Search results for: mixed gaussian processes

Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah

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In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.

Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

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In order to reduce numerical computations in the nonlinear dynamic analysis of seismically base-isolated structures, a Mixed Explicit-Implicit time integration Method (MEIM) has been proposed. Adopting the explicit conditionally stable central difference method to compute the nonlinear response of the base isolation system, and the implicit unconditionally stable Newmark’s constant average acceleration method to determine the superstructure linear response, the proposed MEIM, which is conditionally stable due to the use of the central difference method, allows to avoid the iterative procedure generally required by conventional monolithic solution approaches within each time step of the analysis. The main aim of this paper is to investigate the stability and computational efficiency of the MEIM when employed to perform the nonlinear time history analysis of base-isolated structures with sliding bearings. Indeed, in this case, the critical time step could become smaller than the one used to define accurately the earthquake excitation due to the very high initial stiffness values of such devices. The numerical results obtained from nonlinear dynamic analyses of a base-isolated structure with a friction pendulum bearing system, performed by using the proposed MEIM, are compared to those obtained adopting a conventional monolithic solution approach, i.e. the implicit unconditionally stable Newmark’s constant acceleration method employed in conjunction with the iterative pseudo-force procedure. According to the numerical results, in the presented numerical application, the MEIM does not have stability problems being the critical time step larger than the ground acceleration one despite of the high initial stiffness of the friction pendulum bearings. In addition, compared to the conventional monolithic solution approach, the proposed algorithm preserves its computational efficiency even when it is adopted to perform the nonlinear dynamic analysis using a smaller time step.

Keywords: base isolation, computational efficiency, mixed explicit-implicit method, partitioned solution approach, stability

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Authors: Harvard Najoan, Sarwono Sutikno, Yusep Rosmansyah

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Most enterprises are now using information technology services as their assets to support business objectives. These kinds of services are provided by the internal service provider (inside the enterprise) or external service provider (outside enterprise). To deliver quality information technology services, the service provider (which from now on will be called ‘organization’) either internal or external, must have a standard for service management system. At present, the standard that is recognized as best practice for service management system for the organization is international standard ISO/IEC 20000:2011. The most important part of this international standard is the first part or ISO/IEC 20000-1:2011-Service Management System Requirement, because it contains 22 for organization processes as a requirement to be implemented in an organizational environment in order to build, manage and deliver quality service to the customer. Assessing organization management processes is the first step to implementing ISO/IEC 20000:2011 into the organization management processes. This assessment needs Process Assessment Model (PAM) as an assessment instrument. PAM comprises two parts: Process Reference Model (PRM) and Measurement Framework (MF). PRM is built by transforming the 22 process of ISO/IEC 20000-1:2011 and MF is based on ISO/IEC 33020. This assessment instrument was designed to assess the capability of service management process in Divisi Teknologi dan Sistem Informasi (Information Systems and Technology Division) as an internal organization of PT Pos Indonesia. The result of this assessment model can be proposed to improve the capability of service management system.

Keywords: ISO/IEC 20000-1:2011, ISO/IEC 33020:2015, process assessment, process capability, service management system

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Authors: Abhimanyu Pati, Prabir K. Bandyopadhyay

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The paper intends to highlight the significance of Digital Manufacturing (DM) strategy in support and achievement of business strategy and goals of any manufacturing organization. Towards this end, DM initiatives have been given a process perspective, while not undermining its technological significance, with a view to link its benefits directly with fulfilment of customer needs and expectations in a responsive and cost-effective manner. A digital process model has been proposed to categorize digitally enabled organizational processes with a view to create synergistic groups, which adopt and use digital tools having similar characteristics and functionalities. This will throw future opportunities for researchers and developers to create a unified technology environment for integration and orchestration of processes. Secondly, an effort has been made to apply “what” and “how” features of Quality Function Deployment (QFD) framework to establish the relationship between customers’ needs – both for external and internal customers, and the features of various digital processes, which support for the achievement of these customer expectations. The paper finally concludes that in the present highly competitive environment, business organizations cannot thrive to sustain unless they understand the significance of digital strategy and integrate it with their business strategy with a clearly defined implementation roadmap. A process-oriented approach to DM strategy will help business executives and leaders to appreciate its value propositions and its direct link to organization’s competitiveness.

Keywords: knowledge management, cloud computing, knowledge management approaches, cloud-based knowledge management

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Authors: P. M. Ikonić, T. A. Tasić, L. S. Petrović, S. B. Škaljac, M. R. Jokanović, V. M. Tomović, B. V. Šojić, N. R. Džinić, A. M. Torbica, B. B. Ikonić

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The aim of the study was to determine how different ripening processes (traditional vs. industrial) influenced the proteolysis in traditional Serbian dry-fermented sausage Petrovská klobása. The obtained results indicated more intensive pH decline (0.7 units after 9 days) in industrially ripened products (I), what had a positive impact on drying process and proteolytic changes in these samples. Thus, moisture content in I sausages was lower at each sampling time, amounting 24.7% at the end of production period (90 days). Likewise, the process of proteolysis was more pronounced in I samples, resulting in higher contents of non-protein nitrogen (NPN) and free amino acids nitrogen (FAAN), as well as in faster and more intensive degradation of myosin (≈220 kDa), actin (≈45 kDa) and other polypeptides during processing. Consequently, the appearance and accumulation of several protein fragments were registered.

Keywords: dry-fermented sausage, Petrovská klobása, proteolysis, ripening process

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Authors: Athirat Intajorn

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According to the ASEAN free trade areas (AFTA), Thailand has applied the AFTA agreement for reducing tariffs and reflecting changes in business processes. The reflection of changes in agribusiness processes, in particular, has accumulated as production costs for producers. Palm Oil industry has become an important industry to Thailand economic. Thailand currently ranks the 3rd in the world for Crude Palm Oil CPO. Therefore, the scope of this paper presents a research framework to investigate the supply chain management practices in Thailand palm oil industry. This research is limit to literature review. And the proposed framework identifies the criteria of supply chain management for Thailand palm oil industry in order for linkage among entities within logistics management involving plantation, mill, collection port, refinery and cookie from the data utilization. The Supply Chain Management Practices in Thailand Palm Oil Industry framework has a somewhat different view due to the high complexity of agribusiness logistics management.

Keywords: supply chain management, practice, palm oil industry, Thailand palm oil industry

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Authors: Parker Townes, Aisouda Savadlou, Shoshana Weiss, Marina Jarenova, Suzzane Ferris, Dan Devoe, Russel Schachar, Scott Patten, Tomas Lange, Marlena Colasanto, Holly McGinn, Paul Arnold

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Some research suggests obsessive-compulsive disorder (OCD) is associated with impaired executive functioning: higher-level mental processes involved in carrying out tasks and solving problems. Relevant literature was identified systematically through online databases. Meta-analyses were conducted for task performance metrics reported by at least two articles. Results were synthesized by the executive functioning domain measured through each performance metric. Heterogeneous literature was identified, typically involving few studies using consistent measures. From 29 included studies, analyses were conducted on 33 performance metrics from 12 tasks. Results suggest moderate associations of working memory (two out of five tasks presented significant findings), planning (one out of two tasks presented significant findings), and visuospatial abilities (one out of two tasks presented significant findings) with OCD in youth. There was inadequate literature or contradictory findings for other executive functioning domains. These findings suggest working memory, planning, and visuospatial abilities are impaired in pediatric OCD, with mixed results. More work is needed to identify the effect of age and sex on these results. Acknowledgment: This work was supported by the Alberta Innovates Translational Health Chair in Child and Youth Mental Health. The funders had no role in the design, conducting, writing, or decision to submit this article for publication.

Keywords: obsessive-compulsive disorder, neurocognition, executive functioning, adolescents, children

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Authors: Omar Pillaca-Pullo, Arturo Alejandro-Paredes, Carol Flores-Fernandez, Marijuly Sayuri Kina, Amparo Iris Zavaleta

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Aqueous two-phase system (ATPS) is an interesting alternative for separating industrial enzymes due to it is easy to scale-up and low cost. Polyethylene glycol (PEG) mixed with potassium phosphate or magnesium sulfate is one of the most frequently polymer/salt ATPS used, but the consequences of its use is a high concentration of phosphates and sulfates in wastewater causing environmental issues. Citrate could replace these inorganic salts due to it is biodegradable and does not produce toxic compounds. On the other hand, statistical design of experiments is widely used for ATPS optimization and it allows to study the effects of the involved variables in the purification, and to estimate their significant effects on selected responses and interactions. The 24 factorial design with four central points (20 experiments) was employed to study the partition and purification of proteases produced by Pseudomonas sp. in PEG/citrate ATPS system. ATPS was prepared with different sodium citrate concentrations [14, 16 and 18% (w/w)], pH values (7, 8 and 9), PEG molecular weight (2,000; 4,000 and 6,000 g/mol) and PEG concentrations [18, 20 and 22 % (w/w)]. All system components were mixed with 15% (w/w) of the fermented broth and deionized water was added to a final weight of 12.5 g. Then, the systems were mixed and kept at room temperature until to reach two-phases separation. Volumes of the top and bottom phases were measured, and aliquots from both phases were collected for subsequent proteolytic activity and total protein determination. Influence of variables such as PEG molar mass (MPEG), PEG concentration (CPEG), citrate concentration (CSal) and pH were evaluated on the following responses: purification factor (PF), activity yield (Y), partition coefficient (K) and selectivity (S). STATISTICA program version 10 was used for the analysis. According to the obtained results, higher levels of CPEG and MPEG had a positive effect on extraction, while pH did not influence on the process. On the other hand, the CSal could be related with low values of Y because of the citrate ions have a negative effect on solubility and enzymatic structure. The optimum values of Y (66.4 %), PF (1.8), K (5.5) and S (4.3) were obtained at CSal (18%), MPEG (6,000 g/mol), CPEG (22%) and pH 9. These results indicated that the PEG/citrate system is accurate to purify these Pseudomonas sp. proteases from fermented broth as a first purification step.

Keywords: citrate, polyethylene glycol, protease, Pseudomonas sp

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Authors: R. Nayak, T. Panwar, R. Padhye

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Protective textiles get soiled, stained and even worn during their use, which may not be usable after a certain period due to the loss of protective performance. They need regular cleaning and maintenance, which helps to extend the durability of the clothing, retains their useful properties and ensures that fresh clothing is ready to wear when needed. Generally, the cleaning processes used for various protective clothing include dry-cleaning (using solvents) or wet cleaning (using water). These cleaning processes can alter the fabric surface properties, dimensions, and physical, mechanical and performance properties. The technology of laundering and dry-cleaning has undergone several changes. Sustainable methods and products are available for faster, safer and improved cleaning of protective textiles. We performed a comprehensive and systematic review of green technologies and eco-friendly products for sustainable cleaning of protective textiles. Special emphasis is given on the care and maintenance procedures of protective textiles for protection from fire, bullets, chemical and other types of protective clothing.

Keywords: Sustainable cleaning, protective textiles, ecofriendly cleaning, ozone laundering, ultrasonic cleaning

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Authors: M. Yosofi, S. Ezeddini, A. Ollivier, V. Lavaste, C. Mayousse

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Additive manufacturing processes have changed significantly in a wide range of industries and their application progressed from rapid prototyping to production of end-use products. However, their environmental impact is still a rather open question. In order to support the growth of this technology in the industrial sector, environmental aspects should be considered and predictive models may help monitor and reduce the environmental footprint of the processes. This work presents predictive models based on a previously developed methodology for the environmental impact evaluation combined with a technical and economical assessment. Here we applied the methodology to the Fused Deposition Modeling process. First, we present the predictive models relative to different types of machines. Then, we present a decision-making tool designed to identify the optimum manufacturing strategy regarding technical, economic, and environmental criteria.

Keywords: additive manufacturing, decision-makings, environmental impact, predictive models

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Authors: V. Ivanov, J. Chu, V. Stabnikov

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Low cost, sustainable, and environmentally friendly microbial cements, grouts, polysaccharides and bioplastics are useful in construction and geotechnical engineering. Construction-related biotechnologies are based on activity of different microorganisms: urease-producing, acidogenic, halophilic, alkaliphilic, denitrifying, iron- and sulphate-reducing bacteria, cyanobacteria, algae, microscopic fungi. The bio-related materials and processes can be used for the bioaggregation, soil biogrouting and bioclogging, biocementation, biodesaturation of water-satured soil, bioencapsulation of soft clay, biocoating, and biorepair of the concrete surface. Altogether with the most popular calcium- and urea based biocementation, there are possible and often are more effective such methods of ground improvement as calcium- and magnesium based biocementation, calcium phosphate strengthening of soil, calcium bicarbonate biocementation, and iron- or polysaccharide based bioclogging. The construction-related microbial biotechnologies have a lot of advantages over conventional construction materials and processes.

Keywords: ground improvement, biocementation, biogrouting, microorganisms

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Authors: Panumard Kaewmora, Thirasak Rirksomboon, Vissanu Meeyoo

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Due to the globally growing demands of petroleum fuel and fossil fuels, the scarcity or even depletion of fossil fuel sources could be inevitable. Alternatively, the utilization of renewable sources, such as biomass, has become attractive to the community. Biomass can be converted into bio-oil by fast pyrolysis. In water phase of bio-oil, acetic acid which is one of its main components can be converted to hydrogen with high selectivity over effective catalysts in steam reforming process. Steam reforming of acetic acid as model compound has been intensively investigated for hydrogen production using various metal oxide supported nickel catalysts and yet they seem to be rapidly deactivated depending on the support utilized. A catalyst support such as Ce1-xZrxO2 mixed oxide was proposed for alleviating this problem with the anticipation of enhancing hydrogen yield. However, catalyst preparation methods play a significant role in catalytic activity and performance of the catalysts. In this work, Ce0.75Zr0.25O2 mixed oxide solid solution support was prepared by urea hydrolysis using microwave as heat source. After that nickel metal was incorporated at 15 wt% by incipient wetness impregnation method. The catalysts were characterized by several techniques including BET, XRD, H2-TPR, XRF, SEM, and TEM as well as tested for the steam reforming of acetic acid at various operating conditions. Preliminary results showed that a hydrogen yield of ca. 32% with a relatively high acetic conversion was attained at 650°C.

Keywords: acetic acid, steam reforming, microwave, nickel, ceria, zirconia

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Authors: Neeru Deep, Kimberly McAlister

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Mental health issues have been increasing worldwide for many decades, but the COVID-19 pandemic has brought mental health issues into the spotlight. Within higher education, promoting the well-being of students has dramatically increased in focus. The Northwestern State University of Louisiana opened the Center for Positivity, Well-being, and Hope using the action research process of reflecting, planning, acting, and observing. The study’s purpose is two-fold: First, it highlights how to create a collaborative team to reflect, plan, and act to develop a well-being culture in higher education institutions. Second, it investigates the efficacy of the center through Seligman’s lenses. The researchers shared their experience in the first three phases of the action research process and then applied an identical concurrent mixed methods design. A purposive sample evaluated the efficacy of the center through Seligman’s lenses. The researcher administered PERMA-Profiler Measure, the PERMA-Profiler Measure overview, the CoPWH Evaluation I, and the CoPWH Evaluation II questionnaires to collect qualitative and quantitative data. The thematic analysis for qualitative and descriptive statistics for quantitative data concluded that the center creates a well-being culture and promotes well-being in college students. In conclusion, this action research shares the successful implementation of the cyclic process of research in promoting a well-being culture in higher education with the implications for promoting a well-being culture in various educational settings, workplaces, and communities.

Keywords: action research, mixed methods research design, Seligman, well-being.

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Authors: S. Shanthi

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Catalyzed oxidation processes show extraordinary guarantee for application in numerous wastewater treatment ranges. Advanced oxidation processes are emerging innovation that might be utilized for particular objectives in wastewater treatment. This research work provides a solution for removal a refractory organic compound 2,4-dichlorophenoxyaceticacid a common water pollutant. All studies were done in batch mode in a constantly stirred reactor. Alternative ozonation processes catalysed by transition metals or granular activated carbon have been investigated for degradation of organics. Catalytic ozonation under study are homogeneous catalytic ozonation, which is based on ozone activation by transition metal ions present in aqueous solution, and secondly as heterogeneous catalytic ozonation in the presence of Granular Activated Carbon (GAC). The present studies reveal that heterogeneous catalytic ozonation using GAC favour the ozonation of 2,4-dichlorophenoxyaceticacid by increasing the rate of ozonation and a much higher degradation of substrates were obtained in a given time. Be that it may, Fe2+and Fe3+ ions decreased the rate of degradation of 2,4-dichlorophenoxyaceticacid indicating that it acts as a negative catalyst. In case of heterogeneous catalytic ozonation using GAC catalyst it was found that during the initial 5 minutes of contact solution concentration decreased significantly as the pollutants were adsorbed initially. Thereafter the substrate started getting oxidized and ozonation became a dominates the treatment process. The exhausted GAC was found to be regenerated in situ. The percentage reduction of the substrate was maximum achieved in minimum possible time when GAC catalyst is employed.

Keywords: ozonation, homogeneous catalysis, heterogeneous catalysis, granular activated carbon

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Authors: Marin Mandić, Elis Sutlović, Tonći Modrić, Luka Stanić

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With the restructuring and deregulation of the power system, storage owners, generation companies or private producers can offer their multiple services on various power markets and earn income in different types of markets, such as the day-ahead, real-time, ancillary services market, etc. During the COVID-19 pandemic, electricity prices, as well as ancillary services prices, increased significantly. The optimization of the energy storage operation was performed using a suitable model for simulating the operation of a pumped storage hydropower plant under market conditions. The objective function maximizes the income earned through energy arbitration, regulation-up, regulation-down and spinning reserve services. The optimization technique used for solving the objective function is mixed integer linear programming (MILP). In numerical examples, the pumped storage hydropower plant operation has been optimized considering the already achieved hourly electricity market prices from Nord Pool for the pre-pandemic (2019) and the pandemic (2020 and 2021) years. The impact of the electricity market prices during the COVID-19 pandemic on energy storage operation is shown through the analysis of income, operating hours, reserved capacity and consumed energy for each service. The results indicate the role of energy storage during a significant fluctuation in electricity and services prices.

Keywords: electrical market prices, electricity market, energy storage optimization, mixed integer linear programming (MILP) optimization

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Authors: Muhammad Fakhrul Arrazi

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Ibn Taymiyyah is a great figure in Islam. His works have become the reference for many Muslims in implementing the fiqh of Ibadah and Muamalat. This article reviews the concepts that Ibn Taymiyyah has initiated in Halal and Haram, long before the books on Halal and Haram are written by contemporary scholars. There are at least four concepts of Halal and Haram ever spawned by Ibn Taymiyyah. First, the belief of a jurist (Faqih) in a matter that is Haram does not necessarily make the matter Haram. Haram arises from the Quran, Sunnah, Ijma’ and Qiyas as the tarjih. Due to the different opinions among the ulama, we should revisit this concept. Second, if a Muslim involves in a transaction (Muamalat), believes it permissible and gets money from such transaction, then it is legal for other Muslims to transact with the property of this Muslim brother, even if he does not believe that the transactions made by his Muslims brother are permissible. Third, Haram is divided into two; first is Haram because of the nature of an object, such as carrion, blood, and pork. If it is mixed with water or food and alters their taste, color, and smell, the food and water become Haram. Second is Haram because of the way it is obtained such as a stolen item and a broken aqad. If it is mixed with the halal property, the property does not automatically become Haram. Fourth, a treasure whose owners cannot be traced back then it is used for the benefit of the ummah. This study used the secondary data from the classics books by Ibn Taymiyyah, particularly those entailing his views on Halal and Haram. The data were then analyzed by using thematic and comparative approach. It is found that most of the concepts proposed by Ibn Taymiyyah in Halal and Haram correspond the majority’s views in the schools. However, some of his concepts are also in contrary to other scholars. His concepts will benefit the ummah, should it be applied to the contemporary issues.

Keywords: fiqh Muamalat, halal, haram, Ibn Taymiyyah

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Authors: K. M. Yuen

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This research examined the literature review of wedding preparation’s challenges and its developmental tasks of family transition under family life cycle. Five interviewees were invited to share their experiences on the differences with their parents in regard to wedding preparations and coping strategies. Some coping strategies and processes were highlighted for facilitating the family to achieve the developmental tasks during the wedding preparation. However, those coping strategies and processes may only act as the step and the behavior, while “concern towards parents” was found to be the essential element behind these behaviors. In addition to pre-marital counseling, a developmental group was suggested to develop under the framework of family life cycle and its related coping strategies on working with the newlyweds who encountered intergenerational differences in regard to their wedding preparations.

Keywords: wedding preparation, difference, parents, family life cycle, developmental tasks, coping strategies, process

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Authors: Mustapha Kamel Mihoubi, Hocine Dahmani

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Over recent years much progress has been achieved in the fields of numerical modeling shoreline processes: waves, currents, waves and current. However, there are still some problems in the existing models to link the on the first, the hydrodynamics of waves and currents and secondly, the sediment transport processes and due to the variability in time, space and interaction and the simultaneous action of wave-current near the shore. This paper is the establishment of a numerical modeling to forecast the sediment transport from development scenarios of harbor structure. It is established on the basis of a numerical simulation of a water-sediment model via a 2D model using a set of codes calculation MIKE 21-DHI software. This is to examine the effect of the sediment transport drivers following the dominant incident wave in the direction to pass input harbor work under different variants planning studies to find the technical and economic limitations to the sediment transport and protection of the harbor structure optimum solution.

Keywords: swell, current, radiation, stress, mesh, mike21, sediment

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Authors: Afrouz Yousefi, Mohtada Sadrzadeh

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The widespread presence of poly- and perfluoroalkyl substances (PFAS) poses a significant concern due to their ability to accumulate in living organisms and their persistence in the environment, thanks to their robust carbon-fluorine (C-F) bonds, which require substantial energy to break (485 kJ/mol). The prevalence of toxic PFAS compounds can be highly detrimental to ecosystems, wildlife, and human health. Ongoing efforts are dedicated to investigating methods for fully breaking down and eliminating PFAS from the environment. Among the various techniques employed, advanced oxidation processes have shown promise in completely breaking down emerging contaminants in wastewater. However, the drawback lies in the relatively slow reaction rates of these processes and the substantial energy input required, which currently impedes their widespread commercial adoption. We developed a hybrid process, comprising electro-Fenton as an advanced oxidation process and membrane distillation, to simultaneously degrade organic PFAS pollutants and extract pure water from the mixture. In this study, environmentally persistent perfluorooctanoic acid (PFOA), as an emerging contaminant, was used to study the effectiveness of the electro-Fenton/membrane distillation hybrid system. The PFOA degradation studies were conducted in two modes: electro-Fenton and electro-Fenton coupled with membrane distillation. High-performance liquid chromatography with ultraviolet detection (HPLC-UV), ion-chromatography (measuring fluoride ion concentration), total organic carbon (TOC) decay, mineralization current efficiency (MCE), and specific energy consumption (SEC) were evaluated for a single EF and hybrid EF-MD processes. In contrast to a single EF reaction, TOC decay improved significantly in the EF-MD process. Overall, the MCE of hybrid processes surpassed 100% while it remained under 50% for a single EF reaction. Calculations of specific energy consumption (SEC) demonstrated a substantial decrease of nearly one-third in energy usage when integrating the EF reaction with the MD process.

Keywords: water treatment, PFAS, membrane distillation, electro-Fenton, advanced oxidation

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Authors: Sélima Baccar, Ephraim Clark

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This paper can be considered as a new perspective to analyse credit spreads. A comprehensive empirical analysis of conditional variance of credit spreads indices is performed using various GARCH models. Based on a comparison between traditional and asymmetric GARCH models with alternative functional forms of the conditional density, we intend to identify what macroeconomic and financial factors have driven daily changes in the US Dollar credit spreads in the period from January 2011 through January 2013. The results provide a strong interdependence between credit spreads and the explanatory factors related to the conditions of interest rates, the state of the stock market, the bond market liquidity and the exchange risk. The empirical findings support the use of asymmetric GARCH models. The AGARCH and GJR models outperform the traditional GARCH in credit spreads modelling. We show, also, that the leptokurtic Student-t assumption is better than the Gaussian distribution and improves the quality of the estimates, whatever the rating or maturity.

Keywords: corporate bonds, default risk, credit spreads, asymmetric garch models, student-t distribution

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Authors: Ahmed Mateen, Zhu Qingsheng, Muhammad Awais, Muhammad Yahya Saeed

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This paper targets the rising factor of entrepreneurship innovation, which lacks in Pakistan as compared to the other countries or the regions like China, India, and Malaysia, etc. This is an exploratory and explanatory study. Major aspects have identified as the direction for the policymakers while highlighting the issues in true spirit. IT needs to be considered not only as a technology but also as itself growing as a new community. IT management processes are complex and broad, so generally requires extensive attention to the collective aspects of human variables, capital and technology. In addition, projects tend to have a special set of critical success factors, and if these are processed and given attention, it will improve the chances of successful implementation. This is only possible with state of the art intelligent decision support systems and accumulating IT staff to some extent in decision processes. This paper explores this issue carefully and discusses six issues to observe the implemented strength and possible enhancement.

Keywords: security and defense forces, IT-incentives, big IT-players, IT-entrepreneurial-culture

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Authors: Soudabeh Shemehsavar

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In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.

Keywords: bivariate normal, Fisher information matrix, inverse Gaussian distribution, Wiener process

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Authors: Leyla Noroozbabaee, David Nickerson

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We introduce a modular, consistent, reusable bond graph model of the renal nephron’s proximal convoluted tubule (PCT), which can reproduce biological behaviour. In this work, we focus on ion and volume transport in the proximal convoluted tubule of the renal nephron. Modelling complex systems requires complex modelling problems to be broken down into manageable pieces. This can be enabled by developing models of subsystems that are subsequently coupled hierarchically. Because they are based on a graph structure. In the current work, we define two modular subsystems: the resistive module representing the membrane and the capacitive module representing solution compartments. Each module is analyzed based on thermodynamic processes, and all the subsystems are reintegrated into circuit theory in network thermodynamics. The epithelial transport system we introduce in the current study consists of five transport membranes and four solution compartments. Coupled dissipations in the system occur in the membrane subsystems and coupled free-energy increasing, or decreasing processes appear in solution compartment subsystems. These structural subsystems also consist of elementary thermodynamic processes: dissipations, free-energy change, and power conversions. We provide free and open access to the Python implementation to ensure our model is accessible, enabling the reader to explore the model through setting their simulations and reproducibility tests.

Keywords: Bond Graph, Epithelial Transport, Water Transport, Mathematical Modeling

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Authors: N. Khelloul, N. Benhalima, A. Chouaih, F. Hamzaoui

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The monomer and dimer structures of the title molecule have been obtained from density functional theory (DFT) B3LYP method with 6-31G (d,p) as basis set calculations. The optimized geometrical parameters obtained by B3LYP/6-31G (d,p) method shows good agreement with experimental X-ray data. The polarizability and first order hyperpolarizabilty of the title molecule were calculated and interpreted. The intermolecular N–H•••O hydrogen bonds are discussed in dimer structure of the molecule. The vibrational wave numbers and their assignments were examined theoretically using the Gaussian 09 set of quantum chemistry codes. The predicted frontier molecular orbital energies at B3LYP/6-31G(d,p) method set show that charge transfer occurs within the molecule. The frontier molecular orbital calculations clearly show the inverse relationship of HOMO–LUMO gap with the total static hyperpolarizability. The results also show that 2-Chloro-N-(2-methylphenyl) benzamide 2 molecule may have nonlinear optical (NLO) comportment with non-zero values.

Keywords: DFT, HOMO, LUMO, NLO

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Authors: France Phiri, Arnold Kanengoni, Dawood Hattas, Khanyisile Mbatha

Abstract:

A study was carried out to determine seasonal changes in fiber composition and condensed tannin (CT) concentrations in Rhus lancea and Celtis africana and their effects on feed intake and blood metabolites in mixed-feeders. Rhus lancea and C. africana were analysed for dry matter (DM), acid detergent lignin (ADL), acid detergent fiber (ADF), neutral detergent fiber (NDF) and CT concentrations over four seasons; early wet (EWS), late wet (LWS), early dry (EDS) and late dry (LDS). Twelve indigenous male goats were kept in metabolic crates for periods of 21 days per season and fed one of two diet combinations; the test diet comprised R. lancea and C. africana (denoted as BROWSE) and the lucerne diet comprised lucerne (Medicago sativa and concentrates (CON). Feed intake, body weight and blood metabolites were determined in all goats over each study period. Goats fed BROWSE in the EDS, LDS and LWS lost weight while goats fed CON gained weight (P < 0.05). Goats fed CON had higher urea, alkaline phosphatase and gamma-glutamyl transferase concentrations than those fed BROWSE (P < 0.05). Creatinine and cholesterol concentrations in all goats across LWS, EDS and LDS were lower than the normal range, while total protein and globulin concentrations were higher. The goats fed BROWSE had higher creatinine concentrations (P < 0.05) than those fed CON. Cholesterol concentrations were higher (P < 0.05) in goats fed BROWSE than in those on CON fed. It was concluded that goats fed BROWSE lost weight, indicating insufficient nutrients for maintenance requirements.

Keywords: fiber, maintenance, condense tannins, blood metabolites

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Authors: Anwesha Das

Abstract:

There are numerous cases of racism and discriminatory practices in India against the northeast citizens and the African migrants. The right-wing extremism of the presently ruling political party in India has resulted in increased cases of xenophobia and Afrophobia. The rigid Indian caste system contributes to such practices of racism. The establishment of the ‘Hindu race’ by the present right-wing government, leading to instilling pride among Hindus being of a superior race, has resulted in more atrocious racist practices. This paper argues that policy action is required against racist, discriminatory practices. Policy actors in India do not ask the right questions and fail to give the needed redirection. It critically analyses Acts 14 and 15 of the Indian constitution in order to examine the cause of a policy action. In proposing the need for policy action, this paper places its arguments as a vital extension of the existing scholarship on public policy studies in India. It uses mixed-method analysis to examine the factors responsible for the policy problem and aims to suggest specific points of intervention in a policy progression. The study finds that despite anti-discriminatory policies in the mentioned Acts of the Indian constitution, there are rampant cases of racism owing to religious and cultural factors. The major findings of the study show how the present right-wing government violated the constitution in aggravating xenophobia. This paper proposes a policy action required to stop such further practices.

Keywords: India, migrants, policy action, racism, xenophobia

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Authors: Onur Kaya, Ilknur Tukenmez

Abstract:

In this study, we consider vehicle routing problems on networks with alternative direct links between nodes, and we analyze a multi-objective problem considering the financial, environmental and social objectives in this context. In real life, there might exist several alternative direct roads between two nodes, and these roads might have differences in terms of their lengths and durations. For example, a road might be shorter than another but might require longer time due to traffic and speed limits. Similarly, some toll roads might be shorter or faster but require additional payment, leading to higher costs. We consider such alternative links in our problem and develop a mixed integer linear programming model that determines which alternative link to use between two nodes, in addition to determining the optimal routes for different vehicles, depending on the model objectives and constraints. We consider the minimum cost routing as the financial objective for the company, minimizing the CO2 emissions and gas usage as the environmental objectives, and optimizing the driver working conditions/working hours, and minimizing the risks of accidents as the social objectives. With these objective functions, we aim to determine which routes, and which alternative links should be used in addition to the speed choices on each link. We discuss the results of the developed vehicle routing models and compare their results depending on the system parameters.

Keywords: vehicle routing, alternative links between nodes, mixed integer linear programming, triple bottom line accounting

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Authors: Galit Harel

Abstract:

This article describes the long-term psychoanalytic psychotherapy of a young woman who had experienced trauma during her childhood. The details of the trauma were unknown, as all memory of the trauma had been repressed. Past trauma is analyzable through a prism of transference, dreaming and dreams, mental states, and thinking processes that offer an opportunity to explore and analyze the influence of both reality and fantasy on the patient. The presented case describes a therapeutic process that strives to discover hidden meanings through the unconscious system and illustrates the movement from unconscious to conscious during exploration of the patient’s personal trauma in treatment. The author discusses the importance of classical and contemporary psychoanalytic models of childhood sexual trauma through the discovery of manifest and latent content, unconscious fantasies, and actual events of trauma. It is suggested that the complexity of trauma is clarified by the tension between these models and by the inclusion of aspects of both of them for a complete understanding.

Keywords: dreams, psychoanalytic psychotherapy, thinking processes, transference, trauma

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Authors: Safia Hocine, Djamil Aïssani

Abstract:

Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

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Authors: Yi Li, Rui Lu, Lianjun Wang

Abstract:

With the rapid development of chemical industry, the consumption of volatile organic compounds (VOCs) has increased extensively. In the process of VOCs production and application, plenty of them have been transferred to environment. As a result, it has led to pollution problems not only in soil and ground water but also to human beings. Thus, it is important to develop a sensitive and cost-effective analytical method for trace VOCs detection in environment. Surface-enhanced Raman Spectroscopy (SERS), as one of the most sensitive optical analytical technique with rapid response, pinpoint accuracy and noninvasive detection, has been widely used for ultratrace analysis. Based on the plasmon resonance on the nanoscale metallic surface, SERS technology can even detect single molecule due to abundant nanogaps (i.e. 'hot spots') on the nanosubstrate. In this work, a self-supported flexible silver nitrate (AgNO3)/ethylene-propylene copolymer (EPM) hybrid nanofibers was fabricated by electrospinning. After an in-situ chemical reduction using ice-cold sodium borohydride as reduction agent, numerous silver nanoparticles were formed on the nanofiber surface. By adjusting the reduction time and AgNO3 content, the morphology and dimension of silver nanoparticles could be controlled. According to the principles of solid-phase extraction, the hydrophobic substance is more likely to partition into the hydrophobic EPM membrane in an aqueous environment while water and other polar components are excluded from the analytes. By the enrichment of EPM fibers, the number of hydrophobic molecules located on the 'hot spots' generated from criss-crossed nanofibers is greatly increased, which further enhances SERS signal intensity. The as-prepared Ag/EPM hybrid nanofibers were first employed to detect common SERS probe molecule (p-aminothiophenol) with the detection limit down to 10-12 M, which demonstrated an excellent SERS performance. To further study the application of the fabricated substrate for monitoring hydrophobic substance in water, several typical VOCs, such as benzene, toluene and p-xylene, were selected as model compounds. The results showed that the characteristic peaks of these target analytes in the mixed aqueous solution could be distinguished even at a concentration of 10-6 M after multi-peaks gaussian fitting process, including C-H bending (850 cm-1), C-C ring stretching (1581 cm-1, 1600 cm-1) of benzene, C-H bending (844 cm-1 ,1151 cm-1), C-C ring stretching (1001 cm-1), CH3 bending vibration (1377 cm-1) of toluene, C-H bending (829 cm-1), C-C stretching (1614 cm-1) of p-xylene. The SERS substrate has remarkable advantages which combine the enrichment capacity from EPM and the Raman enhancement of Ag nanoparticles. Meanwhile, the huge specific surface area resulted from electrospinning is benificial to increase the number of adsoption sites and promotes 'hot spots' formation. In summary, this work provides powerful potential in rapid, on-site and accurate detection of trace VOCs using a portable Raman.

Keywords: electrospinning, ethylene-propylene copolymer, silver nanoparticles, SERS, VOCs

Procedia PDF Downloads 151