activity (OR 0.44; 95% CI 0.22 to 0.88), more time spending in sedentary behaviour (OR 1.53; 95% CI 1.07 to 2.19), poor self-rated health (OR 0.35, 95% CI 0.20 to 0.56) and lower socioeconomic status (OR 0.63; 95% CI 0.48 to 0.84). In the multivariate model, the same associations occured between the dependent and independent variable. In both models, psychological distress was not associated with being overweight/obese. In conclusion, our findings suggest, that lifestyle factors are independently associated with body-mass index

Keywords: body mass index, secondary-school students, Croatia, physical activity, sedentary behaviour, logistic regression

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Authors: Mohammed Amraouy, Mostafa Bellafkih, Abdellah Bennane, Aziza Benomar

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Distance education has become popular due to their ability to provide learning from almost anywhere and anytime. COVID-19 forced educational institutions to urgently introduce distance education to ensure pedagogical continuity, so all stakeholders were invited to adapt to this new paradigm. In order to identify strengths and weaknesses, the research focuses on the need to create an effective mechanism for evaluating distance education. The aims of this research were to explore and evaluate the use of digital media in general and official platforms in particular in distance education practices. To this end, we have developed and validated a questionnaire before administering it to a sample of 431 teachers in Morocco. Teachers reported lower knowledge and skills in the didactic use of ICT in the distance education process. In addition, although age and educative experience of the teachers continue to modulate the level of instrumental skills. Therefore, resources (digital resources and infrastructure) and the teachers’ ICT training present serious limitations, which require a training more focused on the distance educational paradigm and educational environments that allow teachers to create educational activities able to promote and facilitate the distance learning process.

Keywords: distance education, e-learning, teachers’ perceptions, assessment

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Authors: Alexander N. Pisarchik, Parth Chholak

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Intrinsic brain noise was estimated via magneto-encephalograms (MEG) recorded during perception of flickering visual stimuli with frequencies of 6.67 and 8.57 Hz. First, we measured the mean phase difference between the flicker signal and steady-state event-related field (SSERF) in the occipital area where the brain response at the flicker frequencies and their harmonics appeared in the power spectrum. Then, we calculated the probability distribution of the phase fluctuations in the regions of frequency locking and computed its kurtosis. Since kurtosis is a measure of the distribution’s sharpness, we suppose that inverse kurtosis is related to intrinsic brain noise. In our experiments, the kurtosis value varied among subjects from K = 3 to K = 5 for 6.67 Hz and from 2.6 to 4 for 8.57 Hz. The majority of subjects demonstrated leptokurtic kurtosis (K < 3), i.e., the distribution tails approached zero more slowly than Gaussian. In addition, we found a strong correlation between kurtosis and brain complexity measured as the correlation dimension, so that the MEGs of subjects with higher kurtosis exhibited lower complexity. The obtained results are discussed in the framework of nonlinear dynamics and complex network theories. Specifically, in a network of coupled oscillators, phase synchronization is mainly determined by two antagonistic factors, noise, and the coupling strength. While noise worsens phase synchronization, the coupling improves it. If we assume that each neuron and each synapse contribute to brain noise, the larger neuronal network should have stronger noise, and therefore phase synchronization should be worse, that results in smaller kurtosis. The described method for brain noise estimation can be useful for diagnostics of some brain pathologies associated with abnormal brain noise.

Keywords: brain, flickering, magnetoencephalography, MEG, visual perception, perception time

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Authors: N.Revathy, C.Gomathi

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This work aims for a tunable capacitor as a sensor which can vary the control voltage of a voltage control oscillator in a ultra wide band (UWB) transmitter. In this paper power consumption is concentrated. The reason for choosing a capacitive sensing is it give slow temperature drift, high sensitivity and robustness. Previous works report a resistive sensing in a voltage control oscillator (VCO) not aiming at power consumption. But this work aims for power consumption of a capacitive sensing in ultra wide band transmitter. The ultra wide band transmitter to be used is a direct modulation of pulses. The VCO which is the heart of pulse generator of UWB transmitter works on the principle of voltage to frequency conversion. The VCO has and odd number of inverter stages which works on the control voltage input this input is now from a variable capacitor and the buffer stages is reduced from the previous work to maintain the oscillating frequency. The VCO is also aimed to consume low power. Then the concentration in choosing a variable capacitor is aimed. A compact model of a capacitor with the transient characteristics is to be designed with a movable dielectric and multi metal membranes. Previous modeling of the capacitor transient characteristics is with a movable membrane and a fixed membrane. This work aims at a membrane with a wide tuning suitable for ultra wide band transmitter.This is used in this work because a capacitive in a ultra wide transmitter need to be tuned in such a way that all satisfies FCC regulations.

Keywords: capacitive sensing, ultra wide band transmitter, voltage control oscillator, FCC regulation

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Authors: Tigist Mekonnen Melesse

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Since rural households are basically entitled to food through own production, improving productivity might lead to enhance the welfare of rural population through higher food availability at the household level and lowering the price of agricultural products. Increasing agricultural productivity through the use of improved technology is one of the desired outcomes from sensible food security and agricultural policy. The ultimate objective of this study was to evaluate the potential impact of improved agricultural technology adoption on smallholders’ crop productivity and welfare. The study is conducted in Ethiopia covering 1500 rural households drawn from four regions and 15 rural villages based on data collected by Ethiopian Rural Household Survey. Endogenous treatment effect model is employed in order to account for the selection bias on adoption decision that is expected from the self-selection of households in technology adoption. The treatment indicator, technology adoption is a binary variable indicating whether the household used improved seeds and chemical fertilizer or not. The outcome variables were cereal crop productivity, measured in real value of production and welfare of households, measured in real per capita consumption expenditure. Results of the analysis indicate that there is positive and significant effect of improved technology use on rural households’ crop productivity and welfare in Ethiopia. Adoption of improved seeds and chemical fertilizer alone will increase the crop productivity by 7.38 and 6.32 percent per year of each. Adoption of such technologies is also found to improve households’ welfare by 1.17 and 0.25 percent per month of each. The combined effect of both technologies when adopted jointly is increasing crop productivity by 5.82 percent and improving welfare by 0.42 percent. Besides, educational level of household head, farm size, labor use, participation in extension program, expenditure for input and number of oxen positively affect crop productivity and household welfare, while large household size negatively affect welfare of households. In our estimation, the average treatment effect of technology adoption (average treatment effect on the treated, ATET) is the same as the average treatment effect (ATE). This implies that the average predicted outcome for the treatment group is similar to the average predicted outcome for the whole population.

Keywords: Endogenous treatment effect, technologies, productivity, welfare, Ethiopia

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Authors: Alexander Cho, Harsho Sanyal, Joseph Cataldo

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A quantitative analysis of the different variables on both the South and North green roofs of the Jacob K. Javits Convention Center was taken to find mathematical relationships between net radiation and evapotranspiration (ET), average outside temperature, and the lysimeter weight. Groups of datasets were analyzed, and the relationships were plotted on linear and semi-log graphs to find consistent relationships. Antecedent conditions for each rainstorm were also recorded and plotted against the volumetric water difference within the lysimeter. The first relation was the inverse parabolic relationship between the lysimeter weight and the net radiation and ET. The peaks and valleys of the lysimeter weight corresponded to valleys and peaks in the net radiation and ET respectively, with the 8/22/15 and 1/22/16 datasets showing this trend. The U-shaped and inverse U-shaped plots of the two variables coincided, indicating an inverse relationship between the two variables. Cross variable relationships were examined through graphs with lysimeter weight as the dependent variable on the y-axis. 10 out of 16 of the plots of lysimeter weight vs. outside temperature plots had R² values > 0.9. Antecedent conditions were also recorded for rainstorms, categorized by the amount of precipitation accumulating during the storm. Plotted against the change in the volumetric water weight difference within the lysimeter, a logarithmic regression was found with large R² values. The datasets were compared using the Mann Whitney U-test to see if the datasets were statistically different, using a significance level of 5%; all datasets compared showed a U test statistic value, proving the null hypothesis of the datasets being different from being true.

Keywords: green roof, green infrastructure, Javits Center, evapotranspiration, net radiation, lysimeter

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Authors: Mohammad Didar Hossain

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Background/Purpose: The purpose of this study was to examine the associations between productive engagements and the psychological well-being of older adults in the U.S by analyzing cross-sectional data from a secondary dataset. Specifically, this paper analyzed the associations of 4 different types of productive engagements, including current work status, caregiving to the family members, volunteering and religious strengths with the psychological well-being as an outcome variable. Methods: Data and sample: The study used the data from the Health and Retirement Study (HRS). The HRS is a nationally representative prospective longitudinal cohort study that has been conducting biennial surveys since 1992 to community-dwelling individuals 50 years of age or older on diverse issues. This analysis was based on the 2016 wave (cross-sectional) of the HRS dataset and the data collection period was April 2016 through August 2017. The samples were recruited from a multistage, national area-clustered probability sampling frame. Measures: Four different variables were considered as the predicting variables in this analysis. Firstly, current working status was a binary variable that measured by 0=Yes and 1= No. The second and third variables were respectively caregiving and volunteering, and both of them were measured by; 0=Regularly, 1= Irregularly. Finally, find in strength was measured by 0= Agree and 1= Disagree. Outcome (Wellbeing) variable was measured by 0= High level of well-being, 1= Low level of well-being. Control variables including age were measured in years, education in the categories of 0=Low level of education, 1= Higher level of education and sex r in the categories 0=male, 1= female. Analysis and Results: Besides the descriptive statistics, binary logistic regression analyses were applied to examine the association between independent and dependent variables. The results showed that among the four independent variables, three of them including working status (OR: .392, p<.001), volunteering (OR: .471, p<.003) and strengths in religion (OR .588, p<.003), were significantly associated with psychological well-being while controlling for age, gender and education factors. Also, no significant association was found between the caregiving engagement of older adults and their psychological well-being outcome. Conclusions and Implications: The findings of this study are mostly consistent with the previous studies except for the caregiving engagements and their impact on older adults’ well-being outcomes. Therefore, the findings support the proactive initiatives from different micro to macro levels to facilitate opportunities for productive engagements for the older adults, and all of these may ultimately benefit their psychological well-being and life satisfaction in later life.

Keywords: productive engagements, older adults, psychological wellbeing, productive aging

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Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha

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Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and time-consuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.

Keywords: soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil, geotechnical engineering

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Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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

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

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Authors: Michael Smalenberger

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Intelligent tutoring systems (ITS) are computer-based platforms which can incorporate artificial intelligence to provide step-by-step guidance as students practice problem-solving skills. ITS can replicate and even exceed some benefits of one-on-one tutoring, foster transactivity in collaborative environments, and lead to substantial learning gains when used to supplement the instruction of a teacher or when used as the sole method of instruction. A common facet of many ITS is their use of Bayesian Knowledge Tracing (BKT) to estimate parameters necessary for the implementation of the artificial intelligence component, and for the probability of mastery of a knowledge component relevant to the ITS. While various techniques exist to estimate these parameters and probability of mastery, none directly and reliably ask the user to self-assess these. In this study, 111 undergraduate students used an ITS in a college-level introductory statistics course for which detailed transaction-level observations were recorded, and users were also routinely asked direct questions that would lead to such a self-assessment. Comparisons were made between these self-assessed values and those obtained using commonly used estimation techniques. Our findings show that such self-assessments are particularly relevant at the early stages of ITS usage while transaction level data are scant. Once a user’s transaction level data become available after sufficient ITS usage, these can replace the self-assessments in order to eliminate the identifiability problem in BKT. We discuss how these findings are relevant to the number of exercises necessary to lead to mastery of a knowledge component, the associated implications on learning curves, and its relevance to instruction time.

Keywords: Bayesian Knowledge Tracing, Intelligent Tutoring System, in vivo study, parameter estimation

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Authors: Michelle Eliane Hernández-García, Angélica Lozano

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The traffic accidents study usually contemplates the relation between factors such as the type of vehicle, its operation, and the road infrastructure. Traffic accidents can be explained by different factors, which have a greater or lower relevance. Two zones are studied, a mixed industrial zone and the extended zone of it. The first zone has mainly residential (57%), and industrial (23%) land uses. Trucks are mainly on the roads where industries are located. Four sensors give information about traffic and speed on the main roads. The extended zone (which includes the first zone) has mainly residential (47%) and mixed residential (43%) land use, and just 3% of industrial use. The traffic mix is composed mainly of non-trucks. 39 traffic and speed sensors are located on main roads. The traffic mix in a mixed land use zone, could be related to traffic accidents. To understand this relation, it is required to identify the elements of the traffic mix which are linked to traffic accidents. Models that attempt to explain what factors are related to traffic accidents have faced multiple methodological problems for obtaining robust databases. Poisson regression models are used to explain the accidents. The objective of the Poisson analysis is to estimate a vector to provide an estimate of the natural logarithm of the mean number of accidents per period; this estimate is achieved by standard maximum likelihood procedures. For the estimation of the relation between traffic accidents and the traffic mix, the database is integrated of eight variables, with 17,520 observations and six vectors. In the model, the dependent variable is the occurrence or non-occurrence of accidents, and the vectors that seek to explain it, correspond to the vehicle classes: C1, C2, C3, C4, C5, and C6, respectively, standing for car, microbus, and van, bus, unitary trucks (2 to 6 axles), articulated trucks (3 to 6 axles) and bi-articulated trucks (5 to 9 axles); in addition, there is a vector for the average speed of the traffic mix. A Poisson model is applied, using a logarithmic link function and a Poisson family. For the first zone, the Poisson model shows a positive relation among traffic accidents and C6, average speed, C3, C2, and C1 (in a decreasing order). The analysis of the coefficient shows a high relation with bi-articulated truck and bus (C6 and the C3), indicating an important participation of freight trucks. For the expanded zone, the Poisson model shows a positive relation among traffic accidents and speed average, biarticulated truck (C6), and microbus and vans (C2). The coefficients obtained in both Poisson models shows a higher relation among freight trucks and traffic accidents in the first industrial zone than in the expanded zone.

Keywords: freight transport, industrial zone, traffic accidents, traffic mix, trucks

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Authors: Ayotunde Qudus Saka, Xin Zhang

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Purpose: The purpose of this study is to investigate how corporate governance traits affect the financial performance of banks in the sub-Saharan African region from 2008 to 2022. Methodology/Design/Approach: The performance of a few chosen banks in Sub-Saharan Africa is examined in relation to corporate governance using static panel regression analysis. The following variables were used to present corporate governance in the study: board size (BDS), board gender diversity (BGD), board independence (BDI), number of audit committee meetings (NAM), and number of foreign members on the board (SFM). Return on assets (ROA) was employed as the dependent variable. Fixed effect (FE), random effect (RE), and common effect (CE) estimators were used with static panel data. The model estimate procedure is based on the 'Log-Lin' specification. The estimation includes eleven (11) models, ten of which relate to the individual country and one that captures the SSA countries used in this study. Finding: The RE effect estimator seems to be more efficient than the FE estimator overall. Therefore, the selected estimator used for the overall country investigation is the random effect model adopted in evaluating the connection between financial success and corporate governance, and according to the all-country specification in assessing the study's goal, the fixed effect estimator is thus selected for most of the countries except for Malawi and Zambia that common effect model worked well for showing that the banks in the aforementioned countries have similar organisational cultures and management philosophies. Consequently, the selected estimators for every country were used to evaluate the connection between financial success and corporate governance. Originality/Value: Corporate governance and bank performance topics are well grounded in literature with evidence from developed countries. However, there is a darth in developing countries particularly in the sub-Saharan African region. This study presents multi-country empirical evidence within the SSAs which gives the study more samples, this study makes use of balanced data from 2008 to 2022 being the latest data coverage from SSA, and to the best knowledge of the authors, no prior research has examined the impact of corporate governance mechanisms on bank performance in the SSA region through the use of multi-country samples.

Keywords: bank performance, corporate governance, sub-Saharan African (SSA), gender diversity, foreign member of the board, multi-country

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Authors: Michael C. Barbecho, Romeo B. Morcilla

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This study focused on the development of a solar powered front wheel drive electric trike for personal use and short distance travel, utilizing solar power and a variable speed transmission to adapt in places where varying road grades and unavailability of plug-in charging stations are of great problems. The actual performance of the vehicle was measured in terms of duration of charging using solar power, distance travel and battery power duration, top speed developed at full power, and load capacity. This project followed the research and development process which involved planning, designing, construction, and testing. Solar charging tests revealed that the vehicle requires 6 to 8 hours sunlight exposure to fully charge the batteries. At full charge, the vehicle can travel 35 km utilizing battery power down to 42%. Vehicle showed top speed of 25 kph at 0 to 3% road grade carrying a maximum load of 122 kg. The maximum climbing grade was 23% with the vehicle carrying a maximum load of 122 kg. Technically the project was feasible and can be a potential model for possible conversion of traditional Philippine made “pedicabs” and gasoline engine powered tricycle into modern electric vehicles. Moreover, it has several technical features and advantages over a commercialized electric vehicle such as the use solar charging system and variable speed power transmission and front drive power train for adaptability in any road gradient.

Keywords: electric vehicle, solar vehicles, front drive, solar, solar power

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Authors: Milica Karadžić, Lidija Jevrić, Sanja Podunavac-Kuzmanović, Strahinja Kovačević, Anamarija Mandić, Aleksandar Oklješa, Andrea Nikolić, Marija Sakač, Katarina Penov Gaši

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Using chemometric approach, the relationships between the chromatographic lipophilicity and in silico molecular descriptors for twenty-nine selected steroid derivatives were studied. The chromatographic lipophilicity was predicted using artificial neural networks (ANNs) method. The most important in silico molecular descriptors were selected applying stepwise selection (SS) paired with partial least squares (PLS) method. Molecular descriptors with satisfactory variable importance in projection (VIP) values were selected for ANN modeling. The usefulness of generated models was confirmed by detailed statistical validation. High agreement between experimental and predicted values indicated that obtained models have good quality and high predictive ability. Global sensitivity analysis (GSA) confirmed the importance of each molecular descriptor used as an input variable. High-quality networks indicate a strong non-linear relationship between chromatographic lipophilicity and used in silico molecular descriptors. Applying selected molecular descriptors and generated ANNs the good prediction of chromatographic lipophilicity of the studied steroid derivatives can be obtained. This article is based upon work from COST Actions (CM1306 and CA15222), supported by COST (European Cooperation and Science and Technology).

Keywords: artificial neural networks, chemometrics, global sensitivity analysis, liquid chromatography, steroids

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Authors: Shorena Pharjiani

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The Present empirical paper investigates the relationship between FDI and economic growth by 10 selected industries in 10 Central and Eastern European countries from the period 1995 to 2012. Different estimation approaches were used to explore the connection between FDI and economic growth, for example OLS, RE, FE with and without time dummies. Obtained empirical results leads to some main consequences: First, the Central and East European countries (CEEC) attracted foreign direct investment, which raised the productivity of industries they entered in. It should be concluded that the linkage between FDI and output growth by industries is positive and significant enough to suggest that foreign firm’s participation enhanced the productivity of the industries they occupied. There had been an endogeneity problem in the regression and fixed effects estimation approach was used which partially corrected the regression analysis in order to make the results less biased. Second, it should be stressed that the results show that time has an important role in making FDI operational for enhancing output growth by industries via total factor productivity. Third, R&D positively affected economic growth and at the same time, it should take some time for research and development to influence economic growth. Fourth, the general trends masked crucial differences at the country level: over the last 20 years, the analysis of the tables and figures at the country level show that the main recipients of FDI of the 11 Central and Eastern European countries were Hungary, Poland and the Czech Republic. The main reason was that these countries had more open door policies for attracting the FDI. Fifth, according to the graphical analysis, while Hungary had the highest FDI inflow in this region, it was not reflected in the GDP growth as much as in other Central and Eastern European countries.

Keywords: central and East European countries (CEEC), economic growth, FDI, panel data

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Authors: Diana Santiago, Tania Lisboa, Sophie Lee, Alexander P. Demos, Monica C. S. Vasconcelos

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Memorization has long been recognized as an arduous and anxiety-evoking task for musicians, and yet, it is an essential aspect of performance. Research shows that musicians are often not taught how to memorize. While memorization and practice strategies of professionals have been studied, little research has been done to examine how student musicians learn to practice and memorize music in different cultural settings. We present the process of developing and testing a questionnaire of music memorization and musical practice for student musicians in the UK and Brazil. A survey was developed for a cross-cultural research project aiming at examining how young orchestral musicians (aged 7–18 years) in different learning environments and cultures engage in instrumental practice and memorization. The questionnaire development included members of a UK/US/Brazil research team of music educators and performance science researchers. A pool of items was developed for each aspect of practice and memorization identified, based on literature, personal experiences, and adapted from existing questionnaires. Item development took the varying levels of cognitive and social development of the target populations into consideration. It also considered the diverse target learning environments. Items were initially grouped in accordance with a single underlying construct/behavior. The questionnaire comprised three sections: a demographics section, a section on practice (containing 29 items), and a section on memorization (containing 40 items). Next, the response process was considered and a 5-point Likert scale ranging from ‘always’ to ‘never’ with a verbal label and an image assigned to each response option was selected, following effective questionnaire design for children and youths. Finally, a pilot study was conducted with young orchestral musicians from diverse learning environments in Brazil and the United Kingdom. Data collection took place in either one-to-one or group settings to facilitate the participants. Cognitive interviews were utilized to establish response process validity by confirming the readability and accurate comprehension of the questionnaire items or highlighting the need for item revision. Internal reliability was investigated by measuring the consistency of the item groups using the statistical test Cronbach’s alpha. The pilot study successfully relied on the questionnaire to generate data about the engagement of young musicians of different levels and instruments, across different learning and cultural environments, in instrumental practice and memorization. Interaction analysis of the cognitive interviews undertaken with these participants, however, exposed the fact that certain items, and the response scale, could be interpreted in multiple ways. The questionnaire text was, therefore, revised accordingly. The low Cronbach’s Alpha scores of many item groups indicated another issue with the original questionnaire: its low level of internal reliability. Several reasons for each poor reliability can be suggested, including the issues with item interpretation revealed through interaction analysis of the cognitive interviews, the small number of participants (34), and the elusive nature of the construct in question. The revised questionnaire measures 78 specific behaviors or opinions. It can be seen to provide an efficient means of gathering information about the engagement of young musicians in practice and memorization on a large scale.

Keywords: cross-cultural, memorization, practice, questionnaire, young musicians

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Authors: Shima Mahmoudi, Setareh Mamishi, Babak Pourakbari, Majid Marjani

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In the last years, the potential role of distinct T-cell subsets as biomarkers of active tuberculosis TB and/or latent tuberculosis infection (LTBI) has been studied. The aim of this study was to investigate the potential role of interleukin-2 (IL-2) in whole blood stimulated with M. tuberculosis-specific antigens in the QuantiFERON-TB Gold In Tube (QFT-G-IT) for the discrimination of active and latent tuberculosis. After 72-h of stimulation by antigens from the QFT-G-IT assay, IL-2 secretion was quantitated in supernatants by using ELISA (Mabtech AB, Sweden). Observing the level of IL-2 released after 72-h of incubation, we found that the level of IL-2 were significantly higher in LTBI group than in patients with active TB infection or control group (P value=0.019, Kruskal–Wallis test). The discrimination performance (assessed by the area under ROC curve) between LTBI and patients with active TB was 0.816 (95%CI: 0.72-0.97). Maximum discrimination was reached at a cut-off of 13.9 pg/mL for IL-2 following stimulation with 82% sensitivity and 86% specificity. In conclusion, although cytokine analysis has greatly contributed to the understanding of TB pathogenesis, data on cytokine profiles that might distinguish progression from latency of TB infection are scarce and even controversial. Our data indicate that the concomitant evaluation of IFN- γ and IL-2 could be instrumental in discriminating of active and latent TB infection.

Keywords: interleukin-2, discrimination, active TB, latent TB

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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

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Authors: Maha Zouaoui Khalifa, Hakim Ben Othman, Hussaney Khaled

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Prior empirical studies have investigated the economic consequences of accounting conservatism by examining its impact on the cost of equity capital (COEC). However, findings are not conclusive. We assume that inconsistent results of such association may be attributed to the regression models used in data analysis. To address this issue, we re-examine the effect of different dimension of accounting conservatism: unconditional conservatism (U_CONS) and conditional conservatism (C_CONS) on the COEC for a sample of listed firms from Middle Eastern and North Africa (MENA) countries, applying quantile regression (QR) approach developed by Koenker and Basset (1978). While classical ordinary least square (OLS) method is widely used in empirical accounting research, however it may produce inefficient and bias estimates in the case of departures from normality or long tail error distribution. QR method is more powerful than OLS to handle this kind of problem. It allows the coefficient on the independent variables to shift across the distribution of the dependent variable whereas OLS method only estimates the conditional mean effects of a response variable. We find as predicted that U_CONS has a significant positive effect on the COEC however, C_CONS has a negative impact. Findings suggest also that the effect of the two dimensions of accounting conservatism differs considerably across COEC quantiles. Comparing results from QR method with those of OLS, this study throws more lights on the association between accounting conservatism and COEC.

Keywords: unconditional conservatism, conditional conservatism, cost of equity capital, OLS, quantile regression, emerging markets, MENA countries

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Authors: Saba Gachpaz, Hamid Reza Heidari

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The sharp increase in population growth leads to more pressure on agricultural areas to satisfy the food supply. To achieve this, more resources should be consumed and, besides other environmental concerns, highlight sustainable agricultural development. Land-use management is a crucial factor in obtaining optimum productivity. Machine learning is a widely used technique in the agricultural sector, from yield prediction to customer behavior. This method focuses on learning and provides patterns and correlations from our data set. In this study, nine physical control factors, namely, soil classification, electrical conductivity, normalized difference water index (NDWI), groundwater level, elevation, annual precipitation, pH of water, annual mean temperature, and slope in the alluvial plain in Khuzestan (an agricultural hotspot in Iran) are used to decide the best agricultural land use for both rainfed and irrigated agriculture for ten different crops. For this purpose, each variable was imported into Arc GIS, and a raster layer was obtained. In the next level, by using training samples, all layers were imported into the python environment. A random forest model was applied, and the weight of each variable was specified. In the final step, results were visualized using a digital elevation model, and the importance of all factors for each one of the crops was obtained. Our results show that despite 62% of the study area being allocated to agricultural purposes, only 42.9% of these areas can be defined as a suitable class for cultivation purposes.

Keywords: land suitability, machine learning, random forest, sustainable agriculture

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Authors: Bahar Salavati Vie Le Sage, Ismaïl Ben Hariz, Flavien Viguier, Sirine Noura Kahil, Audrey Jacquin, Maxime Convert

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The ballast layer plays a key role in railroad maintenance and the geometry of the track structure. Ballast also holds the track in place as the trains roll over it. Track ballast is packed between the sleepers and on the sides of railway tracks. An imbalance in ballast volume on the tracks can lead to safety issues as well as a quick degradation of the overall quality of the railway segment. If there is a lack of ballast in the track bed during the summer, there is a risk that the rails will expand and buckle slightly due to the high temperatures. Furthermore, the knowledge of the ballast quantities that will be excavated during renewal works is important for efficient ballast management. The volume of excavated ballast per meter of track can be calculated based on excavation depth, excavation width, volume of track skeleton (sleeper and rail) and sleeper spacing. Since 2012, SNCF has been collecting 3D points cloud data covering its entire railway network by using 3D laser scanning technology (LiDAR). This vast amount of data represents a modelization of the entire railway infrastructure, allowing to conduct various simulations for maintenance purposes. This paper aims to present an automated method for ballast volume estimation based on the processing of LiDAR data. The estimation of abnormal volumes in ballast on the tracks is performed by analyzing the cross-section of the track. Further, since the amount of ballast required varies depending on the track configuration, the knowledge of the ballast profile is required. Prior to track rehabilitation, excess ballast is often present in the ballast shoulders. Based on 3D laser scans, a Digital Terrain Model (DTM) was generated and automatic extraction of the ballast profiles from this data is carried out. The surplus in ballast is then estimated by performing a comparison between this ballast profile obtained empirically, and a geometric modelization of the theoretical ballast profile thresholds as dictated by maintenance standards. Ideally, this excess should be removed prior to renewal works and recycled to optimize the output of the ballast renewal machine. Based on these parameters, an application has been developed to allow the automatic measurement of ballast profiles. We evaluated the method on a 108 kilometers segment of railroad LiDAR scans, and the results show that the proposed algorithm detects ballast surplus that amounts to values close to the total quantities of spoil ballast excavated.

Keywords: ballast, railroad, LiDAR , cloud point, track ballast, 3D point

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